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add custom_price_max_distance_percent security to get_valid_price, update tests

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axel 2021-08-16 15:18:57 -04:00
parent c456cfc312
commit 3ea4b2ba00
2 changed files with 27 additions and 4 deletions
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17
freqtrade/freqtradebot.py
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@ -1401,10 +1401,21 @@ class FreqtradeBot(LoggingMixin):
""" """
if custom_price: if custom_price:
try: try:
valid_price = float(custom_price) valid_custom_price = float(custom_price)
except ValueError: except ValueError:
valid_price = proposed_price valid_custom_price = proposed_price
else: else:
valid_price = proposed_price valid_custom_price = proposed_price
cust_p_max_dist_pct = self.config.get('custom_price_max_distance_percent', 2.0)
min_custom_price_allowed = proposed_price - ((proposed_price * cust_p_max_dist_pct) / 100)
max_custom_price_allowed = proposed_price + ((proposed_price * cust_p_max_dist_pct) / 100)
if valid_custom_price > max_custom_price_allowed:
valid_price = max_custom_price_allowed
elif valid_custom_price < min_custom_price_allowed:
valid_price = min_custom_price_allowed
else:
valid_price = valid_custom_price
return valid_price return valid_price

14
tests/test_freqtradebot.py
View File

@ -4594,19 +4594,25 @@ def test_get_valid_price(mocker, default_conf) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
freqtrade.config['custom_price_max_distance_percent'] = 2.0
custom_price_string = "10" custom_price_string = "10"
custom_price_badstring = "10abc" custom_price_badstring = "10abc"
custom_price_float = 10.0 custom_price_float = 10.0
custom_price_int = 10 custom_price_int = 10
proposed_price = 12.2 custom_price_over_max_alwd = 11.0
custom_price_under_min_alwd = 9.0
proposed_price = 10.1
valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price) valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price) valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price)
valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price) valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price) valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
valid_price_at_max_alwd = freqtrade.get_valid_price(custom_price_over_max_alwd, proposed_price)
valid_price_at_min_alwd = freqtrade.get_valid_price(custom_price_under_min_alwd, proposed_price)
assert isinstance(valid_price_from_string, float) assert isinstance(valid_price_from_string, float)
assert isinstance(valid_price_from_badstring, float) assert isinstance(valid_price_from_badstring, float)
assert isinstance(valid_price_from_int, float) assert isinstance(valid_price_from_int, float)
@ -4616,3 +4622,9 @@ def test_get_valid_price(mocker, default_conf) -> None:
assert valid_price_from_badstring == proposed_price assert valid_price_from_badstring == proposed_price
assert valid_price_from_int == custom_price_int assert valid_price_from_int == custom_price_int
assert valid_price_from_float == custom_price_float assert valid_price_from_float == custom_price_float
assert valid_price_at_max_alwd != custom_price_over_max_alwd
assert valid_price_at_max_alwd > proposed_price
assert valid_price_at_min_alwd != custom_price_under_min_alwd
assert valid_price_at_min_alwd < proposed_price