Update several tests to remove .query

freqtrade/rpc/rpc.py

@@ -384,13 +384,13 @@ class RPC:
         """ Returns the X last trades """
         order_by: Any = Trade.id if order_by_id else Trade.close_date.desc()
         if limit:
-            trades = Trade.session.execute(
+            trades = Trade.session.scalars(
                 Trade.get_trades_query([Trade.is_open.is_(False)])
                 .order_by(order_by)
                 .limit(limit)
                 .offset(offset))
         else:
-            trades = Trade.session.execute(
+            trades = Trade.session.scalars(
                 Trade.get_trades_query([Trade.is_open.is_(False)])
                 .order_by(Trade.close_date.desc()))
 

tests/conftest.py

@@ -299,7 +299,7 @@ def create_mock_trades(fee, is_short: Optional[bool] = False, use_db: bool = Tru
     """
     def add_trade(trade):
         if use_db:
-            Trade.query.session.add(trade)
+            Trade.session.add(trade)
         else:
             LocalTrade.add_bt_trade(trade)
     is_short1 = is_short if is_short is not None else True
@@ -332,11 +332,11 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
     Create some fake trades ...
     """
     if use_db:
-        Trade.query.session.rollback()
+        Trade.session.rollback()
 
     def add_trade(trade):
         if use_db:
-            Trade.query.session.add(trade)
+            Trade.session.add(trade)
         else:
             LocalTrade.add_bt_trade(trade)
 
@@ -366,7 +366,7 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
     add_trade(trade)
 
     if use_db:
-        Trade.query.session.flush()
+        Trade.session.flush()
 
 
 def create_mock_trades_usdt(fee, is_short: Optional[bool] = False, use_db: bool = True):
@@ -375,7 +375,7 @@ def create_mock_trades_usdt(fee, is_short: Optional[bool] = False, use_db: bool
     """
     def add_trade(trade):
         if use_db:
-            Trade.query.session.add(trade)
+            Trade.session.add(trade)
         else:
             LocalTrade.add_bt_trade(trade)
 

tests/persistence/test_migrations.py

@@ -21,8 +21,8 @@ spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURE
 def test_init_create_session(default_conf):
     # Check if init create a session
     init_db(default_conf['db_url'])
-    assert hasattr(Trade, '_session')
+    assert hasattr(Trade, 'session')
-    assert 'scoped_session' in type(Trade._session).__name__
+    assert 'scoped_session' in type(Trade.session).__name__
 
 
 def test_init_custom_db_url(default_conf, tmpdir):
@@ -34,7 +34,7 @@ def test_init_custom_db_url(default_conf, tmpdir):
 
     init_db(default_conf['db_url'])
     assert Path(filename).is_file()
-    r = Trade._session.execute(text("PRAGMA journal_mode"))
+    r = Trade.session.execute(text("PRAGMA journal_mode"))
     assert r.first() == ('wal',)
 
 

tests/persistence/test_persistence.py

@@ -1494,7 +1494,7 @@ def test_stoploss_reinitialization(default_conf, fee):
     assert trade.stop_loss_pct == -0.05
     assert trade.initial_stop_loss == 0.95
     assert trade.initial_stop_loss_pct == -0.05
-    Trade.query.session.add(trade)
+    Trade.session.add(trade)
     Trade.commit()
 
     # Lower stoploss
@@ -1556,7 +1556,7 @@ def test_stoploss_reinitialization_leverage(default_conf, fee):
     assert trade.stop_loss_pct == -0.1
     assert trade.initial_stop_loss == 0.98
     assert trade.initial_stop_loss_pct == -0.1
-    Trade.query.session.add(trade)
+    Trade.session.add(trade)
     Trade.commit()
 
     # Lower stoploss
@@ -1618,7 +1618,7 @@ def test_stoploss_reinitialization_short(default_conf, fee):
     assert trade.stop_loss_pct == -0.1
     assert trade.initial_stop_loss == 1.02
     assert trade.initial_stop_loss_pct == -0.1
-    Trade.query.session.add(trade)
+    Trade.session.add(trade)
     Trade.commit()
     # Lower stoploss
     Trade.stoploss_reinitialization(-0.15)
@@ -2443,8 +2443,8 @@ def test_order_to_ccxt(limit_buy_order_open):
 
     order = Order.parse_from_ccxt_object(limit_buy_order_open, 'mocked', 'buy')
     order.ft_trade_id = 1
-    order.query.session.add(order)
+    order.session.add(order)
-    Order.query.session.commit()
+    Order.session.commit()
 
     order_resp = Order.order_by_id(limit_buy_order_open['id'])
     assert order_resp
@@ -2546,7 +2546,7 @@ def test_recalc_trade_from_orders_dca(data) -> None:
         leverage=1.0,
         trading_mode=TradingMode.SPOT
     )
-    Trade.query.session.add(trade)
+    Trade.session.add(trade)
 
     for idx, (order, result) in enumerate(data['orders']):
         amount = order[1]

tests/rpc/test_rpc_apiserver.py

@@ -652,7 +652,7 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets, is_short):
     assert_response(rc, 404)
     assert rc.json()['detail'] == 'Trade not found.'
 
-    Trade.query.session.rollback()
+    Trade.rollback()
     create_mock_trades(fee, is_short=is_short)
 
     rc = client_get(client, f"{BASE_URI}/trade/3")
@@ -943,7 +943,7 @@ def test_api_performance(botclient, fee):
     )
     trade.close_profit = trade.calc_profit_ratio(trade.close_rate)
     trade.close_profit_abs = trade.calc_profit(trade.close_rate)
-    Trade.query.session.add(trade)
+    Trade.session.add(trade)
 
     trade = Trade(
         pair='XRP/ETH',
@@ -960,7 +960,7 @@ def test_api_performance(botclient, fee):
     trade.close_profit = trade.calc_profit_ratio(trade.close_rate)
     trade.close_profit_abs = trade.calc_profit(trade.close_rate)
 
-    Trade.query.session.add(trade)
+    Trade.session.add(trade)
     Trade.commit()
 
     rc = client_get(client, f"{BASE_URI}/performance")
@@ -1290,7 +1290,7 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
                      data={"tradeid": "1"})
     assert_response(rc, 502)
     assert rc.json() == {"error": "Error querying /api/v1/forceexit: invalid argument"}
-    Trade.query.session.rollback()
+    Trade.rollback()
 
     create_mock_trades(fee)
     trade = Trade.get_trades([Trade.id == 5]).first()
@@ -1299,7 +1299,7 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
                      data={"tradeid": "5", "ordertype": "market", "amount": 23})
     assert_response(rc)
     assert rc.json() == {'result': 'Created sell order for trade 5.'}
-    Trade.query.session.rollback()
+    Trade.rollback()
 
     trade = Trade.get_trades([Trade.id == 5]).first()
     assert pytest.approx(trade.amount) == 100
@@ -1309,7 +1309,7 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
                      data={"tradeid": "5"})
     assert_response(rc)
     assert rc.json() == {'result': 'Created sell order for trade 5.'}
-    Trade.query.session.rollback()
+    Trade.rollback()
 
     trade = Trade.get_trades([Trade.id == 5]).first()
     assert trade.is_open is False