- 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:
parent
5a82d99482
commit
12ffbf5047
@ -280,36 +280,36 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
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return dataframe
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return dataframe
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def get_signal(pair: str, signal: SignalType) -> bool:
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def get_signal(pair: str) -> (bool, bool):
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"""
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"""
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Calculates current signal based several technical analysis indicators
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Calculates current signal based several technical analysis indicators
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:param pair: pair in format BTC_ANT or BTC-ANT
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:param pair: pair in format BTC_ANT or BTC-ANT
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:return: True if pair is good for buying, False otherwise
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:return: (True, False) if pair is good for buying and not for selling
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"""
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"""
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ticker_hist = get_ticker_history(pair)
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ticker_hist = get_ticker_history(pair)
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if not ticker_hist:
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if not ticker_hist:
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logger.warning('Empty ticker history for pair %s', pair)
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logger.warning('Empty ticker history for pair %s', pair)
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return False
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return (False, False)
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try:
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try:
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dataframe = analyze_ticker(ticker_hist)
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dataframe = analyze_ticker(ticker_hist)
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except ValueError as ex:
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except ValueError as ex:
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logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex))
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logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex))
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return False
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return (False, False)
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except Exception as ex:
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except Exception as ex:
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logger.exception('Unexpected error when analyzing ticker for pair %s: %s', pair, str(ex))
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logger.exception('Unexpected error when analyzing ticker for pair %s: %s', pair, str(ex))
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return False
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return (False, False)
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if dataframe.empty:
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if dataframe.empty:
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return False
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return (False, False)
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latest = dataframe.iloc[-1]
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latest = dataframe.iloc[-1]
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# Check if dataframe is out of date
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# Check if dataframe is out of date
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signal_date = arrow.get(latest['date'])
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signal_date = arrow.get(latest['date'])
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if signal_date < arrow.now() - timedelta(minutes=10):
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if signal_date < arrow.now() - timedelta(minutes=10):
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return False
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return (False, False)
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result = latest[signal.value] == 1
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(buy, sell) = latest[SignalType.BUY] == 1, latest[SignalType.SELL] == 1
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logger.debug('%s_trigger: %s (pair=%s, signal=%s)', signal.value, latest['date'], pair, result)
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logger.debug('%trigger: %s (pair=%s, buy=%s sell=%s)', latest['date'], pair, buy, sell)
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return result
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return (buy, sell)
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@ -14,7 +14,7 @@ from cachetools import cached, TTLCache
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from freqtrade import (DependencyException, OperationalException, __version__,
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from freqtrade import (DependencyException, OperationalException, __version__,
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exchange, persistence, rpc)
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exchange, persistence, rpc)
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from freqtrade.analyze import SignalType, get_signal
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from freqtrade.analyze import get_signal
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from freqtrade.fiat_convert import CryptoToFiatConverter
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from freqtrade.fiat_convert import CryptoToFiatConverter
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from freqtrade.misc import (State, get_state, load_config, parse_args,
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from freqtrade.misc import (State, get_state, load_config, parse_args,
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throttle, update_state)
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throttle, update_state)
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@ -247,24 +247,28 @@ def handle_trade(trade: Trade) -> bool:
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logger.debug('Handling %s ...', trade)
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logger.debug('Handling %s ...', trade)
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current_rate = exchange.get_ticker(trade.pair)['bid']
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current_rate = exchange.get_ticker(trade.pair)['bid']
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# Check if minimal roi has been reached
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(buy, sell) = (False, False)
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if min_roi_reached(trade, current_rate, datetime.utcnow()):
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if _CONF.get('experimental', {}).get('use_sell_signal'):
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(buy, sell) = get_signal(trade.pair)
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# Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee)
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if not buy and min_roi_reached(trade, current_rate, datetime.utcnow()):
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logger.debug('Executing sell due to ROI ...')
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logger.debug('Executing sell due to ROI ...')
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execute_sell(trade, current_rate)
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execute_sell(trade, current_rate)
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return True
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return True
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# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
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if _CONF.get('experimental', {}).get('sell_profit_only'):
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logger.debug('Checking if trade is profitable ...')
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if not buy and trade.calc_profit(rate=current_rate) <= 0:
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return False
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# Experimental: Check if sell signal has been enabled and triggered
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# Experimental: Check if sell signal has been enabled and triggered
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if _CONF.get('experimental', {}).get('use_sell_signal'):
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if sell and not buy:
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# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
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logger.debug('Executing sell due to sell signal ...')
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if _CONF.get('experimental', {}).get('sell_profit_only'):
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execute_sell(trade, current_rate)
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logger.debug('Checking if trade is profitable ...')
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return True
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if trade.calc_profit(rate=current_rate) <= 0:
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return False
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logger.debug('Checking sell_signal ...')
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if get_signal(trade.pair, SignalType.SELL):
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logger.debug('Executing sell due to sell signal ...')
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execute_sell(trade, current_rate)
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return True
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return False
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return False
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@ -305,7 +309,8 @@ def create_trade(stake_amount: float) -> bool:
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# Pick pair based on StochRSI buy signals
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# Pick pair based on StochRSI buy signals
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for _pair in whitelist:
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for _pair in whitelist:
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if get_signal(_pair, SignalType.BUY):
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(buy, sell) = get_signal(_pair)
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if buy and not sell:
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pair = _pair
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pair = _pair
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break
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break
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else:
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else:
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@ -77,7 +77,7 @@ def test_authorized_only_exception(default_conf, mocker):
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def test_status_handle(default_conf, update, ticker, mocker):
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def test_status_handle(default_conf, update, ticker, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
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msg_mock = MagicMock()
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msg_mock = MagicMock()
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mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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mocker.patch.multiple('freqtrade.rpc.telegram',
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mocker.patch.multiple('freqtrade.rpc.telegram',
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@ -112,7 +112,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
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def test_status_table_handle(default_conf, update, ticker, mocker):
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def test_status_table_handle(default_conf, update, ticker, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
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msg_mock = MagicMock()
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msg_mock = MagicMock()
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mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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mocker.patch.multiple(
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mocker.patch.multiple(
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@ -154,7 +154,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
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def test_profit_handle(
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def test_profit_handle(
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default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
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default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
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msg_mock = MagicMock()
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msg_mock = MagicMock()
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mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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mocker.patch.multiple('freqtrade.rpc.telegram',
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mocker.patch.multiple('freqtrade.rpc.telegram',
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@ -210,7 +210,7 @@ def test_profit_handle(
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def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
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def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
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rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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mocker.patch.multiple('freqtrade.rpc.telegram',
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mocker.patch.multiple('freqtrade.rpc.telegram',
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_CONF=default_conf,
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_CONF=default_conf,
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@ -247,7 +247,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
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def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker):
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def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
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rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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mocker.patch.multiple('freqtrade.rpc.telegram',
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mocker.patch.multiple('freqtrade.rpc.telegram',
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_CONF=default_conf,
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_CONF=default_conf,
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@ -308,7 +308,7 @@ def test_exec_forcesell_open_orders(default_conf, ticker, mocker):
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def test_forcesell_all_handle(default_conf, update, ticker, mocker):
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def test_forcesell_all_handle(default_conf, update, ticker, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
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rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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mocker.patch.multiple('freqtrade.rpc.telegram',
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mocker.patch.multiple('freqtrade.rpc.telegram',
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_CONF=default_conf,
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_CONF=default_conf,
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@ -339,7 +339,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
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def test_forcesell_handle_invalid(default_conf, update, mocker):
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def test_forcesell_handle_invalid(default_conf, update, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
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msg_mock = MagicMock()
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msg_mock = MagicMock()
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mocker.patch.multiple('freqtrade.rpc.telegram',
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mocker.patch.multiple('freqtrade.rpc.telegram',
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_CONF=default_conf,
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_CONF=default_conf,
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@ -376,7 +376,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker):
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def test_performance_handle(
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def test_performance_handle(
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default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
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default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
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msg_mock = MagicMock()
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msg_mock = MagicMock()
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mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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mocker.patch.multiple('freqtrade.rpc.telegram',
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mocker.patch.multiple('freqtrade.rpc.telegram',
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@ -410,7 +410,7 @@ def test_performance_handle(
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def test_daily_handle(
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def test_daily_handle(
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default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
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default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
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msg_mock = MagicMock()
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msg_mock = MagicMock()
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mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
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mocker.patch.multiple('freqtrade.rpc.telegram',
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mocker.patch.multiple('freqtrade.rpc.telegram',
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@ -460,7 +460,7 @@ def test_daily_handle(
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def test_count_handle(default_conf, update, ticker, mocker):
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def test_count_handle(default_conf, update, ticker, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
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msg_mock = MagicMock()
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msg_mock = MagicMock()
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mocker.patch.multiple(
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mocker.patch.multiple(
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'freqtrade.rpc.telegram',
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'freqtrade.rpc.telegram',
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@ -492,7 +492,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
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def test_performance_handle_invalid(default_conf, update, mocker):
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def test_performance_handle_invalid(default_conf, update, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
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msg_mock = MagicMock()
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msg_mock = MagicMock()
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mocker.patch.multiple('freqtrade.rpc.telegram',
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mocker.patch.multiple('freqtrade.rpc.telegram',
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_CONF=default_conf,
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_CONF=default_conf,
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@ -10,7 +10,6 @@ from sqlalchemy import create_engine
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import freqtrade.main as main
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import freqtrade.main as main
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from freqtrade import DependencyException, OperationalException
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from freqtrade import DependencyException, OperationalException
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from freqtrade.analyze import SignalType
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from freqtrade.exchange import Exchanges
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from freqtrade.exchange import Exchanges
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from freqtrade.main import (_process, check_handle_timedout, create_trade,
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from freqtrade.main import (_process, check_handle_timedout, create_trade,
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execute_sell, get_target_bid, handle_trade, init)
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execute_sell, get_target_bid, handle_trade, init)
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@ -52,7 +51,7 @@ def test_main_start_hyperopt(mocker):
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def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
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def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
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mocker.patch.multiple('freqtrade.main.exchange',
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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get_ticker=ticker,
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@ -82,7 +81,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
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def test_process_exchange_failures(default_conf, ticker, health, mocker):
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def test_process_exchange_failures(default_conf, ticker, health, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
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sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
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sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
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mocker.patch.multiple('freqtrade.main.exchange',
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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validate_pairs=MagicMock(),
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@ -99,7 +98,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
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msg_mock = MagicMock()
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msg_mock = MagicMock()
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
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mocker.patch.multiple('freqtrade.main.exchange',
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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get_ticker=ticker,
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@ -117,8 +116,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
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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
|
||||||
|
Loading…
Reference in New Issue
Block a user