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Removed excess modes stop_loss method, removed models.is_opening_side models.is_closing_side

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This commit is contained in:
Sam Germain 2021-07-31 00:12:53 -06:00
parent 3fb7f983f8
commit fadb0de7c7
2 changed files with 25 additions and 62 deletions
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49
freqtrade/persistence/models.py
View File

@ -236,7 +236,7 @@ class LocalTrade():
close_rate_requested: Optional[float] = None
close_profit: Optional[float] = None
close_profit_abs: Optional[float] = None
stake_amount: float = 0.0 # TODO: This should probably be computed
stake_amount: float = 0.0
amount: float = 0.0
amount_requested: Optional[float] = None
open_date: datetime
@ -318,7 +318,7 @@ class LocalTrade():
self.set_isolated_liq(self.isolated_liq)
self.recalc_open_trade_value()
def set_stop_loss(self, stop_loss: float):
def _set_stop_loss(self, stop_loss: float, percent: float):
"""
Method you should use to set self.stop_loss.
Assures stop_loss is not passed the liquidation price
@ -335,6 +335,12 @@ class LocalTrade():
self.initial_stop_loss = sl
self.stop_loss = sl
if self.is_short:
self.stop_loss_pct = abs(percent)
else:
self.stop_loss_pct = -1 * abs(percent)
self.stoploss_last_update = datetime.utcnow()
def set_isolated_liq(self, isolated_liq: float):
"""
Method you should use to set self.liquidation price.
@ -452,15 +458,6 @@ class LocalTrade():
self.max_rate = max(current_price, self.max_rate or self.open_rate)
self.min_rate = min(current_price, self.min_rate or self.open_rate)
def _set_new_stoploss(self, new_loss: float, stoploss: float):
"""Assign new stop value"""
self.set_stop_loss(new_loss)
if self.is_short:
self.stop_loss_pct = abs(stoploss)
else:
self.stop_loss_pct = -1 * abs(stoploss)
self.stoploss_last_update = datetime.utcnow()
def adjust_stop_loss(self, current_price: float, stoploss: float,
initial: bool = False) -> None:
"""
@ -488,7 +485,7 @@ class LocalTrade():
# no stop loss assigned yet
if not self.stop_loss:
logger.debug(f"{self.pair} - Assigning new stoploss...")
self._set_new_stoploss(new_loss, stoploss)
self._set_stop_loss(new_loss, stoploss)
self.initial_stop_loss = new_loss
if self.is_short:
self.initial_stop_loss_pct = abs(stoploss)
@ -506,7 +503,7 @@ class LocalTrade():
# ? decreasing the minimum stoploss
if (higher_stop and not self.is_short) or (lower_stop and self.is_short):
logger.debug(f"{self.pair} - Adjusting stoploss...")
self._set_new_stoploss(new_loss, stoploss)
self._set_stop_loss(new_loss, stoploss)
else:
logger.debug(f"{self.pair} - Keeping current stoploss...")
@ -518,20 +515,6 @@ class LocalTrade():
f"Trailing stoploss saved us: "
f"{float(self.stop_loss) - float(self.initial_stop_loss):.8f}.")
def is_opening_trade(self, side) -> bool:
"""
Determines if the trade is an opening (long buy or short sell) trade
:param side (string): the side (buy/sell) that order happens on
"""
return (side == 'buy' and not self.is_short) or (side == 'sell' and self.is_short)
def is_closing_trade(self, side) -> bool:
"""
Determines if the trade is an closing (long sell or short buy) trade
:param side (string): the side (buy/sell) that order happens on
"""
return (side == 'sell' and not self.is_short) or (side == 'buy' and self.is_short)
def update(self, order: Dict) -> None:
"""
Updates this entity with amount and actual open/close rates.
@ -550,7 +533,7 @@ class LocalTrade():
logger.info('Updating trade (id=%s) ...', self.id)
if order_type in ('market', 'limit') and self.is_opening_trade(order['side']):
if order_type in ('market', 'limit') and self.enter_side == order['side']:
# Update open rate and actual amount
self.open_rate = float(safe_value_fallback(order, 'average', 'price'))
self.amount = float(safe_value_fallback(order, 'filled', 'amount'))
@ -561,7 +544,7 @@ class LocalTrade():
payment = "SELL" if self.is_short else "BUY"
logger.info(f'{order_type.upper()}_{payment} has been fulfilled for {self}.')
self.open_order_id = None
elif order_type in ('market', 'limit') and self.is_closing_trade(order['side']):
elif order_type in ('market', 'limit') and self.exit_side == order['side']:
if self.is_open:
payment = "BUY" if self.is_short else "SELL"
# TODO-mg: On shorts, you buy a little bit more than the amount (amount + interest)
@ -602,14 +585,14 @@ class LocalTrade():
"""
Update Fee parameters. Only acts once per side
"""
if self.is_opening_trade(side) and self.fee_open_currency is None:
if self.enter_side == side and self.fee_open_currency is None:
self.fee_open_cost = fee_cost
self.fee_open_currency = fee_currency
if fee_rate is not None:
self.fee_open = fee_rate
# Assume close-fee will fall into the same fee category and take an educated guess
self.fee_close = fee_rate
elif self.is_closing_trade(side) and self.fee_close_currency is None:
elif self.exit_side == side and self.fee_close_currency is None:
self.fee_close_cost = fee_cost
self.fee_close_currency = fee_currency
if fee_rate is not None:
@ -619,9 +602,9 @@ class LocalTrade():
"""
Verify if this side (buy / sell) has already been updated
"""
if self.is_opening_trade(side):
if self.enter_side == side:
return self.fee_open_currency is not None
elif self.is_closing_trade(side):
elif self.exit_side == side:
return self.fee_close_currency is not None
else:
return False

38
tests/test_persistence.py
View File

@ -66,7 +66,7 @@ def test_init_dryrun_db(default_conf, tmpdir):
@pytest.mark.usefixtures("init_persistence")
def test_is_opening_closing_trade(fee):
def test_enter_exit_side(fee):
trade = Trade(
id=2,
pair='ETH/BTC',
@ -81,38 +81,17 @@ def test_is_opening_closing_trade(fee):
is_short=False,
leverage=2.0
)
assert trade.is_opening_trade('buy') is True
assert trade.is_opening_trade('sell') is False
assert trade.is_closing_trade('buy') is False
assert trade.is_closing_trade('sell') is True
assert trade.enter_side == 'buy'
assert trade.exit_side == 'sell'
trade = Trade(
id=2,
pair='ETH/BTC',
stake_amount=0.001,
open_rate=0.01,
amount=5,
is_open=True,
open_date=arrow.utcnow().datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
is_short=True,
leverage=2.0
)
trade.is_short = True
assert trade.is_opening_trade('buy') is False
assert trade.is_opening_trade('sell') is True
assert trade.is_closing_trade('buy') is True
assert trade.is_closing_trade('sell') is False
assert trade.enter_side == 'sell'
assert trade.exit_side == 'buy'
@pytest.mark.usefixtures("init_persistence")
def test_set_stop_loss_isolated_liq(fee):
def test__set_stop_loss_isolated_liq(fee):
trade = Trade(
id=2,
pair='ETH/BTC',
@ -132,7 +111,7 @@ def test_set_stop_loss_isolated_liq(fee):
assert trade.stop_loss == 0.09
assert trade.initial_stop_loss == 0.09
trade.set_stop_loss(0.1)
trade._set_stop_loss(0.1, (1.0/9.0))
assert trade.isolated_liq == 0.09
assert trade.stop_loss == 0.1
assert trade.initial_stop_loss == 0.09
@ -147,7 +126,7 @@ def test_set_stop_loss_isolated_liq(fee):
assert trade.stop_loss == 0.11
assert trade.initial_stop_loss == 0.09
trade.set_stop_loss(0.1)
trade._set_stop_loss(0.1, 0)
assert trade.isolated_liq == 0.11
assert trade.stop_loss == 0.11
assert trade.initial_stop_loss == 0.09
@ -155,7 +134,8 @@ def test_set_stop_loss_isolated_liq(fee):
trade.stop_loss = None
trade.isolated_liq = None
trade.initial_stop_loss = None
trade.set_stop_loss(0.07)
trade._set_stop_loss(0.07, 0)
assert trade.isolated_liq is None
assert trade.stop_loss == 0.07
assert trade.initial_stop_loss == 0.07
@ -169,7 +149,7 @@ def test_set_stop_loss_isolated_liq(fee):
assert trade.stop_loss == 0.09
assert trade.initial_stop_loss == 0.09
trade.set_stop_loss(0.08)
trade._set_stop_loss(0.08, (1.0/9.0))
assert trade.isolated_liq == 0.09
assert trade.stop_loss == 0.08
assert trade.initial_stop_loss == 0.09
@ -184,7 +164,7 @@ def test_set_stop_loss_isolated_liq(fee):
assert trade.stop_loss == 0.07
assert trade.initial_stop_loss == 0.09
trade.set_stop_loss(0.1)
trade._set_stop_loss(0.1, (1.0/8.0))
assert trade.isolated_liq == 0.07
assert trade.stop_loss == 0.07
assert trade.initial_stop_loss == 0.09