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Merge pull request #6464 from freqtrade/new_release

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New release 2022.2.1
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Matthias 2022-02-26 08:57:42 +01:00 committed by GitHub
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8 changed files with 58 additions and 37 deletions
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2
.gitignore vendored
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@ -1,6 +1,8 @@
# Freqtrade rules
config*.json
*.sqlite
*.sqlite-shm
*.sqlite-wal
logfile.txt
user_data/*
!user_data/strategy/sample_strategy.py

2
freqtrade/__init__.py
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@ -1,5 +1,5 @@
""" Freqtrade bot """
__version__ = '2022.2'
__version__ = '2022.2.1'
if __version__ == 'develop':

15
freqtrade/freqtradebot.py
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@ -979,10 +979,10 @@ class FreqtradeBot(LoggingMixin):
or (order_obj and self.strategy.ft_check_timed_out(
'sell', trade, order_obj, datetime.now(timezone.utc))
))):
self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['TIMEOUT'])
canceled = self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['TIMEOUT'])
canceled_count = trade.get_exit_order_count()
max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)
if max_timeouts > 0 and canceled_count >= max_timeouts:
if canceled and max_timeouts > 0 and canceled_count >= max_timeouts:
logger.warning(f'Emergencyselling trade {trade}, as the sell order '
f'timed out {max_timeouts} times.')
try:
@ -1079,11 +1079,12 @@ class FreqtradeBot(LoggingMixin):
reason=reason)
return was_trade_fully_canceled
def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> str:
def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> bool:
"""
Sell cancel - cancel order and update trade
:return: Reason for cancel
:return: True if exit order was cancelled, false otherwise
"""
cancelled = False
# if trade is not partially completed, just cancel the order
if order['remaining'] == order['amount'] or order.get('filled') == 0.0:
if not self.exchange.check_order_canceled_empty(order):
@ -1094,7 +1095,7 @@ class FreqtradeBot(LoggingMixin):
trade.update_order(co)
except InvalidOrderException:
logger.exception(f"Could not cancel sell order {trade.open_order_id}")
return 'error cancelling order'
return False
logger.info('Sell order %s for %s.', reason, trade)
else:
reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
@ -1108,9 +1109,11 @@ class FreqtradeBot(LoggingMixin):
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
cancelled = True
else:
# TODO: figure out how to handle partially complete sell orders
reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
cancelled = False
self.wallets.update()
self._notify_exit_cancel(
@ -1118,7 +1121,7 @@ class FreqtradeBot(LoggingMixin):
order_type=self.strategy.order_types['sell'],
reason=reason
)
return reason
return cancelled
def _safe_exit_amount(self, pair: str, amount: float) -> float:
"""

1
freqtrade/persistence/models.py
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@ -195,6 +195,7 @@ class Order(_DECL_BASE):
return {
'amount': self.amount,
'average': round(self.average, 8) if self.average else 0,
'safe_price': self.safe_price,
'cost': self.cost if self.cost else 0,
'filled': self.filled,
'ft_order_side': self.ft_order_side,

40
freqtrade/rpc/telegram.py
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@ -370,46 +370,50 @@ class Telegram(RPCHandler):
else:
return "\N{CROSS MARK}"
def _prepare_entry_details(self, filled_orders, base_currency, is_open):
def _prepare_entry_details(self, filled_orders: List, base_currency: str, is_open: bool):
"""
Prepare details of trade with entry adjustment enabled
"""
lines = []
lines: List[str] = []
if len(filled_orders) > 0:
first_avg = filled_orders[0]["safe_price"]
for x, order in enumerate(filled_orders):
cur_entry_datetime = arrow.get(order["order_filled_date"])
cur_entry_amount = order["amount"]
cur_entry_average = order["average"]
cur_entry_average = order["safe_price"]
lines.append(" ")
if x == 0:
lines.append("*Entry #{}:*".format(x+1))
lines.append("*Entry Amount:* {} ({:.8f} {})"
.format(cur_entry_amount, order["cost"], base_currency))
lines.append("*Average Entry Price:* {}".format(cur_entry_average))
lines.append(f"*Entry #{x+1}:*")
lines.append(
f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {base_currency})")
lines.append(f"*Average Entry Price:* {cur_entry_average}")
else:
sumA = 0
sumB = 0
for y in range(x):
sumA += (filled_orders[y]["amount"] * filled_orders[y]["average"])
sumA += (filled_orders[y]["amount"] * filled_orders[y]["safe_price"])
sumB += filled_orders[y]["amount"]
prev_avg_price = sumA / sumB
price_to_1st_entry = ((cur_entry_average - filled_orders[0]["average"])
/ filled_orders[0]["average"])
price_to_1st_entry = ((cur_entry_average - first_avg) / first_avg)
minus_on_entry = 0
if prev_avg_price:
minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price
dur_entry = cur_entry_datetime - arrow.get(filled_orders[x-1]["order_filled_date"])
days = dur_entry.days
hours, remainder = divmod(dur_entry.seconds, 3600)
minutes, seconds = divmod(remainder, 60)
lines.append("*Entry #{}:* at {:.2%} avg profit".format(x+1, minus_on_entry))
lines.append(f"*Entry #{x+1}:* at {minus_on_entry:.2%} avg profit")
if is_open:
lines.append("({})".format(cur_entry_datetime
.humanize(granularity=["day", "hour", "minute"])))
lines.append("*Entry Amount:* {} ({:.8f} {})"
.format(cur_entry_amount, order["cost"], base_currency))
lines.append("*Average Entry Price:* {} ({:.2%} from 1st entry rate)"
.format(cur_entry_average, price_to_1st_entry))
lines.append("*Order filled at:* {}".format(order["order_filled_date"]))
lines.append("({}d {}h {}m {}s from previous entry)"
.format(days, hours, minutes, seconds))
lines.append(
f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {base_currency})")
lines.append(f"*Average Entry Price:* {cur_entry_average} "
f"({price_to_1st_entry:.2%} from 1st entry rate)")
lines.append(f"*Order filled at:* {order['order_filled_date']}")
lines.append(f"({days}d {hours}h {minutes}m {seconds}s from previous entry)")
return lines
@authorized_only

4
tests/rpc/test_rpc.py
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@ -110,7 +110,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_order': None,
'exchange': 'binance',
'filled_entry_orders': [{
'amount': 91.07468123, 'average': 1.098e-05,
'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05,
'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',
'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
@ -185,7 +185,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_order': None,
'exchange': 'binance',
'filled_entry_orders': [{
'amount': 91.07468123, 'average': 1.098e-05,
'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05,
'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',
'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,

4
tests/rpc/test_rpc_telegram.py
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@ -236,6 +236,8 @@ def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None:
create_mock_trades(fee)
trades = Trade.get_open_trades()
trade = trades[0]
# Average may be empty on some exchanges
trade.orders[0].average = 0
trade.orders.append(Order(
order_id='5412vbb',
ft_order_side='buy',
@ -246,7 +248,7 @@ def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None:
order_type="market",
side="buy",
price=trade.open_rate * 0.95,
average=trade.open_rate * 0.95,
average=0,
filled=trade.amount,
remaining=0,
cost=trade.amount,

23
tests/test_freqtradebot.py
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@ -6,7 +6,7 @@ import time
from copy import deepcopy
from math import isclose
from typing import List
from unittest.mock import ANY, MagicMock, PropertyMock
from unittest.mock import ANY, MagicMock, PropertyMock, patch
import arrow
import pytest
@ -2220,9 +2220,14 @@ def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, l
et_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit')
caplog.clear()
# 2nd canceled trade ...
open_trade.open_order_id = limit_sell_order_old['id']
# If cancelling fails - no emergency sell!
with patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit', return_value=False):
freqtrade.check_handle_timedout()
assert et_mock.call_count == 0
freqtrade.check_handle_timedout()
assert log_has_re('Emergencyselling trade.*', caplog)
assert et_mock.call_count == 1
@ -2564,13 +2569,17 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
send_msg_mock.reset_mock()
order['amount'] = 2
assert freqtrade.handle_cancel_exit(trade, order, reason
) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
assert not freqtrade.handle_cancel_exit(trade, order, reason)
# 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_exit(trade, order, reason
) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
assert (send_msg_mock.call_args_list[0][0][0]['reason']
== CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'])
assert not freqtrade.handle_cancel_exit(trade, order, reason)
send_msg_mock.call_args_list[0][0][0]['reason'] = CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
# Message should not be iterated again
assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
assert send_msg_mock.call_count == 1
@ -2589,7 +2598,7 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
order = {'remaining': 1,
'amount': 1,
'status': "open"}
assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order'
assert not freqtrade.handle_cancel_exit(trade, order, reason)
def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker