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added partial fills for dry run

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If we buy 2 coins at $2.5 and in order book only 1 coin is left for $2.5 and then the order should be partially filled. Previously it would be fully filled.
This commit is contained in:
மனோஜ்குமார் பழனிச்சாமி
2022-04-03 17:47:33 +05:30
parent ddb0254999
commit 177ebb743b
6 changed files with 105 additions and 52 deletions
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38
tests/exchange/test_exchange.py
View File

@@ -996,17 +996,20 @@ def test_create_dry_run_order(default_conf, mocker, side, exchange_name):
])
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice, endprice,
exchange_name, order_book_l2_usd):
exchange_name, order_book_l2_usd, caplog):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
mocker.patch.multiple('freqtrade.exchange.Exchange',
exchange_has=MagicMock(return_value=True),
fetch_l2_order_book=order_book_l2_usd,
)
pair = 'LTC/USDT'
caplog.set_level(logging.DEBUG)
order = exchange.create_dry_run_order(
pair='LTC/USDT', ordertype='limit', side=side, amount=1, rate=startprice)
assert order_book_l2_usd.call_count == 1
pair=pair, ordertype='limit', side=side, amount=1, rate=startprice)
extra_check = log_has_re(rf"{pair} checking dry {side}-order: .* order_book_top=1000", caplog)
assert order_book_l2_usd.call_count == 1 + int(extra_check)
assert 'id' in order
assert f'dry_run_{side}_' in order["id"]
assert order["side"] == side
@@ -1014,14 +1017,29 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
assert order["symbol"] == "LTC/USDT"
order_book_l2_usd.reset_mock()
order_closed = exchange.fetch_dry_run_order(order['id'])
assert order_book_l2_usd.call_count == 1
assert order_closed['status'] == 'open'
order = exchange.fetch_dry_run_order(order['id'])
extra_check = log_has_re(rf"{pair} checking dry {side}-order: .* order_book_top=1000", caplog)
assert order_book_l2_usd.call_count == 1 + int(extra_check)
assert order['status'] == 'open'
assert not order['fee']
assert order_closed['filled'] == 0
ob_side = 'asks' if side == 'buy' else 'bids'
assert order['filled'] == 0
order_book_l2_usd.reset_mock()
order_closed['price'] = endprice
order['price'] = endprice
order['amount'] = 50
order['remaining'] = 50
order = exchange.fetch_dry_run_order(order['id'])
assert order['status'] == 'open'
assert not order['fee']
assert order['filled'] == min(order_book_l2_usd.return_value[ob_side][0][1], order['amount'])
order_book_l2_usd.reset_mock()
order['price'] = endprice
order['amount'] = 1
order['remaining'] = 1
order['filled'] = 0
order_closed = exchange.fetch_dry_run_order(order['id'])
assert order_closed['status'] == 'closed'
@@ -2359,7 +2377,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
mocker.patch('freqtrade.exchange.Exchange._fill_dry_limit_order', side_effect=lambda *_: _[-2:])
assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}

4
tests/rpc/test_rpc.py
View File

@@ -713,7 +713,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
'filled': 0.0,
}
),
_is_dry_limit_order_filled=MagicMock(return_value=True),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_: _[-2:]),
get_fee=fee,
)
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
@@ -751,7 +751,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
freqtradebot.state = State.RUNNING
assert cancel_order_mock.call_count == 0
mocker.patch(
'freqtrade.exchange.Exchange._is_dry_limit_order_filled', MagicMock(return_value=False))
'freqtrade.exchange.Exchange._fill_dry_limit_order', MagicMock(side_effect=lambda *_: (None, 0)),)
freqtradebot.enter_positions()
# make an limit-buy open trade
trade = Trade.query.filter(Trade.id == '3').first()

2
tests/rpc/test_rpc_apiserver.py
View File

@@ -1103,7 +1103,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
fetch_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets),
_is_dry_limit_order_filled=MagicMock(return_value=False),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_ :(None, 0)),
)
patch_get_signal(ftbot)

8
tests/rpc/test_rpc_telegram.py
View File

@@ -301,7 +301,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=True),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_: _[-2:]),
)
status_table = MagicMock()
mocker.patch.multiple(
@@ -1004,7 +1004,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=True),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_: _[-2:]),
)
freqtradebot = FreqtradeBot(default_conf)
@@ -1065,7 +1065,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=True),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_: _[-2:]),
)
freqtradebot = FreqtradeBot(default_conf)
@@ -1128,7 +1128,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=True),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_: _[-2:]),
)
default_conf['max_open_trades'] = 4
freqtradebot = FreqtradeBot(default_conf)

30
tests/test_freqtradebot.py
View File

@@ -29,6 +29,16 @@ from tests.conftest_trades import (MOCK_TRADE_COUNT, mock_order_1, mock_order_2,
mock_order_5_stoploss, mock_order_6_sell)
class SideEffect:
# https://stackoverflow.com/a/64992350
def __init__(self, *fns):
self.fs = iter(fns)
def __call__(self, *args, **kwargs):
f = next(self.fs)
return f(*args, **kwargs)
def patch_RPCManager(mocker) -> MagicMock:
"""
This function mock RPC manager to avoid repeating this code in almost every tests
@@ -246,7 +256,7 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_ :(None, 0)),
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
@@ -276,7 +286,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee,
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_ :(None, 0)),
)
# Save state of current whitelist
@@ -2665,7 +2675,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_ :(None, 0)),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
@@ -2733,7 +2743,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_ :(None, 0)),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
@@ -2787,7 +2797,7 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_ :(None, 0)),
)
config = deepcopy(default_conf_usdt)
config['custom_price_max_distance_ratio'] = 0.1
@@ -2855,7 +2865,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_ :(None, 0)),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
@@ -2963,7 +2973,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf_usdt, ticker_
price_to_precision=lambda s, x, y: y,
stoploss=stoploss,
cancel_stoploss_order=cancel_order,
_is_dry_limit_order_filled=MagicMock(side_effect=[True, False]),
_fill_dry_limit_order=MagicMock(side_effect=SideEffect(lambda *_: _[-2:], lambda *_: (None, 0))),
)
freqtrade = FreqtradeBot(default_conf_usdt)
@@ -3006,7 +3016,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf_usdt
get_fee=fee,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
_is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
_fill_dry_limit_order=MagicMock(side_effect=SideEffect(lambda *_: (None, 0), lambda *_: _[-2:])),
)
stoploss = MagicMock(return_value={
@@ -3075,7 +3085,7 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee,
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_ :(None, 0)),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
@@ -3530,7 +3540,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usd
{'id': 1234553383}
]),
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_fill_dry_limit_order=MagicMock(side_effect=lambda *_ :(None, 0)),
)
default_conf_usdt['ask_strategy'] = {
'ignore_roi_if_buy_signal': False