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Add the ability to have a dynamic stake_amount based on the balance. the stake_amount in the conf is used has the maximum stake_amount authorized

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This commit is contained in:
Jean-Baptiste LE STANG 2017-12-29 23:29:21 +01:00
parent 9f5f0ddaaa
commit 3de0b78934
5 changed files with 30 additions and 21 deletions
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1
config.json.example
View File

@ -33,6 +33,7 @@
},
"experimental": {
"use_sell_signal": false
"auto_stake_amount": false
},
"telegram": {
"enabled": true,

13
freqtrade/main.py
View File

@ -72,8 +72,15 @@ def _process(dynamic_whitelist: Optional[int] = 0) -> bool:
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < _CONF['max_open_trades']:
try:
balance = exchange.get_balance(_CONF['stake_currency'])
stake_amount = float(_CONF['stake_amount'])
if _CONF.get('experimental', {}).get('auto_stake_amount'):
#Numbers of trading slots available
nb_trades_left = float(_CONF['max_open_trades'] - len (trades))
#stake_amount in the conf is being used as the max value authorized
stake_amount = min(_CONF['stake_amount'], balance / nb_trades_left)
# Create entity and execute trade
state_changed = create_trade(float(_CONF['stake_amount']))
state_changed = create_trade(stake_amount, balance)
if not state_changed:
logger.info(
'Checked all whitelisted currencies. '
@ -203,7 +210,7 @@ def get_target_bid(ticker: Dict[str, float]) -> float:
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
def create_trade(stake_amount: float) -> bool:
def create_trade(stake_amount: float, balance: float) -> 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
@ -216,7 +223,7 @@ def create_trade(stake_amount: float) -> bool:
)
whitelist = copy.deepcopy(_CONF['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled
if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
if balance < stake_amount:
raise DependencyException(
'stake amount is not fulfilled (currency={})'.format(_CONF['stake_currency'])
)

3
freqtrade/misc.py
View File

@ -234,7 +234,8 @@ CONF_SCHEMA = {
'experimental': {
'type': 'object',
'properties': {
'use_sell_signal': {'type': 'boolean'}
'use_sell_signal': {'type': 'boolean'},
'auto_stake_amount': {'type': 'boolean'}
}
},
'telegram': {

16
freqtrade/tests/test_main.py
View File

@ -116,7 +116,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001,1)
trade = Trade.query.first()
assert trade is not None
@ -146,7 +146,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
min_stake_amount = 0.0005
create_trade(min_stake_amount)
create_trade(min_stake_amount, 1)
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= min_stake_amount
@ -161,7 +161,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
buy=MagicMock(return_value='mocked_limit_buy'),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], default_conf['stake_amount'] - 0.0001)
def test_create_trade_no_pairs(default_conf, ticker, mocker):
@ -177,7 +177,7 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
conf = copy.deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = []
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], default_conf['stake_amount'])
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
@ -197,7 +197,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001,1)
trade = Trade.query.first()
assert trade
@ -230,7 +230,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, mocker, caplog)
mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001,1)
trade = Trade.query.first()
trade.is_open = True
@ -262,7 +262,7 @@ def test_handle_trade_experimental(default_conf, ticker, limit_buy_order, mocker
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001,1)
trade = Trade.query.first()
trade.is_open = True
@ -288,7 +288,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
# Create trade and sell it
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001,1)
trade = Trade.query.first()
assert trade

18
freqtrade/tests/test_rpc_telegram.py
View File

@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001,1)
# Trigger status while we have a fulfilled order for the open trade
_status(bot=MagicMock(), update=update)
@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(15.0)
create_trade(15.0,15.0)
_status_table(bot=MagicMock(), update=update)
@ -175,7 +175,7 @@ def test_profit_handle(
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001,1)
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
@ -224,7 +224,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001,1)
trade = Trade.query.first()
assert trade
@ -261,7 +261,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001,1)
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
@ -323,7 +323,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
# Create some test data
for _ in range(4):
create_trade(0.001)
create_trade(0.001, 1)
rpc_mock.reset_mock()
update.message.text = '/forcesell all'
@ -388,7 +388,7 @@ def test_performance_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001,1)
trade = Trade.query.first()
assert trade
@ -426,7 +426,7 @@ def test_daily_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001,1)
trade = Trade.query.first()
assert trade
@ -479,7 +479,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
update_state(State.RUNNING)
# Create some test data
create_trade(0.001)
create_trade(0.001,1)
msg_mock.reset_mock()
_count(bot=MagicMock(), update=update)