update tests related to exit while having open order

tests/optimize/test_backtesting_adjust_position.py

@@ -1,7 +1,7 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
 
 from copy import deepcopy
-from unittest.mock import MagicMock
+from unittest.mock import MagicMock, PropertyMock
 
 import pandas as pd
 import pytest
@@ -203,6 +203,16 @@ def test_backtest_exit_trade_with_open_entry_order(default_conf, fee, mocker,) -
  default_conf['use_exit_signal'] = False
  default_conf['max_open_trades'] = 10
  default_conf['stake_amount'] = 8
+
+ default_conf['unfilledtimeout']= {
+ "entry": 90000,
+ "exit": 100000,
+ "exit_timeout_count": 0,
+ "unit": "minutes"
+ }
+ # time out entry order to unlimited
+
+
  mocker.patch(f'{EXMS}.get_fee', fee)
 
  backtesting = Backtesting(default_conf)
@@ -230,10 +240,24 @@ def test_backtest_exit_trade_with_open_entry_order(default_conf, fee, mocker,) -
 
  # position adjust creating exit order
  def custom_entry_price(proposed_rate, **kwargs):
- return proposed_rate * 0.95
+ return proposed_rate * 0.54
 
- backtesting.strategy.custom_entry_price = custom_entry_price
- backtesting.strategy.adjust_trade_position = MagicMock(return_value=5)
+ #backtesting.strategy.custom_entry_price = custom_entry_price
+ #backtesting.strategy.adjust_trade_position = MagicMock(return_value=(5, 'PartIncrease'))
+
+ current_time = row[0].to_pydatetime()
+
+ trade = backtesting._get_adjust_trade_entry_for_candle(trade, row, current_time)
+
+ assert trade
+ #assert pytest.approx(trade.stake_amount) == 200.0
+
+ print("BEFORE EXIT")
+ print(f'len trade.orders : {len(trade.orders)}')
+ print(f'trade.orders : {trade.orders}')
+ print(f"trade: {trade}")
+
+ #assert len(trade.orders) == 2
 
  # wait for stoploss trigger event
  row_sl_tgrd = [
@@ -251,13 +275,21 @@ def custom_entry_price(proposed_rate, **kwargs):
  ]
  res = backtesting._check_trade_exit(trade, row_sl_tgrd, row_sl_tgrd[0].to_pydatetime())
 
+ print("AFTER EXIT")
+ print(f'trade.orders : {trade.orders}')
+ print(f"trade: {trade}")
+
  # TODO count and validate that there is a open entry order
  print(res)
  print(f'exit reason : {res.exit_reason}')
 
+ sl_order = trade.orders[1]
+
  # TODO This should FAIL curently as exits is not triggered if trade.has_open_orders
  assert res
  assert res.exit_reason == ExitType.STOP_LOSS.value
+ assert sl_order.status == 'closed' # TODO why the stoploss order is not filled ?
+ assert sl_order.filled > 0
 
 def test_backtest_liquidation_with_open_exit_order(default_conf_usdt, fee, mocker,) -> None:
  default_conf_usdt['use_exit_signal'] = False
@@ -277,6 +309,9 @@ def test_backtest_liquidation_with_open_exit_order(default_conf_usdt, fee, mocke
  default_conf_usdt['exchange']['pair_whitelist'] = ['XRP/USDT:USDT']
  default_conf_usdt['exchange']['pair_blacklist'] = []
 
+ mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
+ PropertyMock(return_value=['XRP/USDT:USDT']))
+
  print(f'default_conf_usdt : {default_conf_usdt}')
  mocker.patch(f'{EXMS}.get_fee', fee)