From 73f5bff9c5c9487457f529a007cef99faff6f1f0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 27 Oct 2019 10:38:21 +0100 Subject: [PATCH] Add validation to make sure strategies work on that exchange --- freqtrade/exchange/exchange.py | 10 ++++++++++ freqtrade/resolvers/strategy_resolver.py | 1 + tests/exchange/test_exchange.py | 14 ++++++++++++++ 3 files changed, 25 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 71f0737ef..3fd7d615c 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -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. diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index d6fbe9a7a..5bea74027 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -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), diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 1e0a5fdc3..e0e0cc7b1 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -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')