def test_ftx_algotrading_exception_raise(self):
"""Test that we can raise an FtxAlgotradingException"""
self.assertRaises(
FtxAlgotradingException,
self.ExceptionRaiser.raise_ftx_algotrading_exception,
FtxAlgotradingException("Error")
)
def stop_time_frame_acq(self, time_frame_length: int) -> None:
"""
Stops the data acquisition for a given time frame
:param time_frame_length: The given time frame
"""
if time_frame_length not in self._time_frames:
raise FtxAlgotradingException(
f"Trying to stop a non existing time frame {time_frame_length} for market {self.market}"
)
self._time_frames[time_frame_length].stop()
def get_time_frame(self, time_frame_length: int) -> TimeFrameManager:
"""
Return the given time frame instance
:param time_frame_length: The given time frame
:return: The given time frame instance
"""
if time_frame_length not in self._time_frames:
raise FtxAlgotradingException(
f"Trying to access a non existing time frame {time_frame_length} for market {self.market}"
)
return self._time_frames[time_frame_length]
def check_fields_in_dict(dictionary, fields, dictionary_name) -> bool:
"""
Check that the fields are in the dict and raise an exception if not
:param dictionary: The dictionary in which the check has to be done
:type dictionary: dict
:param fields: List of fields to check
:type fields: list[str]
:param dictionary_name: name of the dictionary (for exception message purpose)
:type dictionary_name: str
:return: True if all the fields are in the given dictionary, raise an exception otherwise
"""
for field in fields:
if field not in dictionary:
raise FtxAlgotradingException(
"%s field(s) required but not found in %s: %s" %
(", ".join(fields), dictionary_name, str(dictionary)))
return True
def add_time_frame(self, time_frame_length: int) -> None:
"""
Add a new time frame
:param time_frame_length: The length of the time frame in seconds (15, 60, 300, 900, 3600, 14400, 86400)
"""
if time_frame_length not in SUPPORTED_TIME_FRAME_LENGTH:
raise FtxAlgotradingException(
f"Time frame length must be one of the following: "
f"{', '.join([str(item) for item in SUPPORTED_TIME_FRAME_LENGTH])} "
)
if time_frame_length in self._time_frames:
logging.warning(
f"Time frame length ({time_frame_length}) is already managed for market {self.market}"
)
return
self._time_frames[time_frame_length] = TimeFrameManager(
time_frame_length, self.market, self._ftx_rest_api, self._lock)