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updated requested change in PR #6545

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Co-Authored-By: மனோஜ்குமார் பழனிச்சாமி <smartmanoj42857@gmail.com>
This commit is contained in:
Kavinkumar 2022-03-19 12:26:46 +05:30
parent 8a6fe48c2f
commit 13ff413e4f
5 changed files with 73 additions and 46 deletions
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25
freqtrade/freqtradebot.py
View File

@ -452,15 +452,8 @@ class FreqtradeBot(LoggingMixin):
If the strategy triggers the adjustment, a new order gets issued.
Once that completes, the existing trade is modified to match new data.
"""
if self.strategy.max_entry_position_adjustment > -1:
count_of_buys = trade.nr_of_successful_buys
if count_of_buys > self.strategy.max_entry_position_adjustment:
logger.debug(f"Max adjustment entries for {trade.pair} has been reached.")
return
else:
logger.debug("Max adjustment entries is set to unlimited.")
current_entry_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
current_exit_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
current_exit_rate = current_entry_rate
current_rate = current_entry_rate # backward compatibilty
current_profit = trade.calc_profit_ratio(current_rate)
@ -478,11 +471,18 @@ class FreqtradeBot(LoggingMixin):
if stake_amount is not None and stake_amount > 0.0:
# We should increase our position
if self.strategy.max_entry_position_adjustment > -1:
count_of_buys = trade.nr_of_successful_buys
if count_of_buys > self.strategy.max_entry_position_adjustment:
logger.debug(f"Max adjustment entries for {trade.pair} has been reached.")
return
else:
logger.debug("Max adjustment entries is set to unlimited.")
self.execute_entry(trade.pair, stake_amount, trade=trade)
if stake_amount is not None and stake_amount < 0.0:
# We should decrease our position
amount = -stake_amount / current_exit_rate
amount = abs(stake_amount) / current_exit_rate
if trade.amount - amount < min_stake_amount:
logger.info('Remaining amount would be too small')
return
@ -1270,6 +1270,8 @@ class FreqtradeBot(LoggingMixin):
current_rate = self.exchange.get_rate(
trade.pair, refresh=False, side="sell") if not fill else None
if sub_trade:
# for mypy only; order will always be passed during sub trade
assert order is not None
amount = order.safe_filled
profit_rate = order.safe_price
@ -1279,13 +1281,11 @@ class FreqtradeBot(LoggingMixin):
profit_ratio = trade.close_profit
profit = trade.close_profit_abs
open_rate = trade.get_open_rate(profit, profit_rate, amount)
else:
profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
profit = trade.calc_profit(rate=profit_rate)
profit_ratio = trade.calc_profit_ratio(profit_rate)
amount = trade.amount
open_rate = trade.open_rate
gain = "profit" if profit_ratio > 0 else "loss"
msg = {
@ -1298,7 +1298,7 @@ class FreqtradeBot(LoggingMixin):
'limit': profit_rate,
'order_type': order_type,
'amount': amount,
'open_rate': open_rate,
'open_rate': trade.open_rate,
'close_rate': profit_rate,
'current_rate': current_rate,
'profit_amount': profit,
@ -1409,6 +1409,7 @@ class FreqtradeBot(LoggingMixin):
self.handle_order_fee(trade, order_obj, order)
trade.update_trade(order_obj)
Trade.commit()
if order['status'] in constants.NON_OPEN_EXCHANGE_STATES:
# If a buy order was closed, force update on stoploss on exchange

2
freqtrade/optimize/backtesting.py
View File

@ -816,7 +816,7 @@ class Backtesting:
sub_trade = order.safe_amount_after_fee != trade.amount
if sub_trade:
order.close_bt_order(current_time)
trade.process_sell_sub_trade(order, is_non_bt=False)
trade.process_sell_sub_trade(order)
trade.recalc_trade_from_orders()
else:
trade.close_date = current_time

26
freqtrade/persistence/models.py
View File

@ -127,7 +127,6 @@ class Order(_DECL_BASE):
side = Column(String(25), nullable=True)
price = Column(Float, nullable=True)
average = Column(Float, nullable=True)
initial_average = Column(Float, nullable=True)
amount = Column(Float, nullable=True)
filled = Column(Float, nullable=True)
remaining = Column(Float, nullable=True)
@ -500,8 +499,10 @@ class LocalTrade():
# condition to avoid reset value when updating fees
if self.open_order_id == order.order_id:
self.open_order_id = None
self.process_sell_sub_trade(order)
return
if self.amount == order.safe_amount_after_fee:
self.close(order.safe_price)
else:
self.process_sell_sub_trade(order)
elif order.ft_order_side == 'stoploss':
self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss
@ -518,12 +519,6 @@ class LocalTrade():
sell_amount = order.safe_amount_after_fee
sell_rate = order.safe_price
sell_stake_amount = sell_rate * sell_amount * (1 - self.fee_close)
if sell_amount == self.amount:
if is_closed:
self.close(sell_rate)
if is_non_bt:
Trade.commit()
return
profit = self.calc_profit2(self.open_rate, sell_rate, sell_amount)
if is_closed:
self.amount -= sell_amount
@ -533,8 +528,6 @@ class LocalTrade():
self.close_profit_abs = profit
self.close_profit = sell_stake_amount / (sell_stake_amount - profit) - 1
self.recalc_open_trade_value()
if is_non_bt:
Trade.commit()
def calc_profit2(self, open_rate: float, close_rate: float,
amount: float) -> float:
@ -542,12 +535,6 @@ class LocalTrade():
(Decimal(1 - self.fee_close) * Decimal(close_rate) -
Decimal(1 + self.fee_open) * Decimal(open_rate)))
def get_open_rate(self, profit: float, close_rate: float,
amount: float) -> float:
return float((Decimal(amount) *
(Decimal(1 - self.fee_close) * Decimal(close_rate)) -
Decimal(profit))/(Decimal(amount) * Decimal(1 + self.fee_open)))
def close(self, rate: float, *, show_msg: bool = True) -> None:
"""
Sets close_rate to the given rate, calculates total profit
@ -685,10 +672,11 @@ class LocalTrade():
tmp_amount = o.safe_amount_after_fee
tmp_price = o.safe_price
is_sell = o.ft_order_side != 'buy'
side = [1, -1][is_sell]
side = -1 if is_sell else 1
if tmp_amount > 0.0 and tmp_price is not None:
total_amount += tmp_amount * side
total_stake += [tmp_price, avg_price][is_sell] * tmp_amount * side
price = avg_price if is_sell else tmp_price
total_stake += price * tmp_amount * side
if total_amount > 0:
avg_price = total_stake / total_amount

31
tests/test_freqtradebot.py
View File

@ -4863,7 +4863,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
assert trade.is_open is False
@pytest.mark.parametrize('orders, res', [
@pytest.mark.parametrize('orders, results', [
(
(
# side ampunt, price
@ -4901,7 +4901,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
)
),
])
def test_position_adjust3(mocker, default_conf_usdt, fee, orders, res) -> None:
def test_position_adjust3(mocker, default_conf_usdt, fee, orders, results) -> None:
default_conf_usdt.update({
"position_adjustment_enable": True,
"dry_run": False,
@ -4914,7 +4914,7 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, orders, res) -> None:
freqtrade = FreqtradeBot(default_conf_usdt)
trade = None
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
for idx, order in enumerate(orders):
for idx, (order, result) in enumerate(zip(orders, results)):
amount = order[1]
price = order[2]
price_mock = MagicMock(return_value=price)
@ -4968,11 +4968,11 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, orders, res) -> None:
if idx < len(orders) - 1:
assert trade.is_open is True
assert trade.open_order_id is None
assert trade.amount == res[idx][0]
assert trade.open_rate == res[idx][1]
assert trade.stake_amount == res[idx][2]
assert pytest.approx(trade.realized_profit) == res[idx][3]
assert pytest.approx(trade.close_profit_abs) == res[idx][4]
assert trade.amount == result[0]
assert trade.open_rate == result[1]
assert trade.stake_amount == result[2]
assert pytest.approx(trade.realized_profit) == result[3]
assert pytest.approx(trade.close_profit_abs) == result[4]
order_obj = trade.select_order(order[0], False)
assert order_obj.order_id == f'60{idx}'
@ -5004,9 +5004,20 @@ def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, ca
"max_entry_position_adjustment": 0,
})
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
buy_rate_mock = MagicMock(return_value=10)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_rate=buy_rate_mock,
fetch_ticker=MagicMock(return_value={
'bid': 10,
'ask': 12,
'last': 11
}),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
create_mock_trades(fee)
caplog.set_level(logging.DEBUG)
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=10)
freqtrade.process_open_trade_positions()
assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog)

35
tests/test_persistence.py
View File

@ -1642,6 +1642,33 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
assert trade.open_trade_value == 2 * o1_trade_val
assert trade.nr_of_successful_buys == 2
# Just to make sure sell orders are ignored, let's calculate one more time.
sell1 = Order(
ft_order_side='sell',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="sell",
price=4,
average=3,
filled=o1_amount,
remaining=1,
cost=5,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
trade.orders.append(sell1)
trade.recalc_trade_from_orders()
assert trade.amount == o1_amount
assert trade.stake_amount == o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
assert trade.nr_of_successful_buys == 2
# Check with 1 order
order_noavg = Order(
ft_order_side='buy',
@ -1663,11 +1690,11 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
trade.recalc_trade_from_orders()
# Calling recalc with single initial order should not change anything
assert trade.amount == 3 * o1_amount
assert trade.stake_amount == 3 * o1_amount
assert trade.amount == 2 * o1_amount
assert trade.stake_amount == 2 * o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == 3 * o1_fee_cost
assert trade.open_trade_value == 3 * o1_trade_val
assert trade.fee_open_cost == 2 * o1_fee_cost
assert trade.open_trade_value == 2 * o1_trade_val
assert trade.nr_of_successful_buys == 3