edge tests fixed for position sizing

freqtrade/edge/__init__.py

@@ -162,8 +162,8 @@ class Edge():
     def stake_amount(self, pair: str, capital: float) -> float:
         stoploss = self._cached_pairs[pair].stoploss
         available_capital = capital * self._capital_percentage
-        allowed_capital_at_risk = round(available_capital * self._allowed_risk, 5)
-        position_size = abs(round((allowed_capital_at_risk / stoploss), 5))
+        allowed_capital_at_risk = round(available_capital * self._allowed_risk, 15)
+        position_size = abs(round((allowed_capital_at_risk / stoploss), 15))
         return position_size
 
     def stoploss(self, pair: str) -> float:
@@ -207,7 +207,7 @@ class Edge():
         # 0.05% is 0.0005
         # fee = 0.001
 
-        stake = self.config.get('stake_amount')
+        stake = 0.015
         fee = self.fee
 
         open_fee = fee / 2

freqtrade/freqtradebot.py

@@ -336,6 +336,7 @@ class FreqtradeBot(object):
             stake_amount = self.edge.stake_amount(
                 pair, self.wallets.get_free(self.config['stake_currency'])
             )
+            return stake_amount
         else:
             stake_amount = self.config['stake_amount']
 
@@ -782,9 +783,6 @@ class FreqtradeBot(object):
         if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
             sell_type = 'stoploss'
 
-        if self.config.get('dry_run', False) and sell_type == 'stoploss':
-            limit = trade.stop_loss
-
         # Execute sell and update trade record
         order_id = self.exchange.sell(pair=str(trade.pair),
                                       ordertype=self.strategy.order_types[sell_type],

freqtrade/tests/conftest.py

@@ -10,6 +10,7 @@ import arrow
 import pytest
 from telegram import Chat, Message, Update
 
+from freqtrade import constants
 from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe
 from freqtrade.exchange import Exchange
 from freqtrade.edge import Edge, PairInfo
@@ -787,10 +788,13 @@ def buy_order_fee():
 
 @pytest.fixture(scope="function")
 def edge_conf(default_conf):
+    default_conf['max_open_trades'] = -1
+    default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
     default_conf['edge'] = {
         "enabled": True,
         "process_throttle_secs": 1800,
         "calculate_since_number_of_days": 14,
+        "capital_available_percentage": 0.5,
         "allowed_risk": 0.01,
         "stoploss_range_min": -0.01,
         "stoploss_range_max": -0.1,

freqtrade/tests/edge/test_edge.py

@@ -123,9 +123,9 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None:
         assert res.close_time == _get_frame_time_from_offset(trade.close_tick)
 
 
-def test_adjust(mocker, default_conf):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
+def test_adjust(mocker, edge_conf):
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
     mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
         return_value={
             'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
@@ -138,9 +138,9 @@ def test_adjust(mocker, default_conf):
     assert(edge.adjust(pairs) == ['E/F', 'C/D'])
 
 
-def test_stoploss(mocker, default_conf):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
+def test_stoploss(mocker, edge_conf):
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
     mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
         return_value={
             'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
@@ -234,12 +234,12 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
     return pairdata
 
 
-def test_edge_process_downloaded_data(mocker, default_conf):
-    default_conf['datadir'] = None
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_edge_process_downloaded_data(mocker, edge_conf):
+    edge_conf['datadir'] = None
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
     mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
-    edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
 
     assert edge.calculate()
     assert len(edge._cached_pairs) == 2

freqtrade/tests/test_freqtradebot.py

@@ -260,8 +260,8 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
     patch_edge(mocker)
     freqtrade = FreqtradeBot(edge_conf)
 
-    assert freqtrade._get_trade_stake_amount('NEO/BTC') == (0.001 * 0.01) / 0.20
-    assert freqtrade._get_trade_stake_amount('LTC/BTC') == (0.001 * 0.01) / 0.20
+    assert freqtrade._get_trade_stake_amount('NEO/BTC') == (999.9 * 0.5 * 0.01) / 0.20
+    assert freqtrade._get_trade_stake_amount('LTC/BTC') == (999.9 * 0.5 * 0.01) / 0.21
 
 
 def test_edge_overrides_stoploss(limit_buy_order, fee, markets, caplog, mocker, edge_conf) -> None: