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Allow last to be empty -

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closes #3005
This commit is contained in:
Matthias 2020-03-02 20:05:54 +01:00
parent b6839289ec
commit 6e2290c4f0
2 changed files with 11 additions and 5 deletions
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8
freqtrade/freqtradebot.py
View File

@ -257,12 +257,10 @@ class FreqtradeBot:
else:
logger.info(f"Using Last {bid_strategy['price_side'].capitalize()} / Last Price")
ticker = self.exchange.fetch_ticker(pair)
rate = ticker[bid_strategy['price_side']]
if rate < ticker['last']:
ticker_rate = rate
else:
ticker_rate = ticker[bid_strategy['price_side']]
if ticker['last'] and ticker_rate > ticker['last']:
balance = self.config['bid_strategy']['ask_last_balance']
ticker_rate = rate + balance * (ticker['last'] - rate)
ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
used_rate = ticker_rate
self._buy_rate_cache[pair] = used_rate

8
tests/test_freqtradebot.py
View File

@ -914,6 +914,10 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
('ask', 20, 19, 10, 0.3, 17), # Between ask and last
('ask', 5, 6, 10, 1.0, 5), # last bigger than ask
('ask', 5, 6, 10, 0.5, 5), # last bigger than ask
('ask', 10, 20, None, 0.5, 10), # last not available - uses ask
('ask', 4, 5, None, 0.5, 4), # last not available - uses ask
('ask', 4, 5, None, 1, 4), # last not available - uses ask
('ask', 4, 5, None, 0, 4), # last not available - uses ask
('bid', 10, 20, 10, 0.0, 20), # Full bid side
('bid', 10, 20, 10, 1.0, 10), # Full last side
('bid', 10, 20, 10, 0.5, 15), # Between bid and last
@ -921,6 +925,10 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
('bid', 10, 20, 10, 0.3, 17), # Between bid and last
('bid', 4, 5, 10, 1.0, 5), # last bigger than bid
('bid', 4, 5, 10, 0.5, 5), # last bigger than bid
('bid', 10, 20, None, 0.5, 20), # last not available - uses bid
('bid', 4, 5, None, 0.5, 5), # last not available - uses bid
('bid', 4, 5, None, 1, 5), # last not available - uses bid
('bid', 4, 5, None, 0, 5), # last not available - uses bid
])
def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
last, last_ab, expected) -> None: