Integration-test for DCA order

This commit is contained in:
Matthias 2022-01-02 20:20:56 +01:00
parent 3d336a736e
commit 2116b0729f
3 changed files with 65 additions and 4 deletions

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@ -639,7 +639,6 @@ class DigDeeperStrategy(IStrategy):
return None return None
count_of_buys = 0 count_of_buys = 0
initial_order_stake =
for order in trade.orders: for order in trade.orders:
if order.ft_order_side == 'buy' and order.status == "closed": if order.ft_order_side == 'buy' and order.status == "closed":
count_of_buys += 1 count_of_buys += 1

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@ -184,7 +184,6 @@ class Wallets:
return 0 return 0
possible_stake = (available_amount + val_tied_up) / self._config['max_open_trades'] possible_stake = (available_amount + val_tied_up) / self._config['max_open_trades']
# Theoretical amount can be above available amount - therefore limit to available amount! # Theoretical amount can be above available amount - therefore limit to available amount!
return min(possible_stake, available_amount) return min(possible_stake, available_amount)

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@ -127,8 +127,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
(1, 200), (1, 200),
(0.99, 198), (0.99, 198),
]) ])
def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, mocker, balance_ratio, def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_ratio, result1) -> None:
result1) -> None:
""" """
Tests workflow unlimited stake-amount Tests workflow unlimited stake-amount
Buy 4 trades, forcebuy a 5th trade Buy 4 trades, forcebuy a 5th trade
@ -207,3 +206,67 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
assert len(bals2) == 5 assert len(bals2) == 5
assert 'LTC' in bals assert 'LTC' in bals
assert 'LTC' not in bals2 assert 'LTC' not in bals2
def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
default_conf_usdt['position_adjustment_enable'] = True
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
)
patch_get_signal(freqtrade)
freqtrade.enter_positions()
assert len(Trade.get_trades().all()) == 1
trade = Trade.get_trades().first()
assert len(trade.orders) == 1
assert trade.stake_amount == 60
assert trade.open_rate == 2.0
# No adjustment
freqtrade.process()
trade = Trade.get_trades().first()
assert len(trade.orders) == 1
assert trade.stake_amount == 60
# Reduce bid amount
ticker_usdt_modif = ticker_usdt.return_value
ticker_usdt_modif['bid'] = ticker_usdt_modif['bid'] * 0.995
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value=ticker_usdt_modif)
# additional buy order
freqtrade.process()
trade = Trade.get_trades().first()
assert len(trade.orders) == 2
assert trade.stake_amount == 120
# Open-rate averaged between 2.0 and 2.0 * 0.995
assert trade.open_rate < 2.0
assert trade.open_rate > 2.0 * 0.995
# No action - profit raised above 1% (the bar set in the strategy).
freqtrade.process()
trade = Trade.get_trades().first()
assert len(trade.orders) == 2
assert trade.stake_amount == 120
assert trade.orders[0].amount == 30
assert trade.orders[1].amount == 60 / ticker_usdt_modif['bid']
assert trade.amount == trade.orders[0].amount + trade.orders[1].amount
# Sell
patch_get_signal(freqtrade, value=(False, True, None, None))
freqtrade.process()
trade = Trade.get_trades().first()
assert trade.is_open is False
assert trade.orders[0].amount == 30
assert trade.orders[0].side == 'buy'
assert trade.orders[1].amount == 60 / ticker_usdt_modif['bid']
# Sold everything
assert trade.orders[-1].side == 'sell'
assert trade.orders[2].amount == trade.amount