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Call leverage before custom_stake_amount to properly determine min-stake-amount

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Matthias
2022-03-19 15:27:06 +01:00
parent 35607ae03b
commit b292f28b35
3 changed files with 44 additions and 37 deletions
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43
freqtrade/freqtradebot.py
View File

@@ -600,26 +600,12 @@ class FreqtradeBot(LoggingMixin):
trade_side = 'short' if is_short else 'long'
pos_adjust = trade is not None
enter_limit_requested, stake_amount = self.get_valid_enter_price_and_stake(
enter_limit_requested, stake_amount, leverage = self.get_valid_enter_price_and_stake(
pair, price, stake_amount, side, trade_side, enter_tag, trade)
if not stake_amount:
return False
if not pos_adjust:
max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
leverage = strategy_safe_wrapper(self.strategy.leverage, default_retval=1.0)(
pair=pair,
current_time=datetime.now(timezone.utc),
current_rate=enter_limit_requested,
proposed_leverage=1.0,
max_leverage=max_leverage,
side=trade_side,
) if self.trading_mode != TradingMode.SPOT else 1.0
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)
else:
# Changing leverage currently not possible
leverage = trade.leverage if trade else 1.0
if pos_adjust:
logger.info(f"Position adjust: about to create a new order for {pair} with stake: "
f"{stake_amount} for {trade}")
@@ -775,7 +761,7 @@ class FreqtradeBot(LoggingMixin):
side: str, trade_side: str,
entry_tag: Optional[str],
trade: Optional[Trade]
) -> Tuple[float, float]:
) -> Tuple[float, float, float]:
if price:
enter_limit_requested = price
@@ -792,13 +778,30 @@ class FreqtradeBot(LoggingMixin):
if not enter_limit_requested:
raise PricingError(f'Could not determine {side} price.')
if trade is None:
max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
leverage = strategy_safe_wrapper(self.strategy.leverage, default_retval=1.0)(
pair=pair,
current_time=datetime.now(timezone.utc),
current_rate=enter_limit_requested,
proposed_leverage=1.0,
max_leverage=max_leverage,
side=trade_side,
) if self.trading_mode != TradingMode.SPOT else 1.0
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)
else:
# Changing leverage currently not possible
leverage = trade.leverage if trade else 1.0
# Min-stake-amount should actually include Leverage - this way our "minimal"
# stake- amount might be higher than necessary.
# We do however also need min-stake to determine leverage, therefore this is ignored as
# edge-case for now.
min_stake_amount = self.exchange.get_min_pair_stake_amount(
pair, enter_limit_requested, self.strategy.stoploss)
max_stake_amount = self.exchange.get_max_pair_stake_amount(pair, enter_limit_requested)
pair, enter_limit_requested, self.strategy.stoploss, leverage)
max_stake_amount = self.exchange.get_max_pair_stake_amount(
pair, enter_limit_requested, leverage)
if not self.edge and trade is None:
stake_available = self.wallets.get_available_stake_amount()
@@ -817,7 +820,7 @@ class FreqtradeBot(LoggingMixin):
max_stake_amount=max_stake_amount,
)
return enter_limit_requested, stake_amount
return enter_limit_requested, stake_amount, leverage
def _notify_enter(self, trade: Trade, order: Dict, order_type: Optional[str] = None,
fill: bool = False) -> None:

34
freqtrade/optimize/backtesting.py
View File

@@ -656,11 +656,27 @@ class Backtesting:
else:
propose_rate = min(propose_rate, row[HIGH_IDX])
min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, propose_rate, -0.05) or 0
max_stake_amount = self.exchange.get_max_pair_stake_amount(pair, propose_rate)
pos_adjust = trade is not None
if not pos_adjust:
max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
leverage = strategy_safe_wrapper(self.strategy.leverage, default_retval=1.0)(
pair=pair,
current_time=current_time,
current_rate=row[OPEN_IDX],
proposed_leverage=1.0,
max_leverage=max_leverage,
side=direction,
) if self._can_short else 1.0
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)
min_stake_amount = self.exchange.get_min_pair_stake_amount(
pair, propose_rate, -0.05, leverage=leverage) or 0
max_stake_amount = self.exchange.get_max_pair_stake_amount(
pair, propose_rate, leverage=leverage)
stake_available = self.wallets.get_available_stake_amount()
pos_adjust = trade is not None
if not pos_adjust:
try:
stake_amount = self.wallets.get_trade_stake_amount(pair, None, update=False)
@@ -689,18 +705,6 @@ class Backtesting:
time_in_force = self.strategy.order_time_in_force['entry']
if not pos_adjust:
max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
leverage = strategy_safe_wrapper(self.strategy.leverage, default_retval=1.0)(
pair=pair,
current_time=current_time,
current_rate=row[OPEN_IDX],
proposed_leverage=1.0,
max_leverage=max_leverage,
side=direction,
) if self._can_short else 1.0
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)
# Confirm trade entry:
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=stake_amount, rate=propose_rate,