From 7e97e58820ec937152458f23e7e93286df73391b Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E0=AE=AE=E0=AE=A9=E0=AF=8B=E0=AE=9C=E0=AF=8D=E0=AE=95?= =?UTF-8?q?=E0=AF=81=E0=AE=AE=E0=AE=BE=E0=AE=B0=E0=AF=8D=20=E0=AE=AA?= =?UTF-8?q?=E0=AE=B4=E0=AE=A9=E0=AE=BF=E0=AE=9A=E0=AF=8D=E0=AE=9A=E0=AE=BE?= =?UTF-8?q?=E0=AE=AE=E0=AE=BF?= Date: Wed, 6 Apr 2022 06:32:13 +0530 Subject: [PATCH] renamed enter-side --- docs/strategy-callbacks.md | 2 +- docs/strategy_migration.md | 2 +- freqtrade/freqtradebot.py | 24 ++--- freqtrade/optimize/backtesting.py | 8 +- freqtrade/persistence/models.py | 16 ++-- freqtrade/strategy/interface.py | 2 +- tests/conftest_trades.py | 26 +++--- tests/strategy/strats/strategy_test_v3.py | 2 +- tests/test_freqtradebot.py | 106 +++++++++++----------- tests/test_persistence.py | 52 +++++------ 10 files changed, 120 insertions(+), 120 deletions(-) diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index 583d4c037..0880e2c51 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -665,7 +665,7 @@ class DigDeeperStrategy(IStrategy): if last_candle['close'] < previous_candle['close']: return None - filled_entries = trade.select_filled_orders(trade.enter_side) + filled_entries = trade.select_filled_orders(trade.entry_side) count_of_entries = trade.nr_of_successful_entries # Allow up to 3 additional increasingly larger buys (4 in total) # Initial buy is 1x diff --git a/docs/strategy_migration.md b/docs/strategy_migration.md index 31cbb71e0..5608f2004 100644 --- a/docs/strategy_migration.md +++ b/docs/strategy_migration.md @@ -27,7 +27,7 @@ You can use the quick summary as checklist. Please refer to the detailed section * [New column `enter_short` and corresponding new column `exit_short`](#populate_sell_trend) * trade-object now has the following new properties: * `is_short` - * `enter_side` + * `entry_side` * `exit_side` * `trade_direction` * renamed: `sell_reason` -> `exit_reason` diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index ccdfbefb4..ac9d359a0 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -330,12 +330,12 @@ class FreqtradeBot(LoggingMixin): trades: List[Trade] = Trade.get_open_trades_without_assigned_fees() for trade in trades: - if trade.is_open and not trade.fee_updated(trade.enter_side): - order = trade.select_order(trade.enter_side, False) - open_order = trade.select_order(trade.enter_side, True) + if trade.is_open and not trade.fee_updated(trade.entry_side): + order = trade.select_order(trade.entry_side, False) + open_order = trade.select_order(trade.entry_side, True) if order and open_order is None: logger.info( - f"Updating {trade.enter_side}-fee on trade {trade}" + f"Updating {trade.entry_side}-fee on trade {trade}" f"for order {order.order_id}." ) self.update_trade_state(trade, order.order_id, send_msg=False) @@ -364,7 +364,7 @@ class FreqtradeBot(LoggingMixin): if fo and fo['status'] == 'open': # Assume this as the open order trade.open_order_id = order.order_id - elif order.ft_order_side == trade.enter_side: + elif order.ft_order_side == trade.entry_side: if fo and fo['status'] == 'open': trade.open_order_id = order.order_id if fo: @@ -549,9 +549,9 @@ class FreqtradeBot(LoggingMixin): order_book_bids = order_book_data_frame['b_size'].sum() order_book_asks = order_book_data_frame['a_size'].sum() - enter_side = order_book_bids if side == SignalDirection.LONG else order_book_asks + entry_side = order_book_bids if side == SignalDirection.LONG else order_book_asks exit_side = order_book_asks if side == SignalDirection.LONG else order_book_bids - bids_ask_delta = enter_side / exit_side + bids_ask_delta = entry_side / exit_side bids = f"Bids: {order_book_bids}" asks = f"Asks: {order_book_asks}" @@ -1136,7 +1136,7 @@ class FreqtradeBot(LoggingMixin): continue fully_cancelled = self.update_trade_state(trade, trade.open_order_id, order) - is_entering = order['side'] == trade.enter_side + is_entering = order['side'] == trade.entry_side not_closed = order['status'] == 'open' or fully_cancelled max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0) @@ -1177,7 +1177,7 @@ class FreqtradeBot(LoggingMixin): logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc()) continue - if order['side'] == trade.enter_side: + if order['side'] == trade.entry_side: self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['ALL_CANCELLED']) elif order['side'] == trade.exit_side: @@ -1216,7 +1216,7 @@ class FreqtradeBot(LoggingMixin): corder = order reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE'] - side = trade.enter_side.capitalize() + side = trade.entry_side.capitalize() logger.info('%s order %s for %s.', side, reason, trade) # Using filled to determine the filled amount @@ -1247,7 +1247,7 @@ class FreqtradeBot(LoggingMixin): self.update_trade_state(trade, trade.open_order_id, corder) trade.open_order_id = None - logger.info(f'Partial {trade.enter_side} order timeout for {trade}.') + logger.info(f'Partial {trade.entry_side} order timeout for {trade}.') reason += f", {constants.CANCEL_REASON['PARTIALLY_FILLED']}" self.wallets.update() @@ -1577,7 +1577,7 @@ class FreqtradeBot(LoggingMixin): if order['status'] in constants.NON_OPEN_EXCHANGE_STATES: # If a entry order was closed, force update on stoploss on exchange - if order.get('side', None) == trade.enter_side: + if order.get('side', None) == trade.entry_side: trade = self.cancel_stoploss_on_exchange(trade) # TODO: Margin will need to use interest_rate as well. # interest_rate = self.exchange.get_interest_rate() diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index bb185aaae..9c66dcd17 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -774,8 +774,8 @@ class Backtesting: ft_pair=trade.pair, order_id=str(self.order_id_counter), symbol=trade.pair, - ft_order_side=trade.enter_side, - side=trade.enter_side, + ft_order_side=trade.entry_side, + side=trade.entry_side, order_type=order_type, status="open", order_date=current_time, @@ -857,7 +857,7 @@ class Backtesting: timedout = self.strategy.ft_check_timed_out(trade, order, current_time) if timedout: - if order.side == trade.enter_side: + if order.side == trade.entry_side: self.timedout_entry_orders += 1 if trade.nr_of_successful_entries == 0: # Remove trade due to entry timeout expiration. @@ -972,7 +972,7 @@ class Backtesting: for trade in list(open_trades[pair]): # 3. Process entry orders. - order = trade.select_order(trade.enter_side, is_open=True) + order = trade.select_order(trade.entry_side, is_open=True) if order and self._get_order_filled(order.price, row): order.close_bt_order(current_time) trade.open_order_id = None diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index 0968f1e97..21be7fb21 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -371,7 +371,7 @@ class LocalTrade(): return self.close_date.replace(tzinfo=timezone.utc) @property - def enter_side(self) -> str: + def entry_side(self) -> str: if self.is_short: return "sell" else: @@ -412,7 +412,7 @@ class LocalTrade(): def to_json(self) -> Dict[str, Any]: filled_orders = self.select_filled_orders() - orders = [order.to_json(self.enter_side) for order in filled_orders] + orders = [order.to_json(self.entry_side) for order in filled_orders] return { 'trade_id': self.id, @@ -601,7 +601,7 @@ class LocalTrade(): logger.info(f'Updating trade (id={self.id}) ...') - if order.ft_order_side == self.enter_side: + if order.ft_order_side == self.entry_side: # Update open rate and actual amount self.open_rate = order.safe_price self.amount = order.safe_amount_after_fee @@ -650,7 +650,7 @@ class LocalTrade(): """ Update Fee parameters. Only acts once per side """ - if self.enter_side == side and self.fee_open_currency is None: + if self.entry_side == side and self.fee_open_currency is None: self.fee_open_cost = fee_cost self.fee_open_currency = fee_currency if fee_rate is not None: @@ -667,7 +667,7 @@ class LocalTrade(): """ Verify if this side (buy / sell) has already been updated """ - if self.enter_side == side: + if self.entry_side == side: return self.fee_open_currency is not None elif self.exit_side == side: return self.fee_close_currency is not None @@ -840,7 +840,7 @@ class LocalTrade(): def recalc_trade_from_orders(self): # 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.entry_side)) < 2: self.stake_amount = self.amount * self.open_rate / self.leverage # Just in case, still recalc open trade value @@ -851,7 +851,7 @@ class LocalTrade(): total_stake = 0.0 for o in self.orders: if (o.ft_is_open or - (o.ft_order_side != self.enter_side) or + (o.ft_order_side != self.entry_side) or (o.status not in NON_OPEN_EXCHANGE_STATES)): continue @@ -919,7 +919,7 @@ class LocalTrade(): :return: int count of entry orders that have been filled for this trade. """ - return len(self.select_filled_orders(self.enter_side)) + return len(self.select_filled_orders(self.entry_side)) @property def nr_of_successful_exits(self) -> int: diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 8c83b3009..84b779eda 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -1044,7 +1044,7 @@ class IStrategy(ABC, HyperStrategyMixin): FT Internal method. Check if timeout is active, and if the order is still open and timed out """ - side = 'entry' if order.ft_order_side == trade.enter_side else 'exit' + side = 'entry' if order.ft_order_side == trade.entry_side else 'exit' timeout = self.config.get('unfilledtimeout', {}).get(side) if timeout is not None: diff --git a/tests/conftest_trades.py b/tests/conftest_trades.py index 4aebecd6a..006eab98f 100644 --- a/tests/conftest_trades.py +++ b/tests/conftest_trades.py @@ -6,7 +6,7 @@ from freqtrade.persistence.models import Order, Trade MOCK_TRADE_COUNT = 6 -def enter_side(is_short: bool): +def entry_side(is_short: bool): return "sell" if is_short else "buy" @@ -23,7 +23,7 @@ def mock_order_1(is_short: bool): 'id': f'1234_{direc(is_short)}', 'symbol': 'ETH/BTC', 'status': 'closed', - 'side': enter_side(is_short), + 'side': entry_side(is_short), 'type': 'limit', 'price': 0.123, 'average': 0.123, @@ -50,7 +50,7 @@ def mock_trade_1(fee, is_short: bool): timeframe=5, is_short=is_short ) - o = Order.parse_from_ccxt_object(mock_order_1(is_short), 'ETH/BTC', enter_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_1(is_short), 'ETH/BTC', entry_side(is_short)) trade.orders.append(o) return trade @@ -60,7 +60,7 @@ def mock_order_2(is_short: bool): 'id': f'1235_{direc(is_short)}', 'symbol': 'ETC/BTC', 'status': 'closed', - 'side': enter_side(is_short), + 'side': entry_side(is_short), 'type': 'limit', 'price': 0.123, 'amount': 123.0, @@ -109,7 +109,7 @@ def mock_trade_2(fee, is_short: bool): close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), is_short=is_short ) - o = Order.parse_from_ccxt_object(mock_order_2(is_short), 'ETC/BTC', enter_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_2(is_short), 'ETC/BTC', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_2_sell(is_short), 'ETC/BTC', exit_side(is_short)) trade.orders.append(o) @@ -121,7 +121,7 @@ def mock_order_3(is_short: bool): 'id': f'41231a12a_{direc(is_short)}', 'symbol': 'XRP/BTC', 'status': 'closed', - 'side': enter_side(is_short), + 'side': entry_side(is_short), 'type': 'limit', 'price': 0.05, 'amount': 123.0, @@ -169,7 +169,7 @@ def mock_trade_3(fee, is_short: bool): close_date=datetime.now(tz=timezone.utc), is_short=is_short ) - o = Order.parse_from_ccxt_object(mock_order_3(is_short), 'XRP/BTC', enter_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_3(is_short), 'XRP/BTC', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_3_sell(is_short), 'XRP/BTC', exit_side(is_short)) trade.orders.append(o) @@ -181,7 +181,7 @@ def mock_order_4(is_short: bool): 'id': f'prod_buy_{direc(is_short)}_12345', 'symbol': 'ETC/BTC', 'status': 'open', - 'side': enter_side(is_short), + 'side': entry_side(is_short), 'type': 'limit', 'price': 0.123, 'amount': 123.0, @@ -210,7 +210,7 @@ def mock_trade_4(fee, is_short: bool): timeframe=5, is_short=is_short ) - o = Order.parse_from_ccxt_object(mock_order_4(is_short), 'ETC/BTC', enter_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_4(is_short), 'ETC/BTC', entry_side(is_short)) trade.orders.append(o) return trade @@ -220,7 +220,7 @@ def mock_order_5(is_short: bool): 'id': f'prod_buy_{direc(is_short)}_3455', 'symbol': 'XRP/BTC', 'status': 'closed', - 'side': enter_side(is_short), + 'side': entry_side(is_short), 'type': 'limit', 'price': 0.123, 'amount': 123.0, @@ -264,7 +264,7 @@ def mock_trade_5(fee, is_short: bool): timeframe=5, is_short=is_short ) - o = Order.parse_from_ccxt_object(mock_order_5(is_short), 'XRP/BTC', enter_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_5(is_short), 'XRP/BTC', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_5_stoploss(is_short), 'XRP/BTC', 'stoploss') trade.orders.append(o) @@ -276,7 +276,7 @@ def mock_order_6(is_short: bool): 'id': f'prod_buy_{direc(is_short)}_6', 'symbol': 'LTC/BTC', 'status': 'closed', - 'side': enter_side(is_short), + 'side': entry_side(is_short), 'type': 'limit', 'price': 0.15, 'amount': 2.0, @@ -320,7 +320,7 @@ def mock_trade_6(fee, is_short: bool): timeframe=5, is_short=is_short ) - o = Order.parse_from_ccxt_object(mock_order_6(is_short), 'LTC/BTC', enter_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_6(is_short), 'LTC/BTC', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_6_sell(is_short), 'LTC/BTC', exit_side(is_short)) trade.orders.append(o) diff --git a/tests/strategy/strats/strategy_test_v3.py b/tests/strategy/strats/strategy_test_v3.py index 168545bbb..372e29412 100644 --- a/tests/strategy/strats/strategy_test_v3.py +++ b/tests/strategy/strats/strategy_test_v3.py @@ -183,7 +183,7 @@ class StrategyTestV3(IStrategy): current_profit: float, min_stake: float, max_stake: float, **kwargs): if current_profit < -0.0075: - orders = trade.select_filled_orders(trade.enter_side) + orders = trade.select_filled_orders(trade.entry_side) return round(orders[0].cost, 0) return None diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 66f41a0ac..2a7f39108 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -25,7 +25,7 @@ from freqtrade.worker import Worker from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker, log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal, patch_wallet, patch_whitelist) -from tests.conftest_trades import (MOCK_TRADE_COUNT, enter_side, exit_side, mock_order_1, +from tests.conftest_trades import (MOCK_TRADE_COUNT, entry_side, exit_side, mock_order_1, mock_order_2, mock_order_2_sell, mock_order_3, mock_order_3_sell, mock_order_4, mock_order_5_stoploss, mock_order_6_sell) @@ -303,7 +303,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_order, # Simulate fulfilled LIMIT_BUY order for trade oobj = Order.parse_from_ccxt_object( - limit_order[enter_side(is_short)], 'ADA/USDT', enter_side(is_short)) + limit_order[entry_side(is_short)], 'ADA/USDT', entry_side(is_short)) trade.update_trade(oobj) assert trade.open_rate == open_rate @@ -341,7 +341,7 @@ def test_create_trade_minimal_amount( ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - enter_mock = MagicMock(return_value=limit_order_open[enter_side(is_short)]) + enter_mock = MagicMock(return_value=limit_order_open[entry_side(is_short)]) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, @@ -537,8 +537,8 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, - create_order=MagicMock(return_value=limit_order_open[enter_side(is_short)]), - fetch_order=MagicMock(return_value=limit_order[enter_side(is_short)]), + create_order=MagicMock(return_value=limit_order_open[entry_side(is_short)]), + fetch_order=MagicMock(return_value=limit_order[entry_side(is_short)]), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) @@ -751,8 +751,8 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, (10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207 """ # TODO: Split this test into multiple tests to improve readability - open_order = limit_order_open[enter_side(is_short)] - order = limit_order[enter_side(is_short)] + open_order = limit_order_open[entry_side(is_short)] + order = limit_order[entry_side(is_short)] default_conf_usdt['trading_mode'] = trading_mode default_conf_usdt['liquidation_buffer'] = liq_buffer leverage = 1.0 if trading_mode == 'spot' else 5.0 @@ -975,7 +975,7 @@ def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_order 'ask': 2.2, 'last': 1.9 }), - create_order=MagicMock(return_value=limit_order[enter_side(is_short)]), + create_order=MagicMock(return_value=limit_order[entry_side(is_short)]), get_rate=MagicMock(return_value=0.11), get_min_pair_stake_amount=MagicMock(return_value=1), get_fee=fee, @@ -986,11 +986,11 @@ def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_order freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError) assert freqtrade.execute_entry(pair, stake_amount) - limit_order[enter_side(is_short)]['id'] = '222' + limit_order[entry_side(is_short)]['id'] = '222' freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception) assert freqtrade.execute_entry(pair, stake_amount) - limit_order[enter_side(is_short)]['id'] = '2223' + limit_order[entry_side(is_short)]['id'] = '2223' freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) assert freqtrade.execute_entry(pair, stake_amount) @@ -1010,7 +1010,7 @@ def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order, 'ask': 2.2, 'last': 1.9 }), - create_order=MagicMock(return_value=limit_order[enter_side(is_short)]), + create_order=MagicMock(return_value=limit_order[entry_side(is_short)]), get_rate=MagicMock(return_value=0.11), # Minimum stake-amount is ~5$ get_maintenance_ratio_and_amt=MagicMock(return_value=(0.0, 0.0)), @@ -1032,7 +1032,7 @@ def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order, def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_short) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - order = limit_order[enter_side(is_short)] + order = limit_order[entry_side(is_short)] mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) @@ -1062,7 +1062,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_sho def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_short, limit_order) -> None: stoploss = MagicMock(return_value={'id': 13434334}) - enter_order = limit_order[enter_side(is_short)] + enter_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) @@ -1217,7 +1217,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_ def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, is_short, limit_order) -> None: # Sixth case: stoploss order was cancelled but couldn't create new one - enter_order = limit_order[enter_side(is_short)] + enter_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) @@ -1260,7 +1260,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, def test_create_stoploss_order_invalid_order( mocker, default_conf_usdt, caplog, fee, is_short, limit_order, limit_order_open ): - open_order = limit_order_open[enter_side(is_short)] + open_order = limit_order_open[entry_side(is_short)] order = limit_order[exit_side(is_short)] rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) @@ -1325,7 +1325,7 @@ def test_create_stoploss_order_insufficient_funds( 'last': 1.9 }), create_order=MagicMock(side_effect=[ - limit_order[enter_side(is_short)], + limit_order[entry_side(is_short)], exit_order, ]), get_fee=fee, @@ -1364,7 +1364,7 @@ def test_handle_stoploss_on_exchange_trailing( mocker, default_conf_usdt, fee, is_short, bid, ask, limit_order, stop_price, amt, hang_price ) -> None: # When trailing stoploss is set - enter_order = limit_order[enter_side(is_short)] + enter_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) @@ -1485,7 +1485,7 @@ def test_handle_stoploss_on_exchange_trailing( def test_handle_stoploss_on_exchange_trailing_error( mocker, default_conf_usdt, fee, caplog, limit_order, is_short ) -> None: - enter_order = limit_order[enter_side(is_short)] + enter_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1593,7 +1593,7 @@ def test_stoploss_on_exchange_price_rounding( def test_handle_stoploss_on_exchange_custom_stop( mocker, default_conf_usdt, fee, is_short, limit_order ) -> None: - enter_order = limit_order[enter_side(is_short)] + enter_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1860,10 +1860,10 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_order', - return_value=limit_order[enter_side(is_short)]) + return_value=limit_order[entry_side(is_short)]) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', - return_value=limit_order[enter_side(is_short)]['amount']) + return_value=limit_order[entry_side(is_short)]['amount']) trade = MagicMock() trade.is_short = is_short @@ -1886,7 +1886,7 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog @pytest.mark.parametrize("is_short", [False, True]) def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog, is_short) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - order = limit_order[enter_side(is_short)] + order = limit_order[entry_side(is_short)] mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) trade = MagicMock() @@ -1909,7 +1909,7 @@ def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog @pytest.mark.parametrize("is_short", [False, True]) def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - order = limit_order[enter_side(is_short)] + order = limit_order[entry_side(is_short)] mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) @@ -1930,7 +1930,7 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, ca leverage=1, ) trade.orders.append(Order( - ft_order_side=enter_side(is_short), + ft_order_side=entry_side(is_short), price=0.01, order_id=order_id, @@ -1980,7 +1980,7 @@ def test_update_trade_state_withorderdict( default_conf_usdt, trades_for_order, limit_order, fee, mocker, initial_amount, has_rounding_fee, is_short, caplog ): - order = limit_order[enter_side(is_short)] + order = limit_order[entry_side(is_short)] trades_for_order[0]['amount'] = initial_amount order_id = "oid_123456" order['id'] = order_id @@ -2006,7 +2006,7 @@ def test_update_trade_state_withorderdict( ) trade.orders.append( Order( - ft_order_side=enter_side(is_short), + ft_order_side=entry_side(is_short), ft_pair=trade.pair, ft_is_open=True, order_id=order_id, @@ -2026,7 +2026,7 @@ def test_update_trade_state_withorderdict( @pytest.mark.parametrize("is_short", [False, True]) def test_update_trade_state_exception(mocker, default_conf_usdt, is_short, limit_order, caplog) -> None: - order = limit_order[enter_side(is_short)] + order = limit_order[entry_side(is_short)] freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) @@ -2107,7 +2107,7 @@ def test_handle_trade( default_conf_usdt, limit_order_open, limit_order, fee, mocker, is_short, close_profit ) -> None: open_order = limit_order_open[exit_side(is_short)] - enter_order = limit_order[enter_side(is_short)] + enter_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) @@ -2134,7 +2134,7 @@ def test_handle_trade( assert trade time.sleep(0.01) # Race condition fix - oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], enter_side(is_short)) + oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], entry_side(is_short)) trade.update_trade(oobj) assert trade.is_open is True freqtrade.wallets.update() @@ -2235,7 +2235,7 @@ def test_handle_overlapping_signals( def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog, is_short) -> None: - open_order = limit_order_open[enter_side(is_short)] + open_order = limit_order_open[entry_side(is_short)] caplog.set_level(logging.DEBUG) @@ -2278,7 +2278,7 @@ def test_handle_trade_use_sell_signal( ) -> None: enter_open_order = limit_order_open[exit_side(is_short)] - exit_open_order = limit_order_open[enter_side(is_short)] + exit_open_order = limit_order_open[entry_side(is_short)] # use_sell_signal is True buy default caplog.set_level(logging.DEBUG) @@ -2320,7 +2320,7 @@ def test_close_trade( ) -> None: open_order = limit_order_open[exit_side(is_short)] enter_order = limit_order[exit_side(is_short)] - exit_order = limit_order[enter_side(is_short)] + exit_order = limit_order[entry_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -2766,7 +2766,7 @@ def test_check_handle_timedout_partial_fee( assert trades[0].amount == (limit_buy_order_old_partial['amount'] - limit_buy_order_old_partial['remaining']) - 0.023 assert trades[0].open_order_id is None - assert trades[0].fee_updated(open_trade.enter_side) + assert trades[0].fee_updated(open_trade.entry_side) assert pytest.approx(trades[0].fee_open) == 0.001 @@ -2853,8 +2853,8 @@ def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_tr def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_short) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - l_order = limit_order[enter_side(is_short)] - cancel_buy_order = deepcopy(limit_order[enter_side(is_short)]) + l_order = limit_order[entry_side(is_short)] + cancel_buy_order = deepcopy(limit_order[entry_side(is_short)]) cancel_buy_order['status'] = 'canceled' del cancel_buy_order['filled'] @@ -2868,7 +2868,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_ trade.pair = 'LTC/USDT' trade.open_rate = 200 trade.is_short = False - trade.enter_side = "buy" + trade.entry_side = "buy" l_order['filled'] = 0.0 l_order['status'] = 'open' reason = CANCEL_REASON['TIMEOUT'] @@ -2896,7 +2896,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_ assert log_has_re(r"Order .* for .* not cancelled.", caplog) # min_pair_stake empty should not crash mocker.patch('freqtrade.exchange.Exchange.get_min_pair_stake_amount', return_value=None) - assert not freqtrade.handle_cancel_enter(trade, limit_order[enter_side(is_short)], reason) + assert not freqtrade.handle_cancel_enter(trade, limit_order[entry_side(is_short)], reason) @pytest.mark.parametrize("is_short", [False, True]) @@ -2915,11 +2915,11 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho reason = CANCEL_REASON['TIMEOUT'] trade = MagicMock() trade.pair = 'LTC/ETH' - trade.enter_side = "sell" if is_short else "buy" + trade.entry_side = "sell" if is_short else "buy" assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason) assert cancel_order_mock.call_count == 0 assert log_has_re( - f'{trade.enter_side.capitalize()} order fully cancelled. ' + f'{trade.entry_side.capitalize()} order fully cancelled. ' r'Removing .* from database\.', caplog ) @@ -2937,7 +2937,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order cancelorder) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - l_order = limit_order[enter_side(is_short)] + l_order = limit_order[entry_side(is_short)] cancel_order_mock = MagicMock(return_value=cancelorder) mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -2949,9 +2949,9 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order trade = MagicMock() trade.pair = 'LTC/USDT' - trade.enter_side = "buy" + trade.entry_side = "buy" trade.open_rate = 200 - trade.enter_side = "buy" + trade.entry_side = "buy" l_order['filled'] = 0.0 l_order['status'] = 'open' reason = CANCEL_REASON['TIMEOUT'] @@ -3642,7 +3642,7 @@ def test_sell_profit_only( fee, mocker, profit_only, bid, ask, handle_first, handle_second, exit_type) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - eside = enter_side(is_short) + eside = entry_side(is_short) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ @@ -3803,7 +3803,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - eside = enter_side(is_short) + eside = entry_side(is_short) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ @@ -3863,7 +3863,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open, 'last': 2.0 }), create_order=MagicMock(side_effect=[ - limit_order_open[enter_side(is_short)], + limit_order_open[entry_side(is_short)], {'id': 1234553382}, ]), get_fee=fee, @@ -3921,10 +3921,10 @@ def test_trailing_stop_loss_positive( default_conf_usdt, limit_order, limit_order_open, offset, fee, caplog, mocker, trail_if_reached, second_sl, is_short ) -> None: - enter_price = limit_order[enter_side(is_short)]['price'] + enter_price = limit_order[entry_side(is_short)]['price'] patch_RPCManager(mocker) patch_exchange(mocker) - eside = enter_side(is_short) + eside = entry_side(is_short) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ @@ -4020,7 +4020,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_ is_short, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - eside = enter_side(is_short) + eside = entry_side(is_short) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ @@ -4424,7 +4424,7 @@ def test_order_book_depth_of_market( mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, - create_order=MagicMock(return_value=limit_order_open[enter_side(is_short)]), + create_order=MagicMock(return_value=limit_order_open[entry_side(is_short)]), get_fee=fee, ) @@ -4449,7 +4449,7 @@ def test_order_book_depth_of_market( # Simulate fulfilled LIMIT_BUY order for trade oobj = Order.parse_from_ccxt_object( - limit_order_open[enter_side(is_short)], 'ADA/USDT', enter_side(is_short)) + limit_order_open[entry_side(is_short)], 'ADA/USDT', entry_side(is_short)) trade.update_trade(oobj) assert trade.open_rate == ticker_usdt.return_value[ticker_side] @@ -4638,7 +4638,7 @@ def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_order, lim side_effect=[ ExchangeError(), limit_order[exit_side(is_short)], - limit_order_open[enter_side(is_short)], + limit_order_open[entry_side(is_short)], limit_order_open[exit_side(is_short)], ] ) @@ -4751,7 +4751,7 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, f for trade in trades: if trade.is_open: # Exclude Trade 4 - as the order is still open. - if trade.select_order(enter_side(is_short), False): + if trade.select_order(entry_side(is_short), False): assert trade.fee_open_cost is not None assert trade.fee_open_currency is not None else: @@ -5008,7 +5008,7 @@ def test_update_funding_fees( # SETUP time_machine.move_to("2021-09-01 00:00:00 +00:00") - open_order = limit_order_open[enter_side(is_short)] + open_order = limit_order_open[entry_side(is_short)] open_exit_order = limit_order_open[exit_side(is_short)] bid = 0.11 enter_rate_mock = MagicMock(return_value=bid) diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 573f3469e..8ba8764e0 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -76,7 +76,7 @@ def test_init_dryrun_db(default_conf, tmpdir): @pytest.mark.parametrize('is_short', [False, True]) @pytest.mark.usefixtures("init_persistence") def test_enter_exit_side(fee, is_short): - enter_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell") + entry_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell") trade = Trade( id=2, pair='ADA/USDT', @@ -92,7 +92,7 @@ def test_enter_exit_side(fee, is_short): leverage=2.0, trading_mode=margin ) - assert trade.enter_side == enter_side + assert trade.entry_side == entry_side assert trade.exit_side == exit_side assert trade.trade_direction == 'short' if is_short else 'long' @@ -456,7 +456,7 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_ enter_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt exit_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt - enter_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell") + entry_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell") trade = Trade( id=2, @@ -479,13 +479,13 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_ assert trade.close_date is None trade.open_order_id = 'something' - oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', enter_side) + oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', entry_side) trade.update_trade(oobj) assert trade.open_order_id is None assert trade.open_rate == open_rate assert trade.close_profit is None assert trade.close_date is None - assert log_has_re(f"LIMIT_{enter_side.upper()} has been fulfilled for " + assert log_has_re(f"LIMIT_{entry_side.upper()} has been fulfilled for " r"Trade\(id=2, pair=ADA/USDT, amount=30.00000000, " f"is_short={is_short}, leverage={lev}, open_rate={open_rate}0000000, " r"open_since=.*\).", @@ -2135,19 +2135,19 @@ def test_select_order(fee, is_short): trades = Trade.get_trades().all() # Open buy order, no sell order - order = trades[0].select_order(trades[0].enter_side, True) + order = trades[0].select_order(trades[0].entry_side, True) assert order is None - order = trades[0].select_order(trades[0].enter_side, False) + order = trades[0].select_order(trades[0].entry_side, False) assert order is not None order = trades[0].select_order(trades[0].exit_side, None) assert order is None # closed buy order, and open sell order - order = trades[1].select_order(trades[1].enter_side, True) + order = trades[1].select_order(trades[1].entry_side, True) assert order is None - order = trades[1].select_order(trades[1].enter_side, False) + order = trades[1].select_order(trades[1].entry_side, False) assert order is not None - order = trades[1].select_order(trades[1].enter_side, None) + order = trades[1].select_order(trades[1].entry_side, None) assert order is not None order = trades[1].select_order(trades[1].exit_side, True) assert order is None @@ -2155,15 +2155,15 @@ def test_select_order(fee, is_short): assert order is not None # Has open buy order - order = trades[3].select_order(trades[3].enter_side, True) + order = trades[3].select_order(trades[3].entry_side, True) assert order is not None - order = trades[3].select_order(trades[3].enter_side, False) + order = trades[3].select_order(trades[3].entry_side, False) assert order is None # Open sell order - order = trades[4].select_order(trades[4].enter_side, True) + order = trades[4].select_order(trades[4].entry_side, True) assert order is None - order = trades[4].select_order(trades[4].enter_side, False) + order = trades[4].select_order(trades[4].entry_side, False) assert order is not None trades[4].orders[1].ft_order_side = trades[4].exit_side @@ -2386,7 +2386,7 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short): o1_cost = o1_amount * o1_rate o1_fee_cost = o1_cost * fee.return_value o1_trade_val = o1_cost - o1_fee_cost if is_short else o1_cost + o1_fee_cost - enter_side = "sell" if is_short else "buy" + entry_side = "sell" if is_short else "buy" exit_side = "buy" if is_short else "sell" trade = Trade( @@ -2402,16 +2402,16 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, 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, entry_side) # Check with 1 order order1 = Order( - ft_order_side=enter_side, + ft_order_side=entry_side, ft_pair=trade.pair, ft_is_open=False, status="closed", symbol=trade.pair, order_type="market", - side=enter_side, + side=entry_side, price=o1_rate, average=o1_rate, filled=o1_amount, @@ -2432,13 +2432,13 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short): assert trade.nr_of_successful_entries == 1 order2 = Order( - ft_order_side=enter_side, + ft_order_side=entry_side, ft_pair=trade.pair, ft_is_open=True, status="open", symbol=trade.pair, order_type="market", - side=enter_side, + side=entry_side, price=o1_rate, average=o1_rate, filled=o1_amount, @@ -2460,13 +2460,13 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short): # Let's try with some other orders order3 = Order( - ft_order_side=enter_side, + ft_order_side=entry_side, ft_pair=trade.pair, ft_is_open=False, status="cancelled", symbol=trade.pair, order_type="market", - side=enter_side, + side=entry_side, price=1, average=2, filled=0, @@ -2487,13 +2487,13 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short): assert trade.nr_of_successful_entries == 1 order4 = Order( - ft_order_side=enter_side, + ft_order_side=entry_side, ft_pair=trade.pair, ft_is_open=False, status="closed", symbol=trade.pair, order_type="market", - side=enter_side, + side=entry_side, price=o1_rate, average=o1_rate, filled=o1_amount, @@ -2542,13 +2542,13 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short): # Check with 1 order order_noavg = Order( - ft_order_side=enter_side, + ft_order_side=entry_side, ft_pair=trade.pair, ft_is_open=False, status="closed", symbol=trade.pair, order_type="market", - side=enter_side, + side=entry_side, price=o1_rate, average=None, filled=o1_amount,