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dry_run: keep list of open orders

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This commit is contained in:
gcarq 2017-11-05 15:21:16 +01:00
parent 264d71e29e
commit 325f72fd91
3 changed files with 42 additions and 54 deletions
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45
freqtrade/exchange/__init__.py
View File

@ -1,5 +1,6 @@
import enum
import logging
from random import randint
from typing import List, Dict
import arrow
@ -13,6 +14,9 @@ logger = logging.getLogger(__name__)
_API: Exchange = None
_CONF: dict = {}
# Holds all open sell orders for dry_run
_DRY_RUN_OPEN_ORDERS: Dict[str, Dict] = {}
class Exchanges(enum.Enum):
"""
@ -66,14 +70,36 @@ def validate_pairs(pairs: List[str]) -> None:
def buy(pair: str, rate: float, amount: float) -> str:
if _CONF['dry_run']:
return 'dry_run_buy'
global _DRY_RUN_OPEN_ORDERS
order_id = 'dry_run_buy_{}'.format(randint(0, 1e6))
_DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair,
'rate': rate,
'amount': amount,
'type': 'LIMIT_BUY',
'remaining': 0.0,
'opened': arrow.utcnow().datetime,
'closed': arrow.utcnow().datetime,
}
return order_id
return _API.buy(pair, rate, amount)
def sell(pair: str, rate: float, amount: float) -> str:
if _CONF['dry_run']:
return 'dry_run_sell'
global _DRY_RUN_OPEN_ORDERS
order_id = 'dry_run_sell_{}'.format(randint(0, 1e6))
_DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair,
'rate': rate,
'amount': amount,
'type': 'LIMIT_SELL',
'remaining': 0.0,
'opened': arrow.utcnow().datetime,
'closed': arrow.utcnow().datetime,
}
return order_id
return _API.sell(pair, rate, amount)
@ -109,16 +135,11 @@ def cancel_order(order_id: str) -> None:
def get_order(order_id: str) -> Dict:
if _CONF['dry_run']:
return {
'id': 'dry_run_sell',
'type': 'LIMIT_SELL',
'pair': 'mocked',
'opened': arrow.utcnow().datetime,
'rate': 0.07256060,
'amount': 206.43811673387373,
'remaining': 0.0,
'closed': arrow.utcnow().datetime,
}
order = _DRY_RUN_OPEN_ORDERS.pop(order_id)
order.update({
'id': order_id
})
return order
return _API.get_order(order_id)

5
freqtrade/main.py
View File

@ -201,12 +201,11 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
return Trade(pair=pair,
stake_amount=stake_amount,
amount=amount,
fee=fee * 2,
fee=fee*2,
open_rate=buy_limit,
open_date=datetime.utcnow(),
exchange=exchange.get_name().upper(),
open_order_id=order_id,
is_open=True)
open_order_id=order_id)
def init(config: dict, db_url: Optional[str] = None) -> None:

46
freqtrade/tests/test_telegram.py
View File

@ -6,6 +6,7 @@ import pytest
from jsonschema import validate
from telegram import Bot, Update, Message, Chat
from freqtrade import exchange
from freqtrade.main import init, create_trade
from freqtrade.misc import update_state, State, get_state, CONF_SCHEMA
from freqtrade.persistence import Trade
@ -74,8 +75,7 @@ def test_status_handle(conf, update, mocker):
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id'))
}))
init(conf, 'sqlite://')
# Create some test data
@ -84,26 +84,10 @@ def test_status_handle(conf, update, mocker):
Trade.session.add(trade)
Trade.session.flush()
# Trigger status while we don't know the open_rate yet
_status(bot=MagicBot(), update=update)
# Simulate fulfilled LIMIT_BUY order for trade
trade.update({
'id': 'mocked_limit_buy',
'type': 'LIMIT_BUY',
'pair': 'mocked',
'opened': datetime.utcnow(),
'rate': 0.07256060,
'amount': 206.43811673387373,
'remaining': 0.0,
'closed': datetime.utcnow(),
})
Trade.session.flush()
# Trigger status while we have a fulfilled order for the open trade
_status(bot=MagicBot(), update=update)
assert msg_mock.call_count == 3
assert msg_mock.call_count == 2
assert '[BTC_ETH]' in msg_mock.call_args_list[-1][0][0]
@ -121,8 +105,7 @@ def test_profit_handle(conf, update, mocker):
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_limit_buy'))
}))
init(conf, 'sqlite://')
# Create some test data
@ -153,7 +136,6 @@ def test_profit_handle(conf, update, mocker):
})
trade.close_date = datetime.utcnow()
trade.open_order_id = None
trade.is_open = False
Trade.session.add(trade)
Trade.session.flush()
@ -178,26 +160,13 @@ def test_forcesell_handle(conf, update, mocker):
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id'))
}))
init(conf, 'sqlite://')
# Create some test data
trade = create_trade(15.0)
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update({
'id': 'mocked_limit_buy',
'type': 'LIMIT_BUY',
'pair': 'mocked',
'opened': datetime.utcnow(),
'rate': 0.07256060,
'amount': 206.43811673387373,
'remaining': 0.0,
'closed': datetime.utcnow(),
})
Trade.session.add(trade)
Trade.session.flush()
@ -206,7 +175,7 @@ def test_forcesell_handle(conf, update, mocker):
assert msg_mock.call_count == 2
assert 'Selling [BTC/ETH]' in msg_mock.call_args_list[-1][0][0]
assert '0.072561 (profit: ~-0.5%)' in msg_mock.call_args_list[-1][0][0]
assert '0.072561 (profit: ~-0.64%)' in msg_mock.call_args_list[-1][0][0]
def test_performance_handle(conf, update, mocker):
@ -223,8 +192,7 @@ def test_performance_handle(conf, update, mocker):
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id'))
}))
init(conf, 'sqlite://')
# Create some test data