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Added min_stake, max_stake. Removed pair as its included in trade.

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This commit is contained in:
Reigo Reinmets
2022-01-08 17:20:02 +02:00
parent 813a2cd23b
commit 0bca07a32a
7 changed files with 69 additions and 29 deletions
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10
freqtrade/freqtradebot.py
View File

@@ -459,7 +459,7 @@ class FreqtradeBot(LoggingMixin):
# Walk through each pair and check if it needs changes
for trade in Trade.get_open_trades():
# If there is any open orders, wait for them to finish.
if len([o for o in trade.orders if o.ft_is_open]) == 0:
if trade.open_order_id is None:
try:
self.check_and_call_adjust_trade_position(trade)
except DependencyException as exception:
@@ -474,11 +474,15 @@ class FreqtradeBot(LoggingMixin):
"""
current_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
current_profit = trade.calc_profit_ratio(current_rate)
min_stake_amount = self.exchange.get_min_pair_stake_amount(trade.pair,
current_rate,
self.strategy.stoploss)
max_stake_amount = self.wallets.get_available_stake_amount()
logger.debug(f"Calling adjust_trade_position for pair {trade.pair}")
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None)(
pair=trade.pair, trade=trade, current_time=datetime.now(timezone.utc),
current_rate=current_rate, current_profit=current_profit)
trade=trade, current_time=datetime.now(timezone.utc), current_rate=current_rate,
current_profit=current_profit, min_stake=min_stake_amount, max_stake=max_stake_amount)
if stake_amount is not None and stake_amount > 0.0:
# We should increase our position

6
freqtrade/optimize/backtesting.py
View File

@@ -358,10 +358,12 @@ class Backtesting:
) -> LocalTrade:
current_profit = trade.calc_profit_ratio(row[OPEN_IDX])
min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, row[OPEN_IDX], -0.1)
max_stake = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None)(
pair=trade.pair, trade=trade, current_time=row[DATE_IDX].to_pydatetime(),
current_rate=row[OPEN_IDX], current_profit=current_profit)
trade=trade, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
current_profit=current_profit, min_stake=min_stake, max_stake=max_stake)
# Check if we should increase our position
if stake_amount is not None and stake_amount > 0.0:

11
freqtrade/strategy/interface.py
View File

@@ -384,9 +384,9 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return proposed_stake
def adjust_trade_position(self, pair: str, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, **kwargs
) -> Optional[float]:
def adjust_trade_position(self, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, min_stake: float,
max_stake: float, **kwargs) -> Optional[float]:
"""
Custom trade adjustment logic, returning the stake amount that a trade should be increased.
This means extra buy orders with additional fees.
@@ -395,11 +395,12 @@ class IStrategy(ABC, HyperStrategyMixin):
When not implemented by a strategy, returns None
:param pair: Pair that's currently analyzed
:param trade: trade object.
:param current_time: datetime object, containing the current datetime
:param current_rate: Current buy rate. Use `exchange.get_rate` if you need sell rate.
:param current_rate: Current buy rate.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
:param min_stake: Minimal stake size allowed by exchange.
:param max_stake: Balance available for trading.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: Stake amount to adjust your trade
"""