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Merge pull request #92 from gcarq/feature/rework-dry_run-mode

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rework dry_run
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Michael Egger 2017-11-06 16:54:55 +01:00 committed by GitHub
commit ae0b49f532
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4 changed files with 50 additions and 69 deletions
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47
freqtrade/exchange/__init__.py
View File

@ -1,6 +1,7 @@
import enum
import logging
from typing import List, Dict
from random import randint
from typing import List, Dict, Any
import arrow
@ -13,6 +14,9 @@ logger = logging.getLogger(__name__)
_API: Exchange = None
_CONF: dict = {}
# Holds all open sell orders for dry_run
_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
class Exchanges(enum.Enum):
"""
@ -66,14 +70,36 @@ def validate_pairs(pairs: List[str]) -> None:
def buy(pair: str, rate: float, amount: float) -> str:
if _CONF['dry_run']:
return 'dry_run_buy'
global _DRY_RUN_OPEN_ORDERS
order_id = 'dry_run_buy_{}'.format(randint(0, 1e6))
_DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair,
'rate': rate,
'amount': amount,
'type': 'LIMIT_BUY',
'remaining': 0.0,
'opened': arrow.utcnow().datetime,
'closed': arrow.utcnow().datetime,
}
return order_id
return _API.buy(pair, rate, amount)
def sell(pair: str, rate: float, amount: float) -> str:
if _CONF['dry_run']:
return 'dry_run_sell'
global _DRY_RUN_OPEN_ORDERS
order_id = 'dry_run_sell_{}'.format(randint(0, 1e6))
_DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair,
'rate': rate,
'amount': amount,
'type': 'LIMIT_SELL',
'remaining': 0.0,
'opened': arrow.utcnow().datetime,
'closed': arrow.utcnow().datetime,
}
return order_id
return _API.sell(pair, rate, amount)
@ -109,16 +135,11 @@ def cancel_order(order_id: str) -> None:
def get_order(order_id: str) -> Dict:
if _CONF['dry_run']:
return {
'id': 'dry_run_sell',
'type': 'LIMIT_SELL',
'pair': 'mocked',
'opened': arrow.utcnow().datetime,
'rate': 0.07256060,
'amount': 206.43811673387373,
'remaining': 0.0,
'closed': arrow.utcnow().datetime,
}
order = _DRY_RUN_OPEN_ORDERS[order_id]
order.update({
'id': order_id
})
return order
return _API.get_order(order_id)

7
freqtrade/main.py
View File

@ -100,7 +100,7 @@ def execute_sell(trade: Trade, limit: float) -> None:
trade.close_date = datetime.utcnow()
fmt_exp_profit = round(trade.calc_profit(limit) * 100, 2)
message = '*{}:* Selling [{}]({}) with limit `{:f} (profit: ~{}%)`'.format(
message = '*{}:* Selling [{}]({}) with limit `{:.8f} (profit: ~{:.2f}%)`'.format(
trade.exchange,
trade.pair.replace('_', '/'),
exchange.get_pair_detail_url(trade.pair),
@ -196,7 +196,7 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
order_id = exchange.buy(pair, buy_limit, amount)
# Create trade entity and return
message = '*{}:* Buying [{}]({}) with limit `{:f}`'.format(
message = '*{}:* Buying [{}]({}) with limit `{:.8f}`'.format(
exchange.get_name().upper(),
pair.replace('_', '/'),
exchange.get_pair_detail_url(pair),
@ -212,8 +212,7 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
open_rate=buy_limit,
open_date=datetime.utcnow(),
exchange=exchange.get_name().upper(),
open_order_id=order_id,
is_open=True)
open_order_id=order_id)
def init(config: dict, db_url: Optional[str] = None) -> None:

15
freqtrade/rpc/telegram.py
View File

@ -141,9 +141,9 @@ def _status(bot: Bot, update: Update) -> None:
*Current Pair:* [{pair}]({market_url})
*Open Since:* `{date}`
*Amount:* `{amount}`
*Open Rate:* `{open_rate}`
*Open Rate:* `{open_rate:.8f}`
*Close Rate:* `{close_rate}`
*Current Rate:* `{current_rate}`
*Current Rate:* `{current_rate:.8f}`
*Close Profit:* `{close_profit}`
*Current Profit:* `{current_profit:.2f}%`
*Open Order:* `{open_order}`
@ -243,13 +243,12 @@ def _profit(bot: Bot, update: Update) -> None:
bp_pair, bp_rate = best_pair
markdown_msg = """
*ROI:* `{profit_btc:.6f} ({profit:.2f}%)`
*ROI:* `{profit_btc:.8f} ({profit:.2f}%)`
*Trade Count:* `{trade_count}`
*First Trade opened:* `{first_trade_date}`
*Latest Trade opened:* `{latest_trade_date}`
*Avg. Duration:* `{avg_duration}`
*Best Performing:* `{best_pair}: {best_rate:.2f}%`
{dry_run_info}
""".format(
profit_btc=round(sum(profit_amounts), 8),
profit=round(sum(profits) * 100, 2),
@ -259,8 +258,6 @@ def _profit(bot: Bot, update: Update) -> None:
avg_duration=str(timedelta(seconds=sum(durations) / float(len(durations)))).split('.')[0],
best_pair=bp_pair,
best_rate=round(bp_rate * 100, 2),
dry_run_info='\n*NOTE:* These values are mocked because *dry_run* is enabled!'
if _CONF['dry_run'] else ''
)
send_msg(markdown_msg, bot=bot)
@ -377,11 +374,7 @@ def _performance(bot: Bot, update: Update) -> None:
profit=round(rate * 100, 2)
) for i, (pair, rate) in enumerate(pair_rates))
message = '<b>Performance:</b>\n{}\n{}'.format(
stats,
'<b>NOTE:</b> These values are mocked because <b>dry_run</b> is enabled.'
if _CONF['dry_run'] else ''
)
message = '<b>Performance:</b>\n{}'.format(stats)
logger.debug(message)
send_msg(message, parse_mode=ParseMode.HTML)

48
freqtrade/tests/test_telegram.py
View File

@ -8,6 +8,7 @@ import pytest
from jsonschema import validate
from telegram import Bot, Update, Message, Chat
from freqtrade import exchange
from freqtrade.main import init, create_trade
from freqtrade.misc import update_state, State, get_state, CONF_SCHEMA
from freqtrade.persistence import Trade
@ -77,8 +78,7 @@ def test_status_handle(conf, update, mocker):
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id'))
}))
init(conf, 'sqlite://')
# Create some test data
@ -87,26 +87,10 @@ def test_status_handle(conf, update, mocker):
Trade.session.add(trade)
Trade.session.flush()
# Trigger status while we don't know the open_rate yet
_status(bot=MagicBot(), update=update)
# Simulate fulfilled LIMIT_BUY order for trade
trade.update({
'id': 'mocked_limit_buy',
'type': 'LIMIT_BUY',
'pair': 'mocked',
'opened': datetime.utcnow(),
'rate': 0.07256060,
'amount': 206.43811673387373,
'remaining': 0.0,
'closed': datetime.utcnow(),
})
Trade.session.flush()
# Trigger status while we have a fulfilled order for the open trade
_status(bot=MagicBot(), update=update)
assert msg_mock.call_count == 3
assert msg_mock.call_count == 2
assert '[BTC_ETH]' in msg_mock.call_args_list[-1][0][0]
@ -156,8 +140,7 @@ def test_profit_handle(conf, update, mocker):
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_limit_buy'))
}))
init(conf, 'sqlite://')
# Create some test data
@ -188,14 +171,13 @@ def test_profit_handle(conf, update, mocker):
})
trade.close_date = datetime.utcnow()
trade.open_order_id = None
trade.is_open = False
Trade.session.add(trade)
Trade.session.flush()
_profit(bot=MagicBot(), update=update)
assert msg_mock.call_count == 2
assert '*ROI:* `1.507013 (10.05%)`' in msg_mock.call_args_list[-1][0][0]
assert '*ROI:* `1.50701325 (10.05%)`' in msg_mock.call_args_list[-1][0][0]
assert 'Best Performing:* `BTC_ETH: 10.05%`' in msg_mock.call_args_list[-1][0][0]
@ -213,26 +195,13 @@ def test_forcesell_handle(conf, update, mocker):
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id'))
}))
init(conf, 'sqlite://')
# Create some test data
trade = create_trade(15.0)
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update({
'id': 'mocked_limit_buy',
'type': 'LIMIT_BUY',
'pair': 'mocked',
'opened': datetime.utcnow(),
'rate': 0.07256060,
'amount': 206.43811673387373,
'remaining': 0.0,
'closed': datetime.utcnow(),
})
Trade.session.add(trade)
Trade.session.flush()
@ -241,7 +210,7 @@ def test_forcesell_handle(conf, update, mocker):
assert msg_mock.call_count == 2
assert 'Selling [BTC/ETH]' in msg_mock.call_args_list[-1][0][0]
assert '0.072561 (profit: ~-0.5%)' in msg_mock.call_args_list[-1][0][0]
assert '0.07256061 (profit: ~-0.64%)' in msg_mock.call_args_list[-1][0][0]
def test_performance_handle(conf, update, mocker):
@ -258,8 +227,7 @@ def test_performance_handle(conf, update, mocker):
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id'))
}))
init(conf, 'sqlite://')
# Create some test data