Merge branch 'fix_taker_stake_amount' into feat/short

This commit is contained in:
adriance 2022-03-21 21:18:32 +08:00
commit 694e56cdc3
4 changed files with 21 additions and 13 deletions

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@ -663,13 +663,11 @@ class FreqtradeBot(LoggingMixin):
) )
amount = safe_value_fallback(order, 'filled', 'amount') amount = safe_value_fallback(order, 'filled', 'amount')
enter_limit_filled_price = safe_value_fallback(order, 'average', 'price') enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
stake_amount = amount * enter_limit_filled_price / leverage
# in case of FOK the order may be filled immediately and fully # in case of FOK the order may be filled immediately and fully
elif order_status == 'closed': elif order_status == 'closed':
amount = safe_value_fallback(order, 'filled', 'amount') amount = safe_value_fallback(order, 'filled', 'amount')
enter_limit_filled_price = safe_value_fallback(order, 'average', 'price') enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
stake_amount = amount * enter_limit_filled_price / leverage
# TODO: this might be unnecessary, as we're calling it in update_trade_state. # TODO: this might be unnecessary, as we're calling it in update_trade_state.
isolated_liq = self.exchange.get_liquidation_price( isolated_liq = self.exchange.get_liquidation_price(

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@ -847,7 +847,10 @@ class LocalTrade():
def recalc_trade_from_orders(self): def recalc_trade_from_orders(self):
# We need at least 2 entry orders for averaging amounts and rates. # We need at least 2 entry orders for averaging amounts and rates.
# TODO: this condition could probably be removed
if len(self.select_filled_orders(self.enter_side)) < 2: if len(self.select_filled_orders(self.enter_side)) < 2:
self.stake_amount = self.amount * self.open_rate / self.leverage
# Just in case, still recalc open trade value # Just in case, still recalc open trade value
self.recalc_open_trade_value() self.recalc_open_trade_value()
return return

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@ -294,7 +294,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_order,
trade = Trade.query.first() trade = Trade.query.first()
trade.is_short = is_short trade.is_short = is_short
assert trade is not None assert trade is not None
assert trade.stake_amount == 60.0 assert pytest.approx(trade.stake_amount) == 60.0
assert trade.is_open assert trade.is_open
assert trade.open_date is not None assert trade.open_date is not None
assert trade.exchange == 'binance' assert trade.exchange == 'binance'
@ -551,7 +551,7 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim
assert len(trades) == 1 assert len(trades) == 1
trade = trades[0] trade = trades[0]
assert trade is not None assert trade is not None
assert trade.stake_amount == default_conf_usdt['stake_amount'] assert pytest.approx(trade.stake_amount) == default_conf_usdt['stake_amount']
assert trade.is_open assert trade.is_open
assert trade.open_date is not None assert trade.open_date is not None
assert trade.exchange == 'binance' assert trade.exchange == 'binance'
@ -871,7 +871,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
trade = Trade.query.all()[4] trade = Trade.query.all()[4]
trade.is_short = is_short trade.is_short = is_short
assert trade assert trade
assert trade.stake_amount == 150 assert pytest.approx(trade.stake_amount) == 150
# Exception case # Exception case
order['id'] = '557' order['id'] = '557'
@ -880,7 +880,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
trade = Trade.query.all()[5] trade = Trade.query.all()[5]
trade.is_short = is_short trade.is_short = is_short
assert trade assert trade
assert trade.stake_amount == 2.0 assert pytest.approx(trade.stake_amount) == 2.0
# In case of the order is rejected and not filled at all # In case of the order is rejected and not filled at all
order['status'] = 'rejected' order['status'] = 'rejected'
@ -960,7 +960,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
assert freqtrade.execute_entry(pair, 2000, is_short=is_short) assert freqtrade.execute_entry(pair, 2000, is_short=is_short)
trade = Trade.query.all()[9] trade = Trade.query.all()[9]
trade.is_short = is_short trade.is_short = is_short
assert trade.stake_amount == 500 assert pytest.approx(trade.stake_amount) == 500
@pytest.mark.parametrize("is_short", [False, True]) @pytest.mark.parametrize("is_short", [False, True])
@ -1932,7 +1932,8 @@ def test_update_trade_state(
open_date=arrow.utcnow().datetime, open_date=arrow.utcnow().datetime,
amount=11, amount=11,
exchange="binance", exchange="binance",
is_short=is_short is_short=is_short,
leverage=1,
) )
trade.orders.append(Order( trade.orders.append(Order(
ft_order_side=enter_side(is_short), ft_order_side=enter_side(is_short),
@ -2006,7 +2007,8 @@ def test_update_trade_state_withorderdict(
fee_close=fee.return_value, fee_close=fee.return_value,
open_order_id=order_id, open_order_id=order_id,
is_open=True, is_open=True,
is_short=is_short leverage=1,
is_short=is_short,
) )
trade.orders.append( trade.orders.append(
Order( Order(
@ -2088,7 +2090,8 @@ def test_update_trade_state_sell(
open_order_id=open_order['id'], open_order_id=open_order['id'],
is_open=True, is_open=True,
interest_rate=0.0005, interest_rate=0.0005,
is_short=is_short leverage=1,
is_short=is_short,
) )
order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', exit_side(is_short)) order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', exit_side(is_short))
trade.orders.append(order) trade.orders.append(order)
@ -4457,7 +4460,7 @@ def test_order_book_depth_of_market(
else: else:
trade.is_short = is_short trade.is_short = is_short
assert trade is not None assert trade is not None
assert trade.stake_amount == 60.0 assert pytest.approx(trade.stake_amount) == 60.0
assert trade.is_open assert trade.is_open
assert trade.open_date is not None assert trade.open_date is not None
assert trade.exchange == 'binance' assert trade.exchange == 'binance'

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@ -520,7 +520,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
fee_close=fee.return_value, fee_close=fee.return_value,
open_date=arrow.utcnow().datetime, open_date=arrow.utcnow().datetime,
exchange='binance', exchange='binance',
trading_mode=margin trading_mode=margin,
leverage=1.0,
) )
trade.open_order_id = 'something' trade.open_order_id = 'something'
@ -649,7 +650,8 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='binance', exchange='binance',
trading_mode=margin trading_mode=margin,
leverage=1.0,
) )
trade.open_order_id = 'something' trade.open_order_id = 'something'
@ -2231,6 +2233,7 @@ def test_recalc_trade_from_orders(fee):
exchange='binance', exchange='binance',
open_rate=o1_rate, open_rate=o1_rate,
max_rate=o1_rate, max_rate=o1_rate,
leverage=1,
) )
assert fee.return_value == 0.0025 assert fee.return_value == 0.0025
@ -2395,6 +2398,7 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
open_rate=o1_rate, open_rate=o1_rate,
max_rate=o1_rate, max_rate=o1_rate,
is_short=is_short, is_short=is_short,
leverage=1.0,
) )
trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, enter_side) trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, enter_side)
# Check with 1 order # Check with 1 order