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updated requested changes in PR #6545

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மனோஜ்குமார் பழனிச்சாமி 2022-03-28 20:36:58 +05:30
parent 389ae969fc
commit bd00f6de17
9 changed files with 118 additions and 141 deletions
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3
freqtrade/exchange/exchange.py
View File

@ -1181,7 +1181,8 @@ class Exchange:
buy_rate = None
sell_rate = None
if not refresh:
buy_rate, sell_rate = self._buy_rate_cache.get(pair), self._sell_rate_cache.get(pair)
buy_rate = self._buy_rate_cache.get(pair)
sell_rate = self._sell_rate_cache.get(pair)
if buy_rate:
logger.debug(f"Using cached buy rate for {pair}.")
if sell_rate:

22
freqtrade/freqtradebot.py
View File

@ -485,7 +485,7 @@ class FreqtradeBot(LoggingMixin):
return
else:
logger.debug("Max adjustment entries is set to unlimited.")
self.execute_entry(trade.pair, stake_amount, trade=trade)
self.execute_entry(trade.pair, stake_amount, current_entry_rate, trade=trade)
if stake_amount is not None and stake_amount < 0.0:
# We should decrease our position
@ -631,10 +631,6 @@ class FreqtradeBot(LoggingMixin):
trade.open_order_id = order_id
trade.orders.append(order_obj)
if pos_adjust:
trade.recalc_trade_from_orders()
else:
trade.recalc_open_trade_value()
Trade.query.session.add(trade)
Trade.commit()
@ -1142,16 +1138,18 @@ class FreqtradeBot(LoggingMixin):
trade.open_order_id = None
trade.sell_reason = None
cancelled = True
self.wallets.update()
else:
# TODO: figure out how to handle partially complete sell orders
reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
cancelled = False
self.wallets.update()
order_obj = Order.parse_from_ccxt_object(order, trade.pair, 'sell')
sub_trade = order_obj.amount != trade.amount
self._notify_exit_cancel(
trade,
order_type=self.strategy.order_types['sell'],
reason=reason
reason=reason, sub_trade=sub_trade, order=order_obj
)
return cancelled
@ -1189,7 +1187,7 @@ class FreqtradeBot(LoggingMixin):
exit_tag: Optional[str] = None,
ordertype: Optional[str] = None,
sub_trade_amt: float = None,
) -> bool:
) -> bool:
"""
Executes a trade exit for the given trade and limit
:param trade: Trade instance
@ -1279,7 +1277,7 @@ class FreqtradeBot(LoggingMixin):
current_rate = self.exchange.get_rate(
trade.pair, refresh=False, side="sell") if not fill else None
# second condtion is for mypy only; order will always be passed during sub trade
# second condition is for mypy only; order will always be passed during sub trade
if sub_trade and order is not None:
amount = order.safe_filled
profit_rate = order.safe_price
@ -1327,7 +1325,7 @@ class FreqtradeBot(LoggingMixin):
self.rpc.send_msg(msg)
def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str,
sub_trade: bool = False) -> None:
sub_trade: bool = False, order: Order=None) -> None:
"""
Sends rpc notification when a sell cancel occurred.
"""
@ -1350,7 +1348,7 @@ class FreqtradeBot(LoggingMixin):
'gain': gain,
'limit': profit_rate or 0,
'order_type': order_type,
'amount': trade.amount,
'amount': order.safe_amount_after_fee,
'open_rate': trade.open_rate,
'current_rate': current_rate,
'profit_amount': profit_trade,
@ -1419,7 +1417,7 @@ class FreqtradeBot(LoggingMixin):
trade.update_trade(order_obj)
Trade.commit()
if order['status'] in constants.NON_OPEN_EXCHANGE_STATES:
if order.get('status') in constants.NON_OPEN_EXCHANGE_STATES:
# If a buy order was closed, force update on stoploss on exchange
if order.get('side', None) == 'buy':
trade = self.cancel_stoploss_on_exchange(trade)

39
freqtrade/optimize/backtesting.py
View File

@ -383,8 +383,7 @@ class Backtesting:
def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, row: Tuple
) -> LocalTrade:
current_entry_rate = current_exit_rate = row[OPEN_IDX]
current_rate = current_entry_rate
current_rate = row[OPEN_IDX]
current_profit = trade.calc_profit_ratio(current_rate)
min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, current_rate, -0.1)
@ -393,7 +392,7 @@ class Backtesting:
default_retval=None)(
trade=trade, current_time=row[DATE_IDX].to_pydatetime(), current_rate=current_rate,
current_profit=current_profit, min_stake=min_stake, max_stake=max_stake,
current_entry_rate=current_entry_rate, current_exit_rate=current_exit_rate)
current_entry_rate=current_rate, current_exit_rate=current_rate)
# Check if we should increase our position
if stake_amount is not None and stake_amount > 0.0:
@ -403,9 +402,8 @@ class Backtesting:
return pos_trade
if stake_amount is not None and stake_amount < 0.0:
amount = -stake_amount / current_rate
amount = abs(stake_amount) / current_rate
if amount > trade.amount:
logger.info(f"Amount is higher than available. {amount} > {trade.amount}")
return trade
pos_trade = self._exit_trade(trade, row, current_rate, amount)
if pos_trade is not None:
@ -441,29 +439,29 @@ class Backtesting:
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
try:
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
close_rate = self._get_close_rate(sell_row, trade, sell, trade_dur)
except ValueError:
return None
# call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(closerate)
# call the custom exit price,with default value as previous close_rate
current_profit = trade.calc_profit_ratio(close_rate)
order_type = self.strategy.order_types['sell']
if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals
if order_type == 'limit':
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)(
close_rate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=close_rate)(
pair=trade.pair, trade=trade,
current_time=sell_candle_time,
proposed_rate=closerate, current_profit=current_profit)
proposed_rate=close_rate, current_profit=current_profit)
# We can't place orders lower than current low.
# freqtrade does not support this in live, and the order would fill immediately
closerate = max(closerate, sell_row[LOW_IDX])
close_rate = max(close_rate, sell_row[LOW_IDX])
# Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['sell']
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
rate=closerate,
rate=close_rate,
time_in_force=time_in_force,
sell_reason=sell.sell_reason,
current_time=sell_candle_time):
@ -480,15 +478,16 @@ class Backtesting:
):
trade.sell_reason = sell_row[EXIT_TAG_IDX]
return self._exit_trade(trade, sell_row, closerate)
return self._exit_trade(trade, sell_row, close_rate)
return None
def _exit_trade(self, trade: LocalTrade, sell_row: Tuple,
closerate: float, amount: float = None) -> Optional[LocalTrade]:
close_rate: float, amount: float = None) -> Optional[LocalTrade]:
self.order_id_counter += 1
sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
order_type = self.strategy.order_types['sell']
amount = amount or trade.amount
order = Order(
id=self.order_id_counter,
ft_trade_id=trade.id,
@ -502,12 +501,12 @@ class Backtesting:
side="sell",
order_type=order_type,
status="open",
price=closerate,
average=closerate,
amount=amount or trade.amount,
price=close_rate,
average=close_rate,
amount=amount,
filled=0,
remaining=trade.amount,
cost=trade.amount * closerate,
remaining=amount,
cost=amount * close_rate,
)
trade.orders.append(order)
return trade

4
freqtrade/strategy/interface.py
View File

@ -882,8 +882,8 @@ class IStrategy(ABC, HyperStrategyMixin):
return strategy_safe_wrapper(time_method,
default_retval=False)(
pair=trade.pair, trade=trade, order=order,
current_time=current_time)
pair=trade.pair, trade=trade, order=order,
current_time=current_time)
def advise_all_indicators(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
"""

2
freqtrade/wallets.py
View File

@ -249,7 +249,7 @@ class Wallets:
if min_stake_amount is not None and min_stake_amount > max_stake_amount:
if self._log:
logger.warning("Minimum stake amount > available balance.")
logger.warning(f"Minimum stake amount > available balance.{min_stake_amount} > {max_stake_amount}")
return 0
if min_stake_amount is not None and stake_amount < min_stake_amount:
if self._log:

104
tests/exchange/test_exchange.py
View File

@ -26,6 +26,54 @@ from tests.conftest import get_mock_coro, get_patched_exchange, log_has, log_has
# Make sure to always keep one exchange here which is NOT subclassed!!
EXCHANGES = ['bittrex', 'binance', 'kraken', 'ftx']
get_buy_rate_data = [
('ask', 20, 19, 10, 0.0, 20), # Full ask side
('ask', 20, 19, 10, 1.0, 10), # Full last side
('ask', 20, 19, 10, 0.5, 15), # Between ask and last
('ask', 20, 19, 10, 0.7, 13), # Between ask and last
('ask', 20, 19, 10, 0.3, 17), # Between ask and last
('ask', 5, 6, 10, 1.0, 5), # last bigger than ask
('ask', 5, 6, 10, 0.5, 5), # last bigger than ask
('ask', 20, 19, 10, None, 20), # ask_last_balance missing
('ask', 10, 20, None, 0.5, 10), # last not available - uses ask
('ask', 4, 5, None, 0.5, 4), # last not available - uses ask
('ask', 4, 5, None, 1, 4), # last not available - uses ask
('ask', 4, 5, None, 0, 4), # last not available - uses ask
('bid', 21, 20, 10, 0.0, 20), # Full bid side
('bid', 21, 20, 10, 1.0, 10), # Full last side
('bid', 21, 20, 10, 0.5, 15), # Between bid and last
('bid', 21, 20, 10, 0.7, 13), # Between bid and last
('bid', 21, 20, 10, 0.3, 17), # Between bid and last
('bid', 6, 5, 10, 1.0, 5), # last bigger than bid
('bid', 21, 20, 10, None, 20), # ask_last_balance missing
('bid', 6, 5, 10, 0.5, 5), # last bigger than bid
('bid', 21, 20, None, 0.5, 20), # last not available - uses bid
('bid', 6, 5, None, 0.5, 5), # last not available - uses bid
('bid', 6, 5, None, 1, 5), # last not available - uses bid
('bid', 6, 5, None, 0, 5), # last not available - uses bid
]
get_sell_rate_data = [
('bid', 12.0, 11.0, 11.5, 0.0, 11.0), # full bid side
('bid', 12.0, 11.0, 11.5, 1.0, 11.5), # full last side
('bid', 12.0, 11.0, 11.5, 0.5, 11.25), # between bid and lat
('bid', 12.0, 11.2, 10.5, 0.0, 11.2), # Last smaller than bid
('bid', 12.0, 11.2, 10.5, 1.0, 11.2), # Last smaller than bid - uses bid
('bid', 12.0, 11.2, 10.5, 0.5, 11.2), # Last smaller than bid - uses bid
('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
('bid', 0.003, 0.002, 0.005, None, 0.002),
('ask', 12.0, 11.0, 12.5, 0.0, 12.0), # full ask side
('ask', 12.0, 11.0, 12.5, 1.0, 12.5), # full last side
('ask', 12.0, 11.0, 12.5, 0.5, 12.25), # between bid and lat
('ask', 12.2, 11.2, 10.5, 0.0, 12.2), # Last smaller than ask
('ask', 12.0, 11.0, 10.5, 1.0, 12.0), # Last smaller than ask - uses ask
('ask', 12.0, 11.2, 10.5, 0.5, 12.0), # Last smaller than ask - uses ask
('ask', 10.0, 11.0, 11.0, 0.0, 10.0),
('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
('ask', 0.006, 1.0, 11.0, None, 0.006),
]
def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
fun, mock_ccxt_fun, retries=API_RETRY_COUNT + 1, **kwargs):
@ -1903,33 +1951,6 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50)
get_buy_rate_data = [
('ask', 20, 19, 10, 0.0, 20), # Full ask side
('ask', 20, 19, 10, 1.0, 10), # Full last side
('ask', 20, 19, 10, 0.5, 15), # Between ask and last
('ask', 20, 19, 10, 0.7, 13), # Between ask and last
('ask', 20, 19, 10, 0.3, 17), # Between ask and last
('ask', 5, 6, 10, 1.0, 5), # last bigger than ask
('ask', 5, 6, 10, 0.5, 5), # last bigger than ask
('ask', 20, 19, 10, None, 20), # ask_last_balance missing
('ask', 10, 20, None, 0.5, 10), # last not available - uses ask
('ask', 4, 5, None, 0.5, 4), # last not available - uses ask
('ask', 4, 5, None, 1, 4), # last not available - uses ask
('ask', 4, 5, None, 0, 4), # last not available - uses ask
('bid', 21, 20, 10, 0.0, 20), # Full bid side
('bid', 21, 20, 10, 1.0, 10), # Full last side
('bid', 21, 20, 10, 0.5, 15), # Between bid and last
('bid', 21, 20, 10, 0.7, 13), # Between bid and last
('bid', 21, 20, 10, 0.3, 17), # Between bid and last
('bid', 6, 5, 10, 1.0, 5), # last bigger than bid
('bid', 21, 20, 10, None, 20), # ask_last_balance missing
('bid', 6, 5, 10, 0.5, 5), # last bigger than bid
('bid', 21, 20, None, 0.5, 20), # last not available - uses bid
('bid', 6, 5, None, 0.5, 5), # last not available - uses bid
('bid', 6, 5, None, 1, 5), # last not available - uses bid
('bid', 6, 5, None, 0, 5), # last not available - uses bid
]
@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", get_buy_rate_data)
def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
@ -1955,29 +1976,6 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
get_sell_rate_data = [
('bid', 12.0, 11.0, 11.5, 0.0, 11.0), # full bid side
('bid', 12.0, 11.0, 11.5, 1.0, 11.5), # full last side
('bid', 12.0, 11.0, 11.5, 0.5, 11.25), # between bid and lat
('bid', 12.0, 11.2, 10.5, 0.0, 11.2), # Last smaller than bid
('bid', 12.0, 11.2, 10.5, 1.0, 11.2), # Last smaller than bid - uses bid
('bid', 12.0, 11.2, 10.5, 0.5, 11.2), # Last smaller than bid - uses bid
('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
('bid', 0.003, 0.002, 0.005, None, 0.002),
('ask', 12.0, 11.0, 12.5, 0.0, 12.0), # full ask side
('ask', 12.0, 11.0, 12.5, 1.0, 12.5), # full last side
('ask', 12.0, 11.0, 12.5, 0.5, 12.25), # between bid and lat
('ask', 12.2, 11.2, 10.5, 0.0, 12.2), # Last smaller than ask
('ask', 12.0, 11.0, 10.5, 1.0, 12.0), # Last smaller than ask - uses ask
('ask', 12.0, 11.2, 10.5, 0.5, 12.0), # Last smaller than ask - uses ask
('ask', 10.0, 11.0, 11.0, 0.0, 10.0),
('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
('ask', 0.006, 1.0, 11.0, None, 0.006),
]
@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', get_sell_rate_data)
def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
last, last_ab, expected) -> None:
@ -2108,7 +2106,7 @@ def test_get_rates_testing_buy(mocker, default_conf, caplog, side, ask, bid,
api_mock = MagicMock()
api_mock.fetch_l2_order_book = order_book_l2
api_mock.fetch_ticker = MagicMock(
return_value={'ask': ask, 'last': last, 'bid': bid})
return_value={'ask': ask, 'last': last, 'bid': bid})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.get_rates('ETH/BTC', refresh=True)[0] == expected
@ -2148,12 +2146,12 @@ def test_get_rates_testing_sell(default_conf, mocker, caplog, side, bid, ask,
pair = "ETH/BTC"
# Test regular mode
rate = exchange.get_rate(pair, refresh=True, side="sell")
rate = exchange.get_rates(pair, refresh=True)[1]
assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
assert isinstance(rate, float)
assert rate == expected
# Use caching
rate = exchange.get_rate(pair, refresh=False, side="sell")
rate = exchange.get_rates(pair, refresh=False)[1]
assert rate == expected
assert log_has("Using cached sell rate for ETH/BTC.", caplog)

15
tests/rpc/test_rpc_telegram.py
View File

@ -467,9 +467,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all()
for trade in trades:
trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
trade.recalc_open_trade_value()
trade.orders[0] = oobj
trade.update_trade(oobj)
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -586,9 +585,8 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all()
for trade in trades:
trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
trade.recalc_open_trade_value()
trade.orders[0] = oobj
trade.update_trade(oobj)
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -708,9 +706,8 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all()
for trade in trades:
trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
trade.recalc_open_trade_value()
trade.orders[0] = oobj
trade.update_trade(oobj)
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False

66
tests/test_freqtradebot.py
View File

@ -2075,9 +2075,9 @@ def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, li
default_conf_usdt["unfilledtimeout"] = {"buy": 1400, "sell": 30}
limit_buy_order_old['id'] = open_trade.open_order_id
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
cancel_buy_order = deepcopy(limit_buy_order_old)
cancel_buy_order['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
cancel_order_wr_mock = MagicMock(return_value=cancel_buy_order)
patch_exchange(mocker)
@ -2085,8 +2085,8 @@ def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, li
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=limit_buy_order_old),
cancel_order_with_result=cancel_order_wr_mock,
cancel_order=cancel_order_mock,
cancel_order_with_result=cancel_order_wr_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf_usdt)
@ -2129,7 +2129,9 @@ def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, li
def test_check_handle_timedout_buy(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
fee, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
limit_buy_order_old['id'] = open_trade.open_order_id
open_trade.open_order_id = limit_buy_order_old['id']
order = Order.parse_from_ccxt_object(limit_buy_order_old, 'mocked', 'buy')
open_trade.orders[0] = order
limit_buy_cancel = deepcopy(limit_buy_order_old)
limit_buy_cancel['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
@ -2214,8 +2216,9 @@ def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt,
def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, limit_sell_order_old,
mocker, open_trade, caplog) -> None:
default_conf_usdt["unfilledtimeout"] = {"buy": 1440, "sell": 1440, "exit_timeout_count": 1}
limit_sell_order_old['id'] = open_trade.open_order_id
open_trade.open_order_id = limit_sell_order_old['id']
order = Order.parse_from_ccxt_object(limit_sell_order_old, 'mocked', 'sell')
open_trade.orders[0] = order
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
@ -4877,45 +4880,26 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
assert trade.is_open is False
@pytest.mark.parametrize('orders, results', [
@pytest.mark.parametrize('data', [
(
(
# side ampunt, price
('buy', 100, 10),
('buy', 100, 15),
('sell', 50, 12),
('sell', 100, 20),
('sell', 50, 5),
),
(
# amount, open_rate, stake_amount, cumulative_profit, realized_profit
(100.0, 10.0, 1000.0, 0.0, None,),
(200.0, 12.5, 2500.0, 0.0, None,),
(150.0, 12.5, 1875.0, -28.0625, -28.0625,),
(50.0, 12.5, 625.0, 713.8125, 741.875,),
(50.0, 12.5, 625.0, 713.8125, 336.625,),
)
# tuple 1 - side amount, price
# tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit
(('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None)),
(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 713.8125, 336.625)),
),
(
(
('buy', 100, 3),
('buy', 100, 7),
('sell', 100, 11),
('buy', 150, 15),
('sell', 100, 19),
('sell', 150, 23),
),
(
(100.0, 3.0, 300.0, 0.0, None,),
(200.0, 5.0, 1000.0, 0.0, None,),
(100.0, 5.0, 500.0, 596.0, 596.0,),
(250.0, 11.0, 2750.0, 596.0, 596.0,),
(150.0, 11.0, 1650.0, 1388.5, 792.5,),
(150.0, 11.0, 1650.0, 1388.5, 3175.75,),
)
),
(('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None)),
(('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None)),
(('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 1388.5, 3175.75)),
)
])
def test_position_adjust3(mocker, default_conf_usdt, fee, orders, results) -> None:
def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None:
default_conf_usdt.update({
"position_adjustment_enable": True,
"dry_run": False,
@ -4928,7 +4912,7 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, orders, results) -> No
freqtrade = FreqtradeBot(default_conf_usdt)
trade = None
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
for idx, (order, result) in enumerate(zip(orders, results)):
for idx, (order, result) in enumerate(data):
amount = order[1]
price = order[2]
price_mock = MagicMock(return_value=price)

4
tests/test_persistence.py
View File

@ -1215,7 +1215,7 @@ def test_update_order_from_ccxt(caplog):
'symbol': 'ETH/BTC',
'type': 'limit',
'price': 1234.5,
'amount': 20.0,
'amount': 20.0,
'filled': 9,
'remaining': 11,
'status': 'open',
@ -1641,7 +1641,7 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
assert trade.open_trade_value == 2 * o1_trade_val
assert trade.nr_of_successful_buys == 2
# Just to make sure sell orders are ignored, let's calculate one more time.
# Just to make sure non partial sell orders are ignored, let's calculate one more time.
sell1 = Order(
ft_order_side='sell',
ft_pair=trade.pair,