OctoBot-Trading 2.4.14__tar.gz → 2.4.16__tar.gz

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/CHANGELOG.md

@@ -4,6 +4,16 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [2.4.16] - 2023-08-14
+### Fixed
+- [Exchanges] unwanted market status load
+
+## [2.4.15] - 2023-08-14
+### Updated
+- [Backtesting] handle forced market statuses
+### Fixed
+- [Exchanges] randomness in symbols processing
+
 ## [2.4.14] - 2023-08-07
 ### Updated
 - [PortfolioStorage] update profitability

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.14
+Version: 2.4.16
 Summary: OctoBot project trading package
 Home-page: https://github.com/Drakkar-Software/OctoBot-Trading
 Author: Drakkar-Software
@@ -16,7 +16,7 @@ Classifier: Operating System :: POSIX
 Requires-Python: >=3.8
 License-File: LICENSE
 
-# OctoBot-Trading [2.4.14](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.16](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/OctoBot_Trading.egg-info/SOURCES.txt

@@ -105,6 +105,7 @@ octobot_trading/exchanges/connectors/ccxt/ccxt_websocket_connector.py
 octobot_trading/exchanges/connectors/ccxt/constants.py
 octobot_trading/exchanges/connectors/ccxt/enums.py
 octobot_trading/exchanges/connectors/simulator/__init__.py
+octobot_trading/exchanges/connectors/simulator/ccxt_client_simulation.py
 octobot_trading/exchanges/connectors/simulator/exchange_simulator_adapter.py
 octobot_trading/exchanges/connectors/simulator/exchange_simulator_connector.py
 octobot_trading/exchanges/implementations/__init__.py

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/OctoBot_Trading.egg-info/requires.txt

@@ -3,7 +3,7 @@ OctoBot-Backtesting<1.10,>=1.9
 Async-Channel<2.3,>=2.2
 OctoBot-Commons<1.10,>=1.9
 OctoBot-Tentacles-Manager<2.10,>=2.9
-trading-backend>=1.2.3
+trading-backend>=1.2.7
 ccxt==3.1.52
 cryptography
 sortedcontainers==2.4.0

{OctoBot-Trading-2.4.14/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.16}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.14
+Version: 2.4.16
 Summary: OctoBot project trading package
 Home-page: https://github.com/Drakkar-Software/OctoBot-Trading
 Author: Drakkar-Software
@@ -16,7 +16,7 @@ Classifier: Operating System :: POSIX
 Requires-Python: >=3.8
 License-File: LICENSE
 
-# OctoBot-Trading [2.4.14](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.16](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.14](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.16](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.14"  # major.minor.revision
+VERSION = "2.4.16"  # major.minor.revision

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/exchanges/config/exchange_config_data.py

@@ -169,10 +169,11 @@ class ExchangeConfig(util.Initializable):
             traded_symbol_pairs_set = self._set_config_traded_pair(cryptocurrency,
                                                                    traded_symbol_pairs_set,
                                                                    existing_pairs)
-        self.traded_symbol_pairs = list(traded_symbol_pairs_set)
+        # sort lists to avoid set insert randomness issues
+        self.traded_symbol_pairs = sorted(list(traded_symbol_pairs_set))
         self.traded_symbols = [
             octobot_commons.symbols.parse_symbol(symbol)
-            for symbol in traded_symbol_pairs_set
+            for symbol in self.traded_symbol_pairs
         ]
 
         # only add self.traded_symbol_pairs to watched pairs as not every existing_pairs are being collected

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/exchanges/connectors/ccxt/ccxt_client_util.py

@@ -104,6 +104,13 @@ def set_sandbox_mode(exchange_connector, is_sandboxed):
     return None
 
 
+def set_markets_from_forced_markets(client, forced_markets: list):
+    client.set_markets([
+        client.parse_market(market) if hasattr(client, "parse_market") else market
+        for market in forced_markets
+    ])
+
+
 def get_ccxt_client_login_options(exchange_manager):
     """
     :return: ccxt client login option dict, can be overwritten to custom exchange login

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/exchanges/connectors/ccxt/ccxt_connector.py

@@ -114,10 +114,7 @@ class CCXTConnector(abstract_exchange.AbstractExchange):
         if forced_markets is not None:
             if forced_markets:
                 # only set markets if there are markets to be set
-                self.client.set_markets([
-                    self.client.parse_market(market) if hasattr(self.client, "parse_market") else market
-                    for market in forced_markets
-                ])
+                ccxt_client_util.set_markets_from_forced_markets(self.client, forced_markets)
         else:
             try:
                 await self.client.load_markets(reload=reload)

OctoBot-Trading-2.4.16/octobot_trading/exchanges/connectors/simulator/ccxt_client_simulation.py

@@ -0,0 +1,23 @@
+#  Drakkar-Software OctoBot-Trading
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.
+import ccxt.async_support
+import octobot_trading.exchanges.connectors.ccxt.ccxt_client_util as ccxt_client_util
+
+
+def parse_markets(exchange_name, forced_markets: list) -> dict:
+    client = getattr(ccxt.async_support, exchange_name)()
+    ccxt_client_util.set_markets_from_forced_markets(client, forced_markets)
+    return client.markets

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/exchanges/connectors/simulator/exchange_simulator_connector.py

@@ -26,8 +26,10 @@ import octobot_commons.constants as commons_constants
 import octobot_trading.exchange_channel as exchange_channel
 import octobot_trading.constants as constants
 import octobot_trading.enums as enums
+import octobot_trading.errors as errors
 import octobot_trading.exchanges.abstract_exchange as abstract_exchange
 import octobot_trading.exchanges.connectors.simulator.exchange_simulator_adapter as exchange_simulator_adapter
+import octobot_trading.exchanges.connectors.simulator.ccxt_client_simulation as ccxt_client_simulation
 import octobot_trading.exchange_data as exchange_data
 import octobot_trading.exchanges.util as util
 
@@ -44,6 +46,7 @@ class ExchangeSimulatorConnector(abstract_exchange.AbstractExchange):
         self.current_future_candles = {}
 
         self.is_authenticated = False
+        self._forced_market_statuses: dict = None
 
     async def initialize_impl(self):
         self.exchange_importers = self.backtesting.get_importers(importers.ExchangeDataImporter)
@@ -61,9 +64,22 @@ class ExchangeSimulatorConnector(abstract_exchange.AbstractExchange):
         # set exchange manager attributes
         self.exchange_manager.client_symbols = list(self.symbols)
 
+        # init _forced_market_statuses when available
+        if self.exchange_manager.forced_markets is not None:
+            self._init_forced_market_statuses(self.exchange_manager.forced_markets)
+
     def get_adapter_class(self, adapter_class):
         return adapter_class or exchange_simulator_adapter.ExchangeSimulatorAdapter
 
+    def _init_forced_market_statuses(self, forced_markets):
+        self._forced_market_statuses = ccxt_client_simulation.parse_markets(
+            self.exchange_manager.exchange_class_string,
+            forced_markets
+        )
+
+    def should_adapt_market_statuses(self) -> bool:
+        return bool(self.exchange_manager.forced_markets)
+
     @classmethod
     def load_user_inputs_from_class(cls, tentacles_setup_config, tentacle_config):
         # no user input in connector
@@ -125,6 +141,18 @@ class ExchangeSimulatorConnector(abstract_exchange.AbstractExchange):
         return [backtesting_api.get_data_file_path(importer) for importer in self.exchange_importers]
 
     def get_market_status(self, symbol, price_example=0, with_fixer=True):
+        if self._forced_market_statuses:
+            try:
+                if with_fixer:
+                    return util.ExchangeMarketStatusFixer(
+                        self._forced_market_statuses[symbol], price_example
+                    ).market_status
+                return self._forced_market_statuses[symbol]
+            except KeyError:
+                raise errors.NotSupported
+        return self._get_default_market_status()
+
+    def _get_default_market_status(self):
         return {
             # number of decimal digits "after the dot"
             enums.ExchangeConstantsMarketStatusColumns.PRECISION.value: {
@@ -199,8 +227,11 @@ class ExchangeSimulatorConnector(abstract_exchange.AbstractExchange):
         currency, market = symbol_util.parse_symbol(symbol).base_and_quote()
         fee_currency = currency
 
-        precision = self.get_market_status(symbol)[enums.ExchangeConstantsMarketStatusColumns.PRECISION.value] \
-            [enums.ExchangeConstantsMarketStatusColumns.PRECISION_PRICE.value]
+        precision = self.get_market_status(
+            symbol, with_fixer=False
+        )[enums.ExchangeConstantsMarketStatusColumns.PRECISION.value][
+            enums.ExchangeConstantsMarketStatusColumns.PRECISION_PRICE.value
+        ]
         cost = float(number_util.round_into_str_with_max_digits(float(quantity) * rate, precision))
 
         if util.get_order_side(order_type) == enums.TradeOrderSide.SELL.value:

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/exchanges/exchange_builder.py

@@ -34,6 +34,7 @@ class ExchangeBuilder:
 
         self._is_using_trading_modes: bool = True
         self._matrix_id: str = None
+        self.trading_config_by_trading_mode: dict = None
 
     async def build(self):
         """
@@ -115,7 +116,7 @@ class ExchangeBuilder:
             else:
                 self.logger.info(f"{self.exchange_name} exchange is online and won't be trading")
 
-    async def _build_trading_modes(self, trading_mode_class, trading_config_by_trading_mode=None):
+    async def _build_trading_modes(self, trading_mode_class):
         try:
             self._ensure_trading_mode_compatibility(trading_mode_class)
             return await modes.create_trading_modes(
@@ -123,7 +124,7 @@ class ExchangeBuilder:
                 self.exchange_manager,
                 trading_mode_class,
                 self.exchange_manager.bot_id,
-                trading_config_by_trading_mode=trading_config_by_trading_mode
+                trading_config_by_trading_mode=self.trading_config_by_trading_mode
             )
         except errors.TradingModeIncompatibility as e:
             raise e
@@ -214,7 +215,7 @@ class ExchangeBuilder:
         self.exchange_manager.exchange_only = True
         return self
 
-    def has_forced_markets(self, forced_markets: dict):
+    def has_forced_markets(self, forced_markets: list):
         self.exchange_manager.forced_markets = forced_markets
         return self
 
@@ -246,6 +247,10 @@ class ExchangeBuilder:
         self._matrix_id = matrix_id
         return self
 
+    def use_trading_config_by_trading_mode(self, trading_config_by_trading_mode):
+        self.trading_config_by_trading_mode = trading_config_by_trading_mode
+        return self
+
 
 def create_exchange_builder_instance(config, exchange_name):
     return ExchangeBuilder(config, exchange_name)

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/exchanges/exchange_manager.py

@@ -47,7 +47,7 @@ class ExchangeManager(util.Initializable):
         self.is_backtesting: bool = False
         self.rest_only: bool = False
         self.ignore_config: bool = False
-        self.forced_markets: dict = None
+        self.forced_markets: list = None
         self.is_spot_only: bool = False
         self.is_margin: bool = False
         self.is_future: bool = False

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/exchanges/implementations/exchange_simulator.py

@@ -14,6 +14,7 @@
 #  You should have received a copy of the GNU Lesser General Public
 #  License along with this library.
 import octobot_trading.constants as constants
+import octobot_trading.exchanges.util as exchange_util
 import octobot_trading.exchanges.connectors.simulator.exchange_simulator_connector as exchange_simulator_connector
 import octobot_trading.exchanges.types.rest_exchange as rest_exchange
 
@@ -36,6 +37,7 @@ class ExchangeSimulator(rest_exchange.RestExchange):
 
     async def initialize_impl(self):
         await super().initialize_impl()
+        self._set_market_status_params()
         self.exchange_importers = self.connector.exchange_importers
 
     async def stop(self) -> None:
@@ -43,6 +45,17 @@ class ExchangeSimulator(rest_exchange.RestExchange):
         self.backtesting = None
         self.exchange_importers = None
 
+    def _set_market_status_params(self):
+        params_source = rest_exchange.RestExchange
+        if self.connector.should_adapt_market_statuses():
+            params_source = exchange_util.get_rest_exchange_class(
+                self.exchange_manager.exchange_name, None
+            ) or params_source
+        # update params
+        self.FIX_MARKET_STATUS = params_source.FIX_MARKET_STATUS
+        self.REMOVE_MARKET_STATUS_PRICE_LIMITS = params_source.REMOVE_MARKET_STATUS_PRICE_LIMITS
+        self.ADAPT_MARKET_STATUS_FOR_CONTRACT_SIZE = params_source.ADAPT_MARKET_STATUS_FOR_CONTRACT_SIZE
+
     @classmethod
     def is_supporting_exchange(cls, exchange_candidate_name) -> bool:
         return exchange_simulator_connector.ExchangeSimulatorConnector.is_supporting_exchange(exchange_candidate_name)

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/exchanges/types/rest_exchange.py

@@ -43,6 +43,12 @@ class RestExchange(abstract_exchange.AbstractExchange):
                               ecoc.SIDE.value, ecoc.PRICE.value, ecoc.AMOUNT.value, ecoc.STATUS.value]
     ORDER_REQUIRED_FIELDS = ORDER_NON_EMPTY_FIELDS + [ecoc.REMAINING.value]
     PRINT_DEBUG_LOGS = False
+    FIX_MARKET_STATUS = False  # set True when get_fixed_market_status should be called when calling get_market_status
+    # set True when get_fixed_market_status should be remove price limits (when limits are invalid)
+    REMOVE_MARKET_STATUS_PRICE_LIMITS = False
+    # set True when get_fixed_market_status should adapt amounts for contract size
+    # (amounts are in not kept as contract size with OctoBot)
+    ADAPT_MARKET_STATUS_FOR_CONTRACT_SIZE = False
     REQUIRE_ORDER_FEES_FROM_TRADES = False  # set True when get_order is not giving fees on closed orders and fees
     # should be fetched using recent trades.
     REQUIRE_CLOSED_ORDERS_FROM_RECENT_TRADES = False  # set True when get_closed_orders is not supported
@@ -357,6 +363,14 @@ class RestExchange(abstract_exchange.AbstractExchange):
         """
         Override using get_fixed_market_status in exchange tentacle if the default market status is not as expected
         """
+        if self.FIX_MARKET_STATUS:
+            return self.get_fixed_market_status(
+                symbol,
+                price_example=price_example,
+                with_fixer=with_fixer,
+                remove_price_limits=self.REMOVE_MARKET_STATUS_PRICE_LIMITS,
+                adapt_for_contract_size=self.ADAPT_MARKET_STATUS_FOR_CONTRACT_SIZE
+            )
         return self.connector.get_market_status(symbol, price_example=price_example, with_fixer=with_fixer)
 
     def get_fixed_market_status(self, symbol, price_example=None, with_fixer=True, remove_price_limits=False,
@@ -424,6 +438,9 @@ class RestExchange(abstract_exchange.AbstractExchange):
             enums.ExchangeConstantsMarketStatusColumns.PRECISION_AMOUNT.value] = \
             number_util.get_digits_count(float_size)
 
+    async def get_account_id(self, **kwargs: dict) -> str:
+        raise NotImplementedError(f"get_account_id is not implemented on {self.exchange_manager.exchange_name}")
+
     async def get_balance(self, **kwargs: dict):
         return await self.connector.get_balance(**kwargs)
 

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/exchanges/util/exchange_util.py

@@ -216,7 +216,7 @@ async def get_local_exchange_manager(
         .is_using_exchange_type(exchange_type) \
         .is_exchange_only() \
         .is_rest_only() \
-        .has_forced_markets(forced_markets or {}) \
+        .has_forced_markets(forced_markets or []) \
         .is_ignoring_config(ignore_config) \
         .disable_trading_mode() \
         .build()
@@ -242,7 +242,7 @@ async def is_compatible_account(exchange_name: str, exchange_config: dict, tenta
     ) as local_exchange_manager:
         backend = trading_backend.exchange_factory.create_exchange_backend(local_exchange_manager.exchange)
         try:
-            is_compatible, error = await backend.is_valid_account()
+            is_compatible, error = await backend.is_valid_account(always_check_key_rights=True)
             if not local_exchange_manager.is_spot_only:
                 message = f"Future trading on {exchange_name.capitalize()} requires a supporting account. {error}." \
                           f"Please create a new {exchange_name.capitalize()} account to use futures trading. "
@@ -255,13 +255,15 @@ async def is_compatible_account(exchange_name: str, exchange_config: dict, tenta
             return False, False, _get_time_sync_error_message(exchange_name, "backend.is_valid_account")
         except trading_backend.ExchangeAuthError:
             return False, False, f"Invalid {exchange_name.capitalize()} authentication details"
+        except trading_backend.APIKeyPermissionsError as err:
+            return False, False, f"Please update your API Key permissions: {err}"
         except (AttributeError, Exception) as e:
             return True, False, f"Error when loading exchange account: {e}"
 
 
 async def get_historical_ohlcv(
     local_exchange_manager, symbol, time_frame, start_time, end_time,
-        request_retry_timeout=constants.HISTORICAL_CANDLES_FETCH_DEFAULT_TIMEOUT
+    request_retry_timeout=constants.HISTORICAL_CANDLES_FETCH_DEFAULT_TIMEOUT
 ):
     """
     Async generator, use as follows:

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/personal_data/orders/order_util.py

@@ -399,6 +399,7 @@ async def create_as_chained_order(order):
         order.status = enums.OrderStatus.OPEN
         # set uninitialized to allow second initialization from create_order
         order.is_initialized = False
+        order.creation_time = order.exchange_manager.exchange.get_exchange_current_time()
         await order.trader.create_order(
             order,
             loaded=False,

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/personal_data/portfolios/history/historical_portfolio_value_manager.py

@@ -61,7 +61,15 @@ class HistoricalPortfolioValueManager(util.Initializable):
         )
         self.data_source = data_source or self.__class__.DEFAULT_DATA_SOURCE
         self.version = version or self.__class__.DEFAULT_DATA_VERSION
-        self.starting_time = self.portfolio_manager.exchange_manager.exchange.get_exchange_current_time()
+        try:
+            self.starting_time = self.portfolio_manager.exchange_manager.exchange.get_exchange_current_time()
+        except AttributeError:
+            if self.portfolio_manager.exchange_manager.is_backtesting and \
+               not self.portfolio_manager.exchange_manager.exchange.connector.exchange_importers:
+                # Can happen on backtesting without datafiles (used in particular setups). Only this case is acceptable
+                self.starting_time = 0
+            else:
+                raise
         self.last_update_time = self.starting_time
         self.starting_portfolio = None
         self.historical_ending_portfolio = None
@@ -75,7 +83,9 @@ class HistoricalPortfolioValueManager(util.Initializable):
         """
         Reset the portfolio instance
         """
-        await self._reload_historical_portfolio_value()
+        # don't load any previous portfolio value on backtesting
+        if not self.portfolio_manager.exchange_manager.is_backtesting:
+            await self._reload_historical_portfolio_value()
 
     async def reset_history(self):
         self.starting_time = self.portfolio_manager.exchange_manager.exchange.get_exchange_current_time()

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/personal_data/portfolios/portfolio_manager.py

@@ -52,7 +52,8 @@ class PortfolioManager(util.Initializable):
         Reset the portfolio instance
         """
 
-        if self.exchange_manager.is_storage_enabled() and self.historical_portfolio_value_manager is None:
+        if (self.exchange_manager.is_storage_enabled() or self.exchange_manager.is_backtesting) \
+                and self.historical_portfolio_value_manager is None:
             self.historical_portfolio_value_manager = personal_data.HistoricalPortfolioValueManager(self)
             await self.historical_portfolio_value_manager.initialize()
         self.set_forced_portfolio_initial_config(

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/octobot_trading/util/test_tools/exchanges_test_tools.py

@@ -15,6 +15,7 @@
 #  License along with this library.
 import asyncio
 import decimal
+import time
 
 import octobot_commons.asyncio_tools as asyncio_tools
 import octobot_commons.enums as common_enums
@@ -29,6 +30,9 @@ import octobot_trading.personal_data as personal_data
 import octobot_trading.util.test_tools.exchange_data as exchange_data_import
 
 
+BASE_TIMEOUT = 10
+
+
 async def create_test_exchange_manager(
         config: dict,
         exchange_name: str,
@@ -79,11 +83,20 @@ def _update_symbol_market(exchange_manager, market_details: exchange_data_import
 
 async def add_symbols_details(
         exchange_manager, symbols: list, time_frame: str, exchange_data: exchange_data_import.ExchangeData,
-        history_size=1, forced_markets=None
+        history_size=1, forced_markets=None, start_time=0, end_time=0
 ) -> exchange_data_import.ExchangeData:
     parsed_tf = common_enums.TimeFrames(time_frame)
+
     async def _update_ohlcv(symbol):
-        ohlcvs = await exchange_manager.exchange.get_symbol_prices(symbol, parsed_tf, limit=history_size)
+        if start_time == 0:
+            ohlcvs = await exchange_manager.exchange.get_symbol_prices(symbol, parsed_tf, limit=history_size)
+        else:
+            ohlcvs = []
+            async for ohlcv in exchanges.get_historical_ohlcv(
+                exchange_manager, symbol, parsed_tf, start_time * 1000, (end_time or time.time()) * 1000,
+                request_retry_timeout=BASE_TIMEOUT
+            ):
+                ohlcvs.extend(ohlcv)
         details = exchange_data_import.MarketDetails(
             symbol=symbol,
             time_frame=time_frame,
@@ -155,10 +168,9 @@ async def create_orders(exchange_manager, exchange_data: exchange_data_import.Ex
             current_price=decimal.Decimal(str(exchange_data.get_price(symbol))),
             reduce_only=order_dict[enums.ExchangeConstantsOrderColumns.REDUCE_ONLY.value],
         )
-        # created_order = order_dict
         # is private, to use in tests context only
         return personal_data.create_order_instance_from_raw(
             exchange_manager.trader, created_order, force_open_or_pending_creation=True
-        )
+        ) if created_order else None
 
     return await asyncio.gather(*(_create_order(order_dict) for order_dict in orders))

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/requirements.txt

@@ -5,7 +5,7 @@ OctoBot-Backtesting>=1.9, <1.10
 Async-Channel>=2.2, <2.3
 OctoBot-Commons>=1.9, <1.10
 OctoBot-Tentacles-Manager>=2.9, <2.10
-trading-backend>=1.2.3
+trading-backend>=1.2.7
 
 # Exchange connection requirements
 ccxt==3.1.52 # always ensure real exchanges tests (in tests_additional and authenticated exchange tests) are passing before changing the ccxt version

{OctoBot-Trading-2.4.14 → OctoBot-Trading-2.4.16}/tests/personal_data/portfolios/history/test_historical_portfolio_value_manager.py

@@ -53,13 +53,20 @@ async def test_initialize(historical_portfolio_value_manager):
     await historical_portfolio_value_manager.initialize()
     assert historical_portfolio_value_manager.historical_portfolio_value == sortedcontainers.SortedDict()
 
-    if os.getenv('CYTHON_IGNORE'):
-        return
     with mock.patch.object(historical_portfolio_value_manager, "_reload_historical_portfolio_value", mock.AsyncMock()) \
-        as _reload_historical_portfolio_value_mock:
+         as _reload_historical_portfolio_value_mock:
         historical_portfolio_value_manager.is_initialized = False
         await historical_portfolio_value_manager.initialize()
-        _reload_historical_portfolio_value_mock.assert_called_once()
+        _reload_historical_portfolio_value_mock.assert_not_called()
+
+        try:
+            historical_portfolio_value_manager.portfolio_manager.exchange_manager.is_backtesting = False
+            historical_portfolio_value_manager.is_initialized = False
+            await historical_portfolio_value_manager.initialize()
+            _reload_historical_portfolio_value_mock.assert_called_once()
+        finally:
+            # restore value
+            historical_portfolio_value_manager.portfolio_manager.exchange_manager.is_backtesting = True
 
 
 async def test_on_new_value(historical_portfolio_value_manager):