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Initial steps to change bid/ask pricing to enter/exit

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This commit is contained in:
Matthias
2022-03-27 18:03:49 +02:00
parent d1f61c4cf9
commit bcf326a035
30 changed files with 193 additions and 131 deletions
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30
tests/test_freqtradebot.py
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@@ -96,7 +96,7 @@ def test_order_dict(default_conf_usdt, mocker, runmode, caplog) -> None:
'stoploss': 'limit',
'stoploss_on_exchange': True,
}
conf['bid_strategy']['price_side'] = 'ask'
conf['entry_pricing']['price_side'] = 'ask'
freqtrade = FreqtradeBot(conf)
if runmode == RunMode.LIVE:
@@ -4052,7 +4052,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
default_conf_usdt['ask_strategy'] = {
default_conf_usdt['exit_pricing'] = {
'ignore_roi_if_buy_signal': False
}
freqtrade = FreqtradeBot(default_conf_usdt)
@@ -4432,8 +4432,8 @@ def test_order_book_depth_of_market(
):
ticker_side = 'ask' if is_short else 'bid'
default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True
default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
default_conf_usdt['entry_pricing']['check_depth_of_market']['enabled'] = True
default_conf_usdt['entry_pricing']['check_depth_of_market']['bids_to_ask_delta'] = delta
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
@@ -4476,8 +4476,8 @@ def test_order_book_depth_of_market(
(False, 0.045, 0.046, 2, None),
(True, 0.042, 0.046, 1, {'bids': [[]], 'asks': [[]]})
])
def test_order_book_bid_strategy1(mocker, default_conf_usdt, order_book_l2, exception_thrown,
ask, last, order_book_top, order_book, caplog) -> None:
def test_order_book_entry_pricing1(mocker, default_conf_usdt, order_book_l2, exception_thrown,
ask, last, order_book_top, order_book, caplog) -> None:
"""
test if function get_rate will return the order book price instead of the ask rate
"""
@@ -4489,9 +4489,9 @@ def test_order_book_bid_strategy1(mocker, default_conf_usdt, order_book_l2, exce
fetch_ticker=ticker_usdt_mock,
)
default_conf_usdt['exchange']['name'] = 'binance'
default_conf_usdt['bid_strategy']['use_order_book'] = True
default_conf_usdt['bid_strategy']['order_book_top'] = order_book_top
default_conf_usdt['bid_strategy']['ask_last_balance'] = 0
default_conf_usdt['entry_pricing']['use_order_book'] = True
default_conf_usdt['entry_pricing']['order_book_top'] = order_book_top
default_conf_usdt['entry_pricing']['ask_last_balance'] = 0
default_conf_usdt['telegram']['enabled'] = False
freqtrade = FreqtradeBot(default_conf_usdt)
@@ -4516,17 +4516,17 @@ def test_check_depth_of_market(default_conf_usdt, mocker, order_book_l2) -> None
)
default_conf_usdt['telegram']['enabled'] = False
default_conf_usdt['exchange']['name'] = 'binance'
default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True
default_conf_usdt['entry_pricing']['check_depth_of_market']['enabled'] = True
# delta is 100 which is impossible to reach. hence function will return false
default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
default_conf_usdt['entry_pricing']['check_depth_of_market']['bids_to_ask_delta'] = 100
freqtrade = FreqtradeBot(default_conf_usdt)
conf = default_conf_usdt['bid_strategy']['check_depth_of_market']
conf = default_conf_usdt['entry_pricing']['check_depth_of_market']
assert freqtrade._check_depth_of_market('ETH/BTC', conf, side=SignalDirection.LONG) is False
@pytest.mark.parametrize('is_short', [False, True])
def test_order_book_ask_strategy(
def test_order_book_exit_pricing(
default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee, is_short,
limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None:
"""
@@ -4534,8 +4534,8 @@ def test_order_book_ask_strategy(
"""
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
default_conf_usdt['exchange']['name'] = 'binance'
default_conf_usdt['ask_strategy']['use_order_book'] = True
default_conf_usdt['ask_strategy']['order_book_top'] = 1
default_conf_usdt['exit_pricing']['use_order_book'] = True
default_conf_usdt['exit_pricing']['order_book_top'] = 1
default_conf_usdt['telegram']['enabled'] = False
patch_RPCManager(mocker)
patch_exchange(mocker)