mirror of
https://github.com/freqtrade/freqtrade.git
synced 2026-02-08 15:20:24 +00:00
Merge remote-tracking branch 'origin/develop' into pr/Axel-CH/9267
This commit is contained in:
@@ -114,6 +114,11 @@ Here we compile some external materials that provide deeper looks into various c
|
||||
- [Real-time head-to-head: Adaptive modeling of financial market data using XGBoost and CatBoost](https://emergentmethods.medium.com/real-time-head-to-head-adaptive-modeling-of-financial-market-data-using-xgboost-and-catboost-995a115a7495)
|
||||
- [FreqAI - from price to prediction](https://emergentmethods.medium.com/freqai-from-price-to-prediction-6fadac18b665)
|
||||
|
||||
|
||||
## Support
|
||||
|
||||
You can find support for FreqAI in a variety of places, including the [Freqtrade discord](https://discord.gg/Jd8JYeWHc4), the dedicated [FreqAI discord](https://discord.gg/7AMWACmbjT), and in [github issues](https://github.com/freqtrade/freqtrade/issues).
|
||||
|
||||
## Credits
|
||||
|
||||
FreqAI is developed by a group of individuals who all contribute specific skillsets to the project.
|
||||
|
||||
@@ -1159,9 +1159,9 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
|
||||
|
||||
freqtrade.enter_positions()
|
||||
trade = Trade.session.scalars(select(Trade)).first()
|
||||
trade.is_short = is_short
|
||||
trade.is_open = True
|
||||
trade.stoploss_order_id = None
|
||||
assert trade.is_short == is_short
|
||||
assert trade.is_open
|
||||
assert trade.stoploss_order_id is None
|
||||
|
||||
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
||||
assert stoploss.call_count == 1
|
||||
@@ -1169,34 +1169,21 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
|
||||
|
||||
# Second case: when stoploss is set but it is not yet hit
|
||||
# should do nothing and return false
|
||||
stop_order_dict.update({'id': "102"})
|
||||
trade.is_open = True
|
||||
trade.stoploss_order_id = "102"
|
||||
trade.orders.append(
|
||||
Order(
|
||||
ft_order_side='stoploss',
|
||||
ft_pair=trade.pair,
|
||||
ft_is_open=True,
|
||||
ft_amount=trade.amount,
|
||||
ft_price=trade.stop_loss,
|
||||
order_id='102',
|
||||
status='open',
|
||||
)
|
||||
)
|
||||
|
||||
hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
|
||||
hanging_stoploss_order = MagicMock(return_value={'id': '13434334', 'status': 'open'})
|
||||
mocker.patch(f'{EXMS}.fetch_stoploss_order', hanging_stoploss_order)
|
||||
|
||||
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
||||
assert trade.stoploss_order_id == "102"
|
||||
hanging_stoploss_order.assert_called_once_with('13434334', trade.pair)
|
||||
assert trade.stoploss_order_id == "13434334"
|
||||
|
||||
# Third case: when stoploss was set but it was canceled for some reason
|
||||
# should set a stoploss immediately and return False
|
||||
caplog.clear()
|
||||
trade.is_open = True
|
||||
trade.stoploss_order_id = "102"
|
||||
|
||||
canceled_stoploss_order = MagicMock(return_value={'id': '103_1', 'status': 'canceled'})
|
||||
canceled_stoploss_order = MagicMock(return_value={'id': '13434334', 'status': 'canceled'})
|
||||
mocker.patch(f'{EXMS}.fetch_stoploss_order', canceled_stoploss_order)
|
||||
stoploss.reset_mock()
|
||||
amount_before = trade.amount
|
||||
@@ -1212,25 +1199,14 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
|
||||
# should unset stoploss_order_id and return true
|
||||
# as a trade actually happened
|
||||
caplog.clear()
|
||||
freqtrade.enter_positions()
|
||||
stop_order_dict.update({'id': "104"})
|
||||
stop_order_dict.update({'id': "103_1"})
|
||||
|
||||
trade = Trade.session.scalars(select(Trade)).first()
|
||||
trade.is_short = is_short
|
||||
trade.is_open = True
|
||||
trade.stoploss_order_id = "104"
|
||||
trade.orders.append(Order(
|
||||
ft_order_side='stoploss',
|
||||
order_id='104',
|
||||
ft_pair=trade.pair,
|
||||
ft_is_open=True,
|
||||
ft_amount=trade.amount,
|
||||
ft_price=0.0,
|
||||
))
|
||||
assert trade
|
||||
|
||||
stoploss_order_hit = MagicMock(return_value={
|
||||
'id': "104",
|
||||
'id': "103_1",
|
||||
'status': 'closed',
|
||||
'type': 'stop_loss_limit',
|
||||
'price': 3,
|
||||
@@ -1272,7 +1248,40 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
|
||||
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
||||
assert stoploss.call_count == 0
|
||||
|
||||
# Seventh case: emergency exit triggered
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_handle_stoploss_on_exchange_emergency(mocker, default_conf_usdt, fee, is_short,
|
||||
limit_order) -> None:
|
||||
stop_order_dict = {'id': "13434334"}
|
||||
stoploss = MagicMock(return_value=stop_order_dict)
|
||||
enter_order = limit_order[entry_side(is_short)]
|
||||
exit_order = limit_order[exit_side(is_short)]
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
EXMS,
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 1.9,
|
||||
'ask': 2.2,
|
||||
'last': 1.9
|
||||
}),
|
||||
create_order=MagicMock(side_effect=[
|
||||
enter_order,
|
||||
exit_order,
|
||||
]),
|
||||
get_fee=fee,
|
||||
create_stoploss=stoploss
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf_usdt)
|
||||
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
|
||||
|
||||
freqtrade.enter_positions()
|
||||
trade = Trade.session.scalars(select(Trade)).first()
|
||||
assert trade.is_short == is_short
|
||||
assert trade.is_open
|
||||
assert trade.stoploss_order_id is None
|
||||
|
||||
# emergency exit triggered
|
||||
# Trailing stop should not act anymore
|
||||
stoploss_order_cancelled = MagicMock(side_effect=[{
|
||||
'id': "107",
|
||||
@@ -1286,7 +1295,6 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
|
||||
'info': {'stopPrice': 22},
|
||||
}])
|
||||
trade.stoploss_order_id = "107"
|
||||
trade.is_open = True
|
||||
trade.stoploss_last_update = dt_now() - timedelta(hours=1)
|
||||
trade.stop_loss = 24
|
||||
trade.exit_reason = None
|
||||
|
||||
@@ -11,8 +11,7 @@ from freqtrade.rpc.rpc import RPC
|
||||
from tests.conftest import EXMS, get_patched_freqtradebot, log_has_re, patch_get_signal
|
||||
|
||||
|
||||
def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
|
||||
limit_buy_order, mocker) -> None:
|
||||
def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee, mocker) -> None:
|
||||
"""
|
||||
Tests workflow of selling stoploss_on_exchange.
|
||||
Sells
|
||||
|
||||
Reference in New Issue
Block a user