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Merge branch 'freqtrade:develop' into bt-metrics2

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This commit is contained in:
Stefano Ariestasia
2023-09-13 08:20:28 +09:00
committed by GitHub
parent 5019fb5bf3 a52cf42218
commit 57800e78c7
6 changed files with 62 additions and 34 deletions
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48
freqtrade/freqtradebot.py
View File

@@ -457,30 +457,40 @@ class FreqtradeBot(LoggingMixin):
"""
try:
orders = self.exchange.fetch_orders(trade.pair, trade.open_date_utc)
prev_exit_reason = trade.exit_reason
prev_trade_state = trade.is_open
for order in orders:
trade_order = [o for o in trade.orders if o.order_id == order['id']]
if trade_order:
continue
logger.info(f"Found previously unknown order {order['id']} for {trade.pair}.")
order_obj = Order.parse_from_ccxt_object(order, trade.pair, order['side'])
order_obj.order_filled_date = datetime.fromtimestamp(
safe_value_fallback(order, 'lastTradeTimestamp', 'timestamp') // 1000,
tz=timezone.utc)
trade.orders.append(order_obj)
prev_exit_reason = trade.exit_reason
trade.exit_reason = ExitType.SOLD_ON_EXCHANGE.value
self.update_trade_state(trade, order['id'], order)
if trade_order:
# We knew this order, but didn't have it updated properly
order_obj = trade_order[0]
else:
logger.info(f"Found previously unknown order {order['id']} for {trade.pair}.")
order_obj = Order.parse_from_ccxt_object(order, trade.pair, order['side'])
order_obj.order_filled_date = datetime.fromtimestamp(
safe_value_fallback(order, 'lastTradeTimestamp', 'timestamp') // 1000,
tz=timezone.utc)
trade.orders.append(order_obj)
Trade.commit()
trade.exit_reason = ExitType.SOLD_ON_EXCHANGE.value
self.update_trade_state(trade, order['id'], order, send_msg=False)
logger.info(f"handled order {order['id']}")
if not trade.is_open:
# Trade was just closed
trade.close_date = order_obj.order_filled_date
Trade.commit()
break
else:
trade.exit_reason = prev_exit_reason
Trade.commit()
# Refresh trade from database
Trade.session.refresh(trade)
if not trade.is_open:
# Trade was just closed
trade.close_date = trade.date_last_filled_utc
self.order_close_notify(trade, order_obj,
order_obj.ft_order_side == 'stoploss',
send_msg=prev_trade_state != trade.is_open)
else:
trade.exit_reason = prev_exit_reason
Trade.commit()
except ExchangeError:
logger.warning("Error finding onexchange order.")

4
freqtrade/misc.py
View File

@@ -156,7 +156,7 @@ def round_dict(d, n):
return {k: (round(v, n) if isinstance(v, float) else v) for k, v in d.items()}
def safe_value_fallback(obj: dict, key1: str, key2: str, default_value=None):
def safe_value_fallback(obj: dict, key1: str, key2: Optional[str] = None, default_value=None):
"""
Search a value in obj, return this if it's not None.
Then search key2 in obj - return that if it's not none - then use default_value.
@@ -165,7 +165,7 @@ def safe_value_fallback(obj: dict, key1: str, key2: str, default_value=None):
if key1 in obj and obj[key1] is not None:
return obj[key1]
else:
if key2 in obj and obj[key2] is not None:
if key2 and key2 in obj and obj[key2] is not None:
return obj[key2]
return default_value

24
freqtrade/persistence/trade_model.py
View File

@@ -20,8 +20,9 @@ from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, amount_to_contract_precision,
price_to_precision)
from freqtrade.leverage import interest
from freqtrade.misc import safe_value_fallback
from freqtrade.persistence.base import ModelBase, SessionType
from freqtrade.util import FtPrecise, dt_now
from freqtrade.util import FtPrecise, dt_from_ts, dt_now, dt_ts
logger = logging.getLogger(__name__)
@@ -176,7 +177,9 @@ class Order(ModelBase):
# (represents the funding fee since the last order)
self.funding_fee = self.trade.funding_fees
if (order.get('filled', 0.0) or 0.0) > 0 and not self.order_filled_date:
self.order_filled_date = datetime.now(timezone.utc)
self.order_filled_date = dt_from_ts(
safe_value_fallback(order, 'lastTradeTimestamp', default_value=dt_ts())
)
self.order_update_date = datetime.now(timezone.utc)
def to_ccxt_object(self, stopPriceName: str = 'stopPrice') -> Dict[str, Any]:
@@ -430,13 +433,20 @@ class LocalTrade:
return self.amount
@property
def date_last_filled_utc(self) -> datetime:
def _date_last_filled_utc(self) -> Optional[datetime]:
""" Date of the last filled order"""
orders = self.select_filled_orders()
if not orders:
if orders:
return max(o.order_filled_utc for o in orders if o.order_filled_utc)
return None
@property
def date_last_filled_utc(self) -> datetime:
""" Date of the last filled order - or open_date if no orders are filled"""
dt_last_filled = self._date_last_filled_utc
if not dt_last_filled:
return self.open_date_utc
return max([self.open_date_utc,
max(o.order_filled_utc for o in orders if o.order_filled_utc)])
return max([self.open_date_utc, dt_last_filled])
@property
def open_date_utc(self):
@@ -772,7 +782,7 @@ class LocalTrade:
and marks trade as closed
"""
self.close_rate = rate
self.close_date = self.close_date or datetime.utcnow()
self.close_date = self.close_date or self._date_last_filled_utc or dt_now()
self.is_open = False
self.exit_order_status = 'closed'
self.recalc_trade_from_orders(is_closing=True)

15
tests/persistence/test_persistence.py
View File

@@ -600,7 +600,9 @@ def test_calc_open_close_trade_price(
@pytest.mark.usefixtures("init_persistence")
def test_trade_close(fee):
def test_trade_close(fee, time_machine):
time_machine.move_to("2022-09-01 05:00:00 +00:00", tick=False)
trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
@@ -609,7 +611,7 @@ def test_trade_close(fee):
is_open=True,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
open_date=dt_now() - timedelta(minutes=10),
interest_rate=0.0005,
exchange='binance',
trading_mode=margin,
@@ -628,6 +630,7 @@ def test_trade_close(fee):
status="closed",
order_type="limit",
side=trade.entry_side,
order_filled_date=trade.open_date,
))
trade.orders.append(Order(
ft_order_side=trade.exit_side,
@@ -642,6 +645,7 @@ def test_trade_close(fee):
status="closed",
order_type="limit",
side=trade.exit_side,
order_filled_date=dt_now(),
))
assert trade.close_profit is None
assert trade.close_date is None
@@ -650,14 +654,15 @@ def test_trade_close(fee):
assert trade.is_open is False
assert pytest.approx(trade.close_profit) == 0.094513715
assert trade.close_date is not None
assert trade.close_date_utc == dt_now()
new_date = datetime(2020, 2, 2, 15, 6, 1),
assert trade.close_date != new_date
new_date = dt_now() + timedelta(minutes=5)
assert trade.close_date_utc != new_date
# Close should NOT update close_date if the trade has been closed already
assert trade.is_open is False
trade.close_date = new_date
trade.close(2.2)
assert trade.close_date == new_date
assert trade.close_date_utc == new_date
@pytest.mark.usefixtures("init_persistence")

3
tests/test_freqtradebot.py
View File

@@ -5687,7 +5687,8 @@ def test_handle_onexchange_order(mocker, default_conf_usdt, limit_order, is_shor
Trade.session.add(trade)
freqtrade.handle_onexchange_order(trade)
assert log_has_re(r"Found previously unknown order .*", caplog)
assert mock_uts.call_count == 1
# Update trade state is called twice, once for the known and once for the unknown order.
assert mock_uts.call_count == 2
assert mock_fo.call_count == 1
trade = Trade.session.scalars(select(Trade)).first()

2
tests/test_misc.py
View File

@@ -121,6 +121,8 @@ def test_safe_value_fallback():
assert safe_value_fallback(dict1, 'keyNo', 'keyNo') is None
assert safe_value_fallback(dict1, 'keyNo', 'keyNo', 55) == 55
assert safe_value_fallback(dict1, 'keyNo', default_value=55) == 55
assert safe_value_fallback(dict1, 'keyNo', None, default_value=55) == 55
def test_safe_value_fallback2():