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Added min_stake, max_stake. Removed pair as its included in trade.

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This commit is contained in:
Reigo Reinmets 2022-01-08 17:20:02 +02:00
parent 813a2cd23b
commit 0bca07a32a
7 changed files with 69 additions and 29 deletions
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7
docs/strategy-callbacks.md
View File

@ -625,7 +625,7 @@ class DigDeeperStrategy(IStrategy):
:param pair: Pair that's currently analyzed
:param trade: trade object.
:param current_time: datetime object, containing the current datetime
:param current_rate: Current buy rate. Use `exchange.get_rate` if you need sell rate.
:param current_rate: Current buy rate.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: Stake amount to adjust your trade
@ -642,10 +642,7 @@ class DigDeeperStrategy(IStrategy):
if last_candle['close'] < previous_candle['close']:
return None
count_of_buys = 0
for order in trade.orders:
if order.ft_order_side == 'buy' and order.status == "closed":
count_of_buys += 1
count_of_buys = trade.nr_of_successful_buys()
# Allow up to 3 additional increasingly larger buys (4 in total)
# Initial buy is 1x

10
freqtrade/freqtradebot.py
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@ -459,7 +459,7 @@ class FreqtradeBot(LoggingMixin):
# Walk through each pair and check if it needs changes
for trade in Trade.get_open_trades():
# If there is any open orders, wait for them to finish.
if len([o for o in trade.orders if o.ft_is_open]) == 0:
if trade.open_order_id is None:
try:
self.check_and_call_adjust_trade_position(trade)
except DependencyException as exception:
@ -474,11 +474,15 @@ class FreqtradeBot(LoggingMixin):
"""
current_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
current_profit = trade.calc_profit_ratio(current_rate)
min_stake_amount = self.exchange.get_min_pair_stake_amount(trade.pair,
current_rate,
self.strategy.stoploss)
max_stake_amount = self.wallets.get_available_stake_amount()
logger.debug(f"Calling adjust_trade_position for pair {trade.pair}")
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None)(
pair=trade.pair, trade=trade, current_time=datetime.now(timezone.utc),
current_rate=current_rate, current_profit=current_profit)
trade=trade, current_time=datetime.now(timezone.utc), current_rate=current_rate,
current_profit=current_profit, min_stake=min_stake_amount, max_stake=max_stake_amount)
if stake_amount is not None and stake_amount > 0.0:
# We should increase our position

6
freqtrade/optimize/backtesting.py
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@ -358,10 +358,12 @@ class Backtesting:
) -> LocalTrade:
current_profit = trade.calc_profit_ratio(row[OPEN_IDX])
min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, row[OPEN_IDX], -0.1)
max_stake = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None)(
pair=trade.pair, trade=trade, current_time=row[DATE_IDX].to_pydatetime(),
current_rate=row[OPEN_IDX], current_profit=current_profit)
trade=trade, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
current_profit=current_profit, min_stake=min_stake, max_stake=max_stake)
# Check if we should increase our position
if stake_amount is not None and stake_amount > 0.0:

11
freqtrade/strategy/interface.py
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@ -384,9 +384,9 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return proposed_stake
def adjust_trade_position(self, pair: str, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, **kwargs
) -> Optional[float]:
def adjust_trade_position(self, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, min_stake: float,
max_stake: float, **kwargs) -> Optional[float]:
"""
Custom trade adjustment logic, returning the stake amount that a trade should be increased.
This means extra buy orders with additional fees.
@ -395,11 +395,12 @@ class IStrategy(ABC, HyperStrategyMixin):
When not implemented by a strategy, returns None
:param pair: Pair that's currently analyzed
:param trade: trade object.
:param current_time: datetime object, containing the current datetime
:param current_rate: Current buy rate. Use `exchange.get_rate` if you need sell rate.
:param current_rate: Current buy rate.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
:param min_stake: Minimal stake size allowed by exchange.
:param max_stake: Balance available for trading.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: Stake amount to adjust your trade
"""

6
tests/strategy/strats/strategy_test_v2.py
View File

@ -162,12 +162,12 @@ class StrategyTestV2(IStrategy):
'sell'] = 1
return dataframe
def adjust_trade_position(self, pair: str, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, **kwargs):
def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, min_stake: float, max_stake: float, **kwargs):
if current_profit < -0.0075:
try:
return self.wallets.get_trade_stake_amount(pair, None)
return self.wallets.get_trade_stake_amount(trade.pair, None)
except DependencyException:
pass

4
tests/test_integration.py
View File

@ -259,6 +259,8 @@ def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
assert trade.amount == trade.orders[0].amount + trade.orders[1].amount
assert trade.nr_of_successful_buys() == 2
# Sell
patch_get_signal(freqtrade, value=(False, True, None, None))
freqtrade.process()
@ -270,3 +272,5 @@ def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
# Sold everything
assert trade.orders[-1].side == 'sell'
assert trade.orders[2].amount == trade.amount
assert trade.nr_of_successful_buys() == 2

54
tests/test_persistence.py
View File

@ -1553,20 +1553,21 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
assert trade.nr_of_successful_buys() == 1
order2 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=True,
status="closed",
status="open",
symbol=trade.pair,
order_type="market",
side="buy",
price=1,
average=2,
filled=0,
remaining=4,
cost=5,
price=o1_rate,
average=o1_rate,
filled=o1_amount,
remaining=0,
cost=o1_cost,
order_date=arrow.utcnow().shift(hours=-1).datetime,
order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
)
@ -1579,8 +1580,9 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
assert trade.nr_of_successful_buys() == 1
# Let's try with some other orders
# Let's try with some other orders
order3 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
@ -1606,6 +1608,34 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
assert trade.nr_of_successful_buys() == 1
order4 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=o1_rate,
average=o1_rate,
filled=o1_amount,
remaining=0,
cost=o1_cost,
order_date=arrow.utcnow().shift(hours=-1).datetime,
order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
)
trade.orders.append(order4)
trade.recalc_trade_from_orders()
# Validate that the trade values have been changed
assert trade.amount == 2 * o1_amount
assert trade.stake_amount == 2 * o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == 2 * o1_fee_cost
assert trade.open_trade_value == 2 * o1_trade_val
assert trade.nr_of_successful_buys() == 2
# Just to make sure sell orders are ignored, let's calculate one more time.
sell1 = Order(
@ -1627,8 +1657,10 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
trade.orders.append(sell1)
trade.recalc_trade_from_orders()
assert trade.amount == o1_amount
assert trade.stake_amount == o1_amount
assert trade.amount == 2 * o1_amount
assert trade.stake_amount == 2 * o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
assert trade.fee_open_cost == 2 * o1_fee_cost
assert trade.open_trade_value == 2 * o1_trade_val
assert trade.nr_of_successful_buys() == 2