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@ -222,7 +222,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://docs.ccxt.com/#/README?id=overriding-exchange-properties-upon-instantiation) <br> **Datatype:** Dict
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| `exchange.enable_ws` | Enable the usage of Websockets for the exchange. <br>[More information](#consuming-exchange-websockets).<br>*Defaults to `true`.* <br> **Datatype:** Boolean
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| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
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| `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`*<br> **Datatype:** Boolean
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| `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`*<br> **Datatype:** Boolean
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| `exchange.unknown_fee_rate` | Fallback value to use when calculating trading fees. This can be useful for exchanges which have fees in non-tradable currencies. The value provided here will be multiplied with the "fee cost".<br>*Defaults to `None`<br> **Datatype:** float
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| `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`*<br> **Datatype:** Boolean
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|
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@ -205,7 +205,7 @@ This is called with each iteration of the bot (only if the Pairlist Handler is a
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It must return the resulting pairlist (which may then be passed into the chain of Pairlist Handlers).
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Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filtering. Use this if you limit your result to a certain number of pairs - so the end-result is not shorter than expected.
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Validations are optional, the parent class exposes a `verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filtering. Use this if you limit your result to a certain number of pairs - so the end-result is not shorter than expected.
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#### filter_pairlist
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|
@ -219,7 +219,7 @@ The default implementation in the base class simply calls the `_validate_pair()`
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If overridden, it must return the resulting pairlist (which may then be passed into the next Pairlist Handler in the chain).
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Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filters. Use this if you limit your result to a certain number of pairs - so the end result is not shorter than expected.
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Validations are optional, the parent class exposes a `verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filters. Use this if you limit your result to a certain number of pairs - so the end result is not shorter than expected.
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In `VolumePairList`, this implements different methods of sorting, does early validation so only the expected number of pairs is returned.
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|
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@ -55,7 +55,6 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
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By default, only currently enabled pairs are allowed.
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To skip pair validation against active markets, set `"allow_inactive": true` within the `StaticPairList` configuration.
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This can be useful for backtesting expired pairs (like quarterly spot-markets).
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This option must be configured along with `exchange.skip_pair_validation` in the exchange configuration.
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When used in a "follow-up" position (e.g. after VolumePairlist), all pairs in `'pair_whitelist'` will be added to the end of the pairlist.
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|
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|
@ -610,9 +610,6 @@ def download_data_main(config: Config) -> None:
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if "timeframes" not in config:
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config["timeframes"] = DL_DATA_TIMEFRAMES
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# Manual validations of relevant settings
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if not config["exchange"].get("skip_pair_validation", False):
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exchange.validate_pairs(expanded_pairs)
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logger.info(
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f"About to download pairs: {expanded_pairs}, "
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f"intervals: {config['timeframes']} to {config['datadir']}"
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|
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|
@ -104,7 +104,6 @@ from freqtrade.misc import (
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file_load_json,
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safe_value_fallback2,
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)
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from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
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from freqtrade.util import dt_from_ts, dt_now
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from freqtrade.util.datetime_helpers import dt_humanize_delta, dt_ts, format_ms_time
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from freqtrade.util.periodic_cache import PeriodicCache
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|
@ -331,8 +330,6 @@ class Exchange:
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# Check if all pairs are available
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self.validate_stakecurrency(config["stake_currency"])
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if not config["exchange"].get("skip_pair_validation"):
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self.validate_pairs(config["exchange"]["pair_whitelist"])
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self.validate_ordertypes(config.get("order_types", {}))
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self.validate_order_time_in_force(config.get("order_time_in_force", {}))
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self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
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|
@ -702,54 +699,6 @@ class Exchange:
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f"Available currencies are: {', '.join(quote_currencies)}"
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)
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def validate_pairs(self, pairs: List[str]) -> None:
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"""
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Checks if all given pairs are tradable on the current exchange.
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:param pairs: list of pairs
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:raise: OperationalException if one pair is not available
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:return: None
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"""
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if not self.markets:
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logger.warning("Unable to validate pairs (assuming they are correct).")
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return
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extended_pairs = expand_pairlist(pairs, list(self.markets), keep_invalid=True)
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invalid_pairs = []
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for pair in extended_pairs:
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# Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
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if self.markets and pair not in self.markets:
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raise OperationalException(
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f"Pair {pair} is not available on {self.name} {self.trading_mode}. "
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f"Please remove {pair} from your whitelist."
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)
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# From ccxt Documentation:
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# markets.info: An associative array of non-common market properties,
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# including fees, rates, limits and other general market information.
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# The internal info array is different for each particular market,
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# its contents depend on the exchange.
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# It can also be a string or similar ... so we need to verify that first.
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elif isinstance(self.markets[pair].get("info"), dict) and self.markets[pair].get(
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"info", {}
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).get("prohibitedIn", False):
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# Warn users about restricted pairs in whitelist.
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# We cannot determine reliably if Users are affected.
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logger.warning(
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f"Pair {pair} is restricted for some users on this exchange."
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f"Please check if you are impacted by this restriction "
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f"on the exchange and eventually remove {pair} from your whitelist."
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)
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if (
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self._config["stake_currency"]
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and self.get_pair_quote_currency(pair) != self._config["stake_currency"]
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):
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invalid_pairs.append(pair)
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if invalid_pairs:
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raise OperationalException(
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f"Stake-currency '{self._config['stake_currency']}' not compatible with "
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f"pair-whitelist. Please remove the following pairs: {invalid_pairs}"
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)
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def get_valid_pair_combination(self, curr_1: str, curr_2: str) -> str:
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"""
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Get valid pair combination of curr_1 and curr_2 by trying both combinations.
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|
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|
@ -715,8 +715,6 @@ class FreqtradeBot(LoggingMixin):
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"""
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# Walk through each pair and check if it needs changes
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for trade in Trade.get_open_trades():
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# If there is any open orders, wait for them to finish.
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# TODO Remove to allow mul open orders
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if not trade.has_open_orders:
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# Do a wallets update (will be ratelimited to once per hour)
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self.wallets.update(False)
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|
@ -724,8 +722,7 @@ class FreqtradeBot(LoggingMixin):
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self.check_and_call_adjust_trade_position(trade)
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except DependencyException as exception:
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logger.warning(
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f"Unable to adjust position of trade for {trade.pair}: {exception}"
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)
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f"Unable to adjust position of trade for {trade.pair}: {exception}")
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def check_and_call_adjust_trade_position(self, trade: Trade):
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"""
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|
@ -1251,8 +1248,7 @@ class FreqtradeBot(LoggingMixin):
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trades_closed = 0
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for trade in trades:
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if (
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not trade.has_open_orders
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and not trade.has_open_sl_orders
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not trade.has_open_sl_orders
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and not self.wallets.check_exit_amount(trade)
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):
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logger.warning(
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|
@ -1277,7 +1273,7 @@ class FreqtradeBot(LoggingMixin):
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f"Unable to handle stoploss on exchange for {trade.pair}: {exception}"
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)
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# Check if we can sell our current pair
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if not trade.has_open_orders and trade.is_open and self.handle_trade(trade):
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if trade.is_open and self.handle_trade(trade):
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trades_closed += 1
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except DependencyException as exception:
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|
@ -1421,7 +1417,7 @@ class FreqtradeBot(LoggingMixin):
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self.handle_protections(trade.pair, trade.trade_direction)
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return True
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if trade.has_open_orders or not trade.is_open:
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if not trade.is_open:
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# Trade has an open order, Stoploss-handling can't happen in this case
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# as the Amount on the exchange is tied up in another trade.
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# The trade can be closed already (sell-order fill confirmation came in this iteration)
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|
@ -1689,6 +1685,34 @@ class FreqtradeBot(LoggingMixin):
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logger.warning(f"Unable to replace order for {trade.pair}: {exception}")
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self.replace_order_failed(trade, f"Could not replace order for {trade}.")
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def cancel_open_orders_of_trade(self, trade: Trade, reason: str, sides: List[str]) -> None:
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"""
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Cancel trade orders of specified sides that are currently open
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:param trade: Trade object of the trade we're analyzing
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:param reason: The reason for that cancelation
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:param sides: The sides where cancellation should take place
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:return: None
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"""
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for open_order in trade.open_orders:
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try:
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order = self.exchange.fetch_order(open_order.order_id, trade.pair)
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except ExchangeError:
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logger.info("Can't query order for %s due to %s", trade, traceback.format_exc())
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continue
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for side in sides:
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if (order["side"] == side):
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if order["side"] == trade.entry_side:
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self.handle_cancel_enter(
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trade, order, open_order, reason
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)
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elif order["side"] == trade.exit_side:
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self.handle_cancel_exit(
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trade, order, open_order, reason
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)
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def cancel_all_open_orders(self) -> None:
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"""
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Cancel all orders that are currently open
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|
@ -1696,22 +1720,11 @@ class FreqtradeBot(LoggingMixin):
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"""
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for trade in Trade.get_open_trades():
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for open_order in trade.open_orders:
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try:
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order = self.exchange.fetch_order(open_order.order_id, trade.pair)
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except ExchangeError:
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logger.info("Can't query order for %s due to %s", trade, traceback.format_exc())
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continue
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self.cancel_open_orders_of_trade(
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trade, constants.CANCEL_REASON["ALL_CANCELLED"],
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[trade.entry_side, trade.exit_side]
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)
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if order["side"] == trade.entry_side:
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self.handle_cancel_enter(
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trade, order, open_order, constants.CANCEL_REASON["ALL_CANCELLED"]
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)
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elif order["side"] == trade.exit_side:
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self.handle_cancel_exit(
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trade, order, open_order, constants.CANCEL_REASON["ALL_CANCELLED"]
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)
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Trade.commit()
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def handle_cancel_enter(
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|
@ -1957,6 +1970,14 @@ class FreqtradeBot(LoggingMixin):
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limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
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if trade.has_open_orders:
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# cancel any open order of this trade
|
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self.cancel_open_orders_of_trade(
|
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trade, constants.CANCEL_REASON["REPLACE"],
|
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[trade.exit_side]
|
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)
|
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Trade.commit()
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|
||||
# First cancelling stoploss on exchange ...
|
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trade = self.cancel_stoploss_on_exchange(trade)
|
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|
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|
|
|
@ -1376,8 +1376,7 @@ class Backtesting:
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self.wallets.update()
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|
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# 4. Create exit orders (if any)
|
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if not trade.has_open_orders:
|
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self._check_trade_exit(trade, row, current_time) # Place exit order if necessary
|
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self._check_trade_exit(trade, row, current_time) # Place exit order if necessary
|
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|
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# 5. Process exit orders.
|
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order = trade.select_order(trade.exit_side, is_open=True)
|
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|
|
|
@ -178,6 +178,7 @@ class Order(ModelBase):
|
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return (
|
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f"Order(id={self.id}, trade={self.ft_trade_id}, order_id={self.order_id}, "
|
||||
f"side={self.side}, filled={self.safe_filled}, price={self.safe_price}, "
|
||||
f"amount={self.amount}, "
|
||||
f"status={self.status}, date={self.order_date_utc:{DATETIME_PRINT_FORMAT}})"
|
||||
)
|
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|
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|
@ -585,6 +586,67 @@ class LocalTrade:
|
|||
]
|
||||
return len(open_orders_wo_sl) > 0
|
||||
|
||||
@property
|
||||
def has_open_entry_orders(self) -> bool:
|
||||
"""
|
||||
True if there are open entry orders for this trade
|
||||
"""
|
||||
open_entry_orders = [
|
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o for o in self.orders
|
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if o.ft_order_side == self.entry_side and o.ft_is_open
|
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]
|
||||
return len(open_entry_orders) > 0
|
||||
|
||||
@property
|
||||
def has_open_position(self) -> bool:
|
||||
"""
|
||||
True if there is an open position for this trade
|
||||
"""
|
||||
entry_orders = [
|
||||
o for o in self.orders
|
||||
if o.ft_order_side == self.entry_side
|
||||
]
|
||||
entry_orders_filled_qty = sum(eno.safe_filled for eno in entry_orders)
|
||||
|
||||
exit_orders = [
|
||||
o for o in self.orders
|
||||
if o.ft_order_side == self.exit_side
|
||||
]
|
||||
exit_orders_filled_qty = sum(exo.safe_filled for exo in exit_orders)
|
||||
|
||||
return (entry_orders_filled_qty - exit_orders_filled_qty) > 0
|
||||
|
||||
@property
|
||||
def untied_assets(self) -> float:
|
||||
entry_orders = [
|
||||
o for o in self.orders
|
||||
if o.ft_order_side == self.entry_side
|
||||
]
|
||||
entry_orders_filled_qty = sum(eno.safe_filled for eno in entry_orders)
|
||||
|
||||
exit_orders = [
|
||||
o for o in self.orders
|
||||
if o.ft_order_side == self.exit_side
|
||||
]
|
||||
exit_orders_remaining_qty = sum(exo.safe_remaining for exo in exit_orders)
|
||||
untied_remaining = entry_orders_filled_qty - exit_orders_remaining_qty
|
||||
|
||||
logger.info(f"entry_orders: {entry_orders}")
|
||||
logger.info(f"exit_orders: {exit_orders}")
|
||||
logger.info(f"entry_orders_filled_qty: {entry_orders_filled_qty}")
|
||||
logger.info(f"exit_orders_remaining_qty: {exit_orders_remaining_qty}")
|
||||
|
||||
logger.info(f"untied_remaining: {untied_remaining}")
|
||||
|
||||
return untied_remaining
|
||||
|
||||
@property
|
||||
def has_untied_assets(self) -> bool:
|
||||
"""
|
||||
True if there is still remaining position not yet tied up to exit order
|
||||
"""
|
||||
return self.untied_assets > 0
|
||||
|
||||
@property
|
||||
def open_sl_orders(self) -> List[Order]:
|
||||
"""
|
||||
|
|
|
@ -61,14 +61,15 @@ class StaticPairList(IPairList):
|
|||
:param tickers: Tickers (from exchange.get_tickers). May be cached.
|
||||
:return: List of pairs
|
||||
"""
|
||||
wl = self.verify_whitelist(
|
||||
self._config["exchange"]["pair_whitelist"], logger.info, keep_invalid=True
|
||||
)
|
||||
if self._allow_inactive:
|
||||
return self.verify_whitelist(
|
||||
self._config["exchange"]["pair_whitelist"], logger.info, keep_invalid=True
|
||||
)
|
||||
return wl
|
||||
else:
|
||||
return self._whitelist_for_active_markets(
|
||||
self.verify_whitelist(self._config["exchange"]["pair_whitelist"], logger.info)
|
||||
)
|
||||
# Avoid implicit filtering of "verify_whitelist" to keep
|
||||
# proper warnings in the log
|
||||
return self._whitelist_for_active_markets(wl)
|
||||
|
||||
def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
|
||||
"""
|
||||
|
|
|
@ -28,6 +28,7 @@ def expand_pairlist(
|
|||
except re.error as err:
|
||||
raise ValueError(f"Wildcard error in {pair_wc}, {err}")
|
||||
|
||||
# Remove wildcard pairs that didn't have a match.
|
||||
result = [element for element in result if re.fullmatch(r"^[A-Za-z0-9:/-]+$", element)]
|
||||
|
||||
else:
|
||||
|
|
|
@ -964,6 +964,29 @@ def get_markets():
|
|||
},
|
||||
"info": {},
|
||||
},
|
||||
"ETC/BTC": {
|
||||
"id": "ETCBTC",
|
||||
"symbol": "ETC/BTC",
|
||||
"base": "ETC",
|
||||
"quote": "BTC",
|
||||
"active": True,
|
||||
"spot": True,
|
||||
"swap": False,
|
||||
"linear": None,
|
||||
"type": "spot",
|
||||
"contractSize": None,
|
||||
"precision": {"base": 8, "quote": 8, "amount": 2, "price": 7},
|
||||
"limits": {
|
||||
"amount": {"min": 0.01, "max": 90000000.0},
|
||||
"price": {"min": 1e-07, "max": 1000.0},
|
||||
"cost": {"min": 0.0001, "max": 9000000.0},
|
||||
"leverage": {
|
||||
"min": None,
|
||||
"max": None,
|
||||
},
|
||||
},
|
||||
"info": {},
|
||||
},
|
||||
"ETH/USDT": {
|
||||
"id": "USDT-ETH",
|
||||
"symbol": "ETH/USDT",
|
||||
|
|
|
@ -255,7 +255,6 @@ def test_init_exception(default_conf, mocker):
|
|||
def test_exchange_resolver(default_conf, mocker, caplog):
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=MagicMock()))
|
||||
mocker.patch(f"{EXMS}._load_async_markets")
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
|
@ -555,7 +554,6 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
|
|||
|
||||
def test__load_async_markets(default_conf, mocker, caplog):
|
||||
mocker.patch(f"{EXMS}._init_ccxt")
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.reload_markets")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
|
@ -584,7 +582,6 @@ def test__load_markets(default_conf, mocker, caplog):
|
|||
api_mock = MagicMock()
|
||||
api_mock.load_markets = get_mock_coro(side_effect=ccxt.BaseError("SomeError"))
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
|
@ -684,7 +681,6 @@ def test_validate_stakecurrency(default_conf, stake_currency, mocker, caplog):
|
|||
}
|
||||
)
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
Exchange(default_conf)
|
||||
|
@ -702,7 +698,6 @@ def test_validate_stakecurrency_error(default_conf, mocker, caplog):
|
|||
}
|
||||
)
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
with pytest.raises(
|
||||
ConfigurationError,
|
||||
|
@ -755,147 +750,6 @@ def test_get_pair_base_currency(default_conf, mocker, pair, expected):
|
|||
assert ex.get_pair_base_currency(pair) == expected
|
||||
|
||||
|
||||
def test_validate_pairs(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
id_mock = PropertyMock(return_value="test_exchange")
|
||||
type(api_mock).id = id_mock
|
||||
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(
|
||||
f"{EXMS}._load_async_markets",
|
||||
return_value={
|
||||
"ETH/BTC": {"quote": "BTC"},
|
||||
"LTC/BTC": {"quote": "BTC"},
|
||||
"XRP/BTC": {"quote": "BTC"},
|
||||
"NEO/BTC": {"quote": "BTC"},
|
||||
},
|
||||
)
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
# test exchange.validate_pairs directly
|
||||
# No assert - but this should not fail (!)
|
||||
Exchange(default_conf)
|
||||
|
||||
|
||||
def test_validate_pairs_not_available(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
type(api_mock).markets = PropertyMock(
|
||||
return_value={"XRP/BTC": {"inactive": True, "base": "XRP", "quote": "BTC"}}
|
||||
)
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
mocker.patch(f"{EXMS}._load_async_markets")
|
||||
|
||||
with pytest.raises(OperationalException, match=r"not available"):
|
||||
Exchange(default_conf)
|
||||
|
||||
|
||||
def test_validate_pairs_exception(default_conf, mocker, caplog):
|
||||
caplog.set_level(logging.INFO)
|
||||
api_mock = MagicMock()
|
||||
mocker.patch(f"{EXMS}.name", PropertyMock(return_value="Binance"))
|
||||
|
||||
type(api_mock).markets = PropertyMock(return_value={})
|
||||
mocker.patch(f"{EXMS}._init_ccxt", api_mock)
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
mocker.patch(f"{EXMS}._load_async_markets")
|
||||
|
||||
with pytest.raises(OperationalException, match=r"Pair ETH/BTC is not available on Binance"):
|
||||
Exchange(default_conf)
|
||||
|
||||
mocker.patch(f"{EXMS}.markets", PropertyMock(return_value={}))
|
||||
Exchange(default_conf)
|
||||
assert log_has("Unable to validate pairs (assuming they are correct).", caplog)
|
||||
|
||||
|
||||
def test_validate_pairs_restricted(default_conf, mocker, caplog):
|
||||
api_mock = MagicMock()
|
||||
type(api_mock).load_markets = get_mock_coro(
|
||||
return_value={
|
||||
"ETH/BTC": {"quote": "BTC"},
|
||||
"LTC/BTC": {"quote": "BTC"},
|
||||
"XRP/BTC": {"quote": "BTC", "info": {"prohibitedIn": ["US"]}},
|
||||
"NEO/BTC": {"quote": "BTC", "info": "TestString"}, # info can also be a string ...
|
||||
}
|
||||
)
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
|
||||
Exchange(default_conf)
|
||||
assert log_has(
|
||||
"Pair XRP/BTC is restricted for some users on this exchange."
|
||||
"Please check if you are impacted by this restriction "
|
||||
"on the exchange and eventually remove XRP/BTC from your whitelist.",
|
||||
caplog,
|
||||
)
|
||||
|
||||
|
||||
def test_validate_pairs_stakecompatibility(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
type(api_mock).load_markets = get_mock_coro(
|
||||
return_value={
|
||||
"ETH/BTC": {"quote": "BTC"},
|
||||
"LTC/BTC": {"quote": "BTC"},
|
||||
"XRP/BTC": {"quote": "BTC"},
|
||||
"NEO/BTC": {"quote": "BTC"},
|
||||
"HELLO-WORLD": {"quote": "BTC"},
|
||||
}
|
||||
)
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
|
||||
Exchange(default_conf)
|
||||
|
||||
|
||||
def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
default_conf["stake_currency"] = ""
|
||||
type(api_mock).load_markets = get_mock_coro(
|
||||
return_value={
|
||||
"ETH/BTC": {"quote": "BTC"},
|
||||
"LTC/BTC": {"quote": "BTC"},
|
||||
"XRP/BTC": {"quote": "BTC"},
|
||||
"NEO/BTC": {"quote": "BTC"},
|
||||
"HELLO-WORLD": {"quote": "BTC"},
|
||||
}
|
||||
)
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
|
||||
Exchange(default_conf)
|
||||
assert type(api_mock).load_markets.call_count == 1
|
||||
|
||||
|
||||
def test_validate_pairs_stakecompatibility_fail(default_conf, mocker):
|
||||
default_conf["exchange"]["pair_whitelist"].append("HELLO-WORLD")
|
||||
api_mock = MagicMock()
|
||||
type(api_mock).load_markets = get_mock_coro(
|
||||
return_value={
|
||||
"ETH/BTC": {"quote": "BTC"},
|
||||
"LTC/BTC": {"quote": "BTC"},
|
||||
"XRP/BTC": {"quote": "BTC"},
|
||||
"NEO/BTC": {"quote": "BTC"},
|
||||
"HELLO-WORLD": {"quote": "USDT"},
|
||||
}
|
||||
)
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
|
||||
with pytest.raises(OperationalException, match=r"Stake-currency 'BTC' not compatible with.*"):
|
||||
Exchange(default_conf)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("timeframe", [("5m"), ("1m"), ("15m"), ("1h")])
|
||||
def test_validate_timeframes(default_conf, mocker, timeframe):
|
||||
default_conf["timeframe"] = timeframe
|
||||
|
@ -907,7 +761,6 @@ def test_validate_timeframes(default_conf, mocker, timeframe):
|
|||
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.reload_markets")
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
Exchange(default_conf)
|
||||
|
@ -925,7 +778,6 @@ def test_validate_timeframes_failed(default_conf, mocker):
|
|||
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.reload_markets")
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
with pytest.raises(
|
||||
|
@ -955,7 +807,6 @@ def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
|
|||
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.reload_markets")
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
with pytest.raises(
|
||||
OperationalException,
|
||||
|
@ -977,7 +828,6 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
|
|||
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.reload_markets")
|
||||
mocker.patch(f"{EXMS}.validate_pairs", MagicMock())
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
with pytest.raises(
|
||||
OperationalException,
|
||||
|
@ -999,7 +849,6 @@ def test_validate_timeframes_not_in_config(default_conf, mocker):
|
|||
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.reload_markets")
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
mocker.patch(f"{EXMS}.validate_required_startup_candles")
|
||||
|
@ -1016,7 +865,6 @@ def test_validate_pricing(default_conf, mocker):
|
|||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.reload_markets")
|
||||
mocker.patch(f"{EXMS}.validate_trading_mode_and_margin_mode")
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
mocker.patch(f"{EXMS}.name", "Binance")
|
||||
|
@ -1051,7 +899,6 @@ def test_validate_ordertypes(default_conf, mocker):
|
|||
type(api_mock).has = PropertyMock(return_value={"createMarketOrder": True})
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.reload_markets")
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
|
@ -1110,7 +957,6 @@ def test_validate_ordertypes_stop_advanced(default_conf, mocker, exchange_name,
|
|||
type(api_mock).has = PropertyMock(return_value={"createMarketOrder": True})
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.reload_markets")
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
|
@ -1135,7 +981,6 @@ def test_validate_order_types_not_in_config(default_conf, mocker):
|
|||
api_mock = MagicMock()
|
||||
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
|
||||
mocker.patch(f"{EXMS}.reload_markets")
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
|
@ -1151,7 +996,6 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog):
|
|||
mocker.patch(f"{EXMS}._init_ccxt", api_mock)
|
||||
mocker.patch(f"{EXMS}.validate_timeframes")
|
||||
mocker.patch(f"{EXMS}._load_async_markets")
|
||||
mocker.patch(f"{EXMS}.validate_pairs")
|
||||
mocker.patch(f"{EXMS}.validate_pricing")
|
||||
mocker.patch(f"{EXMS}.validate_stakecurrency")
|
||||
|
||||
|
@ -4185,7 +4029,6 @@ def test_merge_ft_has_dict(default_conf, mocker):
|
|||
EXMS,
|
||||
_init_ccxt=MagicMock(return_value=MagicMock()),
|
||||
_load_async_markets=MagicMock(),
|
||||
validate_pairs=MagicMock(),
|
||||
validate_timeframes=MagicMock(),
|
||||
validate_stakecurrency=MagicMock(),
|
||||
validate_pricing=MagicMock(),
|
||||
|
@ -4220,7 +4063,6 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
|
|||
EXMS,
|
||||
_init_ccxt=MagicMock(return_value=MagicMock()),
|
||||
_load_async_markets=MagicMock(),
|
||||
validate_pairs=MagicMock(),
|
||||
validate_timeframes=MagicMock(),
|
||||
validate_pricing=MagicMock(),
|
||||
markets=PropertyMock(return_value=markets),
|
||||
|
@ -4500,7 +4342,6 @@ def test_get_markets(
|
|||
EXMS,
|
||||
_init_ccxt=MagicMock(return_value=MagicMock()),
|
||||
_load_async_markets=MagicMock(),
|
||||
validate_pairs=MagicMock(),
|
||||
validate_timeframes=MagicMock(),
|
||||
validate_pricing=MagicMock(),
|
||||
markets=PropertyMock(return_value=markets_static),
|
||||
|
|
|
@ -1265,14 +1265,14 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog
|
|||
trades = [trade]
|
||||
freqtrade.wallets.update()
|
||||
n = freqtrade.exit_positions(trades)
|
||||
assert n == 0
|
||||
assert n == 1
|
||||
# Test amount not modified by fee-logic
|
||||
assert not log_has_re(r"Applying fee to amount for Trade .*", caplog)
|
||||
|
||||
gra = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", return_value=0.0)
|
||||
# test amount modified by fee-logic
|
||||
n = freqtrade.exit_positions(trades)
|
||||
assert n == 0
|
||||
assert n == 1
|
||||
assert gra.call_count == 0
|
||||
|
||||
|
||||
|
@ -1305,6 +1305,7 @@ def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog
|
|||
ft_price=trade.open_rate,
|
||||
order_id=order_id,
|
||||
ft_is_open=False,
|
||||
filled=11
|
||||
)
|
||||
)
|
||||
Trade.session.add(trade)
|
||||
|
@ -2204,7 +2205,6 @@ def test_manage_open_orders_buy_exception(
|
|||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
EXMS,
|
||||
validate_pairs=MagicMock(),
|
||||
fetch_ticker=ticker_usdt,
|
||||
fetch_order=MagicMock(side_effect=ExchangeError),
|
||||
cancel_order=cancel_order_mock,
|
||||
|
|
|
@ -1,3 +1,4 @@
|
|||
import logging
|
||||
import time
|
||||
from unittest.mock import MagicMock
|
||||
|
||||
|
@ -347,8 +348,8 @@ def test_dca_short(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
|
|||
assert trade.nr_of_successful_exits == 1
|
||||
|
||||
|
||||
@pytest.mark.parametrize("leverage", [1, 2])
|
||||
def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker) -> None:
|
||||
@pytest.mark.parametrize("leverage", [1])
|
||||
def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker, caplog) -> None:
|
||||
default_conf_usdt["position_adjustment_enable"] = True
|
||||
default_conf_usdt["trading_mode"] = "futures"
|
||||
default_conf_usdt["margin_mode"] = "isolated"
|
||||
|
@ -478,10 +479,16 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
|
|||
assert pytest.approx(trade.amount) == 91.689215 * leverage
|
||||
assert pytest.approx(trade.orders[-1].amount) == 91.689215 * leverage
|
||||
assert freqtrade.strategy.adjust_entry_price.call_count == 0
|
||||
|
||||
caplog.clear()
|
||||
caplog.set_level(logging.DEBUG)
|
||||
# Process again, should not adjust entry price
|
||||
freqtrade.process()
|
||||
trade = Trade.get_trades().first()
|
||||
assert len(trade.orders) == 5
|
||||
|
||||
assert trade.orders[-2].status == "canceled"
|
||||
assert len(trade.orders) == 6
|
||||
assert trade.orders[-1].side == trade.exit_side
|
||||
assert trade.orders[-1].status == "open"
|
||||
assert trade.orders[-1].price == 2.02
|
||||
# Adjust entry price cannot be called - this is an exit order
|
||||
|
|
Loading…
Reference in New Issue
Block a user