Slightly imporve Typing by reusing long/short type

freqtrade/constants.py

@@ -3,7 +3,7 @@
 """
 bot constants
 """
-from typing import List, Tuple
+from typing import List, Literal, Tuple
 
 from freqtrade.enums import CandleType
 
@@ -487,3 +487,6 @@ ListPairsWithTimeframes = List[PairWithTimeframe]
 
 # Type for trades list
 TradeList = List[List]
+
+LongShort = Literal['long', 'short']
+EntryExit = Literal['entry', 'exit']

freqtrade/exchange/exchange.py

@@ -20,7 +20,7 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRU
 from pandas import DataFrame
 
 from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES,
-                                 ListPairsWithTimeframes, PairWithTimeframe)
+                                 EntryExit, ListPairsWithTimeframes, PairWithTimeframe)
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
@@ -1429,7 +1429,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     def get_rate(self, pair: str, refresh: bool,
-                 side: Literal['entry', 'exit'], is_short: bool) -> float:
+                 side: EntryExit, is_short: bool) -> float:
         """
         Calculates bid/ask target
         bid rate - between current ask price and last price

freqtrade/freqtradebot.py

@@ -7,12 +7,13 @@ import traceback
 from datetime import datetime, time, timezone
 from math import isclose
 from threading import Lock
-from typing import Any, Dict, List, Literal, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple
 
 from schedule import Scheduler
 
 from freqtrade import __version__, constants
 from freqtrade.configuration import validate_config_consistency
+from freqtrade.constants import LongShort
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
@@ -590,7 +591,7 @@ class FreqtradeBot(LoggingMixin):
         time_in_force = self.strategy.order_time_in_force['entry']
 
         [side, name] = ['sell', 'Short'] if is_short else ['buy', 'Long']
-        trade_side: Literal['long', 'short'] = 'short' if is_short else 'long'
+        trade_side: LongShort = 'short' if is_short else 'long'
         pos_adjust = trade is not None
 
         enter_limit_requested, stake_amount, leverage = self.get_valid_enter_price_and_stake(
@@ -746,7 +747,7 @@ class FreqtradeBot(LoggingMixin):
 
     def get_valid_enter_price_and_stake(
         self, pair: str, price: Optional[float], stake_amount: float,
-        trade_side: Literal['long', 'short'],
+        trade_side: LongShort,
         entry_tag: Optional[str],
         trade: Optional[Trade]
     ) -> Tuple[float, float, float]:

freqtrade/optimize/backtesting.py

@@ -14,7 +14,7 @@ from pandas import DataFrame
 
 from freqtrade import constants
 from freqtrade.configuration import TimeRange, validate_config_consistency
-from freqtrade.constants import DATETIME_PRINT_FORMAT
+from freqtrade.constants import DATETIME_PRINT_FORMAT, LongShort
 from freqtrade.data import history
 from freqtrade.data.btanalysis import find_existing_backtest_stats, trade_list_to_dataframe
 from freqtrade.data.converter import trim_dataframe, trim_dataframes
@@ -635,7 +635,7 @@ class Backtesting:
 
     def get_valid_price_and_stake(
         self, pair: str, row: Tuple, propose_rate: float, stake_amount: Optional[float],
-        direction: str, current_time: datetime, entry_tag: Optional[str],
+        direction: LongShort, current_time: datetime, entry_tag: Optional[str],
         trade: Optional[LocalTrade], order_type: str
     ) -> Tuple[float, float, float, float]:
 
@@ -696,7 +696,7 @@ class Backtesting:
 
         return propose_rate, stake_amount_val, leverage, min_stake_amount
 
-    def _enter_trade(self, pair: str, row: Tuple, direction: str,
+    def _enter_trade(self, pair: str, row: Tuple, direction: LongShort,
                      stake_amount: Optional[float] = None,
                      trade: Optional[LocalTrade] = None) -> Optional[LocalTrade]:
 
@@ -829,7 +829,7 @@ class Backtesting:
         self.rejected_trades += 1
         return False
 
-    def check_for_trade_entry(self, row) -> Optional[str]:
+    def check_for_trade_entry(self, row) -> Optional[LongShort]:
         enter_long = row[LONG_IDX] == 1
         exit_long = row[ELONG_IDX] == 1
         enter_short = self._can_short and row[SHORT_IDX] == 1