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Change stoploss_on_exchange in freqtradebot

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This commit is contained in:
Matthias 2019-08-11 19:43:57 +02:00
parent e02e64fc07
commit 4b4fcc7034
3 changed files with 9 additions and 37 deletions
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8
freqtrade/freqtradebot.py
View File

@ -20,7 +20,7 @@ from freqtrade.exchange import timeframe_to_minutes
from freqtrade.persistence import Trade
from freqtrade.rpc import RPCManager, RPCMessageType
from freqtrade.resolvers import ExchangeResolver, StrategyResolver, PairListResolver
from freqtrade.state import State
from freqtrade.state import State, RunMode
from freqtrade.strategy.interface import SellType, IStrategy
from freqtrade.wallets import Wallets
@ -75,6 +75,12 @@ class FreqtradeBot(object):
persistence.init(self.config.get('db_url', None),
clean_open_orders=self.config.get('dry_run', False))
# Stoploss on exchange does not make sense, therefore we need to disable that.
if (self.dataprovider.runmode == RunMode.DRY_RUN and
self.strategy.order_types.get('stoploss_on_exchange', False)):
logger.info("Disabling stoploss_on_exchange during dry-run.")
self.strategy.order_types['stoploss_on_exchange'] = False
config['order_types']['stoploss_on_exchange'] = False
# Set initial bot state from config
initial_state = self.config.get('initial_state')
self.state = State[initial_state.upper()] if initial_state else State.STOPPED

10
freqtrade/resolvers/strategy_resolver.py
View File

@ -81,7 +81,7 @@ class StrategyResolver(IResolver):
key=lambda t: t[0]))
self.strategy.stoploss = float(self.strategy.stoploss)
self._strategy_sanity_validations(config)
self._strategy_sanity_validations()
def _override_attribute_helper(self, config, attribute: str, default):
"""
@ -102,7 +102,7 @@ class StrategyResolver(IResolver):
setattr(self.strategy, attribute, default)
config[attribute] = default
def _strategy_sanity_validations(self, config):
def _strategy_sanity_validations(self):
if not all(k in self.strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
f"Order-types mapping is incomplete.")
@ -111,12 +111,6 @@ class StrategyResolver(IResolver):
raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
f"Order-time-in-force mapping is incomplete.")
# Stoploss on exchange does not make sense, therefore we need to disable that.
if config.get('dry_run'):
logger.info("Disabling stoploss_on_exchange during dry-run.")
self.strategy.order_types['stoploss_on_exchange'] = False
config['order_types']['stoploss_on_exchange'] = False
def _load_strategy(
self, strategy_name: str, config: dict, extra_dir: Optional[str] = None) -> IStrategy:
"""

28
freqtrade/tests/strategy/test_strategy.py
View File

@ -272,34 +272,6 @@ def test_strategy_override_order_types(caplog):
StrategyResolver(config)
def test_strategy_override_order_types_dryrun(caplog):
caplog.set_level(logging.INFO)
order_types = {
'buy': 'market',
'sell': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': True,
}
config = {
'strategy': 'DefaultStrategy',
'order_types': order_types,
'dry_run': True,
}
resolver = StrategyResolver(config)
assert resolver.strategy.order_types
for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
assert resolver.strategy.order_types[method] == order_types[method]
assert log_has("Disabling stoploss_on_exchange during dry-run.", caplog.record_tuples)
assert log_has("Override strategy 'order_types' with value in config file:"
" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
" 'stoploss_on_exchange': False}.", caplog.record_tuples)
def test_strategy_override_order_tif(caplog):
caplog.set_level(logging.INFO)