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Merge branch 'develop' into pr/SurferAdmin/6916

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Matthias 2022-07-11 11:49:22 +02:00
commit ed03ef47ef
42 changed files with 13169 additions and 12252 deletions
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8
.pre-commit-config.yaml
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@ -13,11 +13,11 @@ repos:
- id: mypy
exclude: build_helpers
additional_dependencies:
- types-cachetools==5.0.2
- types-cachetools==5.2.1
- types-filelock==3.2.7
- types-requests==2.27.30
- types-tabulate==0.8.9
- types-python-dateutil==2.8.17
- types-requests==2.28.0
- types-tabulate==0.8.11
- types-python-dateutil==2.8.18
# stages: [push]
- repo: https://github.com/pycqa/isort

1
docker/Dockerfile.custom
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@ -7,4 +7,5 @@ FROM freqtradeorg/freqtrade:develop
# The below dependency - pyti - serves as an example. Please use whatever you need!
RUN pip install --user pyti
# Switch back to user (only if you required root above)
# USER ftuser

5
docs/bot-basics.md
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@ -20,7 +20,9 @@ All profit calculations of Freqtrade include fees. For Backtesting / Hyperopt /
## Bot execution logic
Starting freqtrade in dry-run or live mode (using `freqtrade trade`) will start the bot and start the bot iteration loop.
By default, loop runs every few seconds (`internals.process_throttle_secs`) and does roughly the following in the following sequence:
This will also run the `bot_start()` callback.
By default, the bot loop runs every few seconds (`internals.process_throttle_secs`) and performs the following actions:
* Fetch open trades from persistence.
* Calculate current list of tradable pairs.
@ -54,6 +56,7 @@ This loop will be repeated again and again until the bot is stopped.
[backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated.
* Load historic data for configured pairlist.
* Calls `bot_start()` once.
* Calls `bot_loop_start()` once.
* Calculate indicators (calls `populate_indicators()` once per pair).
* Calculate entry / exit signals (calls `populate_entry_trend()` and `populate_exit_trend()` once per pair).

2
docs/developer.md
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@ -334,7 +334,7 @@ lev_tiers = exchange.fetch_leverage_tiers()
# Assumes this is running in the root of the repository.
file = Path('freqtrade/exchange/binance_leverage_tiers.json')
json.dump(lev_tiers, file.open('w'), indent=2)
json.dump(dict(sorted(lev_tiers.items())), file.open('w'), indent=2)
```

1
docs/hyperopt.md
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@ -272,6 +272,7 @@ The last one we call `trigger` and use it to decide which buy trigger we want to
!!! Note "Parameter space assignment"
Parameters must either be assigned to a variable named `buy_*` or `sell_*` - or contain `space='buy'` | `space='sell'` to be assigned to a space correctly.
If no parameter is available for a space, you'll receive the error that no space was found when running hyperopt.
Parameters with unclear space (e.g. `adx_period = IntParameter(4, 24, default=14)` - no explicit nor implicit space) will not be detected and will therefore be ignored.
So let's write the buy strategy using these values:

2
docs/requirements-docs.txt
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@ -1,5 +1,5 @@
mkdocs==1.3.0
mkdocs-material==8.3.6
mkdocs-material==8.3.9
mdx_truly_sane_lists==1.2
pymdown-extensions==9.5
jinja2==3.1.2

29
docs/stoploss.md
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@ -130,7 +130,7 @@ In summary: The stoploss will be adjusted to be always be -10% of the highest ob
### Trailing stop loss, custom positive loss
It is also possible to have a default stop loss, when you are in the red with your buy (buy - fee), but once you hit positive result the system will utilize a new stop loss, which can have a different value.
You could also have a default stop loss when you are in the red with your buy (buy - fee), but once you hit a positive result (or an offset you define) the system will utilize a new stop loss, which can have a different value.
For example, your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
!!! Note
@ -142,6 +142,8 @@ Both values require `trailing_stop` to be set to true and `trailing_stop_positiv
stoploss = -0.10
trailing_stop = True
trailing_stop_positive = 0.02
trailing_stop_positive_offset = 0.0
trailing_only_offset_is_reached = False # Default - not necessary for this example
```
For example, simplified math:
@ -156,11 +158,31 @@ For example, simplified math:
The 0.02 would translate to a -2% stop loss.
Before this, `stoploss` is used for the trailing stoploss.
!!! Tip "Use an offset to change your stoploss"
Use `trailing_stop_positive_offset` to ensure that your new trailing stoploss will be in profit by setting `trailing_stop_positive_offset` higher than `trailing_stop_positive`. Your first new stoploss value will then already have locked in profits.
Example with simplified math:
``` python
stoploss = -0.10
trailing_stop = True
trailing_stop_positive = 0.02
trailing_stop_positive_offset = 0.03
```
* the bot buys an asset at a price of 100$
* the stop loss is defined at -10%, so the stop loss would get triggered once the asset drops below 90$
* assuming the asset now increases to 102$
* the stoploss will now be at 91.8$ - 10% below the highest observed rate
* assuming the asset now increases to 103.5$ (above the offset configured)
* the stop loss will now be -2% of 103$ = 101.42$
* now the asset drops in value to 102\$, the stop loss will still be 101.42$ and would trigger once price breaks below 101.42$
### Trailing stop loss only once the trade has reached a certain offset
It is also possible to use a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
You can also keep a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`.
If `trailing_only_offset_is_reached = True` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`.
This option can be used with or without `trailing_stop_positive`, but uses `trailing_stop_positive_offset` as offset.
``` python
@ -203,7 +225,6 @@ If price moves 1% - you've lost 10$ of your own capital - therfore stoploss will
Make sure to be aware of this, and avoid using too tight stoploss (at 10x leverage, 10% risk may be too little to allow the trade to "breath" a little).
## Changing stoploss on open trades
A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_config` command (alternatively, completely stopping and restarting the bot also works).

8
docs/strategy-callbacks.md
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@ -82,8 +82,9 @@ Called before entering a trade, makes it possible to manage your position size w
```python
class AwesomeStrategy(IStrategy):
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: float, max_stake: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
proposed_stake: float, min_stake: Optional[float], max_stake: float,
leverage: float, entry_tag: Optional[str], side: str,
**kwargs) -> float:
dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
current_candle = dataframe.iloc[-1].squeeze()
@ -675,7 +676,8 @@ class DigDeeperStrategy(IStrategy):
# This is called when placing the initial order (opening trade)
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: Optional[float], max_stake: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
leverage: float, entry_tag: Optional[str], side: str,
**kwargs) -> float:
# We need to leave most of the funds for possible further DCA orders
# This also applies to fixed stakes

2
freqtrade/commands/hyperopt_commands.py
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@ -24,7 +24,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
print_colorized = config.get('print_colorized', False)
print_json = config.get('print_json', False)
export_csv = config.get('export_csv', None)
export_csv = config.get('export_csv')
no_details = config.get('hyperopt_list_no_details', False)
no_header = False

6
freqtrade/configuration/configuration.py
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@ -129,7 +129,7 @@ class Configuration:
# Default to in-memory db for dry_run if not specified
config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
else:
if not config.get('db_url', None):
if not config.get('db_url'):
config['db_url'] = constants.DEFAULT_DB_PROD_URL
logger.info('Dry run is disabled')
@ -182,7 +182,7 @@ class Configuration:
config['user_data_dir'] = create_userdata_dir(config['user_data_dir'], create_dir=False)
logger.info('Using user-data directory: %s ...', config['user_data_dir'])
config.update({'datadir': create_datadir(config, self.args.get('datadir', None))})
config.update({'datadir': create_datadir(config, self.args.get('datadir'))})
logger.info('Using data directory: %s ...', config.get('datadir'))
if self.args.get('exportfilename'):
@ -221,7 +221,7 @@ class Configuration:
if config.get('max_open_trades') == -1:
config['max_open_trades'] = float('inf')
if self.args.get('stake_amount', None):
if self.args.get('stake_amount'):
# Convert explicitly to float to support CLI argument for both unlimited and value
try:
self.args['stake_amount'] = float(self.args['stake_amount'])

24876
freqtrade/exchange/binance_leverage_tiers.json
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File diff suppressed because it is too large Load Diff

4
freqtrade/exchange/common.py
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@ -46,6 +46,7 @@ MAP_EXCHANGE_CHILDCLASS = {
'binanceje': 'binance',
'binanceusdm': 'binance',
'okex': 'okx',
'gate': 'gateio',
}
SUPPORTED_EXCHANGES = [
@ -63,17 +64,16 @@ EXCHANGE_HAS_REQUIRED = [
'fetchOrder',
'cancelOrder',
'createOrder',
# 'createLimitOrder', 'createMarketOrder',
'fetchBalance',
# Public endpoints
'loadMarkets',
'fetchOHLCV',
]
EXCHANGE_HAS_OPTIONAL = [
# Private
'fetchMyTrades', # Trades for order - fee detection
# 'createLimitOrder', 'createMarketOrder', # Either OR for orders
# 'setLeverage', # Margin/Futures trading
# 'setMarginMode', # Margin/Futures trading
# 'fetchFundingHistory', # Futures trading

73
freqtrade/exchange/exchange.py
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@ -77,6 +77,7 @@ class Exchange:
"mark_ohlcv_price": "mark",
"mark_ohlcv_timeframe": "8h",
"ccxt_futures_name": "swap",
"fee_cost_in_contracts": False, # Fee cost needs contract conversion
"needs_trading_fees": False, # use fetch_trading_fees to cache fees
}
_ft_has: Dict = {}
@ -387,7 +388,7 @@ class Exchange:
and market.get('base', None) is not None
and (self.precisionMode != TICK_SIZE
# Too low precision will falsify calculations
or market.get('precision', {}).get('price', None) > 1e-11)
or market.get('precision', {}).get('price') > 1e-11)
and ((self.trading_mode == TradingMode.SPOT and self.market_is_spot(market))
or (self.trading_mode == TradingMode.MARGIN and self.market_is_margin(market))
or (self.trading_mode == TradingMode.FUTURES and self.market_is_future(market)))
@ -537,7 +538,7 @@ class Exchange:
# The internal info array is different for each particular market,
# its contents depend on the exchange.
# It can also be a string or similar ... so we need to verify that first.
elif (isinstance(self.markets[pair].get('info', None), dict)
elif (isinstance(self.markets[pair].get('info'), dict)
and self.markets[pair].get('info', {}).get('prohibitedIn', False)):
# Warn users about restricted pairs in whitelist.
# We cannot determine reliably if Users are affected.
@ -585,10 +586,13 @@ class Exchange:
"""
Checks if order-types configured in strategy/config are supported
"""
if any(v == 'market' for k, v in order_types.items()):
if not self.exchange_has('createMarketOrder'):
raise OperationalException(
f'Exchange {self.name} does not support market orders.')
# TODO: Reenable once ccxt fixes createMarketOrder assignment - as well as
# Revert the change in test_validate_ordertypes.
# if any(v == 'market' for k, v in order_types.items()):
# if not self.exchange_has('createMarketOrder'):
# raise OperationalException(
# f'Exchange {self.name} does not support market orders.')
if (order_types.get("stoploss_on_exchange")
and not self._ft_has.get("stoploss_on_exchange", False)):
@ -1631,27 +1635,35 @@ class Exchange:
and order['fee']['cost'] is not None
)
def calculate_fee_rate(self, order: Dict) -> Optional[float]:
def calculate_fee_rate(
self, fee: Dict, symbol: str, cost: float, amount: float) -> Optional[float]:
"""
Calculate fee rate if it's not given by the exchange.
:param order: Order or trade (one trade) dict
:param fee: ccxt Fee dict - must contain cost / currency / rate
:param symbol: Symbol of the order
:param cost: Total cost of the order
:param amount: Amount of the order
"""
if order['fee'].get('rate') is not None:
return order['fee'].get('rate')
fee_curr = order['fee']['currency']
if fee.get('rate') is not None:
return fee.get('rate')
fee_curr = fee.get('currency')
if fee_curr is None:
return None
fee_cost = fee['cost']
if self._ft_has['fee_cost_in_contracts']:
# Convert cost via "contracts" conversion
fee_cost = self._contracts_to_amount(symbol, fee['cost'])
# Calculate fee based on order details
if fee_curr in self.get_pair_base_currency(order['symbol']):
if fee_curr == self.get_pair_base_currency(symbol):
# Base currency - divide by amount
return round(
order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
elif fee_curr in self.get_pair_quote_currency(order['symbol']):
return round(fee['cost'] / amount, 8)
elif fee_curr == self.get_pair_quote_currency(symbol):
# Quote currency - divide by cost
return round(self._contracts_to_amount(
order['symbol'], order['fee']['cost']) / order['cost'],
8) if order['cost'] else None
return round(fee_cost / cost, 8) if cost else None
else:
# If Fee currency is a different currency
if not order['cost']:
if not cost:
# If cost is None or 0.0 -> falsy, return None
return None
try:
@ -1663,19 +1675,28 @@ class Exchange:
fee_to_quote_rate = self._config['exchange'].get('unknown_fee_rate', None)
if not fee_to_quote_rate:
return None
return round((self._contracts_to_amount(
order['symbol'], order['fee']['cost']) * fee_to_quote_rate) / order['cost'], 8)
return round((fee_cost * fee_to_quote_rate) / cost, 8)
def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
def extract_cost_curr_rate(self, fee: Dict, symbol: str, cost: float,
amount: float) -> Tuple[float, str, Optional[float]]:
"""
Extract tuple of cost, currency, rate.
Requires order_has_fee to run first!
:param order: Order or trade (one trade) dict
:param fee: ccxt Fee dict - must contain cost / currency / rate
:param symbol: Symbol of the order
:param cost: Total cost of the order
:param amount: Amount of the order
:return: Tuple with cost, currency, rate of the given fee dict
"""
return (order['fee']['cost'],
order['fee']['currency'],
self.calculate_fee_rate(order))
return (fee['cost'],
fee['currency'],
self.calculate_fee_rate(
fee,
symbol,
cost,
amount
)
)
# Historic data

3
freqtrade/exchange/gateio.py
View File

@ -32,7 +32,8 @@ class Gateio(Exchange):
}
_ft_has_futures: Dict = {
"needs_trading_fees": True
"needs_trading_fees": True,
"fee_cost_in_contracts": False, # Set explicitly to false for clarity
}
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [

1
freqtrade/exchange/okx.py
View File

@ -28,6 +28,7 @@ class Okx(Exchange):
}
_ft_has_futures: Dict = {
"tickers_have_quoteVolume": False,
"fee_cost_in_contracts": True,
}
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [

72
freqtrade/freqtradebot.py
View File

@ -67,7 +67,7 @@ class FreqtradeBot(LoggingMixin):
self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
init_db(self.config.get('db_url', None))
init_db(self.config['db_url'])
self.wallets = Wallets(self.config, self.exchange)
@ -634,7 +634,7 @@ class FreqtradeBot(LoggingMixin):
pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
time_in_force=time_in_force, current_time=datetime.now(timezone.utc),
entry_tag=enter_tag, side=trade_side):
logger.info(f"User requested abortion of buying {pair}")
logger.info(f"User denied entry for {pair}.")
return False
order = self.exchange.create_order(
pair=pair,
@ -648,7 +648,7 @@ class FreqtradeBot(LoggingMixin):
)
order_obj = Order.parse_from_ccxt_object(order, pair, side)
order_id = order['id']
order_status = order.get('status', None)
order_status = order.get('status')
logger.info(f"Order #{order_id} was created for {pair} and status is {order_status}.")
# we assume the order is executed at the price requested
@ -814,7 +814,7 @@ class FreqtradeBot(LoggingMixin):
pair=pair, current_time=datetime.now(timezone.utc),
current_rate=enter_limit_requested, proposed_stake=stake_amount,
min_stake=min_stake_amount, max_stake=min(max_stake_amount, stake_available),
entry_tag=entry_tag, side=trade_side
leverage=leverage, entry_tag=entry_tag, side=trade_side
)
stake_amount = self.wallets.validate_stake_amount(
@ -969,6 +969,29 @@ class FreqtradeBot(LoggingMixin):
logger.debug(f'Found no {exit_signal_type} signal for %s.', trade)
return False
def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
enter: bool, exit_: bool, exit_tag: Optional[str]) -> bool:
"""
Check and execute trade exit
"""
exits: List[ExitCheckTuple] = self.strategy.should_exit(
trade,
exit_rate,
datetime.now(timezone.utc),
enter=enter,
exit_=exit_,
force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
)
for should_exit in exits:
if should_exit.exit_flag:
exit_tag1 = exit_tag if should_exit.exit_type == ExitType.EXIT_SIGNAL else None
logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.exit_type}'
f'{f" Tag: {exit_tag1}" if exit_tag1 is not None else ""}')
exited = self.execute_trade_exit(trade, exit_rate, should_exit, exit_tag=exit_tag1)
if exited:
return True
return False
def create_stoploss_order(self, trade: Trade, stop_price: float) -> bool:
"""
Abstracts creating stoploss orders from the logic.
@ -1120,28 +1143,6 @@ class FreqtradeBot(LoggingMixin):
logger.warning(f"Could not create trailing stoploss order "
f"for pair {trade.pair}.")
def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
enter: bool, exit_: bool, exit_tag: Optional[str]) -> bool:
"""
Check and execute trade exit
"""
exits: List[ExitCheckTuple] = self.strategy.should_exit(
trade,
exit_rate,
datetime.now(timezone.utc),
enter=enter,
exit_=exit_,
force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
)
for should_exit in exits:
if should_exit.exit_flag:
logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.exit_type}'
f'{f" Tag: {exit_tag}" if exit_tag is not None else ""}')
exited = self.execute_trade_exit(trade, exit_rate, should_exit, exit_tag=exit_tag)
if exited:
return True
return False
def manage_open_orders(self) -> None:
"""
Management of open orders on exchange. Unfilled orders might be cancelled if timeout
@ -1474,7 +1475,7 @@ class FreqtradeBot(LoggingMixin):
time_in_force=time_in_force, exit_reason=exit_reason,
sell_reason=exit_reason, # sellreason -> compatibility
current_time=datetime.now(timezone.utc)):
logger.info(f"User requested abortion of {trade.pair} exit.")
logger.info(f"User denied exit for {trade.pair}.")
return False
try:
@ -1551,7 +1552,7 @@ class FreqtradeBot(LoggingMixin):
'open_date': trade.open_date,
'close_date': trade.close_date or datetime.utcnow(),
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
'fiat_currency': self.config.get('fiat_display_currency'),
}
if 'fiat_display_currency' in self.config:
@ -1672,7 +1673,7 @@ class FreqtradeBot(LoggingMixin):
if order['status'] in constants.NON_OPEN_EXCHANGE_STATES:
# If a entry order was closed, force update on stoploss on exchange
if order.get('side', None) == trade.entry_side:
if order.get('side') == trade.entry_side:
trade = self.cancel_stoploss_on_exchange(trade)
# TODO: Margin will need to use interest_rate as well.
# interest_rate = self.exchange.get_interest_rate()
@ -1761,7 +1762,8 @@ class FreqtradeBot(LoggingMixin):
trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
# use fee from order-dict if possible
if self.exchange.order_has_fee(order):
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(
order['fee'], order['symbol'], order['cost'], order_obj.safe_filled)
logger.info(f"Fee for Trade {trade} [{order_obj.ft_order_side}]: "
f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
if fee_rate is None or fee_rate < 0.02:
@ -1799,7 +1801,15 @@ class FreqtradeBot(LoggingMixin):
for exectrade in trades:
amount += exectrade['amount']
if self.exchange.order_has_fee(exectrade):
fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(exectrade)
# Prefer singular fee
fees = [exectrade['fee']]
else:
fees = exectrade.get('fees', [])
for fee in fees:
fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(
fee, exectrade['symbol'], exectrade['cost'], exectrade['amount']
)
fee_cost += fee_cost_
if fee_rate_ is not None:
fee_rate_array.append(fee_rate_)

7
freqtrade/optimize/backtesting.py
View File

@ -87,7 +87,7 @@ class Backtesting:
self.exchange = ExchangeResolver.load_exchange(self._exchange_name, self.config)
self.dataprovider = DataProvider(self.config, self.exchange)
if self.config.get('strategy_list', None):
if self.config.get('strategy_list'):
for strat in list(self.config['strategy_list']):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
@ -189,6 +189,7 @@ class Backtesting:
self.strategy.order_types['stoploss_on_exchange'] = False
self.strategy.ft_bot_start()
strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
def _load_protections(self, strategy: IStrategy):
if self.config.get('enable_protections', False):
@ -721,7 +722,7 @@ class Backtesting:
pair=pair, current_time=current_time, current_rate=propose_rate,
proposed_stake=stake_amount, min_stake=min_stake_amount,
max_stake=min(stake_available, max_stake_amount),
entry_tag=entry_tag, side=direction)
leverage=leverage, entry_tag=entry_tag, side=direction)
stake_amount_val = self.wallets.validate_stake_amount(
pair=pair,
@ -1140,8 +1141,6 @@ class Backtesting:
backtest_start_time = datetime.now(timezone.utc)
self._set_strategy(strat)
strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
# Use max_open_trades in backtesting, except --disable-max-market-positions is set
if self.config.get('use_max_market_positions', True):
# Must come from strategy config, as the strategy may modify this setting.

2
freqtrade/optimize/hyperopt.py
View File

@ -455,7 +455,7 @@ class Hyperopt:
return self.opt.ask(n_points=n_points), [False for _ in range(n_points)]
def start(self) -> None:
self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))
self.random_state = self._set_random_state(self.config.get('hyperopt_random_state'))
logger.info(f"Using optimizer random state: {self.random_state}")
self.hyperopt_table_header = -1
# Initialize spaces ...

16
freqtrade/optimize/hyperopt_tools.py
View File

@ -127,14 +127,14 @@ class HyperoptTools():
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
'filter_min_objective': config.get('hyperopt_list_min_objective', None),
'filter_max_objective': config.get('hyperopt_list_max_objective', None),
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time'),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time'),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit'),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit'),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit'),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit'),
'filter_min_objective': config.get('hyperopt_list_min_objective'),
'filter_max_objective': config.get('hyperopt_list_max_objective'),
}
if not HyperoptTools._test_hyperopt_results_exist(results_file):
# No file found.

53
freqtrade/persistence/migrations.py
View File

@ -1,9 +1,10 @@
import logging
from typing import List
from sqlalchemy import inspect, text
from sqlalchemy import inspect, select, text, tuple_, update
from freqtrade.exceptions import OperationalException
from freqtrade.persistence.trade_model import Order, Trade
logger = logging.getLogger(__name__)
@ -251,31 +252,31 @@ def set_sqlite_to_wal(engine):
def fix_old_dry_orders(engine):
with engine.begin() as connection:
connection.execute(
text(
"""
update orders
set ft_is_open = 0
where ft_is_open = 1 and (ft_trade_id, order_id) not in (
select id, stoploss_order_id from trades where stoploss_order_id is not null
) and ft_order_side = 'stoploss'
and order_id like 'dry_%'
"""
)
)
connection.execute(
text(
"""
update orders
set ft_is_open = 0
where ft_is_open = 1
and (ft_trade_id, order_id) not in (
select id, open_order_id from trades where open_order_id is not null
) and ft_order_side != 'stoploss'
and order_id like 'dry_%'
"""
)
)
stmt = update(Order).where(
Order.ft_is_open.is_(True),
tuple_(Order.ft_trade_id, Order.order_id).not_in(
select(
Trade.id, Trade.stoploss_order_id
).where(Trade.stoploss_order_id.is_not(None))
),
Order.ft_order_side == 'stoploss',
Order.order_id.like('dry%'),
).values(ft_is_open=False)
connection.execute(stmt)
stmt = update(Order).where(
Order.ft_is_open.is_(True),
tuple_(Order.ft_trade_id, Order.order_id).not_in(
select(
Trade.id, Trade.open_order_id
).where(Trade.open_order_id.is_not(None))
),
Order.ft_order_side != 'stoploss',
Order.order_id.like('dry%')
).values(ft_is_open=False)
connection.execute(stmt)
def check_migrate(engine, decl_base, previous_tables) -> None:

2
freqtrade/persistence/trade_model.py
View File

@ -821,7 +821,7 @@ class LocalTrade():
self.open_rate = total_stake / total_amount
self.stake_amount = total_stake / (self.leverage or 1.0)
self.amount = total_amount
self.fee_open_cost = self.fee_open * self.stake_amount
self.fee_open_cost = self.fee_open * total_stake
self.recalc_open_trade_value()
if self.stop_loss_pct is not None and self.open_rate is not None:
self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)

2
freqtrade/plugins/pairlist/AgeFilter.py
View File

@ -30,7 +30,7 @@ class AgeFilter(IPairList):
self._symbolsCheckFailed = PeriodicCache(maxsize=1000, ttl=86_400)
self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
self._max_days_listed = pairlistconfig.get('max_days_listed', None)
self._max_days_listed = pairlistconfig.get('max_days_listed')
candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
if self._min_days_listed < 1:

2
freqtrade/plugins/pairlist/PerformanceFilter.py
View File

@ -21,7 +21,7 @@ class PerformanceFilter(IPairList):
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
self._minutes = pairlistconfig.get('minutes', 0)
self._min_profit = pairlistconfig.get('min_profit', None)
self._min_profit = pairlistconfig.get('min_profit')
@property
def needstickers(self) -> bool:

2
freqtrade/plugins/pairlist/rangestabilityfilter.py
View File

@ -27,7 +27,7 @@ class RangeStabilityFilter(IPairList):
self._days = pairlistconfig.get('lookback_days', 10)
self._min_rate_of_change = pairlistconfig.get('min_rate_of_change', 0.01)
self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', None)
self._max_rate_of_change = pairlistconfig.get('max_rate_of_change')
self._refresh_period = pairlistconfig.get('refresh_period', 1440)
self._def_candletype = self._config['candle_type_def']

2
freqtrade/plugins/pairlistmanager.py
View File

@ -28,7 +28,7 @@ class PairListManager(LoggingMixin):
self._blacklist = self._config['exchange'].get('pair_blacklist', [])
self._pairlist_handlers: List[IPairList] = []
self._tickers_needed = False
for pairlist_handler_config in self._config.get('pairlists', None):
for pairlist_handler_config in self._config.get('pairlists', []):
pairlist_handler = PairListResolver.load_pairlist(
pairlist_handler_config['method'],
exchange=exchange,

2
freqtrade/rpc/api_server/api_v1.py
View File

@ -282,7 +282,7 @@ def get_strategy(strategy: str, config=Depends(get_config)):
def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Optional[str] = None,
candletype: Optional[CandleType] = None, config=Depends(get_config)):
dh = get_datahandler(config['datadir'], config.get('dataformat_ohlcv', None))
dh = get_datahandler(config['datadir'], config.get('dataformat_ohlcv'))
trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
pair_interval = dh.ohlcv_get_available_data(config['datadir'], trading_mode)

4
freqtrade/rpc/rpc.py
View File

@ -97,7 +97,7 @@ class RPC:
"""
self._freqtrade = freqtrade
self._config: Dict[str, Any] = freqtrade.config
if self._config.get('fiat_display_currency', None):
if self._config.get('fiat_display_currency'):
self._fiat_converter = CryptoToFiatConverter()
@staticmethod
@ -566,7 +566,7 @@ class RPC:
else:
try:
pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
rate = tickers.get(pair, {}).get('last', None)
rate = tickers.get(pair, {}).get('last')
if rate:
if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
rate = 1.0 / rate

6
freqtrade/rpc/telegram.py
View File

@ -261,7 +261,7 @@ class Telegram(RPCHandler):
)
if msg.get('analyzed_candle'):
message += f"*Analyzed Candle:* `{msg['analyzed_candle']}`\n"
message += f"*Enter Tag:* `{msg['enter_tag']}`\n" if msg.get('enter_tag', None) else ""
message += f"*Enter Tag:* `{msg['enter_tag']}`\n" if msg.get('enter_tag') else ""
message += f"*Amount:* `{msg['amount']:.8f}`\n"
if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0:
message += f"*Leverage:* `{msg['leverage']}`\n"
@ -274,7 +274,7 @@ class Telegram(RPCHandler):
message += f"*Total:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}"
if msg.get('fiat_currency', None):
if msg.get('fiat_currency'):
message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
message += ")`"
@ -290,7 +290,7 @@ class Telegram(RPCHandler):
msg['enter_tag'] = msg['enter_tag'] if "enter_tag" in msg.keys() else None
msg['emoji'] = self._get_sell_emoji(msg)
msg['leverage_text'] = (f"*Leverage:* `{msg['leverage']:.1f}`\n"
if msg.get('leverage', None) and msg.get('leverage', 1.0) != 1.0
if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0
else "")
# Check if all sell properties are available.

14
freqtrade/rpc/webhook.py
View File

@ -45,21 +45,21 @@ class Webhook(RPCHandler):
try:
whconfig = self._config['webhook']
if msg['type'] in [RPCMessageType.ENTRY]:
valuedict = whconfig.get('webhookentry', None)
valuedict = whconfig.get('webhookentry')
elif msg['type'] in [RPCMessageType.ENTRY_CANCEL]:
valuedict = whconfig.get('webhookentrycancel', None)
valuedict = whconfig.get('webhookentrycancel')
elif msg['type'] in [RPCMessageType.ENTRY_FILL]:
valuedict = whconfig.get('webhookentryfill', None)
valuedict = whconfig.get('webhookentryfill')
elif msg['type'] == RPCMessageType.EXIT:
valuedict = whconfig.get('webhookexit', None)
valuedict = whconfig.get('webhookexit')
elif msg['type'] == RPCMessageType.EXIT_FILL:
valuedict = whconfig.get('webhookexitfill', None)
valuedict = whconfig.get('webhookexitfill')
elif msg['type'] == RPCMessageType.EXIT_CANCEL:
valuedict = whconfig.get('webhookexitcancel', None)
valuedict = whconfig.get('webhookexitcancel')
elif msg['type'] in (RPCMessageType.STATUS,
RPCMessageType.STARTUP,
RPCMessageType.WARNING):
valuedict = whconfig.get('webhookstatus', None)
valuedict = whconfig.get('webhookstatus')
else:
raise NotImplementedError('Unknown message type: {}'.format(msg['type']))
if not valuedict:

1
freqtrade/strategy/hyper.py
View File

@ -191,6 +191,7 @@ def detect_parameters(
and attr.category is not None and attr.category != category):
raise OperationalException(
f'Inconclusive parameter name {attr_name}, category: {attr.category}.')
if (category == attr.category or
(attr_name.startswith(category + '_') and attr.category is None)):
yield attr_name, attr

4
freqtrade/strategy/interface.py
View File

@ -442,7 +442,8 @@ class IStrategy(ABC, HyperStrategyMixin):
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: Optional[float], max_stake: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
leverage: float, entry_tag: Optional[str], side: str,
**kwargs) -> float:
"""
Customize stake size for each new trade.
@ -452,6 +453,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:param proposed_stake: A stake amount proposed by the bot.
:param min_stake: Minimal stake size allowed by exchange.
:param max_stake: Balance available for trading.
:param leverage: Leverage selected for this trade.
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
:param side: 'long' or 'short' - indicating the direction of the proposed trade
:return: A stake size, which is between min_stake and max_stake.

6
freqtrade/templates/subtemplates/strategy_methods_advanced.j2
View File

@ -79,9 +79,10 @@ def custom_exit_price(self, pair: str, trade: 'Trade',
"""
return proposed_rate
def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate: float,
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: Optional[float], max_stake: float,
entry_tag: 'Optional[str]', side: str, **kwargs) -> float:
leverage: float, entry_tag: Optional[str], side: str,
**kwargs) -> float:
"""
Customize stake size for each new trade.
@ -91,6 +92,7 @@ def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate:
:param proposed_stake: A stake amount proposed by the bot.
:param min_stake: Minimal stake size allowed by exchange.
:param max_stake: Balance available for trading.
:param leverage: Leverage selected for this trade.
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
:param side: 'long' or 'short' - indicating the direction of the proposed trade
:return: A stake size, which is between min_stake and max_stake.

6
freqtrade/wallets.py
View File

@ -131,9 +131,9 @@ class Wallets:
if isinstance(balances[currency], dict):
self._wallets[currency] = Wallet(
currency,
balances[currency].get('free', None),
balances[currency].get('used', None),
balances[currency].get('total', None)
balances[currency].get('free'),
balances[currency].get('used'),
balances[currency].get('total')
)
# Remove currencies no longer in get_balances output
for currency in deepcopy(self._wallets):

14
requirements-dev.txt
View File

@ -8,22 +8,22 @@ coveralls==3.3.1
flake8==4.0.1
flake8-tidy-imports==4.8.0
mypy==0.961
pre-commit==2.19.0
pre-commit==2.20.0
pytest==7.1.2
pytest-asyncio==0.18.3
pytest-cov==3.0.0
pytest-mock==3.7.0
pytest-mock==3.8.2
pytest-random-order==1.0.4
isort==5.10.1
# For datetime mocking
time-machine==2.7.0
time-machine==2.7.1
# Convert jupyter notebooks to markdown documents
nbconvert==6.5.0
# mypy types
types-cachetools==5.0.2
types-cachetools==5.2.1
types-filelock==3.2.7
types-requests==2.27.30
types-tabulate==0.8.9
types-python-dateutil==2.8.17
types-requests==2.28.0
types-tabulate==0.8.11
types-python-dateutil==2.8.18

2
requirements-plot.txt
View File

@ -1,4 +1,4 @@
# Include all requirements to run the bot.
-r requirements.txt
plotly==5.8.2
plotly==5.9.0

28
requirements.txt
View File

@ -1,21 +1,21 @@
numpy==1.22.4
pandas==1.4.2
numpy==1.23.1
pandas==1.4.3
pandas-ta==0.3.14b
ccxt==1.88.15
ccxt==1.90.41
# Pin cryptography for now due to rust build errors with piwheels
cryptography==37.0.2
cryptography==37.0.4
aiohttp==3.8.1
SQLAlchemy==1.4.37
python-telegram-bot==13.12
SQLAlchemy==1.4.39
python-telegram-bot==13.13
arrow==1.2.2
cachetools==4.2.2
requests==2.28.0
urllib3==1.26.9
jsonschema==4.6.0
requests==2.28.1
urllib3==1.26.10
jsonschema==4.6.2
TA-Lib==0.4.24
technical==1.3.0
tabulate==0.8.9
tabulate==0.8.10
pycoingecko==2.2.0
jinja2==3.1.2
tables==3.7.0
@ -26,16 +26,16 @@ joblib==1.1.0
py_find_1st==1.1.5
# Load ticker files 30% faster
python-rapidjson==1.6
python-rapidjson==1.8
# Properly format api responses
orjson==3.7.2
orjson==3.7.7
# Notify systemd
sdnotify==0.3.2
# API Server
fastapi==0.78.0
uvicorn==0.17.6
uvicorn==0.18.2
pyjwt==2.4.0
aiofiles==0.8.0
psutil==5.9.1
@ -44,7 +44,7 @@ psutil==5.9.1
colorama==0.4.5
# Building config files interactively
questionary==1.10.0
prompt-toolkit==3.0.29
prompt-toolkit==3.0.30
# Extensions to datetime library
python-dateutil==2.8.2

63
tests/conftest.py
View File

@ -1694,6 +1694,7 @@ def limit_buy_order_old_partial():
'price': 0.00001099,
'amount': 90.99181073,
'filled': 23.0,
'cost': 90.99181073 * 23.0,
'remaining': 67.99181073,
'status': 'open'
}
@ -3165,60 +3166,46 @@ def leverage_tiers():
"AAVE/USDT": [
{
'min': 0,
'max': 50000,
'max': 5000,
'mmr': 0.01,
'lev': 50,
'maintAmt': 0.0
},
{
'min': 50000,
'max': 250000,
'min': 5000,
'max': 25000,
'mmr': 0.02,
'lev': 25,
'maintAmt': 500.0
'maintAmt': 75.0
},
{
'min': 25000,
'max': 100000,
'mmr': 0.05,
'lev': 10,
'maintAmt': 700.0
},
{
'min': 100000,
'max': 250000,
'mmr': 0.1,
'lev': 5,
'maintAmt': 5700.0
},
{
'min': 250000,
'max': 1000000,
'mmr': 0.05,
'lev': 10,
'maintAmt': 8000.0
},
{
'min': 1000000,
'max': 2000000,
'mmr': 0.1,
'lev': 5,
'maintAmt': 58000.0
},
{
'min': 2000000,
'max': 5000000,
'mmr': 0.125,
'lev': 4,
'maintAmt': 108000.0
},
{
'min': 5000000,
'max': 10000000,
'mmr': 0.1665,
'lev': 3,
'maintAmt': 315500.0
'lev': 2,
'maintAmt': 11950.0
},
{
'min': 10000000,
'max': 20000000,
'mmr': 0.25,
'lev': 2,
'maintAmt': 1150500.0
'max': 50000000,
'mmr': 0.5,
'lev': 1,
'maintAmt': 386950.0
},
{
"min": 20000000,
"max": 50000000,
"mmr": 0.5,
"lev": 1,
"maintAmt": 6150500.0
}
],
"ADA/BUSD": [
{

15
tests/exchange/test_exchange.py
View File

@ -1027,9 +1027,10 @@ def test_validate_ordertypes(default_conf, mocker):
'stoploss': 'market',
'stoploss_on_exchange': False
}
with pytest.raises(OperationalException,
match=r'Exchange .* does not support market orders.'):
Exchange(default_conf)
# TODO: Revert once createMarketOrder is available again.
# with pytest.raises(OperationalException,
# match=r'Exchange .* does not support market orders.'):
# Exchange(default_conf)
default_conf['order_types'] = {
'entry': 'limit',
@ -3544,7 +3545,7 @@ def test_order_has_fee(order, expected) -> None:
def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01))
ex = get_patched_exchange(mocker, default_conf)
assert ex.extract_cost_curr_rate(order) == expected
assert ex.extract_cost_curr_rate(order['fee'], order['symbol'], cost=20, amount=1) == expected
@pytest.mark.parametrize("order,unknown_fee_rate,expected", [
@ -3582,6 +3583,9 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 1, 4.0),
({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5,
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 2, 8.0),
# Missing currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': None, 'cost': 0.005}}, None, None),
])
def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_rate) -> None:
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})
@ -3590,7 +3594,8 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_r
ex = get_patched_exchange(mocker, default_conf)
assert ex.calculate_fee_rate(order) == expected
assert ex.calculate_fee_rate(order['fee'], order['symbol'],
cost=order['cost'], amount=order['amount']) == expected
@pytest.mark.parametrize('retrycount,max_retries,expected', [

1
tests/optimize/test_hyperopt.py
View File

@ -861,6 +861,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
assert hyperopt.backtesting.strategy.bot_loop_started is True
assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
assert hyperopt.backtesting.strategy.buy_rsi.value == 35

5
tests/strategy/strats/hyperoptable_strategy.py
View File

@ -44,6 +44,11 @@ class HyperoptableStrategy(StrategyTestV2):
})
return prot
bot_loop_started = False
def bot_loop_start(self):
self.bot_loop_started = True
def bot_start(self, **kwargs) -> None:
"""
Parameters can also be defined here ...

4
tests/test_freqtradebot.py
View File

@ -3951,9 +3951,9 @@ def test_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_
# Test if entry-signal is absent (should sell due to roi = true)
if is_short:
patch_get_signal(freqtrade, enter_long=False, exit_short=False)
patch_get_signal(freqtrade, enter_long=False, exit_short=False, exit_tag='something')
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=False)
patch_get_signal(freqtrade, enter_long=False, exit_long=False, exit_tag='something')
assert freqtrade.handle_trade(trade) is True
assert trade.exit_reason == ExitType.ROI.value

59
tests/test_persistence.py
View File

@ -1200,7 +1200,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000',
0.0, 0.0, 0.0, '5m',
'buy_order', 'stop_order_id222')
'buy_order', 'dry_stop_order_id222')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
@ -1226,7 +1226,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
'buy',
'ETC/BTC',
0,
'buy_order',
'dry_buy_order',
'closed',
'ETC/BTC',
'limit',
@ -1236,14 +1236,46 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
{amount},
0,
{amount * 0.00258580}
),
(
1,
'buy',
'ETC/BTC',
1,
'dry_buy_order22',
'canceled',
'ETC/BTC',
'limit',
'buy',
0.00258580,
{amount},
{amount},
0,
{amount * 0.00258580}
),
(
1,
'stoploss',
'ETC/BTC',
1,
'dry_stop_order_id11X',
'canceled',
'ETC/BTC',
'limit',
'sell',
0.00258580,
{amount},
{amount},
0,
'stop_order_id222',
'closed',
{amount * 0.00258580}
),
(
1,
'stoploss',
'ETC/BTC',
1,
'dry_stop_order_id222',
'open',
'ETC/BTC',
'limit',
'sell',
@ -1292,7 +1324,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.exit_reason is None
assert trade.strategy is None
assert trade.timeframe == '5m'
assert trade.stoploss_order_id == 'stop_order_id222'
assert trade.stoploss_order_id == 'dry_stop_order_id222'
assert trade.stoploss_last_update is None
assert log_has("trying trades_bak1", caplog)
assert log_has("trying trades_bak2", caplog)
@ -1302,12 +1334,21 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.close_profit_abs is None
orders = trade.orders
assert len(orders) == 2
assert orders[0].order_id == 'buy_order'
assert len(orders) == 4
assert orders[0].order_id == 'dry_buy_order'
assert orders[0].ft_order_side == 'buy'
assert orders[1].order_id == 'stop_order_id222'
assert orders[1].ft_order_side == 'stoploss'
assert orders[-1].order_id == 'dry_stop_order_id222'
assert orders[-1].ft_order_side == 'stoploss'
assert orders[-1].ft_is_open is True
assert orders[1].order_id == 'dry_buy_order22'
assert orders[1].ft_order_side == 'buy'
assert orders[1].ft_is_open is False
assert orders[2].order_id == 'dry_stop_order_id11X'
assert orders[2].ft_order_side == 'stoploss'
assert orders[2].ft_is_open is False
def test_migrate_too_old(mocker, default_conf, fee, caplog):