- get_signal to return both SELL and BUY signal

- _process modified so that we do not sell if we would buy afterwards
- execute_sell modified so that that min_roi_reached is not executed if we would buy afterwards

Veuillez saisir le message de validation pour vos modifications. Les lignes
This commit is contained in:
toto 2018-01-16 20:22:15 +01:00
parent 5a82d99482
commit 12ffbf5047
4 changed files with 71 additions and 63 deletions

View File

@ -280,36 +280,36 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
return dataframe return dataframe
def get_signal(pair: str, signal: SignalType) -> bool: def get_signal(pair: str) -> (bool, bool):
""" """
Calculates current signal based several technical analysis indicators Calculates current signal based several technical analysis indicators
:param pair: pair in format BTC_ANT or BTC-ANT :param pair: pair in format BTC_ANT or BTC-ANT
:return: True if pair is good for buying, False otherwise :return: (True, False) if pair is good for buying and not for selling
""" """
ticker_hist = get_ticker_history(pair) ticker_hist = get_ticker_history(pair)
if not ticker_hist: if not ticker_hist:
logger.warning('Empty ticker history for pair %s', pair) logger.warning('Empty ticker history for pair %s', pair)
return False return (False, False)
try: try:
dataframe = analyze_ticker(ticker_hist) dataframe = analyze_ticker(ticker_hist)
except ValueError as ex: except ValueError as ex:
logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex)) logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex))
return False return (False, False)
except Exception as ex: except Exception as ex:
logger.exception('Unexpected error when analyzing ticker for pair %s: %s', pair, str(ex)) logger.exception('Unexpected error when analyzing ticker for pair %s: %s', pair, str(ex))
return False return (False, False)
if dataframe.empty: if dataframe.empty:
return False return (False, False)
latest = dataframe.iloc[-1] latest = dataframe.iloc[-1]
# Check if dataframe is out of date # Check if dataframe is out of date
signal_date = arrow.get(latest['date']) signal_date = arrow.get(latest['date'])
if signal_date < arrow.now() - timedelta(minutes=10): if signal_date < arrow.now() - timedelta(minutes=10):
return False return (False, False)
result = latest[signal.value] == 1 (buy, sell) = latest[SignalType.BUY] == 1, latest[SignalType.SELL] == 1
logger.debug('%s_trigger: %s (pair=%s, signal=%s)', signal.value, latest['date'], pair, result) logger.debug('%trigger: %s (pair=%s, buy=%s sell=%s)', latest['date'], pair, buy, sell)
return result return (buy, sell)

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@ -14,7 +14,7 @@ from cachetools import cached, TTLCache
from freqtrade import (DependencyException, OperationalException, __version__, from freqtrade import (DependencyException, OperationalException, __version__,
exchange, persistence, rpc) exchange, persistence, rpc)
from freqtrade.analyze import SignalType, get_signal from freqtrade.analyze import get_signal
from freqtrade.fiat_convert import CryptoToFiatConverter from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.misc import (State, get_state, load_config, parse_args, from freqtrade.misc import (State, get_state, load_config, parse_args,
throttle, update_state) throttle, update_state)
@ -247,21 +247,25 @@ def handle_trade(trade: Trade) -> bool:
logger.debug('Handling %s ...', trade) logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid'] current_rate = exchange.get_ticker(trade.pair)['bid']
# Check if minimal roi has been reached (buy, sell) = (False, False)
if min_roi_reached(trade, current_rate, datetime.utcnow()):
if _CONF.get('experimental', {}).get('use_sell_signal'):
(buy, sell) = get_signal(trade.pair)
# Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee)
if not buy and min_roi_reached(trade, current_rate, datetime.utcnow()):
logger.debug('Executing sell due to ROI ...') logger.debug('Executing sell due to ROI ...')
execute_sell(trade, current_rate) execute_sell(trade, current_rate)
return True return True
# Experimental: Check if sell signal has been enabled and triggered
if _CONF.get('experimental', {}).get('use_sell_signal'):
# Experimental: Check if the trade is profitable before selling it (avoid selling at loss) # Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
if _CONF.get('experimental', {}).get('sell_profit_only'): if _CONF.get('experimental', {}).get('sell_profit_only'):
logger.debug('Checking if trade is profitable ...') logger.debug('Checking if trade is profitable ...')
if trade.calc_profit(rate=current_rate) <= 0: if not buy and trade.calc_profit(rate=current_rate) <= 0:
return False return False
logger.debug('Checking sell_signal ...')
if get_signal(trade.pair, SignalType.SELL): # Experimental: Check if sell signal has been enabled and triggered
if sell and not buy:
logger.debug('Executing sell due to sell signal ...') logger.debug('Executing sell due to sell signal ...')
execute_sell(trade, current_rate) execute_sell(trade, current_rate)
return True return True
@ -305,7 +309,8 @@ def create_trade(stake_amount: float) -> bool:
# Pick pair based on StochRSI buy signals # Pick pair based on StochRSI buy signals
for _pair in whitelist: for _pair in whitelist:
if get_signal(_pair, SignalType.BUY): (buy, sell) = get_signal(_pair)
if buy and not sell:
pair = _pair pair = _pair
break break
else: else:

View File

@ -77,7 +77,7 @@ def test_authorized_only_exception(default_conf, mocker):
def test_status_handle(default_conf, update, ticker, mocker): def test_status_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram', mocker.patch.multiple('freqtrade.rpc.telegram',
@ -112,7 +112,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
def test_status_table_handle(default_conf, update, ticker, mocker): def test_status_table_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
@ -154,7 +154,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
def test_profit_handle( def test_profit_handle(
default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker): default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram', mocker.patch.multiple('freqtrade.rpc.telegram',
@ -210,7 +210,7 @@ def test_profit_handle(
def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker): def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram', mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf, _CONF=default_conf,
@ -247,7 +247,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker): def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram', mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf, _CONF=default_conf,
@ -308,7 +308,7 @@ def test_exec_forcesell_open_orders(default_conf, ticker, mocker):
def test_forcesell_all_handle(default_conf, update, ticker, mocker): def test_forcesell_all_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram', mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf, _CONF=default_conf,
@ -339,7 +339,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
def test_forcesell_handle_invalid(default_conf, update, mocker): def test_forcesell_handle_invalid(default_conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc.telegram', mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf, _CONF=default_conf,
@ -376,7 +376,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker):
def test_performance_handle( def test_performance_handle(
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker): default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram', mocker.patch.multiple('freqtrade.rpc.telegram',
@ -410,7 +410,7 @@ def test_performance_handle(
def test_daily_handle( def test_daily_handle(
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker): default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram', mocker.patch.multiple('freqtrade.rpc.telegram',
@ -460,7 +460,7 @@ def test_daily_handle(
def test_count_handle(default_conf, update, ticker, mocker): def test_count_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram', 'freqtrade.rpc.telegram',
@ -492,7 +492,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
def test_performance_handle_invalid(default_conf, update, mocker): def test_performance_handle_invalid(default_conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc.telegram', mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf, _CONF=default_conf,

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@ -10,7 +10,6 @@ from sqlalchemy import create_engine
import freqtrade.main as main import freqtrade.main as main
from freqtrade import DependencyException, OperationalException from freqtrade import DependencyException, OperationalException
from freqtrade.analyze import SignalType
from freqtrade.exchange import Exchanges from freqtrade.exchange import Exchanges
from freqtrade.main import (_process, check_handle_timedout, create_trade, from freqtrade.main import (_process, check_handle_timedout, create_trade,
execute_sell, get_target_bid, handle_trade, init) execute_sell, get_target_bid, handle_trade, init)
@ -52,7 +51,7 @@ def test_main_start_hyperopt(mocker):
def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker): def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker, get_ticker=ticker,
@ -82,7 +81,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
def test_process_exchange_failures(default_conf, ticker, health, mocker): def test_process_exchange_failures(default_conf, ticker, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -99,7 +98,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker, get_ticker=ticker,
@ -117,8 +116,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker): def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
side_effect=lambda *args: False if args[1] == SignalType.SELL else True)
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker, get_ticker=ticker,
@ -140,7 +138,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
def test_create_trade(default_conf, ticker, limit_buy_order, mocker): def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -171,7 +169,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
def test_create_trade_minimal_amount(default_conf, ticker, mocker): def test_create_trade_minimal_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
buy_mock = mocker.patch( buy_mock = mocker.patch(
'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy') 'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
) )
@ -187,7 +185,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
def test_create_trade_no_stake_amount(default_conf, ticker, mocker): def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -200,7 +198,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
def test_create_trade_no_pairs(default_conf, ticker, mocker): def test_create_trade_no_pairs(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -216,7 +214,7 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker): def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -233,7 +231,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -256,6 +254,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
trade.update(limit_buy_order) trade.update(limit_buy_order)
assert trade.is_open is True assert trade.is_open is True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
handle_trade(trade) handle_trade(trade)
assert trade.open_order_id == 'mocked_limit_sell' assert trade.open_order_id == 'mocked_limit_sell'
@ -272,7 +271,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}}) default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -291,11 +290,11 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
# we might just want to check if we are in a sell condition without # we might just want to check if we are in a sell condition without
# executing # executing
# if ROI is reached we must sell # if ROI is reached we must sell
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) assert handle_trade(trade)
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
# if ROI is reached we must sell even if sell-signal is not signalled # if ROI is reached we must sell even if sell-signal is not signalled
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) assert handle_trade(trade)
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
@ -304,7 +303,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}}) default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -318,11 +317,10 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
trade = Trade.query.first() trade = Trade.query.first()
trade.is_open = True trade.is_open = True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, False))
value_returned = handle_trade(trade) value_returned = handle_trade(trade)
assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples
assert value_returned is False assert value_returned is False
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) assert handle_trade(trade)
s = 'Executing sell due to sell signal ...' s = 'Executing sell due to sell signal ...'
assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
@ -330,7 +328,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker): def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -469,7 +467,7 @@ def test_balance_bigger_last_ask(mocker):
def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker): def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock()) mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
@ -502,7 +500,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock()) mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram', mocker.patch.multiple('freqtrade.rpc.telegram',
@ -539,7 +537,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker): def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock()) mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
@ -576,7 +574,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False) mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -592,6 +590,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
trade = Trade.query.first() trade = Trade.query.first()
trade.update(limit_buy_order) trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True assert handle_trade(trade) is True
@ -603,7 +602,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False) mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -619,6 +618,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
trade = Trade.query.first() trade = Trade.query.first()
trade.update(limit_buy_order) trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True assert handle_trade(trade) is True
@ -630,7 +630,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False) mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -646,6 +646,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
trade = Trade.query.first() trade = Trade.query.first()
trade.update(limit_buy_order) trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is False assert handle_trade(trade) is False
@ -657,7 +658,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False) mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -673,4 +674,6 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
trade = Trade.query.first() trade = Trade.query.first()
trade.update(limit_buy_order) trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True assert handle_trade(trade) is True