adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Implement order_types validation

Browse Source
This commit is contained in:
Matthias 2022-03-08 06:59:14 +01:00
parent e492bf3159
commit 5d4386f037
9 changed files with 63 additions and 32 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

35
freqtrade/configuration/config_validation.py
View File

@ -6,6 +6,7 @@ from jsonschema import Draft4Validator, validators
from jsonschema.exceptions import ValidationError, best_match
from freqtrade import constants
from freqtrade.configuration.deprecated_settings import process_deprecated_setting
from freqtrade.enums import RunMode, TradingMode
from freqtrade.exceptions import OperationalException
@ -102,11 +103,12 @@ def _validate_price_config(conf: Dict[str, Any]) -> None:
"""
When using market orders, price sides must be using the "other" side of the price
"""
if (conf.get('order_types', {}).get('buy') == 'market'
# TODO-lev: check this again when determining how to migrate pricing strategies!
if (conf.get('order_types', {}).get('entry') == 'market'
and conf.get('bid_strategy', {}).get('price_side') != 'ask'):
raise OperationalException('Market buy orders require bid_strategy.price_side = "ask".')
if (conf.get('order_types', {}).get('sell') == 'market'
if (conf.get('order_types', {}).get('exit') == 'market'
and conf.get('ask_strategy', {}).get('price_side') != 'bid'):
raise OperationalException('Market sell orders require ask_strategy.price_side = "bid".')
@ -213,6 +215,7 @@ def _validate_ask_orderbook(conf: Dict[str, Any]) -> None:
def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None:
_validate_time_in_force(conf)
_validate_order_types(conf)
def _validate_time_in_force(conf: Dict[str, Any]) -> None:
@ -229,3 +232,31 @@ def _validate_time_in_force(conf: Dict[str, Any]) -> None:
)
time_in_force['entry'] = time_in_force.pop('buy')
time_in_force['exit'] = time_in_force.pop('sell')
def _validate_order_types(conf: Dict[str, Any]) -> None:
order_types = conf.get('order_types', {})
if any(x in order_types for x in ['buy', 'sell', 'emergencysell', 'forcebuy', 'forcesell']):
if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
raise OperationalException(
"Please migrate your order_types settings to use the new wording.")
else:
logger.warning(
"DEPRECATED: Using 'buy' and 'sell' for order_types is deprecated."
"Please migrate your time_in_force settings to use 'entry' and 'exit' wording."
)
for o, n in [
('buy', 'entry'),
('sell', 'exit'),
('emergencysell', 'emergencyexit'),
('forcesell', 'forceexit'),
('forcebuy', 'forceentry'),
]:
process_deprecated_setting(conf, 'order_types', o, 'order_types', n)
# order_types['entry'] = order_types.pop('buy')
# order_types['exit'] = order_types.pop('sell')
# order_types['emergencyexit'] = order_types.pop('emergencysell')
# order_types['forceexit'] = order_types.pop('forceexit')
# order_types['forceentry'] = order_types.pop('forceentry')

12
tests/exchange/test_exchange.py
View File

@ -951,8 +951,8 @@ def test_validate_order_types(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
default_conf['order_types'] = {
'buy': 'limit',
'sell': 'limit',
'entry': 'limit',
'exit': 'limit',
'stoploss': 'market',
'stoploss_on_exchange': False
}
@ -962,8 +962,8 @@ def test_validate_order_types(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
default_conf['order_types'] = {
'buy': 'limit',
'sell': 'limit',
'entry': 'limit',
'exit': 'limit',
'stoploss': 'market',
'stoploss_on_exchange': False
}
@ -972,8 +972,8 @@ def test_validate_order_types(default_conf, mocker):
Exchange(default_conf)
default_conf['order_types'] = {
'buy': 'limit',
'sell': 'limit',
'entry': 'limit',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': True
}

4
tests/strategy/strats/hyperoptable_strategy.py
View File

@ -34,8 +34,8 @@ class HyperoptableStrategy(IStrategy):
# Optional order type mapping
order_types = {
'buy': 'limit',
'sell': 'limit',
'entry': 'limit',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False
}

4
tests/strategy/strats/strategy_test_v2.py
View File

@ -36,8 +36,8 @@ class StrategyTestV2(IStrategy):
# Optional order type mapping
order_types = {
'buy': 'limit',
'sell': 'limit',
'entry': 'limit',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False
}

4
tests/strategy/strats/strategy_test_v3.py
View File

@ -37,8 +37,8 @@ class StrategyTestV3(IStrategy):
# Optional order type mapping
order_types = {
'buy': 'limit',
'sell': 'limit',
'entry': 'limit',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False
}

10
tests/strategy/test_strategy_loading.py
View File

@ -223,8 +223,8 @@ def test_strategy_override_order_types(caplog, default_conf):
caplog.set_level(logging.INFO)
order_types = {
'buy': 'market',
'sell': 'limit',
'entry': 'market',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': True,
}
@ -235,16 +235,16 @@ def test_strategy_override_order_types(caplog, default_conf):
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.order_types
for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
for method in ['entry', 'exit', 'stoploss', 'stoploss_on_exchange']:
assert strategy.order_types[method] == order_types[method]
assert log_has("Override strategy 'order_types' with value in config file:"
" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
" {'entry': 'market', 'exit': 'limit', 'stoploss': 'limit',"
" 'stoploss_on_exchange': True}.", caplog)
default_conf.update({
'strategy': CURRENT_TEST_STRATEGY,
'order_types': {'buy': 'market'}
'order_types': {'exit': 'market'}
})
# Raise error for invalid configuration
with pytest.raises(ImportError,

12
tests/test_configuration.py
View File

@ -798,8 +798,8 @@ def test_validate_max_open_trades(default_conf):
def test_validate_price_side(default_conf):
default_conf['order_types'] = {
"buy": "limit",
"sell": "limit",
"entry": "limit",
"exit": "limit",
"stoploss": "limit",
"stoploss_on_exchange": False,
}
@ -807,21 +807,21 @@ def test_validate_price_side(default_conf):
validate_config_consistency(default_conf)
conf = deepcopy(default_conf)
conf['order_types']['buy'] = 'market'
conf['order_types']['entry'] = 'market'
with pytest.raises(OperationalException,
match='Market buy orders require bid_strategy.price_side = "ask".'):
validate_config_consistency(conf)
conf = deepcopy(default_conf)
conf['order_types']['sell'] = 'market'
conf['order_types']['exit'] = 'market'
with pytest.raises(OperationalException,
match='Market sell orders require ask_strategy.price_side = "bid".'):
validate_config_consistency(conf)
# Validate inversed case
conf = deepcopy(default_conf)
conf['order_types']['sell'] = 'market'
conf['order_types']['buy'] = 'market'
conf['order_types']['exit'] = 'market'
conf['order_types']['entry'] = 'market'
conf['ask_strategy']['price_side'] = 'bid'
conf['bid_strategy']['price_side'] = 'ask'

10
tests/test_freqtradebot.py
View File

@ -91,8 +91,8 @@ def test_order_dict(default_conf_usdt, mocker, runmode, caplog) -> None:
conf = default_conf_usdt.copy()
conf['runmode'] = runmode
conf['order_types'] = {
'buy': 'market',
'sell': 'limit',
'entry': 'market',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': True,
}
@ -108,8 +108,8 @@ def test_order_dict(default_conf_usdt, mocker, runmode, caplog) -> None:
conf = default_conf_usdt.copy()
conf['runmode'] = runmode
conf['order_types'] = {
'buy': 'market',
'sell': 'limit',
'entry': 'market',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False,
}
@ -3490,7 +3490,7 @@ def test_execute_trade_exit_market_order(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt_sell_up
)
freqtrade.config['order_types']['sell'] = 'market'
freqtrade.config['order_types']['exit'] = 'market'
freqtrade.execute_trade_exit(
trade=trade,

4
tests/test_integration.py
View File

@ -80,7 +80,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# Switch ordertype to market to close trade immediately
freqtrade.strategy.order_types['sell'] = 'market'
freqtrade.strategy.order_types['exit'] = 'market'
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
patch_get_signal(freqtrade)
@ -173,7 +173,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
rpc = RPC(freqtrade)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# Switch ordertype to market to close trade immediately
freqtrade.strategy.order_types['sell'] = 'market'
freqtrade.strategy.order_types['exit'] = 'market'
patch_get_signal(freqtrade)
# Create 4 trades