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check for max stake limit in freqtradebot and backtesting

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This commit is contained in:
Sam Germain
2022-02-01 20:39:22 -06:00
parent 55d91f018f
commit 6b6b35ac1c
6 changed files with 47 additions and 15 deletions
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22
freqtrade/freqtradebot.py
View File

@@ -543,12 +543,19 @@ class FreqtradeBot(LoggingMixin):
min_stake_amount = self.exchange.get_min_pair_stake_amount(trade.pair,
current_rate,
self.strategy.stoploss)
max_stake_amount = self.wallets.get_available_stake_amount()
max_stake_amount = self.exchange.get_max_pair_stake_amount(trade.pair,
current_rate,
self.strategy.stoploss)
if max_stake_amount is None:
# * Should never be executed
raise OperationalException(f'max_stake_amount is None for {trade}')
stake_available = self.wallets.get_available_stake_amount()
logger.debug(f"Calling adjust_trade_position for pair {trade.pair}")
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None)(
trade=trade, current_time=datetime.now(timezone.utc), current_rate=current_rate,
current_profit=current_profit, min_stake=min_stake_amount, max_stake=max_stake_amount)
current_profit=current_profit, min_stake=min_stake_amount,
max_stake=min(max_stake_amount, stake_available))
if stake_amount is not None and stake_amount > 0.0:
# We should increase our position
@@ -845,15 +852,20 @@ class FreqtradeBot(LoggingMixin):
# We do however also need min-stake to determine leverage, therefore this is ignored as
# edge-case for now.
min_stake_amount = self.exchange.get_min_pair_stake_amount(
pair, enter_limit_requested, self.strategy.stoploss,)
pair, enter_limit_requested, self.strategy.stoploss)
max_stake_amount = self.exchange.get_max_pair_stake_amount(
pair, enter_limit_requested, self.strategy.stoploss)
if not self.edge and trade is None:
max_stake_amount = self.wallets.get_available_stake_amount()
stake_available = self.wallets.get_available_stake_amount()
if max_stake_amount is None:
# * Should never be executed
raise OperationalException(f'max_stake_amount is None for {trade}')
stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
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=min(max_stake_amount, stake_available),
entry_tag=entry_tag, side=trade_side
)

18
freqtrade/optimize/backtesting.py
View File

@@ -413,11 +413,16 @@ class Backtesting:
current_profit = trade.calc_profit_ratio(row[OPEN_IDX])
min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, row[OPEN_IDX], -0.1)
max_stake = self.wallets.get_available_stake_amount()
max_stake = self.exchange.get_max_pair_stake_amount(trade.pair, row[OPEN_IDX], -0.1)
if max_stake is None:
# * Should never be executed
raise OperationalException(f'max_stake_amount is None for {trade}')
stake_available = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None)(
trade=trade, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
current_profit=current_profit, min_stake=min_stake, max_stake=max_stake)
current_profit=current_profit, min_stake=min_stake,
max_stake=min(max_stake, stake_available))
# Check if we should increase our position
if stake_amount is not None and stake_amount > 0.0:
@@ -551,7 +556,11 @@ class Backtesting:
propose_rate = min(max(propose_rate, row[LOW_IDX]), row[HIGH_IDX])
min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, propose_rate, -0.05) or 0
max_stake_amount = self.wallets.get_available_stake_amount()
max_stake_amount = self.exchange.get_max_pair_stake_amount(pair, propose_rate, -0.05) or 0
if max_stake_amount is None:
# * Should never be executed
raise OperationalException(f'max_stake_amount is None for {trade}')
stake_available = self.wallets.get_available_stake_amount()
pos_adjust = trade is not None
if not pos_adjust:
@@ -563,7 +572,8 @@ class Backtesting:
stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
default_retval=stake_amount)(
pair=pair, current_time=current_time, current_rate=propose_rate,
proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount,
proposed_stake=stake_amount, min_stake=min_stake_amount,
max_stake=min(stake_available, max_stake_amount),
entry_tag=entry_tag, side=direction)
stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)