Merge pull request #2119 from freqtrade/disable_sloE_dry

Disable stoploss on exchange during dry-runs
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Matthias 2019-08-12 06:12:22 +02:00 committed by GitHub
commit 0b367a14f1
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3 changed files with 83 additions and 10 deletions

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@ -20,7 +20,7 @@ from freqtrade.exchange import timeframe_to_minutes
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.rpc import RPCManager, RPCMessageType from freqtrade.rpc import RPCManager, RPCMessageType
from freqtrade.resolvers import ExchangeResolver, StrategyResolver, PairListResolver 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.strategy.interface import SellType, IStrategy
from freqtrade.wallets import Wallets from freqtrade.wallets import Wallets
@ -75,6 +75,12 @@ class FreqtradeBot(object):
persistence.init(self.config.get('db_url', None), persistence.init(self.config.get('db_url', None),
clean_open_orders=self.config.get('dry_run', False)) 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 # Set initial bot state from config
initial_state = self.config.get('initial_state') initial_state = self.config.get('initial_state')
self.state = State[initial_state.upper()] if initial_state else State.STOPPED self.state = State[initial_state.upper()] if initial_state else State.STOPPED

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@ -15,7 +15,7 @@ from freqtrade.resolvers import StrategyResolver
from freqtrade.strategy import import_strategy from freqtrade.strategy import import_strategy
from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.strategy.interface import IStrategy from freqtrade.strategy.interface import IStrategy
from freqtrade.tests.conftest import log_has_re from freqtrade.tests.conftest import log_has_re, log_has
def test_import_strategy(caplog): def test_import_strategy(caplog):
@ -257,12 +257,9 @@ def test_strategy_override_order_types(caplog):
for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']: for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
assert resolver.strategy.order_types[method] == order_types[method] assert resolver.strategy.order_types[method] == order_types[method]
assert ('freqtrade.resolvers.strategy_resolver', assert log_has("Override strategy 'order_types' with value in config file:"
logging.INFO, " {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
"Override strategy 'order_types' with value in config file:" " 'stoploss_on_exchange': True}.", caplog.record_tuples)
" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
" 'stoploss_on_exchange': True}."
) in caplog.record_tuples
config = { config = {
'strategy': 'DefaultStrategy', 'strategy': 'DefaultStrategy',

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@ -16,7 +16,7 @@ from freqtrade.data.dataprovider import DataProvider
from freqtrade.freqtradebot import FreqtradeBot from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.rpc import RPCMessageType 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.strategy.interface import SellCheckTuple, SellType
from freqtrade.tests.conftest import (get_patched_freqtradebot, from freqtrade.tests.conftest import (get_patched_freqtradebot,
get_patched_worker, log_has, log_has_re, get_patched_worker, log_has, log_has_re,
@ -130,7 +130,77 @@ def test_throttle_with_assets(mocker, default_conf) -> None:
assert result == -1 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.record_tuples)
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.record_tuples)
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.record_tuples)
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.record_tuples)
def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(