From 2b5530217d82db962a1e5d4605a1e6e5e47832b9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 27 May 2022 07:02:15 +0200 Subject: [PATCH] Add test for Generic behavior --- freqtrade/freqtradebot.py | 12 ++++++-- tests/test_integration.py | 59 ++++++++++++++++++++++++++++++++++++++- 2 files changed, 67 insertions(+), 4 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index c6c532fe6..3dd8b0c9d 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -552,13 +552,19 @@ class FreqtradeBot(LoggingMixin): if stake_amount is not None and stake_amount < 0.0: # We should decrease our position amount = abs(float(Decimal(stake_amount) / Decimal(current_exit_rate))) - if (trade.amount - amount) * current_exit_rate < min_exit_stake: - logger.info('Remaining amount would be too small.') - return if amount > trade.amount: + # This is currently ineffective as remaining would become < min tradable + # Fixing this would require checking for 0.0 there - + # if we decide that this callback is allowed to "fully exit" logger.info( f"Adjusting amount to trade.amount as it is higher. {amount} > {trade.amount}") amount = trade.amount + + remaining = (trade.amount - amount) * current_exit_rate + if remaining < min_exit_stake: + logger.info(f'Remaining amount of {remaining} would be too small.') + return + self.execute_trade_exit(trade, current_exit_rate, exit_check=ExitCheckTuple( exit_type=ExitType.PARTIAL_EXIT), sub_trade_amt=amount) diff --git a/tests/test_integration.py b/tests/test_integration.py index 83f54becb..40fdb4277 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -6,7 +6,7 @@ from freqtrade.enums import ExitCheckTuple, ExitType from freqtrade.persistence import Trade from freqtrade.persistence.models import Order from freqtrade.rpc.rpc import RPC -from tests.conftest import get_patched_freqtradebot, patch_get_signal +from tests.conftest import get_patched_freqtradebot, log_has_re, patch_get_signal def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee, @@ -455,3 +455,60 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None: # Check the 2 filled orders equal the above amount assert pytest.approx(trade.orders[1].amount) == 30.150753768 assert pytest.approx(trade.orders[-1].amount) == 61.538461232 + + +def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog) -> 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, + get_min_pair_stake_amount=MagicMock(return_value=10), + ) + + 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 pytest.approx(trade.stake_amount) == 60 + assert pytest.approx(trade.amount) == 30.0 + assert trade.open_rate == 2.0 + + # Too small size + freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-59) + freqtrade.process() + trade = Trade.get_trades().first() + assert len(trade.orders) == 1 + assert pytest.approx(trade.stake_amount) == 60 + assert pytest.approx(trade.amount) == 30.0 + assert log_has_re("Remaining amount of 1.6.* would be too small.", caplog) + + freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-20) + + freqtrade.process() + trade = Trade.get_trades().first() + assert len(trade.orders) == 2 + assert trade.orders[-1].ft_order_side == 'sell' + assert pytest.approx(trade.stake_amount) == 40.198 + assert pytest.approx(trade.amount) == 20.099 + assert trade.open_rate == 2.0 + assert trade.is_open + caplog.clear() + + # Sell more than what we got (we got ~20 coins left) + # First adjusts the amount to 20 - then rejects. + freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-50) + freqtrade.process() + assert log_has_re("Adjusting amount to trade.amount as it is higher.*", caplog) + assert log_has_re("Remaining amount of 0.0 would be too small.", caplog) + trade = Trade.get_trades().first() + assert len(trade.orders) == 2 + assert trade.orders[-1].ft_order_side == 'sell' + assert pytest.approx(trade.stake_amount) == 40.198 + assert trade.is_open