Merge branch 'develop' into feat/short
This commit is contained in:
Matthias
@@ -9,7 +9,6 @@ from math import isclose
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from threading import Lock
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from typing import Any, Dict, List, Optional, Tuple
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import arrow
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from schedule import Scheduler
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from freqtrade import __version__, constants
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@@ -521,8 +520,8 @@ class FreqtradeBot(LoggingMixin):
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try:
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self.check_and_call_adjust_trade_position(trade)
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except DependencyException as exception:
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logger.warning('Unable to adjust position of trade for %s: %s',
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trade.pair, exception)
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logger.warning(
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f"Unable to adjust position of trade for {trade.pair}: {exception}")
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def check_and_call_adjust_trade_position(self, trade: Trade):
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"""
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@@ -531,6 +530,13 @@ class FreqtradeBot(LoggingMixin):
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Once that completes, the existing trade is modified to match new data.
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"""
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# TODO-lev: Check what changes are necessary for DCA in relation to shorts.
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if self.strategy.max_entry_position_adjustment > -1:
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count_of_buys = trade.nr_of_successful_buys
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if count_of_buys > self.strategy.max_entry_position_adjustment:
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logger.debug(f"Max adjustment entries for {trade.pair} has been reached.")
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return
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else:
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logger.debug("Max adjustment entries is set to unlimited.")
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current_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
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current_profit = trade.calc_profit_ratio(current_rate)
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@@ -649,7 +655,7 @@ class FreqtradeBot(LoggingMixin):
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pos_adjust = trade is not None
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enter_limit_requested, stake_amount = self.get_valid_enter_price_and_stake(
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pair, price, stake_amount, side, trade_side, trade)
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pair, price, stake_amount, side, trade_side, enter_tag, trade)
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if not stake_amount:
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return False
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@@ -680,8 +686,7 @@ class FreqtradeBot(LoggingMixin):
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self.strategy.confirm_trade_entry, default_retval=True)(
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pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
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time_in_force=time_in_force, current_time=datetime.now(timezone.utc),
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side=trade_side
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):
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entry_tag=enter_tag, side=trade_side):
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logger.info(f"User requested abortion of buying {pair}")
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return False
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amount = self.exchange.amount_to_precision(pair, amount)
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@@ -814,6 +819,7 @@ class FreqtradeBot(LoggingMixin):
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def get_valid_enter_price_and_stake(
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self, pair: str, price: Optional[float], stake_amount: float,
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side: str, trade_side: str,
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entry_tag: Optional[str],
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trade: Optional[Trade]) -> Tuple[float, float]:
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if price:
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enter_limit_requested = price
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@@ -823,7 +829,7 @@ class FreqtradeBot(LoggingMixin):
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custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
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default_retval=proposed_enter_rate)(
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pair=pair, current_time=datetime.now(timezone.utc),
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proposed_rate=proposed_enter_rate)
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proposed_rate=proposed_enter_rate, entry_tag=entry_tag)
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enter_limit_requested = self.get_valid_price(custom_entry_price, proposed_enter_rate)
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@@ -844,7 +850,7 @@ class FreqtradeBot(LoggingMixin):
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pair=pair, current_time=datetime.now(timezone.utc),
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current_rate=enter_limit_requested, proposed_stake=stake_amount,
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min_stake=min_stake_amount, max_stake=max_stake_amount,
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side=trade_side
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entry_tag=entry_tag, side=trade_side
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)
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stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
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@@ -1145,20 +1151,6 @@ class FreqtradeBot(LoggingMixin):
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return True
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return False
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def _check_timed_out(self, side: str, order: dict) -> bool:
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"""
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Check if timeout is active, and if the order is still open and timed out
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"""
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timeout = self.config.get('unfilledtimeout', {}).get(side)
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ordertime = arrow.get(order['datetime']).datetime
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if timeout is not None:
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timeout_unit = self.config.get('unfilledtimeout', {}).get('unit', 'minutes')
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timeout_kwargs = {timeout_unit: -timeout}
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timeout_threshold = arrow.utcnow().shift(**timeout_kwargs).datetime
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return (order['status'] == 'open' and order['side'] == side
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and ordertime < timeout_threshold)
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return False
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def check_handle_timedout(self) -> None:
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"""
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Check if any orders are timed out and cancel if necessary
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@@ -1178,18 +1170,12 @@ class FreqtradeBot(LoggingMixin):
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fully_cancelled = self.update_trade_state(trade, trade.open_order_id, order)
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is_entering = order['side'] == trade.enter_side
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not_closed = order['status'] == 'open' or fully_cancelled
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side = trade.enter_side if is_entering else trade.exit_side
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timed_out = self._check_timed_out(side, order)
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time_method = 'check_sell_timeout' if order['side'] == 'sell' else 'check_buy_timeout'
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time_method = 'sell' if order['side'] == 'sell' else 'buy'
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max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)
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if not_closed and (fully_cancelled or timed_out or (
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strategy_safe_wrapper(getattr(self.strategy, time_method), default_retval=False)(
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pair=trade.pair,
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trade=trade,
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order=order
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)
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)):
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if not_closed and (fully_cancelled or self.strategy.ft_check_timed_out(
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time_method, trade, order, datetime.now(timezone.utc))
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):
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if is_entering:
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self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
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else:
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