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Initial steps to change bid/ask pricing to enter/exit

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This commit is contained in:
Matthias
2022-03-27 18:03:49 +02:00
parent d1f61c4cf9
commit bcf326a035
30 changed files with 193 additions and 131 deletions
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36
tests/test_configuration.py
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@@ -809,21 +809,21 @@ def test_validate_price_side(default_conf):
conf = deepcopy(default_conf)
conf['order_types']['entry'] = 'market'
with pytest.raises(OperationalException,
match='Market buy orders require bid_strategy.price_side = "ask".'):
match='Market buy orders require entry_pricing.price_side = "ask".'):
validate_config_consistency(conf)
conf = deepcopy(default_conf)
conf['order_types']['exit'] = 'market'
with pytest.raises(OperationalException,
match='Market sell orders require ask_strategy.price_side = "bid".'):
match='Market sell orders require exit_pricing.price_side = "bid".'):
validate_config_consistency(conf)
# Validate inversed case
conf = deepcopy(default_conf)
conf['order_types']['exit'] = 'market'
conf['order_types']['entry'] = 'market'
conf['ask_strategy']['price_side'] = 'bid'
conf['bid_strategy']['price_side'] = 'ask'
conf['exit_pricing']['price_side'] = 'bid'
conf['entry_pricing']['price_side'] = 'ask'
validate_config_consistency(conf)
@@ -926,18 +926,18 @@ def test_validate_protections(default_conf, protconf, expected):
def test_validate_ask_orderbook(default_conf, caplog) -> None:
conf = deepcopy(default_conf)
conf['ask_strategy']['use_order_book'] = True
conf['ask_strategy']['order_book_min'] = 2
conf['ask_strategy']['order_book_max'] = 2
conf['exit_pricing']['use_order_book'] = True
conf['exit_pricing']['order_book_min'] = 2
conf['exit_pricing']['order_book_max'] = 2
validate_config_consistency(conf)
assert log_has_re(r"DEPRECATED: Please use `order_book_top` instead of.*", caplog)
assert conf['ask_strategy']['order_book_top'] == 2
assert conf['exit_pricing']['order_book_top'] == 2
conf['ask_strategy']['order_book_max'] = 5
conf['exit_pricing']['order_book_max'] = 5
with pytest.raises(OperationalException,
match=r"Using order_book_max != order_book_min in ask_strategy.*"):
match=r"Using order_book_max != order_book_min in exit_pricing.*"):
validate_config_consistency(conf)
@@ -1200,15 +1200,15 @@ def test_pairlist_resolving_fallback(mocker):
@pytest.mark.parametrize("setting", [
("ask_strategy", "use_sell_signal", True,
("exit_pricing", "use_sell_signal", True,
None, "use_sell_signal", False),
("ask_strategy", "sell_profit_only", True,
("exit_pricing", "sell_profit_only", True,
None, "sell_profit_only", False),
("ask_strategy", "sell_profit_offset", 0.1,
("exit_pricing", "sell_profit_offset", 0.1,
None, "sell_profit_offset", 0.01),
("ask_strategy", "ignore_roi_if_buy_signal", True,
("exit_pricing", "ignore_roi_if_buy_signal", True,
None, "ignore_roi_if_buy_signal", False),
("ask_strategy", "ignore_buying_expired_candle_after", 5,
("exit_pricing", "ignore_buying_expired_candle_after", 5,
None, "ignore_buying_expired_candle_after", 6),
])
def test_process_temporary_deprecated_settings(mocker, default_conf, setting, caplog):
@@ -1434,15 +1434,15 @@ def test_flat_vars_to_nested_dict(caplog):
'FREQTRADE__EXCHANGE__SOME_SETTING': 'true',
'FREQTRADE__EXCHANGE__SOME_FALSE_SETTING': 'false',
'FREQTRADE__EXCHANGE__CONFIG__whatever': 'sometime',
'FREQTRADE__ASK_STRATEGY__PRICE_SIDE': 'bid',
'FREQTRADE__ASK_STRATEGY__cccc': '500',
'FREQTRADE__EXIT_PRICING__PRICE_SIDE': 'bid',
'FREQTRADE__EXIT_PRICING__cccc': '500',
'FREQTRADE__STAKE_AMOUNT': '200.05',
'FREQTRADE__TELEGRAM__CHAT_ID': '2151',
'NOT_RELEVANT': '200.0', # Will be ignored
}
expected = {
'stake_amount': 200.05,
'ask_strategy': {
'exit_pricing': {
'price_side': 'bid',
'cccc': 500,
},