Merge pull request #1576 from hroff-1902/patch-10

Minor: code cleanup in _process()

freqtrade/freqtradebot.py

@@ -7,7 +7,7 @@ import logging
 import time
 import traceback
 from datetime import datetime
-from typing import Any, Callable, Dict, List, Optional
+from typing import Any, Callable, Dict, List, Optional, Tuple
 
 import arrow
 from requests.exceptions import RequestException
@@ -159,24 +159,20 @@ class FreqtradeBot(object):
             self.pairlists.refresh_pairlist()
             self.active_pair_whitelist = self.pairlists.whitelist
 
-            # Calculating Edge positiong
+            # Calculating Edge positioning
             if self.edge:
                 self.edge.calculate()
                 self.active_pair_whitelist = self.edge.adjust(self.active_pair_whitelist)
 
             # Query trades from persistence layer
-            trades = Trade.query.filter(Trade.is_open.is_(True)).all()
+            trades = Trade.get_open_trades()
 
             # Extend active-pair whitelist with pairs from open trades
-            # ensures that tickers are downloaded for open trades
-            self.active_pair_whitelist.extend([trade.pair for trade in trades
-                                               if trade.pair not in self.active_pair_whitelist])
+            # It ensures that tickers are downloaded for open trades
+            self._extend_whitelist_with_trades(self.active_pair_whitelist, trades)
 
-            # Create pair-whitelist tuple with (pair, ticker_interval)
-            pair_whitelist_tuple = [(pair, self.config['ticker_interval'])
-                                    for pair in self.active_pair_whitelist]
             # Refreshing candles
-            self.dataprovider.refresh(pair_whitelist_tuple,
+            self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
                                       self.strategy.informative_pairs())
 
             # First process current opened trades
@@ -206,6 +202,18 @@ class FreqtradeBot(object):
             self.state = State.STOPPED
         return state_changed
 
+    def _extend_whitelist_with_trades(self, whitelist: List[str], trades: List[Any]):
+        """
+        Extend whitelist with pairs from open trades
+        """
+        whitelist.extend([trade.pair for trade in trades if trade.pair not in whitelist])
+
+    def _create_pair_whitelist(self, pairs: List[str]) -> List[Tuple[str, str]]:
+        """
+        Create pair-whitelist tuple with (pair, ticker_interval)
+        """
+        return [(pair, self.config['ticker_interval']) for pair in pairs]
+
     def get_target_bid(self, pair: str) -> float:
         """
         Calculates bid target between current ask price and last price
@@ -253,7 +261,7 @@ class FreqtradeBot(object):
         avaliable_amount = self.wallets.get_free(self.config['stake_currency'])
 
         if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
-            open_trades = len(Trade.query.filter(Trade.is_open.is_(True)).all())
+            open_trades = len(Trade.get_open_trades())
             if open_trades >= self.config['max_open_trades']:
                 logger.warning('Can\'t open a new trade: max number of trades is reached')
                 return None
@@ -311,7 +319,7 @@ class FreqtradeBot(object):
         whitelist = copy.deepcopy(self.active_pair_whitelist)
 
         # Remove currently opened and latest pairs from whitelist
-        for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
+        for trade in Trade.get_open_trades():
             if trade.pair in whitelist:
                 whitelist.remove(trade.pair)
                 logger.debug('Ignoring %s in pair whitelist', trade.pair)

freqtrade/persistence.py

@@ -5,7 +5,7 @@ This module contains the class to persist trades into SQLite
 import logging
 from datetime import datetime
 from decimal import Decimal
-from typing import Any, Dict, Optional
+from typing import Any, Dict, List, Optional
 
 import arrow
 from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String,
@@ -371,3 +371,10 @@ class Trade(_DECL_BASE):
             .filter(Trade.is_open.is_(True))\
             .scalar()
         return total_open_stake_amount or 0
+
+    @staticmethod
+    def get_open_trades() -> List[Any]:
+        """
+        Query trades from persistence layer
+        """
+        return Trade.query.filter(Trade.is_open.is_(True)).all()

freqtrade/rpc/rpc.py

@@ -83,7 +83,7 @@ class RPC(object):
         a remotely exposed function
         """
         # Fetch open trade
-        trades = Trade.query.filter(Trade.is_open.is_(True)).all()
+        trades = Trade.get_open_trades()
         if not trades:
             raise RPCException('no active trade')
         else:
@@ -118,7 +118,7 @@ class RPC(object):
             return results
 
     def _rpc_status_table(self) -> DataFrame:
-        trades = Trade.query.filter(Trade.is_open.is_(True)).all()
+        trades = Trade.get_open_trades()
         if not trades:
             raise RPCException('no active order')
         else:
@@ -366,7 +366,7 @@ class RPC(object):
 
         if trade_id == 'all':
             # Execute sell for all open orders
-            for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
+            for trade in Trade.get_open_trades():
                 _exec_forcesell(trade)
             Trade.session.flush()
             return
@@ -442,7 +442,7 @@ class RPC(object):
         if self._freqtrade.state != State.RUNNING:
             raise RPCException('trader is not running')
 
-        return Trade.query.filter(Trade.is_open.is_(True)).all()
+        return Trade.get_open_trades()
 
     def _rpc_whitelist(self) -> Dict:
         """ Returns the currently active whitelist"""

freqtrade/tests/test_persistence.py

@@ -629,3 +629,48 @@ def test_adjust_stop_loss(limit_buy_order, limit_sell_order, fee):
     assert round(trade.stop_loss, 8) == 1.26
     assert trade.max_rate == 1.4
     assert trade.initial_stop_loss == 0.95
+
+
+def test_get_open(default_conf, fee):
+    init(default_conf)
+
+    # Simulate dry_run entries
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        amount=123.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=0.123,
+        exchange='bittrex',
+        open_order_id='dry_run_buy_12345'
+    )
+    Trade.session.add(trade)
+
+    trade = Trade(
+        pair='ETC/BTC',
+        stake_amount=0.001,
+        amount=123.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=0.123,
+        exchange='bittrex',
+        is_open=False,
+        open_order_id='dry_run_sell_12345'
+    )
+    Trade.session.add(trade)
+
+    # Simulate prod entry
+    trade = Trade(
+        pair='ETC/BTC',
+        stake_amount=0.001,
+        amount=123.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=0.123,
+        exchange='bittrex',
+        open_order_id='prod_buy_12345'
+    )
+    Trade.session.add(trade)
+
+    assert len(Trade.get_open_trades()) == 2