Expect stake_amount, not actual amount of pair from strategy for DCA.
This commit is contained in:
Reigo Reinmets
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b2c2852f86
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c179951cca
@ -476,15 +476,15 @@ class FreqtradeBot(LoggingMixin):
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sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
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current_profit = trade.calc_profit_ratio(sell_rate)
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amount_to_adjust = strategy_safe_wrapper(self.strategy.adjust_trade_position, default_retval=None)(
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stake_to_adjust = strategy_safe_wrapper(self.strategy.adjust_trade_position, default_retval=None)(
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pair=trade.pair, trade=trade, current_time=datetime.now(timezone.utc),
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current_rate=sell_rate, current_profit=current_profit)
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if amount_to_adjust != None and amount_to_adjust > 0.0:
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if stake_to_adjust != None and stake_to_adjust > 0.0:
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# We should increase our position
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self.execute_trade_position_change(trade.pair, amount_to_adjust, trade)
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self.execute_trade_position_change(trade.pair, stake_to_adjust, trade)
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if amount_to_adjust != None and amount_to_adjust < 0.0:
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if stake_to_adjust != None and stake_to_adjust < 0.0:
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# We should decrease our position
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# TODO: Selling part of the trade not implemented yet.
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return
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@ -492,7 +492,7 @@ class FreqtradeBot(LoggingMixin):
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return
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def execute_trade_position_change(self, pair: str, amount: float, trade: Trade):
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def execute_trade_position_change(self, pair: str, stake_amount: float, trade: Trade):
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"""
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Executes a buy order for the given pair using specific amount
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:param pair: pair for which we want to create a buy order
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@ -514,7 +514,9 @@ class FreqtradeBot(LoggingMixin):
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min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, enter_limit_requested,
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self.strategy.stoploss)
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stake_amount = self.wallets.validate_stake_amount(pair, (amount * enter_limit_requested), min_stake_amount)
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stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
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amount = self.exchange.amount_to_precision(pair, stake_amount / enter_limit_requested)
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if not stake_amount:
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logger.info(f'Additional order failed to get stake amount for pair {pair}, amount={amount}, price={enter_limit_requested}')
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@ -522,8 +524,8 @@ class FreqtradeBot(LoggingMixin):
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logger.debug(f'Executing additional order: amount={amount}, stake={stake_amount}, price={enter_limit_requested}')
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amount = self.exchange.amount_to_precision(pair, amount)
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order = self.exchange.create_order(pair=pair, ordertype="market", side="buy",
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order_type = 'market'
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order = self.exchange.create_order(pair=pair, ordertype=order_type, side="buy",
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amount=amount, rate=enter_limit_requested,
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time_in_force=time_in_force)
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order_obj = Order.parse_from_ccxt_object(order, pair, 'buy')
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@ -567,7 +569,7 @@ class FreqtradeBot(LoggingMixin):
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# Updating wallets
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self.wallets.update()
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self._notify_enter(trade, 'market')
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self._notify_enter(trade, order_type)
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return True
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@ -350,25 +350,24 @@ class Backtesting:
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else:
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return sell_row[OPEN_IDX]
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def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
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current_rate = sell_row[OPEN_IDX]
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sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
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def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, row: Tuple) -> Optional[LocalTrade]:
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current_rate = row[OPEN_IDX]
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sell_candle_time = row[DATE_IDX].to_pydatetime()
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current_profit = trade.calc_profit_ratio(current_rate)
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amount_to_adjust = strategy_safe_wrapper(self.strategy.adjust_trade_position, default_retval=None)(
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stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position, default_retval=None)(
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pair=trade.pair, trade=trade, current_time=sell_candle_time,
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current_rate=current_rate, current_profit=current_profit)
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# Check if we should increase our position
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if amount_to_adjust is not None and amount_to_adjust > 0.0:
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return self._execute_trade_position_change(trade, sell_row, amount_to_adjust)
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if stake_amount is not None and stake_amount > 0.0:
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return self._execute_trade_position_change(trade, row, stake_amount)
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return trade
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def _execute_trade_position_change(self, trade: LocalTrade, row: Tuple,
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amount_to_adjust: float) -> Optional[LocalTrade]:
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stake_amount: float) -> Optional[LocalTrade]:
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current_price = row[OPEN_IDX]
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stake_amount = current_price * amount_to_adjust
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propose_rate = min(max(current_price, row[LOW_IDX]), row[HIGH_IDX])
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available_amount = self.wallets.get_available_stake_amount()
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@ -385,7 +384,7 @@ class Backtesting:
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logger.debug(f"{trade.pair} adjustment failed, amount ended up being zero {amount}")
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return trade
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order = Order(
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buy_order = Order(
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ft_is_open=False,
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ft_pair=trade.pair,
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symbol=trade.pair,
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@ -398,8 +397,9 @@ class Backtesting:
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amount=amount,
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cost=stake_amount
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)
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trade.orders.append(order)
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trade.orders.append(buy_order)
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trade.recalc_trade_from_orders()
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self.wallets.update();
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return trade
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@ -587,6 +587,7 @@ class LocalTrade():
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self.amount = total_amount
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self.fee_open_cost = self.fee_open * self.stake_amount
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self.recalc_open_trade_value()
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self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)
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def select_order(self, order_side: str, is_open: Optional[bool]) -> Optional[Order]:
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@ -386,7 +386,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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current_time: datetime, current_rate: float, current_profit: float,
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**kwargs) -> Optional[float]:
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"""
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Custom trade adjustment logic, returning the amount that a trade shold be either increased or decreased.
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Custom trade adjustment logic, returning the stake amount that a trade shold be either increased or decreased.
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For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
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@ -398,7 +398,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
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:param current_profit: Current profit (as ratio), calculated based on current_rate.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return float: Amount to adjust your trade (buy more or sell some)
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:return float: Stake amount to adjust your trade
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"""
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return None
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