Merge branch 'develop' into stoploss_market

This commit is contained in:
Matthias 2020-01-23 19:35:05 +01:00
commit 1d141cd406
3 changed files with 44 additions and 43 deletions

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@ -7,6 +7,7 @@ import traceback
from datetime import datetime from datetime import datetime
from math import isclose from math import isclose
from os import getpid from os import getpid
from threading import Lock
from typing import Any, Dict, List, Optional, Tuple from typing import Any, Dict, List, Optional, Tuple
import arrow import arrow
@ -27,7 +28,6 @@ from freqtrade.state import State
from freqtrade.strategy.interface import IStrategy, SellType from freqtrade.strategy.interface import IStrategy, SellType
from freqtrade.wallets import Wallets from freqtrade.wallets import Wallets
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -92,6 +92,8 @@ class FreqtradeBot:
# the initial state of the bot. # the initial state of the bot.
# Keep this at the end of this initialization method. # Keep this at the end of this initialization method.
self.rpc: RPCManager = RPCManager(self) self.rpc: RPCManager = RPCManager(self)
# Protect sell-logic from forcesell and viceversa
self._sell_lock = Lock()
def cleanup(self) -> None: def cleanup(self) -> None:
""" """
@ -132,6 +134,10 @@ class FreqtradeBot:
self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist), self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
self.strategy.informative_pairs()) self.strategy.informative_pairs())
# Protect from collisions with forcesell.
# Without this, freqtrade my try to recreate stoploss_on_exchange orders
# while selling is in process, since telegram messages arrive in an different thread.
with self._sell_lock:
# First process current opened trades (positions) # First process current opened trades (positions)
self.exit_positions(trades) self.exit_positions(trades)

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@ -420,11 +420,13 @@ class RPC:
if self._freqtrade.state != State.RUNNING: if self._freqtrade.state != State.RUNNING:
raise RPCException('trader is not running') raise RPCException('trader is not running')
with self._freqtrade._sell_lock:
if trade_id == 'all': if trade_id == 'all':
# Execute sell for all open orders # Execute sell for all open orders
for trade in Trade.get_open_trades(): for trade in Trade.get_open_trades():
_exec_forcesell(trade) _exec_forcesell(trade)
Trade.session.flush() Trade.session.flush()
self._freqtrade.wallets.update()
return {'result': 'Created sell orders for all open trades.'} return {'result': 'Created sell orders for all open trades.'}
# Query for trade # Query for trade
@ -437,6 +439,7 @@ class RPC:
_exec_forcesell(trade) _exec_forcesell(trade)
Trade.session.flush() Trade.session.flush()
self._freqtrade.wallets.update()
return {'result': f'Created sell order for trade {trade_id}.'} return {'result': f'Created sell order for trade {trade_id}.'}
def _rpc_forcebuy(self, pair: str, price: Optional[float]) -> Optional[Trade]: def _rpc_forcebuy(self, pair: str, price: Optional[float]) -> Optional[Trade]:

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@ -906,30 +906,22 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
assert ("ETH/BTC", default_conf["ticker_interval"]) in refresh_mock.call_args[0][0] assert ("ETH/BTC", default_conf["ticker_interval"]) in refresh_mock.call_args[0][0]
def test_balance_fully_ask_side(mocker, default_conf) -> None: @pytest.mark.parametrize("ask,last,last_ab,expected", [
default_conf['bid_strategy']['ask_last_balance'] = 0.0 (20, 10, 0.0, 20), # Full ask side
(20, 10, 1.0, 10), # Full last side
(20, 10, 0.5, 15), # Between ask and last
(20, 10, 0.7, 13), # Between ask and last
(20, 10, 0.3, 17), # Between ask and last
(5, 10, 1.0, 5), # last bigger than ask
(5, 10, 0.5, 5), # last bigger than ask
])
def test_get_buy_rate(mocker, default_conf, ask, last, last_ab, expected) -> None:
default_conf['bid_strategy']['ask_last_balance'] = last_ab
freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={'ask': 20, 'last': 10})) MagicMock(return_value={'ask': ask, 'last': last}))
assert freqtrade.get_buy_rate('ETH/BTC') == 20 assert freqtrade.get_buy_rate('ETH/BTC') == expected
def test_balance_fully_last_side(mocker, default_conf) -> None:
default_conf['bid_strategy']['ask_last_balance'] = 1.0
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={'ask': 20, 'last': 10}))
assert freqtrade.get_buy_rate('ETH/BTC') == 10
def test_balance_bigger_last_ask(mocker, default_conf) -> None:
default_conf['bid_strategy']['ask_last_balance'] = 1.0
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={'ask': 5, 'last': 10}))
assert freqtrade.get_buy_rate('ETH/BTC') == 5
def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None: def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None: