From 6ab0ec6aac9f82dd1834b0892146de13e1fecabc Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Sat, 6 Jan 2018 21:16:45 +0200 Subject: [PATCH 1/2] only apply profit guarantee to sell_signal --- freqtrade/main.py | 11 +++++------ freqtrade/tests/test_main.py | 28 ++++++++++++++++++++-------- 2 files changed, 25 insertions(+), 14 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 254bed33e..e5b7478a4 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -247,12 +247,6 @@ def handle_trade(trade: Trade) -> bool: logger.debug('Handling %s ...', trade) current_rate = exchange.get_ticker(trade.pair)['bid'] - # Experimental: Check if the trade is profitable before selling it (avoid selling at loss) - if _CONF.get('experimental', {}).get('sell_profit_only'): - logger.debug('Checking if trade is profitable ...') - if trade.calc_profit(rate=current_rate) <= 0: - return False - # Check if minimal roi has been reached if min_roi_reached(trade, current_rate, datetime.utcnow()): logger.debug('Executing sell due to ROI ...') @@ -261,6 +255,11 @@ def handle_trade(trade: Trade) -> bool: # Experimental: Check if sell signal has been enabled and triggered if _CONF.get('experimental', {}).get('use_sell_signal'): + # Experimental: Check if the trade is profitable before selling it (avoid selling at loss) + if _CONF.get('experimental', {}).get('sell_profit_only'): + logger.debug('Checking if trade is profitable ...') + if trade.calc_profit(rate=current_rate) <= 0: + return False logger.debug('Checking sell_signal ...') if get_signal(trade.pair, SignalType.SELL): logger.debug('Executing sell due to sell signal ...') diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 004126268..f74c88cb6 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -537,10 +537,13 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker) def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker): - default_conf['experimental'] = {} - default_conf['experimental']['sell_profit_only'] = True + default_conf['experimental'] = { + 'use_sell_signal': True, + 'sell_profit_only': True, + } mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch('freqtrade.main.min_roi_reached', return_value=False) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', @@ -561,10 +564,13 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker): def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): - default_conf['experimental'] = {} - default_conf['experimental']['sell_profit_only'] = False + default_conf['experimental'] = { + 'use_sell_signal': True, + 'sell_profit_only': False, + } mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch('freqtrade.main.min_roi_reached', return_value=False) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', @@ -585,10 +591,13 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): - default_conf['experimental'] = {} - default_conf['experimental']['sell_profit_only'] = True + default_conf['experimental'] = { + 'use_sell_signal': True, + 'sell_profit_only': True, + } mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch('freqtrade.main.min_roi_reached', return_value=False) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', @@ -609,10 +618,13 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): - default_conf['experimental'] = {} - default_conf['experimental']['sell_profit_only'] = False + default_conf['experimental'] = { + 'use_sell_signal': True, + 'sell_profit_only': False, + } mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch('freqtrade.main.min_roi_reached', return_value=False) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', From a29f3de02508a5939a37fb8c65eb21db3c50ca85 Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Sat, 6 Jan 2018 21:21:56 +0200 Subject: [PATCH 2/2] fix variable names to pythonic --- freqtrade/tests/test_main.py | 20 ++++++++++---------- 1 file changed, 10 insertions(+), 10 deletions(-) diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index f74c88cb6..d5ab55cf6 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -331,7 +331,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, health, limit_buy_order cancel_order=cancel_order_mock) init(default_conf, create_engine('sqlite://')) - tradeBuy = Trade( + trade_buy = Trade( pair='BTC_ETH', open_rate=0.00001099, exchange='BITTREX', @@ -343,12 +343,12 @@ def test_check_handle_timedout_buy(default_conf, ticker, health, limit_buy_order is_open=True ) - Trade.session.add(tradeBuy) + Trade.session.add(trade_buy) # check it does cancel buy orders over the time limit check_handle_timedout(600) assert cancel_order_mock.call_count == 1 - trades = Trade.query.filter(Trade.open_order_id.is_(tradeBuy.open_order_id)).all() + trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all() assert len(trades) == 0 @@ -363,7 +363,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, health, limit_sell_ord cancel_order=cancel_order_mock) init(default_conf, create_engine('sqlite://')) - tradeSell = Trade( + trade_sell = Trade( pair='BTC_ETH', open_rate=0.00001099, exchange='BITTREX', @@ -376,12 +376,12 @@ def test_check_handle_timedout_sell(default_conf, ticker, health, limit_sell_ord is_open=False ) - Trade.session.add(tradeSell) + Trade.session.add(trade_sell) # check it does cancel sell orders over the time limit check_handle_timedout(600) assert cancel_order_mock.call_count == 1 - assert tradeSell.is_open is True + assert trade_sell.is_open is True def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial, @@ -396,7 +396,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old cancel_order=cancel_order_mock) init(default_conf, create_engine('sqlite://')) - tradeBuy = Trade( + trade_buy = Trade( pair='BTC_ETH', open_rate=0.00001099, exchange='BITTREX', @@ -408,16 +408,16 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old is_open=True ) - Trade.session.add(tradeBuy) + Trade.session.add(trade_buy) # check it does cancel buy orders over the time limit # note this is for a partially-complete buy order check_handle_timedout(600) assert cancel_order_mock.call_count == 1 - trades = Trade.query.filter(Trade.open_order_id.is_(tradeBuy.open_order_id)).all() + trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all() assert len(trades) == 1 assert trades[0].amount == 23.0 - assert trades[0].stake_amount == tradeBuy.open_rate * trades[0].amount + assert trades[0].stake_amount == trade_buy.open_rate * trades[0].amount def test_balance_fully_ask_side(mocker):