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Merge pull request #7298 from freqtrade/tif_align

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align TimeInForce to ccxt usage
This commit is contained in:
Matthias
2022-08-29 06:36:51 +02:00
committed by GitHub
parent 8be8a12cc4 c61b986c3d
commit 4def3678b7
19 changed files with 58 additions and 52 deletions
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20
tests/exchange/test_exchange.py
View File

@@ -275,7 +275,7 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
ex.validate_order_time_in_force(tif2)
# Patch to see if this will pass if the values are in the ft dict
ex._ft_has.update({"order_time_in_force": ["gtc", "fok", "ioc"]})
ex._ft_has.update({"order_time_in_force": ["GTC", "FOK", "IOC"]})
ex.validate_order_time_in_force(tif2)
@@ -1503,7 +1503,7 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
assert "timeInForce" in api_mock.create_order.call_args[0][5]
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force.upper()
order_type = 'market'
time_in_force = 'ioc'
@@ -1642,10 +1642,10 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
assert "timeInForce" in api_mock.create_order.call_args[0][5]
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force.upper()
order_type = 'market'
time_in_force = 'ioc'
time_in_force = 'IOC'
order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell",
amount=1, rate=200, leverage=1.0,
time_in_force=time_in_force)
@@ -3319,7 +3319,7 @@ def test_merge_ft_has_dict(default_conf, mocker):
ex = Binance(default_conf)
assert ex._ft_has != Exchange._ft_has_default
assert ex.get_option('stoploss_on_exchange')
assert ex.get_option('order_time_in_force') == ['gtc', 'fok', 'ioc']
assert ex.get_option('order_time_in_force') == ['GTC', 'FOK', 'IOC']
assert ex.get_option('trades_pagination') == 'id'
assert ex.get_option('trades_pagination_arg') == 'fromId'
@@ -4954,7 +4954,7 @@ def test__get_params(mocker, default_conf, exchange_name):
params1 = {'test': True}
params2 = {
'test': True,
'timeInForce': 'ioc',
'timeInForce': 'IOC',
'reduceOnly': True,
}
@@ -4969,7 +4969,7 @@ def test__get_params(mocker, default_conf, exchange_name):
side="buy",
ordertype='market',
reduceOnly=False,
time_in_force='gtc',
time_in_force='GTC',
leverage=1.0,
) == params1
@@ -4977,7 +4977,7 @@ def test__get_params(mocker, default_conf, exchange_name):
side="buy",
ordertype='market',
reduceOnly=False,
time_in_force='ioc',
time_in_force='IOC',
leverage=1.0,
) == params1
@@ -4985,7 +4985,7 @@ def test__get_params(mocker, default_conf, exchange_name):
side="buy",
ordertype='limit',
reduceOnly=False,
time_in_force='gtc',
time_in_force='GTC',
leverage=1.0,
) == params1
@@ -4998,7 +4998,7 @@ def test__get_params(mocker, default_conf, exchange_name):
side="buy",
ordertype='limit',
reduceOnly=True,
time_in_force='ioc',
time_in_force='IOC',
leverage=3.0,
) == params2

2
tests/exchange/test_kraken.py
View File

@@ -50,7 +50,7 @@ def test_buy_kraken_trading_agreement(default_conf, mocker):
assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc',
assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'IOC',
'trading_agreement': 'agree'}

8
tests/strategy/test_strategy_loading.py
View File

@@ -275,8 +275,8 @@ def test_strategy_override_order_tif(caplog, default_conf):
caplog.set_level(logging.INFO)
order_time_in_force = {
'entry': 'fok',
'exit': 'gtc',
'entry': 'FOK',
'exit': 'GTC',
}
default_conf.update({
@@ -290,11 +290,11 @@ def test_strategy_override_order_tif(caplog, default_conf):
assert strategy.order_time_in_force[method] == order_time_in_force[method]
assert log_has("Override strategy 'order_time_in_force' with value in config file:"
" {'entry': 'fok', 'exit': 'gtc'}.", caplog)
" {'entry': 'FOK', 'exit': 'GTC'}.", caplog)
default_conf.update({
'strategy': CURRENT_TEST_STRATEGY,
'order_time_in_force': {'entry': 'fok'}
'order_time_in_force': {'entry': 'FOK'}
})
# Raise error for invalid configuration
with pytest.raises(ImportError,

8
tests/test_configuration.py
View File

@@ -973,17 +973,17 @@ def test_validate_time_in_force(default_conf, caplog) -> None:
conf = deepcopy(default_conf)
conf['order_time_in_force'] = {
'buy': 'gtc',
'sell': 'gtc',
'sell': 'GTC',
}
validate_config_consistency(conf)
assert log_has_re(r"DEPRECATED: Using 'buy' and 'sell' for time_in_force is.*", caplog)
assert conf['order_time_in_force']['entry'] == 'gtc'
assert conf['order_time_in_force']['exit'] == 'gtc'
assert conf['order_time_in_force']['exit'] == 'GTC'
conf = deepcopy(default_conf)
conf['order_time_in_force'] = {
'buy': 'gtc',
'sell': 'gtc',
'buy': 'GTC',
'sell': 'GTC',
}
conf['trading_mode'] = 'futures'
with pytest.raises(OperationalException,