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Merge branch 'feat/short' into funding-fee

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This commit is contained in:
Sam Germain
2021-09-27 23:34:09 -06:00
parent 5113ceb6c8 d7ce9b9f6d
commit 545b62d746
42 changed files with 1318 additions and 438 deletions
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54
freqtrade/freqtradebot.py
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@@ -445,24 +445,25 @@ class FreqtradeBot(LoggingMixin):
return False
# running get_signal on historical data fetched
(buy, sell, buy_tag) = self.strategy.get_signal(
pair,
self.strategy.timeframe,
analyzed_df
(signal, enter_tag) = self.strategy.get_entry_signal(
pair, self.strategy.timeframe, analyzed_df
)
if buy and not sell:
if signal:
stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
bid_check_dom = self.config.get('bid_strategy', {}).get('check_depth_of_market', {})
if ((bid_check_dom.get('enabled', False)) and
(bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
# TODO-lev: Does the below need to be adjusted for shorts?
if self._check_depth_of_market_buy(pair, bid_check_dom):
return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
# TODO-lev: pass in "enter" as side.
return self.execute_entry(pair, stake_amount, enter_tag=enter_tag)
else:
return False
return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
return self.execute_entry(pair, stake_amount, enter_tag=enter_tag)
else:
return False
@@ -491,7 +492,7 @@ class FreqtradeBot(LoggingMixin):
return False
def execute_entry(self, pair: str, stake_amount: float, price: Optional[float] = None,
forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
forcebuy: bool = False, enter_tag: Optional[str] = None) -> bool:
"""
Executes a limit buy for the given pair
:param pair: pair for which we want to create a LIMIT_BUY
@@ -524,7 +525,9 @@ class FreqtradeBot(LoggingMixin):
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=max_stake_amount, side='long')
# TODO-lev: Add non-hardcoded "side" parameter
stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
if not stake_amount:
@@ -541,9 +544,12 @@ class FreqtradeBot(LoggingMixin):
order_type = self.strategy.order_types.get('forcebuy', order_type)
# TODO-lev: Will this work for shorting?
# TODO-lev: Add non-hardcoded "side" parameter
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
time_in_force=time_in_force, current_time=datetime.now(timezone.utc)):
time_in_force=time_in_force, current_time=datetime.now(timezone.utc),
side='long'
):
logger.info(f"User requested abortion of buying {pair}")
return False
amount = self.exchange.amount_to_precision(pair, amount)
@@ -608,7 +614,8 @@ class FreqtradeBot(LoggingMixin):
exchange=self.exchange.id,
open_order_id=order_id,
strategy=self.strategy.get_strategy_name(),
buy_tag=buy_tag,
# TODO-lev: compatibility layer for buy_tag (!)
buy_tag=enter_tag,
timeframe=timeframe_to_minutes(self.config['timeframe']),
trading_mode=self.trading_mode,
funding_fees=funding_fees
@@ -734,22 +741,23 @@ class FreqtradeBot(LoggingMixin):
logger.debug('Handling %s ...', trade)
(buy, sell) = (False, False)
(enter, exit_) = (False, False)
# TODO-lev: change to use_exit_signal, ignore_roi_if_enter_signal
if (self.config.get('use_sell_signal', True) or
self.config.get('ignore_roi_if_buy_signal', False)):
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
self.strategy.timeframe)
(buy, sell, _) = self.strategy.get_signal(
(enter, exit_) = self.strategy.get_exit_signal(
trade.pair,
self.strategy.timeframe,
analyzed_df
analyzed_df, is_short=trade.is_short
)
logger.debug('checking sell')
# TODO-lev: side should depend on trade side.
exit_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
if self._check_and_execute_exit(trade, exit_rate, buy, sell):
if self._check_and_execute_exit(trade, exit_rate, enter, exit_):
return True
logger.debug('Found no sell signal for %s.', trade)
@@ -895,18 +903,18 @@ class FreqtradeBot(LoggingMixin):
f"for pair {trade.pair}.")
def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
buy: bool, sell: bool) -> bool:
enter: bool, exit_: bool) -> bool:
"""
Check and execute exit
Check and execute trade exit
"""
should_sell = self.strategy.should_sell(
trade, exit_rate, datetime.now(timezone.utc), buy, sell,
should_exit: SellCheckTuple = self.strategy.should_exit(
trade, exit_rate, datetime.now(timezone.utc), enter=enter, exit_=exit_,
force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
)
if should_sell.sell_flag:
logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
self.execute_trade_exit(trade, exit_rate, should_sell)
if should_exit.sell_flag:
logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.sell_type}')
self.execute_trade_exit(trade, exit_rate, should_exit)
return True
return False