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Merge branch 'freqtrade:develop' into strategy_utils

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hippocritical 2023-03-05 12:30:26 +01:00 committed by GitHub
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10 changed files with 64 additions and 19 deletions
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3
freqtrade/exchange/bybit.py
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@ -27,11 +27,10 @@ class Bybit(Exchange):
"""
_ft_has: Dict = {
"ohlcv_candle_limit": 1000,
"ohlcv_candle_limit": 200,
"ohlcv_has_history": False,
}
_ft_has_futures: Dict = {
"ohlcv_candle_limit": 200,
"ohlcv_has_history": True,
"mark_ohlcv_timeframe": "4h",
"funding_fee_timeframe": "8h",

7
freqtrade/persistence/trade_model.py
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@ -120,8 +120,9 @@ class Order(ModelBase):
def __repr__(self):
return (f'Order(id={self.id}, order_id={self.order_id}, trade_id={self.ft_trade_id}, '
f'side={self.side}, order_type={self.order_type}, status={self.status})')
return (f"Order(id={self.id}, order_id={self.order_id}, trade_id={self.ft_trade_id}, "
f"side={self.side}, filled={self.safe_filled}, price={self.safe_price}, "
f"order_type={self.order_type}, status={self.status})")
def update_from_ccxt_object(self, order):
"""
@ -518,6 +519,8 @@ class LocalTrade():
'close_timestamp': int(self.close_date.replace(
tzinfo=timezone.utc).timestamp() * 1000) if self.close_date else None,
'realized_profit': self.realized_profit or 0.0,
# Close-profit corresponds to relative realized_profit ratio
'realized_profit_ratio': self.close_profit or None,
'close_rate': self.close_rate,
'close_rate_requested': self.close_rate_requested,
'close_profit': self.close_profit, # Deprecated

1
freqtrade/rpc/api_server/api_schemas.py
View File

@ -250,6 +250,7 @@ class TradeSchema(BaseModel):
profit_fiat: Optional[float]
realized_profit: float
realized_profit_ratio: Optional[float]
exit_reason: Optional[str]
exit_order_status: Optional[str]

29
freqtrade/rpc/telegram.py
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@ -321,31 +321,33 @@ class Telegram(RPCHandler):
and self._rpc._fiat_converter):
msg['profit_fiat'] = self._rpc._fiat_converter.convert_amount(
msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
msg['profit_extra'] = (
f" / {msg['profit_fiat']:.3f} {msg['fiat_currency']}")
msg['profit_extra'] = f" / {msg['profit_fiat']:.3f} {msg['fiat_currency']}"
else:
msg['profit_extra'] = ''
msg['profit_extra'] = (
f" ({msg['gain']}: {msg['profit_amount']:.8f} {msg['stake_currency']}"
f"{msg['profit_extra']})")
is_fill = msg['type'] == RPCMessageType.EXIT_FILL
is_sub_trade = msg.get('sub_trade')
is_sub_profit = msg['profit_amount'] != msg.get('cumulative_profit')
profit_prefix = ('Sub ' if is_sub_profit
else 'Cumulative ') if is_sub_trade else ''
profit_prefix = ('Sub ' if is_sub_profit else 'Cumulative ') if is_sub_trade else ''
cp_extra = ''
exit_wording = 'Exited' if is_fill else 'Exiting'
if is_sub_profit and is_sub_trade:
if self._rpc._fiat_converter:
cp_fiat = self._rpc._fiat_converter.convert_amount(
msg['cumulative_profit'], msg['stake_currency'], msg['fiat_currency'])
cp_extra = f" / {cp_fiat:.3f} {msg['fiat_currency']}"
else:
cp_extra = ''
cp_extra = f"*Cumulative Profit:* (`{msg['cumulative_profit']:.8f} " \
exit_wording = f"Partially {exit_wording.lower()}"
cp_extra = (
f"*Cumulative Profit:* (`{msg['cumulative_profit']:.8f} "
f"{msg['stake_currency']}{cp_extra}`)\n"
)
message = (
f"{msg['emoji']} *{self._exchange_from_msg(msg)}:* "
f"{'Exited' if is_fill else 'Exiting'} {msg['pair']} (#{msg['trade_id']})\n"
f"{exit_wording} {msg['pair']} (#{msg['trade_id']})\n"
f"{self._add_analyzed_candle(msg['pair'])}"
f"*{f'{profit_prefix}Profit' if is_fill else f'Unrealized {profit_prefix}Profit'}:* "
f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n"
@ -364,7 +366,7 @@ class Telegram(RPCHandler):
elif msg['type'] == RPCMessageType.EXIT_FILL:
message += f"*Exit Rate:* `{msg['close_rate']:.8f}`"
if msg.get('sub_trade'):
if is_sub_trade:
if self._rpc._fiat_converter:
msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount(
msg['stake_amount'], msg['stake_currency'], msg['fiat_currency'])
@ -486,7 +488,9 @@ class Telegram(RPCHandler):
if order_nr == 1:
lines.append(f"*{wording} #{order_nr}:*")
lines.append(
f"*Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
f"*Amount:* {cur_entry_amount} "
f"({round_coin_value(order['cost'], quote_currency)})"
)
lines.append(f"*Average Price:* {cur_entry_average}")
else:
sum_stake = 0
@ -582,7 +586,7 @@ class Telegram(RPCHandler):
if position_adjust:
max_buy_str = (f"/{max_entries + 1}" if (max_entries > 0) else "")
lines.append("*Number of Entries:* `{num_entries}`" + max_buy_str)
lines.append("*Number of Entries:* `{num_entries}" + max_buy_str + "`")
lines.append("*Number of Exits:* `{num_exits}`")
lines.extend([
@ -597,7 +601,8 @@ class Telegram(RPCHandler):
if r['is_open']:
if r.get('realized_profit'):
lines.append("*Realized Profit:* `{realized_profit_r}`")
lines.append(
"*Realized Profit:* `{realized_profit_r} {realized_profit_ratio:.2%}`")
lines.append("*Total Profit:* `{total_profit_abs_r}` ")
if (r['stop_loss_abs'] != r['initial_stop_loss_abs']

4
tests/exchange/test_ccxt_compat.py
View File

@ -463,7 +463,9 @@ class TestCCXTExchange():
if exchangename == 'gate':
# TODO: Gate is unstable here at the moment, ignoring the limit partially.
return
for val in [1, 2, 5, 25, 100]:
for val in [1, 2, 5, 25, 50, 100]:
if val > 50 and exchangename == 'bybit':
continue
l2 = exch.fetch_l2_order_book(pair, val)
if not l2_limit_range or val in l2_limit_range:
if val > 50:

2
tests/persistence/test_persistence.py
View File

@ -1362,6 +1362,7 @@ def test_to_json(fee):
'trade_duration': None,
'trade_duration_s': None,
'realized_profit': 0.0,
'realized_profit_ratio': None,
'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None,
@ -1438,6 +1439,7 @@ def test_to_json(fee):
'initial_stop_loss_pct': None,
'initial_stop_loss_ratio': None,
'realized_profit': 0.0,
'realized_profit_ratio': None,
'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None,

1
tests/rpc/test_rpc.py
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@ -76,6 +76,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'stoploss_entry_dist_ratio': -0.10376381,
'open_order': None,
'realized_profit': 0.0,
'realized_profit_ratio': None,
'total_profit_abs': -4.09e-06,
'total_profit_fiat': ANY,
'exchange': 'binance',

2
tests/rpc/test_rpc_apiserver.py
View File

@ -1013,6 +1013,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
'total_profit_abs': ANY,
'total_profit_fiat': ANY,
'realized_profit': 0.0,
'realized_profit_ratio': None,
'current_rate': current_rate,
'open_date': ANY,
'open_timestamp': ANY,
@ -1243,6 +1244,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
'profit_abs': None,
'profit_fiat': None,
'realized_profit': 0.0,
'realized_profit_ratio': None,
'fee_close': 0.0025,
'fee_close_cost': None,
'fee_close_currency': None,

2
tests/rpc/test_rpc_telegram.py
View File

@ -2012,7 +2012,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'sub_trade': True,
})
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
'\N{WARNING SIGN} *Binance (dry):* Partially exiting KEY/ETH (#1)\n'
'*Unrealized Sub Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
'*Cumulative Profit:* (`-0.15746268 ETH / -24.812 USD`)\n'
'*Enter Tag:* `buy_signal1`\n'

30
tests/strategy/test_strategy_helpers.py
View File

@ -169,6 +169,36 @@ def test_stoploss_from_open(side, profitrange):
assert pytest.approx(stop_price) == expected_stop_price
@pytest.mark.parametrize("side,rel_stop,curr_profit,leverage,expected", [
# profit range for long is [-1, inf] while for shorts is [-inf, 1]
("long", 0, -1, 1, 1),
("long", 0, 0.1, 1, 0.09090909),
("long", -0.1, 0.1, 1, 0.18181818),
("long", 0.1, 0.2, 1, 0.08333333),
("long", 0.1, 0.5, 1, 0.266666666),
("long", 0.1, 5, 1, 0.816666666), # 500% profit, set stoploss to 10% above open price
("short", 0, 0.1, 1, 0.1111111),
("short", -0.1, 0.1, 1, 0.2222222),
("short", 0.1, 0.2, 1, 0.125),
("short", 0.1, 1, 1, 1),
])
def test_stoploss_from_open_leverage(side, rel_stop, curr_profit, leverage, expected):
stoploss = stoploss_from_open(rel_stop, curr_profit, side == 'short')
assert pytest.approx(stoploss) == expected
open_rate = 100
if stoploss != 1:
if side == 'long':
current_rate = open_rate * (1 + curr_profit)
stop = current_rate * (1 - stoploss)
assert pytest.approx(stop) == open_rate * (1 + rel_stop)
else:
current_rate = open_rate * (1 - curr_profit)
stop = current_rate * (1 + stoploss)
assert pytest.approx(stop) == open_rate * (1 - rel_stop)
def test_stoploss_from_absolute():
assert pytest.approx(stoploss_from_absolute(90, 100)) == 1 - (90 / 100)
assert pytest.approx(stoploss_from_absolute(90, 100)) == 0.1