Merge pull request #6316 from samgermain/max-amount

exchange.get_max_pair_stake_amount

freqtrade/exchange/exchange.py

@@ -9,7 +9,7 @@ import logging
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from math import ceil
-from typing import Any, Dict, List, Optional, Tuple, Union
+from typing import Any, Dict, List, Literal, Optional, Tuple, Union
 
 import arrow
 import ccxt
@@ -677,33 +677,63 @@ class Exchange:
         else:
             return 1 / pow(10, precision)
 
-    def get_min_pair_stake_amount(self, pair: str, price: float, stoploss: float,
+    def get_min_pair_stake_amount(
-                                  leverage: Optional[float] = 1.0) -> Optional[float]:
+        self,
+        pair: str,
+        price: float,
+        stoploss: float,
+        leverage: Optional[float] = 1.0
+    ) -> Optional[float]:
+        return self._get_stake_amount_limit(pair, price, stoploss, 'min', leverage)
+
+    def get_max_pair_stake_amount(
+        self,
+        pair: str,
+        price: float,
+    ) -> float:
+        max_stake_amount = self._get_stake_amount_limit(pair, price, 0.0, 'max')
+        if max_stake_amount is None:
+            # * Should never be executed
+            raise OperationalException(f'{self.name}.get_max_pair_stake_amount should'
+                                       'never set max_stake_amount to None')
+        return max_stake_amount
+
+    def _get_stake_amount_limit(
+        self,
+        pair: str,
+        price: float,
+        stoploss: float,
+        limit: Literal['min', 'max'],
+        leverage: Optional[float] = 1.0
+    ) -> Optional[float]:
+
+        isMin = limit == 'min'
+
         try:
             market = self.markets[pair]
         except KeyError:
             raise ValueError(f"Can't get market information for symbol {pair}")
 
-        min_stake_amounts = []
+        stake_limits = []
         limits = market['limits']
-        if (limits['cost']['min'] is not None):
+        if (limits['cost'][limit] is not None):
-            min_stake_amounts.append(
+            stake_limits.append(
                 self._contracts_to_amount(
                     pair,
-                    limits['cost']['min']
+                    limits['cost'][limit]
                 )
             )
 
-        if (limits['amount']['min'] is not None):
+        if (limits['amount'][limit] is not None):
-            min_stake_amounts.append(
+            stake_limits.append(
                 self._contracts_to_amount(
                     pair,
-                    limits['amount']['min'] * price
+                    limits['amount'][limit] * price
                 )
             )
 
-        if not min_stake_amounts:
+        if not stake_limits:
-            return None
+            return None if isMin else float('inf')
 
         # reserve some percent defined in config (5% default) + stoploss
         amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
@@ -718,9 +748,9 @@ class Exchange:
         # for cost (quote, stake currency), so max() is used here.
         # See also #2575 at github.
         return self._get_stake_amount_considering_leverage(
-            max(min_stake_amounts) * amount_reserve_percent,
+            max(stake_limits) * amount_reserve_percent,
             leverage or 1.0
-        )
+        ) if isMin else min(stake_limits)  # TODO-lev: Account 4 max_reserve_percent in max limits?
 
     def _get_stake_amount_considering_leverage(self, stake_amount: float, leverage: float):
         """
@@ -904,6 +934,7 @@ class Exchange:
 
     def create_order(
         self,
+        *,
         pair: str,
         ordertype: str,
         side: str,
@@ -935,7 +966,7 @@ class Exchange:
                 side,
                 amount,
                 rate_for_order,
-                params
+                params,
             )
             self._log_exchange_response('create_order', order)
             order = self._order_contracts_to_amount(order)

freqtrade/freqtradebot.py

@@ -543,12 +543,14 @@ class FreqtradeBot(LoggingMixin):
         min_stake_amount = self.exchange.get_min_pair_stake_amount(trade.pair,
                                                                    current_rate,
                                                                    self.strategy.stoploss)
-        max_stake_amount = self.wallets.get_available_stake_amount()
+        max_stake_amount = self.exchange.get_max_pair_stake_amount(trade.pair, current_rate)
+        stake_available = self.wallets.get_available_stake_amount()
         logger.debug(f"Calling adjust_trade_position for pair {trade.pair}")
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
                                              default_retval=None)(
             trade=trade, current_time=datetime.now(timezone.utc), current_rate=current_rate,
-            current_profit=current_profit, min_stake=min_stake_amount, max_stake=max_stake_amount)
+            current_profit=current_profit, min_stake=min_stake_amount,
+            max_stake=min(max_stake_amount, stake_available))
 
         if stake_amount is not None and stake_amount > 0.0:
             # We should increase our position
@@ -824,7 +826,9 @@ class FreqtradeBot(LoggingMixin):
         self, pair: str, price: Optional[float], stake_amount: float,
         side: str, trade_side: str,
         entry_tag: Optional[str],
-            trade: Optional[Trade]) -> Tuple[float, float]:
+        trade: Optional[Trade]
+    ) -> Tuple[float, float]:
+
         if price:
             enter_limit_requested = price
         else:
@@ -845,19 +849,25 @@ class FreqtradeBot(LoggingMixin):
         # We do however also need min-stake to determine leverage, therefore this is ignored as
         # edge-case for now.
         min_stake_amount = self.exchange.get_min_pair_stake_amount(
-            pair, enter_limit_requested, self.strategy.stoploss,)
+            pair, enter_limit_requested, self.strategy.stoploss)
+        max_stake_amount = self.exchange.get_max_pair_stake_amount(pair, enter_limit_requested)
 
         if not self.edge and trade is None:
-            max_stake_amount = self.wallets.get_available_stake_amount()
+            stake_available = self.wallets.get_available_stake_amount()
             stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
                                                  default_retval=stake_amount)(
                 pair=pair, current_time=datetime.now(timezone.utc),
                 current_rate=enter_limit_requested, proposed_stake=stake_amount,
-                min_stake=min_stake_amount, max_stake=max_stake_amount,
+                min_stake=min_stake_amount, max_stake=min(max_stake_amount, stake_available),
                 entry_tag=entry_tag, side=trade_side
             )
 
-        stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
+        stake_amount = self.wallets.validate_stake_amount(
+            pair=pair,
+            stake_amount=stake_amount,
+            min_stake_amount=min_stake_amount,
+            max_stake_amount=max_stake_amount,
+        )
 
         return enter_limit_requested, stake_amount
 

freqtrade/optimize/backtesting.py

@@ -414,14 +414,15 @@ class Backtesting:
 
     def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, row: Tuple
                                            ) -> LocalTrade:
-
         current_profit = trade.calc_profit_ratio(row[OPEN_IDX])
         min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, row[OPEN_IDX], -0.1)
-        max_stake = self.wallets.get_available_stake_amount()
+        max_stake = self.exchange.get_max_pair_stake_amount(trade.pair, row[OPEN_IDX])
+        stake_available = self.wallets.get_available_stake_amount()
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
                                              default_retval=None)(
             trade=trade, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
-            current_profit=current_profit, min_stake=min_stake, max_stake=max_stake)
+            current_profit=current_profit, min_stake=min_stake,
+            max_stake=min(max_stake, stake_available))
 
         # Check if we should increase our position
         if stake_amount is not None and stake_amount > 0.0:
@@ -555,7 +556,8 @@ class Backtesting:
         propose_rate = min(max(propose_rate, row[LOW_IDX]), row[HIGH_IDX])
 
         min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, propose_rate, -0.05) or 0
-        max_stake_amount = self.wallets.get_available_stake_amount()
+        max_stake_amount = self.exchange.get_max_pair_stake_amount(pair, propose_rate)
+        stake_available = self.wallets.get_available_stake_amount()
 
         pos_adjust = trade is not None
         if not pos_adjust:
@@ -567,10 +569,16 @@ class Backtesting:
             stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
                                                  default_retval=stake_amount)(
                 pair=pair, current_time=current_time, current_rate=propose_rate,
-                proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount,
+                proposed_stake=stake_amount, min_stake=min_stake_amount,
+                max_stake=min(stake_available, max_stake_amount),
                 entry_tag=entry_tag, side=direction)
 
-        stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
+        stake_amount = self.wallets.validate_stake_amount(
+            pair=pair,
+            stake_amount=stake_amount,
+            min_stake_amount=min_stake_amount,
+            max_stake_amount=max_stake_amount,
+        )
 
         if not stake_amount:
             # In case of pos adjust, still return the original trade

freqtrade/wallets.py

@@ -238,12 +238,12 @@ class Wallets:
 
         return self._check_available_stake_amount(stake_amount, available_amount)
 
-    def validate_stake_amount(self, pair, stake_amount, min_stake_amount):
+    def validate_stake_amount(self, pair, stake_amount, min_stake_amount, max_stake_amount):
         if not stake_amount:
             logger.debug(f"Stake amount is {stake_amount}, ignoring possible trade for {pair}.")
             return 0
 
-        max_stake_amount = self.get_available_stake_amount()
+        max_stake_amount = min(max_stake_amount, self.get_available_stake_amount())
 
         if min_stake_amount > max_stake_amount:
             if self._log:

tests/conftest.py

@@ -587,7 +587,7 @@ def get_markets():
             'limits': {
                 'amount': {
                     'min': 0.01,
-                    'max': 1000,
+                    'max': 100000000,
                 },
                 'price': {
                     'min': None,
@@ -622,7 +622,7 @@ def get_markets():
             'limits': {
                 'amount': {
                     'min': 0.01,
-                    'max': 1000,
+                    'max': 100000000,
                 },
                 'price': {
                     'min': None,
@@ -690,7 +690,7 @@ def get_markets():
             'limits': {
                 'amount': {
                     'min': 0.01,
-                    'max': 1000,
+                    'max': 100000000,
                 },
                 'price': {
                     'min': None,
@@ -725,7 +725,7 @@ def get_markets():
             'limits': {
                 'amount': {
                     'min': 0.01,
-                    'max': 1000,
+                    'max': 100000000,
                 },
                 'price': {
                     'min': None,
@@ -760,7 +760,7 @@ def get_markets():
             'limits': {
                 'amount': {
                     'min': 0.01,
-                    'max': 1000,
+                    'max': 100000000,
                 },
                 'price': {
                     'min': None,
@@ -988,7 +988,7 @@ def get_markets():
             'limits': {
                 'amount': {
                     'min': 0.01,
-                    'max': 1000,
+                    'max': 100000000000,
                 },
                 'price': {
                     'min': None,

tests/exchange/test_exchange.py

@@ -342,7 +342,7 @@ def test_price_get_one_pip(default_conf, mocker, price, precision_mode, precisio
     assert pytest.approx(exchange.price_get_one_pip(pair, price)) == expected
 
 
-def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
+def test__get_stake_amount_limit(mocker, default_conf) -> None:
 
     exchange = get_patched_exchange(mocker, default_conf, id="binance")
     stoploss = -0.05
@@ -356,7 +356,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
     with pytest.raises(ValueError, match=r'.*get market information.*'):
         exchange.get_min_pair_stake_amount('BNB/BTC', 1, stoploss)
 
-    # no cost Min
+    # no cost/amount Min
     markets["ETH/BTC"]["limits"] = {
         'cost': {'min': None, 'max': None},
         'amount': {'min': None, 'max': None},
@@ -367,51 +367,33 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
     assert result is None
+    result = exchange.get_max_pair_stake_amount('ETH/BTC', 1)
+    assert result == float('inf')
 
-    # no amount Min
+    # min/max cost is set
     markets["ETH/BTC"]["limits"] = {
-        'cost': {'min': None, 'max': None},
+        'cost': {'min': 2, 'max': 10000},
-        'amount': {'min': None, 'max': None},
-    }
-    mocker.patch(
-        'freqtrade.exchange.Exchange.markets',
-        PropertyMock(return_value=markets)
-    )
-    result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
-    assert result is None
-
-    # empty 'cost'/'amount' section
-    markets["ETH/BTC"]["limits"] = {
-        'cost': {'min': None, 'max': None},
-        'amount': {'min': None, 'max': None},
-    }
-    mocker.patch(
-        'freqtrade.exchange.Exchange.markets',
-        PropertyMock(return_value=markets)
-    )
-    result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
-    assert result is None
-
-    # min cost is set
-    markets["ETH/BTC"]["limits"] = {
-        'cost': {'min': 2, 'max': None},
         'amount': {'min': None, 'max': None},
     }
     mocker.patch(
         'freqtrade.exchange.Exchange.markets',
         PropertyMock(return_value=markets)
     )
+    # min
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
     expected_result = 2 * (1+0.05) / (1-abs(stoploss))
     assert isclose(result, expected_result)
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss, 3.0)
     assert isclose(result, expected_result/3)
+    # max
+    result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
+    assert result == 10000
 
     # min amount is set
     markets["ETH/BTC"]["limits"] = {
         'cost': {'min': None, 'max': None},
-        'amount': {'min': 2, 'max': None},
+        'amount': {'min': 2, 'max': 10000},
     }
     mocker.patch(
         'freqtrade.exchange.Exchange.markets',
@@ -423,6 +405,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0)
     assert isclose(result, expected_result/5)
+    # max
+    result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
+    assert result == 20000
 
     # min amount and cost are set (cost is minimal)
     markets["ETH/BTC"]["limits"] = {
@@ -442,8 +427,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
 
     # min amount and cost are set (amount is minial)
     markets["ETH/BTC"]["limits"] = {
-        'cost': {'min': 8, 'max': None},
+        'cost': {'min': 8, 'max': 10000},
-        'amount': {'min': 2, 'max': None},
+        'amount': {'min': 2, 'max': 500},
     }
     mocker.patch(
         'freqtrade.exchange.Exchange.markets',
@@ -455,6 +440,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 7.0)
     assert isclose(result, expected_result/7.0)
+    # Max
+    result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
+    assert result == 1000
 
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
     expected_result = max(8, 2 * 2) * 1.5
@@ -462,6 +450,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4, 8.0)
     assert isclose(result, expected_result/8.0)
+    # Max
+    result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
+    assert result == 1000
 
     # Really big stoploss
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
@@ -470,6 +461,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
     assert isclose(result, expected_result/12)
+    # Max
+    result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
+    assert result == 1000
 
     markets["ETH/BTC"]["contractSize"] = '0.01'
     default_conf['trading_mode'] = 'futures'
@@ -483,6 +477,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
     # Contract size 0.01
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
     assert isclose(result, expected_result * 0.01)
+    # Max
+    result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
+    assert result == 10
 
     markets["ETH/BTC"]["contractSize"] = '10'
     mocker.patch(
@@ -492,6 +489,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
     # With Leverage, Contract size 10
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
     assert isclose(result, (expected_result/12) * 10.0)
+    # Max
+    result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
+    assert result == 10000
 
 
 def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
@@ -499,10 +499,10 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
     stoploss = -0.05
     markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}}
 
-    # Real Binance data
+    # ~Real Binance data
     markets["ETH/BTC"]["limits"] = {
-        'cost': {'min': 0.0001},
+        'cost': {'min': 0.0001, 'max': 4000},
-        'amount': {'min': 0.001}
+        'amount': {'min': 0.001, 'max': 10000},
     }
     mocker.patch(
         'freqtrade.exchange.Exchange.markets',
@@ -511,9 +511,23 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
     expected_result = max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss))
     assert round(result, 8) == round(expected_result, 8)
+    # Max
+    result = exchange.get_max_pair_stake_amount('ETH/BTC', 2.0)
+    assert result == 4000
+
+    # Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
     assert round(result, 8) == round(expected_result/3, 8)
 
+    # Contract_size
+    markets["ETH/BTC"]["contractSize"] = 0.1
+    result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
+    assert round(result, 8) == round((expected_result/3), 8)
+
+    # Max
+    result = exchange.get_max_pair_stake_amount('ETH/BTC', 12.0)
+    assert result == 4000
+
 
 def test_set_sandbox(default_conf, mocker):
     """
@@ -2537,7 +2551,15 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
     assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
 
-    order = exchange.create_order('ETH/BTC', 'limit', "buy", 5, 0.55, 'gtc')
+    order = exchange.create_order(
+        pair='ETH/BTC',
+        ordertype='limit',
+        side='buy',
+        amount=5,
+        rate=0.55,
+        time_in_force='gtc',
+        leverage=1.0,
+    )
 
     cancel_order = exchange.cancel_order(order_id=order['id'], pair='ETH/BTC')
     assert order['id'] == cancel_order['id']
@@ -4062,3 +4084,126 @@ def test_liquidation_price(
         upnl_ex_1=upnl_ex_1,
         position=position,
     ), 2), expected)
+
+
+def test_get_max_pair_stake_amount(
+    mocker,
+    default_conf,
+):
+    api_mock = MagicMock()
+    default_conf['margin_mode'] = 'isolated'
+    default_conf['trading_mode'] = 'futures'
+    exchange = get_patched_exchange(mocker, default_conf, api_mock)
+    markets = {
+        'XRP/USDT:USDT': {
+            'limits': {
+                'amount': {
+                    'min': 0.001,
+                    'max': 10000
+                },
+                'cost': {
+                    'min': 5,
+                    'max': None
+                },
+            },
+            'contractSize': None,
+            'spot': False,
+        },
+        'LTC/USDT:USDT': {
+            'limits': {
+                'amount': {
+                    'min': 0.001,
+                    'max': None
+                },
+                'cost': {
+                    'min': 5,
+                    'max': None
+                },
+            },
+            'contractSize': 0.01,
+            'spot': False,
+        },
+        'ETH/USDT:USDT': {
+            'limits': {
+                'amount': {
+                    'min': 0.001,
+                    'max': 10000
+                },
+                'cost': {
+                    'min': 5,
+                    'max': 30000,
+                },
+            },
+            'contractSize': 0.01,
+            'spot': False,
+        },
+        'BTC/USDT': {
+            'limits': {
+                'amount': {
+                    'min': 0.001,
+                    'max': 10000
+                },
+                'cost': {
+                    'min': 5,
+                    'max': None
+                },
+            },
+            'contractSize': 0.01,
+            'spot': True,
+        },
+        'ADA/USDT': {
+            'limits': {
+                'amount': {
+                    'min': 0.001,
+                    'max': 10000
+                },
+                'cost': {
+                    'min': 5,
+                    'max': 500,
+                },
+            },
+            'contractSize': 0.01,
+            'spot': True,
+        },
+        'DOGE/USDT:USDT': {
+            'limits': {
+                'amount': {
+                    'min': 0.001,
+                    'max': 10000
+                },
+                'cost': {
+                    'min': 5,
+                    'max': 500
+                },
+            },
+            'contractSize': None,
+            'spot': False,
+        },
+        'LUNA/USDT:USDT': {
+            'limits': {
+                'amount': {
+                    'min': 0.001,
+                    'max': 10000
+                },
+                'cost': {
+                    'min': 5,
+                    'max': 500
+                },
+            },
+            'contractSize': 0.01,
+            'spot': False,
+        },
+    }
+
+    mocker.patch('freqtrade.exchange.Exchange.markets', markets)
+    assert exchange.get_max_pair_stake_amount('XRP/USDT:USDT', 2.0) == 20000
+    assert exchange.get_max_pair_stake_amount('LTC/USDT:USDT', 2.0) == float('inf')
+    assert exchange.get_max_pair_stake_amount('ETH/USDT:USDT', 2.0) == 200
+    assert exchange.get_max_pair_stake_amount('DOGE/USDT:USDT', 2.0) == 500
+    assert exchange.get_max_pair_stake_amount('LUNA/USDT:USDT', 2.0) == 5.0
+
+    default_conf['trading_mode'] = 'spot'
+    exchange = get_patched_exchange(mocker, default_conf, api_mock)
+    mocker.patch('freqtrade.exchange.Exchange.markets', markets)
+    assert exchange.get_max_pair_stake_amount('BTC/USDT', 2.0) == 20000
+    assert exchange.get_max_pair_stake_amount('ADA/USDT', 2.0) == 500

tests/optimize/test_backtest_detail.py

@@ -609,6 +609,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
 
     mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     mocker.patch("freqtrade.exchange.Binance.get_max_leverage", return_value=100)
     patch_exchange(mocker)
     frame = _build_backtest_dataframe(data.data)

tests/optimize/test_backtesting.py

@@ -497,9 +497,11 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
 
 
 def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
+    # TODO-lev: test max_pair_stake_amount
     default_conf['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     patch_exchange(mocker)
     default_conf['stake_amount'] = 'unlimited'
     default_conf['max_open_trades'] = 2
@@ -546,6 +548,11 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     assert trade.stake_amount == 495
     assert trade.is_short is True
 
+    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=300.0)
+    trade = backtesting._enter_trade(pair, row=row, direction='long')
+    assert trade
+    assert trade.stake_amount == 300.0
+
     # Stake-amount too high!
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0)
 
@@ -566,6 +573,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
     default_conf['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     patch_exchange(mocker)
     default_conf['timeframe_detail'] = '1m'
     default_conf['max_open_trades'] = 2
@@ -659,6 +667,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     patch_exchange(mocker)
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
@@ -724,6 +733,7 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
     default_conf['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     patch_exchange(mocker)
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
@@ -772,6 +782,7 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
     default_conf['enable_protections'] = True
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     tests = [
         ['sine', 9],
         ['raise', 10],
@@ -806,6 +817,7 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
         default_conf['enable_protections'] = True
 
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     # While buy-signals are unrealistic, running backtesting
     # over and over again should not cause different results
@@ -846,6 +858,7 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir):
 
 def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     backtest_conf = _make_backtest_conf(mocker, conf=default_conf,
                                         pair='UNITTEST/BTC', datadir=testdatadir)
@@ -892,6 +905,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
         return dataframe
 
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     patch_exchange(mocker)
 

tests/optimize/test_backtesting_adjust_position.py

@@ -17,6 +17,7 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
     default_conf['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     patch_exchange(mocker)
     default_conf.update({
         "stake_amount": 100.0,

tests/test_freqtradebot.py

@@ -743,6 +743,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
         (open_rate - (wallet_balance / position)) / (1 - (mm_ratio + taker_fee_rate))
         (10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207
     """
+    # TODO: Split this test into multiple tests to improve readability
     open_order = limit_order_open[enter_side(is_short)]
     order = limit_order[enter_side(is_short)]
     default_conf_usdt['trading_mode'] = trading_mode
@@ -932,6 +933,22 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     assert trade.open_rate_requested == 10
     assert trade.isolated_liq == liq_price
 
+    # In case of too high stake amount
+
+    order['status'] = 'open'
+    order['id'] = '55672'
+
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_max_pair_stake_amount=MagicMock(return_value=500),
+    )
+    freqtrade.exchange.get_max_pair_stake_amount = MagicMock(return_value=500)
+
+    assert freqtrade.execute_entry(pair, 2000, is_short=is_short)
+    trade = Trade.query.all()[9]
+    trade.is_short = is_short
+    assert trade.stake_amount == 500
+
 
 @pytest.mark.parametrize("is_short", [False, True])
 def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_order, is_short) -> None:

tests/test_wallets.py

@@ -180,23 +180,31 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     assert result == 0
 
 
-@pytest.mark.parametrize('stake_amount,min_stake_amount,max_stake_amount,expected', [
+@pytest.mark.parametrize('stake_amount,min_stake,stake_available,max_stake,expected', [
-    (22, 11, 50, 22),
+    (22, 11, 50, 10000, 22),
-    (100, 11, 500, 100),
+    (100, 11, 500, 10000, 100),
-    (1000, 11, 500, 500),  # Above max-stake
+    (1000, 11, 500, 10000, 500),  # Above stake_available
-    (20, 15, 10, 0),  # Minimum stake > max-stake
+    (700, 11, 1000, 400, 400),  # Above max_stake, below stake available
-    (9, 11, 100, 11),  # Below min stake
+    (20, 15, 10, 10000, 0),  # Minimum stake > stake_available
-    (1, 15, 10, 0),  # Below min stake and min_stake > max_stake
+    (9, 11, 100, 10000, 11),  # Below min stake
-    (20, 50, 100, 0),  # Below min stake and stake * 1.3 > min_stake
+    (1, 15, 10, 10000, 0),  # Below min stake and min_stake > stake_available
+    (20, 50, 100, 10000, 0),  # Below min stake and stake * 1.3 > min_stake
 
 ])
-def test_validate_stake_amount(mocker, default_conf,
+def test_validate_stake_amount(
-                               stake_amount, min_stake_amount, max_stake_amount, expected):
+    mocker,
+    default_conf,
+    stake_amount,
+    min_stake,
+    stake_available,
+    max_stake,
+    expected,
+):
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mocker.patch("freqtrade.wallets.Wallets.get_available_stake_amount",
-                 return_value=max_stake_amount)
+                 return_value=stake_available)
-    res = freqtrade.wallets.validate_stake_amount('XRP/USDT', stake_amount, min_stake_amount)
+    res = freqtrade.wallets.validate_stake_amount('XRP/USDT', stake_amount, min_stake, max_stake)
     assert res == expected