small refactor splitting the _process()

This commit is contained in:
kryofly 2018-01-10 09:09:33 +01:00
parent ad2328bbd8
commit f8cc08e2a1
4 changed files with 88 additions and 38 deletions

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@ -72,12 +72,49 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
return final_list return final_list
def process_maybe_execute_buy(conf):
"""
Tries to execute a buy trade in a safe way
:return: True if executed
"""
try:
# Create entity and execute trade
if create_trade(float(conf['stake_amount'])):
return True
else:
logger.info(
'Checked all whitelisted currencies. '
'Found no suitable entry positions for buying. Will keep looking ...'
)
return False
except DependencyException as exception:
logger.warning('Unable to create trade: %s', exception)
return False
def process_maybe_execute_sell(trade):
"""
Tries to execute a sell trade
:return: True if executed
"""
# Get order details for actual price per unit
if trade.open_order_id:
# Update trade with order values
logger.info('Got open order for %s', trade)
trade.update(exchange.get_order(trade.open_order_id))
if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair
return handle_trade(trade)
return False
def _process(nb_assets: Optional[int] = 0) -> bool: def _process(nb_assets: Optional[int] = 0) -> bool:
""" """
Queries the persistence layer for open trades and handles them, Queries the persistence layer for open trades and handles them,
otherwise a new trade is created. otherwise a new trade is created.
:param: nb_assets: the maximum number of pairs to be traded at the same time :param: nb_assets: the maximum number of pairs to be traded at the same time
:return: True if a trade has been created or closed, False otherwise :return: True if one or more trades has been created or closed, False otherwise
""" """
state_changed = False state_changed = False
try: try:
@ -95,33 +132,16 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
# Query trades from persistence layer # Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all() trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < _CONF['max_open_trades']: if len(trades) < _CONF['max_open_trades']:
try: state_changed = process_maybe_execute_buy(_CONF)
# Create entity and execute trade
state_changed = create_trade(float(_CONF['stake_amount']))
if not state_changed:
logger.info(
'Checked all whitelisted currencies. '
'Found no suitable entry positions for buying. Will keep looking ...'
)
except DependencyException as exception:
logger.warning('Unable to create trade: %s', exception)
for trade in trades: for trade in trades:
# Get order details for actual price per unit state_changed = process_maybe_execute_sell(trade) or state_changed
if trade.open_order_id:
# Update trade with order values
logger.info('Got open order for %s', trade)
trade.update(exchange.get_order(trade.open_order_id))
if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair
state_changed = handle_trade(trade) or state_changed
if 'unfilledtimeout' in _CONF: if 'unfilledtimeout' in _CONF:
# Check and handle any timed out open orders # Check and handle any timed out open orders
check_handle_timedout(_CONF['unfilledtimeout']) check_handle_timedout(_CONF['unfilledtimeout'])
Trade.session.flush() Trade.session.flush()
except (requests.exceptions.RequestException, json.JSONDecodeError) as error: except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
logger.warning( logger.warning(
'Got %s in _process(), retrying in 30 seconds...', 'Got %s in _process(), retrying in 30 seconds...',

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@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring # pragma pylint: disable=missing-docstring
from datetime import datetime from datetime import datetime
from unittest.mock import MagicMock from unittest.mock import MagicMock
from functools import reduce
import pytest import pytest
import arrow import arrow
@ -10,6 +11,14 @@ from telegram import Message, Chat, Update
from freqtrade.misc import CONF_SCHEMA from freqtrade.misc import CONF_SCHEMA
def log_has(line, logs):
# caplog mocker returns log as a tuple: ('freqtrade.analyze', logging.WARNING, 'foobar')
# and we want to match line against foobar in the tuple
return reduce(lambda a, b: a or b,
filter(lambda x: x[2] == line, logs),
False)
@pytest.fixture(scope="module") @pytest.fixture(scope="module")
def default_conf(): def default_conf():
""" Returns validated configuration suitable for most tests """ """ Returns validated configuration suitable for most tests """

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@ -1,7 +1,7 @@
# pragma pylint: disable=missing-docstring,W0621 # pragma pylint: disable=missing-docstring,W0621
import json import json
from functools import reduce
from unittest.mock import MagicMock from unittest.mock import MagicMock
import freqtrade.tests.conftest as tt # test tools
import arrow import arrow
import datetime import datetime
@ -12,14 +12,6 @@ from freqtrade.analyze import parse_ticker_dataframe, populate_buy_trend, popula
get_signal, SignalType, populate_sell_trend get_signal, SignalType, populate_sell_trend
def log_has(line, logs):
# caplog mocker returns log as a tuple: ('freqtrade.analyze', logging.WARNING, 'foobar')
# and we want to match line against foobar in the tuple
return reduce(lambda a, b: a or b,
filter(lambda x: x[2] == line, logs),
False)
@pytest.fixture @pytest.fixture
def result(): def result():
with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
@ -78,8 +70,8 @@ def test_returns_latest_sell_signal(mocker):
def test_get_signal_empty(mocker, caplog): def test_get_signal_empty(mocker, caplog):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None) mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
assert not get_signal('foo', SignalType.BUY) assert not get_signal('foo', SignalType.BUY)
assert log_has('Empty ticker history for pair foo', assert tt.log_has('Empty ticker history for pair foo',
caplog.record_tuples) caplog.record_tuples)
def test_get_signal_execption_valueerror(mocker, caplog): def test_get_signal_execption_valueerror(mocker, caplog):
@ -87,8 +79,8 @@ def test_get_signal_execption_valueerror(mocker, caplog):
mocker.patch('freqtrade.analyze.analyze_ticker', mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=ValueError('xyz')) side_effect=ValueError('xyz'))
assert not get_signal('foo', SignalType.BUY) assert not get_signal('foo', SignalType.BUY)
assert log_has('Unable to analyze ticker for pair foo: xyz', assert tt.log_has('Unable to analyze ticker for pair foo: xyz',
caplog.record_tuples) caplog.record_tuples)
# This error should never occur becase analyze_ticker is run first, # This error should never occur becase analyze_ticker is run first,
@ -97,8 +89,8 @@ def test_get_signal_empty_dataframe(mocker, caplog):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1) mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([])) mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
assert not get_signal('xyz', SignalType.BUY) assert not get_signal('xyz', SignalType.BUY)
assert log_has('Empty dataframe for pair xyz', assert tt.log_has('Empty dataframe for pair xyz',
caplog.record_tuples) caplog.record_tuples)
def test_get_signal_old_dataframe(mocker, caplog): def test_get_signal_old_dataframe(mocker, caplog):
@ -108,8 +100,8 @@ def test_get_signal_old_dataframe(mocker, caplog):
ticks = DataFrame([{'buy': 1, 'date': oldtime}]) ticks = DataFrame([{'buy': 1, 'date': oldtime}])
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks)) mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
assert not get_signal('xyz', SignalType.BUY) assert not get_signal('xyz', SignalType.BUY)
assert log_has('Too old dataframe for pair xyz', assert tt.log_has('Too old dataframe for pair xyz',
caplog.record_tuples) caplog.record_tuples)
def test_get_signal_handles_exceptions(mocker): def test_get_signal_handles_exceptions(mocker):

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@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring,C0103 # pragma pylint: disable=missing-docstring,C0103
import copy import copy
from unittest.mock import MagicMock from unittest.mock import MagicMock
import freqtrade.tests.conftest as tt # test tools
import pytest import pytest
import requests import requests
@ -50,6 +51,34 @@ def test_main_start_hyperopt(mocker):
assert call_args.func is not None assert call_args.func is not None
def test_process_maybe_execute_buy(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.create_trade', return_value=True)
assert main.process_maybe_execute_buy(default_conf)
mocker.patch('freqtrade.main.create_trade', return_value=False)
assert not main.process_maybe_execute_buy(default_conf)
def test_process_maybe_execute_sell(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.handle_trade', return_value=True)
mocker.patch('freqtrade.exchange.get_order', return_value=1)
trade = MagicMock()
trade.open_order_id = '123'
assert not main.process_maybe_execute_sell(trade)
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
assert main.process_maybe_execute_sell(trade)
def test_process_maybe_execute_buy_exception(default_conf, mocker, caplog):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.create_trade', MagicMock(side_effect=DependencyException))
main.process_maybe_execute_buy(default_conf)
tt.log_has('Unable to create trade:', caplog.record_tuples)
def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker): def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())