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Validate stoploss_on_exchange_limit_ratio at startup time

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This commit is contained in:
hroff-1902 2020-06-14 01:07:00 +03:00
parent 1bf333d320
commit 4660909e95
2 changed files with 30 additions and 3 deletions
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7
freqtrade/exchange/exchange.py
View File

@ -386,6 +386,13 @@ class Exchange:
f'On exchange stoploss is not supported for {self.name}.' f'On exchange stoploss is not supported for {self.name}.'
) )
# Limit price threshold: As limit price should always be below stop-price
# Used for limit stoplosses on exchange
limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
if limit_price_pct >= 1.0 or limit_price_pct <= 0.0:
raise OperationalException(
"stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0")
def validate_order_time_in_force(self, order_time_in_force: Dict) -> None: def validate_order_time_in_force(self, order_time_in_force: Dict) -> None:
""" """
Checks if order time in force configured in strategy/config are supported Checks if order time in force configured in strategy/config are supported

26
tests/exchange/test_exchange.py
View File

@ -689,13 +689,13 @@ def test_validate_order_types(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex') mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
default_conf['order_types'] = { default_conf['order_types'] = {
'buy': 'limit', 'buy': 'limit',
'sell': 'limit', 'sell': 'limit',
'stoploss': 'market', 'stoploss': 'market',
'stoploss_on_exchange': False 'stoploss_on_exchange': False
} }
Exchange(default_conf) Exchange(default_conf)
type(api_mock).has = PropertyMock(return_value={'createMarketOrder': False}) type(api_mock).has = PropertyMock(return_value={'createMarketOrder': False})
@ -707,7 +707,6 @@ def test_validate_order_types(default_conf, mocker):
'stoploss': 'market', 'stoploss': 'market',
'stoploss_on_exchange': False 'stoploss_on_exchange': False
} }
with pytest.raises(OperationalException, with pytest.raises(OperationalException,
match=r'Exchange .* does not support market orders.'): match=r'Exchange .* does not support market orders.'):
Exchange(default_conf) Exchange(default_conf)
@ -718,11 +717,32 @@ def test_validate_order_types(default_conf, mocker):
'stoploss': 'limit', 'stoploss': 'limit',
'stoploss_on_exchange': True 'stoploss_on_exchange': True
} }
with pytest.raises(OperationalException, with pytest.raises(OperationalException,
match=r'On exchange stoploss is not supported for .*'): match=r'On exchange stoploss is not supported for .*'):
Exchange(default_conf) Exchange(default_conf)
default_conf['order_types'] = {
'buy': 'limit',
'sell': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False,
'stoploss_on_exchange_limit_ratio': 1.05
}
with pytest.raises(OperationalException,
match=r'stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0'):
Exchange(default_conf)
default_conf['order_types'] = {
'buy': 'limit',
'sell': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False,
'stoploss_on_exchange_limit_ratio': -0.1
}
with pytest.raises(OperationalException,
match=r'stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0'):
Exchange(default_conf)
def test_validate_order_types_not_in_config(default_conf, mocker): def test_validate_order_types_not_in_config(default_conf, mocker):
api_mock = MagicMock() api_mock = MagicMock()