adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into feature/volume-precision-pairlist

Browse Source
This commit is contained in:
iuvbio
2019-03-02 18:55:40 +01:00
parent e1ae0d7e90 4c1f2b2a5b
commit 786244c0d3
26 changed files with 685 additions and 524 deletions
Download Patch File Download Diff File Expand all files Collapse all files

36
freqtrade/freqtradebot.py
View File

@@ -7,7 +7,7 @@ import logging
import time
import traceback
from datetime import datetime
from typing import Any, Callable, Dict, List, Optional
from typing import Any, Callable, Dict, List, Optional, Tuple
import arrow
from requests.exceptions import RequestException
@@ -159,24 +159,20 @@ class FreqtradeBot(object):
self.pairlists.refresh_pairlist()
self.active_pair_whitelist = self.pairlists.whitelist
# Calculating Edge positiong
# Calculating Edge positioning
if self.edge:
self.edge.calculate()
self.active_pair_whitelist = self.edge.adjust(self.active_pair_whitelist)
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
trades = Trade.get_open_trades()
# Extend active-pair whitelist with pairs from open trades
# ensures that tickers are downloaded for open trades
self.active_pair_whitelist.extend([trade.pair for trade in trades
if trade.pair not in self.active_pair_whitelist])
# It ensures that tickers are downloaded for open trades
self._extend_whitelist_with_trades(self.active_pair_whitelist, trades)
# Create pair-whitelist tuple with (pair, ticker_interval)
pair_whitelist_tuple = [(pair, self.config['ticker_interval'])
for pair in self.active_pair_whitelist]
# Refreshing candles
self.dataprovider.refresh(pair_whitelist_tuple,
self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
self.strategy.informative_pairs())
# First process current opened trades
@@ -206,6 +202,18 @@ class FreqtradeBot(object):
self.state = State.STOPPED
return state_changed
def _extend_whitelist_with_trades(self, whitelist: List[str], trades: List[Any]):
"""
Extend whitelist with pairs from open trades
"""
whitelist.extend([trade.pair for trade in trades if trade.pair not in whitelist])
def _create_pair_whitelist(self, pairs: List[str]) -> List[Tuple[str, str]]:
"""
Create pair-whitelist tuple with (pair, ticker_interval)
"""
return [(pair, self.config['ticker_interval']) for pair in pairs]
def get_target_bid(self, pair: str, tick: Dict = None) -> float:
"""
Calculates bid target between current ask price and last price
@@ -256,7 +264,7 @@ class FreqtradeBot(object):
avaliable_amount = self.wallets.get_free(self.config['stake_currency'])
if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
open_trades = len(Trade.query.filter(Trade.is_open.is_(True)).all())
open_trades = len(Trade.get_open_trades())
if open_trades >= self.config['max_open_trades']:
logger.warning('Can\'t open a new trade: max number of trades is reached')
return None
@@ -314,7 +322,7 @@ class FreqtradeBot(object):
whitelist = copy.deepcopy(self.active_pair_whitelist)
# Remove currently opened and latest pairs from whitelist
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
for trade in Trade.get_open_trades():
if trade.pair in whitelist:
whitelist.remove(trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair)
@@ -371,7 +379,6 @@ class FreqtradeBot(object):
:return: None
"""
pair_s = pair.replace('_', '/')
pair_url = self.exchange.get_pair_detail_url(pair)
stake_currency = self.config['stake_currency']
fiat_currency = self.config.get('fiat_display_currency', None)
time_in_force = self.strategy.order_time_in_force['buy']
@@ -436,7 +443,6 @@ class FreqtradeBot(object):
'type': RPCMessageType.BUY_NOTIFICATION,
'exchange': self.exchange.name.capitalize(),
'pair': pair_s,
'market_url': pair_url,
'limit': buy_limit_filled_price,
'stake_amount': stake_amount,
'stake_currency': stake_currency,
@@ -844,7 +850,6 @@ class FreqtradeBot(object):
profit_trade = trade.calc_profit(rate=limit)
current_rate = self.exchange.get_ticker(trade.pair)['bid']
profit_percent = trade.calc_profit_percent(limit)
pair_url = self.exchange.get_pair_detail_url(trade.pair)
gain = "profit" if profit_percent > 0 else "loss"
msg = {
@@ -852,7 +857,6 @@ class FreqtradeBot(object):
'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
'gain': gain,
'market_url': pair_url,
'limit': limit,
'amount': trade.amount,
'open_rate': trade.open_rate,