add signal builder tests

Author: GuillaumeDSM

octobot_trading/personal_data/orders/groups/balanced_take_profit_and_stop_order_group.py

@@ -45,8 +45,11 @@ class BalancedTakeProfitAndStopOrderGroup(order_group.OrderGroup):
     UPDATED_PRICE = "updated_price"
     INITIAL_PRICE = "initial_price"
 
-    def __init__(self, name, orders_manager):
-        super().__init__(name, orders_manager)
+    def __init__(
+        self, name, orders_manager,
+        active_order_swap_strategy: typing.Optional[active_order_swap_strategies.ActiveOrderSwapStrategy] = None
+    ):
+        super().__init__(name, orders_manager, active_order_swap_strategy=active_order_swap_strategy)
         # keep track of orders being balanced to avoid nested balance issues
         self.balancing_orders = []
 

octobot_trading/personal_data/orders/order.py

@@ -380,7 +380,7 @@ def is_open(self):
         # also check is_initialized to avoid considering uncreated orders as open
         return (
             self.state is None or self.state.is_open() or (
-                not self.is_active and self.status is enums.OrderStatus.OPEN
+                not self.is_active and self.status is enums.OrderStatus.OPEN and not self.is_waiting_for_chained_trigger
             )
         )
 

octobot_trading/signals/trading_signal_bundle_builder.py

@@ -185,6 +185,12 @@ def _update_pending_orders(
                 order_description[trading_enums.TradingSignalOrdersAttrs.GROUP_ID.value] = order.order_group.name
                 order_description[trading_enums.TradingSignalOrdersAttrs.GROUP_TYPE.value] = \
                     order.order_group.__class__.__name__
+                order_description[trading_enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TYPE.value] = \
+                    order.order_group.active_order_swap_strategy.__class__.__name__
+                order_description[trading_enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TIMEOUT.value] = \
+                    order.order_group.active_order_swap_strategy.swap_timeout
+                order_description[trading_enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TRIGGER_CONFIG.value] = \
+                    order.order_group.active_order_swap_strategy.trigger_price_configuration
             elif action is trading_enums.TradingSignalOrdersActions.EDIT:
                 # avoid editing order that are not yet created
                 order_description[trading_enums.TradingSignalOrdersAttrs.TARGET_AMOUNT.value] = \

octobot_trading/signals/util.py

@@ -60,6 +60,12 @@ def create_order_signal_content(
             None if order.order_group is None else order.order_group.name,
         trading_enums.TradingSignalOrdersAttrs.GROUP_TYPE.value:
             None if order.order_group is None else order.order_group.__class__.__name__,
+        trading_enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TYPE.value: \
+            order.order_group.active_order_swap_strategy.__class__.__name__ if order.order_group else None,
+        trading_enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TIMEOUT.value: \
+            order.order_group.active_order_swap_strategy.swap_timeout if order.order_group else None,
+        trading_enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TRIGGER_CONFIG.value: \
+            order.order_group.active_order_swap_strategy.trigger_price_configuration if order.order_group else None,
         trading_enums.TradingSignalOrdersAttrs.TAG.value: order.tag,
         trading_enums.TradingSignalOrdersAttrs.ASSOCIATED_ORDER_IDS.value: order.associated_entry_ids,
         trading_enums.TradingSignalOrdersAttrs.UPDATE_WITH_TRIGGERING_ORDER_FEES.value:

octobot_trading/storage/orders_storage.py

@@ -280,7 +280,7 @@ def restore_order_storage_origin_value(origin_val):
             decimal.Decimal(str(
                 origin_val[enums.ExchangeConstantsOrderColumns.FEE.value][enums.FeePropertyColumns.COST.value]
             ))
-    if origin_val[enums.ExchangeConstantsOrderColumns.ACTIVE_TRIGGER_PRICE.value] is not None:
+    if origin_val.get(enums.ExchangeConstantsOrderColumns.ACTIVE_TRIGGER_PRICE.value) is not None:
         origin_val[enums.ExchangeConstantsOrderColumns.ACTIVE_TRIGGER_PRICE.value] = \
             decimal.Decimal(str(origin_val[enums.ExchangeConstantsOrderColumns.ACTIVE_TRIGGER_PRICE.value]))
     return origin_val

tests/signals/test_trading_signal_bundle_builder.py

@@ -21,6 +21,7 @@
 
 import octobot_trading.enums as enums
 import octobot_trading.errors as errors
+import octobot_trading.constants as constants
 import octobot_trading.signals as signals
 
 from tests import event_loop
@@ -126,12 +127,18 @@ def test_add_created_order(trading_signal_bundle_builder, buy_limit_order):
     assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.TARGET_AMOUNT.value] is None
     assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.TARGET_POSITION.value] == "2%"
     assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.TRIGGER_ABOVE.value] is False
+    assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.IS_ACTIVE.value] is True
+    assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.ACTIVE_TRIGGER_PRICE.value] is None
+    assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.ACTIVE_TRIGGER_ABOVE.value] is None
 
     # add new order (orders are based on order_id)
     previous_order_id = buy_limit_order.order_id
     buy_limit_order.order_id = "other_id"
     buy_limit_order.order_type = enums.TraderOrderType.STOP_LOSS_LIMIT
     buy_limit_order.trigger_above = True
+    buy_limit_order.is_active = False
+    buy_limit_order.active_trigger_price = decimal.Decimal(12)
+    buy_limit_order.active_trigger_above = True
     trading_signal_bundle_builder.add_created_order(buy_limit_order, buy_limit_order.exchange_manager, target_position="50")
     assert len(trading_signal_bundle_builder.signals) == 2
     assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.ORDER_ID.value] == \
@@ -146,6 +153,9 @@ def test_add_created_order(trading_signal_bundle_builder, buy_limit_order):
     assert trading_signal_bundle_builder.signals[1].content[enums.TradingSignalOrdersAttrs.TARGET_AMOUNT.value] is None
     assert trading_signal_bundle_builder.signals[1].content[enums.TradingSignalOrdersAttrs.TARGET_POSITION.value] == "50"
     assert trading_signal_bundle_builder.signals[1].content[enums.TradingSignalOrdersAttrs.TRIGGER_ABOVE.value] is True
+    assert trading_signal_bundle_builder.signals[1].content[enums.TradingSignalOrdersAttrs.IS_ACTIVE.value] is False
+    assert trading_signal_bundle_builder.signals[1].content[enums.TradingSignalOrdersAttrs.ACTIVE_TRIGGER_PRICE.value] == 12
+    assert trading_signal_bundle_builder.signals[1].content[enums.TradingSignalOrdersAttrs.ACTIVE_TRIGGER_ABOVE.value] is True
 
 
 def test_add_order_to_group(trading_signal_bundle_builder, buy_limit_order):
@@ -164,6 +174,9 @@ def test_add_order_to_group(trading_signal_bundle_builder, buy_limit_order):
 
     assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.GROUP_ID.value] is None
     assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.GROUP_TYPE.value] is None
+    assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TYPE.value] is None
+    assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TIMEOUT.value] is None
+    assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TRIGGER_CONFIG.value] is None
 
     order_group = personal_data.OneCancelsTheOtherOrderGroup(
         "group_name",
@@ -175,6 +188,9 @@ def test_add_order_to_group(trading_signal_bundle_builder, buy_limit_order):
     assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.GROUP_ID.value] == "group_name"
     assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.GROUP_TYPE.value] == \
            personal_data.OneCancelsTheOtherOrderGroup.__name__
+    assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TYPE.value] is personal_data.StopFirstActiveOrderSwapStrategy.__name__
+    assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TIMEOUT.value] == constants.ACTIVE_ORDER_STRATEGY_SWAP_TIMEOUT
+    assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TRIGGER_CONFIG.value] == enums.ActiveOrderSwapTriggerPriceConfiguration.FILLING_PRICE.value
 
     # add the same order: do not add it twice
     trading_signal_bundle_builder.add_order_to_group(buy_limit_order, buy_limit_order.exchange_manager)
@@ -185,7 +201,11 @@ def test_add_order_to_group(trading_signal_bundle_builder, buy_limit_order):
     # update the same order
     other_order_group = personal_data.BalancedTakeProfitAndStopOrderGroup(
         "group_name_2",
-        buy_limit_order.exchange_manager.exchange_personal_data.orders_manager
+        buy_limit_order.exchange_manager.exchange_personal_data.orders_manager,
+        active_order_swap_strategy=personal_data.StopFirstActiveOrderSwapStrategy(
+            swap_timeout=3,
+            trigger_price_configuration="plop",
+        )
     )
     buy_limit_order.add_to_order_group(other_order_group)
     trading_signal_bundle_builder.add_order_to_group(buy_limit_order, buy_limit_order.exchange_manager)
@@ -202,6 +222,9 @@ def test_add_order_to_group(trading_signal_bundle_builder, buy_limit_order):
     assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.GROUP_ID.value] == "group_name_2"
     assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.GROUP_TYPE.value] == \
            personal_data.BalancedTakeProfitAndStopOrderGroup.__name__
+    assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TYPE.value] is personal_data.StopFirstActiveOrderSwapStrategy.__name__
+    assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TIMEOUT.value] == 3
+    assert trading_signal_bundle_builder.signals[0].content[enums.TradingSignalOrdersAttrs.ACTIVE_SWAP_STRATEGY_TRIGGER_CONFIG.value] == "plop"
     assert trading_signal_bundle_builder.signals[1].content[enums.TradingSignalOrdersAttrs.GROUP_ID.value] == "group_name"
     assert trading_signal_bundle_builder.signals[1].content[enums.TradingSignalOrdersAttrs.GROUP_TYPE.value] == \
            personal_data.OneCancelsTheOtherOrderGroup.__name__