modify trade life cycle (should fix #112)
This commit is contained in:
parent
59d04d1d0c
commit
63c95a3546
@ -88,7 +88,7 @@ def _process(dynamic_whitelist: Optional[bool] = False) -> bool:
|
|||||||
logger.info('Got open order for %s', trade)
|
logger.info('Got open order for %s', trade)
|
||||||
trade.update(exchange.get_order(trade.open_order_id))
|
trade.update(exchange.get_order(trade.open_order_id))
|
||||||
|
|
||||||
if not close_trade_if_fulfilled(trade):
|
if trade.is_open and trade.open_order_id is None:
|
||||||
# Check if we can sell our current pair
|
# Check if we can sell our current pair
|
||||||
state_changed = handle_trade(trade) or state_changed
|
state_changed = handle_trade(trade) or state_changed
|
||||||
|
|
||||||
@ -109,27 +109,6 @@ def _process(dynamic_whitelist: Optional[bool] = False) -> bool:
|
|||||||
return state_changed
|
return state_changed
|
||||||
|
|
||||||
|
|
||||||
def close_trade_if_fulfilled(trade: Trade) -> bool:
|
|
||||||
"""
|
|
||||||
Checks if the trade is closable, and if so it is being closed.
|
|
||||||
:param trade: Trade
|
|
||||||
:return: True if trade has been closed else False
|
|
||||||
"""
|
|
||||||
# If we don't have an open order and the close rate is already set,
|
|
||||||
# we can close this trade.
|
|
||||||
if trade.close_profit is not None \
|
|
||||||
and trade.close_date is not None \
|
|
||||||
and trade.close_rate is not None \
|
|
||||||
and trade.open_order_id is None:
|
|
||||||
trade.is_open = False
|
|
||||||
logger.info(
|
|
||||||
'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
|
|
||||||
trade
|
|
||||||
)
|
|
||||||
return True
|
|
||||||
return False
|
|
||||||
|
|
||||||
|
|
||||||
def execute_sell(trade: Trade, limit: float) -> None:
|
def execute_sell(trade: Trade, limit: float) -> None:
|
||||||
"""
|
"""
|
||||||
Executes a limit sell for the given trade and limit
|
Executes a limit sell for the given trade and limit
|
||||||
|
@ -85,20 +85,27 @@ class Trade(_DECL_BASE):
|
|||||||
if not order['closed']:
|
if not order['closed']:
|
||||||
return
|
return
|
||||||
|
|
||||||
logger.debug('Updating trade (id=%d) ...', self.id)
|
logger.info('Updating trade (id=%d) ...', self.id)
|
||||||
if order['type'] == 'LIMIT_BUY':
|
if order['type'] == 'LIMIT_BUY':
|
||||||
# Update open rate and actual amount
|
# Update open rate and actual amount
|
||||||
self.open_rate = order['rate']
|
self.open_rate = order['rate']
|
||||||
self.amount = order['amount']
|
self.amount = order['amount']
|
||||||
|
logger.info('LIMIT_BUY has been fulfilled for %s.', self)
|
||||||
elif order['type'] == 'LIMIT_SELL':
|
elif order['type'] == 'LIMIT_SELL':
|
||||||
# Set close rate and set actual profit
|
# Set close rate and set actual profit
|
||||||
self.close_rate = order['rate']
|
self.close_rate = order['rate']
|
||||||
self.close_profit = self.calc_profit()
|
self.close_profit = self.calc_profit()
|
||||||
self.close_date = datetime.utcnow()
|
self.close_date = datetime.utcnow()
|
||||||
|
self.is_open = False
|
||||||
|
logger.info(
|
||||||
|
'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
|
||||||
|
self
|
||||||
|
)
|
||||||
else:
|
else:
|
||||||
raise ValueError('Unknown order type: {}'.format(order['type']))
|
raise ValueError('Unknown order type: {}'.format(order['type']))
|
||||||
|
|
||||||
self.open_order_id = None
|
self.open_order_id = None
|
||||||
|
Trade.session.flush()
|
||||||
|
|
||||||
def calc_profit(self, rate: Optional[float] = None) -> float:
|
def calc_profit(self, rate: Optional[float] = None) -> float:
|
||||||
"""
|
"""
|
||||||
|
@ -8,7 +8,7 @@ from sqlalchemy import create_engine
|
|||||||
|
|
||||||
from freqtrade.exchange import Exchanges
|
from freqtrade.exchange import Exchanges
|
||||||
from freqtrade.analyze import SignalType
|
from freqtrade.analyze import SignalType
|
||||||
from freqtrade.main import create_trade, handle_trade, close_trade_if_fulfilled, init, \
|
from freqtrade.main import create_trade, handle_trade, init, \
|
||||||
get_target_bid, _process
|
get_target_bid, _process
|
||||||
from freqtrade.misc import get_state, State, FreqtradeException
|
from freqtrade.misc import get_state, State, FreqtradeException
|
||||||
from freqtrade.persistence import Trade
|
from freqtrade.persistence import Trade
|
||||||
@ -183,7 +183,6 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
|
|||||||
|
|
||||||
handle_trade(trade)
|
handle_trade(trade)
|
||||||
assert trade.open_order_id == 'mocked_limit_sell'
|
assert trade.open_order_id == 'mocked_limit_sell'
|
||||||
assert close_trade_if_fulfilled(trade) is False
|
|
||||||
|
|
||||||
# Simulate fulfilled LIMIT_SELL order for trade
|
# Simulate fulfilled LIMIT_SELL order for trade
|
||||||
trade.update(limit_sell_order)
|
trade.update(limit_sell_order)
|
||||||
@ -205,20 +204,15 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
|
|||||||
# Create trade and sell it
|
# Create trade and sell it
|
||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
trade = create_trade(15.0)
|
trade = create_trade(15.0)
|
||||||
trade.update(limit_buy_order)
|
|
||||||
trade.update(limit_sell_order)
|
|
||||||
|
|
||||||
Trade.session.add(trade)
|
Trade.session.add(trade)
|
||||||
Trade.session.flush()
|
trade.update(limit_buy_order)
|
||||||
trade = Trade.query.filter(Trade.is_open.is_(True)).first()
|
trade = Trade.query.filter(Trade.is_open.is_(True)).first()
|
||||||
assert trade
|
assert trade
|
||||||
|
|
||||||
# Simulate that there is no open order
|
trade.update(limit_sell_order)
|
||||||
trade.open_order_id = None
|
trade = Trade.query.filter(Trade.is_open.is_(False)).first()
|
||||||
|
assert trade
|
||||||
|
|
||||||
closed = close_trade_if_fulfilled(trade)
|
|
||||||
assert closed
|
|
||||||
assert not trade.is_open
|
|
||||||
with pytest.raises(ValueError, match=r'.*closed trade.*'):
|
with pytest.raises(ValueError, match=r'.*closed trade.*'):
|
||||||
handle_trade(trade)
|
handle_trade(trade)
|
||||||
|
|
||||||
|
Loading…
Reference in New Issue
Block a user