diff --git a/freqtrade/commands/db_commands.py b/freqtrade/commands/db_commands.py index c424016b1..d83605c6f 100644 --- a/freqtrade/commands/db_commands.py +++ b/freqtrade/commands/db_commands.py @@ -1,7 +1,7 @@ import logging from typing import Any, Dict -from sqlalchemy import func +from sqlalchemy import func, select from freqtrade.configuration.config_setup import setup_utils_configuration from freqtrade.enums import RunMode @@ -20,7 +20,7 @@ def start_convert_db(args: Dict[str, Any]) -> None: config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) init_db(config['db_url']) - session_target = Trade._session + session_target = Trade.session init_db(config['db_url_from']) logger.info("Starting db migration.") @@ -36,16 +36,16 @@ def start_convert_db(args: Dict[str, Any]) -> None: session_target.commit() - for pairlock in PairLock.query: + for pairlock in PairLock.get_all_locks(): pairlock_count += 1 make_transient(pairlock) session_target.add(pairlock) session_target.commit() # Update sequences - max_trade_id = session_target.query(func.max(Trade.id)).scalar() - max_order_id = session_target.query(func.max(Order.id)).scalar() - max_pairlock_id = session_target.query(func.max(PairLock.id)).scalar() + max_trade_id = session_target.scalar(select(func.max(Trade.id))) + max_order_id = session_target.scalar(select(func.max(Order.id))) + max_pairlock_id = session_target.scalar(select(func.max(PairLock.id))) set_sequence_ids(session_target.get_bind(), trade_id=max_trade_id, diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 9772506a7..3567f4112 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -373,7 +373,7 @@ def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataF filters = [] if strategy: filters.append(Trade.strategy == strategy) - trades = trade_list_to_dataframe(Trade.get_trades(filters).all()) + trades = trade_list_to_dataframe(list(Trade.get_trades(filters).all())) return trades diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index dfac11347..06c8831f5 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -819,7 +819,7 @@ class FreqtradeBot(LoggingMixin): trade.orders.append(order_obj) trade.recalc_trade_from_orders() - Trade.query.session.add(trade) + Trade.session.add(trade) Trade.commit() # Updating wallets diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index d718af2f4..eee07e61c 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -54,12 +54,9 @@ def init_db(db_url: str) -> None: # https://docs.sqlalchemy.org/en/13/orm/contextual.html#thread-local-scope # Scoped sessions proxy requests to the appropriate thread-local session. # We should use the scoped_session object - not a seperately initialized version - Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=False)) - Order._session = Trade._session - PairLock._session = Trade._session - Trade.query = Trade._session.query_property() - Order.query = Trade._session.query_property() - PairLock.query = Trade._session.query_property() + Trade.session = scoped_session(sessionmaker(bind=engine, autoflush=False)) + Order.session = Trade.session + PairLock.session = Trade.session previous_tables = inspect(engine).get_table_names() ModelBase.metadata.create_all(engine) diff --git a/freqtrade/persistence/pairlock.py b/freqtrade/persistence/pairlock.py index 1e5699145..1b254c2b2 100644 --- a/freqtrade/persistence/pairlock.py +++ b/freqtrade/persistence/pairlock.py @@ -1,8 +1,8 @@ from datetime import datetime, timezone from typing import Any, ClassVar, Dict, Optional -from sqlalchemy import String, or_ -from sqlalchemy.orm import Mapped, Query, QueryPropertyDescriptor, mapped_column +from sqlalchemy import ScalarResult, String, or_, select +from sqlalchemy.orm import Mapped, mapped_column from freqtrade.constants import DATETIME_PRINT_FORMAT from freqtrade.persistence.base import ModelBase, SessionType @@ -13,8 +13,7 @@ class PairLock(ModelBase): Pair Locks database model. """ __tablename__ = 'pairlocks' - query: ClassVar[QueryPropertyDescriptor] - _session: ClassVar[SessionType] + session: ClassVar[SessionType] id: Mapped[int] = mapped_column(primary_key=True) @@ -37,7 +36,8 @@ class PairLock(ModelBase): f'lock_end_time={lock_end_time}, reason={self.reason}, active={self.active})') @staticmethod - def query_pair_locks(pair: Optional[str], now: datetime, side: str = '*') -> Query: + def query_pair_locks( + pair: Optional[str], now: datetime, side: str = '*') -> ScalarResult['PairLock']: """ Get all currently active locks for this pair :param pair: Pair to check for. Returns all current locks if pair is empty @@ -53,9 +53,11 @@ class PairLock(ModelBase): else: filters.append(PairLock.side == '*') - return PairLock.query.filter( - *filters - ) + return PairLock.session.scalars(select(PairLock).filter(*filters)) + + @staticmethod + def get_all_locks() -> ScalarResult['PairLock']: + return PairLock.session.scalars(select(PairLock)) def to_json(self) -> Dict[str, Any]: return { diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py index 5ed131a9b..29169a50d 100644 --- a/freqtrade/persistence/pairlock_middleware.py +++ b/freqtrade/persistence/pairlock_middleware.py @@ -1,6 +1,8 @@ import logging from datetime import datetime, timezone -from typing import List, Optional +from typing import List, Optional, Sequence + +from sqlalchemy import select from freqtrade.exchange import timeframe_to_next_date from freqtrade.persistence.models import PairLock @@ -51,15 +53,15 @@ class PairLocks(): active=True ) if PairLocks.use_db: - PairLock.query.session.add(lock) - PairLock.query.session.commit() + PairLock.session.add(lock) + PairLock.session.commit() else: PairLocks.locks.append(lock) return lock @staticmethod - def get_pair_locks( - pair: Optional[str], now: Optional[datetime] = None, side: str = '*') -> List[PairLock]: + def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None, + side: str = '*') -> Sequence[PairLock]: """ Get all currently active locks for this pair :param pair: Pair to check for. Returns all current locks if pair is empty @@ -106,7 +108,7 @@ class PairLocks(): for lock in locks: lock.active = False if PairLocks.use_db: - PairLock.query.session.commit() + PairLock.session.commit() @staticmethod def unlock_reason(reason: str, now: Optional[datetime] = None) -> None: @@ -126,11 +128,11 @@ class PairLocks(): PairLock.active.is_(True), PairLock.reason == reason ] - locks = PairLock.query.filter(*filters) + locks = PairLock.session.scalars(select(PairLock).filter(*filters)).all() for lock in locks: logger.info(f"Releasing lock for {lock.pair} with reason '{reason}'.") lock.active = False - PairLock.query.session.commit() + PairLock.session.commit() else: # used in backtesting mode; don't show log messages for speed locksb = PairLocks.get_pair_locks(None) @@ -165,11 +167,11 @@ class PairLocks(): ) @staticmethod - def get_all_locks() -> List[PairLock]: + def get_all_locks() -> Sequence[PairLock]: """ Return all locks, also locks with expired end date """ if PairLocks.use_db: - return PairLock.query.all() + return PairLock.get_all_locks().all() else: return PairLocks.locks diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py index 19d71aa7b..27be0d726 100644 --- a/freqtrade/persistence/trade_model.py +++ b/freqtrade/persistence/trade_model.py @@ -5,11 +5,11 @@ import logging from collections import defaultdict from datetime import datetime, timedelta, timezone from math import isclose -from typing import Any, ClassVar, Dict, List, Optional, cast +from typing import Any, ClassVar, Dict, List, Optional, Sequence, cast -from sqlalchemy import Enum, Float, ForeignKey, Integer, String, UniqueConstraint, desc, func -from sqlalchemy.orm import (Mapped, Query, QueryPropertyDescriptor, lazyload, mapped_column, - relationship) +from sqlalchemy import (Enum, Float, ForeignKey, Integer, ScalarResult, Select, String, + UniqueConstraint, desc, func, select) +from sqlalchemy.orm import Mapped, lazyload, mapped_column, relationship from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES, BuySell, LongShort) @@ -36,8 +36,7 @@ class Order(ModelBase): Mirrors CCXT Order structure """ __tablename__ = 'orders' - query: ClassVar[QueryPropertyDescriptor] - _session: ClassVar[SessionType] + session: ClassVar[SessionType] # Uniqueness should be ensured over pair, order_id # its likely that order_id is unique per Pair on some exchanges. @@ -263,12 +262,12 @@ class Order(ModelBase): return o @staticmethod - def get_open_orders() -> List['Order']: + def get_open_orders() -> Sequence['Order']: """ Retrieve open orders from the database :return: List of open orders """ - return Order.query.filter(Order.ft_is_open.is_(True)).all() + return Order.session.scalars(select(Order).filter(Order.ft_is_open.is_(True))).all() @staticmethod def order_by_id(order_id: str) -> Optional['Order']: @@ -276,7 +275,7 @@ class Order(ModelBase): Retrieve order based on order_id :return: Order or None """ - return Order.query.filter(Order.order_id == order_id).first() + return Order.session.scalars(select(Order).filter(Order.order_id == order_id)).first() class LocalTrade(): @@ -1153,7 +1152,9 @@ class LocalTrade(): get open trade count """ if Trade.use_db: - return Trade.query.filter(Trade.is_open.is_(True)).count() + return Trade.session.execute( + select(func.count(Trade.id)).filter(Trade.is_open.is_(True)) + ).scalar_one() else: return LocalTrade.bt_open_open_trade_count @@ -1186,8 +1187,7 @@ class Trade(ModelBase, LocalTrade): Note: Fields must be aligned with LocalTrade class """ __tablename__ = 'trades' - query: ClassVar[QueryPropertyDescriptor] - _session: ClassVar[SessionType] + session: ClassVar[SessionType] use_db: bool = True @@ -1287,18 +1287,18 @@ class Trade(ModelBase, LocalTrade): def delete(self) -> None: for order in self.orders: - Order.query.session.delete(order) + Order.session.delete(order) - Trade.query.session.delete(self) + Trade.session.delete(self) Trade.commit() @staticmethod def commit(): - Trade.query.session.commit() + Trade.session.commit() @staticmethod def rollback(): - Trade.query.session.rollback() + Trade.session.rollback() @staticmethod def get_trades_proxy(*, pair: Optional[str] = None, is_open: Optional[bool] = None, @@ -1332,7 +1332,7 @@ class Trade(ModelBase, LocalTrade): ) @staticmethod - def get_trades(trade_filter=None, include_orders: bool = True) -> Query['Trade']: + def get_trades_query(trade_filter=None, include_orders: bool = True) -> Select: """ Helper function to query Trades using filters. NOTE: Not supported in Backtesting. @@ -1347,22 +1347,35 @@ class Trade(ModelBase, LocalTrade): if trade_filter is not None: if not isinstance(trade_filter, list): trade_filter = [trade_filter] - this_query = Trade.query.filter(*trade_filter) + this_query = select(Trade).filter(*trade_filter) else: - this_query = Trade.query + this_query = select(Trade) if not include_orders: # Don't load order relations # Consider using noload or raiseload instead of lazyload this_query = this_query.options(lazyload(Trade.orders)) return this_query + @staticmethod + def get_trades(trade_filter=None, include_orders: bool = True) -> ScalarResult['Trade']: + """ + Helper function to query Trades using filters. + NOTE: Not supported in Backtesting. + :param trade_filter: Optional filter to apply to trades + Can be either a Filter object, or a List of filters + e.g. `(trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True),])` + e.g. `(trade_filter=Trade.id == trade_id)` + :return: unsorted query object + """ + return Trade.session.scalars(Trade.get_trades_query(trade_filter, include_orders)) + @staticmethod def get_open_order_trades() -> List['Trade']: """ Returns all open trades NOTE: Not supported in Backtesting. """ - return Trade.get_trades(Trade.open_order_id.isnot(None)).all() + return cast(List[Trade], Trade.get_trades(Trade.open_order_id.isnot(None)).all()) @staticmethod def get_open_trades_without_assigned_fees(): @@ -1392,11 +1405,12 @@ class Trade(ModelBase, LocalTrade): Retrieves total realized profit """ if Trade.use_db: - total_profit = Trade.query.with_entities( - func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False)).scalar() + total_profit: float = Trade.session.execute( + select(func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False)) + ).scalar_one() else: - total_profit = sum( - t.close_profit_abs for t in LocalTrade.get_trades_proxy(is_open=False)) + total_profit = sum(t.close_profit_abs # type: ignore + for t in LocalTrade.get_trades_proxy(is_open=False)) return total_profit or 0 @staticmethod @@ -1406,8 +1420,9 @@ class Trade(ModelBase, LocalTrade): in stake currency """ if Trade.use_db: - total_open_stake_amount = Trade.query.with_entities( - func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True)).scalar() + total_open_stake_amount = Trade.session.scalar( + select(func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True)) + ) else: total_open_stake_amount = sum( t.stake_amount for t in LocalTrade.get_trades_proxy(is_open=True)) @@ -1423,15 +1438,18 @@ class Trade(ModelBase, LocalTrade): if minutes: start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes) filters.append(Trade.close_date >= start_date) - pair_rates = Trade.query.with_entities( - Trade.pair, - func.sum(Trade.close_profit).label('profit_sum'), - func.sum(Trade.close_profit_abs).label('profit_sum_abs'), - func.count(Trade.pair).label('count') - ).filter(*filters)\ - .group_by(Trade.pair) \ - .order_by(desc('profit_sum_abs')) \ - .all() + + pair_rates = Trade.session.execute( + select( + Trade.pair, + func.sum(Trade.close_profit).label('profit_sum'), + func.sum(Trade.close_profit_abs).label('profit_sum_abs'), + func.count(Trade.pair).label('count') + ).filter(*filters) + .group_by(Trade.pair) + .order_by(desc('profit_sum_abs')) + ).all() + return [ { 'pair': pair, @@ -1456,15 +1474,16 @@ class Trade(ModelBase, LocalTrade): if (pair is not None): filters.append(Trade.pair == pair) - enter_tag_perf = Trade.query.with_entities( - Trade.enter_tag, - func.sum(Trade.close_profit).label('profit_sum'), - func.sum(Trade.close_profit_abs).label('profit_sum_abs'), - func.count(Trade.pair).label('count') - ).filter(*filters)\ - .group_by(Trade.enter_tag) \ - .order_by(desc('profit_sum_abs')) \ - .all() + enter_tag_perf = Trade.session.execute( + select( + Trade.enter_tag, + func.sum(Trade.close_profit).label('profit_sum'), + func.sum(Trade.close_profit_abs).label('profit_sum_abs'), + func.count(Trade.pair).label('count') + ).filter(*filters) + .group_by(Trade.enter_tag) + .order_by(desc('profit_sum_abs')) + ).all() return [ { @@ -1488,16 +1507,16 @@ class Trade(ModelBase, LocalTrade): filters: List = [Trade.is_open.is_(False)] if (pair is not None): filters.append(Trade.pair == pair) - - sell_tag_perf = Trade.query.with_entities( - Trade.exit_reason, - func.sum(Trade.close_profit).label('profit_sum'), - func.sum(Trade.close_profit_abs).label('profit_sum_abs'), - func.count(Trade.pair).label('count') - ).filter(*filters)\ - .group_by(Trade.exit_reason) \ - .order_by(desc('profit_sum_abs')) \ - .all() + sell_tag_perf = Trade.session.execute( + select( + Trade.exit_reason, + func.sum(Trade.close_profit).label('profit_sum'), + func.sum(Trade.close_profit_abs).label('profit_sum_abs'), + func.count(Trade.pair).label('count') + ).filter(*filters) + .group_by(Trade.exit_reason) + .order_by(desc('profit_sum_abs')) + ).all() return [ { @@ -1521,18 +1540,18 @@ class Trade(ModelBase, LocalTrade): filters: List = [Trade.is_open.is_(False)] if (pair is not None): filters.append(Trade.pair == pair) - - mix_tag_perf = Trade.query.with_entities( - Trade.id, - Trade.enter_tag, - Trade.exit_reason, - func.sum(Trade.close_profit).label('profit_sum'), - func.sum(Trade.close_profit_abs).label('profit_sum_abs'), - func.count(Trade.pair).label('count') - ).filter(*filters)\ - .group_by(Trade.id) \ - .order_by(desc('profit_sum_abs')) \ - .all() + mix_tag_perf = Trade.session.execute( + select( + Trade.id, + Trade.enter_tag, + Trade.exit_reason, + func.sum(Trade.close_profit).label('profit_sum'), + func.sum(Trade.close_profit_abs).label('profit_sum_abs'), + func.count(Trade.pair).label('count') + ).filter(*filters) + .group_by(Trade.id) + .order_by(desc('profit_sum_abs')) + ).all() return_list: List[Dict] = [] for id, enter_tag, exit_reason, profit, profit_abs, count in mix_tag_perf: @@ -1568,11 +1587,15 @@ class Trade(ModelBase, LocalTrade): NOTE: Not supported in Backtesting. :returns: Tuple containing (pair, profit_sum) """ - best_pair = Trade.query.with_entities( - Trade.pair, func.sum(Trade.close_profit).label('profit_sum') - ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date)) \ - .group_by(Trade.pair) \ - .order_by(desc('profit_sum')).first() + best_pair = Trade.session.execute( + select( + Trade.pair, + func.sum(Trade.close_profit).label('profit_sum') + ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date)) + .group_by(Trade.pair) + .order_by(desc('profit_sum')) + ).first() + return best_pair @staticmethod @@ -1582,12 +1605,13 @@ class Trade(ModelBase, LocalTrade): NOTE: Not supported in Backtesting. :returns: Tuple containing (pair, profit_sum) """ - trading_volume = Order.query.with_entities( - func.sum(Order.cost).label('volume') - ).filter( - Order.order_filled_date >= start_date, - Order.status == 'closed' - ).scalar() + trading_volume = Trade.session.execute( + select( + func.sum(Order.cost).label('volume') + ).filter( + Order.order_filled_date >= start_date, + Order.status == 'closed' + )).scalar_one() return trading_volume @staticmethod diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 727fc5a37..eb184c6d6 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -5,7 +5,7 @@ import logging from abc import abstractmethod from datetime import date, datetime, timedelta, timezone from math import isnan -from typing import Any, Dict, Generator, List, Optional, Tuple, Union +from typing import Any, Dict, Generator, List, Optional, Sequence, Tuple, Union import arrow import psutil @@ -13,6 +13,7 @@ from dateutil.relativedelta import relativedelta from dateutil.tz import tzlocal from numpy import NAN, inf, int64, mean from pandas import DataFrame, NaT +from sqlalchemy import func, select from freqtrade import __version__ from freqtrade.configuration.timerange import TimeRange @@ -158,7 +159,7 @@ class RPC: """ # Fetch open trades if trade_ids: - trades: List[Trade] = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all() + trades: Sequence[Trade] = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all() else: trades = Trade.get_open_trades() @@ -339,11 +340,13 @@ class RPC: for day in range(0, timescale): profitday = start_date - time_offset(day) # Only query for necessary columns for performance reasons. - trades = Trade.query.session.query(Trade.close_profit_abs).filter( - Trade.is_open.is_(False), - Trade.close_date >= profitday, - Trade.close_date < (profitday + time_offset(1)) - ).order_by(Trade.close_date).all() + trades = Trade.session.execute( + select(Trade.close_profit_abs) + .filter(Trade.is_open.is_(False), + Trade.close_date >= profitday, + Trade.close_date < (profitday + time_offset(1))) + .order_by(Trade.close_date) + ).all() curdayprofit = sum( trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None) @@ -381,14 +384,19 @@ 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.get_trades([Trade.is_open.is_(False)]).order_by( - order_by).limit(limit).offset(offset) + trades = Trade.session.scalars( + Trade.get_trades_query([Trade.is_open.is_(False)]) + .order_by(order_by) + .limit(limit) + .offset(offset)) else: - trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by( - Trade.close_date.desc()) + trades = Trade.session.scalars( + Trade.get_trades_query([Trade.is_open.is_(False)]) + .order_by(Trade.close_date.desc())) output = [trade.to_json() for trade in trades] - total_trades = Trade.get_trades([Trade.is_open.is_(False)]).count() + total_trades = Trade.session.scalar( + select(func.count(Trade.id)).filter(Trade.is_open.is_(False))) return { "trades": output, @@ -436,8 +444,8 @@ class RPC: """ Returns cumulative profit statistics """ trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) | Trade.is_open.is_(True)) - trades: List[Trade] = Trade.get_trades( - trade_filter, include_orders=False).order_by(Trade.id).all() + trades: Sequence[Trade] = Trade.session.scalars(Trade.get_trades_query( + trade_filter, include_orders=False).order_by(Trade.id)).all() profit_all_coin = [] profit_all_ratio = [] @@ -946,12 +954,12 @@ class RPC: def _rpc_delete_lock(self, lockid: Optional[int] = None, pair: Optional[str] = None) -> Dict[str, Any]: """ Delete specific lock(s) """ - locks = [] + locks: Sequence[PairLock] = [] if pair: locks = PairLocks.get_pair_locks(pair) if lockid: - locks = PairLock.query.filter(PairLock.id == lockid).all() + locks = PairLock.session.scalars(select(PairLock).filter(PairLock.id == lockid)).all() for lock in locks: lock.active = False diff --git a/freqtrade/util/binance_mig.py b/freqtrade/util/binance_mig.py index 708bb1db7..37a2d2ef1 100644 --- a/freqtrade/util/binance_mig.py +++ b/freqtrade/util/binance_mig.py @@ -1,6 +1,7 @@ import logging from packaging import version +from sqlalchemy import select from freqtrade.constants import Config from freqtrade.enums.tradingmode import TradingMode @@ -44,7 +45,7 @@ def _migrate_binance_futures_db(config: Config): # Should symbol be migrated too? # order.symbol = new_pair Trade.commit() - pls = PairLock.query.filter(PairLock.pair.notlike('%:%')) + pls = PairLock.session.scalars(select(PairLock).filter(PairLock.pair.notlike('%:%'))).all() for pl in pls: pl.pair = f"{pl.pair}:{config['stake_currency']}" # print(pls) diff --git a/tests/conftest.py b/tests/conftest.py index 3c10de4ec..0aa6e70a8 100644 --- a/tests/conftest.py +++ b/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) diff --git a/tests/persistence/test_migrations.py b/tests/persistence/test_migrations.py index 2a6959d58..854d39994 100644 --- a/tests/persistence/test_migrations.py +++ b/tests/persistence/test_migrations.py @@ -4,7 +4,7 @@ from pathlib import Path from unittest.mock import MagicMock import pytest -from sqlalchemy import create_engine, text +from sqlalchemy import create_engine, select, text from freqtrade.constants import DEFAULT_DB_PROD_URL from freqtrade.enums import TradingMode @@ -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 'scoped_session' in type(Trade._session).__name__ + assert hasattr(Trade, 'session') + 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',) @@ -235,8 +235,9 @@ def test_migrate_new(mocker, default_conf, fee, caplog): # Run init to test migration init_db(default_conf['db_url']) - assert len(Trade.query.filter(Trade.id == 1).all()) == 1 - trade = Trade.query.filter(Trade.id == 1).first() + trades = Trade.session.scalars(select(Trade).filter(Trade.id == 1)).all() + assert len(trades) == 1 + trade = trades[0] assert trade.fee_open == fee.return_value assert trade.fee_close == fee.return_value assert trade.open_rate_requested is None @@ -404,9 +405,9 @@ def test_migrate_pairlocks(mocker, default_conf, fee, caplog): init_db(default_conf['db_url']) - assert len(PairLock.query.all()) == 2 - assert len(PairLock.query.filter(PairLock.pair == '*').all()) == 1 - pairlocks = PairLock.query.filter(PairLock.pair == 'ETH/BTC').all() + assert len(PairLock.get_all_locks().all()) == 2 + assert len(PairLock.session.scalars(select(PairLock).filter(PairLock.pair == '*')).all()) == 1 + pairlocks = PairLock.session.scalars(select(PairLock).filter(PairLock.pair == 'ETH/BTC')).all() assert len(pairlocks) == 1 pairlocks[0].pair == 'ETH/BTC' pairlocks[0].side == '*' diff --git a/tests/persistence/test_persistence.py b/tests/persistence/test_persistence.py index 0598d4134..db882d56d 100644 --- a/tests/persistence/test_persistence.py +++ b/tests/persistence/test_persistence.py @@ -4,6 +4,7 @@ from types import FunctionType import arrow import pytest +from sqlalchemy import select from freqtrade.constants import DATETIME_PRINT_FORMAT from freqtrade.enums import TradingMode @@ -1494,7 +1495,7 @@ 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 +1557,7 @@ 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 +1619,7 @@ 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) @@ -1793,17 +1794,17 @@ def test_get_trades_proxy(fee, use_db, is_short): @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize('is_short', [True, False]) def test_get_trades__query(fee, is_short): - query = Trade.get_trades([]) + query = Trade.get_trades_query([]) # without orders there should be no join issued. - query1 = Trade.get_trades([], include_orders=False) + query1 = Trade.get_trades_query([], include_orders=False) # Empty "with-options -> default - selectin" assert query._with_options == () assert query1._with_options != () create_mock_trades(fee, is_short) - query = Trade.get_trades([]) - query1 = Trade.get_trades([], include_orders=False) + query = Trade.get_trades_query([]) + query1 = Trade.get_trades_query([], include_orders=False) assert query._with_options == () assert query1._with_options != () @@ -2016,6 +2017,7 @@ def test_Trade_object_idem(): 'get_open_trades_without_assigned_fees', 'get_open_order_trades', 'get_trades', + 'get_trades_query', 'get_exit_reason_performance', 'get_enter_tag_performance', 'get_mix_tag_performance', @@ -2443,8 +2445,8 @@ 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.query.session.commit() + order.session.add(order) + Order.session.commit() order_resp = Order.order_by_id(limit_buy_order_open['id']) assert order_resp @@ -2546,7 +2548,7 @@ 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] @@ -2575,11 +2577,11 @@ def test_recalc_trade_from_orders_dca(data) -> None: trade.recalc_trade_from_orders() Trade.commit() - orders1 = Order.query.all() + orders1 = Order.session.scalars(select(Order)).all() assert orders1 assert len(orders1) == idx + 1 - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert len(trade.orders) == idx + 1 if idx < len(data) - 1: @@ -2596,6 +2598,6 @@ def test_recalc_trade_from_orders_dca(data) -> None: assert pytest.approx(trade.close_profit_abs) == data['end_profit'] assert pytest.approx(trade.close_profit) == data['end_profit_ratio'] assert not trade.is_open - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.open_order_id is None diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py index 18ee365e2..bc8fe84f1 100644 --- a/tests/plugins/test_pairlist.py +++ b/tests/plugins/test_pairlist.py @@ -711,8 +711,8 @@ def test_PrecisionFilter_error(mocker, whitelist_conf) -> None: def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None: whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PerformanceFilter"}] - if hasattr(Trade, 'query'): - del Trade.query + if hasattr(Trade, 'session'): + del Trade.session mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) exchange = get_patched_exchange(mocker, whitelist_conf) pm = PairListManager(exchange, whitelist_conf, MagicMock()) diff --git a/tests/plugins/test_pairlocks.py b/tests/plugins/test_pairlocks.py index 0ba9bb746..6b7112f98 100644 --- a/tests/plugins/test_pairlocks.py +++ b/tests/plugins/test_pairlocks.py @@ -14,7 +14,7 @@ def test_PairLocks(use_db): PairLocks.use_db = use_db # No lock should be present if use_db: - assert len(PairLock.query.all()) == 0 + assert len(PairLock.get_all_locks().all()) == 0 assert PairLocks.use_db == use_db @@ -88,13 +88,13 @@ def test_PairLocks(use_db): if use_db: locks = PairLocks.get_all_locks() - locks_db = PairLock.query.all() + locks_db = PairLock.get_all_locks().all() assert len(locks) == len(locks_db) assert len(locks_db) > 0 else: # Nothing was pushed to the database assert len(PairLocks.get_all_locks()) > 0 - assert len(PairLock.query.all()) == 0 + assert len(PairLock.get_all_locks().all()) == 0 # Reset use-db variable PairLocks.reset_locks() PairLocks.use_db = True @@ -107,7 +107,7 @@ def test_PairLocks_getlongestlock(use_db): # No lock should be present PairLocks.use_db = use_db if use_db: - assert len(PairLock.query.all()) == 0 + assert len(PairLock.get_all_locks().all()) == 0 assert PairLocks.use_db == use_db @@ -139,7 +139,7 @@ def test_PairLocks_reason(use_db): PairLocks.use_db = use_db # No lock should be present if use_db: - assert len(PairLock.query.all()) == 0 + assert len(PairLock.get_all_locks().all()) == 0 assert PairLocks.use_db == use_db diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py index 2bbdf3d4f..5e6128c73 100644 --- a/tests/plugins/test_protections.py +++ b/tests/plugins/test_protections.py @@ -74,7 +74,7 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool, trade.close(close_price) trade.exit_reason = exit_reason - Trade.query.session.add(trade) + Trade.session.add(trade) Trade.commit() return trade diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 1a1802c68..7d829bdb6 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -4,6 +4,7 @@ from unittest.mock import ANY, MagicMock, PropertyMock import pytest from numpy import isnan +from sqlalchemy import select from freqtrade.edge import PairInfo from freqtrade.enums import SignalDirection, State, TradingMode @@ -354,7 +355,7 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short): with pytest.raises(RPCException, match='invalid argument'): rpc._rpc_delete('200') - trades = Trade.query.all() + trades = Trade.session.scalars(select(Trade)).all() trades[1].stoploss_order_id = '1234' trades[2].stoploss_order_id = '1234' assert len(trades) > 2 @@ -717,7 +718,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None: mocker.patch(f'{EXMS}._dry_is_price_crossed', MagicMock(return_value=False)) freqtradebot.enter_positions() # make an limit-buy open trade - trade = Trade.query.filter(Trade.id == '3').first() + trade = Trade.session.scalars(select(Trade).filter(Trade.id == '3')).first() filled_amount = trade.amount / 2 # Fetch order - it's open first, and closed after cancel_order is called. mocker.patch( @@ -753,7 +754,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None: freqtradebot.config['max_open_trades'] = 3 freqtradebot.enter_positions() - trade = Trade.query.filter(Trade.id == '2').first() + trade = Trade.session.scalars(select(Trade).filter(Trade.id == '2')).first() amount = trade.amount # make an limit-buy open trade, if there is no 'filled', don't sell it mocker.patch( @@ -771,7 +772,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None: assert cancel_order_mock.call_count == 2 assert trade.amount == amount - trade = Trade.query.filter(Trade.id == '3').first() + trade = Trade.session.scalars(select(Trade).filter(Trade.id == '3')).first() # make an limit-sell open trade mocker.patch( diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 9c2c3ee3a..97319b78b 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -14,6 +14,7 @@ from fastapi import FastAPI, WebSocketDisconnect from fastapi.exceptions import HTTPException from fastapi.testclient import TestClient from requests.auth import _basic_auth_str +from sqlalchemy import select from freqtrade.__init__ import __version__ from freqtrade.enums import CandleType, RunMode, State, TradingMode @@ -624,7 +625,7 @@ def test_api_trades(botclient, mocker, fee, markets, is_short): assert rc.json()['offset'] == 0 create_mock_trades(fee, is_short=is_short) - Trade.query.session.flush() + Trade.session.flush() rc = client_get(client, f"{BASE_URI}/trades") assert_response(rc) @@ -652,7 +653,7 @@ 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") @@ -677,7 +678,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short): create_mock_trades(fee, is_short=is_short) ftbot.strategy.order_types['stoploss_on_exchange'] = True - trades = Trade.query.all() + trades = Trade.session.scalars(select(Trade)).all() trades[1].stoploss_order_id = '1234' Trade.commit() assert len(trades) > 2 @@ -685,7 +686,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short): rc = client_delete(client, f"{BASE_URI}/trades/1") assert_response(rc) assert rc.json()['result_msg'] == 'Deleted trade 1. Closed 1 open orders.' - assert len(trades) - 1 == len(Trade.query.all()) + assert len(trades) - 1 == len(Trade.session.scalars(select(Trade)).all()) assert cancel_mock.call_count == 1 cancel_mock.reset_mock() @@ -694,11 +695,11 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short): assert_response(rc, 502) assert cancel_mock.call_count == 0 - assert len(trades) - 1 == len(Trade.query.all()) + assert len(trades) - 1 == len(Trade.session.scalars(select(Trade)).all()) rc = client_delete(client, f"{BASE_URI}/trades/2") assert_response(rc) assert rc.json()['result_msg'] == 'Deleted trade 2. Closed 2 open orders.' - assert len(trades) - 2 == len(Trade.query.all()) + assert len(trades) - 2 == len(Trade.session.scalars(select(Trade)).all()) assert stoploss_mock.call_count == 1 rc = client_delete(client, f"{BASE_URI}/trades/502") @@ -943,7 +944,7 @@ 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 +961,7 @@ 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 +1291,7 @@ 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 +1300,7 @@ 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 +1310,7 @@ 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 diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 59b6df489..b1859f581 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -14,6 +14,7 @@ import arrow import pytest import time_machine from pandas import DataFrame +from sqlalchemy import select from telegram import Chat, Message, ReplyKeyboardMarkup, Update from telegram.error import BadRequest, NetworkError, TelegramError @@ -692,7 +693,7 @@ def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, f # Create some test data freqtradebot.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() context = MagicMock() # Test with invalid 2nd argument (should silently pass) @@ -945,7 +946,7 @@ def test_telegram_forceexit_handle(default_conf, update, ticker, fee, # Create some test data freqtradebot.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade # Increase the price and sell it @@ -1020,7 +1021,7 @@ def test_telegram_force_exit_down_handle(default_conf, update, ticker, fee, fetch_ticker=ticker_sell_down ) - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade # /forceexit 1 diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 349655243..cea70ec48 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -10,6 +10,7 @@ from unittest.mock import ANY, MagicMock, PropertyMock, patch import arrow import pytest from pandas import DataFrame +from sqlalchemy import select from freqtrade.constants import CANCEL_REASON, UNLIMITED_STAKE_AMOUNT from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RPCMessageType, RunMode, @@ -247,7 +248,7 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker, patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() caplog.clear() ############################################# ticker_val.update({ @@ -278,7 +279,7 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) - freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade is not None assert trade.stake_amount == 60.0 @@ -286,7 +287,7 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) - assert trade.open_date is not None freqtrade.enter_positions() - trade = Trade.query.order_by(Trade.id.desc()).first() + trade = Trade.session.scalars(select(Trade).order_by(Trade.id.desc())).first() assert trade is not None assert trade.stake_amount == 60.0 @@ -317,7 +318,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_order, patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.create_trade('ETH/USDT') - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade is not None assert pytest.approx(trade.stake_amount) == 60.0 @@ -568,12 +569,12 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - trades = Trade.query.filter(Trade.is_open.is_(True)).all() + trades = Trade.get_open_trades() assert not trades freqtrade.process() - trades = Trade.query.filter(Trade.is_open.is_(True)).all() + trades = Trade.get_open_trades() assert len(trades) == 1 trade = trades[0] assert trade is not None @@ -640,11 +641,11 @@ def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_ freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) - trades = Trade.query.filter(Trade.is_open.is_(True)).all() + trades = Trade.get_open_trades() assert not trades freqtrade.process() - trades = Trade.query.filter(Trade.is_open.is_(True)).all() + trades = Trade.get_open_trades() assert len(trades) == 1 # Nothing happened ... @@ -671,7 +672,7 @@ def test_process_trade_no_whitelist_pair(default_conf_usdt, ticker_usdt, limit_b assert pair not in default_conf_usdt['exchange']['pair_whitelist'] # create open trade not in whitelist - Trade.query.session.add(Trade( + Trade.session.add(Trade( pair=pair, stake_amount=0.001, fee_open=fee.return_value, @@ -681,7 +682,7 @@ def test_process_trade_no_whitelist_pair(default_conf_usdt, ticker_usdt, limit_b open_rate=0.01, exchange='binance', )) - Trade.query.session.add(Trade( + Trade.session.add(Trade( pair='ETH/USDT', stake_amount=0.001, fee_open=fee.return_value, @@ -838,7 +839,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, # Should create an open trade with an open order id # As the order is not fulfilled yet - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade assert trade.is_open is True @@ -865,7 +866,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=order)) assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) - trade = Trade.query.all()[2] + trade = Trade.session.scalars(select(Trade)).all()[2] trade.is_short = is_short assert trade assert trade.open_order_id is None @@ -883,7 +884,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, order['id'] = '555' mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=order)) assert freqtrade.execute_entry(pair, stake_amount) - trade = Trade.query.all()[3] + trade = Trade.session.scalars(select(Trade)).all()[3] trade.is_short = is_short assert trade assert trade.open_order_id is None @@ -896,7 +897,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0 assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) - trade = Trade.query.all()[4] + trade = Trade.session.scalars(select(Trade)).all()[4] trade.is_short = is_short assert trade assert pytest.approx(trade.stake_amount) == 150 @@ -905,7 +906,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, order['id'] = '557' freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0 assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) - trade = Trade.query.all()[5] + trade = Trade.session.scalars(select(Trade)).all()[5] trade.is_short = is_short assert trade assert pytest.approx(trade.stake_amount) == 2.0 @@ -934,7 +935,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, order['id'] = '5566' freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508 assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) - trade = Trade.query.all()[6] + trade = Trade.session.scalars(select(Trade)).all()[6] trade.is_short = is_short assert trade assert trade.open_rate_requested == 0.508 @@ -951,7 +952,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, ) assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) - trade = Trade.query.all()[7] + trade = Trade.session.scalars(select(Trade)).all()[7] trade.is_short = is_short assert trade assert trade.open_rate_requested == 10 @@ -961,7 +962,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, order['id'] = '5568' freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price" assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) - trade = Trade.query.all()[8] + trade = Trade.session.scalars(select(Trade)).all()[8] # Trade(id=9, pair=ETH/USDT, amount=0.20000000, is_short=False, # leverage=1.0, open_rate=10.00000000, open_since=...) # Trade(id=9, pair=ETH/USDT, amount=0.60000000, is_short=True, @@ -982,7 +983,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, freqtrade.exchange.get_max_pair_stake_amount = MagicMock(return_value=500) assert freqtrade.execute_entry(pair, 2000, is_short=is_short) - trade = Trade.query.all()[9] + trade = Trade.session.scalars(select(Trade)).all()[9] trade.is_short = is_short assert pytest.approx(trade.stake_amount) == 500 @@ -991,7 +992,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, freqtrade.strategy.leverage.reset_mock() assert freqtrade.execute_entry(pair, 200, leverage_=3) assert freqtrade.strategy.leverage.call_count == 0 - trade = Trade.query.all()[10] + trade = Trade.session.scalars(select(Trade)).all()[10] assert trade.leverage == 1 if trading_mode == 'spot' else 3 @@ -1053,7 +1054,7 @@ def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order, freqtrade.strategy.leverage = MagicMock(return_value=5.0) assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade.leverage == 5.0 # assert trade.stake_amount == 2 @@ -1158,7 +1159,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_ # as a trade actually happened caplog.clear() freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short trade.is_open = True trade.open_order_id = None @@ -1271,7 +1272,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short trade.is_open = True trade.open_order_id = None @@ -1316,7 +1317,7 @@ def test_create_stoploss_order_invalid_order( freqtrade.strategy.order_types['stoploss_on_exchange'] = True freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short caplog.clear() freqtrade.create_stoploss_order(trade, 200) @@ -1367,7 +1368,7 @@ def test_create_stoploss_order_insufficient_funds( freqtrade.strategy.order_types['stoploss_on_exchange'] = True freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short caplog.clear() freqtrade.create_stoploss_order(trade, 200) @@ -1435,7 +1436,7 @@ def test_handle_stoploss_on_exchange_trailing( patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short trade.is_open = True trade.open_order_id = None @@ -1554,7 +1555,7 @@ def test_handle_stoploss_on_exchange_trailing_error( freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60 patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short trade.is_open = True trade.open_order_id = None @@ -1668,7 +1669,7 @@ def test_handle_stoploss_on_exchange_custom_stop( patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short trade.is_open = True trade.open_order_id = None @@ -1796,7 +1797,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_orde freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist) freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 @@ -2162,7 +2163,7 @@ def test_handle_trade( freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade @@ -2217,7 +2218,7 @@ def test_handle_overlapping_signals( freqtrade.enter_positions() # Buy and Sell triggering, so doing nothing ... - trades = Trade.query.all() + trades = Trade.session.scalars(select(Trade)).all() nb_trades = len(trades) assert nb_trades == 0 @@ -2225,7 +2226,7 @@ def test_handle_overlapping_signals( # Buy is triggering, so buying ... patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.enter_positions() - trades = Trade.query.all() + trades = Trade.session.scalars(select(Trade)).all() for trade in trades: trade.is_short = is_short nb_trades = len(trades) @@ -2235,7 +2236,7 @@ def test_handle_overlapping_signals( # Buy and Sell are not triggering, so doing nothing ... patch_get_signal(freqtrade, enter_long=False) assert freqtrade.handle_trade(trades[0]) is False - trades = Trade.query.all() + trades = Trade.session.scalars(select(Trade)).all() for trade in trades: trade.is_short = is_short nb_trades = len(trades) @@ -2248,7 +2249,7 @@ def test_handle_overlapping_signals( else: patch_get_signal(freqtrade, enter_long=True, exit_long=True) assert freqtrade.handle_trade(trades[0]) is False - trades = Trade.query.all() + trades = Trade.session.scalars(select(Trade)).all() for trade in trades: trade.is_short = is_short nb_trades = len(trades) @@ -2260,7 +2261,7 @@ def test_handle_overlapping_signals( patch_get_signal(freqtrade, enter_long=False, exit_short=True) else: patch_get_signal(freqtrade, enter_long=False, exit_long=True) - trades = Trade.query.all() + trades = Trade.session.scalars(select(Trade)).all() for trade in trades: trade.is_short = is_short assert freqtrade.handle_trade(trades[0]) is True @@ -2291,7 +2292,7 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee, freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short trade.is_open = True @@ -2333,7 +2334,7 @@ def test_handle_trade_use_exit_signal( freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short trade.is_open = True @@ -2370,7 +2371,7 @@ def test_close_trade( # Create trade and sell it freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade @@ -2427,7 +2428,7 @@ def test_manage_open_orders_entry_usercustom( open_trade.is_short = is_short open_trade.orders[0].side = 'sell' if is_short else 'buy' open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy' - Trade.query.session.add(open_trade) + Trade.session.add(open_trade) Trade.commit() # Ensure default is to return empty (so not mocked yet) @@ -2438,7 +2439,8 @@ def test_manage_open_orders_entry_usercustom( freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False) freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 0 - trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + trades = Trade.session.scalars( + select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all() nb_trades = len(trades) assert nb_trades == 1 assert freqtrade.strategy.check_entry_timeout.call_count == 1 @@ -2446,7 +2448,8 @@ def test_manage_open_orders_entry_usercustom( freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 0 - trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + trades = Trade.session.scalars( + select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all() nb_trades = len(trades) assert nb_trades == 1 assert freqtrade.strategy.check_entry_timeout.call_count == 1 @@ -2456,7 +2459,8 @@ def test_manage_open_orders_entry_usercustom( freqtrade.manage_open_orders() assert cancel_order_wr_mock.call_count == 1 assert rpc_mock.call_count == 2 - trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + trades = Trade.session.scalars( + select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all() nb_trades = len(trades) assert nb_trades == 0 assert freqtrade.strategy.check_entry_timeout.call_count == 1 @@ -2486,7 +2490,7 @@ def test_manage_open_orders_entry( freqtrade = FreqtradeBot(default_conf_usdt) open_trade.is_short = is_short - Trade.query.session.add(open_trade) + Trade.session.add(open_trade) Trade.commit() freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False) @@ -2495,7 +2499,8 @@ def test_manage_open_orders_entry( freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 2 - trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + trades = Trade.session.scalars( + select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all() nb_trades = len(trades) assert nb_trades == 0 # Custom user buy-timeout is never called @@ -2524,7 +2529,7 @@ def test_adjust_entry_cancel( ) open_trade.is_short = is_short - Trade.query.session.add(open_trade) + Trade.session.add(open_trade) Trade.commit() # Timeout to not interfere @@ -2533,9 +2538,10 @@ def test_adjust_entry_cancel( # check that order is cancelled freqtrade.strategy.adjust_entry_price = MagicMock(return_value=None) freqtrade.manage_open_orders() - trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + trades = Trade.session.scalars( + select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all() assert len(trades) == 0 - assert len(Order.query.all()) == 0 + assert len(Order.session.scalars(select(Order)).all()) == 0 assert log_has_re( f"{'Sell' if is_short else 'Buy'} order user requested order cancel*", caplog) assert log_has_re( @@ -2565,7 +2571,7 @@ def test_adjust_entry_maintain_replace( ) open_trade.is_short = is_short - Trade.query.session.add(open_trade) + Trade.session.add(open_trade) Trade.commit() # Timeout to not interfere @@ -2574,7 +2580,8 @@ def test_adjust_entry_maintain_replace( # Check that order is maintained freqtrade.strategy.adjust_entry_price = MagicMock(return_value=old_order['price']) freqtrade.manage_open_orders() - trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + trades = Trade.session.scalars( + select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all() assert len(trades) == 1 assert len(Order.get_open_orders()) == 1 # Entry adjustment is called @@ -2584,9 +2591,10 @@ def test_adjust_entry_maintain_replace( freqtrade.get_valid_enter_price_and_stake = MagicMock(return_value={100, 10, 1}) freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234) freqtrade.manage_open_orders() - trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + trades = Trade.session.scalars( + select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all() assert len(trades) == 1 - nb_all_orders = len(Order.query.all()) + nb_all_orders = len(Order.session.scalars(select(Order)).all()) assert nb_all_orders == 2 # New order seems to be in closed status? # nb_open_orders = len(Order.get_open_orders()) @@ -2618,14 +2626,15 @@ def test_check_handle_cancelled_buy( freqtrade = FreqtradeBot(default_conf_usdt) open_trade.orders = [] open_trade.is_short = is_short - Trade.query.session.add(open_trade) + Trade.session.add(open_trade) Trade.commit() # check it does cancel buy orders over the time limit freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 2 - trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + trades = Trade.session.scalars( + select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all() assert len(trades) == 0 assert log_has_re( f"{'Sell' if is_short else 'Buy'} order cancelled on exchange for Trade.*", caplog) @@ -2649,14 +2658,15 @@ def test_manage_open_orders_buy_exception( freqtrade = FreqtradeBot(default_conf_usdt) open_trade.is_short = is_short - Trade.query.session.add(open_trade) + Trade.session.add(open_trade) Trade.commit() # check it does cancel buy orders over the time limit freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 1 - trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + trades = Trade.session.scalars( + select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all() nb_trades = len(trades) assert nb_trades == 1 @@ -2691,7 +2701,7 @@ def test_manage_open_orders_exit_usercustom( open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime open_trade_usdt.close_profit_abs = 0.001 - Trade.query.session.add(open_trade_usdt) + Trade.session.add(open_trade_usdt) Trade.commit() # Ensure default is false freqtrade.manage_open_orders() @@ -2771,7 +2781,7 @@ def test_manage_open_orders_exit( open_trade_usdt.close_profit_abs = 0.001 open_trade_usdt.is_short = is_short - Trade.query.session.add(open_trade_usdt) + Trade.session.add(open_trade_usdt) Trade.commit() freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False) @@ -2811,7 +2821,7 @@ def test_check_handle_cancelled_exit( open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime open_trade_usdt.is_short = is_short - Trade.query.session.add(open_trade_usdt) + Trade.session.add(open_trade_usdt) Trade.commit() # check it does cancel sell orders over the time limit @@ -2848,7 +2858,7 @@ def test_manage_open_orders_partial( ) freqtrade = FreqtradeBot(default_conf_usdt) prior_stake = open_trade.stake_amount - Trade.query.session.add(open_trade) + Trade.session.add(open_trade) Trade.commit() # check it does cancel buy orders over the time limit @@ -2856,7 +2866,8 @@ def test_manage_open_orders_partial( freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 3 - trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + trades = Trade.session.scalars( + select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all() assert len(trades) == 1 assert trades[0].amount == 23.0 assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount / leverage @@ -2893,7 +2904,7 @@ def test_manage_open_orders_partial_fee( open_trade.fee_open = fee() open_trade.fee_close = fee() - Trade.query.session.add(open_trade) + Trade.session.add(open_trade) Trade.commit() # cancelling a half-filled order should update the amount to the bought amount # and apply fees if necessary. @@ -2903,7 +2914,8 @@ def test_manage_open_orders_partial_fee( assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 3 - trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + trades = Trade.session.scalars( + select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all() assert len(trades) == 1 # Verify that trade has been updated assert trades[0].amount == (limit_buy_order_old_partial['amount'] - @@ -2943,7 +2955,7 @@ def test_manage_open_orders_partial_except( open_trade.fee_open = fee() open_trade.fee_close = fee() - Trade.query.session.add(open_trade) + Trade.session.add(open_trade) Trade.commit() # cancelling a half-filled order should update the amount to the bought amount # and apply fees if necessary. @@ -2953,7 +2965,8 @@ def test_manage_open_orders_partial_except( assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 3 - trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + trades = Trade.session.scalars( + select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all() assert len(trades) == 1 # Verify that trade has been updated @@ -2982,7 +2995,7 @@ def test_manage_open_orders_exception(default_conf_usdt, ticker_usdt, open_trade ) freqtrade = FreqtradeBot(default_conf_usdt) - Trade.query.session.add(open_trade_usdt) + Trade.session.add(open_trade_usdt) Trade.commit() caplog.clear() @@ -3011,7 +3024,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_ freqtrade._notify_enter_cancel = MagicMock() trade = mock_trade_usdt_4(fee, is_short) - Trade.query.session.add(trade) + Trade.session.add(trade) Trade.commit() l_order['filled'] = 0.0 @@ -3061,7 +3074,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho reason = CANCEL_REASON['TIMEOUT'] trade = mock_trade_usdt_4(fee, is_short) - Trade.query.session.add(trade) + Trade.session.add(trade) Trade.commit() assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason) assert cancel_order_mock.call_count == 0 @@ -3095,7 +3108,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order freqtrade = FreqtradeBot(default_conf_usdt) freqtrade._notify_enter_cancel = MagicMock() trade = mock_trade_usdt_4(fee, is_short) - Trade.query.session.add(trade) + Trade.session.add(trade) Trade.commit() l_order['filled'] = 0.0 l_order['status'] = 'open' @@ -3261,7 +3274,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_ freqtrade.enter_positions() rpc_mock.reset_mock() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade.is_short == is_short assert trade assert freqtrade.strategy.confirm_trade_exit.call_count == 0 @@ -3342,7 +3355,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd # Create some test data freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade @@ -3415,7 +3428,7 @@ def test_execute_trade_exit_custom_exit_price( freqtrade.enter_positions() rpc_mock.reset_mock() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade assert freqtrade.strategy.confirm_trade_exit.call_count == 0 @@ -3492,7 +3505,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( # Create some test data freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade.is_short == is_short assert trade @@ -3566,7 +3579,7 @@ def test_execute_trade_exit_sloe_cancel_exception( patch_get_signal(freqtrade) freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() PairLock.session = MagicMock() freqtrade.config['dry_run'] = False @@ -3611,7 +3624,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange( # Create some test data freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade trades = [trade] @@ -3631,7 +3644,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange( exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS) ) - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade assert cancel_order.call_count == 1 @@ -3669,7 +3682,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit( # Create some test data freqtrade.enter_positions() freqtrade.manage_open_orders() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trades = [trade] assert trade.stoploss_order_id is None @@ -3755,7 +3768,7 @@ def test_execute_trade_exit_market_order( # Create some test data freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade @@ -3830,7 +3843,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u # Create some test data freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade @@ -3898,7 +3911,7 @@ def test_exit_profit_only( exit_type=ExitType.NONE)) freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade.is_short == is_short oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside) trade.update_order(limit_order[eside]) @@ -3941,7 +3954,7 @@ def test_sell_not_enough_balance(default_conf_usdt, limit_order, limit_order_ope freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() amnt = trade.amount oobj = Order.parse_from_ccxt_object(limit_order['buy'], limit_order['buy']['symbol'], 'buy') @@ -4009,7 +4022,7 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, # Create some test data freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade @@ -4064,7 +4077,7 @@ def test_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_ freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short oobj = Order.parse_from_ccxt_object( limit_order[eside], limit_order[eside]['symbol'], eside) @@ -4114,7 +4127,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open, freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade.is_short == is_short assert freqtrade.handle_trade(trade) is False @@ -4189,7 +4202,7 @@ def test_trailing_stop_loss_positive( freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade.is_short == is_short oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside) trade.update_order(limit_order[eside]) @@ -4286,7 +4299,7 @@ def test_disable_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limi freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short oobj = Order.parse_from_ccxt_object( @@ -4752,7 +4765,7 @@ def test_order_book_depth_of_market( patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() if is_high_delta: assert trade is None else: @@ -4763,7 +4776,7 @@ def test_order_book_depth_of_market( assert trade.open_date is not None assert trade.exchange == 'binance' - assert len(Trade.query.all()) == 1 + assert len(Trade.session.scalars(select(Trade)).all()) == 1 # Simulate fulfilled LIMIT_BUY order for trade oobj = Order.parse_from_ccxt_object( @@ -4860,7 +4873,7 @@ def test_order_book_exit_pricing( freqtrade.enter_positions() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade time.sleep(0.01) # Race condition fix @@ -4932,7 +4945,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_ n = bot.enter_positions() assert n == 2 - trades = Trade.query.all() + trades = Trade.session.scalars(select(Trade)).all() assert len(trades) == 2 bot.config['max_open_trades'] = 3 @@ -4965,7 +4978,7 @@ def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_order, lim freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) create_mock_trades(fee, is_short=is_short) - trades = Trade.query.all() + trades = Trade.session.scalars(select(Trade)).all() assert len(trades) == MOCK_TRADE_COUNT freqtrade.cancel_all_open_orders() assert buy_mock.call_count == buy_calls @@ -4981,7 +4994,7 @@ def test_check_for_open_trades(mocker, default_conf_usdt, fee, is_short): assert freqtrade.rpc.send_msg.call_count == 0 create_mock_trades(fee, is_short) - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short trade.is_open = True @@ -5149,7 +5162,7 @@ def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog, is_sh exchange='binance', is_short=is_short ) - Trade.query.session.add(trade) + Trade.session.add(trade) freqtrade.handle_insufficient_funds(trade) # assert log_has_re(r"Trying to reupdate buy fees for .*", caplog) @@ -5546,10 +5559,10 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: assert freqtrade.execute_entry(pair, stake_amount) # Should create an closed trade with an no open order id # Order is filled and trade is open - orders = Order.query.all() + orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 1 - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.is_open is True assert trade.open_order_id is None @@ -5559,7 +5572,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: # Assume it does nothing since order is closed and trade is open freqtrade.update_trades_without_assigned_fees() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.is_open is True assert trade.open_order_id is None @@ -5569,7 +5582,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: freqtrade.manage_open_orders() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.is_open is True assert trade.open_order_id is None @@ -5595,10 +5608,10 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', MagicMock(return_value=open_dca_order_1)) assert freqtrade.execute_entry(pair, stake_amount, trade=trade) - orders = Order.query.all() + orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 2 - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.open_order_id == '651' assert trade.open_rate == 11 @@ -5628,14 +5641,14 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', fetch_order_mm) freqtrade.update_trades_without_assigned_fees() - orders = Order.query.all() + orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 2 # Assert that the trade is found as open and without fees trades: List[Trade] = Trade.get_open_trades_without_assigned_fees() assert len(trades) == 1 # Assert trade is as expected - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.open_order_id == '651' assert trade.open_rate == 11 @@ -5672,14 +5685,14 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: freqtrade.manage_open_orders() # Assert trade is as expected (averaged dca) - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.open_order_id is None assert pytest.approx(trade.open_rate) == 9.90909090909 assert trade.amount == 22 assert pytest.approx(trade.stake_amount) == 218 - orders = Order.query.all() + orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 2 @@ -5714,14 +5727,14 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: assert freqtrade.execute_entry(pair, stake_amount, trade=trade) # Assert trade is as expected (averaged dca) - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.open_order_id is None assert pytest.approx(trade.open_rate) == 8.729729729729 assert trade.amount == 37 assert trade.stake_amount == 323 - orders = Order.query.all() + orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 3 @@ -5752,7 +5765,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: sub_trade_amt=15) # Assert trade is as expected (averaged dca) - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.open_order_id is None assert trade.is_open @@ -5760,7 +5773,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: assert trade.stake_amount == 192.05405405405406 assert pytest.approx(trade.open_rate) == 8.729729729729 - orders = Order.query.all() + orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 4 @@ -5825,10 +5838,10 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: assert freqtrade.execute_entry(pair, amount) # Should create an closed trade with an no open order id # Order is filled and trade is open - orders = Order.query.all() + orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 1 - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.is_open is True assert trade.open_order_id is None @@ -5838,7 +5851,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: # Assume it does nothing since order is closed and trade is open freqtrade.update_trades_without_assigned_fees() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.is_open is True assert trade.open_order_id is None @@ -5848,7 +5861,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: freqtrade.manage_open_orders() - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.is_open is True assert trade.open_order_id is None @@ -5884,7 +5897,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: assert len(trades) == 1 # Assert trade is as expected (averaged dca) - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.open_order_id is None assert trade.amount == 50 @@ -5893,7 +5906,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: assert pytest.approx(trade.realized_profit) == -152.375 assert pytest.approx(trade.close_profit_abs) == -152.375 - orders = Order.query.all() + orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 2 # Make sure the closed order is found as the second order. @@ -5926,7 +5939,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: sub_trade_amt=amount) # Assert trade is as expected (averaged dca) - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.open_order_id is None assert trade.amount == 50 @@ -5935,7 +5948,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: # Trade fully realized assert pytest.approx(trade.realized_profit) == 94.25 assert pytest.approx(trade.close_profit_abs) == 94.25 - orders = Order.query.all() + orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 3 @@ -6020,11 +6033,11 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None: exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT), sub_trade_amt=amount) - orders1 = Order.query.all() + orders1 = Order.session.scalars(select(Order)).all() assert orders1 assert len(orders1) == idx + 1 - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade if idx < len(data) - 1: assert trade.is_open is True @@ -6039,7 +6052,7 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None: order_obj = trade.select_order(order[0], False) assert order_obj.order_id == f'60{idx}' - trade = Trade.query.first() + trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.open_order_id is None assert trade.is_open is False diff --git a/tests/test_integration.py b/tests/test_integration.py index 4c57c5669..922285309 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -1,6 +1,7 @@ from unittest.mock import MagicMock import pytest +from sqlalchemy import select from freqtrade.enums import ExitCheckTuple, ExitType, TradingMode from freqtrade.persistence import Trade @@ -91,7 +92,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee, assert freqtrade.strategy.confirm_trade_exit.call_count == 0 wallets_mock.reset_mock() - trades = Trade.query.all() + trades = Trade.session.scalars(select(Trade)).all() # Make sure stoploss-order is open and trade is bought (since we mock update_trade_state) for trade in trades: stoploss_order_closed['id'] = '3' @@ -179,13 +180,13 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati n = freqtrade.enter_positions() assert n == 4 - trades = Trade.query.all() + trades = Trade.session.scalars(select(Trade)).all() assert len(trades) == 4 assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') == result1 rpc._rpc_force_entry('TKN/BTC', None) - trades = Trade.query.all() + trades = Trade.session.scalars(select(Trade)).all() assert len(trades) == 5 for trade in trades: