Merge branch 'develop' into refactor-informative

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hroff-1902 2020-05-16 22:14:50 +03:00 committed by GitHub
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15 changed files with 161 additions and 68 deletions

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@ -6,6 +6,7 @@
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"ticker_interval": "5m", "ticker_interval": "5m",
"dry_run": false, "dry_run": false,
"cancel_open_orders_on_exit": false,
"trailing_stop": false, "trailing_stop": false,
"unfilledtimeout": { "unfilledtimeout": {
"buy": 10, "buy": 10,

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@ -6,6 +6,7 @@
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"ticker_interval": "5m", "ticker_interval": "5m",
"dry_run": true, "dry_run": true,
"cancel_open_orders_on_exit": false,
"trailing_stop": false, "trailing_stop": false,
"unfilledtimeout": { "unfilledtimeout": {
"buy": 10, "buy": 10,

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@ -8,6 +8,7 @@
"amend_last_stake_amount": false, "amend_last_stake_amount": false,
"last_stake_amount_min_ratio": 0.5, "last_stake_amount_min_ratio": 0.5,
"dry_run": false, "dry_run": false,
"cancel_open_orders_on_exit": false,
"ticker_interval": "5m", "ticker_interval": "5m",
"trailing_stop": false, "trailing_stop": false,
"trailing_stop_positive": 0.005, "trailing_stop_positive": 0.005,

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@ -6,6 +6,7 @@
"fiat_display_currency": "EUR", "fiat_display_currency": "EUR",
"ticker_interval": "5m", "ticker_interval": "5m",
"dry_run": true, "dry_run": true,
"cancel_open_orders_on_exit": false,
"trailing_stop": false, "trailing_stop": false,
"unfilledtimeout": { "unfilledtimeout": {
"buy": 10, "buy": 10,

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@ -51,6 +51,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String
| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float
| `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict | `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
| `stoploss` | **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float (as ratio) | `stoploss` | **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float (as ratio)

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@ -88,6 +88,7 @@ CONF_SCHEMA = {
'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT}, 'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
'dry_run': {'type': 'boolean'}, 'dry_run': {'type': 'boolean'},
'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET}, 'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET},
'cancel_open_orders_on_exit': {'type': 'boolean', 'default': False},
'process_only_new_candles': {'type': 'boolean'}, 'process_only_new_candles': {'type': 'boolean'},
'minimal_roi': { 'minimal_roi': {
'type': 'object', 'type': 'object',
@ -321,3 +322,10 @@ SCHEMA_MINIMAL_REQUIRED = [
'dataformat_ohlcv', 'dataformat_ohlcv',
'dataformat_trades', 'dataformat_trades',
] ]
CANCEL_REASON = {
"TIMEOUT": "cancelled due to timeout",
"PARTIALLY_FILLED": "partially filled - keeping order open",
"ALL_CANCELLED": "cancelled (all unfilled and partially filled open orders cancelled)",
"CANCELLED_ON_EXCHANGE": "cancelled on exchange",
}

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@ -116,6 +116,9 @@ class FreqtradeBot:
""" """
logger.info('Cleaning up modules ...') logger.info('Cleaning up modules ...')
if self.config['cancel_open_orders_on_exit']:
self.cancel_all_open_orders()
self.rpc.cleanup() self.rpc.cleanup()
persistence.cleanup() persistence.cleanup()
@ -165,6 +168,13 @@ class FreqtradeBot:
Trade.session.flush() Trade.session.flush()
def process_stopped(self) -> None:
"""
Close all orders that were left open
"""
if self.config['cancel_open_orders_on_exit']:
self.cancel_all_open_orders()
def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]: def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]:
""" """
Refresh active whitelist from pairlist or edge and extend it with Refresh active whitelist from pairlist or edge and extend it with
@ -873,11 +883,7 @@ class FreqtradeBot:
default_retval=False)(pair=trade.pair, default_retval=False)(pair=trade.pair,
trade=trade, trade=trade,
order=order))): order=order))):
self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['TIMEOUT'])
self.handle_timedout_limit_buy(trade, order)
self.wallets.update()
order_type = self.strategy.order_types['buy']
self._notify_buy_cancel(trade, order_type)
elif (order['side'] == 'sell' and ( elif (order['side'] == 'sell' and (
trade_state_update trade_state_update
@ -886,25 +892,43 @@ class FreqtradeBot:
default_retval=False)(pair=trade.pair, default_retval=False)(pair=trade.pair,
trade=trade, trade=trade,
order=order))): order=order))):
reason = self.handle_timedout_limit_sell(trade, order) self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['TIMEOUT'])
self.wallets.update()
order_type = self.strategy.order_types['sell']
self._notify_sell_cancel(trade, order_type, reason)
def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool: def cancel_all_open_orders(self) -> None:
""" """
Buy timeout - cancel order Cancel all orders that are currently open
:return: None
"""
for trade in Trade.get_open_order_trades():
try:
order = self.exchange.get_order(trade.open_order_id, trade.pair)
except (DependencyException, InvalidOrderException):
logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
continue
if order['side'] == 'buy':
self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
elif order['side'] == 'sell':
self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
def handle_cancel_buy(self, trade: Trade, order: Dict, reason: str) -> bool:
"""
Buy cancel - cancel order
:return: True if order was fully cancelled :return: True if order was fully cancelled
""" """
was_trade_fully_canceled = False
# Cancelled orders may have the status of 'canceled' or 'closed' # Cancelled orders may have the status of 'canceled' or 'closed'
if order['status'] not in ('canceled', 'closed'): if order['status'] not in ('canceled', 'closed'):
reason = "cancelled due to timeout" reason = constants.CANCEL_REASON['TIMEOUT']
corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
trade.amount) trade.amount)
else: else:
# Order was cancelled already, so we can reuse the existing dict # Order was cancelled already, so we can reuse the existing dict
corder = order corder = order
reason = "cancelled on exchange" reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
logger.info('Buy order %s for %s.', reason, trade) logger.info('Buy order %s for %s.', reason, trade)
@ -916,43 +940,45 @@ class FreqtradeBot:
# if trade is not partially completed, just delete the trade # if trade is not partially completed, just delete the trade
Trade.session.delete(trade) Trade.session.delete(trade)
Trade.session.flush() Trade.session.flush()
return True was_trade_fully_canceled = True
else:
# if trade is partially complete, edit the stake details for the trade
# and close the order
# cancel_order may not contain the full order dict, so we need to fallback
# to the order dict aquired before cancelling.
# we need to fall back to the values from order if corder does not contain these keys.
trade.amount = filled_amount
trade.stake_amount = trade.amount * trade.open_rate
self.update_trade_state(trade, corder, trade.amount)
# if trade is partially complete, edit the stake details for the trade trade.open_order_id = None
# and close the order logger.info('Partial buy order timeout for %s.', trade)
# cancel_order may not contain the full order dict, so we need to fallback self.rpc.send_msg({
# to the order dict aquired before cancelling. 'type': RPCMessageType.STATUS_NOTIFICATION,
# we need to fall back to the values from order if corder does not contain these keys. 'status': f'Remaining buy order for {trade.pair} cancelled due to timeout'
trade.amount = filled_amount })
trade.stake_amount = trade.amount * trade.open_rate
self.update_trade_state(trade, corder, trade.amount)
trade.open_order_id = None self.wallets.update()
logger.info('Partial buy order timeout for %s.', trade) self._notify_buy_cancel(trade, order_type=self.strategy.order_types['buy'])
self.rpc.send_msg({ return was_trade_fully_canceled
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'Remaining buy order for {trade.pair} cancelled due to timeout'
})
return False
def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> str: def handle_cancel_sell(self, trade: Trade, order: Dict, reason: str) -> str:
""" """
Sell timeout - cancel order and update trade Sell cancel - cancel order and update trade
:return: Reason for cancel :return: Reason for cancel
""" """
# if trade is not partially completed, just cancel the trade # if trade is not partially completed, just cancel the order
if order['remaining'] == order['amount'] or order.get('filled') == 0.0: if order['remaining'] == order['amount'] or order.get('filled') == 0.0:
if not self.exchange.check_order_canceled_empty(order): if not self.exchange.check_order_canceled_empty(order):
reason = "cancelled due to timeout"
try: try:
# if trade is not partially completed, just delete the trade # if trade is not partially completed, just delete the order
self.exchange.cancel_order(trade.open_order_id, trade.pair) self.exchange.cancel_order(trade.open_order_id, trade.pair)
except InvalidOrderException: except InvalidOrderException:
logger.exception(f"Could not cancel sell order {trade.open_order_id}") logger.exception(f"Could not cancel sell order {trade.open_order_id}")
return 'error cancelling order' return 'error cancelling order'
logger.info('Sell order %s for %s.', reason, trade) logger.info('Sell order %s for %s.', reason, trade)
else: else:
reason = "cancelled on exchange" reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
logger.info('Sell order %s for %s.', reason, trade) logger.info('Sell order %s for %s.', reason, trade)
trade.close_rate = None trade.close_rate = None
@ -962,11 +988,17 @@ class FreqtradeBot:
trade.close_date = None trade.close_date = None
trade.is_open = True trade.is_open = True
trade.open_order_id = None trade.open_order_id = None
else:
# TODO: figure out how to handle partially complete sell orders
reason = constants.CANCEL_REASON['PARTIALLY_FILLED']
return reason self.wallets.update()
self._notify_sell_cancel(
# TODO: figure out how to handle partially complete sell orders trade,
return 'partially filled - keeping order open' order_type=self.strategy.order_types['sell'],
reason=reason
)
return reason
def _safe_sell_amount(self, pair: str, amount: float) -> float: def _safe_sell_amount(self, pair: str, amount: float) -> float:
""" """

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@ -7,6 +7,7 @@ from typing import Any, Callable, Dict
from arrow import Arrow from arrow import Arrow
from flask import Flask, jsonify, request from flask import Flask, jsonify, request
from flask.json import JSONEncoder from flask.json import JSONEncoder
from flask_cors import CORS
from flask_jwt_extended import (JWTManager, create_access_token, from flask_jwt_extended import (JWTManager, create_access_token,
create_refresh_token, get_jwt_identity, create_refresh_token, get_jwt_identity,
jwt_refresh_token_required, jwt_refresh_token_required,
@ -88,6 +89,7 @@ class ApiServer(RPC):
self._config = freqtrade.config self._config = freqtrade.config
self.app = Flask(__name__) self.app = Flask(__name__)
self._cors = CORS(self.app, resources={r"/api/*": {"origins": "*"}})
# Setup the Flask-JWT-Extended extension # Setup the Flask-JWT-Extended extension
self.app.config['JWT_SECRET_KEY'] = self._config['api_server'].get( self.app.config['JWT_SECRET_KEY'] = self._config['api_server'].get(

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@ -6,6 +6,7 @@
"fiat_display_currency": "{{ fiat_display_currency }}", "fiat_display_currency": "{{ fiat_display_currency }}",
"ticker_interval": "{{ ticker_interval }}", "ticker_interval": "{{ ticker_interval }}",
"dry_run": {{ dry_run | lower }}, "dry_run": {{ dry_run | lower }},
"cancel_open_orders_on_exit": false,
"unfilledtimeout": { "unfilledtimeout": {
"buy": 10, "buy": 10,
"sell": 30 "sell": 30

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@ -131,8 +131,7 @@ class Worker:
return result return result
def _process_stopped(self) -> None: def _process_stopped(self) -> None:
# Maybe do here something in the future... self.freqtrade.process_stopped()
pass
def _process_running(self) -> None: def _process_running(self) -> None:
try: try:

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@ -26,6 +26,7 @@ sdnotify==0.3.2
# Api server # Api server
flask==1.1.2 flask==1.1.2
flask-jwt-extended==3.24.1 flask-jwt-extended==3.24.1
flask-cors==3.0.8
# Support for colorized terminal output # Support for colorized terminal output
colorama==0.4.3 colorama==0.4.3

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@ -16,7 +16,7 @@ if readme_file.is_file():
readme_long = (Path(__file__).parent / "README.md").read_text() readme_long = (Path(__file__).parent / "README.md").read_text()
# Requirements used for submodules # Requirements used for submodules
api = ['flask', 'flask-jwt-extended'] api = ['flask', 'flask-jwt-extended', 'flask-cors']
plot = ['plotly>=4.0'] plot = ['plotly>=4.0']
hyperopt = [ hyperopt = [
'scipy', 'scipy',

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@ -249,6 +249,7 @@ def default_conf(testdatadir):
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"ticker_interval": '5m', "ticker_interval": '5m',
"dry_run": True, "dry_run": True,
"cancel_open_orders_on_exit": False,
"minimal_roi": { "minimal_roi": {
"40": 0.0, "40": 0.0,
"30": 0.01, "30": 0.01,

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@ -49,6 +49,7 @@ def client_get(client, url):
def assert_response(response, expected_code=200): def assert_response(response, expected_code=200):
assert response.status_code == expected_code assert response.status_code == expected_code
assert response.content_type == "application/json" assert response.content_type == "application/json"
assert ('Access-Control-Allow-Origin', '*') in response.headers._list
def test_api_not_found(botclient): def test_api_not_found(botclient):

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@ -11,7 +11,7 @@ import arrow
import pytest import pytest
import requests import requests
from freqtrade.constants import MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT from freqtrade.constants import MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT, CANCEL_REASON
from freqtrade.exceptions import (DependencyException, InvalidOrderException, from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError) OperationalException, TemporaryError)
from freqtrade.freqtradebot import FreqtradeBot from freqtrade.freqtradebot import FreqtradeBot
@ -22,7 +22,7 @@ from freqtrade.strategy.interface import SellCheckTuple, SellType
from freqtrade.worker import Worker from freqtrade.worker import Worker
from tests.conftest import (get_patched_freqtradebot, get_patched_worker, from tests.conftest import (get_patched_freqtradebot, get_patched_worker,
log_has, log_has_re, patch_edge, patch_exchange, log_has, log_has_re, patch_edge, patch_exchange,
patch_get_signal, patch_wallet, patch_whitelist) patch_get_signal, patch_wallet, patch_whitelist, create_mock_trades)
def patch_RPCManager(mocker) -> MagicMock: def patch_RPCManager(mocker) -> MagicMock:
@ -48,13 +48,31 @@ def test_freqtradebot_state(mocker, default_conf, markets) -> None:
assert freqtrade.state is State.STOPPED assert freqtrade.state is State.STOPPED
def test_cleanup(mocker, default_conf, caplog) -> None: def test_process_stopped(mocker, default_conf) -> None:
mock_cleanup = MagicMock()
mocker.patch('freqtrade.persistence.cleanup', mock_cleanup) freqtrade = get_patched_freqtradebot(mocker, default_conf)
coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
freqtrade.process_stopped()
assert coo_mock.call_count == 0
default_conf['cancel_open_orders_on_exit'] = True
freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.process_stopped()
assert coo_mock.call_count == 1
def test_bot_cleanup(mocker, default_conf, caplog) -> None:
mock_cleanup = mocker.patch('freqtrade.persistence.cleanup')
coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.cleanup() freqtrade.cleanup()
assert log_has('Cleaning up modules ...', caplog) assert log_has('Cleaning up modules ...', caplog)
assert mock_cleanup.call_count == 1 assert mock_cleanup.call_count == 1
assert coo_mock.call_count == 0
freqtrade.config['cancel_open_orders_on_exit'] = True
freqtrade.cleanup()
assert coo_mock.call_count == 1
def test_order_dict_dry_run(default_conf, mocker, caplog) -> None: def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
@ -2284,8 +2302,8 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot', 'freqtrade.freqtradebot.FreqtradeBot',
handle_timedout_limit_buy=MagicMock(), handle_cancel_buy=MagicMock(),
handle_timedout_limit_sell=MagicMock(), handle_cancel_sell=MagicMock(),
) )
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
@ -2305,50 +2323,54 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
caplog) caplog)
def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order) -> None: def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order) cancel_order_mock = MagicMock(return_value=limit_buy_order)
mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
freqtrade._notify_buy_cancel = MagicMock()
Trade.session = MagicMock() Trade.session = MagicMock()
trade = MagicMock() trade = MagicMock()
trade.pair = 'LTC/ETH' trade.pair = 'LTC/ETH'
limit_buy_order['filled'] = 0.0 limit_buy_order['filled'] = 0.0
limit_buy_order['status'] = 'open' limit_buy_order['status'] = 'open'
assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1 assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock() cancel_order_mock.reset_mock()
limit_buy_order['filled'] = 2 limit_buy_order['filled'] = 2
assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1 assert cancel_order_mock.call_count == 1
limit_buy_order['filled'] = 2 limit_buy_order['filled'] = 2
mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException) mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException)
assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'], @pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
indirect=['limit_buy_order_canceled_empty']) indirect=['limit_buy_order_canceled_empty'])
def test_handle_timedout_limit_buy_exchanges(mocker, caplog, default_conf, def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf,
limit_buy_order_canceled_empty) -> None: limit_buy_order_canceled_empty) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
cancel_order_mock = mocker.patch( cancel_order_mock = mocker.patch(
'freqtrade.exchange.Exchange.cancel_order_with_result', 'freqtrade.exchange.Exchange.cancel_order_with_result',
return_value=limit_buy_order_canceled_empty) return_value=limit_buy_order_canceled_empty)
nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_buy_cancel')
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
Trade.session = MagicMock() Trade.session = MagicMock()
reason = CANCEL_REASON['TIMEOUT']
trade = MagicMock() trade = MagicMock()
trade.pair = 'LTC/ETH' trade.pair = 'LTC/ETH'
assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order_canceled_empty) assert freqtrade.handle_cancel_buy(trade, limit_buy_order_canceled_empty, reason)
assert cancel_order_mock.call_count == 0 assert cancel_order_mock.call_count == 0
assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog) assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog)
assert nofiy_mock.call_count == 1
@pytest.mark.parametrize('cancelorder', [ @pytest.mark.parametrize('cancelorder', [
@ -2357,8 +2379,8 @@ def test_handle_timedout_limit_buy_exchanges(mocker, caplog, default_conf,
'String Return value', 'String Return value',
123 123
]) ])
def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_order, def test_handle_cancel_buy_corder_empty(mocker, default_conf, limit_buy_order,
cancelorder) -> None: cancelorder) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
cancel_order_mock = MagicMock(return_value=cancelorder) cancel_order_mock = MagicMock(return_value=cancelorder)
@ -2368,23 +2390,24 @@ def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_
) )
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
freqtrade._notify_buy_cancel = MagicMock()
Trade.session = MagicMock() Trade.session = MagicMock()
trade = MagicMock() trade = MagicMock()
trade.pair = 'LTC/ETH' trade.pair = 'LTC/ETH'
limit_buy_order['filled'] = 0.0 limit_buy_order['filled'] = 0.0
limit_buy_order['status'] = 'open' limit_buy_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1 assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock() cancel_order_mock.reset_mock()
limit_buy_order['filled'] = 1.0 limit_buy_order['filled'] = 1.0
assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1 assert cancel_order_mock.call_count == 1
def test_handle_timedout_limit_sell(mocker, default_conf) -> None: def test_handle_cancel_sell_limit(mocker, default_conf) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
cancel_order_mock = MagicMock() cancel_order_mock = MagicMock()
@ -2394,21 +2417,23 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
) )
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
freqtrade._notify_sell_cancel = MagicMock()
trade = MagicMock() trade = MagicMock()
order = {'remaining': 1, order = {'remaining': 1,
'amount': 1, 'amount': 1,
'status': "open"} 'status': "open"}
assert freqtrade.handle_timedout_limit_sell(trade, order) reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_sell(trade, order, reason)
assert cancel_order_mock.call_count == 1 assert cancel_order_mock.call_count == 1
order['amount'] = 2 order['amount'] = 2
assert (freqtrade.handle_timedout_limit_sell(trade, order) assert (freqtrade.handle_cancel_sell(trade, order, reason)
== 'partially filled - keeping order open') == CANCEL_REASON['PARTIALLY_FILLED'])
# Assert cancel_order was not called (callcount remains unchanged) # Assert cancel_order was not called (callcount remains unchanged)
assert cancel_order_mock.call_count == 1 assert cancel_order_mock.call_count == 1
def test_handle_timedout_limit_sell_cancel_exception(mocker, default_conf) -> None: def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch( mocker.patch(
@ -2417,10 +2442,11 @@ def test_handle_timedout_limit_sell_cancel_exception(mocker, default_conf) -> No
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
trade = MagicMock() trade = MagicMock()
reason = CANCEL_REASON['TIMEOUT']
order = {'remaining': 1, order = {'remaining': 1,
'amount': 1, 'amount': 1,
'status': "open"} 'status': "open"}
assert freqtrade.handle_timedout_limit_sell(trade, order) == 'error cancelling order' assert freqtrade.handle_cancel_sell(trade, order, reason) == 'error cancelling order'
def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None: def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
@ -3919,3 +3945,20 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order,
assert log_has_re(r"Unable to create trade for XRP/BTC: " assert log_has_re(r"Unable to create trade for XRP/BTC: "
r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)", r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",
caplog) caplog)
@pytest.mark.usefixtures("init_persistence")
def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
default_conf['cancel_open_orders_on_exit'] = True
mocker.patch('freqtrade.exchange.Exchange.get_order',
side_effect=[DependencyException(), limit_sell_order, limit_buy_order])
buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_buy')
sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_sell')
freqtrade = get_patched_freqtradebot(mocker, default_conf)
create_mock_trades(fee)
trades = Trade.query.all()
assert len(trades) == 3
freqtrade.cancel_all_open_orders()
assert buy_mock.call_count == 1
assert sell_mock.call_count == 1