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Complete rename of stoploss_limit to stoploss

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This commit is contained in:
Matthias
2020-01-19 14:39:51 +01:00
parent 256fc2e78c
commit 16b34e11ca
4 changed files with 35 additions and 35 deletions
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2
freqtrade/exchange/exchange.py
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@@ -530,7 +530,7 @@ class Exchange:
Note: Changes to this interface need to be applied to all sub-classes too. Note: Changes to this interface need to be applied to all sub-classes too.
""" """
raise OperationalException(f"stoploss_limit is not implemented for {self.name}.") raise OperationalException(f"stoploss is not implemented for {self.name}.")
@retrier @retrier
def get_balance(self, currency: str) -> float: def get_balance(self, currency: str) -> float:

4
tests/exchange/test_exchange.py
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@@ -1758,9 +1758,9 @@ def test_get_fee(default_conf, mocker, exchange_name):
'get_fee', 'calculate_fee', symbol="ETH/BTC") 'get_fee', 'calculate_fee', symbol="ETH/BTC")
def test_stoploss_limit_order_unsupported_exchange(default_conf, mocker): def test_stoploss_order_unsupported_exchange(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, 'bittrex') exchange = get_patched_exchange(mocker, default_conf, 'bittrex')
with pytest.raises(OperationalException, match=r"stoploss_limit is not implemented .*"): with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})

60
tests/test_freqtradebot.py
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@@ -1031,8 +1031,8 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=limit_buy_order['amount']) return_value=limit_buy_order['amount'])
stoploss_limit = MagicMock(return_value={'id': 13434334}) stoploss = MagicMock(return_value={'id': 13434334})
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit) mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -1045,13 +1045,13 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
freqtrade.exit_positions(trades) freqtrade.exit_positions(trades)
assert trade.stoploss_order_id == '13434334' assert trade.stoploss_order_id == '13434334'
assert stoploss_limit.call_count == 1 assert stoploss.call_count == 1
assert trade.is_open is True assert trade.is_open is True
def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
limit_buy_order, limit_sell_order) -> None: limit_buy_order, limit_sell_order) -> None:
stoploss_limit = MagicMock(return_value={'id': 13434334}) stoploss = MagicMock(return_value={'id': 13434334})
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
@@ -1064,7 +1064,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee, get_fee=fee,
stoploss_limit=stoploss_limit stoploss=stoploss
) )
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
@@ -1078,7 +1078,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
trade.stoploss_order_id = None trade.stoploss_order_id = None
assert freqtrade.handle_stoploss_on_exchange(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert stoploss_limit.call_count == 1 assert stoploss.call_count == 1
assert trade.stoploss_order_id == "13434334" assert trade.stoploss_order_id == "13434334"
# Second case: when stoploss is set but it is not yet hit # Second case: when stoploss is set but it is not yet hit
@@ -1102,10 +1102,10 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'}) canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
mocker.patch('freqtrade.exchange.Exchange.get_order', canceled_stoploss_order) mocker.patch('freqtrade.exchange.Exchange.get_order', canceled_stoploss_order)
stoploss_limit.reset_mock() stoploss.reset_mock()
assert freqtrade.handle_stoploss_on_exchange(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert stoploss_limit.call_count == 1 assert stoploss.call_count == 1
assert trade.stoploss_order_id == "13434334" assert trade.stoploss_order_id == "13434334"
# Fourth case: when stoploss is set and it is hit # Fourth case: when stoploss is set and it is hit
@@ -1132,7 +1132,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
assert trade.is_open is False assert trade.is_open is False
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.stoploss_limit', 'freqtrade.exchange.Exchange.stoploss',
side_effect=DependencyException() side_effect=DependencyException()
) )
freqtrade.handle_stoploss_on_exchange(trade) freqtrade.handle_stoploss_on_exchange(trade)
@@ -1142,11 +1142,11 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
# Fifth case: get_order returns InvalidOrder # Fifth case: get_order returns InvalidOrder
# It should try to add stoploss order # It should try to add stoploss order
trade.stoploss_order_id = 100 trade.stoploss_order_id = 100
stoploss_limit.reset_mock() stoploss.reset_mock()
mocker.patch('freqtrade.exchange.Exchange.get_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.exchange.Exchange.get_order', side_effect=InvalidOrderException())
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit) mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
freqtrade.handle_stoploss_on_exchange(trade) freqtrade.handle_stoploss_on_exchange(trade)
assert stoploss_limit.call_count == 1 assert stoploss.call_count == 1
def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
@@ -1165,7 +1165,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
sell=MagicMock(return_value={'id': limit_sell_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee, get_fee=fee,
get_order=MagicMock(return_value={'status': 'canceled'}), get_order=MagicMock(return_value={'status': 'canceled'}),
stoploss_limit=MagicMock(side_effect=DependencyException()), stoploss=MagicMock(side_effect=DependencyException()),
) )
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
@@ -1199,7 +1199,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
sell=sell_mock, sell=sell_mock,
get_fee=fee, get_fee=fee,
get_order=MagicMock(return_value={'status': 'canceled'}), get_order=MagicMock(return_value={'status': 'canceled'}),
stoploss_limit=MagicMock(side_effect=InvalidOrderException()), stoploss=MagicMock(side_effect=InvalidOrderException()),
) )
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
@@ -1229,7 +1229,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog, def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
limit_buy_order, limit_sell_order) -> None: limit_buy_order, limit_sell_order) -> None:
# When trailing stoploss is set # When trailing stoploss is set
stoploss_limit = MagicMock(return_value={'id': 13434334}) stoploss = MagicMock(return_value={'id': 13434334})
patch_RPCManager(mocker) patch_RPCManager(mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
@@ -1241,7 +1241,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee, get_fee=fee,
stoploss_limit=stoploss_limit stoploss=stoploss
) )
# enabling TSL # enabling TSL
@@ -1296,7 +1296,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
cancel_order_mock = MagicMock() cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock() stoploss_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock) mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock)
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_order_mock) mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock)
# stoploss should not be updated as the interval is 60 seconds # stoploss should not be updated as the interval is 60 seconds
assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_trade(trade) is False
@@ -1322,7 +1322,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog, def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
limit_buy_order, limit_sell_order) -> None: limit_buy_order, limit_sell_order) -> None:
# When trailing stoploss is set # When trailing stoploss is set
stoploss_limit = MagicMock(return_value={'id': 13434334}) stoploss = MagicMock(return_value={'id': 13434334})
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
@@ -1335,7 +1335,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee, get_fee=fee,
stoploss_limit=stoploss_limit stoploss=stoploss
) )
# enabling TSL # enabling TSL
@@ -1375,12 +1375,12 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog) assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
# Still try to create order # Still try to create order
assert stoploss_limit.call_count == 1 assert stoploss.call_count == 1
# Fail creating stoploss order # Fail creating stoploss order
caplog.clear() caplog.clear()
cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_order", MagicMock()) cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_order", MagicMock())
mocker.patch("freqtrade.exchange.Exchange.stoploss_limit", side_effect=DependencyException()) mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=DependencyException())
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
assert cancel_mock.call_count == 1 assert cancel_mock.call_count == 1
assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog) assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
@@ -1390,7 +1390,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
limit_buy_order, limit_sell_order) -> None: limit_buy_order, limit_sell_order) -> None:
# When trailing stoploss is set # When trailing stoploss is set
stoploss_limit = MagicMock(return_value={'id': 13434334}) stoploss = MagicMock(return_value={'id': 13434334})
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
patch_edge(mocker) patch_edge(mocker)
@@ -1406,7 +1406,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee, get_fee=fee,
stoploss_limit=stoploss_limit stoploss=stoploss
) )
# enabling TSL # enabling TSL
@@ -1459,7 +1459,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
cancel_order_mock = MagicMock() cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock() stoploss_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock) mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock)
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_order_mock) mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock)
# price goes down 5% # price goes down 5%
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
@@ -2423,7 +2423,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
default_conf['exchange']['name'] = 'binance' default_conf['exchange']['name'] = 'binance'
rpc_mock = patch_RPCManager(mocker) rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
stoploss_limit = MagicMock(return_value={ stoploss = MagicMock(return_value={
'id': 123, 'id': 123,
'info': { 'info': {
'foo': 'bar' 'foo': 'bar'
@@ -2437,7 +2437,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
get_fee=fee, get_fee=fee,
amount_to_precision=lambda s, x, y: y, amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y,
stoploss_limit=stoploss_limit, stoploss=stoploss,
cancel_order=cancel_order, cancel_order=cancel_order,
) )
@@ -2482,14 +2482,14 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
price_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y,
) )
stoploss_limit = MagicMock(return_value={ stoploss = MagicMock(return_value={
'id': 123, 'id': 123,
'info': { 'info': {
'foo': 'bar' 'foo': 'bar'
} }
}) })
mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -2507,7 +2507,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
# Assuming stoploss on exchnage is hit # Assuming stoploss on exchnage is hit
# stoploss_order_id should become None # stoploss_order_id should become None
# and trade should be sold at the price of stoploss # and trade should be sold at the price of stoploss
stoploss_limit_executed = MagicMock(return_value={ stoploss_executed = MagicMock(return_value={
"id": "123", "id": "123",
"timestamp": 1542707426845, "timestamp": 1542707426845,
"datetime": "2018-11-20T09:50:26.845Z", "datetime": "2018-11-20T09:50:26.845Z",
@@ -2525,7 +2525,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
"fee": None, "fee": None,
"trades": None "trades": None
}) })
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_limit_executed) mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_executed)
freqtrade.exit_positions(trades) freqtrade.exit_positions(trades)
assert trade.stoploss_order_id is None assert trade.stoploss_order_id is None

4
tests/test_integration.py
View File

@@ -20,7 +20,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
default_conf['max_open_trades'] = 3 default_conf['max_open_trades'] = 3
default_conf['exchange']['name'] = 'binance' default_conf['exchange']['name'] = 'binance'
stoploss_limit = { stoploss = {
'id': 123, 'id': 123,
'info': {} 'info': {}
} }
@@ -53,7 +53,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)] SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)]
) )
cancel_order_mock = MagicMock() cancel_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
fetch_ticker=ticker, fetch_ticker=ticker,