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Merge pull request #133 from gcarq/feature/fix-buy-amount-calc

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fix LIMIT_BUY amount calculation
This commit is contained in:
Janne Sinivirta 2017-11-22 22:31:25 +02:00 committed by GitHub
commit 21551b3c40
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2 changed files with 19 additions and 5 deletions
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7
freqtrade/main.py
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@ -204,10 +204,9 @@ def create_trade(stake_amount: float) -> bool:
else:
return False
# Calculate amount and subtract fee
fee = exchange.get_fee()
# Calculate amount
buy_limit = get_target_bid(exchange.get_ticker(pair))
amount = (1 - fee) * stake_amount / buy_limit
amount = stake_amount / buy_limit
order_id = exchange.buy(pair, buy_limit, amount)
# Create trade entity and return
@ -222,7 +221,7 @@ def create_trade(stake_amount: float) -> bool:
pair=pair,
stake_amount=stake_amount,
amount=amount,
fee=fee * 2,
fee=exchange.get_fee() * 2,
open_rate=buy_limit,
open_date=datetime.utcnow(),
exchange=exchange.get_name().upper(),

17
freqtrade/tests/test_main.py
View File

@ -41,7 +41,7 @@ def test_process_trade_creation(default_conf, ticker, health, mocker):
assert trade.open_date is not None
assert trade.exchange == Exchanges.BITTREX.name
assert trade.open_rate == 0.072661
assert trade.amount == 0.6864067381401302
assert trade.amount == 0.6881270557795791
def test_process_exchange_failures(default_conf, ticker, health, mocker):
@ -133,6 +133,21 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
assert whitelist == default_conf['exchange']['pair_whitelist']
def test_create_trade_minimal_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
buy_mock = mocker.patch('freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy'))
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
min_stake_amount = 0.0005
create_trade(min_stake_amount)
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= min_stake_amount
def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)