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Added trading mode and collateral to constants.py

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This commit is contained in:
Sam Germain 2021-10-18 01:15:44 -06:00
parent faaa3ae9b1
commit 57d7009fd9
2 changed files with 20 additions and 16 deletions
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6
freqtrade/constants.py
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@ -39,6 +39,8 @@ DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
# Don't modify sequence of DEFAULT_TRADES_COLUMNS # Don't modify sequence of DEFAULT_TRADES_COLUMNS
# it has wide consequences for stored trades files # it has wide consequences for stored trades files
DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost'] DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost']
TRADING_MODES = ['spot', 'margin', 'futures']
COLLATERAL_TYPES = ['cross', 'isolated']
LAST_BT_RESULT_FN = '.last_result.json' LAST_BT_RESULT_FN = '.last_result.json'
FTHYPT_FILEVERSION = 'fthypt_fileversion' FTHYPT_FILEVERSION = 'fthypt_fileversion'
@ -146,6 +148,8 @@ CONF_SCHEMA = {
'sell_profit_offset': {'type': 'number'}, 'sell_profit_offset': {'type': 'number'},
'ignore_roi_if_buy_signal': {'type': 'boolean'}, 'ignore_roi_if_buy_signal': {'type': 'boolean'},
'ignore_buying_expired_candle_after': {'type': 'number'}, 'ignore_buying_expired_candle_after': {'type': 'number'},
'trading_mode': {'type': 'string', 'enum': TRADING_MODES},
'collateral_type': {'type': 'string', 'enum': COLLATERAL_TYPES},
'bot_name': {'type': 'string'}, 'bot_name': {'type': 'string'},
'unfilledtimeout': { 'unfilledtimeout': {
'type': 'object', 'type': 'object',
@ -193,7 +197,7 @@ CONF_SCHEMA = {
'required': ['price_side'] 'required': ['price_side']
}, },
'custom_price_max_distance_ratio': { 'custom_price_max_distance_ratio': {
'type': 'number', 'minimum': 0.0 'type': 'number', 'minimum': 0.0
}, },
'order_types': { 'order_types': {
'type': 'object', 'type': 'object',

30
tests/test_freqtradebot.py
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@ -11,7 +11,7 @@ import arrow
import pytest import pytest
from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
from freqtrade.enums import RPCMessageType, RunMode, SellType, SignalDirection, State, TradingMode from freqtrade.enums import RPCMessageType, RunMode, SellType, SignalDirection, State
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError, from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError, InvalidOrderException, OperationalException, PricingError,
TemporaryError) TemporaryError)
@ -3564,7 +3564,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
@ pytest.mark.parametrize("is_short,val1,val2", [ @ pytest.mark.parametrize("is_short,val1,val2", [
(False, 1.5, 1.1), (False, 1.5, 1.1),
(True, 0.5, 0.9) (True, 0.5, 0.9)
]) ])
def test_trailing_stop_loss(default_conf_usdt, limit_order_open, def test_trailing_stop_loss(default_conf_usdt, limit_order_open,
is_short, val1, val2, fee, caplog, mocker) -> None: is_short, val1, val2, fee, caplog, mocker) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
@ -4668,19 +4668,19 @@ def test_leverage_prep():
@pytest.mark.parametrize('trading_mode,calls,t1,t2', [ @pytest.mark.parametrize('trading_mode,calls,t1,t2', [
(TradingMode.SPOT, 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"), ('spot', 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"),
(TradingMode.MARGIN, 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"), ('margin', 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"),
(TradingMode.FUTURES, 31, "2021-09-01 00:00:02", "2021-09-01 08:00:01"), ('futures', 31, "2021-09-01 00:00:02", "2021-09-01 08:00:01"),
(TradingMode.FUTURES, 32, "2021-09-01 00:00:00", "2021-09-01 08:00:01"), ('futures', 32, "2021-09-01 00:00:00", "2021-09-01 08:00:01"),
(TradingMode.FUTURES, 32, "2021-09-01 00:00:02", "2021-09-01 08:00:02"), ('futures', 32, "2021-09-01 00:00:02", "2021-09-01 08:00:02"),
(TradingMode.FUTURES, 33, "2021-09-01 00:00:00", "2021-09-01 08:00:02"), ('futures', 33, "2021-09-01 00:00:00", "2021-09-01 08:00:02"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:02"), ('futures', 33, "2021-08-31 23:59:59", "2021-09-01 08:00:02"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:03"), ('futures', 33, "2021-08-31 23:59:59", "2021-09-01 08:00:03"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:04"), ('futures', 33, "2021-08-31 23:59:59", "2021-09-01 08:00:04"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:05"), ('futures', 33, "2021-08-31 23:59:59", "2021-09-01 08:00:05"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:06"), ('futures', 33, "2021-08-31 23:59:59", "2021-09-01 08:00:06"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:07"), ('futures', 33, "2021-08-31 23:59:59", "2021-09-01 08:00:07"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:58", "2021-09-01 08:00:07"), ('futures', 33, "2021-08-31 23:59:58", "2021-09-01 08:00:07"),
]) ])
def test_update_funding_fees(mocker, default_conf, trading_mode, calls, time_machine, def test_update_funding_fees(mocker, default_conf, trading_mode, calls, time_machine,
t1, t2): t1, t2):