Merge branch 'freqtrade:develop' into develop

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hippocritical 2023-04-03 20:17:36 +02:00 committed by GitHub
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29 changed files with 366 additions and 191 deletions

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@ -425,7 +425,7 @@ jobs:
python setup.py sdist bdist_wheel
- name: Publish to PyPI (Test)
uses: pypa/gh-action-pypi-publish@v1.8.3
uses: pypa/gh-action-pypi-publish@v1.8.4
if: (github.event_name == 'release')
with:
user: __token__
@ -433,7 +433,7 @@ jobs:
repository_url: https://test.pypi.org/legacy/
- name: Publish to PyPI
uses: pypa/gh-action-pypi-publish@v1.8.3
uses: pypa/gh-action-pypi-publish@v1.8.4
if: (github.event_name == 'release')
with:
user: __token__

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@ -13,12 +13,12 @@ repos:
- id: mypy
exclude: build_helpers
additional_dependencies:
- types-cachetools==5.3.0.4
- types-cachetools==5.3.0.5
- types-filelock==3.2.7
- types-requests==2.28.11.16
- types-tabulate==0.9.0.1
- types-python-dateutil==2.8.19.10
- SQLAlchemy==2.0.7
- types-requests==2.28.11.17
- types-tabulate==0.9.0.2
- types-python-dateutil==2.8.19.11
- SQLAlchemy==2.0.8
# stages: [push]
- repo: https://github.com/pycqa/isort

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@ -42,9 +42,9 @@ if [ $? -ne 0 ]; then
return 1
fi
docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_FREQAI_ARM} -t freqtrade:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .
# Tag image for upload and next build step
docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM

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@ -58,9 +58,9 @@ fi
# Tag image for upload and next build step
docker tag freqtrade:$TAG ${CACHE_IMAGE}:$TAG
docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_FREQAI} -f docker/Dockerfile.freqai .
docker build --cache-from freqtrade:${TAG_FREQAI} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_FREQAI} -t freqtrade:${TAG_FREQAI_RL} -f docker/Dockerfile.freqai_rl .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG} -t freqtrade:${TAG_FREQAI} -f docker/Dockerfile.freqai .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_FREQAI} -t freqtrade:${TAG_FREQAI_RL} -f docker/Dockerfile.freqai_rl .
docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
docker tag freqtrade:$TAG_FREQAI ${CACHE_IMAGE}:$TAG_FREQAI

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@ -6,8 +6,8 @@ Low level feature engineering is performed in the user strategy within a set of
| Function | Description |
|---------------|-------------|
| `feature_engineering__expand_all()` | This optional function will automatically expand the defined features on the config defined `indicator_periods_candles`, `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`.
| `feature_engineering__expand_basic()` | This optional function will automatically expand the defined features on the config defined `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`. Note: this function does *not* expand across `include_periods_candles`.
| `feature_engineering_expand_all()` | This optional function will automatically expand the defined features on the config defined `indicator_periods_candles`, `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`.
| `feature_engineering_expand_basic()` | This optional function will automatically expand the defined features on the config defined `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`. Note: this function does *not* expand across `include_periods_candles`.
| `feature_engineering_standard()` | This optional function will be called once with the dataframe of the base timeframe. This is the final function to be called, which means that the dataframe entering this function will contain all the features and columns from the base asset created by the other `feature_engineering_expand` functions. This function is a good place to do custom exotic feature extractions (e.g. tsfresh). This function is also a good place for any feature that should not be auto-expanded upon (e.g., day of the week).
| `set_freqai_targets()` | Required function to set the targets for the model. All targets must be prepended with `&` to be recognized by the FreqAI internals.
@ -186,7 +186,7 @@ In total, the number of features the user of the presented example strat has cre
All `feature_engineering_*` and `set_freqai_targets()` functions are passed a `metadata` dictionary which contains information about the `pair`, `tf` (timeframe), and `period` that FreqAI is automating for feature building. As such, a user can use `metadata` inside `feature_engineering_*` functions as criteria for blocking/reserving features for certain timeframes, periods, pairs etc.
```py
```python
def feature_engineering_expand_all(self, dataframe, period, metadata, **kwargs):
if metadata["tf"] == "1h":
dataframe["%-roc-period"] = ta.ROC(dataframe, timeperiod=period)

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@ -1,6 +1,6 @@
markdown==3.3.7
mkdocs==1.4.2
mkdocs-material==9.1.4
mkdocs-material==9.1.5
mdx_truly_sane_lists==1.3
pymdown-extensions==9.10
jinja2==3.1.2

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@ -1,5 +1,5 @@
""" Freqtrade bot """
__version__ = '2023.3.dev'
__version__ = '2023.4.dev'
if 'dev' in __version__:
from pathlib import Path

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@ -598,7 +598,7 @@ CONF_SCHEMA = {
"model_type": {"type": "string", "default": "PPO"},
"policy_type": {"type": "string", "default": "MlpPolicy"},
"net_arch": {"type": "array", "default": [128, 128]},
"randomize_startinng_position": {"type": "boolean", "default": False},
"randomize_starting_position": {"type": "boolean", "default": False},
"model_reward_parameters": {
"type": "object",
"properties": {

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@ -8,15 +8,15 @@ from freqtrade.exchange.bitpanda import Bitpanda
from freqtrade.exchange.bittrex import Bittrex
from freqtrade.exchange.bybit import Bybit
from freqtrade.exchange.coinbasepro import Coinbasepro
from freqtrade.exchange.exchange_utils import (amount_to_contract_precision, amount_to_contracts,
amount_to_precision, available_exchanges,
ccxt_exchanges, contracts_to_amount,
date_minus_candles, is_exchange_known_ccxt,
market_is_active, price_to_precision,
timeframe_to_minutes, timeframe_to_msecs,
timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_seconds, validate_exchange,
validate_exchanges)
from freqtrade.exchange.exchange_utils import (ROUND_DOWN, ROUND_UP, amount_to_contract_precision,
amount_to_contracts, amount_to_precision,
available_exchanges, ccxt_exchanges,
contracts_to_amount, date_minus_candles,
is_exchange_known_ccxt, market_is_active,
price_to_precision, timeframe_to_minutes,
timeframe_to_msecs, timeframe_to_next_date,
timeframe_to_prev_date, timeframe_to_seconds,
validate_exchange, validate_exchanges)
from freqtrade.exchange.gate import Gate
from freqtrade.exchange.hitbtc import Hitbtc
from freqtrade.exchange.huobi import Huobi

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@ -30,13 +30,14 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
RetryableOrderError, TemporaryError)
from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, remove_credentials, retrier,
retrier_async)
from freqtrade.exchange.exchange_utils import (CcxtModuleType, amount_to_contract_precision,
amount_to_contracts, amount_to_precision,
contracts_to_amount, date_minus_candles,
is_exchange_known_ccxt, market_is_active,
price_to_precision, timeframe_to_minutes,
timeframe_to_msecs, timeframe_to_next_date,
timeframe_to_prev_date, timeframe_to_seconds)
from freqtrade.exchange.exchange_utils import (ROUND, ROUND_DOWN, ROUND_UP, CcxtModuleType,
amount_to_contract_precision, amount_to_contracts,
amount_to_precision, contracts_to_amount,
date_minus_candles, is_exchange_known_ccxt,
market_is_active, price_to_precision,
timeframe_to_minutes, timeframe_to_msecs,
timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_seconds)
from freqtrade.exchange.types import OHLCVResponse, OrderBook, Ticker, Tickers
from freqtrade.misc import (chunks, deep_merge_dicts, file_dump_json, file_load_json,
safe_value_fallback2)
@ -734,12 +735,14 @@ class Exchange:
"""
return amount_to_precision(amount, self.get_precision_amount(pair), self.precisionMode)
def price_to_precision(self, pair: str, price: float) -> float:
def price_to_precision(self, pair: str, price: float, *, rounding_mode: int = ROUND) -> float:
"""
Returns the price rounded up to the precision the Exchange accepts.
Rounds up
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)
return price_to_precision(price, self.get_precision_price(pair),
self.precisionMode, rounding_mode=rounding_mode)
def price_get_one_pip(self, pair: str, price: float) -> float:
"""
@ -762,12 +765,12 @@ class Exchange:
return self._get_stake_amount_limit(pair, price, stoploss, 'min', leverage)
def get_max_pair_stake_amount(self, pair: str, price: float, leverage: float = 1.0) -> float:
max_stake_amount = self._get_stake_amount_limit(pair, price, 0.0, 'max')
max_stake_amount = self._get_stake_amount_limit(pair, price, 0.0, 'max', leverage)
if max_stake_amount is None:
# * Should never be executed
raise OperationalException(f'{self.name}.get_max_pair_stake_amount should'
'never set max_stake_amount to None')
return max_stake_amount / leverage
return max_stake_amount
def _get_stake_amount_limit(
self,
@ -785,43 +788,41 @@ class Exchange:
except KeyError:
raise ValueError(f"Can't get market information for symbol {pair}")
if isMin:
# reserve some percent defined in config (5% default) + stoploss
margin_reserve: float = 1.0 + self._config.get('amount_reserve_percent',
DEFAULT_AMOUNT_RESERVE_PERCENT)
stoploss_reserve = (
margin_reserve / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
)
# it should not be more than 50%
stoploss_reserve = max(min(stoploss_reserve, 1.5), 1)
else:
margin_reserve = 1.0
stoploss_reserve = 1.0
stake_limits = []
limits = market['limits']
if (limits['cost'][limit] is not None):
stake_limits.append(
self._contracts_to_amount(
pair,
limits['cost'][limit]
)
self._contracts_to_amount(pair, limits['cost'][limit]) * stoploss_reserve
)
if (limits['amount'][limit] is not None):
stake_limits.append(
self._contracts_to_amount(
pair,
limits['amount'][limit] * price
)
self._contracts_to_amount(pair, limits['amount'][limit]) * price * margin_reserve
)
if not stake_limits:
return None if isMin else float('inf')
# reserve some percent defined in config (5% default) + stoploss
amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
DEFAULT_AMOUNT_RESERVE_PERCENT)
amount_reserve_percent = (
amount_reserve_percent / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
)
# it should not be more than 50%
amount_reserve_percent = max(min(amount_reserve_percent, 1.5), 1)
# The value returned should satisfy both limits: for amount (base currency) and
# for cost (quote, stake currency), so max() is used here.
# See also #2575 at github.
return self._get_stake_amount_considering_leverage(
max(stake_limits) * amount_reserve_percent,
max(stake_limits) if isMin else min(stake_limits),
leverage or 1.0
) if isMin else min(stake_limits)
)
def _get_stake_amount_considering_leverage(self, stake_amount: float, leverage: float) -> float:
"""
@ -1185,12 +1186,12 @@ class Exchange:
user_order_type = order_types.get('stoploss', 'market')
ordertype, user_order_type = self._get_stop_order_type(user_order_type)
stop_price_norm = self.price_to_precision(pair, stop_price)
round_mode = ROUND_DOWN if side == 'buy' else ROUND_UP
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)
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(

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@ -2,11 +2,12 @@
Exchange support utils
"""
from datetime import datetime, timedelta, timezone
from math import ceil
from math import ceil, floor
from typing import Any, Dict, List, Optional, Tuple
import ccxt
from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, decimal_to_precision
from ccxt import (DECIMAL_PLACES, ROUND, ROUND_DOWN, ROUND_UP, SIGNIFICANT_DIGITS, TICK_SIZE,
TRUNCATE, decimal_to_precision)
from freqtrade.exchange.common import BAD_EXCHANGES, EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED
from freqtrade.util import FtPrecise
@ -219,35 +220,51 @@ def amount_to_contract_precision(
return amount
def price_to_precision(price: float, price_precision: Optional[float],
precisionMode: Optional[int]) -> float:
def price_to_precision(
price: float,
price_precision: Optional[float],
precisionMode: Optional[int],
*,
rounding_mode: int = ROUND,
) -> float:
"""
Returns the price rounded up to the precision the Exchange accepts.
Returns the price rounded to the precision the Exchange accepts.
Partial Re-implementation of ccxt internal method decimal_to_precision(),
which does not support rounding up
which does not support rounding up.
For stoploss calculations, must use ROUND_UP for longs, and ROUND_DOWN for shorts.
TODO: If ccxt supports ROUND_UP for decimal_to_precision(), we could remove this and
align with amount_to_precision().
!!! Rounds up
:param price: price to convert
:param price_precision: price precision to use. Used from markets[pair]['precision']['price']
:param precisionMode: precision mode to use. Should be used from precisionMode
one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
:param rounding_mode: rounding mode to use. Defaults to ROUND
:return: price rounded up to the precision the Exchange accepts
"""
if price_precision is not None and precisionMode is not None:
# price = float(decimal_to_precision(price, rounding_mode=ROUND,
# precision=price_precision,
# counting_mode=self.precisionMode,
# ))
if precisionMode == TICK_SIZE:
if rounding_mode == ROUND:
ticks = price / price_precision
rounded_ticks = round(ticks)
return rounded_ticks * price_precision
precision = FtPrecise(price_precision)
price_str = FtPrecise(price)
missing = price_str % precision
if not missing == FtPrecise("0"):
price = round(float(str(price_str - missing + precision)), 14)
else:
symbol_prec = price_precision
big_price = price * pow(10, symbol_prec)
price = ceil(big_price) / pow(10, symbol_prec)
return round(float(str(price_str - missing + precision)), 14)
return price
elif precisionMode in (SIGNIFICANT_DIGITS, DECIMAL_PLACES):
ndigits = round(price_precision)
if rounding_mode == ROUND:
return round(price, ndigits)
ticks = price * (10**ndigits)
if rounding_mode == ROUND_UP:
return ceil(ticks) / (10**ndigits)
if rounding_mode == TRUNCATE:
return int(ticks) / (10**ndigits)
if rounding_mode == ROUND_DOWN:
return floor(ticks) / (10**ndigits)
raise ValueError(f"Unknown rounding_mode {rounding_mode}")
raise ValueError(f"Unknown precisionMode {precisionMode}")
return price

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@ -12,6 +12,7 @@ from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, Invali
OperationalException, TemporaryError)
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
from freqtrade.exchange.exchange_utils import ROUND_DOWN, ROUND_UP
from freqtrade.exchange.types import Tickers
@ -109,6 +110,7 @@ class Kraken(Exchange):
if self.trading_mode == TradingMode.FUTURES:
params.update({'reduceOnly': True})
round_mode = ROUND_DOWN if side == 'buy' else ROUND_UP
if order_types.get('stoploss', 'market') == 'limit':
ordertype = "stop-loss-limit"
limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
@ -116,11 +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)
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)
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(

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@ -66,7 +66,7 @@ class Base3ActionRLEnv(BaseEnvironment):
elif action == Actions.Sell.value and not self.can_short:
self._update_total_profit()
self._position = Positions.Neutral
trade_type = "neutral"
trade_type = "exit"
self._last_trade_tick = None
else:
print("case not defined")
@ -74,7 +74,7 @@ class Base3ActionRLEnv(BaseEnvironment):
if trade_type is not None:
self.trade_history.append(
{'price': self.current_price(), 'index': self._current_tick,
'type': trade_type})
'type': trade_type, 'profit': self.get_unrealized_profit()})
if (self._total_profit < self.max_drawdown or
self._total_unrealized_profit < self.max_drawdown):

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@ -52,16 +52,6 @@ class Base4ActionRLEnv(BaseEnvironment):
trade_type = None
if self.is_tradesignal(action):
"""
Action: Neutral, position: Long -> Close Long
Action: Neutral, position: Short -> Close Short
Action: Long, position: Neutral -> Open Long
Action: Long, position: Short -> Close Short and Open Long
Action: Short, position: Neutral -> Open Short
Action: Short, position: Long -> Close Long and Open Short
"""
if action == Actions.Neutral.value:
self._position = Positions.Neutral
@ -69,16 +59,16 @@ class Base4ActionRLEnv(BaseEnvironment):
self._last_trade_tick = None
elif action == Actions.Long_enter.value:
self._position = Positions.Long
trade_type = "long"
trade_type = "enter_long"
self._last_trade_tick = self._current_tick
elif action == Actions.Short_enter.value:
self._position = Positions.Short
trade_type = "short"
trade_type = "enter_short"
self._last_trade_tick = self._current_tick
elif action == Actions.Exit.value:
self._update_total_profit()
self._position = Positions.Neutral
trade_type = "neutral"
trade_type = "exit"
self._last_trade_tick = None
else:
print("case not defined")
@ -86,7 +76,7 @@ class Base4ActionRLEnv(BaseEnvironment):
if trade_type is not None:
self.trade_history.append(
{'price': self.current_price(), 'index': self._current_tick,
'type': trade_type})
'type': trade_type, 'profit': self.get_unrealized_profit()})
if (self._total_profit < self.max_drawdown or
self._total_unrealized_profit < self.max_drawdown):

View File

@ -53,16 +53,6 @@ class Base5ActionRLEnv(BaseEnvironment):
trade_type = None
if self.is_tradesignal(action):
"""
Action: Neutral, position: Long -> Close Long
Action: Neutral, position: Short -> Close Short
Action: Long, position: Neutral -> Open Long
Action: Long, position: Short -> Close Short and Open Long
Action: Short, position: Neutral -> Open Short
Action: Short, position: Long -> Close Long and Open Short
"""
if action == Actions.Neutral.value:
self._position = Positions.Neutral
@ -70,21 +60,21 @@ class Base5ActionRLEnv(BaseEnvironment):
self._last_trade_tick = None
elif action == Actions.Long_enter.value:
self._position = Positions.Long
trade_type = "long"
trade_type = "enter_long"
self._last_trade_tick = self._current_tick
elif action == Actions.Short_enter.value:
self._position = Positions.Short
trade_type = "short"
trade_type = "enter_short"
self._last_trade_tick = self._current_tick
elif action == Actions.Long_exit.value:
self._update_total_profit()
self._position = Positions.Neutral
trade_type = "neutral"
trade_type = "exit_long"
self._last_trade_tick = None
elif action == Actions.Short_exit.value:
self._update_total_profit()
self._position = Positions.Neutral
trade_type = "neutral"
trade_type = "exit_short"
self._last_trade_tick = None
else:
print("case not defined")
@ -92,7 +82,7 @@ class Base5ActionRLEnv(BaseEnvironment):
if trade_type is not None:
self.trade_history.append(
{'price': self.current_price(), 'index': self._current_tick,
'type': trade_type})
'type': trade_type, 'profit': self.get_unrealized_profit()})
if (self._total_profit < self.max_drawdown or
self._total_unrealized_profit < self.max_drawdown):

View File

@ -21,7 +21,8 @@ from freqtrade.enums import (ExitCheckTuple, ExitType, RPCMessageType, RunMode,
State, TradingMode)
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, PricingError)
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, timeframe_to_minutes, timeframe_to_next_date,
timeframe_to_seconds)
from freqtrade.misc import safe_value_fallback, safe_value_fallback2
from freqtrade.mixins import LoggingMixin
from freqtrade.persistence import Order, PairLocks, Trade, init_db
@ -853,7 +854,8 @@ class FreqtradeBot(LoggingMixin):
logger.info(f"Canceling stoploss on exchange for {trade}")
co = self.exchange.cancel_stoploss_order_with_result(
trade.stoploss_order_id, trade.pair, trade.amount)
trade.update_order(co)
self.update_trade_state(trade, trade.stoploss_order_id, co, stoploss_order=True)
# Reset stoploss order id.
trade.stoploss_order_id = None
except InvalidOrderException:
@ -945,7 +947,7 @@ class FreqtradeBot(LoggingMixin):
return enter_limit_requested, stake_amount, leverage
def _notify_enter(self, trade: Trade, order: Order, order_type: Optional[str] = None,
def _notify_enter(self, trade: Trade, order: Order, order_type: str,
fill: bool = False, sub_trade: bool = False) -> None:
"""
Sends rpc notification when a entry order occurred.
@ -1171,7 +1173,8 @@ class FreqtradeBot(LoggingMixin):
logger.warning('Unable to fetch stoploss order: %s', exception)
if stoploss_order:
trade.update_order(stoploss_order)
self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
stoploss_order=True)
# We check if stoploss order is fulfilled
if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
@ -1235,7 +1238,9 @@ class FreqtradeBot(LoggingMixin):
:param order: Current on exchange stoploss order
:return: None
"""
stoploss_norm = self.exchange.price_to_precision(trade.pair, trade.stoploss_or_liquidation)
stoploss_norm = self.exchange.price_to_precision(
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
@ -1778,6 +1783,7 @@ class FreqtradeBot(LoggingMixin):
return False
# Update trade with order values
if not stoploss_order:
logger.info(f'Found open order for {trade}')
try:
order = action_order or self.exchange.fetch_order_or_stoploss_order(order_id,
@ -1847,7 +1853,7 @@ class FreqtradeBot(LoggingMixin):
self.handle_protections(trade.pair, trade.trade_direction)
elif send_msg and not trade.open_order_id and not stoploss_order:
# Enter fill
self._notify_enter(trade, order, fill=True, sub_trade=sub_trade)
self._notify_enter(trade, order, order.order_type, fill=True, sub_trade=sub_trade)
def handle_protections(self, pair: str, side: LongShort) -> None:
# Lock pair for one candle to prevent immediate rebuys

View File

@ -15,7 +15,8 @@ from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPE
BuySell, LongShort)
from freqtrade.enums import ExitType, TradingMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import amount_to_contract_precision, price_to_precision
from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, amount_to_contract_precision,
price_to_precision)
from freqtrade.leverage import interest
from freqtrade.persistence.base import ModelBase, SessionType
from freqtrade.util import FtPrecise
@ -597,7 +598,8 @@ class LocalTrade():
"""
Method used internally to set self.stop_loss.
"""
stop_loss_norm = price_to_precision(stop_loss, self.price_precision, self.precision_mode)
stop_loss_norm = price_to_precision(stop_loss, self.price_precision, self.precision_mode,
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
@ -628,7 +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
@ -692,21 +695,24 @@ class LocalTrade():
else:
logger.warning(
f'Got different open_order_id {self.open_order_id} != {order.order_id}')
elif order.ft_order_side == 'stoploss' and order.status not in ('open', ):
self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss
self.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
if self.is_open:
logger.info(f'{order.order_type.upper()} is hit for {self}.')
else:
raise ValueError(f'Unknown order type: {order.order_type}')
if order.ft_order_side != self.entry_side:
amount_tr = amount_to_contract_precision(self.amount, self.amount_precision,
self.precision_mode, self.contract_size)
if isclose(order.safe_amount_after_fee, amount_tr, abs_tol=MATH_CLOSE_PREC):
self.close(order.safe_price)
else:
self.recalc_trade_from_orders()
elif order.ft_order_side == 'stoploss' and order.status not in ('canceled', 'open'):
self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss
self.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
if self.is_open:
logger.info(f'{order.order_type.upper()} is hit for {self}.')
self.close(order.safe_price)
else:
raise ValueError(f'Unknown order type: {order.order_type}')
Trade.commit()
def close(self, rate: float, *, show_msg: bool = True) -> None:

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:

View File

@ -52,7 +52,7 @@ class __RPCBuyMsgBase(RPCSendMsgBase):
direction: str
limit: float
open_rate: float
order_type: Optional[str] # TODO: why optional??
order_type: str
stake_amount: float
stake_currency: str
fiat_currency: Optional[str]

View File

@ -7,7 +7,7 @@
-r docs/requirements-docs.txt
coveralls==3.3.1
ruff==0.0.259
ruff==0.0.260
mypy==1.1.1
pre-commit==3.2.1
pytest==7.2.2
@ -25,8 +25,8 @@ httpx==0.23.3
nbconvert==7.2.10
# mypy types
types-cachetools==5.3.0.4
types-cachetools==5.3.0.5
types-filelock==3.2.7
types-requests==2.28.11.16
types-tabulate==0.9.0.1
types-python-dateutil==2.8.19.10
types-requests==2.28.11.17
types-tabulate==0.9.0.2
types-python-dateutil==2.8.19.11

View File

@ -7,5 +7,5 @@ scikit-learn==1.1.3
joblib==1.2.0
catboost==1.1.1; platform_machine != 'aarch64' and 'arm' not in platform_machine and python_version < '3.11'
lightgbm==3.3.5
xgboost==1.7.4
tensorboard==2.12.0
xgboost==1.7.5
tensorboard==2.12.1

View File

@ -1,4 +1,4 @@
# Include all requirements to run the bot.
-r requirements.txt
plotly==5.13.1
plotly==5.14.0

View File

@ -2,10 +2,10 @@ numpy==1.24.2
pandas==1.5.3
pandas-ta==0.3.14b
ccxt==3.0.37
ccxt==3.0.50
cryptography==40.0.1
aiohttp==3.8.4
SQLAlchemy==2.0.7
SQLAlchemy==2.0.8
python-telegram-bot==13.15
arrow==1.2.3
cachetools==4.2.2
@ -28,7 +28,7 @@ py_find_1st==1.1.5
# Load ticker files 30% faster
python-rapidjson==1.10
# Properly format api responses
orjson==3.8.8
orjson==3.8.9
# Notify systemd
sdnotify==0.3.2
@ -53,7 +53,7 @@ python-dateutil==2.8.2
schedule==1.1.0
#WS Messages
websockets==10.4
websockets==11.0
janus==1.0.0
ast-comments==1.0.1

View File

@ -48,7 +48,7 @@ def test_create_stoploss_order_binance(default_conf, mocker, limitratio, expecte
default_conf['margin_mode'] = MarginMode.ISOLATED
default_conf['trading_mode'] = trademode
mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
@ -127,7 +127,7 @@ def test_create_stoploss_order_dry_run_binance(default_conf, mocker):
order_type = 'stop_loss_limit'
default_conf['dry_run'] = True
mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')

View File

@ -8,6 +8,7 @@ from unittest.mock import MagicMock, Mock, PropertyMock, patch
import arrow
import ccxt
import pytest
from ccxt import DECIMAL_PLACES, ROUND, ROUND_UP, TICK_SIZE, TRUNCATE
from pandas import DataFrame
from freqtrade.enums import CandleType, MarginMode, TradingMode
@ -315,35 +316,54 @@ def test_amount_to_precision(amount, precision_mode, precision, expected,):
assert amount_to_precision(amount, precision, precision_mode) == expected
@pytest.mark.parametrize("price,precision_mode,precision,expected", [
(2.34559, 2, 4, 2.3456),
(2.34559, 2, 5, 2.34559),
(2.34559, 2, 3, 2.346),
(2.9999, 2, 3, 3.000),
(2.9909, 2, 3, 2.991),
# Tests for Tick_size
(2.34559, 4, 0.0001, 2.3456),
(2.34559, 4, 0.00001, 2.34559),
(2.34559, 4, 0.001, 2.346),
(2.9999, 4, 0.001, 3.000),
(2.9909, 4, 0.001, 2.991),
(2.9909, 4, 0.005, 2.995),
(2.9973, 4, 0.005, 3.0),
(2.9977, 4, 0.005, 3.0),
(234.43, 4, 0.5, 234.5),
(234.53, 4, 0.5, 235.0),
(0.891534, 4, 0.0001, 0.8916),
(64968.89, 4, 0.01, 64968.89),
(0.000000003483, 4, 1e-12, 0.000000003483),
@pytest.mark.parametrize("price,precision_mode,precision,expected,rounding_mode", [
# Tests for DECIMAL_PLACES, ROUND_UP
(2.34559, 2, 4, 2.3456, ROUND_UP),
(2.34559, 2, 5, 2.34559, ROUND_UP),
(2.34559, 2, 3, 2.346, ROUND_UP),
(2.9999, 2, 3, 3.000, ROUND_UP),
(2.9909, 2, 3, 2.991, ROUND_UP),
# Tests for DECIMAL_PLACES, ROUND
(2.345600000000001, DECIMAL_PLACES, 4, 2.3456, ROUND),
(2.345551, DECIMAL_PLACES, 4, 2.3456, ROUND),
(2.49, DECIMAL_PLACES, 0, 2., ROUND),
(2.51, DECIMAL_PLACES, 0, 3., ROUND),
(5.1, DECIMAL_PLACES, -1, 10., ROUND),
(4.9, DECIMAL_PLACES, -1, 0., ROUND),
# Tests for TICK_SIZE, ROUND_UP
(2.34559, TICK_SIZE, 0.0001, 2.3456, ROUND_UP),
(2.34559, TICK_SIZE, 0.00001, 2.34559, ROUND_UP),
(2.34559, TICK_SIZE, 0.001, 2.346, ROUND_UP),
(2.9999, TICK_SIZE, 0.001, 3.000, ROUND_UP),
(2.9909, TICK_SIZE, 0.001, 2.991, ROUND_UP),
(2.9909, TICK_SIZE, 0.005, 2.995, ROUND_UP),
(2.9973, TICK_SIZE, 0.005, 3.0, ROUND_UP),
(2.9977, TICK_SIZE, 0.005, 3.0, ROUND_UP),
(234.43, TICK_SIZE, 0.5, 234.5, ROUND_UP),
(234.53, TICK_SIZE, 0.5, 235.0, ROUND_UP),
(0.891534, TICK_SIZE, 0.0001, 0.8916, ROUND_UP),
(64968.89, TICK_SIZE, 0.01, 64968.89, ROUND_UP),
(0.000000003483, TICK_SIZE, 1e-12, 0.000000003483, ROUND_UP),
# Tests for TICK_SIZE, ROUND
(2.49, TICK_SIZE, 1., 2., ROUND),
(2.51, TICK_SIZE, 1., 3., ROUND),
(2.000000051, TICK_SIZE, 0.0000001, 2.0000001, ROUND),
(2.000000049, TICK_SIZE, 0.0000001, 2., ROUND),
(2.9909, TICK_SIZE, 0.005, 2.990, ROUND),
(2.9973, TICK_SIZE, 0.005, 2.995, ROUND),
(2.9977, TICK_SIZE, 0.005, 3.0, ROUND),
(234.24, TICK_SIZE, 0.5, 234., ROUND),
(234.26, TICK_SIZE, 0.5, 234.5, ROUND),
# Tests for TRUNCATTE
(2.34559, 2, 4, 2.3455, TRUNCATE),
(2.34559, 2, 5, 2.34559, TRUNCATE),
(2.34559, 2, 3, 2.345, TRUNCATE),
(2.9999, 2, 3, 2.999, TRUNCATE),
(2.9909, 2, 3, 2.990, TRUNCATE),
])
def test_price_to_precision(price, precision_mode, precision, expected):
# digits counting mode
# DECIMAL_PLACES = 2
# SIGNIFICANT_DIGITS = 3
# TICK_SIZE = 4
assert price_to_precision(price, precision, precision_mode) == expected
def test_price_to_precision(price, precision_mode, precision, expected, rounding_mode):
assert price_to_precision(
price, precision, precision_mode, rounding_mode=rounding_mode) == expected
@pytest.mark.parametrize("price,precision_mode,precision,expected", [
@ -417,7 +437,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
}
mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets))
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
expected_result = 2 * 2 * (1 + 0.05) / (1 - abs(stoploss))
expected_result = 2 * 2 * (1 + 0.05)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0)
@ -426,14 +446,14 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 20000
# min amount and cost are set (cost is minimal)
# min amount and cost are set (cost is minimal and therefore ignored)
markets["ETH/BTC"]["limits"] = {
'cost': {'min': 2, 'max': None},
'amount': {'min': 2, 'max': None},
}
mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets))
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
expected_result = max(2, 2 * 2) * (1 + 0.05) / (1 - abs(stoploss))
expected_result = max(2, 2 * 2) * (1 + 0.05)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 10)
@ -476,6 +496,9 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 1000
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, 12.0)
assert result == 1000 / 12
markets["ETH/BTC"]["contractSize"] = '0.01'
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
@ -5281,7 +5304,7 @@ def test_stoploss_contract_size(mocker, default_conf, contract_size, order_amoun
})
default_conf['dry_run'] = False
mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_contract_size = MagicMock(return_value=contract_size)
@ -5301,3 +5324,10 @@ def test_stoploss_contract_size(mocker, default_conf, contract_size, order_amoun
assert order['cost'] == 100
assert order['filled'] == 100
assert order['remaining'] == 100
def test_price_to_precision_with_default_conf(default_conf, mocker):
conf = copy.deepcopy(default_conf)
patched_ex = get_patched_exchange(mocker, conf)
prec_price = patched_ex.price_to_precision("XRP/USDT", 1.0000000101)
assert prec_price == 1.00000001

View File

@ -27,7 +27,7 @@ def test_create_stoploss_order_huobi(default_conf, mocker, limitratio, expected,
})
default_conf['dry_run'] = False
mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
@ -80,7 +80,7 @@ def test_create_stoploss_order_dry_run_huobi(default_conf, mocker):
order_type = 'stop-limit'
default_conf['dry_run'] = True
mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')

View File

@ -29,7 +29,7 @@ def test_buy_kraken_trading_agreement(default_conf, mocker):
default_conf['dry_run'] = False
mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
order = exchange.create_order(
@ -192,7 +192,7 @@ def test_create_stoploss_order_kraken(default_conf, mocker, ordertype, side, adj
default_conf['dry_run'] = False
mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
@ -263,7 +263,7 @@ def test_create_stoploss_order_dry_run_kraken(default_conf, mocker, side):
api_mock = MagicMock()
default_conf['dry_run'] = True
mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')

View File

@ -27,7 +27,7 @@ def test_create_stoploss_order_kucoin(default_conf, mocker, limitratio, expected
})
default_conf['dry_run'] = False
mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
if order_type == 'limit':
@ -88,7 +88,7 @@ def test_stoploss_order_dry_run_kucoin(default_conf, mocker):
order_type = 'market'
default_conf['dry_run'] = True
mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')

View File

@ -356,7 +356,7 @@ def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, fee, mocke
@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [
(5.0, True, True, 99),
(0.049, True, False, 99), # Amount will be adjusted to min - which is 0.051
(0.042, True, False, 99), # Amount will be adjusted to min - which is 0.051
(0, False, True, 99),
(UNLIMITED_STAKE_AMOUNT, False, True, 0),
])
@ -1290,6 +1290,137 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
assert trade.exit_reason == str(ExitType.EMERGENCY_EXIT)
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_stoploss_on_exchange_partial(
mocker, default_conf_usdt, fee, is_short, limit_order) -> None:
stop_order_dict = {'id': "101", "status": "open"}
stoploss = MagicMock(return_value=stop_order_dict)
enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={
'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
create_order=MagicMock(side_effect=[
enter_order,
exit_order,
]),
get_fee=fee,
create_stoploss=stoploss
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = None
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert stoploss.call_count == 1
assert trade.stoploss_order_id == "101"
assert trade.amount == 30
stop_order_dict.update({'id': "102"})
# Stoploss on exchange is cancelled on exchange, but filled partially.
# Must update trade amount to guarantee successful exit.
stoploss_order_hit = MagicMock(return_value={
'id': "101",
'status': 'canceled',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
'filled': trade.amount / 2,
'remaining': trade.amount / 2,
'amount': enter_order['amount'],
})
mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hit)
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# Stoploss filled partially ...
assert trade.amount == 15
assert trade.stoploss_order_id == "102"
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_stoploss_on_exchange_partial_cancel_here(
mocker, default_conf_usdt, fee, is_short, limit_order, caplog) -> None:
stop_order_dict = {'id': "101", "status": "open"}
default_conf_usdt['trailing_stop'] = True
stoploss = MagicMock(return_value=stop_order_dict)
enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={
'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
create_order=MagicMock(side_effect=[
enter_order,
exit_order,
]),
get_fee=fee,
create_stoploss=stoploss
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = None
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert stoploss.call_count == 1
assert trade.stoploss_order_id == "101"
assert trade.amount == 30
stop_order_dict.update({'id': "102"})
# Stoploss on exchange is open.
# Freqtrade cancels the stop - but cancel returns a partial filled order.
stoploss_order_hit = MagicMock(return_value={
'id': "101",
'status': 'open',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
'filled': 0,
'remaining': trade.amount,
'amount': enter_order['amount'],
})
stoploss_order_cancel = MagicMock(return_value={
'id': "101",
'status': 'canceled',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
'filled': trade.amount / 2,
'remaining': trade.amount / 2,
'amount': enter_order['amount'],
})
mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hit)
mocker.patch(f'{EXMS}.cancel_stoploss_order_with_result', stoploss_order_cancel)
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-10).datetime
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# Canceled Stoploss filled partially ...
assert log_has_re('Cancelling current stoploss on exchange.*', caplog)
assert trade.stoploss_order_id == "102"
assert trade.amount == 15
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, is_short,
limit_order) -> None:
@ -1671,7 +1802,7 @@ def test_stoploss_on_exchange_price_rounding(
EXMS,
get_fee=fee,
)
price_mock = MagicMock(side_effect=lambda p, s: int(s))
price_mock = MagicMock(side_effect=lambda p, s, **kwargs: int(s))
stoploss_mock = MagicMock(return_value={'id': '13434334'})
adjust_mock = MagicMock(return_value=False)
mocker.patch.multiple(