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Merge pull request #50 from gcarq/feature/fix-whitelist-vanishing

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fix whitelist vanishing
This commit is contained in:
Janne Sinivirta 2017-09-30 20:00:38 +03:00 committed by GitHub
commit d73c656514
2 changed files with 29 additions and 24 deletions
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13
freqtrade/main.py
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@ -6,6 +6,7 @@ import traceback
from datetime import datetime from datetime import datetime
from typing import Dict, Optional from typing import Dict, Optional
import copy
from jsonschema import validate from jsonschema import validate
from freqtrade import exchange, persistence, __version__ from freqtrade import exchange, persistence, __version__
@ -88,11 +89,7 @@ def execute_sell(trade: Trade, current_rate: float) -> None:
# Get available balance # Get available balance
currency = trade.pair.split('_')[1] currency = trade.pair.split('_')[1]
balance = exchange.get_balance(currency) balance = exchange.get_balance(currency)
whitelist = _CONF[trade.exchange.name.lower()]['pair_whitelist']
profit = trade.exec_sell_order(current_rate, balance) profit = trade.exec_sell_order(current_rate, balance)
if trade.pair not in whitelist:
whitelist.append(trade.pair)
message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format( message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
trade.exchange.name, trade.exchange.name,
trade.pair.replace('_', '/'), trade.pair.replace('_', '/'),
@ -161,7 +158,7 @@ def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[
:param _exchange: exchange to use :param _exchange: exchange to use
""" """
logger.info('Creating new trade with stake_amount: %f ...', stake_amount) logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
whitelist = _CONF[_exchange.name.lower()]['pair_whitelist'] whitelist = copy.deepcopy(_CONF[_exchange.name.lower()]['pair_whitelist'])
# Check if stake_amount is fulfilled # Check if stake_amount is fulfilled
if exchange.get_balance(_CONF['stake_currency']) < stake_amount: if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
raise ValueError( raise ValueError(
@ -169,11 +166,7 @@ def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[
) )
# Remove currently opened and latest pairs from whitelist # Remove currently opened and latest pairs from whitelist
trades = Trade.query.filter(Trade.is_open.is_(True)).all() for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
latest_trade = Trade.query.filter(Trade.is_open.is_(False)).order_by(Trade.id.desc()).first()
if latest_trade:
trades.append(latest_trade)
for trade in trades:
if trade.pair in whitelist: if trade.pair in whitelist:
whitelist.remove(trade.pair) whitelist.remove(trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair) logger.debug('Ignoring %s in pair whitelist', trade.pair)

40
freqtrade/tests/test_main.py
View File

@ -1,6 +1,7 @@
import unittest import unittest
from unittest.mock import patch, MagicMock from unittest.mock import patch, MagicMock, call
import copy
from jsonschema import validate from jsonschema import validate
from freqtrade import exchange from freqtrade import exchange
@ -29,7 +30,10 @@ class TestMain(unittest.TestCase):
"key": "key", "key": "key",
"secret": "secret", "secret": "secret",
"pair_whitelist": [ "pair_whitelist": [
"BTC_ETH" "BTC_ETH",
"BTC_TKN",
"BTC_TRST",
"BTC_SWT",
] ]
}, },
"telegram": { "telegram": {
@ -50,19 +54,27 @@ class TestMain(unittest.TestCase):
'last': 0.07256061 'last': 0.07256061
}), }),
buy=MagicMock(return_value='mocked_order_id')): buy=MagicMock(return_value='mocked_order_id')):
# Save state of current whitelist
whitelist = copy.deepcopy(self.conf['bittrex']['pair_whitelist'])
init(self.conf, 'sqlite://') init(self.conf, 'sqlite://')
trade = create_trade(15.0, exchange.Exchange.BITTREX) for pair in ['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT']:
Trade.session.add(trade) trade = create_trade(15.0, exchange.Exchange.BITTREX)
Trade.session.flush() Trade.session.add(trade)
self.assertIsNotNone(trade) Trade.session.flush()
self.assertEqual(trade.open_rate, 0.072661) self.assertIsNotNone(trade)
self.assertEqual(trade.pair, 'BTC_ETH') self.assertEqual(trade.open_rate, 0.072661)
self.assertEqual(trade.exchange, exchange.Exchange.BITTREX) self.assertEqual(trade.pair, pair)
self.assertEqual(trade.amount, 206.43811673387373) self.assertEqual(trade.exchange, exchange.Exchange.BITTREX)
self.assertEqual(trade.stake_amount, 15.0) self.assertEqual(trade.amount, 206.43811673387373)
self.assertEqual(trade.is_open, True) self.assertEqual(trade.stake_amount, 15.0)
self.assertIsNotNone(trade.open_date) self.assertEqual(trade.is_open, True)
buy_signal.assert_called_once_with('BTC_ETH') self.assertIsNotNone(trade.open_date)
self.assertEqual(whitelist, self.conf['bittrex']['pair_whitelist'])
buy_signal.assert_has_calls(
[call('BTC_ETH'), call('BTC_TKN'), call('BTC_TRST'), call('BTC_SWT')]
)
def test_2_handle_trade(self): def test_2_handle_trade(self):
with patch.dict('freqtrade.main._CONF', self.conf): with patch.dict('freqtrade.main._CONF', self.conf):