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small refactor of check_handle_timedout

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This commit is contained in:
kryofly 2018-01-10 10:29:04 +01:00
parent f8cc08e2a1
commit 0cb57bee0e
2 changed files with 100 additions and 28 deletions
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82
freqtrade/main.py
View File

@ -158,6 +158,53 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
return state_changed
# FIX: 20180110, why is cancel.order unconditionally here, whereas
# it is conditionally called in the
# handle_timedout_limit_sell()?
def handle_timedout_limit_buy(trade, order):
"""Buy timeout - cancel order
:return: True if order was fully cancelled
"""
exchange.cancel_order(trade.open_order_id)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
# FIX? do we really need to flush, caller of
# check_handle_timedout will flush afterwards
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
return True
else:
# if trade is partially complete, edit the stake details for the trade
# and close the order
trade.amount = order['amount'] - order['remaining']
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
return False
# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
def handle_timedout_limit_sell(trade, order):
"""
Sell timeout - cancel order and update trade
:return: True if order was fully cancelled
"""
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
logger.info('Sell order timeout for %s.', trade)
return True
else:
# TODO: figure out how to handle partially complete sell orders
return False
def check_handle_timedout(timeoutvalue: int) -> None:
"""
Check if any orders are timed out and cancel if neccessary
@ -171,35 +218,16 @@ def check_handle_timedout(timeoutvalue: int) -> None:
ordertime = arrow.get(order['opened'])
if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold:
# Buy timeout - cancel order
exchange.cancel_order(trade.open_order_id)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
else:
# if trade is partially complete, edit the stake details for the trade
# and close the order
trade.amount = order['amount'] - order['remaining']
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
handle_timedout_limit_buy(trade, order)
elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold:
# Sell timeout - cancel order and update trade
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
logger.info('Sell order timeout for %s.', trade)
if handle_timedout_limit_sell(trade, order):
# BUG? if there is more trades that are
# timed out, shouldn't we collect and
# then return all of them?
# Also the function signature is return None.
# But we return True here.
return True
else:
# TODO: figure out how to handle partially complete sell orders
pass
def execute_sell(trade: Trade, limit: float) -> None:

46
freqtrade/tests/test_main.py
View File

@ -18,11 +18,11 @@ from freqtrade.misc import get_state, State
from freqtrade.persistence import Trade
import freqtrade.main as main
# Test that main() can start backtesting or hyperopt.
# and also ensure we can pass some specific arguments
# argument parsing is done in test_misc.py
def test_parse_args_backtesting(mocker):
backtesting_mock = mocker.patch(
'freqtrade.optimize.backtesting.start', MagicMock())
@ -261,6 +261,20 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
create_trade(default_conf['stake_amount'])
def test_create_trade_no_signal(default_conf, ticker, mocker):
default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', MagicMock(return_value=False))
mocker.patch.multiple('freqtrade.exchange',
get_ticker_history=MagicMock(return_value=20))
mocker.patch.multiple('freqtrade.main.exchange',
get_balance=MagicMock(return_value=20))
stake_amount = 10
Trade.query = MagicMock()
Trade.query.filter = MagicMock()
assert not create_trade(stake_amount)
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
@ -414,6 +428,21 @@ def test_check_handle_timedout_buy(default_conf, ticker, health, limit_buy_order
assert len(trades) == 0
def test_handle_timedout_limit_buy(default_conf, mocker):
cancel_order = MagicMock()
mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
Trade.session = MagicMock()
trade = MagicMock()
order = {}
order['remaining'] = 1
order['amount'] = 1
assert main.handle_timedout_limit_buy(trade, order)
assert cancel_order.call_count == 1
order['amount'] = 2
assert not main.handle_timedout_limit_buy(trade, order)
assert cancel_order.call_count == 2
def test_check_handle_timedout_sell(default_conf, ticker, health, limit_sell_order_old, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
@ -446,6 +475,21 @@ def test_check_handle_timedout_sell(default_conf, ticker, health, limit_sell_ord
assert trade_sell.is_open is True
def test_handle_timedout_limit_sell(default_conf, mocker):
cancel_order = MagicMock()
mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
trade = MagicMock()
order = {}
order['remaining'] = 1
order['amount'] = 1
assert main.handle_timedout_limit_sell(trade, order)
assert cancel_order.call_count == 1
order['amount'] = 2
assert not main.handle_timedout_limit_sell(trade, order)
# Assert cancel_order was not called (callcount remains unchanged)
assert cancel_order.call_count == 1
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)