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initial test added for TSL on exchange

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This commit is contained in:
misagh 2019-01-15 11:04:32 +01:00
parent e025ad3918
commit cfe00c2f0c
3 changed files with 29 additions and 18 deletions
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6
freqtrade/freqtradebot.py
View File

@ -662,18 +662,16 @@ class FreqtradeBot(object):
self.exchange.get_ticker(trade.pair)['bid'], trade.stop_loss)
return result
print(trade.stop_loss)
print(order['info']['stopPrice'])
if trade.stop_loss > order['info']['stopPrice']:
# we check also if the update is neccesary
update_beat = self.strategy.order_types['stoploss_on_exchange_interval']
if (datetime.now() - trade.stoploss_last_update).total_seconds > update_beat:
if (datetime.now() - trade.stoploss_last_update).total_seconds() > update_beat:
# cancelling the current stoploss on exchange first
if self.exchange.cancel_order(order['id'], trade.pair):
# creating the new one
stoploss_order_id = self.exchange.stoploss_limit(
pair=trade.pair, amount=trade.amount,
stop_price=stop_price, rate=limit_price
stop_price=trade.stop_loss, rate=trade.stop_loss * 0.99
)['id']
trade.stoploss_order_id = str(stoploss_order_id)

2
freqtrade/persistence.py
View File

@ -222,11 +222,13 @@ class Trade(_DECL_BASE):
logger.debug("assigning new stop loss")
self.stop_loss = new_loss
self.initial_stop_loss = new_loss
self.stoploss_last_update = datetime.utcnow()
# evaluate if the stop loss needs to be updated
else:
if new_loss > self.stop_loss: # stop losses only walk up, never down!
self.stop_loss = new_loss
self.stoploss_last_update = datetime.utcnow()
logger.debug("adjusted stop loss")
else:
logger.debug("keeping current stop loss")

39
freqtrade/tests/test_freqtradebot.py
View File

@ -1033,9 +1033,21 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
get_markets=markets,
stoploss_limit=stoploss_limit
)
# enabling TSL
default_conf['trailing_stop'] = True
# disabling ROI
default_conf['minimal_roi']['0'] = 999999999
freqtrade = FreqtradeBot(default_conf)
# setting stoploss
freqtrade.strategy.stoploss = -0.05
# setting stoploss_on_exchange_interval
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
patch_get_signal(freqtrade)
freqtrade.create_trade()
@ -1051,7 +1063,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
'price': 3,
'average': 2,
'info' : {
'stopPrice': 1.113399999
'stopPrice': 0.000011134
}
})
@ -1061,23 +1073,22 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
assert freqtrade.handle_trade(trade) is False
# price jumped 2x
trade.max_rate = trade.open_rate * 2
mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
'bid': 0.00002344,
'ask': 0.00002346,
'last': 0.00002344
}))
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert trade.stop_loss == 0.00002344 * 0.95
assert trade.stop_loss == (trade.open_rate * 2) * 0.95
mocker.patch('freqtrade.exchange.Exchange.cancel_order', MagicMock(return_value={
"orderId": 100,
"status": "CANCELED",
}))
stoploss_order_hit = MagicMock(return_value={
'status': 'open',
'type': 'stop_loss_limit',
'price': 3,
'average': 2
})
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit)
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog.record_tuples)
assert trade.stoploss_order_id is None
assert trade.is_open is False
assert freqtrade.exchange.cancel_order.call_count == 1
def test_process_maybe_execute_buy(mocker, default_conf) -> None: