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Merge branch 'develop' into bybit

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This commit is contained in:
Matthias 2023-01-30 07:23:41 +01:00
commit f57394c1ce
5 changed files with 82 additions and 14 deletions
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2
docs/strategy-advanced.md
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@ -80,7 +80,7 @@ class AwesomeStrategy(IStrategy):
## Enter Tag
When your strategy has multiple buy signals, you can name the signal that triggered.
Then you can access you buy signal on `custom_exit`
Then you can access your buy signal on `custom_exit`
```python
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

2
freqtrade/__init__.py
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@ -1,5 +1,5 @@
""" Freqtrade bot """
__version__ = '2023.1.dev'
__version__ = '2023.2.dev'
if 'dev' in __version__:
from pathlib import Path

7
freqtrade/optimize/backtesting.py
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@ -775,6 +775,11 @@ class Backtesting:
trade: Optional[LocalTrade] = None,
requested_rate: Optional[float] = None,
requested_stake: Optional[float] = None) -> Optional[LocalTrade]:
"""
:param trade: Trade to adjust - initial entry if None
:param requested_rate: Adjusted entry rate
:param requested_stake: Stake amount for adjusted orders (`adjust_entry_price`).
"""
current_time = row[DATE_IDX].to_pydatetime()
entry_tag = row[ENTER_TAG_IDX] if len(row) >= ENTER_TAG_IDX + 1 else None
@ -800,7 +805,7 @@ class Backtesting:
return trade
time_in_force = self.strategy.order_time_in_force['entry']
if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
if stake_amount and (not min_stake_amount or stake_amount >= min_stake_amount):
self.order_id_counter += 1
base_currency = self.exchange.get_pair_base_currency(pair)
amount_p = (stake_amount / propose_rate) * leverage

2
requirements.txt
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@ -2,7 +2,7 @@ numpy==1.24.1
pandas==1.5.3
pandas-ta==0.3.14b
ccxt==2.7.7
ccxt==2.7.12
# Pin cryptography for now due to rust build errors with piwheels
cryptography==38.0.1; platform_machine == 'armv7l'
cryptography==39.0.0; platform_machine != 'armv7l'

83
tests/exchange/test_ccxt_compat.py
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@ -43,7 +43,7 @@ EXCHANGES = {
'hasQuoteVolumeFutures': True,
'leverage_tiers_public': False,
'leverage_in_spot_market': False,
'sample_order': {
'sample_order': [{
"symbol": "SOLUSDT",
"orderId": 3551312894,
"orderListId": -1,
@ -60,7 +60,32 @@ EXCHANGES = {
"workingTime": 1674493798550,
"fills": [],
"selfTradePreventionMode": "NONE",
}
}]
},
'binanceus': {
'pair': 'BTC/USDT',
'stake_currency': 'USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
'futures': False,
'sample_order': [{
"symbol": "SOLUSDT",
"orderId": 3551312894,
"orderListId": -1,
"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
"transactTime": 1674493798550,
"price": "15.00000000",
"origQty": "1.00000000",
"executedQty": "0.00000000",
"cummulativeQuoteQty": "0.00000000",
"status": "NEW",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "BUY",
"workingTime": 1674493798550,
"fills": [],
"selfTradePreventionMode": "NONE",
}]
},
'kraken': {
'pair': 'BTC/USDT',
@ -77,6 +102,40 @@ EXCHANGES = {
'timeframe': '5m',
'leverage_tiers_public': False,
'leverage_in_spot_market': True,
'sample_order': [
{'id': '63d6742d0adc5570001d2bbf7'}, # create order
{
'id': '63d6742d0adc5570001d2bbf7',
'symbol': 'NAKA-USDT',
'opType': 'DEAL',
'type': 'limit',
'side': 'buy',
'price': '30',
'size': '0.1',
'funds': '0',
'dealFunds': '0.032626',
'dealSize': '0.1',
'fee': '0.000065252',
'feeCurrency': 'USDT',
'stp': '',
'stop': '',
'stopTriggered': False,
'stopPrice': '0',
'timeInForce': 'GTC',
'postOnly': False,
'hidden': False,
'iceberg': False,
'visibleSize': '0',
'cancelAfter': 0,
'channel': 'API',
'clientOid': '0a053870-11bf-41e5-be61-b272a4cb62e1',
'remark': None,
'tags': 'partner:ccxt',
'isActive': False,
'cancelExist': False,
'createdAt': 1674493798550,
'tradeType': 'TRADE'
}],
},
'gateio': {
'pair': 'BTC/USDT',
@ -242,14 +301,18 @@ class TestCCXTExchange():
def test_ccxt_order_parse(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchange_name = exchange
if stuff := EXCHANGES[exchange_name].get('sample_order'):
po = exch._api.parse_order(stuff)
assert po['timestamp'] == 1674493798550
assert isinstance(po['timestamp'], int)
assert isinstance(po['price'], float)
assert isinstance(po['amount'], float)
assert isinstance(po['status'], str)
if orders := EXCHANGES[exchange_name].get('sample_order'):
for order in orders:
po = exch._api.parse_order(order)
assert isinstance(po['id'], str)
assert po['id'] is not None
if len(order.keys()) > 1:
assert po['timestamp'] == 1674493798550
assert isinstance(po['datetime'], str)
assert isinstance(po['timestamp'], int)
assert isinstance(po['price'], float)
assert isinstance(po['amount'], float)
assert isinstance(po['status'], str)
else:
pytest.skip(f"No sample order available for exchange {exchange_name}")