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Merge pull request #2652 from freqtrade/safe_sell_amount

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Safe sell amount
This commit is contained in:
hroff-1902
2019-12-29 00:09:21 +03:00
committed by GitHub
parent 09b77d9f14 443fd8f7dd
commit 433fd2a7c3
3 changed files with 109 additions and 4 deletions
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86
tests/test_freqtradebot.py
View File

@@ -887,7 +887,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
'freqtrade.freqtradebot.FreqtradeBot',
get_target_bid=get_bid,
_get_min_pair_stake_amount=MagicMock(return_value=1)
)
)
buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -1682,6 +1682,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
time.sleep(0.01) # Race condition fix
trade.update(limit_buy_order)
assert trade.is_open is True
freqtrade.wallets.update()
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
@@ -2326,6 +2327,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException())
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300))
sellmock = MagicMock()
patch_exchange(mocker)
mocker.patch.multiple(
@@ -2548,6 +2550,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
trade = Trade.query.first()
trade.update(limit_buy_order)
freqtrade.wallets.update()
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.SELL_SIGNAL.value
@@ -2578,6 +2581,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
trade = Trade.query.first()
trade.update(limit_buy_order)
freqtrade.wallets.update()
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.SELL_SIGNAL.value
@@ -2603,7 +2607,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
sell_flag=False, sell_type=SellType.NONE))
sell_flag=False, sell_type=SellType.NONE))
freqtrade.create_trades()
trade = Trade.query.first()
@@ -2638,11 +2642,87 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
trade = Trade.query.first()
trade.update(limit_buy_order)
freqtrade.wallets.update()
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.SELL_SIGNAL.value
def test_sell_not_enough_balance(default_conf, limit_buy_order,
fee, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
trade = Trade.query.first()
amnt = trade.amount
trade.update(limit_buy_order)
patch_get_signal(freqtrade, value=(False, True))
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
assert freqtrade.handle_trade(trade) is True
assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
assert trade.amount != amnt
def test__safe_sell_amount(default_conf, fee, caplog, mocker):
patch_RPCManager(mocker)
patch_exchange(mocker)
amount = 95.33
amount_wallet = 95.29
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456",
fee_open=fee.return_value,
fee_close=fee.return_value,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert freqtrade._safe_sell_amount(trade.pair, trade.amount) == amount_wallet
assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
def test__safe_sell_amount_error(default_conf, fee, caplog, mocker):
patch_RPCManager(mocker)
patch_exchange(mocker)
amount = 95.33
amount_wallet = 91.29
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456",
fee_open=fee.return_value,
fee_close=fee.return_value,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
assert freqtrade._safe_sell_amount(trade.pair, trade.amount)
def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -2703,6 +2783,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) ->
trade = Trade.query.first()
trade.update(limit_buy_order)
freqtrade.wallets.update()
patch_get_signal(freqtrade, value=(True, True))
assert freqtrade.handle_trade(trade) is False
@@ -3440,6 +3521,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
time.sleep(0.01) # Race condition fix
trade.update(limit_buy_order)
freqtrade.wallets.update()
assert trade.is_open is True
patch_get_signal(freqtrade, value=(False, True))

2
tests/test_integration.py
View File

@@ -71,7 +71,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
)
mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
wallets_mock = mocker.patch("freqtrade.wallets.Wallets.update", MagicMock())
mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=1))
mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=1000))
freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True