Merge branch 'develop' into log_has_ref

freqtrade/freqtradebot.py

@@ -20,7 +20,7 @@ from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCManager, RPCMessageType
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver, PairListResolver
-from freqtrade.state import State
+from freqtrade.state import State, RunMode
 from freqtrade.strategy.interface import SellType, IStrategy
 from freqtrade.wallets import Wallets
 
@@ -75,6 +75,12 @@ class FreqtradeBot(object):
         persistence.init(self.config.get('db_url', None),
                          clean_open_orders=self.config.get('dry_run', False))
 
+        # Stoploss on exchange does not make sense, therefore we need to disable that.
+        if (self.dataprovider.runmode == RunMode.DRY_RUN and
+           self.strategy.order_types.get('stoploss_on_exchange', False)):
+            logger.info("Disabling stoploss_on_exchange during dry-run.")
+            self.strategy.order_types['stoploss_on_exchange'] = False
+            config['order_types']['stoploss_on_exchange'] = False
         # Set initial bot state from config
         initial_state = self.config.get('initial_state')
         self.state = State[initial_state.upper()] if initial_state else State.STOPPED

freqtrade/rpc/rpc.py

@@ -10,7 +10,7 @@ from typing import Dict, Any, List, Optional
 
 import arrow
 import sqlalchemy as sql
-from numpy import mean, nan_to_num, NAN
+from numpy import mean, NAN
 from pandas import DataFrame
 
 from freqtrade import TemporaryError, DependencyException
@@ -195,9 +195,9 @@ class RPC(object):
         trades = Trade.query.order_by(Trade.id).all()
 
         profit_all_coin = []
-        profit_all_percent = []
+        profit_all_perc = []
         profit_closed_coin = []
-        profit_closed_percent = []
+        profit_closed_perc = []
         durations = []
 
         for trade in trades:
@@ -211,7 +211,7 @@ class RPC(object):
             if not trade.is_open:
                 profit_percent = trade.calc_profit_percent()
                 profit_closed_coin.append(trade.calc_profit())
-                profit_closed_percent.append(profit_percent)
+                profit_closed_perc.append(profit_percent)
             else:
                 # Get current rate
                 try:
@@ -223,7 +223,7 @@ class RPC(object):
             profit_all_coin.append(
                 trade.calc_profit(rate=Decimal(trade.close_rate or current_rate))
             )
-            profit_all_percent.append(profit_percent)
+            profit_all_perc.append(profit_percent)
 
         best_pair = Trade.session.query(
             Trade.pair, sql.func.sum(Trade.close_profit).label('profit_sum')
@@ -238,7 +238,8 @@ class RPC(object):
 
         # Prepare data to display
         profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
-        profit_closed_percent = round(nan_to_num(mean(profit_closed_percent)) * 100, 2)
+        profit_closed_percent = (round(mean(profit_closed_perc) * 100, 2) if profit_closed_perc
+                                 else 0.0)
         profit_closed_fiat = self._fiat_converter.convert_amount(
             profit_closed_coin_sum,
             stake_currency,
@@ -246,7 +247,7 @@ class RPC(object):
         ) if self._fiat_converter else 0
 
         profit_all_coin_sum = round(sum(profit_all_coin), 8)
-        profit_all_percent = round(nan_to_num(mean(profit_all_percent)) * 100, 2)
+        profit_all_percent = round(mean(profit_all_perc) * 100, 2) if profit_all_perc else 0.0
         profit_all_fiat = self._fiat_converter.convert_amount(
             profit_all_coin_sum,
             stake_currency,

freqtrade/tests/conftest.py

@@ -10,6 +10,7 @@ from unittest.mock import MagicMock, PropertyMock
 
 import arrow
 import pytest
+import numpy as np
 from telegram import Chat, Message, Update
 
 from freqtrade import constants, persistence
@@ -25,6 +26,10 @@ from freqtrade.worker import Worker
 logging.getLogger('').setLevel(logging.INFO)
 
 
+# Do not mask numpy errors as warnings that no one read, raise the exсeption
+np.seterr(all='raise')
+
+
 def log_has(line, logs):
     # caplog mocker returns log as a tuple: ('freqtrade.something', logging.WARNING, 'foobar')
     # and we want to match line against foobar in the tuple

freqtrade/tests/test_freqtradebot.py

@@ -16,7 +16,7 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCMessageType
-from freqtrade.state import State
+from freqtrade.state import State, RunMode
 from freqtrade.strategy.interface import SellCheckTuple, SellType
 from freqtrade.tests.conftest import (get_patched_freqtradebot,
                                       get_patched_worker, log_has, log_has_re,
@@ -130,7 +130,77 @@ def test_throttle_with_assets(mocker, default_conf) -> None:
     assert result == -1
 
 
-def test_get_trade_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
+def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2)
+    )
+    conf = default_conf.copy()
+    conf['runmode'] = RunMode.DRY_RUN
+    conf['order_types'] = {
+        'buy': 'market',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': True,
+    }
+
+    freqtrade = FreqtradeBot(conf)
+    assert log_has("Disabling stoploss_on_exchange during dry-run.", caplog)
+    assert not freqtrade.strategy.order_types['stoploss_on_exchange']
+
+    caplog.clear()
+    # is left untouched
+    conf = default_conf.copy()
+    conf['runmode'] = RunMode.DRY_RUN
+    conf['order_types'] = {
+        'buy': 'market',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False,
+    }
+    freqtrade = FreqtradeBot(conf)
+    assert not freqtrade.strategy.order_types['stoploss_on_exchange']
+    assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
+
+
+def test_order_dict_live(default_conf, mocker, caplog) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2)
+    )
+    conf = default_conf.copy()
+    conf['runmode'] = RunMode.LIVE
+    conf['order_types'] = {
+        'buy': 'market',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': True,
+    }
+
+    freqtrade = FreqtradeBot(conf)
+    assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
+    assert freqtrade.strategy.order_types['stoploss_on_exchange']
+
+    caplog.clear()
+    # is left untouched
+    conf = default_conf.copy()
+    conf['runmode'] = RunMode.LIVE
+    conf['order_types'] = {
+        'buy': 'market',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False,
+    }
+    freqtrade = FreqtradeBot(conf)
+    assert not freqtrade.strategy.order_types['stoploss_on_exchange']
+    assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
+
+
+def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(