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Merge pull request #356 from kryofly/test_coverage

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Test coverage
This commit is contained in:
Janne Sinivirta
2018-01-25 09:31:06 +02:00
committed by GitHub
parent 4e9e97ddbb aec481b6b3
commit 7dc63c06e7
9 changed files with 345 additions and 80 deletions
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158
freqtrade/main.py
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@@ -55,12 +55,49 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
return final_list
def process_maybe_execute_buy(conf, interval):
"""
Tries to execute a buy trade in a safe way
:return: True if executed
"""
try:
# Create entity and execute trade
if create_trade(float(_CONF['stake_amount']), interval):
return True
else:
logger.info(
'Checked all whitelisted currencies. '
'Found no suitable entry positions for buying. Will keep looking ...'
)
return False
except DependencyException as exception:
logger.warning('Unable to create trade: %s', exception)
return False
def process_maybe_execute_sell(trade, interval):
"""
Tries to execute a sell trade
:return: True if executed
"""
# Get order details for actual price per unit
if trade.open_order_id:
# Update trade with order values
logger.info('Got open order for %s', trade)
trade.update(exchange.get_order(trade.open_order_id))
if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair
return handle_trade(trade, interval)
return False
def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:param: nb_assets: the maximum number of pairs to be traded at the same time
:return: True if a trade has been created or closed, False otherwise
:return: True if one or more trades has been created or closed, False otherwise
"""
state_changed = False
try:
@@ -78,33 +115,16 @@ def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < _CONF['max_open_trades']:
try:
# Create entity and execute trade
state_changed = create_trade(float(_CONF['stake_amount']), interval)
if not state_changed:
logger.info(
'Checked all whitelisted currencies. '
'Found no suitable entry positions for buying. Will keep looking ...'
)
except DependencyException as exception:
logger.warning('Unable to create trade: %s', exception)
state_changed = process_maybe_execute_buy(_CONF, interval)
for trade in trades:
# Get order details for actual price per unit
if trade.open_order_id:
# Update trade with order values
logger.info('Got open order for %s', trade)
trade.update(exchange.get_order(trade.open_order_id))
if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair
state_changed = handle_trade(trade, interval) or state_changed
state_changed |= process_maybe_execute_sell(trade, interval)
if 'unfilledtimeout' in _CONF:
# Check and handle any timed out open orders
check_handle_timedout(_CONF['unfilledtimeout'])
Trade.session.flush()
except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
logger.warning(
'Got %s in _process(), retrying in 30 seconds...',
@@ -121,6 +141,59 @@ def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
return state_changed
# FIX: 20180110, why is cancel.order unconditionally here, whereas
# it is conditionally called in the
# handle_timedout_limit_sell()?
def handle_timedout_limit_buy(trade: Trade, order: Dict) -> bool:
"""Buy timeout - cancel order
:return: True if order was fully cancelled
"""
exchange.cancel_order(trade.open_order_id)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
# FIX? do we really need to flush, caller of
# check_handle_timedout will flush afterwards
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
return True
else:
# if trade is partially complete, edit the stake details for the trade
# and close the order
trade.amount = order['amount'] - order['remaining']
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
return False
# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
def handle_timedout_limit_sell(trade: Trade, order: Dict) -> bool:
"""
Sell timeout - cancel order and update trade
:return: True if order was fully cancelled
"""
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
trade.pair.replace('_', '/')))
logger.info('Sell order timeout for %s.', trade)
return True
else:
# TODO: figure out how to handle partially complete sell orders
return False
def check_handle_timedout(timeoutvalue: int) -> None:
"""
Check if any orders are timed out and cancel if neccessary
@@ -142,41 +215,9 @@ def check_handle_timedout(timeoutvalue: int) -> None:
continue
if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold:
# Buy timeout - cancel order
exchange.cancel_order(trade.open_order_id)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
else:
# if trade is partially complete, edit the stake details for the trade
# and close the order
trade.amount = order['amount'] - order['remaining']
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
handle_timedout_limit_buy(trade, order)
elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold:
# Sell timeout - cancel order and update trade
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
trade.pair.replace('_', '/')))
logger.info('Sell order timeout for %s.', trade)
return True
else:
# TODO: figure out how to handle partially complete sell orders
pass
handle_timedout_limit_sell(trade, order)
def execute_sell(trade: Trade, limit: float) -> None:
@@ -435,7 +476,7 @@ def cleanup() -> None:
exit(0)
def main(sysargv=sys.argv[1:]) -> None:
def main(sysargv=sys.argv[1:]) -> int:
"""
Loads and validates the config and handles the main loop
:return: None
@@ -447,7 +488,7 @@ def main(sysargv=sys.argv[1:]) -> None:
# A subcommand has been issued
if hasattr(args, 'func'):
args.func(args)
exit(0)
return 0
# Initialize logger
logging.basicConfig(
@@ -508,7 +549,8 @@ def main(sysargv=sys.argv[1:]) -> None:
logger.exception('Got fatal exception!')
finally:
cleanup()
return 0
if __name__ == '__main__':
main()
main(sys.argv[1:])