adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #2207 from freqtrade/fix/dryrun_stoploss_on_exchange

Browse Source 
Reenable stoploss_on_exchange for dry-run
This commit is contained in:
Matthias 2019-09-02 06:16:44 +02:00 committed by GitHub
commit c64beb3f76
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
3 changed files with 6 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
freqtrade/exchange/exchange.py
View File

@ -367,7 +367,7 @@ class Exchange(object):
def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float, def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
rate: float, params: Dict = {}) -> Dict[str, Any]: rate: float, params: Dict = {}) -> Dict[str, Any]:
order_id = f'dry_run_{side}_{randint(0, 10**6)}' order_id = f'dry_run_{side}_{randint(0, 10**6)}'
dry_order = { # TODO: additional entry should be added for stoploss limit dry_order = {
"id": order_id, "id": order_id,
'pair': pair, 'pair': pair,
'price': rate, 'price': rate,
@ -382,6 +382,7 @@ class Exchange(object):
"info": {} "info": {}
} }
self._store_dry_order(dry_order) self._store_dry_order(dry_order)
# Copy order and close it - so the returned order is open unless it's a market order
return dry_order return dry_order
def _store_dry_order(self, dry_order: Dict) -> None: def _store_dry_order(self, dry_order: Dict) -> None:
@ -392,6 +393,8 @@ class Exchange(object):
"filled": closed_order["amount"], "filled": closed_order["amount"],
"remaining": 0 "remaining": 0
}) })
if closed_order["type"] in ["stop_loss_limit"]:
closed_order["info"].update({"stopPrice": closed_order["price"]})
self._dry_run_open_orders[closed_order["id"]] = closed_order self._dry_run_open_orders[closed_order["id"]] = closed_order
def create_order(self, pair: str, ordertype: str, side: str, amount: float, def create_order(self, pair: str, ordertype: str, side: str, amount: float,

8
freqtrade/freqtradebot.py
View File

@ -21,7 +21,7 @@ from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.rpc import RPCManager, RPCMessageType from freqtrade.rpc import RPCManager, RPCMessageType
from freqtrade.resolvers import ExchangeResolver, StrategyResolver, PairListResolver from freqtrade.resolvers import ExchangeResolver, StrategyResolver, PairListResolver
from freqtrade.state import State, RunMode from freqtrade.state import State
from freqtrade.strategy.interface import SellType, IStrategy from freqtrade.strategy.interface import SellType, IStrategy
from freqtrade.wallets import Wallets from freqtrade.wallets import Wallets
@ -79,12 +79,6 @@ class FreqtradeBot(object):
persistence.init(self.config.get('db_url', None), persistence.init(self.config.get('db_url', None),
clean_open_orders=self.config.get('dry_run', False)) clean_open_orders=self.config.get('dry_run', False))
# Stoploss on exchange does not make sense, therefore we need to disable that.
if (self.dataprovider.runmode == RunMode.DRY_RUN and
self.strategy.order_types.get('stoploss_on_exchange', False)):
logger.info("Disabling stoploss_on_exchange during dry-run.")
self.strategy.order_types['stoploss_on_exchange'] = False
config['order_types']['stoploss_on_exchange'] = False
# Set initial bot state from config # Set initial bot state from config
initial_state = self.config.get('initial_state') initial_state = self.config.get('initial_state')
self.state = State[initial_state.upper()] if initial_state else State.STOPPED self.state = State[initial_state.upper()] if initial_state else State.STOPPED

3
freqtrade/tests/test_freqtradebot.py
View File

@ -147,8 +147,7 @@ def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
} }
freqtrade = FreqtradeBot(conf) freqtrade = FreqtradeBot(conf)
assert log_has("Disabling stoploss_on_exchange during dry-run.", caplog) assert freqtrade.strategy.order_types['stoploss_on_exchange']
assert not freqtrade.strategy.order_types['stoploss_on_exchange']
caplog.clear() caplog.clear()
# is left untouched # is left untouched