one last step before tests

freqtrade/constants.py

@@ -14,6 +14,7 @@ DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite://'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
 REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss']
+REQUIRED_ORDERTIF = ['buy', 'sell']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'aon', 'fok', 'ioc']
 

freqtrade/freqtradebot.py

@@ -475,7 +475,8 @@ class FreqtradeBot(object):
         amount = stake_amount / buy_limit
 
         order_id = self.exchange.buy(pair=pair, ordertype=self.strategy.order_types['buy'],
-                                     amount=amount, rate=buy_limit)['id']
+                                     amount=amount, rate=buy_limit,
+                                    time_in_force=self.strategy.order_time_in_force['buy'])['id']
 
         self.rpc.send_msg({
             'type': RPCMessageType.BUY_NOTIFICATION,
@@ -782,7 +783,10 @@ class FreqtradeBot(object):
         # Execute sell and update trade record
         order_id = self.exchange.sell(pair=str(trade.pair),
                                       ordertype=self.strategy.order_types[sell_type],
-                                      amount=trade.amount, rate=limit)['id']
+                                      amount=trade.amount, rate=limit,
+                                      time_in_force=self.strategy.order_time_in_force['sell']
+                                      )['id']
+
         trade.open_order_id = order_id
         trade.close_rate_requested = limit
         trade.sell_reason = sell_reason.value

freqtrade/resolvers/strategy_resolver.py

@@ -83,10 +83,23 @@ class StrategyResolver(IResolver):
         else:
             config['order_types'] = self.strategy.order_types
 
+        if 'order_time_in_force' in config:
+            self.strategy.order_time_in_force = config['order_time_in_force']
+            logger.info(
+                "Override strategy 'order_time_in_force' with value in config file: %s.",
+                config['order_time_in_force']
+            )
+        else:
+            config['order_time_in_force'] = self.strategy.order_time_in_force
+
         if not all(k in self.strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
             raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
                               f"Order-types mapping is incomplete.")
 
+        if not all(k in self.strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
+            raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
+                              f"Order-time-in-force mapping is incomplete.")
+
         # Sort and apply type conversions
         self.strategy.minimal_roi = OrderedDict(sorted(
             {int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),

freqtrade/strategy/interface.py

@@ -77,6 +77,12 @@ class IStrategy(ABC):
         'stoploss': 'limit'
     }
 
+    # Optional time in force
+    order_time_in_force: Dict = {
+        'buy': 'gtc',
+        'sell': 'gtc',
+    }
+
     # run "populate_indicators" only for new candle
     process_only_new_candles: bool = False
 

user_data/strategies/test_strategy.py

@@ -7,7 +7,7 @@ from pandas import DataFrame
 # Add your lib to import here
 import talib.abstract as ta
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-import numpy # noqa
+import numpy  # noqa
 
 
 # This class is a sample. Feel free to customize it.
@@ -55,6 +55,12 @@ class TestStrategy(IStrategy):
         'stoploss': 'market'
     }
 
+    # Optional order time in force
+    order_types = {
+        'buy': 'gtc',
+        'sell': 'gtc'
+    }
+
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
         Adds several different TA indicators to the given DataFrame