Merge branch 'develop' into money_mgt
This commit is contained in:
@@ -119,7 +119,6 @@ class Arguments(object):
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help='Override trades database URL, this is useful if dry_run is enabled'
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' or in custom deployments (default: %(default)s)',
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dest='db_url',
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default=constants.DEFAULT_DB_PROD_URL,
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type=str,
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metavar='PATH',
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)
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@@ -110,9 +110,12 @@ class Configuration(object):
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'(not applicable with Backtesting and Hyperopt)'
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)
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if self.args.db_url != constants.DEFAULT_DB_PROD_URL:
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if self.args.db_url and self.args.db_url != constants.DEFAULT_DB_PROD_URL:
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config.update({'db_url': self.args.db_url})
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logger.info('Parameter --db-url detected ...')
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else:
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# Set default here
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config.update({'db_url': constants.DEFAULT_DB_PROD_URL})
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if config.get('dry_run', False):
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logger.info('Dry run is enabled')
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@@ -599,7 +599,8 @@ class Exchange(object):
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if not self.exchange_has('fetchMyTrades'):
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return []
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try:
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my_trades = self._api.fetch_my_trades(pair, since.timestamp())
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# Allow 5s offset to catch slight time offsets (discovered in #1185)
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my_trades = self._api.fetch_my_trades(pair, since.timestamp() - 5)
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matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
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return matched_trades
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@@ -10,7 +10,7 @@ from datetime import datetime
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from typing import Any, Callable, Dict, List, Optional
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import arrow
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import requests
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from requests.exceptions import RequestException
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from cachetools import TTLCache, cached
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@@ -667,7 +667,7 @@ class FreqtradeBot(object):
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if not trade.open_order_id:
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continue
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order = self.exchange.get_order(trade.open_order_id, trade.pair)
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except requests.exceptions.RequestException:
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except (RequestException, DependencyException):
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logger.info(
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'Cannot query order for %s due to %s',
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trade,
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@@ -2,38 +2,39 @@
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from unittest.mock import MagicMock
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import freqtrade.tests.conftest as tt # test tools
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from freqtrade.tests.conftest import get_patched_freqtradebot
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import pytest
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# whitelist, blacklist, filtering, all of that will
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# eventually become some rules to run on a generic ACL engine
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# perhaps try to anticipate that by using some python package
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def whitelist_conf():
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config = tt.default_conf()
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config['stake_currency'] = 'BTC'
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config['exchange']['pair_whitelist'] = [
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@pytest.fixture(scope="function")
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def whitelist_conf(default_conf):
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default_conf['stake_currency'] = 'BTC'
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default_conf['exchange']['pair_whitelist'] = [
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'ETH/BTC',
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'TKN/BTC',
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'TRST/BTC',
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'SWT/BTC',
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'BCC/BTC'
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]
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config['exchange']['pair_blacklist'] = [
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default_conf['exchange']['pair_blacklist'] = [
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'BLK/BTC'
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]
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return config
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return default_conf
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def test_refresh_market_pair_not_in_whitelist(mocker, markets):
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conf = whitelist_conf()
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def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf):
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freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
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freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
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refreshedwhitelist = freqtradebot._refresh_whitelist(
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conf['exchange']['pair_whitelist'] + ['XXX/BTC']
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whitelist_conf['exchange']['pair_whitelist'] + ['XXX/BTC']
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)
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# List ordered by BaseVolume
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whitelist = ['ETH/BTC', 'TKN/BTC']
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@@ -41,12 +42,12 @@ def test_refresh_market_pair_not_in_whitelist(mocker, markets):
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assert whitelist == refreshedwhitelist
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def test_refresh_whitelist(mocker, markets):
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conf = whitelist_conf()
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freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
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def test_refresh_whitelist(mocker, markets, whitelist_conf):
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freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
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refreshedwhitelist = freqtradebot._refresh_whitelist(conf['exchange']['pair_whitelist'])
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refreshedwhitelist = freqtradebot._refresh_whitelist(
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whitelist_conf['exchange']['pair_whitelist'])
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# List ordered by BaseVolume
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whitelist = ['ETH/BTC', 'TKN/BTC']
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@@ -54,9 +55,8 @@ def test_refresh_whitelist(mocker, markets):
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assert whitelist == refreshedwhitelist
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def test_refresh_whitelist_dynamic(mocker, markets, tickers):
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conf = whitelist_conf()
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freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
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def test_refresh_whitelist_dynamic(mocker, markets, tickers, whitelist_conf):
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freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_markets=markets,
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@@ -68,21 +68,20 @@ def test_refresh_whitelist_dynamic(mocker, markets, tickers):
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whitelist = ['ETH/BTC', 'TKN/BTC']
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refreshedwhitelist = freqtradebot._refresh_whitelist(
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freqtradebot._gen_pair_whitelist(conf['stake_currency'])
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freqtradebot._gen_pair_whitelist(whitelist_conf['stake_currency'])
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)
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assert whitelist == refreshedwhitelist
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def test_refresh_whitelist_dynamic_empty(mocker, markets_empty):
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conf = whitelist_conf()
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freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
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def test_refresh_whitelist_dynamic_empty(mocker, markets_empty, whitelist_conf):
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freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch('freqtrade.exchange.Exchange.get_markets', markets_empty)
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# argument: use the whitelist dynamically by exchange-volume
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whitelist = []
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conf['exchange']['pair_whitelist'] = []
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whitelist_conf['exchange']['pair_whitelist'] = []
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freqtradebot._refresh_whitelist(whitelist)
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pairslist = conf['exchange']['pair_whitelist']
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pairslist = whitelist_conf['exchange']['pair_whitelist']
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assert set(whitelist) == set(pairslist)
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@@ -993,6 +993,44 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
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assert nb_trades == 0
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def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old,
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fee, mocker) -> None:
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rpc_mock = patch_RPCManager(mocker)
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cancel_order_mock = MagicMock()
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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get_order=MagicMock(side_effect=DependencyException),
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cancel_order=cancel_order_mock,
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get_fee=fee
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)
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freqtrade = FreqtradeBot(default_conf)
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trade_buy = Trade(
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pair='ETH/BTC',
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open_rate=0.00001099,
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exchange='bittrex',
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open_order_id='123456789',
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amount=90.99181073,
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fee_open=0.0,
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fee_close=0.0,
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stake_amount=1,
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open_date=arrow.utcnow().shift(minutes=-601).datetime,
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is_open=True
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)
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Trade.session.add(trade_buy)
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# check it does cancel buy orders over the time limit
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freqtrade.check_handle_timedout()
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assert cancel_order_mock.call_count == 0
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assert rpc_mock.call_count == 0
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trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
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nb_trades = len(trades)
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assert nb_trades == 1
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def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker) -> None:
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rpc_mock = patch_RPCManager(mocker)
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cancel_order_mock = MagicMock()
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