Merge branch 'feat/short' into funding-fee-dry-run

This commit is contained in:
Sam Germain
2021-11-06 22:46:00 -06:00
73 changed files with 1653 additions and 394 deletions

View File

@@ -230,11 +230,11 @@ class FreqtradeBot(LoggingMixin):
if len(open_trades) != 0:
msg = {
'type': RPCMessageType.WARNING,
'status': f"{len(open_trades)} open trades active.\n\n"
f"Handle these trades manually on {self.exchange.name}, "
f"or '/start' the bot again and use '/stopbuy' "
f"to handle open trades gracefully. \n"
f"{'Trades are simulated.' if self.config['dry_run'] else ''}",
'status': f"{len(open_trades)} open trades active.\n\n"
f"Handle these trades manually on {self.exchange.name}, "
f"or '/start' the bot again and use '/stopbuy' "
f"to handle open trades gracefully. \n"
f"{'Trades are simulated.' if self.config['dry_run'] else ''}",
}
self.rpc.send_msg(msg)
@@ -863,6 +863,7 @@ class FreqtradeBot(LoggingMixin):
logger.debug('Handling %s ...', trade)
(enter, exit_) = (False, False)
exit_tag = None
exit_signal_type = "exit_short" if trade.is_short else "exit_long"
# TODO-lev: change to use_exit_signal, ignore_roi_if_enter_signal
@@ -871,7 +872,7 @@ class FreqtradeBot(LoggingMixin):
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
self.strategy.timeframe)
(enter, exit_) = self.strategy.get_exit_signal(
(enter, exit_, exit_tag) = self.strategy.get_exit_signal(
trade.pair,
self.strategy.timeframe,
analyzed_df,
@@ -880,7 +881,7 @@ class FreqtradeBot(LoggingMixin):
logger.debug('checking exit')
exit_rate = self.exchange.get_rate(trade.pair, refresh=True, side=trade.exit_side)
if self._check_and_execute_exit(trade, exit_rate, enter, exit_):
if self._check_and_execute_exit(trade, exit_rate, enter, exit_, exit_tag):
return True
logger.debug(f'Found no {exit_signal_type} signal for %s.', trade)
@@ -1029,7 +1030,7 @@ class FreqtradeBot(LoggingMixin):
f"for pair {trade.pair}.")
def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
enter: bool, exit_: bool) -> bool:
enter: bool, exit_: bool, exit_tag: Optional[str]) -> bool:
"""
Check and execute trade exit
"""
@@ -1043,8 +1044,9 @@ class FreqtradeBot(LoggingMixin):
)
if should_exit.sell_flag:
logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.sell_type}')
self.execute_trade_exit(trade, exit_rate, should_exit)
logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.sell_type}'
f'Tag: {exit_tag if exit_tag is not None else "None"}')
self.execute_trade_exit(trade, exit_rate, should_exit, exit_tag)
return True
return False
@@ -1258,6 +1260,7 @@ class FreqtradeBot(LoggingMixin):
trade: Trade,
limit: float,
sell_reason: SellCheckTuple, # TODO-lev update to exit_reason
exit_tag: Optional[str] = None
) -> bool:
"""
Executes a trade exit for the given trade and limit
@@ -1337,7 +1340,7 @@ class FreqtradeBot(LoggingMixin):
trade.open_order_id = order['id']
trade.sell_order_status = ''
trade.close_rate_requested = limit
trade.sell_reason = sell_reason.sell_reason
trade.sell_reason = exit_tag or sell_reason.sell_reason
# In case of market sell orders the order can be closed immediately
if order.get('status', 'unknown') in ('closed', 'expired'):
self.update_trade_state(trade, trade.open_order_id, order)
@@ -1378,6 +1381,7 @@ class FreqtradeBot(LoggingMixin):
'current_rate': current_rate,
'profit_amount': profit_trade,
'profit_ratio': profit_ratio,
'buy_tag': trade.buy_tag,
'sell_reason': trade.sell_reason,
'open_date': trade.open_date,
'close_date': trade.close_date or datetime.utcnow(),
@@ -1421,6 +1425,7 @@ class FreqtradeBot(LoggingMixin):
'current_rate': current_rate,
'profit_amount': profit_trade,
'profit_ratio': profit_ratio,
'buy_tag': trade.buy_tag,
'sell_reason': trade.sell_reason,
'open_date': trade.open_date,
'close_date': trade.close_date or datetime.now(timezone.utc),
@@ -1467,6 +1472,11 @@ class FreqtradeBot(LoggingMixin):
trade.update_order(order)
if self.exchange.check_order_canceled_empty(order):
# Trade has been cancelled on exchange
# Handling of this will happen in check_handle_timeout.
return True
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order)
@@ -1478,10 +1488,6 @@ class FreqtradeBot(LoggingMixin):
except DependencyException as exception:
logger.warning("Could not update trade amount: %s", exception)
if self.exchange.check_order_canceled_empty(order):
# Trade has been cancelled on exchange
# Handling of this will happen in check_handle_timeout.
return True
trade.update(order)
Trade.commit()