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Use order date to fetch trades

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using the trade open-date may fail in case of several trade-entries spread over a longer timeperiod.

closes #6551
This commit is contained in:
Matthias
2022-03-20 09:42:34 +01:00
parent 8556e6a053
commit fcec071a08
2 changed files with 28 additions and 18 deletions
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31
tests/test_freqtradebot.py
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@@ -3568,9 +3568,9 @@ def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fe
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount - (amount * 0.001)
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
caplog)
@@ -3594,8 +3594,9 @@ def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_ord
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
walletmock.reset_mock()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is kept as is
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount
assert walletmock.call_count == 1
assert log_has_re(r'Fee amount for Trade.* was in base currency '
'- Eating Fee 0.008 into dust', caplog)
@@ -3616,8 +3617,9 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found',
caplog)
@@ -3668,7 +3670,8 @@ def test_get_real_amount(
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
caplog.clear()
assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, buy_order, order_obj) == amount - fee_reduction_amount
if expected_log:
assert log_has(expected_log, caplog)
@@ -3715,7 +3718,8 @@ def test_get_real_amount_multi(
# Amount is reduced by "fee"
expected_amount = amount - (amount * fee_reduction_amount)
assert freqtrade.get_real_amount(trade, buy_order_fee) == expected_amount
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == expected_amount
assert log_has(
(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
@@ -3750,8 +3754,9 @@ def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount does not change
assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount
assert freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj) == amount
def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_doublefee,
@@ -3773,7 +3778,8 @@ def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_dou
# Amount does not change
assert trade.fee_open == 0.0025
assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee) == 30.0
order_obj = Order.parse_from_ccxt_object(market_buy_order_usdt_doublefee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee, order_obj) == 30.0
assert tfo_mock.call_count == 0
# Fetch fees from trades dict if available to get "proper" values
assert round(trade.fee_open, 4) == 0.001
@@ -3797,9 +3803,10 @@ def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_o
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount does not change
with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
freqtrade.get_real_amount(trade, limit_buy_order_usdt)
freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)
def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee,
@@ -3821,9 +3828,10 @@ def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_ord
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount changes by fee amount.
assert isclose(
freqtrade.get_real_amount(trade, limit_buy_order_usdt),
freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj),
amount - (amount * 0.001),
abs_tol=MATH_CLOSE_PREC,
)
@@ -3847,7 +3855,8 @@ def test_get_real_amount_open_trade(default_conf_usdt, fee, mocker):
'side': 'buy',
}
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
assert freqtrade.get_real_amount(trade, order) == amount
order_obj = Order.parse_from_ccxt_object(order, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, order, order_obj) == amount
@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [