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Merge pull request #3320 from freqtrade/fix_sell_spamming

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Fix sell spamming
This commit is contained in:
hroff-1902 2020-05-17 21:54:08 +03:00 committed by GitHub
commit 889d07900a
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GPG Key ID: 4AEE18F83AFDEB23
8 changed files with 62 additions and 16 deletions
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15
freqtrade/freqtradebot.py
View File

@ -879,10 +879,10 @@ class FreqtradeBot:
logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
continue
trade_state_update = self.update_trade_state(trade, order)
fully_cancelled = self.update_trade_state(trade, order)
if (order['side'] == 'buy' and (
trade_state_update
if (order['side'] == 'buy' and (order['status'] == 'open' or fully_cancelled) and (
fully_cancelled
or self._check_timed_out('buy', order)
or strategy_safe_wrapper(self.strategy.check_buy_timeout,
default_retval=False)(pair=trade.pair,
@ -890,8 +890,8 @@ class FreqtradeBot:
order=order))):
self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['TIMEOUT'])
elif (order['side'] == 'sell' and (
trade_state_update
elif (order['side'] == 'sell' and (order['status'] == 'open' or fully_cancelled) and (
fully_cancelled
or self._check_timed_out('sell', order)
or strategy_safe_wrapper(self.strategy.check_sell_timeout,
default_retval=False)(pair=trade.pair,
@ -1126,6 +1126,11 @@ class FreqtradeBot:
"""
Sends rpc notification when a sell cancel occured.
"""
if trade.sell_order_status == reason:
return
else:
trade.sell_order_status = reason
profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
profit_trade = trade.calc_profit(rate=profit_rate)
current_rate = self.get_sell_rate(trade.pair, False)

9
freqtrade/persistence.py
View File

@ -86,7 +86,7 @@ def check_migrate(engine) -> None:
logger.debug(f'trying {table_back_name}')
# Check for latest column
if not has_column(cols, 'fee_close_cost'):
if not has_column(cols, 'sell_order_status'):
logger.info(f'Running database migration - backup available as {table_back_name}')
fee_open = get_column_def(cols, 'fee_open', 'fee')
@ -113,6 +113,7 @@ def check_migrate(engine) -> None:
close_profit_abs = get_column_def(
cols, 'close_profit_abs',
f"(amount * close_rate * (1 - {fee_close})) - {open_trade_price}")
sell_order_status = get_column_def(cols, 'sell_order_status', 'null')
# Schema migration necessary
engine.execute(f"alter table trades rename to {table_back_name}")
@ -131,7 +132,7 @@ def check_migrate(engine) -> None:
stake_amount, amount, open_date, close_date, open_order_id,
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
stoploss_order_id, stoploss_last_update,
max_rate, min_rate, sell_reason, strategy,
max_rate, min_rate, sell_reason, sell_order_status, strategy,
ticker_interval, open_trade_price, close_profit_abs
)
select id, lower(exchange),
@ -153,6 +154,7 @@ def check_migrate(engine) -> None:
{initial_stop_loss_pct} initial_stop_loss_pct,
{stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
{sell_order_status} sell_order_status,
{strategy} strategy, {ticker_interval} ticker_interval,
{open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs
from {table_back_name}
@ -228,6 +230,7 @@ class Trade(_DECL_BASE):
# Lowest price reached
min_rate = Column(Float, nullable=True)
sell_reason = Column(String, nullable=True)
sell_order_status = Column(String, nullable=True)
strategy = Column(String, nullable=True)
ticker_interval = Column(Integer, nullable=True)
@ -267,6 +270,7 @@ class Trade(_DECL_BASE):
'stake_amount': round(self.stake_amount, 8),
'close_profit': self.close_profit,
'sell_reason': self.sell_reason,
'sell_order_status': self.sell_order_status,
'stop_loss': self.stop_loss,
'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
'initial_stop_loss': self.initial_stop_loss,
@ -370,6 +374,7 @@ class Trade(_DECL_BASE):
self.close_profit_abs = self.calc_profit()
self.close_date = datetime.utcnow()
self.is_open = False
self.sell_order_status = 'closed'
self.open_order_id = None
logger.info(
'Marking %s as closed as the trade is fulfilled and found no open orders for it.',

8
freqtrade/rpc/telegram.py
View File

@ -226,9 +226,13 @@ class Telegram(RPC):
# Adding stoploss and stoploss percentage only if it is not None
"*Stoploss:* `{stop_loss:.8f}` " +
("`({stop_loss_pct:.2f}%)`" if r['stop_loss_pct'] else ""),
"*Open Order:* `{open_order}`" if r['open_order'] else ""
]
if r['open_order']:
if r['sell_order_status']:
lines.append("*Open Order:* `{open_order}` - `{sell_order_status}`")
else:
lines.append("*Open Order:* `{open_order}`")
# Filter empty lines using list-comprehension
messages.append("\n".join([l for l in lines if l]).format(**r))

2
tests/rpc/test_rpc.py
View File

@ -60,6 +60,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_trade_price': ANY,
'close_rate_requested': ANY,
'sell_reason': ANY,
'sell_order_status': ANY,
'min_rate': ANY,
'max_rate': ANY,
'strategy': ANY,
@ -103,6 +104,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_trade_price': ANY,
'close_rate_requested': ANY,
'sell_reason': ANY,
'sell_order_status': ANY,
'min_rate': ANY,
'max_rate': ANY,
'strategy': ANY,

2
tests/rpc/test_rpc_apiserver.py
View File

@ -520,6 +520,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'open_rate_requested': 1.098e-05,
'open_trade_price': 0.0010025,
'sell_reason': None,
'sell_order_status': None,
'strategy': 'DefaultStrategy',
'ticker_interval': 5}]
@ -626,6 +627,7 @@ def test_api_forcebuy(botclient, mocker, fee):
'open_rate_requested': None,
'open_trade_price': 0.2460546025,
'sell_reason': None,
'sell_order_status': None,
'strategy': None,
'ticker_interval': None
}

1
tests/rpc/test_rpc_telegram.py
View File

@ -170,6 +170,7 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
'current_profit': -0.59,
'initial_stop_loss': 1.098e-05,
'stop_loss': 1.099e-05,
'sell_order_status': None,
'initial_stop_loss_pct': -0.05,
'stop_loss_pct': -0.01,
'open_order': '(limit buy rem=0.00000000)'

38
tests/test_freqtradebot.py
View File

@ -1976,6 +1976,10 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
Trade.session.add(open_trade)
# Ensure default is to return empty (so not mocked yet)
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
# Return false - trade remains open
freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
freqtrade.check_handle_timedout()
@ -2106,6 +2110,9 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_
open_trade.is_open = False
Trade.session.add(open_trade)
# Ensure default is false
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
# Return false - No impact
@ -2407,30 +2414,47 @@ def test_handle_cancel_buy_corder_empty(mocker, default_conf, limit_buy_order,
assert cancel_order_mock.call_count == 1
def test_handle_cancel_sell_limit(mocker, default_conf) -> None:
patch_RPCManager(mocker)
def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None:
send_msg_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
cancel_order=cancel_order_mock
cancel_order=cancel_order_mock,
)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate', return_value=0.245441)
freqtrade = FreqtradeBot(default_conf)
freqtrade._notify_sell_cancel = MagicMock()
trade = MagicMock()
trade = Trade(
pair='LTC/ETH',
amount=2,
exchange='binance',
open_rate=0.245441,
open_order_id="123456",
open_date=arrow.utcnow().datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
)
order = {'remaining': 1,
'amount': 1,
'status': "open"}
reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_sell(trade, order, reason)
assert cancel_order_mock.call_count == 1
assert send_msg_mock.call_count == 1
send_msg_mock.reset_mock()
order['amount'] = 2
assert (freqtrade.handle_cancel_sell(trade, order, reason)
== CANCEL_REASON['PARTIALLY_FILLED'])
assert freqtrade.handle_cancel_sell(trade, order, reason) == CANCEL_REASON['PARTIALLY_FILLED']
# Assert cancel_order was not called (callcount remains unchanged)
assert cancel_order_mock.call_count == 1
assert send_msg_mock.call_count == 1
assert freqtrade.handle_cancel_sell(trade, order, reason) == CANCEL_REASON['PARTIALLY_FILLED']
# Message should not be iterated again
assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED']
assert send_msg_mock.call_count == 1
def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:

3
tests/test_persistence.py
View File

@ -477,6 +477,7 @@ def test_migrate_old(mocker, default_conf, fee):
assert trade.close_rate_requested is None
assert trade.close_rate is not None
assert pytest.approx(trade.close_profit_abs) == trade.calc_profit()
assert trade.sell_order_status is None
def test_migrate_new(mocker, default_conf, fee, caplog):
@ -756,6 +757,7 @@ def test_to_json(default_conf, fee):
'stake_amount': 0.001,
'close_profit': None,
'sell_reason': None,
'sell_order_status': None,
'stop_loss': None,
'stop_loss_pct': None,
'initial_stop_loss': None,
@ -810,6 +812,7 @@ def test_to_json(default_conf, fee):
'open_rate_requested': None,
'open_trade_price': 12.33075,
'sell_reason': None,
'sell_order_status': None,
'strategy': None,
'ticker_interval': None}