adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Update dry-run fill method naming

Browse Source
This commit is contained in:
Matthias 2023-02-16 19:47:12 +01:00
parent f68543b151
commit 9600039686
7 changed files with 32 additions and 34 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
freqtrade/exchange/exchange.py
View File

@ -942,7 +942,7 @@ class Exchange:
return rate
def _is_dry_limit_order_filled(self, pair: str, side: str, limit: float,
def _dry_is_price_crossed(self, pair: str, side: str, limit: float,
orderbook: Optional[OrderBook] = None) -> bool:
if not self.exchange_has('fetchL2OrderBook'):
return True
@ -951,12 +951,10 @@ class Exchange:
try:
if side == 'buy':
price = orderbook['asks'][0][0]
logger.debug(f"{pair} checking dry buy-order: price={price}, limit={limit}")
if limit >= price:
return True
else:
price = orderbook['bids'][0][0]
logger.debug(f"{pair} checking dry sell-order: price={price}, limit={limit}")
if limit <= price:
return True
except IndexError:
@ -974,7 +972,7 @@ class Exchange:
and order['type'] in ["limit"]
and not order.get('ft_order_type')):
pair = order['symbol']
if self._is_dry_limit_order_filled(pair, order['side'], order['price'], orderbook):
if self._dry_is_price_crossed(pair, order['side'], order['price'], orderbook):
order.update({
'status': 'closed',
'filled': order['amount'],

6
tests/exchange/test_exchange.py
View File

@ -1223,7 +1223,7 @@ def test_create_dry_run_order_fees(
'freqtrade.exchange.Exchange.get_fee',
side_effect=lambda symbol, taker_or_maker: 2.0 if taker_or_maker == 'taker' else 1.0
)
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled',
mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed',
return_value=price_side == 'other')
exchange = get_patched_exchange(mocker, default_conf)
@ -1241,7 +1241,7 @@ def test_create_dry_run_order_fees(
else:
assert order['fee'] is None
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled',
mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed',
return_value=price_side != 'other')
order1 = exchange.fetch_dry_run_order(order['id'])
@ -3018,7 +3018,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=True)
assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}

10
tests/rpc/test_rpc.py
View File

@ -112,7 +112,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
_dry_is_price_crossed=MagicMock(side_effect=[False, True]),
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@ -226,7 +226,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
freqtradebot.state = State.RUNNING
with pytest.raises(RPCException, match=r'.*no active trade*'):
rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False)
mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=False)
freqtradebot.enter_positions()
result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
@ -237,7 +237,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
assert '0.00' == result[0][3]
assert isnan(fiat_profit_sum)
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=True)
freqtradebot.process()
result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
@ -688,7 +688,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
'filled': 0.0,
}
),
_is_dry_limit_order_filled=MagicMock(return_value=True),
_dry_is_price_crossed=MagicMock(return_value=True),
get_fee=fee,
)
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
@ -726,7 +726,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
freqtradebot.state = State.RUNNING
assert cancel_order_mock.call_count == 0
mocker.patch(
'freqtrade.exchange.Exchange._is_dry_limit_order_filled', MagicMock(return_value=False))
'freqtrade.exchange.Exchange._dry_is_price_crossed', MagicMock(return_value=False))
freqtradebot.enter_positions()
# make an limit-buy open trade
trade = Trade.query.filter(Trade.id == '3').first()

2
tests/rpc/test_rpc_apiserver.py
View File

@ -1280,7 +1280,7 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
fetch_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets),
_is_dry_limit_order_filled=MagicMock(return_value=True),
_dry_is_price_crossed=MagicMock(return_value=True),
)
patch_get_signal(ftbot)

10
tests/rpc/test_rpc_telegram.py
View File

@ -313,7 +313,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=True),
_dry_is_price_crossed=MagicMock(return_value=True),
)
status_table = MagicMock()
mocker.patch.multiple(
@ -930,7 +930,7 @@ def test_telegram_forceexit_handle(default_conf, update, ticker, fee,
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=True),
_dry_is_price_crossed=MagicMock(return_value=True),
)
freqtradebot = FreqtradeBot(default_conf)
@ -999,7 +999,7 @@ def test_telegram_force_exit_down_handle(default_conf, update, ticker, fee,
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=True),
_dry_is_price_crossed=MagicMock(return_value=True),
)
freqtradebot = FreqtradeBot(default_conf)
@ -1070,7 +1070,7 @@ def test_forceexit_all_handle(default_conf, update, ticker, fee, mocker) -> None
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=True),
_dry_is_price_crossed=MagicMock(return_value=True),
)
default_conf['max_open_trades'] = 4
freqtradebot = FreqtradeBot(default_conf)
@ -1155,7 +1155,7 @@ def test_force_exit_no_pair(default_conf, update, ticker, fee, mocker) -> None:
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=True),
_dry_is_price_crossed=MagicMock(return_value=True),
)
femock = mocker.patch('freqtrade.rpc.rpc.RPC._rpc_force_exit')
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)

22
tests/test_freqtradebot.py
View File

@ -272,7 +272,7 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_dry_is_price_crossed=MagicMock(return_value=False),
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
@ -307,7 +307,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_order,
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_dry_is_price_crossed=MagicMock(return_value=False),
)
# Save state of current whitelist
@ -3257,7 +3257,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_dry_is_price_crossed=MagicMock(return_value=False),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
@ -3340,7 +3340,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_dry_is_price_crossed=MagicMock(return_value=False),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
@ -3409,7 +3409,7 @@ def test_execute_trade_exit_custom_exit_price(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_dry_is_price_crossed=MagicMock(return_value=False),
)
config = deepcopy(default_conf_usdt)
config['custom_price_max_distance_ratio'] = 0.1
@ -3490,7 +3490,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_dry_is_price_crossed=MagicMock(return_value=False),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
@ -3609,7 +3609,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(
price_to_precision=lambda s, x, y: y,
create_stoploss=stoploss,
cancel_stoploss_order=cancel_order,
_is_dry_limit_order_filled=MagicMock(side_effect=[True, False]),
_dry_is_price_crossed=MagicMock(side_effect=[True, False]),
)
freqtrade = FreqtradeBot(default_conf_usdt)
@ -3658,7 +3658,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
get_fee=fee,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
_is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
_dry_is_price_crossed=MagicMock(side_effect=[False, True]),
)
stoploss = MagicMock(return_value={
@ -3753,7 +3753,7 @@ def test_execute_trade_exit_market_order(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=True),
_dry_is_price_crossed=MagicMock(return_value=True),
get_funding_fees=MagicMock(side_effect=ExchangeError()),
)
patch_whitelist(mocker, default_conf_usdt)
@ -3771,7 +3771,7 @@ def test_execute_trade_exit_market_order(
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt_sell_up,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_dry_is_price_crossed=MagicMock(return_value=False),
)
freqtrade.config['order_types']['exit'] = 'market'
@ -4283,7 +4283,7 @@ def test_disable_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limi
{'id': 1234553383}
]),
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_dry_is_price_crossed=MagicMock(return_value=False),
)
default_conf_usdt['exit_pricing'] = {
'ignore_roi_if_entry_signal': False

8
tests/test_integration.py
View File

@ -367,7 +367,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
)
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False)
mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=False)
mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=10)
mocker.patch("freqtrade.exchange.Exchange.get_funding_fees", return_value=0)
mocker.patch("freqtrade.exchange.Exchange.get_maintenance_ratio_and_amt", return_value=(0, 0))
@ -413,7 +413,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
assert trade.initial_stop_loss_pct is None
# Fill order
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=True)
freqtrade.process()
trade = Trade.get_trades().first()
assert len(trade.orders) == 2
@ -428,7 +428,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
# 2nd order - not filling
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=120)
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False)
mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=False)
freqtrade.process()
trade = Trade.get_trades().first()
@ -452,7 +452,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
# Fill DCA order
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=None)
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=True)
freqtrade.strategy.adjust_entry_price = MagicMock(side_effect=ValueError)
freqtrade.process()