From 063511826c3c4ed87e1247552e7a676cc0db4afe Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 17 Sep 2022 17:07:47 +0200 Subject: [PATCH] Update stoploss on exchange logic closes #7424 --- freqtrade/freqtradebot.py | 7 ++++--- freqtrade/persistence/trade_model.py | 7 ++++++- tests/test_freqtradebot.py | 11 +++++++---- 3 files changed, 17 insertions(+), 8 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 6c001a8d6..3eaec5c98 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1072,6 +1072,7 @@ class FreqtradeBot(LoggingMixin): order_obj = Order.parse_from_ccxt_object(stoploss_order, trade.pair, 'stoploss') trade.orders.append(order_obj) trade.stoploss_order_id = str(stoploss_order['id']) + trade.stoploss_last_update = datetime.now(timezone.utc) return True except InsufficientFundsError as e: logger.warning(f"Unable to place stoploss order {e}.") @@ -1145,10 +1146,9 @@ class FreqtradeBot(LoggingMixin): if self.create_stoploss_order(trade=trade, stop_price=stop_price): # The above will return False if the placement failed and the trade was force-sold. # in which case the trade will be closed - which we must check below. - trade.stoploss_last_update = datetime.utcnow() return False - # If stoploss order is canceled for some reason we add it + # If stoploss order is canceled for some reason we add it again if (trade.is_open and stoploss_order and stoploss_order['status'] in ('canceled', 'cancelled')): @@ -1186,7 +1186,8 @@ class FreqtradeBot(LoggingMixin): if self.exchange.stoploss_adjust(stoploss_norm, order, side=trade.exit_side): # we check if the update is necessary update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60) - if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat: + upd_req = datetime.now(timezone.utc) - timedelta(seconds=update_beat) + if trade.stoploss_last_update_utc and upd_req >= trade.stoploss_last_update_utc: # cancelling the current stoploss on exchange first logger.info(f"Cancelling current stoploss on exchange for pair {trade.pair} " f"(orderid:{order['id']}) in order to add another one ...") diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py index 2e479066c..6e421f33e 100644 --- a/freqtrade/persistence/trade_model.py +++ b/freqtrade/persistence/trade_model.py @@ -376,6 +376,12 @@ class LocalTrade(): def open_date_utc(self): return self.open_date.replace(tzinfo=timezone.utc) + @property + def stoploss_last_update_utc(self): + if self.stoploss_last_update: + return self.stoploss_last_update.replace(tzinfo=timezone.utc) + return None + @property def close_date_utc(self): return self.close_date.replace(tzinfo=timezone.utc) @@ -560,7 +566,6 @@ class LocalTrade(): self.stop_loss = stop_loss_norm self.stop_loss_pct = -1 * abs(percent) - self.stoploss_last_update = datetime.utcnow() def adjust_stop_loss(self, current_price: float, stoploss: float, initial: bool = False, refresh: bool = False) -> None: diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 565797d81..c1152ac09 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1427,6 +1427,7 @@ def test_handle_stoploss_on_exchange_trailing( trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 + trade.stoploss_last_update = arrow.utcnow().shift(minutes=-20).datetime stoploss_order_hanging = MagicMock(return_value={ 'id': 100, @@ -1456,7 +1457,7 @@ def test_handle_stoploss_on_exchange_trailing( ) cancel_order_mock = MagicMock() - stoploss_order_mock = MagicMock(return_value={'id': 13434334}) + stoploss_order_mock = MagicMock(return_value={'id': 'so1'}) mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock) @@ -1569,6 +1570,7 @@ def test_handle_stoploss_on_exchange_trailing_error( assert stoploss.call_count == 1 # Fail creating stoploss order + trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime caplog.clear() cancel_mock = mocker.patch("freqtrade.exchange.Binance.cancel_stoploss_order", MagicMock()) mocker.patch("freqtrade.exchange.Binance.stoploss", side_effect=ExchangeError()) @@ -1657,6 +1659,7 @@ def test_handle_stoploss_on_exchange_custom_stop( trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 + trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime stoploss_order_hanging = MagicMock(return_value={ 'id': 100, @@ -1685,7 +1688,7 @@ def test_handle_stoploss_on_exchange_custom_stop( ) cancel_order_mock = MagicMock() - stoploss_order_mock = MagicMock(return_value={'id': 13434334}) + stoploss_order_mock = MagicMock(return_value={'id': 'so1'}) mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock) @@ -1727,8 +1730,7 @@ def test_handle_stoploss_on_exchange_custom_stop( assert freqtrade.handle_trade(trade) is True -def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, - limit_order) -> None: +def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_order) -> None: enter_order = limit_order['buy'] exit_order = limit_order['sell'] @@ -1784,6 +1786,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 + trade.stoploss_last_update = arrow.utcnow() stoploss_order_hanging = MagicMock(return_value={ 'id': 100,