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Partial exit using average price (#6545)

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Introduce Partial exits
This commit is contained in:
Kavinkumar
2022-07-31 17:49:04 +05:30
committed by GitHub
parent 369c6da5d8
commit a4bada3ebe
20 changed files with 1462 additions and 347 deletions
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5
tests/rpc/test_rpc.py
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@@ -111,6 +111,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'stoploss_entry_dist': -0.00010475,
'stoploss_entry_dist_ratio': -0.10448878,
'open_order': None,
'realized_profit': 0.0,
'exchange': 'binance',
'leverage': 1.0,
'interest_rate': 0.0,
@@ -196,6 +197,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'stoploss_entry_dist_ratio': -0.10448878,
'open_order': None,
'exchange': 'binance',
'realized_profit': 0.0,
'leverage': 1.0,
'interest_rate': 0.0,
'liquidation_price': None,
@@ -841,7 +843,8 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
'side': 'sell',
'amount': amount,
'remaining': amount,
'filled': 0.0
'filled': 0.0,
'id': trade.orders[0].order_id,
}
)
msg = rpc._rpc_force_exit('3')

102
tests/rpc/test_rpc_telegram.py
View File

@@ -272,7 +272,7 @@ def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None:
msg = msg_mock.call_args_list[0][0][0]
assert re.search(r'Number of Entries.*2', msg)
assert re.search(r'Average Entry Price', msg)
assert re.search(r'Order filled at', msg)
assert re.search(r'Order filled', msg)
assert re.search(r'Close Date:', msg) is None
assert re.search(r'Close Profit:', msg) is None
@@ -959,6 +959,9 @@ def test_telegram_forceexit_handle(default_conf, update, ticker, fee,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
'stake_amount': 0.0009999999999054,
'sub_trade': False,
'cumulative_profit': 0.0,
} == last_msg
@@ -1028,6 +1031,9 @@ def test_telegram_force_exit_down_handle(default_conf, update, ticker, fee,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
'stake_amount': 0.0009999999999054,
'sub_trade': False,
'cumulative_profit': 0.0,
} == last_msg
@@ -1087,6 +1093,9 @@ def test_forceexit_all_handle(default_conf, update, ticker, fee, mocker) -> None
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
'stake_amount': 0.0009999999999054,
'sub_trade': False,
'cumulative_profit': 0.0,
} == msg
@@ -1437,7 +1446,7 @@ def test_whitelist_static(default_conf, update, mocker) -> None:
def test_whitelist_dynamic(default_conf, update, mocker) -> None:
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
default_conf['pairlists'] = [{'method': 'VolumePairList',
'number_assets': 4
'number_assets': 4
}]
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
@@ -1789,7 +1798,6 @@ def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, en
'leverage': leverage,
'stake_amount': 0.01465333,
'direction': entered,
# 'stake_amount_fiat': 0.0,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'open_rate': 1.099e-05,
@@ -1806,6 +1814,33 @@ def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, en
'*Total:* `(0.01465333 BTC, 180.895 USD)`'
)
msg_mock.reset_mock()
telegram.send_msg({
'type': message_type,
'trade_id': 1,
'enter_tag': enter_signal,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'leverage': leverage,
'stake_amount': 0.01465333,
'sub_trade': True,
'direction': entered,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'open_rate': 1.099e-05,
'amount': 1333.3333333333335,
'open_date': arrow.utcnow().shift(hours=-1)
})
assert msg_mock.call_args[0][0] == (
f'\N{CHECK MARK} *Binance (dry):* {entered}ed ETH/BTC (#1)\n'
f'*Enter Tag:* `{enter_signal}`\n'
'*Amount:* `1333.33333333`\n'
f"{leverage_text}"
'*Open Rate:* `0.00001099`\n'
'*Total:* `(0.01465333 BTC, 180.895 USD)`'
)
def test_send_msg_sell_notification(default_conf, mocker) -> None:
@@ -1840,14 +1875,53 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Exit Reason:* `stop_loss`\n'
'*Duration:* `1:00:00 (60.0 min)`\n'
'*Direction:* `Long`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
'*Close Rate:* `0.00003201`'
'*Exit Rate:* `0.00003201`\n'
'*Duration:* `1:00:00 (60.0 min)`'
)
msg_mock.reset_mock()
telegram.send_msg({
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
'direction': 'Long',
'gain': 'loss',
'limit': 3.201e-05,
'amount': 1333.3333333333335,
'order_type': 'market',
'open_rate': 7.5e-05,
'current_rate': 3.201e-05,
'cumulative_profit': -0.15746268,
'profit_amount': -0.05746268,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'fiat_currency': 'USD',
'enter_tag': 'buy_signal1',
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
'stake_amount': 0.01,
'sub_trade': True,
})
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
'*Unrealized Sub Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
'*Cumulative Profit:* (`-0.15746268 ETH / -24.812 USD`)\n'
'*Enter Tag:* `buy_signal1`\n'
'*Exit Reason:* `stop_loss`\n'
'*Direction:* `Long`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
'*Exit Rate:* `0.00003201`\n'
'*Remaining:* `(0.01 ETH, -24.812 USD)`'
)
msg_mock.reset_mock()
telegram.send_msg({
'type': RPCMessageType.EXIT,
@@ -1871,15 +1945,15 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
})
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
'*Unrealized Profit:* `-57.41%`\n'
'*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Exit Reason:* `stop_loss`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
'*Direction:* `Long`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
'*Close Rate:* `0.00003201`'
'*Exit Rate:* `0.00003201`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`'
)
# Reset singleton function to avoid random breaks
telegram._rpc._fiat_converter.convert_amount = old_convamount
@@ -1954,15 +2028,15 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exited KEY/ETH (#1)\n'
'*Profit:* `-57.41%`\n'
'*Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
f'*Enter Tag:* `{enter_signal}`\n'
'*Exit Reason:* `stop_loss`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
f"*Direction:* `{direction}`\n"
f"{leverage_text}"
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Close Rate:* `0.00003201`'
'*Exit Rate:* `0.00003201`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`'
)
@@ -2090,16 +2164,16 @@ def test_send_msg_sell_notification_no_fiat(
leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
'*Unrealized Profit:* `-57.41%`\n'
'*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
f'*Enter Tag:* `{enter_signal}`\n'
'*Exit Reason:* `stop_loss`\n'
'*Duration:* `2:35:03 (155.1 min)`\n'
f'*Direction:* `{direction}`\n'
f'{leverage_text}'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
'*Close Rate:* `0.00003201`'
'*Exit Rate:* `0.00003201`\n'
'*Duration:* `2:35:03 (155.1 min)`'
)