partial sell
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dca83b070d
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027e11d859
@ -478,9 +478,17 @@ class FreqtradeBot(LoggingMixin):
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if stake_amount is not None and stake_amount < 0.0:
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# We should decrease our position
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# TODO: Selling part of the trade not implemented yet.
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logger.error(f"Unable to decrease trade position / sell partially"
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f" for pair {trade.pair}, feature not implemented.")
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# TODO : debug
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open_sell_order = trade.select_order('sell', True)
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if open_sell_order:
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msg = {
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'type': RPCMessageType.WARNING,
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'status': 'bug open_order_id is None'
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}
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self.rpc.send_msg(msg)
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return
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self.execute_trade_exit(trade, current_rate, sell_reason=SellCheckTuple(
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sell_type=SellType.CUSTOM_SELL), sub_trade_amt=-stake_amount)
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def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
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"""
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@ -619,7 +627,7 @@ class FreqtradeBot(LoggingMixin):
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# Updating wallets
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self.wallets.update()
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self._notify_enter(trade, order, order_type)
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self._notify_enter(trade, order, order_type, sub_trade=pos_adjust)
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if pos_adjust:
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if order_status == 'closed':
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@ -676,11 +684,12 @@ class FreqtradeBot(LoggingMixin):
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return enter_limit_requested, stake_amount
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def _notify_enter(self, trade: Trade, order: Dict, order_type: Optional[str] = None,
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fill: bool = False) -> None:
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fill: bool = False, sub_trade: bool = False) -> None:
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"""
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Sends rpc notification when a buy occurred.
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"""
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open_rate = safe_value_fallback(order, 'average', 'price')
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if open_rate is None:
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open_rate = trade.open_rate
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@ -692,7 +701,7 @@ class FreqtradeBot(LoggingMixin):
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'trade_id': trade.id,
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'type': RPCMessageType.BUY_FILL if fill else RPCMessageType.BUY,
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'buy_tag': trade.buy_tag,
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'exchange': self.exchange.name.capitalize(),
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'exchange': trade.exchange.capitalize(),
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'pair': trade.pair,
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'limit': open_rate, # Deprecated (?)
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'open_rate': open_rate,
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@ -700,15 +709,17 @@ class FreqtradeBot(LoggingMixin):
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'stake_amount': trade.stake_amount,
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'stake_currency': self.config['stake_currency'],
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'fiat_currency': self.config.get('fiat_display_currency', None),
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'amount': safe_value_fallback(order, 'filled', 'amount') or trade.amount,
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'amount': order.get('filled') if fill else order.get('amount'),
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'open_date': trade.open_date or datetime.utcnow(),
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'current_rate': current_rate,
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'sub_trade': sub_trade,
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}
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# Send the message
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self.rpc.send_msg(msg)
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def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
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def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str,
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sub_trade: bool = False) -> None:
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"""
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Sends rpc notification when a buy cancel occurred.
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"""
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@ -729,6 +740,7 @@ class FreqtradeBot(LoggingMixin):
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'open_date': trade.open_date,
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'current_rate': current_rate,
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'reason': reason,
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'sub_trade': sub_trade,
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}
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# Send the message
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@ -1155,6 +1167,7 @@ class FreqtradeBot(LoggingMixin):
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*,
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exit_tag: Optional[str] = None,
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ordertype: Optional[str] = None,
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sub_trade_amt: float = None,
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) -> bool:
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"""
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Executes a trade exit for the given trade and limit
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@ -1192,7 +1205,7 @@ class FreqtradeBot(LoggingMixin):
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# Emergency sells (default to market!)
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order_type = self.strategy.order_types.get("emergencysell", "market")
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amount = self._safe_exit_amount(trade.pair, trade.amount)
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amount = sub_trade_amt or self._safe_exit_amount(trade.pair, trade.amount)
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time_in_force = self.strategy.order_time_in_force['sell']
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if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
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@ -1227,7 +1240,7 @@ class FreqtradeBot(LoggingMixin):
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self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
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reason='Auto lock')
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self._notify_exit(trade, order_type)
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self._notify_exit(trade, order_type, sub_trade=bool(sub_trade_amt), order=order)
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# In case of market sell orders the order can be closed immediately
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if order.get('status', 'unknown') in ('closed', 'expired'):
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self.update_trade_state(trade, trade.open_order_id, order)
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@ -1235,16 +1248,33 @@ class FreqtradeBot(LoggingMixin):
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return True
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def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False) -> None:
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def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False,
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sub_trade: bool = False, order: Dict = None) -> None:
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"""
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Sends rpc notification when a sell occurred.
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"""
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profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
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profit_trade = trade.calc_profit(rate=profit_rate)
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# Use cached rates here - it was updated seconds ago.
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current_rate = self.exchange.get_rate(
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trade.pair, refresh=False, side="sell") if not fill else None
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profit_ratio = trade.calc_profit_ratio(profit_rate)
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if sub_trade:
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assert order is not None
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amount = safe_value_fallback(order, 'filled', 'amount')
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profit_rate = safe_value_fallback(order, 'average', 'price')
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if not fill:
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order_obj = trade.select_order_by_order_id(order['id'])
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assert order_obj is not None
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trade.process_sell_sub_trade(order_obj, is_closed=False)
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profit_ratio = trade.close_profit
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profit = trade.close_profit_abs
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open_rate = trade.get_open_rate(profit, profit_rate, amount)
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else:
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profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
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profit = trade.calc_profit(rate=profit_rate)
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profit_ratio = trade.calc_profit_ratio(profit_rate)
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amount = trade.amount
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open_rate = trade.open_rate
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gain = "profit" if profit_ratio > 0 else "loss"
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msg = {
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@ -1256,29 +1286,27 @@ class FreqtradeBot(LoggingMixin):
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'gain': gain,
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'limit': profit_rate,
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'order_type': order_type,
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'amount': trade.amount,
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'open_rate': trade.open_rate,
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'close_rate': trade.close_rate,
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'amount': amount,
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'open_rate': open_rate,
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'close_rate': profit_rate,
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'current_rate': current_rate,
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'profit_amount': profit_trade,
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'profit_amount': profit,
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'profit_ratio': profit_ratio,
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'buy_tag': trade.buy_tag,
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'sell_reason': trade.sell_reason,
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'open_date': trade.open_date,
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'close_date': trade.close_date or datetime.utcnow(),
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'stake_amount': trade.stake_amount,
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'stake_currency': self.config['stake_currency'],
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'fiat_currency': self.config.get('fiat_display_currency', None),
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'sub_trade': sub_trade,
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}
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if 'fiat_display_currency' in self.config:
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msg.update({
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'fiat_currency': self.config['fiat_display_currency'],
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})
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# Send the message
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self.rpc.send_msg(msg)
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def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
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def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str,
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sub_trade: bool = False) -> None:
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"""
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Sends rpc notification when a sell cancel occurred.
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"""
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@ -1313,6 +1341,8 @@ class FreqtradeBot(LoggingMixin):
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'stake_currency': self.config['stake_currency'],
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'fiat_currency': self.config.get('fiat_display_currency', None),
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'reason': reason,
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'sub_trade': sub_trade,
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'stake_amount': trade.stake_amount,
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}
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if 'fiat_display_currency' in self.config:
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@ -1378,12 +1408,14 @@ class FreqtradeBot(LoggingMixin):
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self.wallets.update()
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if not trade.is_open:
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if send_msg and not stoploss_order and not trade.open_order_id:
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self._notify_exit(trade, '', True)
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self.handle_protections(trade.pair)
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sub_trade = order.get('filled') != trade.amount
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if order.get('side', None) == 'sell':
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if send_msg and not stoploss_order and not trade.open_order_id:
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self._notify_exit(trade, '', True, sub_trade=sub_trade, order=order)
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elif send_msg and not trade.open_order_id:
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# Buy fill
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self._notify_enter(trade, order, fill=True)
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self._notify_enter(trade, order, fill=True, sub_trade=sub_trade)
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return False
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@ -1460,6 +1492,8 @@ class FreqtradeBot(LoggingMixin):
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return order_amount
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return self.fee_detection_from_trades(trade, order, order_amount, order.get('trades', []))
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rpc_msg:Dict[Any, Any] = {}
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def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float,
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trades: List) -> float:
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"""
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@ -1472,6 +1506,13 @@ class FreqtradeBot(LoggingMixin):
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if len(trades) == 0:
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logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
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msg = {
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'type': RPCMessageType.WARNING,
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'status': f"fees bug for {trade.id}"
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}
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if not self.rpc_msg.get(trade.id):
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self.rpc.send_msg(msg)
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self.rpc_msg[trade.id] = 1
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return order_amount
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fee_currency = None
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amount = 0
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@ -119,6 +119,7 @@ class Order(_DECL_BASE):
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ft_order_side: str = Column(String(25), nullable=False)
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ft_pair: str = Column(String(25), nullable=False)
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ft_is_open = Column(Boolean, nullable=False, default=True, index=True)
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is_fully_realized = Column(Boolean, nullable=True, default=False)
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order_id = Column(String(255), nullable=False, index=True)
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status = Column(String(255), nullable=True)
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@ -493,12 +494,18 @@ class LocalTrade():
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self.amount = order.safe_amount_after_fee
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if self.is_open:
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logger.info(f'{order.order_type.upper()}_BUY has been fulfilled for {self}.')
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self.open_order_id = None
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# condition to avoid reset value when updating fees
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if self.open_order_id == order.order_id:
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self.open_order_id = None
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self.recalc_trade_from_orders()
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elif order.ft_order_side == 'sell':
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if self.is_open:
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logger.info(f'{order.order_type.upper()}_SELL has been fulfilled for {self}.')
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self.close(order.safe_price)
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# condition to avoid reset value when updating fees
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if self.open_order_id == order.order_id:
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self.open_order_id = None
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self.process_sell_sub_trade(order)
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return
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elif order.ft_order_side == 'stoploss':
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self.stoploss_order_id = None
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self.close_rate_requested = self.stop_loss
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@ -510,6 +517,68 @@ class LocalTrade():
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raise ValueError(f'Unknown order type: {order.order_type}')
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Trade.commit()
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def process_sell_sub_trade(self, order: Order, is_closed: bool = True) -> None:
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orders = (self.select_filled_orders('buy'))
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if len(orders) < 1:
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# Todo /test_freqtradebot.py::test_execute_trade_exit_market_order
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self.close(order.safe_price)
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Trade.commit()
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logger.info("*:"*500)
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return
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sell_amount = order.filled if is_closed else order.amount
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sell_rate = order.safe_price
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sell_stake_amount = sell_rate * sell_amount * (1 - self.fee_close)
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if is_closed:
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if sell_amount == self.amount:
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self.close(sell_rate)
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Trade.commit()
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return
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profit = 0.0
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idx = -1
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while sell_amount:
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b_order = orders[idx]
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buy_amount = b_order.filled or b_order.amount
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buy_rate = b_order.average or b_order.price
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if sell_amount < buy_amount:
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amount = sell_amount
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if is_closed:
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b_order.filled -= amount
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else:
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if is_closed:
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b_order.is_fully_realized = True
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b_order.order_update_date = datetime.now(timezone.utc)
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self.update_order(b_order)
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idx -= 1
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amount = buy_amount
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sell_amount -= amount
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profit += self.calc_profit2(buy_rate, sell_rate, amount)
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if is_closed:
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b_order2 = orders[idx]
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amount2 = b_order2.filled or b_order2.amount
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b_order2.average = (b_order2.average * amount2 - profit) / amount2
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b_order2.order_update_date = datetime.now(timezone.utc)
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self.update_order(b_order2)
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Order.query.session.commit()
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self.recalc_trade_from_orders()
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self.close_profit_abs = profit
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self.close_profit = sell_stake_amount / (sell_stake_amount - profit) - 1
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Trade.commit()
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def calc_profit2(self, open_rate: float, close_rate: float,
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amount: float) -> float:
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return float(Decimal(amount) *
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(Decimal(1 - self.fee_close) * Decimal(close_rate) -
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Decimal(1 + self.fee_open) * Decimal(open_rate)))
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def get_open_rate(self, profit: float, close_rate: float,
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amount: float) -> float:
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return float((Decimal(amount) *
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(Decimal(1 - self.fee_close) * Decimal(close_rate)) -
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Decimal(profit))/(Decimal(amount) * Decimal(1 + self.fee_open)))
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def close(self, rate: float, *, show_msg: bool = True) -> None:
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"""
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Sets close_rate to the given rate, calculates total profit
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@ -636,24 +705,17 @@ class LocalTrade():
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return float(f"{profit_ratio:.8f}")
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def recalc_trade_from_orders(self):
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# We need at least 2 entry orders for averaging amounts and rates.
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if len(self.select_filled_orders('buy')) < 2:
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# Just in case, still recalc open trade value
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self.recalc_open_trade_value()
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return
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total_amount = 0.0
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total_stake = 0.0
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for o in self.orders:
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if (o.ft_is_open or
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(o.ft_order_side != 'buy') or
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o.is_fully_realized or
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(o.status not in NON_OPEN_EXCHANGE_STATES)):
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continue
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tmp_amount = o.safe_amount_after_fee
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tmp_price = o.average or o.price
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if o.filled is not None:
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tmp_amount = o.filled
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tmp_price = o.safe_price
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if tmp_amount > 0.0 and tmp_price is not None:
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total_amount += tmp_amount
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total_stake += tmp_price * tmp_amount
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@ -685,9 +747,9 @@ class LocalTrade():
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:param is_open: Only search for open orders?
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:return: latest Order object if it exists, else None
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"""
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orders = self.orders
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orders = [o for o in self.orders if not o.is_fully_realized]
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if order_side:
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orders = [o for o in self.orders if o.ft_order_side == order_side]
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orders = [o for o in orders if o.ft_order_side == order_side]
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if is_open is not None:
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orders = [o for o in orders if o.ft_is_open == is_open]
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if len(orders) > 0:
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@ -704,6 +766,7 @@ class LocalTrade():
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return [o for o in self.orders if ((o.ft_order_side == order_side) or (order_side is None))
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and o.ft_is_open is False and
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(o.filled or 0) > 0 and
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not o.is_fully_realized and
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o.status in NON_OPEN_EXCHANGE_STATES]
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@property
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@ -235,17 +235,31 @@ class Telegram(RPCHandler):
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if msg['type'] == RPCMessageType.BUY_FILL:
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message += f"*Open Rate:* `{msg['open_rate']:.8f}`\n"
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total = msg['amount'] * msg['open_rate']
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elif msg['type'] == RPCMessageType.BUY:
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message += f"*Open Rate:* `{msg['limit']:.8f}`\n"\
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f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
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message += f"*Total:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}"
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total = msg['amount'] * msg['limit']
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if self._rpc._fiat_converter:
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total_fiat = self._rpc._fiat_converter.convert_amount(
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total, msg['stake_currency'], msg['fiat_currency'])
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else:
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total_fiat = 0
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message += f"*Total:* `({round_coin_value(total, msg['stake_currency'])}"
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if msg.get('fiat_currency', None):
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message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
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message += f", {round_coin_value(total_fiat, msg['fiat_currency'])}"
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message += ")`"
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if msg.get('sub_trade'):
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bal = round_coin_value(msg['stake_amount'], msg['stake_currency'])
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message += f"\n*Balance:* `({bal}"
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if msg.get('fiat_currency', None):
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message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
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message += ")`"
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return message
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|
||||
def _format_sell_msg(self, msg: Dict[str, Any]) -> str:
|
||||
@ -277,7 +291,6 @@ class Telegram(RPCHandler):
|
||||
f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n"
|
||||
f"*Buy Tag:* `{msg['buy_tag']}`\n"
|
||||
f"*Sell Reason:* `{msg['sell_reason']}`\n"
|
||||
f"*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`\n"
|
||||
f"*Amount:* `{msg['amount']:.8f}`\n"
|
||||
f"*Open Rate:* `{msg['open_rate']:.8f}`\n")
|
||||
|
||||
@ -287,7 +300,21 @@ class Telegram(RPCHandler):
|
||||
|
||||
elif msg['type'] == RPCMessageType.SELL_FILL:
|
||||
message += f"*Close Rate:* `{msg['close_rate']:.8f}`"
|
||||
if msg.get('sub_trade'):
|
||||
if self._rpc._fiat_converter:
|
||||
msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount(
|
||||
msg['stake_amount'], msg['stake_currency'], msg['fiat_currency'])
|
||||
else:
|
||||
msg['stake_amount_fiat'] = 0
|
||||
bal = round_coin_value(msg['stake_amount'], msg['stake_currency'])
|
||||
message += f"\n*Balance:* `({bal}"
|
||||
|
||||
if msg.get('fiat_currency', None):
|
||||
message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
|
||||
|
||||
message += ")`"
|
||||
else:
|
||||
message += f"\n*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`"
|
||||
return message
|
||||
|
||||
def compose_message(self, msg: Dict[str, Any], msg_type: RPCMessageType) -> str:
|
||||
@ -380,8 +407,8 @@ class Telegram(RPCHandler):
|
||||
|
||||
for x, order in enumerate(filled_orders):
|
||||
cur_entry_datetime = arrow.get(order["order_filled_date"])
|
||||
cur_entry_amount = order["amount"]
|
||||
cur_entry_average = order["safe_price"]
|
||||
cur_entry_amount = order["filled"] or order["amount"]
|
||||
cur_entry_average = order["safeprice"]
|
||||
lines.append(" ")
|
||||
if x == 0:
|
||||
lines.append(f"*Entry #{x+1}:*")
|
||||
@ -392,8 +419,9 @@ class Telegram(RPCHandler):
|
||||
sumA = 0
|
||||
sumB = 0
|
||||
for y in range(x):
|
||||
sumA += (filled_orders[y]["amount"] * filled_orders[y]["safe_price"])
|
||||
sumB += filled_orders[y]["amount"]
|
||||
amount = filled_orders[y]["filled"] or filled_orders[y]["amount"]
|
||||
sumA += amount * filled_orders[y]["safe_price"]
|
||||
sumB += amount
|
||||
prev_avg_price = sumA / sumB
|
||||
price_to_1st_entry = ((cur_entry_average - first_avg) / first_avg)
|
||||
minus_on_entry = 0
|
||||
|
@ -1114,6 +1114,8 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
|
||||
'open_date': ANY,
|
||||
'close_date': ANY,
|
||||
'close_rate': ANY,
|
||||
'stake_amount': 0.0009999999999054,
|
||||
'sub_trade': False
|
||||
} == last_msg
|
||||
|
||||
|
||||
@ -1169,6 +1171,8 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
|
||||
'open_date': ANY,
|
||||
'close_date': ANY,
|
||||
'close_rate': ANY,
|
||||
'stake_amount': 0.0009999999999054,
|
||||
'sub_trade': False
|
||||
} == msg
|
||||
|
||||
|
||||
@ -1891,11 +1895,11 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
|
||||
'*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
|
||||
'*Buy Tag:* `buy_signal1`\n'
|
||||
'*Sell Reason:* `stop_loss`\n'
|
||||
'*Duration:* `1:00:00 (60.0 min)`\n'
|
||||
'*Amount:* `1333.33333333`\n'
|
||||
'*Open Rate:* `0.00007500`\n'
|
||||
'*Current Rate:* `0.00003201`\n'
|
||||
'*Close Rate:* `0.00003201`'
|
||||
'*Close Rate:* `0.00003201`\n'
|
||||
'*Duration:* `1:00:00 (60.0 min)`'
|
||||
)
|
||||
|
||||
msg_mock.reset_mock()
|
||||
@ -1923,11 +1927,11 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
|
||||
'*Unrealized Profit:* `-57.41%`\n'
|
||||
'*Buy Tag:* `buy_signal1`\n'
|
||||
'*Sell Reason:* `stop_loss`\n'
|
||||
'*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
|
||||
'*Amount:* `1333.33333333`\n'
|
||||
'*Open Rate:* `0.00007500`\n'
|
||||
'*Current Rate:* `0.00003201`\n'
|
||||
'*Close Rate:* `0.00003201`'
|
||||
'*Close Rate:* `0.00003201`\n'
|
||||
'*Duration:* `1 day, 2:30:00 (1590.0 min)`'
|
||||
)
|
||||
# Reset singleton function to avoid random breaks
|
||||
telegram._rpc._fiat_converter.convert_amount = old_convamount
|
||||
@ -1994,10 +1998,10 @@ def test_send_msg_sell_fill_notification(default_conf, mocker) -> None:
|
||||
'*Profit:* `-57.41%`\n'
|
||||
'*Buy Tag:* `buy_signal1`\n'
|
||||
'*Sell Reason:* `stop_loss`\n'
|
||||
'*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
|
||||
'*Amount:* `1333.33333333`\n'
|
||||
'*Open Rate:* `0.00007500`\n'
|
||||
'*Close Rate:* `0.00003201`'
|
||||
'*Close Rate:* `0.00003201`\n'
|
||||
'*Duration:* `1 day, 2:30:00 (1590.0 min)`'
|
||||
)
|
||||
|
||||
|
||||
@ -2093,11 +2097,11 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
|
||||
'*Unrealized Profit:* `-57.41%`\n'
|
||||
'*Buy Tag:* `buy_signal1`\n'
|
||||
'*Sell Reason:* `stop_loss`\n'
|
||||
'*Duration:* `2:35:03 (155.1 min)`\n'
|
||||
'*Amount:* `1333.33333333`\n'
|
||||
'*Open Rate:* `0.00007500`\n'
|
||||
'*Current Rate:* `0.00003201`\n'
|
||||
'*Close Rate:* `0.00003201`'
|
||||
'*Close Rate:* `0.00003201`\n'
|
||||
'*Duration:* `2:35:03 (155.1 min)`'
|
||||
)
|
||||
|
||||
|
||||
|
@ -753,7 +753,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt,
|
||||
# In case of closed order
|
||||
limit_buy_order_usdt['status'] = 'closed'
|
||||
limit_buy_order_usdt['price'] = 10
|
||||
limit_buy_order_usdt['cost'] = 100
|
||||
limit_buy_order_usdt['cost'] = 300
|
||||
limit_buy_order_usdt['id'] = '444'
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.create_order',
|
||||
@ -763,7 +763,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt,
|
||||
assert trade
|
||||
assert trade.open_order_id is None
|
||||
assert trade.open_rate == 10
|
||||
assert trade.stake_amount == 100
|
||||
assert trade.stake_amount == 300
|
||||
|
||||
# In case of rejected or expired order and partially filled
|
||||
limit_buy_order_usdt['status'] = 'expired'
|
||||
@ -771,7 +771,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt,
|
||||
limit_buy_order_usdt['filled'] = 20.0
|
||||
limit_buy_order_usdt['remaining'] = 10.00
|
||||
limit_buy_order_usdt['price'] = 0.5
|
||||
limit_buy_order_usdt['cost'] = 15.0
|
||||
limit_buy_order_usdt['cost'] = 10.0
|
||||
limit_buy_order_usdt['id'] = '555'
|
||||
mocker.patch('freqtrade.exchange.Exchange.create_order',
|
||||
MagicMock(return_value=limit_buy_order_usdt))
|
||||
@ -780,7 +780,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt,
|
||||
assert trade
|
||||
assert trade.open_order_id == '555'
|
||||
assert trade.open_rate == 0.5
|
||||
assert trade.stake_amount == 15.0
|
||||
assert trade.stake_amount == 10.0
|
||||
|
||||
# Test with custom stake
|
||||
limit_buy_order_usdt['status'] = 'open'
|
||||
@ -2666,6 +2666,8 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
|
||||
'open_date': ANY,
|
||||
'close_date': ANY,
|
||||
'close_rate': ANY,
|
||||
'sub_trade': False,
|
||||
'stake_amount': 60.0,
|
||||
} == last_msg
|
||||
|
||||
|
||||
@ -2720,7 +2722,9 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
|
||||
'open_date': ANY,
|
||||
'close_date': ANY,
|
||||
'close_rate': ANY,
|
||||
} == last_msg
|
||||
'sub_trade': False,
|
||||
'stake_amount': 60.0,
|
||||
} == last_msg
|
||||
|
||||
|
||||
def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fee,
|
||||
@ -2788,6 +2792,8 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
|
||||
'open_date': ANY,
|
||||
'close_date': ANY,
|
||||
'close_rate': ANY,
|
||||
'sub_trade': False,
|
||||
'stake_amount': 60.0,
|
||||
} == last_msg
|
||||
|
||||
|
||||
@ -2848,6 +2854,8 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
|
||||
'open_date': ANY,
|
||||
'close_date': ANY,
|
||||
'close_rate': ANY,
|
||||
'sub_trade': False,
|
||||
'stake_amount': 60.0,
|
||||
} == last_msg
|
||||
|
||||
|
||||
@ -3066,6 +3074,8 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee,
|
||||
'open_date': ANY,
|
||||
'close_date': ANY,
|
||||
'close_rate': ANY,
|
||||
'sub_trade': False,
|
||||
'stake_amount': 60.0,
|
||||
|
||||
} == last_msg
|
||||
|
||||
@ -4429,7 +4439,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
|
||||
'status': None,
|
||||
'price': 9,
|
||||
'amount': 12,
|
||||
'cost': 100,
|
||||
'cost': 108,
|
||||
'ft_is_open': True,
|
||||
'id': '651',
|
||||
'order_id': '651'
|
||||
@ -4576,6 +4586,173 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
|
||||
# Make sure the closed order is found as the second order.
|
||||
order = trade.select_order('buy', False)
|
||||
assert order.order_id == '652'
|
||||
closed_sell_dca_order_1 = {
|
||||
'ft_pair': pair,
|
||||
'status': 'closed',
|
||||
'ft_order_side': 'sell',
|
||||
'side': 'sell',
|
||||
'type': 'limit',
|
||||
'price': 8,
|
||||
'average': 8,
|
||||
'amount': 15,
|
||||
'filled': 15,
|
||||
'cost': 120,
|
||||
'ft_is_open': False,
|
||||
'id': '653',
|
||||
'order_id': '653'
|
||||
}
|
||||
mocker.patch('freqtrade.exchange.Exchange.create_order',
|
||||
MagicMock(return_value=closed_sell_dca_order_1))
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
|
||||
MagicMock(return_value=closed_sell_dca_order_1))
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
|
||||
MagicMock(return_value=closed_sell_dca_order_1))
|
||||
assert freqtrade.execute_trade_exit(trade=trade, limit=8,
|
||||
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS),
|
||||
sub_trade_amt=15)
|
||||
|
||||
# Assert trade is as expected (averaged dca)
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
assert trade.open_order_id is None
|
||||
assert trade.is_open
|
||||
print(trade.is_open)
|
||||
assert trade.amount == 22
|
||||
assert trade.stake_amount == 203.5625
|
||||
assert pytest.approx(trade.open_rate) == 9.252840909090908
|
||||
|
||||
orders = Order.query.all()
|
||||
assert orders
|
||||
assert len(orders) == 4
|
||||
|
||||
# Make sure the closed order is found as the second order.
|
||||
order = trade.select_order('sell', False)
|
||||
assert order.order_id == '653'
|
||||
|
||||
|
||||
def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
|
||||
return
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
patch_wallet(mocker, free=10000)
|
||||
default_conf_usdt.update({
|
||||
"position_adjustment_enable": True,
|
||||
"dry_run": False,
|
||||
"stake_amount": 200.0,
|
||||
"dry_run_wallet": 1000.0,
|
||||
})
|
||||
freqtrade = FreqtradeBot(default_conf_usdt)
|
||||
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
|
||||
bid = 11
|
||||
amount = 100
|
||||
buy_rate_mock = MagicMock(return_value=bid)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_rate=buy_rate_mock,
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 10,
|
||||
'ask': 12,
|
||||
'last': 11
|
||||
}),
|
||||
get_min_pair_stake_amount=MagicMock(return_value=1),
|
||||
get_fee=fee,
|
||||
)
|
||||
pair = 'ETH/USDT'
|
||||
# Initial buy
|
||||
closed_successful_buy_order = {
|
||||
'pair': pair,
|
||||
'ft_pair': pair,
|
||||
'ft_order_side': 'buy',
|
||||
'side': 'buy',
|
||||
'type': 'limit',
|
||||
'status': 'closed',
|
||||
'price': bid,
|
||||
'average': bid,
|
||||
'cost': bid * amount,
|
||||
'amount': amount,
|
||||
'filled': amount,
|
||||
'ft_is_open': False,
|
||||
'id': '600',
|
||||
'order_id': '600'
|
||||
}
|
||||
mocker.patch('freqtrade.exchange.Exchange.create_order',
|
||||
MagicMock(return_value=closed_successful_buy_order))
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
|
||||
MagicMock(return_value=closed_successful_buy_order))
|
||||
assert freqtrade.execute_entry(pair, amount)
|
||||
# Should create an closed trade with an no open order id
|
||||
# Order is filled and trade is open
|
||||
orders = Order.query.all()
|
||||
assert orders
|
||||
assert len(orders) == 1
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
assert trade.is_open is True
|
||||
assert trade.open_order_id is None
|
||||
assert trade.open_rate == 11
|
||||
assert trade.stake_amount == 1100
|
||||
|
||||
# Assume it does nothing since order is closed and trade is open
|
||||
freqtrade.update_closed_trades_without_assigned_fees()
|
||||
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
assert trade.is_open is True
|
||||
assert trade.open_order_id is None
|
||||
assert trade.open_rate == 11
|
||||
assert trade.stake_amount == 1100
|
||||
assert not trade.fee_updated('buy')
|
||||
|
||||
freqtrade.check_handle_timedout()
|
||||
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
assert trade.is_open is True
|
||||
assert trade.open_order_id is None
|
||||
assert trade.open_rate == 11
|
||||
assert trade.stake_amount == 1100
|
||||
assert not trade.fee_updated('buy')
|
||||
|
||||
closed_sell_dca_order_1 = {
|
||||
'ft_pair': pair,
|
||||
'status': 'closed',
|
||||
'ft_order_side': 'sell',
|
||||
'side': 'sell',
|
||||
'type': 'limit',
|
||||
'price': 8,
|
||||
'average': 8,
|
||||
'amount': 50,
|
||||
'filled': 50,
|
||||
'cost': 120,
|
||||
'ft_is_open': False,
|
||||
'id': '601',
|
||||
'order_id': '601'
|
||||
}
|
||||
mocker.patch('freqtrade.exchange.Exchange.create_order',
|
||||
MagicMock(return_value=closed_sell_dca_order_1))
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
|
||||
MagicMock(return_value=closed_sell_dca_order_1))
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
|
||||
MagicMock(return_value=closed_sell_dca_order_1))
|
||||
assert freqtrade.execute_trade_exit(trade=trade, limit=8,
|
||||
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS),
|
||||
sub_trade_amt=50)
|
||||
trades: List[Trade] = trade.get_open_trades_without_assigned_fees()
|
||||
assert len(trades) == 1
|
||||
# Assert trade is as expected (averaged dca)
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
assert trade.open_order_id is None
|
||||
assert trade.amount == 100
|
||||
assert trade.stake_amount == 1100
|
||||
assert pytest.approx(trade.open_rate) == 11.0
|
||||
|
||||
orders = Order.query.all()
|
||||
assert orders
|
||||
assert len(orders) == 2
|
||||
# Make sure the closed order is found as the second order.
|
||||
order = trade.select_order('sell', False)
|
||||
assert order.order_id == '601'
|
||||
|
||||
|
||||
def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None:
|
||||
|
@ -111,7 +111,7 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
|
||||
assert trade.close_profit is None
|
||||
assert trade.close_date is None
|
||||
|
||||
trade.open_order_id = 'something'
|
||||
trade.open_order_id = 'mocked_limit_buy_usdt'
|
||||
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
|
||||
trade.update_trade(oobj)
|
||||
assert trade.open_order_id is None
|
||||
@ -123,7 +123,7 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
|
||||
caplog)
|
||||
|
||||
caplog.clear()
|
||||
trade.open_order_id = 'something'
|
||||
trade.open_order_id = 'mocked_limit_sell_usdt'
|
||||
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
|
||||
trade.update_trade(oobj)
|
||||
assert trade.open_order_id is None
|
||||
@ -151,8 +151,9 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
|
||||
exchange='binance',
|
||||
)
|
||||
|
||||
trade.open_order_id = 'something'
|
||||
trade.open_order_id = 'mocked_market_buy'
|
||||
oobj = Order.parse_from_ccxt_object(market_buy_order_usdt, 'ADA/USDT', 'buy')
|
||||
print(market_buy_order_usdt)
|
||||
trade.update_trade(oobj)
|
||||
assert trade.open_order_id is None
|
||||
assert trade.open_rate == 2.0
|
||||
@ -164,7 +165,7 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
|
||||
|
||||
caplog.clear()
|
||||
trade.is_open = True
|
||||
trade.open_order_id = 'something'
|
||||
trade.open_order_id = 'mocked_market_sell'
|
||||
oobj = Order.parse_from_ccxt_object(market_sell_order_usdt, 'ADA/USDT', 'sell')
|
||||
trade.update_trade(oobj)
|
||||
assert trade.open_order_id is None
|
||||
|
Loading…
Reference in New Issue
Block a user