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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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30
tests/test_freqtradebot.py
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@@ -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