Merge pull request #2720 from hroff-1902/refactor-create-trades
Refactor create trades
This commit is contained in:
Matthias
GitHub
@@ -132,12 +132,12 @@ class FreqtradeBot:
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self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
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self.strategy.informative_pairs())
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# First process current opened trades
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self.process_maybe_execute_sells(trades)
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# First process current opened trades (positions)
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self.exit_positions(trades)
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# Then looking for buy opportunities
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if self.get_free_open_trades():
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self.process_maybe_execute_buys()
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self.enter_positions()
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# Check and handle any timed out open orders
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self.check_handle_timedout()
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@@ -294,65 +294,50 @@ class FreqtradeBot:
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# See also #2575 at github.
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return max(min_stake_amounts) / amount_reserve_percent
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def create_trades(self) -> bool:
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def create_trade(self, pair: str) -> bool:
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"""
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Checks the implemented trading strategy for buy-signals, using the active pair whitelist.
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If a pair triggers the buy_signal a new trade record gets created.
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Checks pairs as long as the open trade count is below `max_open_trades`.
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:return: True if at least one trade has been created.
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"""
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whitelist = copy.deepcopy(self.active_pair_whitelist)
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Check the implemented trading strategy for buy signals.
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if not whitelist:
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logger.info("Active pair whitelist is empty.")
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If the pair triggers the buy signal a new trade record gets created
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and the buy-order opening the trade gets issued towards the exchange.
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:return: True if a trade has been created.
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"""
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logger.debug(f"create_trade for pair {pair}")
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if self.strategy.is_pair_locked(pair):
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logger.info(f"Pair {pair} is currently locked.")
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return False
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# Remove currently opened and latest pairs from whitelist
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for trade in Trade.get_open_trades():
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if trade.pair in whitelist:
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whitelist.remove(trade.pair)
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logger.debug('Ignoring %s in pair whitelist', trade.pair)
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if not whitelist:
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logger.info("No currency pair in active pair whitelist, "
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"but checking to sell open trades.")
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return False
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buycount = 0
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# running get_signal on historical data fetched
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for pair in whitelist:
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if self.strategy.is_pair_locked(pair):
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logger.info(f"Pair {pair} is currently locked.")
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continue
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(buy, sell) = self.strategy.get_signal(
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pair, self.strategy.ticker_interval,
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self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
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(buy, sell) = self.strategy.get_signal(
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pair, self.strategy.ticker_interval,
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self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
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if buy and not sell:
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if not self.get_free_open_trades():
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logger.debug("Can't open a new trade: max number of trades is reached.")
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return False
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if buy and not sell:
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if not self.get_free_open_trades():
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logger.debug("Can't open a new trade: max number of trades is reached")
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continue
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stake_amount = self.get_trade_stake_amount(pair)
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if not stake_amount:
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logger.debug("Stake amount is 0, ignoring possible trade for {pair}.")
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return False
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stake_amount = self.get_trade_stake_amount(pair)
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if not stake_amount:
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logger.debug("Stake amount is 0, ignoring possible trade for {pair}.")
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continue
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logger.info(f"Buy signal found: about create a new trade with stake_amount: "
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f"{stake_amount} ...")
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logger.info(f"Buy signal found: about create a new trade with stake_amount: "
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f"{stake_amount} ...")
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bid_check_dom = self.config.get('bid_strategy', {}).get('check_depth_of_market', {})
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if ((bid_check_dom.get('enabled', False)) and
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(bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
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if self._check_depth_of_market_buy(pair, bid_check_dom):
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return self.execute_buy(pair, stake_amount)
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else:
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return False
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bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\
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get('check_depth_of_market', {})
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if (bidstrat_check_depth_of_market.get('enabled', False)) and\
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(bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
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if self._check_depth_of_market_buy(pair, bidstrat_check_depth_of_market):
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buycount += self.execute_buy(pair, stake_amount)
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continue
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buycount += self.execute_buy(pair, stake_amount)
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return buycount > 0
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return self.execute_buy(pair, stake_amount)
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else:
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return False
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def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
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"""
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@@ -475,41 +460,65 @@ class FreqtradeBot:
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return True
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def process_maybe_execute_buys(self) -> None:
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def enter_positions(self) -> int:
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"""
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Tries to execute buy orders for trades in a safe way
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Tries to execute buy orders for new trades (positions)
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"""
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try:
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# Create entity and execute trade
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if not self.create_trades():
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logger.debug('Found no buy signals for whitelisted currencies. Trying again...')
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except DependencyException as exception:
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logger.warning('Unable to create trade: %s', exception)
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trades_created = 0
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def process_maybe_execute_sells(self, trades: List[Any]) -> None:
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whitelist = copy.deepcopy(self.active_pair_whitelist)
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if not whitelist:
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logger.info("Active pair whitelist is empty.")
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else:
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# Remove pairs for currently opened trades from the whitelist
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for trade in Trade.get_open_trades():
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if trade.pair in whitelist:
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whitelist.remove(trade.pair)
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logger.debug('Ignoring %s in pair whitelist', trade.pair)
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if not whitelist:
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logger.info("No currency pair in active pair whitelist, "
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"but checking to sell open trades.")
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else:
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# Create entity and execute trade for each pair from whitelist
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for pair in whitelist:
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try:
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trades_created += self.create_trade(pair)
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except DependencyException as exception:
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logger.warning('Unable to create trade for %s: %s', pair, exception)
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if not trades_created:
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logger.debug("Found no buy signals for whitelisted currencies. "
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"Trying again...")
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return trades_created
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def exit_positions(self, trades: List[Any]) -> int:
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"""
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Tries to execute sell orders for trades in a safe way
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Tries to execute sell orders for open trades (positions)
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"""
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result = False
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trades_closed = 0
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for trade in trades:
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try:
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self.update_trade_state(trade)
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if (self.strategy.order_types.get('stoploss_on_exchange') and
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self.handle_stoploss_on_exchange(trade)):
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result = True
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trades_closed += 1
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continue
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# Check if we can sell our current pair
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if trade.open_order_id is None and self.handle_trade(trade):
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result = True
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trades_closed += 1
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except DependencyException as exception:
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logger.warning('Unable to sell trade: %s', exception)
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# Updating wallets if any trade occured
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if result:
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if trades_closed:
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self.wallets.update()
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return trades_closed
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def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float:
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"""
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Get real amount for the trade
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