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Add validation to make sure strategies work on that exchange

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This commit is contained in:
Matthias 2019-10-27 10:38:21 +01:00
parent 223f0cd4d3
commit 73f5bff9c5
3 changed files with 25 additions and 0 deletions
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10
freqtrade/exchange/exchange.py
View File

@ -228,6 +228,7 @@ class Exchange:
self.validate_pairs(config['exchange']['pair_whitelist'])
self.validate_ordertypes(config.get('order_types', {}))
self.validate_order_time_in_force(config.get('order_time_in_force', {}))
self.validate_required_startup_candles(config.get('startup_candle_count', 0))
# Converts the interval provided in minutes in config to seconds
self.markets_refresh_interval: int = exchange_config.get(
@ -443,6 +444,15 @@ class Exchange:
raise OperationalException(
f'Time in force policies are not supported for {self.name} yet.')
def validate_required_startup_candles(self, startup_candles) -> None:
"""
Checks if required startup_candles is more than ohlcv_candle_limit.
"""
if startup_candles + 5 > self._ft_has['ohlcv_candle_limit']:
raise OperationalException(
f"This strategy requires {startup_candles} candles to start. "
f"{self.name} only provides {self._ft_has['ohlcv_candle_limit']}.")
def exchange_has(self, endpoint: str) -> bool:
"""
Checks if exchange implements a specific API endpoint.

1
freqtrade/resolvers/strategy_resolver.py
View File

@ -57,6 +57,7 @@ class StrategyResolver(IResolver):
("order_time_in_force", None, False),
("stake_currency", None, False),
("stake_amount", None, False),
("startup_candle_count", None, False),
("use_sell_signal", True, True),
("sell_profit_only", False, True),
("ignore_roi_if_buy_signal", False, True),

14
tests/exchange/test_exchange.py
View File

@ -533,6 +533,20 @@ def test_validate_order_types_not_in_config(default_conf, mocker):
Exchange(conf)
def test_validate_required_startup_candles(default_conf, mocker, caplog):
api_mock = MagicMock()
default_conf['startup_candle_count'] = 2000
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
with pytest.raises(OperationalException, match=r'This strategy requires 2000.*'):
Exchange(default_conf)
def test_exchange_has(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf)
assert not exchange.exchange_has('ASDFASDF')