Merge branch 'develop' into support_multiple_ticker
This commit is contained in:
@@ -14,7 +14,7 @@ from cachetools import cached, TTLCache
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from freqtrade import (DependencyException, OperationalException, __version__,
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exchange, persistence, rpc)
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from freqtrade.analyze import SignalType, get_signal
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from freqtrade.analyze import get_signal
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from freqtrade.fiat_convert import CryptoToFiatConverter
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from freqtrade.misc import (State, get_state, load_config, parse_args,
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throttle, update_state)
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@@ -129,9 +129,17 @@ def check_handle_timedout(timeoutvalue: int) -> None:
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timeoutthreashold = arrow.utcnow().shift(minutes=-timeoutvalue).datetime
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for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
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order = exchange.get_order(trade.open_order_id)
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try:
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order = exchange.get_order(trade.open_order_id)
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except requests.exceptions.RequestException:
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logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
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continue
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ordertime = arrow.get(order['opened'])
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# Check if trade is still actually open
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if int(order['remaining']) == 0:
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continue
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if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold:
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# Buy timeout - cancel order
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exchange.cancel_order(trade.open_order_id)
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@@ -140,6 +148,8 @@ def check_handle_timedout(timeoutvalue: int) -> None:
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Trade.session.delete(trade)
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Trade.session.flush()
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logger.info('Buy order timeout for %s.', trade)
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rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
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trade.pair.replace('_', '/')))
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else:
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# if trade is partially complete, edit the stake details for the trade
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# and close the order
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@@ -147,6 +157,8 @@ def check_handle_timedout(timeoutvalue: int) -> None:
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trade.stake_amount = trade.amount * trade.open_rate
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trade.open_order_id = None
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logger.info('Partial buy order timeout for %s.', trade)
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rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
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trade.pair.replace('_', '/')))
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elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold:
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# Sell timeout - cancel order and update trade
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if order['remaining'] == order['amount']:
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@@ -157,6 +169,8 @@ def check_handle_timedout(timeoutvalue: int) -> None:
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trade.close_date = None
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trade.is_open = True
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trade.open_order_id = None
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rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
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trade.pair.replace('_', '/')))
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logger.info('Sell order timeout for %s.', trade)
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return True
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else:
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@@ -247,24 +261,27 @@ def handle_trade(trade: Trade, interval: int) -> bool:
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logger.debug('Handling %s ...', trade)
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current_rate = exchange.get_ticker(trade.pair)['bid']
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# Check if minimal roi has been reached
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if min_roi_reached(trade, current_rate, datetime.utcnow()):
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(buy, sell) = (False, False)
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if _CONF.get('experimental', {}).get('use_sell_signal'):
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(buy, sell) = get_signal(trade.pair)
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# Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee)
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if not buy and min_roi_reached(trade, current_rate, datetime.utcnow()):
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logger.debug('Executing sell due to ROI ...')
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execute_sell(trade, current_rate)
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return True
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# Experimental: Check if sell signal has been enabled and triggered
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if _CONF.get('experimental', {}).get('use_sell_signal'):
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# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
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if _CONF.get('experimental', {}).get('sell_profit_only'):
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logger.debug('Checking if trade is profitable ...')
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if trade.calc_profit(rate=current_rate) <= 0:
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return False
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logger.debug('Checking sell_signal ...')
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if get_signal(trade.pair, SignalType.SELL, interval):
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logger.debug('Executing sell due to sell signal ...')
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execute_sell(trade, current_rate)
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return True
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# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
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if _CONF.get('experimental', {}).get('sell_profit_only', False):
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logger.debug('Checking if trade is profitable ...')
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if not buy and trade.calc_profit(rate=current_rate) <= 0:
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return False
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if sell and not buy:
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logger.debug('Executing sell due to sell signal ...')
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execute_sell(trade, current_rate)
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return True
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return False
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@@ -305,7 +322,8 @@ def create_trade(stake_amount: float, interval: int) -> bool:
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# Pick pair based on StochRSI buy signals
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for _pair in whitelist:
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if get_signal(_pair, SignalType.BUY, interval):
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(buy, sell) = get_signal(_pair)
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if buy and not sell:
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pair = _pair
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break
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else:
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