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Use kwarg for rounding_mode, update tests with additional parameter

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Matthias
2023-03-26 10:49:50 +02:00
parent d0d0cbe1d1
commit 0cb28f3d82
12 changed files with 30 additions and 24 deletions
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8
freqtrade/exchange/exchange.py
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@@ -731,14 +731,14 @@ class Exchange:
"""
return amount_to_precision(amount, self.get_precision_amount(pair), self.precisionMode)
def price_to_precision(self, pair: str, price: float, rounding_mode: int = ROUND) -> float:
def price_to_precision(self, pair: str, price: float, *, rounding_mode: int = ROUND) -> float:
"""
Returns the price rounded to the precision the Exchange accepts.
The default price_rounding_mode in conf is ROUND.
For stoploss calculations, must use ROUND_UP for longs, and ROUND_DOWN for shorts.
"""
return price_to_precision(price, self.get_precision_price(pair),
self.precisionMode, rounding_mode)
self.precisionMode, rounding_mode=rounding_mode)
def price_get_one_pip(self, pair: str, price: float) -> float:
"""
@@ -1179,11 +1179,11 @@ class Exchange:
user_order_type = order_types.get('stoploss', 'market')
ordertype, user_order_type = self._get_stop_order_type(user_order_type)
round_mode = ROUND_DOWN if side == 'buy' else ROUND_UP
stop_price_norm = self.price_to_precision(pair, stop_price, round_mode)
stop_price_norm = self.price_to_precision(pair, stop_price, rounding_mode=round_mode)
limit_rate = None
if user_order_type == 'limit':
limit_rate = self._get_stop_limit_rate(stop_price, order_types, side)
limit_rate = self.price_to_precision(pair, limit_rate, round_mode)
limit_rate = self.price_to_precision(pair, limit_rate, rounding_mode=round_mode)
if self._config['dry_run']:
dry_order = self.create_dry_run_order(

1
freqtrade/exchange/exchange_utils.py
View File

@@ -224,6 +224,7 @@ def price_to_precision(
price: float,
price_precision: Optional[float],
precisionMode: Optional[int],
*,
rounding_mode: int = ROUND,
) -> float:
"""

4
freqtrade/exchange/kraken.py
View File

@@ -118,11 +118,11 @@ class Kraken(Exchange):
limit_rate = stop_price * limit_price_pct
else:
limit_rate = stop_price * (2 - limit_price_pct)
params['price2'] = self.price_to_precision(pair, limit_rate, round_mode)
params['price2'] = self.price_to_precision(pair, limit_rate, rounding_mode=round_mode)
else:
ordertype = "stop-loss"
stop_price = self.price_to_precision(pair, stop_price, round_mode)
stop_price = self.price_to_precision(pair, stop_price, rounding_mode=round_mode)
if self._config['dry_run']:
dry_order = self.create_dry_run_order(

3
freqtrade/freqtradebot.py
View File

@@ -1232,7 +1232,8 @@ class FreqtradeBot(LoggingMixin):
:return: None
"""
stoploss_norm = self.exchange.price_to_precision(
trade.pair, trade.stoploss_or_liquidation, ROUND_DOWN if trade.is_short else ROUND_UP)
trade.pair, trade.stoploss_or_liquidation,
rounding_mode=ROUND_DOWN if trade.is_short else ROUND_UP)
if self.exchange.stoploss_adjust(stoploss_norm, order, side=trade.exit_side):
# we check if the update is necessary

5
freqtrade/persistence/trade_model.py
View File

@@ -599,7 +599,7 @@ class LocalTrade():
Method used internally to set self.stop_loss.
"""
stop_loss_norm = price_to_precision(stop_loss, self.price_precision, self.precision_mode,
ROUND_DOWN if self.is_short else ROUND_UP)
rounding_mode=ROUND_DOWN if self.is_short else ROUND_UP)
if not self.stop_loss:
self.initial_stop_loss = stop_loss_norm
self.stop_loss = stop_loss_norm
@@ -630,7 +630,8 @@ class LocalTrade():
if self.initial_stop_loss_pct is None or refresh:
self.__set_stop_loss(new_loss, stoploss)
self.initial_stop_loss = price_to_precision(
new_loss, self.price_precision, self.precision_mode)
new_loss, self.price_precision, self.precision_mode,
rounding_mode=ROUND_DOWN if self.is_short else ROUND_UP)
self.initial_stop_loss_pct = -1 * abs(stoploss)
# evaluate if the stop loss needs to be updated

6
freqtrade/plugins/pairlist/PrecisionFilter.py
View File

@@ -6,6 +6,7 @@ from typing import Any, Dict, Optional
from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import ROUND_UP
from freqtrade.exchange.types import Ticker
from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -61,9 +62,10 @@ class PrecisionFilter(IPairList):
stop_price = ticker['last'] * self._stoploss
# Adjust stop-prices to precision
sp = self._exchange.price_to_precision(pair, stop_price)
sp = self._exchange.price_to_precision(pair, stop_price, rounding_mode=ROUND_UP)
stop_gap_price = self._exchange.price_to_precision(pair, stop_price * 0.99)
stop_gap_price = self._exchange.price_to_precision(pair, stop_price * 0.99,
rounding_mode=ROUND_UP)
logger.debug(f"{pair} - {sp} : {stop_gap_price}")
if sp <= stop_gap_price: