Merge pull request #2132 from freqtrade/process_return_value

allow create_trade() to create multiple trades per iteration
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Matthias 2019-08-14 07:23:05 +02:00 committed by GitHub
commit 3b30aab8a7
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6 changed files with 177 additions and 139 deletions

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@ -105,13 +105,12 @@ class FreqtradeBot(object):
# Adjust stoploss if it was changed
Trade.stoploss_reinitialization(self.strategy.stoploss)
def process(self) -> bool:
def process(self) -> None:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:return: True if one or more trades has been created or closed, False otherwise
"""
state_changed = False
# Check whether markets have to be reloaded
self.exchange._reload_markets()
@ -138,19 +137,17 @@ class FreqtradeBot(object):
# First process current opened trades
for trade in trades:
state_changed |= self.process_maybe_execute_sell(trade)
self.process_maybe_execute_sell(trade)
# Then looking for buy opportunities
if len(trades) < self.config['max_open_trades']:
state_changed = self.process_maybe_execute_buy()
self.process_maybe_execute_buy()
if 'unfilledtimeout' in self.config:
# Check and handle any timed out open orders
self.check_handle_timedout()
Trade.session.flush()
return state_changed
def _extend_whitelist_with_trades(self, whitelist: List[str], trades: List[Any]):
"""
Extend whitelist with pairs from open trades
@ -259,11 +256,12 @@ class FreqtradeBot(object):
amount_reserve_percent = max(amount_reserve_percent, 0.5)
return min(min_stake_amounts) / amount_reserve_percent
def create_trade(self) -> bool:
def create_trades(self) -> bool:
"""
Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created
:return: True if a trade object has been created and persisted, False otherwise
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.
"""
interval = self.strategy.ticker_interval
whitelist = copy.deepcopy(self.active_pair_whitelist)
@ -282,15 +280,16 @@ class FreqtradeBot(object):
logger.info("No currency pair in whitelist, but checking to sell open trades.")
return False
buycount = 0
# running get_signal on historical data fetched
for _pair in whitelist:
(buy, sell) = self.strategy.get_signal(
_pair, interval, self.dataprovider.ohlcv(_pair, self.strategy.ticker_interval))
if buy and not sell:
if buy and not sell and len(Trade.get_open_trades()) < self.config['max_open_trades']:
stake_amount = self._get_trade_stake_amount(_pair)
if not stake_amount:
return False
continue
logger.info(f"Buy signal found: about create a new trade with stake_amount: "
f"{stake_amount} ...")
@ -300,12 +299,13 @@ class FreqtradeBot(object):
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):
return self.execute_buy(_pair, stake_amount)
buycount += self.execute_buy(_pair, stake_amount)
else:
return False
return self.execute_buy(_pair, stake_amount)
continue
return False
buycount += self.execute_buy(_pair, stake_amount)
return buycount > 0
def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
"""
@ -429,21 +429,17 @@ class FreqtradeBot(object):
return True
def process_maybe_execute_buy(self) -> bool:
def process_maybe_execute_buy(self) -> None:
"""
Tries to execute a buy trade in a safe way
:return: True if executed
"""
try:
# Create entity and execute trade
if self.create_trade():
return True
logger.info('Found no buy signals for whitelisted currencies. Trying again..')
return False
if not self.create_trades():
logger.info('Found no buy signals for whitelisted currencies. Trying again...')
except DependencyException as exception:
logger.warning('Unable to create trade: %s', exception)
return False
def process_maybe_execute_sell(self, trade: Trade) -> bool:
"""

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@ -44,7 +44,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
with pytest.raises(RPCException, match=r'.*no active trade*'):
rpc._rpc_trade_status()
freqtradebot.create_trade()
freqtradebot.create_trades()
results = rpc._rpc_trade_status()
assert {
'trade_id': 1,
@ -116,7 +116,7 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
with pytest.raises(RPCException, match=r'.*no active order*'):
rpc._rpc_status_table()
freqtradebot.create_trade()
freqtradebot.create_trades()
result = rpc._rpc_status_table()
assert 'instantly' in result['Since'].all()
assert 'ETH/BTC' in result['Pair'].all()
@ -151,7 +151,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter()
# Create some test data
freqtradebot.create_trade()
freqtradebot.create_trades()
trade = Trade.query.first()
assert trade
@ -208,7 +208,7 @@ 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_trade()
freqtradebot.create_trades()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
@ -222,7 +222,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
trade.close_date = datetime.utcnow()
trade.is_open = False
freqtradebot.create_trade()
freqtradebot.create_trades()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
@ -292,7 +292,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
rpc = RPC(freqtradebot)
# Create some test data
freqtradebot.create_trade()
freqtradebot.create_trades()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
@ -536,7 +536,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
msg = rpc._rpc_forcesell('all')
assert msg == {'result': 'Created sell orders for all open trades.'}
freqtradebot.create_trade()
freqtradebot.create_trades()
msg = rpc._rpc_forcesell('all')
assert msg == {'result': 'Created sell orders for all open trades.'}
@ -570,7 +570,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
assert cancel_order_mock.call_count == 1
assert trade.amount == filled_amount
freqtradebot.create_trade()
freqtradebot.create_trades()
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
@ -589,7 +589,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
assert cancel_order_mock.call_count == 2
assert trade.amount == amount
freqtradebot.create_trade()
freqtradebot.create_trades()
# make an limit-sell open trade
mocker.patch(
'freqtrade.exchange.Exchange.get_order',
@ -622,7 +622,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
rpc = RPC(freqtradebot)
# Create some test data
freqtradebot.create_trade()
freqtradebot.create_trades()
trade = Trade.query.first()
assert trade
@ -660,7 +660,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None:
assert counts["current"] == 0
# Create some test data
freqtradebot.create_trade()
freqtradebot.create_trades()
counts = rpc._rpc_count()
assert counts["current"] == 1

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@ -275,7 +275,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
assert rc.json["max"] == 1.0
# Create some test data
ftbot.create_trade()
ftbot.create_trades()
rc = client_get(client, f"{BASE_URI}/count")
assert_response(rc)
assert rc.json["current"] == 1.0
@ -329,7 +329,7 @@ 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_trade()
ftbot.create_trades()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
@ -418,7 +418,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
assert_response(rc, 502)
assert rc.json == {'error': 'Error querying _status: no active trade'}
ftbot.create_trade()
ftbot.create_trades()
rc = client_get(client, f"{BASE_URI}/status")
assert_response(rc)
assert len(rc.json) == 1
@ -548,7 +548,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
assert_response(rc, 502)
assert rc.json == {"error": "Error querying _forcesell: invalid argument"}
ftbot.create_trade()
ftbot.create_trades()
rc = client_post(client, f"{BASE_URI}/forcesell",
data='{"tradeid": "1"}')

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@ -192,7 +192,7 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
# Create some test data
for _ in range(3):
freqtradebot.create_trade()
freqtradebot.create_trades()
telegram._status(bot=MagicMock(), update=update)
assert msg_mock.call_count == 1
@ -240,7 +240,7 @@ def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> No
msg_mock.reset_mock()
# Create some test data
freqtradebot.create_trade()
freqtradebot.create_trades()
# Trigger status while we have a fulfilled order for the open trade
telegram._status(bot=MagicMock(), update=update)
@ -292,7 +292,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker)
msg_mock.reset_mock()
# Create some test data
freqtradebot.create_trade()
freqtradebot.create_trades()
telegram._status_table(bot=MagicMock(), update=update)
@ -308,6 +308,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker)
def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
limit_sell_order, markets, mocker) -> None:
patch_exchange(mocker)
default_conf['max_open_trades'] = 1
mocker.patch(
'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
return_value=15000.0
@ -331,7 +332,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
telegram = Telegram(freqtradebot)
# Create some test data
freqtradebot.create_trade()
freqtradebot.create_trades()
trade = Trade.query.first()
assert trade
@ -357,9 +358,9 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
# Reset msg_mock
msg_mock.reset_mock()
freqtradebot.config['max_open_trades'] = 2
# Add two other trades
freqtradebot.create_trade()
freqtradebot.create_trade()
freqtradebot.create_trades()
trades = Trade.query.all()
for trade in trades:
@ -438,7 +439,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
msg_mock.reset_mock()
# Create some test data
freqtradebot.create_trade()
freqtradebot.create_trades()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
@ -733,7 +734,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
telegram = Telegram(freqtradebot)
# Create some test data
freqtradebot.create_trade()
freqtradebot.create_trades()
trade = Trade.query.first()
assert trade
@ -784,7 +785,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
telegram = Telegram(freqtradebot)
# Create some test data
freqtradebot.create_trade()
freqtradebot.create_trades()
# Decrease the price and sell it
mocker.patch.multiple(
@ -832,14 +833,13 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker
markets=PropertyMock(return_value=markets),
validate_pairs=MagicMock(return_value={})
)
default_conf['max_open_trades'] = 4
freqtradebot = FreqtradeBot(default_conf)
patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot)
# Create some test data
for _ in range(4):
freqtradebot.create_trade()
freqtradebot.create_trades()
rpc_mock.reset_mock()
update.message.text = '/forcesell all'
@ -983,7 +983,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
telegram = Telegram(freqtradebot)
# Create some test data
freqtradebot.create_trade()
freqtradebot.create_trades()
trade = Trade.query.first()
assert trade
@ -1028,7 +1028,7 @@ def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> Non
freqtradebot.state = State.RUNNING
# Create some test data
freqtradebot.create_trade()
freqtradebot.create_trades()
msg_mock.reset_mock()
telegram._count(bot=MagicMock(), update=update)

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@ -253,13 +253,13 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf,
assert result == default_conf['stake_amount'] / conf['max_open_trades']
# create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
freqtrade.create_trade()
freqtrade.execute_buy('ETH/BTC', result)
result = freqtrade._get_trade_stake_amount('LTC/BTC')
assert result == default_conf['stake_amount'] / (conf['max_open_trades'] - 1)
# create 2 trades, order amount should be None
freqtrade.create_trade()
freqtrade.execute_buy('LTC/BTC', result)
result = freqtrade._get_trade_stake_amount('XRP/BTC')
assert result is None
@ -301,6 +301,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, markets, caplog, mocker,
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
edge_conf['max_open_trades'] = float('inf')
# Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
# Thus, if price falls 21%, stoploss should be triggered
@ -325,7 +326,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, markets, caplog, mocker,
freqtrade.active_pair_whitelist = ['NEO/BTC']
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.update(limit_buy_order)
#############################################
@ -341,6 +342,7 @@ def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee, markets,
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
edge_conf['max_open_trades'] = float('inf')
# Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
# Thus, if price falls 15%, stoploss should not be triggered
@ -365,7 +367,7 @@ def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee, markets,
freqtrade.active_pair_whitelist = ['NEO/BTC']
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.update(limit_buy_order)
#############################################
@ -379,6 +381,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf['stake_amount'] = 0.0000098751
default_conf['max_open_trades'] = 2
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
@ -388,7 +391,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert trade is not None
@ -396,7 +399,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
assert trade.is_open
assert trade.open_date is not None
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.order_by(Trade.id.desc()).first()
assert trade is not None
@ -519,7 +522,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
assert result == min(8, 2 * 2) / 0.9
def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
def test_create_trades(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@ -534,7 +537,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocke
whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert trade is not None
@ -552,8 +555,8 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocke
assert whitelist == default_conf['exchange']['pair_whitelist']
def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
def test_create_trades_no_stake_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
@ -568,11 +571,11 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
patch_get_signal(freqtrade)
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade.create_trade()
freqtrade.create_trades()
def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
def test_create_trades_minimal_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
@ -587,13 +590,13 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
freqtrade.create_trades()
rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
assert rate * amount >= default_conf['stake_amount']
def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
def test_create_trades_too_small_stake_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
@ -609,11 +612,11 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert not freqtrade.create_trade()
assert not freqtrade.create_trades()
def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
def test_create_trades_limit_reached(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@ -630,12 +633,12 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert not freqtrade.create_trade()
assert not freqtrade.create_trades()
assert freqtrade._get_trade_stake_amount('ETH/BTC') is None
def test_create_trade_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
markets, mocker, caplog) -> None:
def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
markets, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@ -650,13 +653,13 @@ def test_create_trade_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert freqtrade.create_trade()
assert not freqtrade.create_trade()
assert freqtrade.create_trades()
assert not freqtrade.create_trades()
assert log_has("No currency pair in whitelist, but checking to sell open trades.", caplog)
def test_create_trade_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
markets, mocker, caplog) -> None:
def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
markets, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@ -670,11 +673,11 @@ def test_create_trade_no_pairs_in_whitelist(default_conf, ticker, limit_buy_orde
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert not freqtrade.create_trade()
assert not freqtrade.create_trades()
assert log_has("Whitelist is empty.", caplog)
def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
def test_create_trades_no_signal(default_conf, fee, mocker) -> None:
default_conf['dry_run'] = True
patch_RPCManager(mocker)
@ -690,7 +693,56 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
Trade.query = MagicMock()
Trade.query.filter = MagicMock()
assert not freqtrade.create_trade()
assert not freqtrade.create_trades()
@pytest.mark.parametrize("max_open", range(0, 5))
def test_create_trades_multiple_trades(default_conf, ticker,
fee, markets, mocker, max_open) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf['max_open_trades'] = max_open
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
buy=MagicMock(return_value={'id': "12355555"}),
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trades()
trades = Trade.get_open_trades()
assert len(trades) == max_open
def test_create_trades_preopen(default_conf, ticker, fee, markets, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf['max_open_trades'] = 4
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
buy=MagicMock(return_value={'id': "12355555"}),
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create 2 existing trades
freqtrade.execute_buy('ETH/BTC', default_conf['stake_amount'])
freqtrade.execute_buy('NEO/BTC', default_conf['stake_amount'])
assert len(Trade.get_open_trades()) == 2
# Create 2 new trades using create_trades
assert freqtrade.create_trades()
trades = Trade.get_open_trades()
assert len(trades) == 4
def test_process_trade_creation(default_conf, ticker, limit_buy_order,
@ -711,8 +763,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = freqtrade.process()
assert result is True
freqtrade.process()
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
@ -744,8 +795,7 @@ def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> Non
worker = Worker(args=None, config=default_conf)
patch_get_signal(worker.freqtrade)
result = worker._process()
assert result is False
worker._process()
assert sleep_mock.has_calls()
@ -763,8 +813,7 @@ def test_process_operational_exception(default_conf, ticker, markets, mocker) ->
assert worker.state == State.RUNNING
result = worker._process()
assert result is False
worker._process()
assert worker.state == State.STOPPED
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
@ -786,13 +835,14 @@ def test_process_trade_handling(
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = freqtrade.process()
assert result is True
freqtrade.process()
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
result = freqtrade.process()
assert result is False
# Nothing happened ...
freqtrade.process()
assert len(trades) == 1
def test_process_trade_no_whitelist_pair(
@ -834,11 +884,10 @@ def test_process_trade_no_whitelist_pair(
))
assert pair not in freqtrade.active_pair_whitelist
result = freqtrade.process()
freqtrade.process()
assert pair in freqtrade.active_pair_whitelist
# Make sure each pair is only in the list once
assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist))
assert result is True
def test_process_informative_pairs_added(default_conf, ticker, markets, mocker) -> None:
@ -1078,7 +1127,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
# Fourth case: when stoploss is set and it is hit
# should unset stoploss_order_id and return true
# as a trade actually happened
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
@ -1153,7 +1202,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
patch_get_signal(freqtrade)
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
@ -1243,7 +1292,7 @@ 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_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
@ -1286,7 +1335,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
edge_conf['max_open_trades'] = float('inf')
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
@ -1324,7 +1373,7 @@ 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_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
@ -1388,21 +1437,19 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
stop_price=0.00002344 * 0.99)
def test_process_maybe_execute_buy(mocker, default_conf) -> None:
def test_process_maybe_execute_buy(mocker, default_conf, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=True))
assert freqtrade.process_maybe_execute_buy()
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=False))
assert not freqtrade.process_maybe_execute_buy()
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trades', MagicMock(return_value=False))
freqtrade.process_maybe_execute_buy()
assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.create_trade',
'freqtrade.freqtradebot.FreqtradeBot.create_trades',
MagicMock(side_effect=DependencyException)
)
freqtrade.process_maybe_execute_buy()
@ -1589,7 +1636,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert trade
@ -1629,7 +1676,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
patch_get_signal(freqtrade, value=(True, True))
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
freqtrade.create_trades()
# Buy and Sell triggering, so doing nothing ...
trades = Trade.query.all()
@ -1638,7 +1685,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
# Buy is triggering, so buying ...
patch_get_signal(freqtrade, value=(True, False))
freqtrade.create_trade()
freqtrade.create_trades()
trades = Trade.query.all()
nb_trades = len(trades)
assert nb_trades == 1
@ -1685,7 +1732,7 @@ 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_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.is_open = True
@ -1717,7 +1764,7 @@ def test_handle_trade_experimental(
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.is_open = True
@ -1745,7 +1792,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
patch_get_signal(freqtrade)
# Create trade and sell it
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert trade
@ -2085,7 +2132,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert trade
@ -2131,7 +2178,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert trade
@ -2180,7 +2227,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert trade
@ -2237,7 +2284,7 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee,
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
patch_get_signal(freqtrade)
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
Trade.session = MagicMock()
@ -2284,7 +2331,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf,
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert trade
@ -2336,7 +2383,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf,
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
freqtrade.process_maybe_execute_sell(trade)
assert trade
@ -2388,7 +2435,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert trade
@ -2435,7 +2482,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert trade
@ -2491,7 +2538,7 @@ 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_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2522,7 +2569,7 @@ 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_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2553,7 +2600,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, market
patch_get_signal(freqtrade)
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
sell_flag=False, sell_type=SellType.NONE))
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2584,7 +2631,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2614,7 +2661,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2646,7 +2693,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog,
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert freqtrade.handle_trade(trade) is False
@ -2699,7 +2746,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2757,7 +2804,7 @@ 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_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2820,7 +2867,7 @@ 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_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -2879,7 +2926,7 @@ 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_trade()
freqtrade.create_trades()
trade = Trade.query.first()
trade.update(limit_buy_order)
@ -3136,7 +3183,7 @@ 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_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert trade is not None
@ -3170,7 +3217,7 @@ 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_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert trade is None
@ -3276,7 +3323,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
freqtrade.create_trades()
trade = Trade.query.first()
assert trade

View File

@ -127,11 +127,10 @@ class Worker(object):
time.sleep(duration)
return result
def _process(self) -> bool:
def _process(self) -> None:
logger.debug("========================================")
state_changed = False
try:
state_changed = self.freqtrade.process()
self.freqtrade.process()
except TemporaryError as error:
logger.warning(f"Error: {error}, retrying in {constants.RETRY_TIMEOUT} seconds...")
time.sleep(constants.RETRY_TIMEOUT)
@ -144,10 +143,6 @@ class Worker(object):
})
logger.exception('OperationalException. Stopping trader ...')
self.freqtrade.state = State.STOPPED
# TODO: The return value of _process() is not used apart tests
# and should (could) be eliminated later. See PR #1689.
# state_changed = True
return state_changed
def _reconfigure(self) -> None:
"""