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Merge branch 'develop' into feat/short

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This commit is contained in:
Matthias 2021-12-02 06:53:15 +01:00
commit f71b7a4e76
6 changed files with 45 additions and 50 deletions
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5
docs/webhook-config.md
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@ -104,7 +104,8 @@ Possible parameters are:
* `trade_id`
* `exchange`
* `pair`
* `limit`
* ~~`limit` # Deprecated - should no longer be used.~~
* `open_rate`
* `amount`
* `open_date`
* `stake_amount`
@ -146,6 +147,8 @@ Possible parameters are:
* `stake_amount`
* `stake_currency`
* `fiat_currency`
* `order_type`
* `current_rate`
* `enter_tag`
### Webhooksell

18
freqtrade/data/history/hdf5datahandler.py
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@ -61,10 +61,10 @@ class HDF5DataHandler(IDataHandler):
filename = self._pair_data_filename(self._datadir, pair, timeframe)
ds = pd.HDFStore(filename, mode='a', complevel=9, complib='blosc')
ds.put(key, _data.loc[:, self._columns], format='table', data_columns=['date'])
ds.close()
_data.loc[:, self._columns].to_hdf(
filename, key, mode='a', complevel=9, complib='blosc',
format='table', data_columns=['date']
)
def _ohlcv_load(self, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None) -> pd.DataFrame:
@ -142,11 +142,11 @@ class HDF5DataHandler(IDataHandler):
"""
key = self._pair_trades_key(pair)
ds = pd.HDFStore(self._pair_trades_filename(self._datadir, pair),
mode='a', complevel=9, complib='blosc')
ds.put(key, pd.DataFrame(data, columns=DEFAULT_TRADES_COLUMNS),
format='table', data_columns=['timestamp'])
ds.close()
pd.DataFrame(data, columns=DEFAULT_TRADES_COLUMNS).to_hdf(
self._pair_trades_filename(self._datadir, pair), key,
mode='a', complevel=9, complib='blosc',
format='table', data_columns=['timestamp']
)
def trades_append(self, pair: str, data: TradeList):
"""

63
freqtrade/freqtradebot.py
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@ -322,7 +322,8 @@ class FreqtradeBot(LoggingMixin):
f"for order {order.order_id}."
)
self.update_trade_state(trade, order.order_id,
stoploss_order=order.ft_order_side == 'stoploss')
stoploss_order=order.ft_order_side == 'stoploss',
send_msg=False)
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
for trade in trades:
@ -333,7 +334,7 @@ class FreqtradeBot(LoggingMixin):
f"Updating {trade.enter_side}-fee on trade {trade}"
f"for order {order.order_id}."
)
self.update_trade_state(trade, order.order_id)
self.update_trade_state(trade, order.order_id, send_msg=False)
def handle_insufficient_funds(self, trade: Trade):
"""
@ -356,7 +357,7 @@ class FreqtradeBot(LoggingMixin):
if order:
logger.info(
f"Updating {trade.enter_side}-fee on trade {trade} for order {order.order_id}.")
self.update_trade_state(trade, order.order_id)
self.update_trade_state(trade, order.order_id, send_msg=False)
def refind_lost_order(self, trade):
"""
@ -743,10 +744,6 @@ class FreqtradeBot(LoggingMixin):
)
trade.orders.append(order_obj)
# Update fees if order is closed
if order_status == 'closed':
self.update_trade_state(trade, order_id, order)
Trade.query.session.add(trade)
Trade.commit()
@ -755,20 +752,31 @@ class FreqtradeBot(LoggingMixin):
self._notify_enter(trade, order_type)
# Update fees if order is closed
if order_status == 'closed':
self.update_trade_state(trade, order_id, order)
return True
def _notify_enter(self, trade: Trade, order_type: str) -> None:
def _notify_enter(self, trade: Trade, order_type: Optional[str] = None,
fill: bool = False) -> None:
"""
Sends rpc notification when a entry order occurred.
"""
if fill:
msg_type = RPCMessageType.SHORT_FILL if trade.is_short else RPCMessageType.BUY_FILL
else:
msg_type = RPCMessageType.SHORT if trade.is_short else RPCMessageType.BUY
msg = {
'trade_id': trade.id,
'type': RPCMessageType.SHORT if trade.is_short else RPCMessageType.BUY,
'type': msg_type,
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
'limit': trade.open_rate,
'limit': trade.open_rate, # Deprecated (?)
'open_rate': trade.open_rate,
'order_type': order_type,
'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'],
@ -808,24 +816,6 @@ class FreqtradeBot(LoggingMixin):
# Send the message
self.rpc.send_msg(msg)
def _notify_enter_fill(self, trade: Trade) -> None:
msg_type = RPCMessageType.SHORT_FILL if trade.is_short else RPCMessageType.BUY_FILL
msg = {
'trade_id': trade.id,
'type': msg_type,
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
'open_rate': trade.open_rate,
'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': trade.amount,
'open_date': trade.open_date,
}
self.rpc.send_msg(msg)
#
# SELL / exit positions / close trades logic and methods
#
@ -1355,16 +1345,16 @@ class FreqtradeBot(LoggingMixin):
trade.sell_order_status = ''
trade.close_rate_requested = limit
trade.sell_reason = exit_tag or sell_reason.sell_reason
# In case of market sell orders the order can be closed immediately
if order.get('status', 'unknown') in ('closed', 'expired'):
self.update_trade_state(trade, trade.open_order_id, order)
Trade.commit()
# Lock pair for one candle to prevent immediate re-trading
self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
reason='Auto lock')
self._notify_exit(trade, order_type)
# In case of market sell orders the order can be closed immediately
if order.get('status', 'unknown') in ('closed', 'expired'):
self.update_trade_state(trade, trade.open_order_id, order)
Trade.commit()
return True
@ -1463,13 +1453,14 @@ class FreqtradeBot(LoggingMixin):
#
def update_trade_state(self, trade: Trade, order_id: str, action_order: Dict[str, Any] = None,
stoploss_order: bool = False) -> bool:
stoploss_order: bool = False, send_msg: bool = True) -> bool:
"""
Checks trades with open orders and updates the amount if necessary
Handles closing both buy and sell orders.
:param trade: Trade object of the trade we're analyzing
:param order_id: Order-id of the order we're analyzing
:param action_order: Already acquired order object
:param send_msg: Send notification - should always be True except in "recovery" methods
:return: True if order has been cancelled without being filled partially, False otherwise
"""
if not order_id:
@ -1509,13 +1500,13 @@ class FreqtradeBot(LoggingMixin):
# Updating wallets when order is closed
if not trade.is_open:
if not stoploss_order and not trade.open_order_id:
if send_msg and not stoploss_order and not trade.open_order_id:
self._notify_exit(trade, '', True)
self.handle_protections(trade.pair)
self.wallets.update()
elif not trade.open_order_id:
elif send_msg and not trade.open_order_id:
# Buy fill
self._notify_enter_fill(trade)
self._notify_enter(trade, fill=True)
return False

1
mkdocs.yml
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@ -87,4 +87,5 @@ markdown_extensions:
alternate_style: true
- pymdownx.tasklist:
custom_checkbox: true
- pymdownx.tilde
- mdx_truly_sane_lists

6
tests/rpc/test_rpc_telegram.py
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@ -939,7 +939,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
telegram._forcesell(update=update, context=context)
assert msg_mock.call_count == 4
last_msg = msg_mock.call_args_list[-1][0][0]
last_msg = msg_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,
@ -1004,7 +1004,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
assert msg_mock.call_count == 4
last_msg = msg_mock.call_args_list[-1][0][0]
last_msg = msg_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,
@ -1059,7 +1059,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
# Called for each trade 2 times
assert msg_mock.call_count == 8
msg = msg_mock.call_args_list[1][0][0]
msg = msg_mock.call_args_list[0][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,

2
tests/test_freqtradebot.py
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@ -3312,7 +3312,7 @@ def test_execute_trade_exit_market_order(
assert trade.close_profit == profit_ratio
assert rpc_mock.call_count == 3
last_msg = rpc_mock.call_args_list[-1][0][0]
last_msg = rpc_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,