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Merge pull request #327 from gcarq/fix_profit_experimental

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Fix profit experimental
This commit is contained in:
Gérald LONLAS 2018-01-06 15:05:20 -08:00 committed by GitHub
commit 7f7d53adb7
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GPG Key ID: 4AEE18F83AFDEB23
2 changed files with 35 additions and 24 deletions
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11
freqtrade/main.py
View File

@ -247,12 +247,6 @@ def handle_trade(trade: Trade) -> bool:
logger.debug('Handling %s ...', trade) logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid'] 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 # Check if minimal roi has been reached
if min_roi_reached(trade, current_rate, datetime.utcnow()): if min_roi_reached(trade, current_rate, datetime.utcnow()):
logger.debug('Executing sell due to ROI ...') 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 # Experimental: Check if sell signal has been enabled and triggered
if _CONF.get('experimental', {}).get('use_sell_signal'): 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 ...') logger.debug('Checking sell_signal ...')
if get_signal(trade.pair, SignalType.SELL): if get_signal(trade.pair, SignalType.SELL):
logger.debug('Executing sell due to sell signal ...') logger.debug('Executing sell due to sell signal ...')

48
freqtrade/tests/test_main.py
View File

@ -331,7 +331,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, health, limit_buy_order
cancel_order=cancel_order_mock) cancel_order=cancel_order_mock)
init(default_conf, create_engine('sqlite://')) init(default_conf, create_engine('sqlite://'))
tradeBuy = Trade( trade_buy = Trade(
pair='BTC_ETH', pair='BTC_ETH',
open_rate=0.00001099, open_rate=0.00001099,
exchange='BITTREX', exchange='BITTREX',
@ -343,12 +343,12 @@ def test_check_handle_timedout_buy(default_conf, ticker, health, limit_buy_order
is_open=True is_open=True
) )
Trade.session.add(tradeBuy) Trade.session.add(trade_buy)
# check it does cancel buy orders over the time limit # check it does cancel buy orders over the time limit
check_handle_timedout(600) check_handle_timedout(600)
assert cancel_order_mock.call_count == 1 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 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) cancel_order=cancel_order_mock)
init(default_conf, create_engine('sqlite://')) init(default_conf, create_engine('sqlite://'))
tradeSell = Trade( trade_sell = Trade(
pair='BTC_ETH', pair='BTC_ETH',
open_rate=0.00001099, open_rate=0.00001099,
exchange='BITTREX', exchange='BITTREX',
@ -376,12 +376,12 @@ def test_check_handle_timedout_sell(default_conf, ticker, health, limit_sell_ord
is_open=False is_open=False
) )
Trade.session.add(tradeSell) Trade.session.add(trade_sell)
# check it does cancel sell orders over the time limit # check it does cancel sell orders over the time limit
check_handle_timedout(600) check_handle_timedout(600)
assert cancel_order_mock.call_count == 1 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, 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) cancel_order=cancel_order_mock)
init(default_conf, create_engine('sqlite://')) init(default_conf, create_engine('sqlite://'))
tradeBuy = Trade( trade_buy = Trade(
pair='BTC_ETH', pair='BTC_ETH',
open_rate=0.00001099, open_rate=0.00001099,
exchange='BITTREX', exchange='BITTREX',
@ -408,16 +408,16 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
is_open=True is_open=True
) )
Trade.session.add(tradeBuy) Trade.session.add(trade_buy)
# check it does cancel buy orders over the time limit # check it does cancel buy orders over the time limit
# note this is for a partially-complete buy order # note this is for a partially-complete buy order
check_handle_timedout(600) check_handle_timedout(600)
assert cancel_order_mock.call_count == 1 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 len(trades) == 1
assert trades[0].amount == 23.0 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): def test_balance_fully_ask_side(mocker):
@ -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): def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {} default_conf['experimental'] = {
default_conf['experimental']['sell_profit_only'] = True 'use_sell_signal': True,
'sell_profit_only': True,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf) 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('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', 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): def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {} default_conf['experimental'] = {
default_conf['experimental']['sell_profit_only'] = False 'use_sell_signal': True,
'sell_profit_only': False,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf) 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('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', 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): def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {} default_conf['experimental'] = {
default_conf['experimental']['sell_profit_only'] = True 'use_sell_signal': True,
'sell_profit_only': True,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf) 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('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', 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): def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {} default_conf['experimental'] = {
default_conf['experimental']['sell_profit_only'] = False 'use_sell_signal': True,
'sell_profit_only': False,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf) 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('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',