Merge pull request #8661 from freqtrade/feat/datetimehelpers

Add datetime helpers, reduce arrow usage to a minimum

tests/test_freqtradebot.py

@@ -4,10 +4,10 @@
 import logging
 import time
 from copy import deepcopy
+from datetime import timedelta
 from typing import List
 from unittest.mock import ANY, MagicMock, PropertyMock, patch
 
-import arrow
 import pytest
 from pandas import DataFrame
 from sqlalchemy import select
@@ -22,6 +22,7 @@ from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import Order, PairLocks, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.protections.iprotection import ProtectionReturn
+from freqtrade.util.datetime_helpers import dt_now, dt_utc
 from freqtrade.worker import Worker
 from tests.conftest import (EXMS, create_mock_trades, create_mock_trades_usdt,
                             get_patched_freqtradebot, get_patched_worker, log_has, log_has_re,
@@ -473,7 +474,7 @@ def test_enter_positions_global_pairlock(default_conf_usdt, ticker_usdt, limit_b
     assert not log_has_re(message, caplog)
     caplog.clear()
 
-    PairLocks.lock_pair('*', arrow.utcnow().shift(minutes=20).datetime, 'Just because', side='*')
+    PairLocks.lock_pair('*', dt_now() + timedelta(minutes=20), 'Just because', side='*')
     n = freqtrade.enter_positions()
     assert n == 0
     assert log_has_re(message, caplog)
@@ -494,7 +495,7 @@ def test_handle_protections(mocker, default_conf_usdt, fee, is_short):
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     freqtrade.protections._protection_handlers[1].global_stop = MagicMock(
-        return_value=ProtectionReturn(True, arrow.utcnow().shift(hours=1).datetime, "asdf"))
+        return_value=ProtectionReturn(True, dt_now() + timedelta(hours=1), "asdf"))
     create_mock_trades(fee, is_short)
     freqtrade.handle_protections('ETC/BTC', '*')
     send_msg_mock = freqtrade.rpc.send_msg
@@ -1290,7 +1291,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
     }])
     trade.stoploss_order_id = "107"
     trade.is_open = True
-    trade.stoploss_last_update = arrow.utcnow().shift(hours=-1).datetime
+    trade.stoploss_last_update = dt_now() - timedelta(hours=1)
     trade.stop_loss = 24
     trade.exit_reason = None
     trade.orders.append(
@@ -1439,7 +1440,7 @@ def test_handle_stoploss_on_exchange_partial_cancel_here(
     })
     mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hit)
     mocker.patch(f'{EXMS}.cancel_stoploss_order_with_result', stoploss_order_cancel)
-    trade.stoploss_last_update = arrow.utcnow().shift(minutes=-10).datetime
+    trade.stoploss_last_update = dt_now() - timedelta(minutes=10)
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     # Canceled Stoploss filled partially ...
@@ -1659,7 +1660,7 @@ def test_handle_stoploss_on_exchange_trailing(
     trade.is_open = True
     trade.open_order_id = None
     trade.stoploss_order_id = '100'
-    trade.stoploss_last_update = arrow.utcnow().shift(minutes=-20).datetime
+    trade.stoploss_last_update = dt_now() - timedelta(minutes=20)
     trade.orders.append(
         Order(
             ft_order_side='stoploss',
@@ -1790,7 +1791,7 @@ def test_handle_stoploss_on_exchange_trailing_error(
     trade.open_order_id = None
     trade.stoploss_order_id = "abcd"
     trade.stop_loss = 0.2
-    trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime.replace(tzinfo=None)
+    trade.stoploss_last_update = (dt_now() - timedelta(minutes=601)).replace(tzinfo=None)
     trade.is_short = is_short
 
     stoploss_order_hanging = {
@@ -1814,7 +1815,7 @@ def test_handle_stoploss_on_exchange_trailing_error(
     assert stoploss.call_count == 1
 
     # Fail creating stoploss order
-    trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime
+    trade.stoploss_last_update = dt_now() - timedelta(minutes=601)
     caplog.clear()
     cancel_mock = mocker.patch(f'{EXMS}.cancel_stoploss_order')
     mocker.patch(f'{EXMS}.create_stoploss', side_effect=ExchangeError())
@@ -1903,7 +1904,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
     trade.is_open = True
     trade.open_order_id = None
     trade.stoploss_order_id = '100'
-    trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime
+    trade.stoploss_last_update = dt_now() - timedelta(minutes=601)
     trade.orders.append(
         Order(
             ft_order_side='stoploss',
@@ -2041,7 +2042,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_orde
     trade.is_open = True
     trade.open_order_id = None
     trade.stoploss_order_id = '100'
-    trade.stoploss_last_update = arrow.utcnow().datetime
+    trade.stoploss_last_update = dt_now()
     trade.orders.append(
         Order(
             ft_order_side='stoploss',
@@ -2151,7 +2152,7 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog
             fee_open=0.001,
             fee_close=0.001,
             open_rate=0.01,
-            open_date=arrow.utcnow().datetime,
+            open_date=dt_now(),
             stake_amount=0.01,
             amount=11,
             exchange="binance",
@@ -2197,7 +2198,7 @@ def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog
         fee_open=0.001,
         fee_close=0.001,
         open_rate=0.01,
-        open_date=arrow.utcnow().datetime,
+        open_date=dt_now(),
         stake_amount=0.01,
         amount=11,
         exchange="binance",
@@ -2246,7 +2247,7 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, ca
         fee_open=0.001,
         fee_close=0.001,
         open_rate=0.01,
-        open_date=arrow.utcnow().datetime,
+        open_date=dt_now(),
         amount=11,
         exchange="binance",
         is_short=is_short,
@@ -2319,7 +2320,7 @@ def test_update_trade_state_withorderdict(
         amount=amount,
         exchange='binance',
         open_rate=2.0,
-        open_date=arrow.utcnow().datetime,
+        open_date=dt_now(),
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         open_order_id=order_id,
@@ -2406,7 +2407,7 @@ def test_update_trade_state_sell(
         open_rate=0.245441,
         fee_open=0.0025,
         fee_close=0.0025,
-        open_date=arrow.utcnow().datetime,
+        open_date=dt_now(),
         open_order_id=open_order['id'],
         is_open=True,
         interest_rate=0.0005,
@@ -2992,8 +2993,8 @@ def test_manage_open_orders_exit_usercustom(
     )
     freqtrade = FreqtradeBot(default_conf_usdt)
 
-    open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime
-    open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime
+    open_trade_usdt.open_date = dt_now() - timedelta(hours=5)
+    open_trade_usdt.close_date = dt_now() - timedelta(minutes=601)
     open_trade_usdt.close_profit_abs = 0.001
 
     Trade.session.add(open_trade_usdt)
@@ -3074,8 +3075,8 @@ def test_manage_open_orders_exit(
     )
     freqtrade = FreqtradeBot(default_conf_usdt)
 
-    open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime
-    open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime
+    open_trade_usdt.open_date = dt_now() - timedelta(hours=5)
+    open_trade_usdt.close_date = dt_now() - timedelta(minutes=601)
     open_trade_usdt.close_profit_abs = 0.001
     open_trade_usdt.is_short = is_short
 
@@ -3115,8 +3116,8 @@ def test_check_handle_cancelled_exit(
     )
     freqtrade = FreqtradeBot(default_conf_usdt)
 
-    open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime
-    open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime
+    open_trade_usdt.open_date = dt_now() - timedelta(hours=5)
+    open_trade_usdt.close_date = dt_now() - timedelta(minutes=601)
     open_trade_usdt.is_short = is_short
 
     Trade.session.add(open_trade_usdt)
@@ -3444,11 +3445,11 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
         exchange='binance',
         open_rate=0.245441,
         open_order_id="sell_123456",
-        open_date=arrow.utcnow().shift(days=-2).datetime,
+        open_date=dt_now() - timedelta(days=2),
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         close_rate=0.555,
-        close_date=arrow.utcnow().datetime,
+        close_date=dt_now(),
         exit_reason="sell_reason_whatever",
         stake_amount=0.245441 * 2,
     )
@@ -5465,7 +5466,7 @@ def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog, is_sh
         stake_amount=60.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        open_date=arrow.utcnow().datetime,
+        open_date=dt_now(),
         is_open=True,
         amount=30,
         open_rate=2.0,
@@ -5601,7 +5602,7 @@ def test_handle_onexchange_order(mocker, default_conf_usdt, limit_order, is_shor
             fee_open=0.001,
             fee_close=0.001,
             open_rate=entry_order['price'],
-            open_date=arrow.utcnow().datetime,
+            open_date=dt_now(),
             stake_amount=entry_order['cost'],
             amount=entry_order['amount'],
             exchange="binance",
@@ -5739,9 +5740,9 @@ def test_update_funding_fees(
     default_conf['trading_mode'] = 'futures'
     default_conf['margin_mode'] = 'isolated'
 
-    date_midnight = arrow.get('2021-09-01 00:00:00').datetime
-    date_eight = arrow.get('2021-09-01 08:00:00').datetime
-    date_sixteen = arrow.get('2021-09-01 16:00:00').datetime
+    date_midnight = dt_utc(2021, 9, 1)
+    date_eight = dt_utc(2021, 9, 1, 8)
+    date_sixteen = dt_utc(2021, 9, 1, 16)
     columns = ['date', 'open', 'high', 'low', 'close', 'volume']
     # 16:00 entry is actually never used
     # But should be kept in the test to ensure we're filtering correctly.
@@ -6030,7 +6031,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
         'ft_is_open': False,
         'id': '651',
         'order_id': '651',
-        'datetime': arrow.utcnow().isoformat(),
+        'datetime': dt_now().isoformat(),
     }
 
     mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_dca_order_1))