Merge pull request #92 from gcarq/feature/rework-dry_run-mode
rework dry_run
This commit is contained in:
Michael Egger
GitHub
commit
ae0b49f532
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@ -1,6 +1,7 @@
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import enum
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import logging
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from typing import List, Dict
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from random import randint
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from typing import List, Dict, Any
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import arrow
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@ -13,6 +14,9 @@ logger = logging.getLogger(__name__)
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_API: Exchange = None
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_CONF: dict = {}
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# Holds all open sell orders for dry_run
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_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
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class Exchanges(enum.Enum):
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"""
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@ -66,14 +70,36 @@ def validate_pairs(pairs: List[str]) -> None:
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def buy(pair: str, rate: float, amount: float) -> str:
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if _CONF['dry_run']:
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return 'dry_run_buy'
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global _DRY_RUN_OPEN_ORDERS
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order_id = 'dry_run_buy_{}'.format(randint(0, 1e6))
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_DRY_RUN_OPEN_ORDERS[order_id] = {
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'pair': pair,
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'rate': rate,
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'amount': amount,
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'type': 'LIMIT_BUY',
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'remaining': 0.0,
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'opened': arrow.utcnow().datetime,
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'closed': arrow.utcnow().datetime,
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}
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return order_id
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return _API.buy(pair, rate, amount)
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def sell(pair: str, rate: float, amount: float) -> str:
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if _CONF['dry_run']:
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return 'dry_run_sell'
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global _DRY_RUN_OPEN_ORDERS
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order_id = 'dry_run_sell_{}'.format(randint(0, 1e6))
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_DRY_RUN_OPEN_ORDERS[order_id] = {
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'pair': pair,
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'rate': rate,
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'amount': amount,
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'type': 'LIMIT_SELL',
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'remaining': 0.0,
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'opened': arrow.utcnow().datetime,
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'closed': arrow.utcnow().datetime,
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}
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return order_id
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return _API.sell(pair, rate, amount)
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@ -109,16 +135,11 @@ def cancel_order(order_id: str) -> None:
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def get_order(order_id: str) -> Dict:
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if _CONF['dry_run']:
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return {
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'id': 'dry_run_sell',
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'type': 'LIMIT_SELL',
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'pair': 'mocked',
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'opened': arrow.utcnow().datetime,
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'rate': 0.07256060,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': arrow.utcnow().datetime,
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}
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order = _DRY_RUN_OPEN_ORDERS[order_id]
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order.update({
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'id': order_id
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})
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return order
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return _API.get_order(order_id)
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@ -100,7 +100,7 @@ def execute_sell(trade: Trade, limit: float) -> None:
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trade.close_date = datetime.utcnow()
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fmt_exp_profit = round(trade.calc_profit(limit) * 100, 2)
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message = '*{}:* Selling [{}]({}) with limit `{:f} (profit: ~{}%)`'.format(
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message = '*{}:* Selling [{}]({}) with limit `{:.8f} (profit: ~{:.2f}%)`'.format(
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trade.exchange,
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trade.pair.replace('_', '/'),
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exchange.get_pair_detail_url(trade.pair),
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@ -196,7 +196,7 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
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order_id = exchange.buy(pair, buy_limit, amount)
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# Create trade entity and return
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message = '*{}:* Buying [{}]({}) with limit `{:f}`'.format(
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message = '*{}:* Buying [{}]({}) with limit `{:.8f}`'.format(
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exchange.get_name().upper(),
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pair.replace('_', '/'),
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exchange.get_pair_detail_url(pair),
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@ -208,12 +208,11 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
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return Trade(pair=pair,
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stake_amount=stake_amount,
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amount=amount,
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fee=fee * 2,
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fee=fee*2,
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open_rate=buy_limit,
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open_date=datetime.utcnow(),
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exchange=exchange.get_name().upper(),
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open_order_id=order_id,
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is_open=True)
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open_order_id=order_id)
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def init(config: dict, db_url: Optional[str] = None) -> None:
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@ -141,9 +141,9 @@ def _status(bot: Bot, update: Update) -> None:
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*Current Pair:* [{pair}]({market_url})
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*Open Since:* `{date}`
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*Amount:* `{amount}`
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*Open Rate:* `{open_rate}`
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*Open Rate:* `{open_rate:.8f}`
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*Close Rate:* `{close_rate}`
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*Current Rate:* `{current_rate}`
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*Current Rate:* `{current_rate:.8f}`
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*Close Profit:* `{close_profit}`
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*Current Profit:* `{current_profit:.2f}%`
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*Open Order:* `{open_order}`
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@ -243,13 +243,12 @@ def _profit(bot: Bot, update: Update) -> None:
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bp_pair, bp_rate = best_pair
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markdown_msg = """
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*ROI:* `{profit_btc:.6f} ({profit:.2f}%)`
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*ROI:* `{profit_btc:.8f} ({profit:.2f}%)`
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*Trade Count:* `{trade_count}`
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*First Trade opened:* `{first_trade_date}`
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*Latest Trade opened:* `{latest_trade_date}`
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*Avg. Duration:* `{avg_duration}`
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*Best Performing:* `{best_pair}: {best_rate:.2f}%`
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{dry_run_info}
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""".format(
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profit_btc=round(sum(profit_amounts), 8),
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profit=round(sum(profits) * 100, 2),
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@ -259,8 +258,6 @@ def _profit(bot: Bot, update: Update) -> None:
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avg_duration=str(timedelta(seconds=sum(durations) / float(len(durations)))).split('.')[0],
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best_pair=bp_pair,
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best_rate=round(bp_rate * 100, 2),
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dry_run_info='\n*NOTE:* These values are mocked because *dry_run* is enabled!'
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if _CONF['dry_run'] else ''
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)
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send_msg(markdown_msg, bot=bot)
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@ -377,11 +374,7 @@ def _performance(bot: Bot, update: Update) -> None:
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profit=round(rate * 100, 2)
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) for i, (pair, rate) in enumerate(pair_rates))
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message = '<b>Performance:</b>\n{}\n{}'.format(
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stats,
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'<b>NOTE:</b> These values are mocked because <b>dry_run</b> is enabled.'
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if _CONF['dry_run'] else ''
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)
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message = '<b>Performance:</b>\n{}'.format(stats)
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logger.debug(message)
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send_msg(message, parse_mode=ParseMode.HTML)
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@ -8,6 +8,7 @@ import pytest
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from jsonschema import validate
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from telegram import Bot, Update, Message, Chat
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from freqtrade import exchange
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from freqtrade.main import init, create_trade
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from freqtrade.misc import update_state, State, get_state, CONF_SCHEMA
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from freqtrade.persistence import Trade
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@ -77,8 +78,7 @@ def test_status_handle(conf, update, mocker):
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'bid': 0.07256061,
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'ask': 0.072661,
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'last': 0.07256061
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}),
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buy=MagicMock(return_value='mocked_order_id'))
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}))
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init(conf, 'sqlite://')
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# Create some test data
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@ -87,26 +87,10 @@ def test_status_handle(conf, update, mocker):
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Trade.session.add(trade)
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Trade.session.flush()
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# Trigger status while we don't know the open_rate yet
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_status(bot=MagicBot(), update=update)
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update({
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'id': 'mocked_limit_buy',
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'type': 'LIMIT_BUY',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.07256060,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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Trade.session.flush()
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# Trigger status while we have a fulfilled order for the open trade
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_status(bot=MagicBot(), update=update)
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assert msg_mock.call_count == 3
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assert msg_mock.call_count == 2
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assert '[BTC_ETH]' in msg_mock.call_args_list[-1][0][0]
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@ -156,8 +140,7 @@ def test_profit_handle(conf, update, mocker):
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'bid': 0.07256061,
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'ask': 0.072661,
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'last': 0.07256061
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}),
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buy=MagicMock(return_value='mocked_limit_buy'))
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}))
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init(conf, 'sqlite://')
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# Create some test data
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@ -188,14 +171,13 @@ def test_profit_handle(conf, update, mocker):
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})
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trade.close_date = datetime.utcnow()
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trade.open_order_id = None
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trade.is_open = False
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Trade.session.add(trade)
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Trade.session.flush()
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_profit(bot=MagicBot(), update=update)
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assert msg_mock.call_count == 2
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assert '*ROI:* `1.507013 (10.05%)`' in msg_mock.call_args_list[-1][0][0]
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assert '*ROI:* `1.50701325 (10.05%)`' in msg_mock.call_args_list[-1][0][0]
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assert 'Best Performing:* `BTC_ETH: 10.05%`' in msg_mock.call_args_list[-1][0][0]
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@ -213,26 +195,13 @@ def test_forcesell_handle(conf, update, mocker):
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'bid': 0.07256061,
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'ask': 0.072661,
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'last': 0.07256061
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}),
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buy=MagicMock(return_value='mocked_order_id'))
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}))
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init(conf, 'sqlite://')
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# Create some test data
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trade = create_trade(15.0)
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assert trade
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update({
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'id': 'mocked_limit_buy',
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'type': 'LIMIT_BUY',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.07256060,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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Trade.session.add(trade)
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Trade.session.flush()
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@ -241,7 +210,7 @@ def test_forcesell_handle(conf, update, mocker):
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assert msg_mock.call_count == 2
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assert 'Selling [BTC/ETH]' in msg_mock.call_args_list[-1][0][0]
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assert '0.072561 (profit: ~-0.5%)' in msg_mock.call_args_list[-1][0][0]
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assert '0.07256061 (profit: ~-0.64%)' in msg_mock.call_args_list[-1][0][0]
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def test_performance_handle(conf, update, mocker):
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@ -258,8 +227,7 @@ def test_performance_handle(conf, update, mocker):
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'bid': 0.07256061,
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'ask': 0.072661,
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'last': 0.07256061
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}),
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buy=MagicMock(return_value='mocked_order_id'))
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}))
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init(conf, 'sqlite://')
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# Create some test data
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