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Added side to execute_trade_exit

This commit is contained in:
Sam Germain 2021-09-10 03:25:54 -06:00
parent d582ccd2e6
commit 83bd674ba7
3 changed files with 39 additions and 24 deletions
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27
freqtrade/freqtradebot.py
View File

@ -756,7 +756,7 @@ class FreqtradeBot(LoggingMixin):
logger.error(f'Unable to place a stoploss order on exchange. {e}') logger.error(f'Unable to place a stoploss order on exchange. {e}')
logger.warning('Exiting the trade forcefully') logger.warning('Exiting the trade forcefully')
self.execute_trade_exit(trade, trade.stop_loss, sell_reason=SellCheckTuple( self.execute_trade_exit(trade, trade.stop_loss, sell_reason=SellCheckTuple(
sell_type=SellType.EMERGENCY_SELL)) sell_type=SellType.EMERGENCY_SELL), side=trade.exit_side)
except ExchangeError: except ExchangeError:
trade.stoploss_order_id = None trade.stoploss_order_id = None
@ -876,7 +876,7 @@ class FreqtradeBot(LoggingMixin):
if should_exit.sell_flag: if should_exit.sell_flag:
logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.sell_type}') logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.sell_type}')
self.execute_trade_exit(trade, exit_rate, should_exit) self.execute_trade_exit(trade, exit_rate, should_exit, side=trade.exit_side)
return True return True
return False return False
@ -1081,21 +1081,28 @@ class FreqtradeBot(LoggingMixin):
raise DependencyException( raise DependencyException(
f"Not enough amount to exit trade. Trade-amount: {amount}, Wallet: {wallet_amount}") f"Not enough amount to exit trade. Trade-amount: {amount}, Wallet: {wallet_amount}")
def execute_trade_exit(self, trade: Trade, limit: float, sell_reason: SellCheckTuple) -> bool: def execute_trade_exit(
self,
trade: Trade,
limit: float,
sell_reason: SellCheckTuple, # TODO-lev update to exit_reason
side: str
) -> bool:
""" """
Executes a trade exit for the given trade and limit Executes a trade exit for the given trade and limit
:param trade: Trade instance :param trade: Trade instance
:param limit: limit rate for the sell order :param limit: limit rate for the sell order
:param sell_reason: Reason the sell was triggered :param sell_reason: Reason the sell was triggered
:param side: "buy" or "sell"
:return: True if it succeeds (supported) False (not supported) :return: True if it succeeds (supported) False (not supported)
""" """
sell_type = 'sell' # TODO-lev: Update to exit exit_type = 'sell' # TODO-lev: Update to exit
if sell_reason.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS): if sell_reason.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
sell_type = 'stoploss' exit_type = 'stoploss'
# if stoploss is on exchange and we are on dry_run mode, # if stoploss is on exchange and we are on dry_run mode,
# we consider the sell price stop price # we consider the sell price stop price
if self.config['dry_run'] and sell_type == 'stoploss' \ if self.config['dry_run'] and exit_type == 'stoploss' \
and self.strategy.order_types['stoploss_on_exchange']: and self.strategy.order_types['stoploss_on_exchange']:
limit = trade.stop_loss limit = trade.stop_loss
@ -1119,7 +1126,7 @@ class FreqtradeBot(LoggingMixin):
except InvalidOrderException: except InvalidOrderException:
logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}") logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
order_type = self.strategy.order_types[sell_type] order_type = self.strategy.order_types[exit_type]
if sell_reason.sell_type == SellType.EMERGENCY_SELL: if sell_reason.sell_type == SellType.EMERGENCY_SELL:
# Emergency sells (default to market!) # Emergency sells (default to market!)
order_type = self.strategy.order_types.get("emergencysell", "market") order_type = self.strategy.order_types.get("emergencysell", "market")
@ -1143,10 +1150,10 @@ class FreqtradeBot(LoggingMixin):
order = self.exchange.create_order( order = self.exchange.create_order(
pair=trade.pair, pair=trade.pair,
ordertype=order_type, ordertype=order_type,
side="sell",
amount=amount, amount=amount,
rate=limit, rate=limit,
time_in_force=time_in_force time_in_force=time_in_force,
side=trade.exit_side
) )
except InsufficientFundsError as e: except InsufficientFundsError as e:
logger.warning(f"Unable to place order {e}.") logger.warning(f"Unable to place order {e}.")
@ -1154,7 +1161,7 @@ class FreqtradeBot(LoggingMixin):
self.handle_insufficient_funds(trade) self.handle_insufficient_funds(trade)
return False return False
order_obj = Order.parse_from_ccxt_object(order, trade.pair, 'sell') order_obj = Order.parse_from_ccxt_object(order, trade.pair, trade.exit_side)
trade.orders.append(order_obj) trade.orders.append(order_obj)
trade.open_order_id = order['id'] trade.open_order_id = order['id']

2
freqtrade/rpc/rpc.py
View File

@ -561,7 +561,7 @@ class RPC:
current_rate = self._freqtrade.exchange.get_rate( current_rate = self._freqtrade.exchange.get_rate(
trade.pair, refresh=False, side="sell") trade.pair, refresh=False, side="sell")
sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL) sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
self._freqtrade.execute_trade_exit(trade, current_rate, sell_reason) self._freqtrade.execute_trade_exit(trade, current_rate, sell_reason, side="sell")
# ---- EOF def _exec_forcesell ---- # ---- EOF def _exec_forcesell ----
if self._freqtrade.state != State.RUNNING: if self._freqtrade.state != State.RUNNING:

34
tests/test_freqtradebot.py
View File

@ -2651,6 +2651,7 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None:
assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order' assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order'
# TODO-lev: Add short tests
def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None: def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
rpc_mock = patch_RPCManager(mocker) rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
@ -2679,15 +2680,16 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker
fetch_ticker=ticker_sell_up fetch_ticker=ticker_sell_up
) )
# Prevented sell ... # Prevented sell ...
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], # TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], side="sell",
sell_reason=SellCheckTuple(sell_type=SellType.ROI)) sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert rpc_mock.call_count == 0 assert rpc_mock.call_count == 0
assert freqtrade.strategy.confirm_trade_exit.call_count == 1 assert freqtrade.strategy.confirm_trade_exit.call_count == 1
# Repatch with true # Repatch with true
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True) freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
# TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], side="sell",
sell_reason=SellCheckTuple(sell_type=SellType.ROI)) sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert freqtrade.strategy.confirm_trade_exit.call_count == 1 assert freqtrade.strategy.confirm_trade_exit.call_count == 1
@ -2739,8 +2741,8 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mo
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_down fetch_ticker=ticker_sell_down
) )
# TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], side="sell",
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert rpc_mock.call_count == 2 assert rpc_mock.call_count == 2
@ -2800,8 +2802,8 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_
# Set a custom exit price # Set a custom exit price
freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05 freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
# TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], side="sell",
sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL)) sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
# Sell price must be different to default bid price # Sell price must be different to default bid price
@ -2863,7 +2865,8 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, tick
# Setting trade stoploss to 0.01 # Setting trade stoploss to 0.01
trade.stop_loss = 0.00001099 * 0.99 trade.stop_loss = 0.00001099 * 0.99
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], # TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], side="sell",
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert rpc_mock.call_count == 2 assert rpc_mock.call_count == 2
@ -2919,7 +2922,8 @@ def test_execute_trade_exit_sloe_cancel_exception(
freqtrade.config['dry_run'] = False freqtrade.config['dry_run'] = False
trade.stoploss_order_id = "abcd" trade.stoploss_order_id = "abcd"
freqtrade.execute_trade_exit(trade=trade, limit=1234, # TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=1234, side="sell",
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert create_order_mock.call_count == 2 assert create_order_mock.call_count == 2
assert log_has('Could not cancel stoploss order abcd', caplog) assert log_has('Could not cancel stoploss order abcd', caplog)
@ -2970,7 +2974,8 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee,
fetch_ticker=ticker_sell_up fetch_ticker=ticker_sell_up
) )
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], # TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], side="sell",
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
trade = Trade.query.first() trade = Trade.query.first()
@ -3078,7 +3083,8 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee,
) )
freqtrade.config['order_types']['sell'] = 'market' freqtrade.config['order_types']['sell'] = 'market'
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], # TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], side="sell",
sell_reason=SellCheckTuple(sell_type=SellType.ROI)) sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert not trade.is_open assert not trade.is_open
@ -3137,8 +3143,9 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
) )
sell_reason = SellCheckTuple(sell_type=SellType.ROI) sell_reason = SellCheckTuple(sell_type=SellType.ROI)
# TODO-lev: side="buy"
assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=sell_reason) sell_reason=sell_reason, side="sell")
assert mock_insuf.call_count == 1 assert mock_insuf.call_count == 1
@ -3394,7 +3401,8 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
fetch_ticker=ticker_sell_down fetch_ticker=ticker_sell_down
) )
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], # TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], side="sell",
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
trade.close(ticker_sell_down()['bid']) trade.close(ticker_sell_down()['bid'])
assert freqtrade.strategy.is_pair_locked(trade.pair) assert freqtrade.strategy.is_pair_locked(trade.pair)