Merge pull request #2720 from hroff-1902/refactor-create-trades

Refactor create trades
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Matthias 2019-12-31 15:34:12 +01:00 committed by GitHub
commit 3327ebf2b1
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6 changed files with 214 additions and 196 deletions

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@ -132,12 +132,12 @@ class FreqtradeBot:
self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
self.strategy.informative_pairs())
# First process current opened trades
self.process_maybe_execute_sells(trades)
# First process current opened trades (positions)
self.exit_positions(trades)
# Then looking for buy opportunities
if self.get_free_open_trades():
self.process_maybe_execute_buys()
self.enter_positions()
# Check and handle any timed out open orders
self.check_handle_timedout()
@ -294,65 +294,50 @@ class FreqtradeBot:
# See also #2575 at github.
return max(min_stake_amounts) / amount_reserve_percent
def create_trades(self) -> bool:
def create_trade(self, pair: str) -> bool:
"""
Checks the implemented trading strategy for buy-signals, using the active pair whitelist.
If a pair triggers the buy_signal a new trade record gets created.
Checks pairs as long as the open trade count is below `max_open_trades`.
:return: True if at least one trade has been created.
"""
whitelist = copy.deepcopy(self.active_pair_whitelist)
Check the implemented trading strategy for buy signals.
if not whitelist:
logger.info("Active pair whitelist is empty.")
If the pair triggers the buy signal a new trade record gets created
and the buy-order opening the trade gets issued towards the exchange.
:return: True if a trade has been created.
"""
logger.debug(f"create_trade for pair {pair}")
if self.strategy.is_pair_locked(pair):
logger.info(f"Pair {pair} is currently locked.")
return False
# Remove currently opened and latest pairs from whitelist
for trade in Trade.get_open_trades():
if trade.pair in whitelist:
whitelist.remove(trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair)
if not whitelist:
logger.info("No currency pair in active pair whitelist, "
"but checking to sell open trades.")
return False
buycount = 0
# running get_signal on historical data fetched
for pair in whitelist:
if self.strategy.is_pair_locked(pair):
logger.info(f"Pair {pair} is currently locked.")
continue
(buy, sell) = self.strategy.get_signal(
pair, self.strategy.ticker_interval,
self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
(buy, sell) = self.strategy.get_signal(
pair, self.strategy.ticker_interval,
self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
if buy and not sell:
if not self.get_free_open_trades():
logger.debug("Can't open a new trade: max number of trades is reached.")
return False
if buy and not sell:
if not self.get_free_open_trades():
logger.debug("Can't open a new trade: max number of trades is reached")
continue
stake_amount = self.get_trade_stake_amount(pair)
if not stake_amount:
logger.debug("Stake amount is 0, ignoring possible trade for {pair}.")
return False
stake_amount = self.get_trade_stake_amount(pair)
if not stake_amount:
logger.debug("Stake amount is 0, ignoring possible trade for {pair}.")
continue
logger.info(f"Buy signal found: about create a new trade with stake_amount: "
f"{stake_amount} ...")
logger.info(f"Buy signal found: about create a new trade with stake_amount: "
f"{stake_amount} ...")
bid_check_dom = self.config.get('bid_strategy', {}).get('check_depth_of_market', {})
if ((bid_check_dom.get('enabled', False)) and
(bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
if self._check_depth_of_market_buy(pair, bid_check_dom):
return self.execute_buy(pair, stake_amount)
else:
return False
bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\
get('check_depth_of_market', {})
if (bidstrat_check_depth_of_market.get('enabled', False)) and\
(bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
if self._check_depth_of_market_buy(pair, bidstrat_check_depth_of_market):
buycount += self.execute_buy(pair, stake_amount)
continue
buycount += self.execute_buy(pair, stake_amount)
return buycount > 0
return self.execute_buy(pair, stake_amount)
else:
return False
def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
"""
@ -475,41 +460,65 @@ class FreqtradeBot:
return True
def process_maybe_execute_buys(self) -> None:
def enter_positions(self) -> int:
"""
Tries to execute buy orders for trades in a safe way
Tries to execute buy orders for new trades (positions)
"""
try:
# Create entity and execute trade
if not self.create_trades():
logger.debug('Found no buy signals for whitelisted currencies. Trying again...')
except DependencyException as exception:
logger.warning('Unable to create trade: %s', exception)
trades_created = 0
def process_maybe_execute_sells(self, trades: List[Any]) -> None:
whitelist = copy.deepcopy(self.active_pair_whitelist)
if not whitelist:
logger.info("Active pair whitelist is empty.")
else:
# Remove pairs for currently opened trades from the whitelist
for trade in Trade.get_open_trades():
if trade.pair in whitelist:
whitelist.remove(trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair)
if not whitelist:
logger.info("No currency pair in active pair whitelist, "
"but checking to sell open trades.")
else:
# Create entity and execute trade for each pair from whitelist
for pair in whitelist:
try:
trades_created += self.create_trade(pair)
except DependencyException as exception:
logger.warning('Unable to create trade for %s: %s', pair, exception)
if not trades_created:
logger.debug("Found no buy signals for whitelisted currencies. "
"Trying again...")
return trades_created
def exit_positions(self, trades: List[Any]) -> int:
"""
Tries to execute sell orders for trades in a safe way
Tries to execute sell orders for open trades (positions)
"""
result = False
trades_closed = 0
for trade in trades:
try:
self.update_trade_state(trade)
if (self.strategy.order_types.get('stoploss_on_exchange') and
self.handle_stoploss_on_exchange(trade)):
result = True
trades_closed += 1
continue
# Check if we can sell our current pair
if trade.open_order_id is None and self.handle_trade(trade):
result = True
trades_closed += 1
except DependencyException as exception:
logger.warning('Unable to sell trade: %s', exception)
# Updating wallets if any trade occured
if result:
if trades_closed:
self.wallets.update()
return trades_closed
def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float:
"""
Get real amount for the trade

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@ -41,7 +41,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
with pytest.raises(RPCException, match=r'.*no active trade*'):
rpc._rpc_trade_status()
freqtradebot.create_trades()
freqtradebot.enter_positions()
results = rpc._rpc_trade_status()
assert {
'trade_id': 1,
@ -116,7 +116,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
with pytest.raises(RPCException, match=r'.*no active trade*'):
rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
freqtradebot.create_trades()
freqtradebot.enter_positions()
result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
assert "Since" in headers
@ -162,7 +162,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter()
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
@ -217,7 +217,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
@ -231,7 +231,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
trade.close_date = datetime.utcnow()
trade.is_open = False
freqtradebot.create_trades()
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
@ -299,7 +299,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
rpc = RPC(freqtradebot)
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
@ -529,7 +529,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
msg = rpc._rpc_forcesell('all')
assert msg == {'result': 'Created sell orders for all open trades.'}
freqtradebot.create_trades()
freqtradebot.enter_positions()
msg = rpc._rpc_forcesell('all')
assert msg == {'result': 'Created sell orders for all open trades.'}
@ -563,7 +563,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
assert cancel_order_mock.call_count == 1
assert trade.amount == filled_amount
freqtradebot.create_trades()
freqtradebot.enter_positions()
trade = Trade.query.filter(Trade.id == '2').first()
amount = trade.amount
# make an limit-buy open trade, if there is no 'filled', don't sell it
@ -582,7 +582,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
assert cancel_order_mock.call_count == 2
assert trade.amount == amount
freqtradebot.create_trades()
freqtradebot.enter_positions()
# make an limit-sell open trade
mocker.patch(
'freqtrade.exchange.Exchange.get_order',
@ -613,7 +613,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
rpc = RPC(freqtradebot)
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
@ -649,7 +649,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
assert counts["current"] == 0
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
counts = rpc._rpc_count()
assert counts["current"] == 1

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@ -267,7 +267,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
assert rc.json["max"] == 1.0
# Create some test data
ftbot.create_trades()
ftbot.enter_positions()
rc = client_get(client, f"{BASE_URI}/count")
assert_response(rc)
assert rc.json["current"] == 1.0
@ -333,7 +333,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
assert len(rc.json) == 1
assert rc.json == {"error": "Error querying _profit: no closed trade"}
ftbot.create_trades()
ftbot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
@ -422,7 +422,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
assert_response(rc, 200)
assert rc.json == []
ftbot.create_trades()
ftbot.enter_positions()
rc = client_get(client, f"{BASE_URI}/status")
assert_response(rc)
assert len(rc.json) == 1
@ -552,7 +552,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
assert_response(rc, 502)
assert rc.json == {"error": "Error querying _forcesell: invalid argument"}
ftbot.create_trades()
ftbot.enter_positions()
rc = client_post(client, f"{BASE_URI}/forcesell",
data='{"tradeid": "1"}')

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@ -148,11 +148,6 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
default_conf['telegram']['enabled'] = False
default_conf['telegram']['chat_id'] = "123"
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
)
msg_mock = MagicMock()
status_table = MagicMock()
mocker.patch.multiple(
@ -184,13 +179,8 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot)
# Create some test data
for _ in range(3):
freqtradebot.create_trades()
telegram._status(update=update, context=MagicMock())
assert msg_mock.call_count == 1
@ -236,7 +226,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
msg_mock.reset_mock()
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
# Trigger status while we have a fulfilled order for the open trade
telegram._status(update=update, context=MagicMock())
@ -285,7 +275,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
msg_mock.reset_mock()
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
telegram._status_table(update=update, context=MagicMock())
@ -322,7 +312,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
telegram = Telegram(freqtradebot)
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
@ -352,7 +342,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
msg_mock.reset_mock()
freqtradebot.config['max_open_trades'] = 2
# Add two other trades
freqtradebot.create_trades()
n = freqtradebot.enter_positions()
assert n == 2
trades = Trade.query.all()
for trade in trades:
@ -431,7 +422,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
msg_mock.reset_mock()
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
@ -709,7 +700,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
telegram = Telegram(freqtradebot)
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
@ -764,7 +755,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
telegram = Telegram(freqtradebot)
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
# Decrease the price and sell it
mocker.patch.multiple(
@ -821,7 +812,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
telegram = Telegram(freqtradebot)
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
rpc_mock.reset_mock()
# /forcesell all
@ -971,7 +962,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
telegram = Telegram(freqtradebot)
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
@ -1014,7 +1005,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
freqtradebot.state = State.RUNNING
# Create some test data
freqtradebot.create_trades()
freqtradebot.enter_positions()
msg_mock.reset_mock()
telegram._count(update=update, context=MagicMock())

View File

@ -247,7 +247,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
freqtrade.active_pair_whitelist = ['NEO/BTC']
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
#############################################
@ -287,7 +287,7 @@ def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee,
freqtrade.active_pair_whitelist = ['NEO/BTC']
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
#############################################
@ -310,7 +310,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade is not None
@ -318,7 +318,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
assert trade.is_open
assert trade.open_date is not None
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.order_by(Trade.id.desc()).first()
assert trade is not None
@ -462,7 +462,7 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) / 0.9, 8)
def test_create_trades(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@ -476,7 +476,7 @@ def test_create_trades(default_conf, ticker, limit_buy_order, fee, mocker) -> No
whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trades()
freqtrade.create_trade('ETH/BTC')
trade = Trade.query.first()
assert trade is not None
@ -494,8 +494,8 @@ def test_create_trades(default_conf, ticker, limit_buy_order, fee, mocker) -> No
assert whitelist == default_conf['exchange']['pair_whitelist']
def test_create_trades_no_stake_amount(default_conf, ticker, limit_buy_order,
fee, mocker) -> None:
def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
@ -509,11 +509,11 @@ def test_create_trades_no_stake_amount(default_conf, ticker, limit_buy_order,
patch_get_signal(freqtrade)
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade.create_trades()
freqtrade.create_trade('ETH/BTC')
def test_create_trades_minimal_amount(default_conf, ticker, limit_buy_order,
fee, mocker) -> None:
def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
@ -527,13 +527,13 @@ def test_create_trades_minimal_amount(default_conf, ticker, limit_buy_order,
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trades()
freqtrade.create_trade('ETH/BTC')
rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
assert rate * amount >= default_conf['stake_amount']
def test_create_trades_too_small_stake_amount(default_conf, ticker, limit_buy_order,
fee, mocker) -> None:
def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
@ -549,11 +549,11 @@ def test_create_trades_too_small_stake_amount(default_conf, ticker, limit_buy_or
patch_get_signal(freqtrade)
assert not freqtrade.create_trades()
assert not freqtrade.create_trade('ETH/BTC')
def test_create_trades_limit_reached(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@ -569,12 +569,12 @@ def test_create_trades_limit_reached(default_conf, ticker, limit_buy_order,
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert not freqtrade.create_trades()
assert not freqtrade.create_trade('ETH/BTC')
assert freqtrade.get_trade_stake_amount('ETH/BTC') is None
def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
mocker, caplog) -> None:
def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order, fee,
mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@ -588,14 +588,16 @@ def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert freqtrade.create_trades()
assert not freqtrade.create_trades()
assert log_has("No currency pair in active pair whitelist, "
"but checking to sell open trades.", caplog)
n = freqtrade.enter_positions()
assert n == 1
assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog)
n = freqtrade.enter_positions()
assert n == 0
assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
mocker, caplog) -> None:
def test_enter_positions_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@ -608,11 +610,12 @@ def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_ord
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert not freqtrade.create_trades()
n = freqtrade.enter_positions()
assert n == 0
assert log_has("Active pair whitelist is empty.", caplog)
def test_create_trades_no_signal(default_conf, fee, mocker) -> None:
def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
default_conf['dry_run'] = True
patch_RPCManager(mocker)
@ -628,7 +631,7 @@ def test_create_trades_no_signal(default_conf, fee, mocker) -> None:
Trade.query = MagicMock()
Trade.query.filter = MagicMock()
assert not freqtrade.create_trades()
assert not freqtrade.create_trade('ETH/BTC')
@pytest.mark.parametrize("max_open", range(0, 5))
@ -646,7 +649,8 @@ def test_create_trades_multiple_trades(default_conf, ticker,
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trades()
n = freqtrade.enter_positions()
assert n == max_open
trades = Trade.get_open_trades()
assert len(trades) == max_open
@ -672,7 +676,8 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker) -> None:
assert len(Trade.get_open_trades()) == 2
# Create 2 new trades using create_trades
assert freqtrade.create_trades()
assert freqtrade.create_trade('ETH/BTC')
assert freqtrade.create_trade('NEO/BTC')
trades = Trade.get_open_trades()
assert len(trades) == 4
@ -987,7 +992,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
trade.is_open = True
trades = [trade]
freqtrade.process_maybe_execute_sells(trades)
freqtrade.exit_positions(trades)
assert trade.stoploss_order_id == '13434334'
assert stoploss_limit.call_count == 1
assert trade.is_open is True
@ -1056,7 +1061,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
# should unset stoploss_order_id and return true
# as a trade actually happened
caplog.clear()
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
@ -1114,7 +1119,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = '12345'
@ -1149,7 +1154,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
patch_get_signal(freqtrade)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
caplog.clear()
freqtrade.create_stoploss_order(trade, 200, 199)
@ -1207,7 +1212,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
patch_get_signal(freqtrade)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
@ -1295,7 +1300,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
# setting stoploss_on_exchange_interval to 60 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
patch_get_signal(freqtrade)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
@ -1376,7 +1381,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
@ -1440,27 +1445,33 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
stop_price=0.00002344 * 0.99)
def test_process_maybe_execute_buys(mocker, default_conf, caplog) -> None:
def test_enter_positions(mocker, default_conf, caplog) -> None:
caplog.set_level(logging.DEBUG)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trades', MagicMock(return_value=False))
freqtrade.process_maybe_execute_buys()
mock_ct = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade',
MagicMock(return_value=False))
n = freqtrade.enter_positions()
assert n == 0
assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
# create_trade should be called once for every pair in the whitelist.
assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
def test_process_maybe_execute_buys_exception(mocker, default_conf, caplog) -> None:
def test_enter_positions_exception(mocker, default_conf, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.create_trades',
mock_ct = mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.create_trade',
MagicMock(side_effect=DependencyException)
)
freqtrade.process_maybe_execute_buys()
assert log_has('Unable to create trade: ', caplog)
n = freqtrade.enter_positions()
assert n == 0
assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
assert log_has('Unable to create trade for ETH/BTC: ', caplog)
def test_process_maybe_execute_sells(mocker, default_conf, limit_buy_order, caplog) -> None:
def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
@ -1473,7 +1484,8 @@ def test_process_maybe_execute_sells(mocker, default_conf, limit_buy_order, capl
trade.open_order_id = '123'
trade.open_fee = 0.001
trades = [trade]
assert not freqtrade.process_maybe_execute_sells(trades)
n = freqtrade.exit_positions(trades)
assert n == 0
# Test amount not modified by fee-logic
assert not log_has(
'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade), caplog
@ -1481,11 +1493,11 @@ def test_process_maybe_execute_sells(mocker, default_conf, limit_buy_order, capl
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
# test amount modified by fee-logic
assert not freqtrade.process_maybe_execute_sells(trades)
n = freqtrade.exit_positions(trades)
assert n == 0
def test_process_maybe_execute_sells_exception(mocker, default_conf,
limit_buy_order, caplog) -> None:
def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
@ -1499,7 +1511,8 @@ def test_process_maybe_execute_sells_exception(mocker, default_conf,
'freqtrade.freqtradebot.FreqtradeBot.update_trade_state',
side_effect=DependencyException()
)
freqtrade.process_maybe_execute_sells(trades)
n = freqtrade.exit_positions(trades)
assert n == 0
assert log_has('Unable to sell trade: ', caplog)
@ -1674,7 +1687,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
@ -1697,7 +1710,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
assert trade.close_date is not None
def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@ -1711,7 +1724,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
patch_get_signal(freqtrade, value=(True, True))
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
freqtrade.enter_positions()
# Buy and Sell triggering, so doing nothing ...
trades = Trade.query.all()
@ -1720,7 +1733,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
# Buy is triggering, so buying ...
patch_get_signal(freqtrade, value=(True, False))
freqtrade.create_trades()
freqtrade.enter_positions()
trades = Trade.query.all()
nb_trades = len(trades)
assert nb_trades == 1
@ -1764,7 +1777,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
patch_get_signal(freqtrade, value=(True, False))
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
@ -1795,7 +1808,7 @@ def test_handle_trade_use_sell_signal(
freqtrade = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
@ -1823,7 +1836,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
patch_get_signal(freqtrade)
# Create trade and sell it
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
@ -2183,7 +2196,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
@ -2231,7 +2244,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
@ -2281,7 +2294,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
@ -2339,7 +2352,7 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
patch_get_signal(freqtrade)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
Trade.session = MagicMock()
@ -2382,13 +2395,13 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
trades = [trade]
freqtrade.process_maybe_execute_sells(trades)
freqtrade.exit_positions(trades)
# Increase the price and sell it
mocker.patch.multiple(
@ -2432,10 +2445,10 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trades = [trade]
freqtrade.process_maybe_execute_sells(trades)
freqtrade.exit_positions(trades)
assert trade
assert trade.stoploss_order_id == '123'
assert trade.open_order_id is None
@ -2463,7 +2476,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
})
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_limit_executed)
freqtrade.process_maybe_execute_sells(trades)
freqtrade.exit_positions(trades)
assert trade.stoploss_order_id is None
assert trade.is_open is False
assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
@ -2484,7 +2497,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
@ -2546,7 +2559,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2577,7 +2590,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2608,7 +2621,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
patch_get_signal(freqtrade)
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
sell_flag=False, sell_type=SellType.NONE))
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2638,7 +2651,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2667,7 +2680,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order,
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
amnt = trade.amount
@ -2735,7 +2748,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
@ -2754,7 +2767,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
# reinit - should buy other pair.
caplog.clear()
freqtrade.create_trades()
freqtrade.enter_positions()
assert log_has(f"Pair {trade.pair} is currently locked.", caplog)
@ -2779,7 +2792,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) ->
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2812,7 +2825,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
assert freqtrade.handle_trade(trade) is False
@ -2867,7 +2880,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2924,7 +2937,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2987,7 +3000,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -3046,7 +3059,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -3377,7 +3390,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee,
whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade is not None
@ -3412,7 +3425,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
# Save state of current whitelist
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade is None
@ -3514,7 +3527,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trades()
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
@ -3604,7 +3617,7 @@ def test_process_i_am_alive(default_conf, mocker, caplog):
@pytest.mark.usefixtures("init_persistence")
def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order):
def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order, caplog):
default_conf['dry_run'] = True
# Initialize to 2 times stake amount
default_conf['dry_run_wallet'] = 0.002
@ -3621,12 +3634,14 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order)
patch_get_signal(bot)
assert bot.wallets.get_free('BTC') == 0.002
bot.create_trades()
n = bot.enter_positions()
assert n == 2
trades = Trade.query.all()
assert len(trades) == 2
bot.config['max_open_trades'] = 3
with pytest.raises(
DependencyException,
match=r"Available balance \(0 BTC\) is lower than stake amount \(0.001 BTC\)"):
bot.create_trades()
n = bot.enter_positions()
assert n == 0
assert log_has_re(r"Unable to create trade for XRP/BTC: "
r"Available balance \(0 BTC\) is lower than stake amount \(0.001 BTC\)",
caplog)

View File

@ -80,7 +80,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trades()
freqtrade.enter_positions()
wallets_mock.reset_mock()
Trade.session = MagicMock()
@ -90,7 +90,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
trade.stoploss_order_id = 3
trade.open_order_id = None
freqtrade.process_maybe_execute_sells(trades)
n = freqtrade.exit_positions(trades)
assert n == 2
assert should_sell_mock.call_count == 2
# Only order for 3rd trade needs to be cancelled
@ -153,7 +154,8 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
patch_get_signal(freqtrade)
# Create 4 trades
freqtrade.create_trades()
n = freqtrade.enter_positions()
assert n == 4
trades = Trade.query.all()
assert len(trades) == 4
@ -170,7 +172,8 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
assert len(trades) == 5
bals = freqtrade.wallets.get_all_balances()
freqtrade.process_maybe_execute_sells(trades)
n = freqtrade.exit_positions(trades)
assert n == 1
trades = Trade.get_open_trades()
# One trade sold
assert len(trades) == 4