diff --git a/.dockerignore b/.dockerignore index 9f4726bfb..223b3b110 100644 --- a/.dockerignore +++ b/.dockerignore @@ -4,3 +4,12 @@ Dockerfile .dockerignore config.json* *.sqlite +.coveragerc +.eggs +.github +.pylintrc +.travis.yml +CONTRIBUTING.md +MANIFEST.in +README.md +freqtrade.service diff --git a/.gitignore b/.gitignore index 9b956ed50..5334e7769 100644 --- a/.gitignore +++ b/.gitignore @@ -1,7 +1,7 @@ # Freqtrade rules freqtrade/tests/testdata/*.json hyperopt_conf.py -config.json +config*.json *.sqlite .hyperopt logfile.txt diff --git a/README.md b/README.md index 1caa34a85..3ded0099a 100644 --- a/README.md +++ b/README.md @@ -56,24 +56,19 @@ Windows, macOS and Linux - [x] **Persistence**: Persistence is achieved through sqlite - [x] **Dry-run**: Run the bot without playing money. - [x] **Backtesting**: Run a simulation of your buy/sell strategy. -- [x] **Strategy Optimization**: Optimize your buy/sell strategy -parameters with Hyperopts. -- [x] **Whitelist crypto-currencies**: Select which crypto-currency you -want to trade. -- [x] **Blacklist crypto-currencies**: Select which crypto-currency you -want to avoid. +- [x] **Strategy Optimization by machine learning**: Use machine learning to optimize your buy/sell +strategy parameters with real exchange data. +- [x] **Whitelist crypto-currencies**: Select which crypto-currency you want to trade. +- [x] **Blacklist crypto-currencies**: Select which crypto-currency you want to avoid. - [x] **Manageable via Telegram**: Manage the bot with Telegram -- [x] **Display profit/loss in fiat**: Display your profit/loss in -33 fiat. -- [x] **Daily summary of profit/loss**: Provide a daily summary - of your profit/loss. -- [x] **Performance status report**: Provide a performance status of -your current trades. +- [x] **Display profit/loss in fiat**: Display your profit/loss in 33 fiat. +- [x] **Daily summary of profit/loss**: Provide a daily summary of your profit/loss. +- [x] **Performance status report**: Provide a performance status of your current trades. -### Exchange supported -- [x] Bittrex -- [ ] Binance -- [ ] Others +### Exchange marketplaces supported +- [X] [Bittrex](https://bittrex.com/) +- [X] [Binance](https://www.binance.com/) +- [ ] [113 others to tests](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_ ## Quick start This quick start section is a very short explanation on how to test the @@ -144,8 +139,9 @@ to understand the requirements before sending your pull-requests. ### Bot commands ```bash -usage: main.py [-h] [-v] [--version] [-c PATH] [--dry-run-db] [--datadir PATH] - [--dynamic-whitelist [INT]] +usage: main.py [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME] + [--strategy-path PATH] [--dynamic-whitelist [INT]] + [--dry-run-db] {backtesting,hyperopt} ... Simple High Frequency Trading Bot for crypto currencies @@ -161,13 +157,18 @@ optional arguments: --version show program's version number and exit -c PATH, --config PATH specify configuration file (default: config.json) - --dry-run-db Force dry run to use a local DB - "tradesv3.dry_run.sqlite" instead of memory DB. Work - only if dry_run is enabled. - --datadir PATH path to backtest data (default freqdata/tests/testdata + -d PATH, --datadir PATH + path to backtest data (default: + freqtrade/tests/testdata + -s NAME, --strategy NAME + specify strategy class name (default: DefaultStrategy) + --strategy-path PATH specify additional strategy lookup path --dynamic-whitelist [INT] dynamically generate and update whitelist based on 24h BaseVolume (Default 20 currencies) + --dry-run-db Force dry run to use a local DB + "tradesv3.dry_run.sqlite" instead of memory DB. Work + only if dry_run is enabled. ``` More details on: - [How to run the bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#bot-commands) diff --git a/config.json.example b/config.json.example index 2c464a925..d3dbeb52e 100644 --- a/config.json.example +++ b/config.json.example @@ -3,6 +3,7 @@ "stake_currency": "BTC", "stake_amount": 0.05, "fiat_display_currency": "USD", + "ticker_interval" : "5m", "dry_run": false, "unfilledtimeout": 600, "bid_strategy": { @@ -13,19 +14,19 @@ "key": "your_exchange_key", "secret": "your_exchange_secret", "pair_whitelist": [ - "BTC_ETH", - "BTC_LTC", - "BTC_ETC", - "BTC_DASH", - "BTC_ZEC", - "BTC_XLM", - "BTC_NXT", - "BTC_POWR", - "BTC_ADA", - "BTC_XMR" + "ETH/BTC", + "LTC/BTC", + "ETC/BTC", + "DASH/BTC", + "ZEC/BTC", + "XLM/BTC", + "NXT/BTC", + "POWR/BTC", + "ADA/BTC", + "XMR/BTC" ], "pair_blacklist": [ - "BTC_DOGE" + "DOGE/BTC" ] }, "experimental": { diff --git a/config_full.json.example b/config_full.json.example index 1d9a48762..77ef0faa0 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -4,7 +4,7 @@ "stake_amount": 0.05, "fiat_display_currency": "USD", "dry_run": false, - "ticker_interval": 5, + "ticker_interval": "5m", "minimal_roi": { "40": 0.0, "30": 0.01, @@ -21,19 +21,19 @@ "key": "your_exchange_key", "secret": "your_exchange_secret", "pair_whitelist": [ - "BTC_ETH", - "BTC_LTC", - "BTC_ETC", - "BTC_DASH", - "BTC_ZEC", - "BTC_XLM", - "BTC_NXT", - "BTC_POWR", - "BTC_ADA", - "BTC_XMR" + "ETH/BTC", + "LTC/BTC", + "ETC/BTC", + "DASH/BTC", + "ZEC/BTC", + "XLM/BTC", + "NXT/BTC", + "POWR/BTC", + "ADA/BTC", + "XMR/BTC" ], "pair_blacklist": [ - "BTC_DOGE" + "DOGE/BTC" ] }, "experimental": { diff --git a/docs/backtesting.md b/docs/backtesting.md index b8da09226..df105bd77 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -33,10 +33,10 @@ python3 ./freqtrade/main.py backtesting --realistic-simulation **With 1 min tickers** ```bash -python3 ./freqtrade/main.py backtesting --realistic-simulation --ticker-interval 1 +python3 ./freqtrade/main.py backtesting --realistic-simulation --ticker-interval 1m ``` -**Reload your testdata files** +**Update cached pairs with the latest data** ```bash python3 ./freqtrade/main.py backtesting --realistic-simulation --refresh-pairs-cached ``` @@ -53,9 +53,9 @@ python3 ./freqtrade/main.py backtesting --datadir freqtrade/tests/testdata-20180 **With a (custom) strategy file** ```bash -python3 ./freqtrade/main.py -s currentstrategy backtesting +python3 ./freqtrade/main.py -s TestStrategy backtesting ``` -Where `-s currentstrategy` refers to a filename `currentstrategy.py` in `freqtrade/user_data/strategies` +Where `-s TestStrategy` refers to the class name within the strategy file `test_strategy.py` found in the `freqtrade/user_data/strategies` directory **Exporting trades to file** ```bash @@ -80,12 +80,9 @@ The full timerange specification: - Use last 123 tickframes of data: `--timerange=-123` - Use first 123 tickframes of data: `--timerange=123-` - Use tickframes from line 123 through 456: `--timerange=123-456` - - -Incoming feature, not implemented yet: -- `--timerange=-20180131` -- `--timerange=20180101-` -- `--timerange=20180101-20181231` +- Use tickframes till 2018/01/31: `--timerange=-20180131` +- Use tickframes since 2018/01/31: `--timerange=20180131-` +- Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301` **Update testdata directory** @@ -117,16 +114,16 @@ A backtesting result will look like that: ====================== BACKTESTING REPORT ================================ pair buy count avg profit % total profit BTC avg duration -------- ----------- -------------- ------------------ -------------- -BTC_ETH 56 -0.67 -0.00075455 62.3 -BTC_LTC 38 -0.48 -0.00036315 57.9 -BTC_ETC 42 -1.15 -0.00096469 67.0 -BTC_DASH 72 -0.62 -0.00089368 39.9 -BTC_ZEC 45 -0.46 -0.00041387 63.2 -BTC_XLM 24 -0.88 -0.00041846 47.7 -BTC_NXT 24 0.68 0.00031833 40.2 -BTC_POWR 35 0.98 0.00064887 45.3 -BTC_ADA 43 -0.39 -0.00032292 55.0 -BTC_XMR 40 -0.40 -0.00032181 47.4 +ETH/BTC 56 -0.67 -0.00075455 62.3 +LTC/BTC 38 -0.48 -0.00036315 57.9 +ETC/BTC 42 -1.15 -0.00096469 67.0 +DASH/BTC 72 -0.62 -0.00089368 39.9 +ZEC/BTC 45 -0.46 -0.00041387 63.2 +XLM/BTC 24 -0.88 -0.00041846 47.7 +NXT/BTC 24 0.68 0.00031833 40.2 +POWR/BTC 35 0.98 0.00064887 45.3 +ADA/BTC 43 -0.39 -0.00032292 55.0 +XMR/BTC 40 -0.40 -0.00032181 47.4 TOTAL 419 -0.41 -0.00348593 52.9 ``` diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 0ed073933..b42df3ba3 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -9,7 +9,8 @@ it. ## Bot commands ``` -usage: main.py [-h] [-c PATH] [-v] [--version] [--dynamic-whitelist [INT]] +usage: main.py [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME] + [--strategy-path PATH] [--dynamic-whitelist [INT]] [--dry-run-db] {backtesting,hyperopt} ... @@ -26,17 +27,18 @@ optional arguments: --version show program's version number and exit -c PATH, --config PATH specify configuration file (default: config.json) + -d PATH, --datadir PATH + path to backtest data (default: + freqtrade/tests/testdata -s NAME, --strategy NAME specify strategy class name (default: DefaultStrategy) --strategy-path PATH specify additional strategy lookup path - --dry-run-db Force dry run to use a local DB - "tradesv3.dry_run.sqlite" instead of memory DB. Work - only if dry_run is enabled. - --datadir PATH - path to backtest data (default freqdata/tests/testdata --dynamic-whitelist [INT] dynamically generate and update whitelist based on 24h BaseVolume (Default 20 currencies) + --dry-run-db Force dry run to use a local DB + "tradesv3.dry_run.sqlite" instead of memory DB. Work + only if dry_run is enabled. ``` ### How to use a different config file? @@ -123,13 +125,13 @@ optional arguments: -h, --help show this help message and exit -l, --live using live data -i INT, --ticker-interval INT - specify ticker interval in minutes (default: 5) + specify ticker interval (default: '5m') --realistic-simulation uses max_open_trades from config to simulate real world limitations -r, --refresh-pairs-cached refresh the pairs files in tests/testdata with - the latest data from Bittrex. Use it if you want + the latest data from the exchange. Use it if you want to run your backtesting with up-to-date data. ``` diff --git a/docs/configuration.md b/docs/configuration.md index 311205dad..a2df3f2fe 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -17,14 +17,14 @@ The table below will list all configuration parameters. | `max_open_trades` | 3 | Yes | Number of trades open your bot will have. | `stake_currency` | BTC | Yes | Crypto-currency used for trading. | `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. -| `ticker_interval` | [1, 5, 30, 60, 1440] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Defaut is 5 minutes +| `ticker_interval` | [1m, 5m, 30m, 1h, 1d] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Default is 5 minutes | `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below. | `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode. | `minimal_roi` | See below | No | Set the threshold in percent the bot will use to sell a trade. More information below. If set, this parameter will override `minimal_roi` from your strategy file. | `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. If set, this parameter will override `stoploss` from your strategy file. | `unfilledtimeout` | 0 | No | How long (in minutes) the bot will wait for an unfilled order to complete, after which the order will be cancelled. | `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below. -| `exchange.name` | bittrex | Yes | Name of the exchange class to use. +| `exchange.name` | bittrex | Yes | Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). | `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode. | `exchange.secret` | secret | No | API secret to use for the exchange. Only required when you are in production mode. | `exchange.pair_whitelist` | [] | No | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param. @@ -79,6 +79,18 @@ use the `last` price and values between those interpolate between ask and last price. Using `ask` price will guarantee quick success in bid, but bot will also end up paying more then would probably have been necessary. +### What values for exchange.name? +Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports 115 cryptocurrency +exchange markets and trading APIs. The complete up-to-date list can be found in the +[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python). However, the bot was tested +with only Bittrex and Binance. + +The bot was tested with the following exchanges: +- [Bittrex](https://bittrex.com/): "bittrex" +- [Binance](https://www.binance.com/): "binance" + +Feel free to test other exchanges and submit your PR to improve the bot. + ### What values for fiat_display_currency? `fiat_display_currency` set the fiat to use for the conversion form coin to fiat in Telegram. The valid value are: "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD". @@ -96,7 +108,7 @@ creating trades. "dry_run": true, ``` -3. Remove your Bittrex API key (change them by fake api credentials) +3. Remove your Exchange API key (change them by fake api credentials) ```json "exchange": { "name": "bittrex", @@ -122,7 +134,7 @@ you run it in production mode. "dry_run": false, ``` -3. Insert your Bittrex API key (change them by fake api keys) +3. Insert your Exchange API key (change them by fake api keys) ```json "exchange": { "name": "bittrex", diff --git a/docs/installation.md b/docs/installation.md index a7e61bbe5..be8e2e501 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -132,6 +132,13 @@ You can run a one-off container that is immediately deleted upon exiting with th docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade ``` +There is known issue in OSX Docker versions after 17.09.1, whereby /etc/localtime cannot be shared causing Docker to not start. A work-around for this is to start with the following cmd. + +```bash +docker run --rm -e TZ=`ls -la /etc/localtime | cut -d/ -f8-9` -v `pwd`/config.json:/freqtrade/config.json -it freqtrade +``` +More information on this docker issue and work-around can be read here: https://github.com/docker/for-mac/issues/2396 + In this example, the database will be created inside the docker instance and will be lost when you will refresh your image. diff --git a/docs/plotting.md b/docs/plotting.md index 80ab6866e..ae964fb16 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -43,6 +43,10 @@ python scripts/plot_dataframe.py -p BTC_ETH --timerange=100-200 ``` Timerange doesn't work with live data. +To plot trades stored in a database use `--db-url` argument: +``` +python scripts/plot_dataframe.py --db-url tradesv3.dry_run.sqlite -p BTC_ETH +``` ## Plot profit diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index 065f264f1..141eaeafe 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -32,9 +32,12 @@ CREATE TABLE trades ( exchange VARCHAR NOT NULL, pair VARCHAR NOT NULL, is_open BOOLEAN NOT NULL, - fee FLOAT NOT NULL, + fee_open FLOAT NOT NULL, + fee_close FLOAT NOT NULL, open_rate FLOAT, + open_rate_requested FLOAT, close_rate FLOAT, + close_rate_requested FLOAT, close_profit FLOAT, stake_amount FLOAT NOT NULL, amount FLOAT, @@ -71,13 +74,13 @@ WHERE id=31; ```sql INSERT -INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date) -VALUES ('BITTREX', 'BTC_', 1, 0.0025, , , , '') +INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date) +VALUES ('BITTREX', 'BTC_', 1, 0.0025, 0.0025, , , , '') ``` **Example:** ```sql -INSERT INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date) VALUES ('BITTREX', 'BTC_ETC', 1, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000') +INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date) VALUES ('BITTREX', 'BTC_ETC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000') ``` ## Fix wrong fees in the table @@ -87,4 +90,4 @@ If your DB was created before ```sql UPDATE trades SET fee=0.0025 WHERE fee=0.005; -``` \ No newline at end of file +``` diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index cfbebdca0..20e80269b 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -42,7 +42,7 @@ Below, example of Telegram message you will receive for each command. For each open trade, the bot will send you the following message. > **Trade ID:** `123` -> **Current Pair:** BTC_CVC +> **Current Pair:** CVC/BTC > **Open Since:** `1 days ago` > **Amount:** `26.64180098` > **Open Rate:** `0.00007489` @@ -57,8 +57,8 @@ Return the status of all open trades in a table format. ``` ID Pair Since Profit ---- -------- ------- -------- - 67 BTC_SC 1 d 13.33% - 123 BTC_CVC 1 h 12.95% + 67 SC/BTC 1 d 13.33% + 123 CVC/BTC 1 h 12.95% ``` ## /count @@ -83,7 +83,7 @@ Return a summary of your profit/loss and performance. > **First Trade opened:** `3 days ago` > **Latest Trade opened:** `2 minutes ago` > **Avg. Duration:** `2:33:45` -> **Best Performing:** `BTC_PAY: 50.23%` +> **Best Performing:** `PAY/BTC: 50.23%` ## /forcesell @@ -92,11 +92,11 @@ Return a summary of your profit/loss and performance. ## /performance Return the performance of each crypto-currency the bot has sold. > Performance: -> 1. `BTC_RCN 57.77%` -> 2. `BTC_PAY 56.91%` -> 3. `BTC_VIB 47.07%` -> 4. `BTC_SALT 30.24%` -> 5. `BTC_STORJ 27.24%` +> 1. `RCN/BTC 57.77%` +> 2. `PAY/BTC 56.91%` +> 3. `VIB/BTC 47.07%` +> 4. `SALT/BTC 30.24%` +> 5. `STORJ/BTC 27.24%` > ... ## /balance @@ -129,12 +129,8 @@ Day Profit BTC Profit USD > **Version:** `0.14.3` ### using proxy with telegram -in [freqtrade/freqtrade/rpc/telegram.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/rpc/telegram.py) replace ``` -self._updater = Updater(token=self._config['telegram']['token'], workers=0) -``` - -with -``` -self._updater = Updater(token=self._config['telegram']['token'], request_kwargs={'proxy_url': 'socks5://127.0.0.1:1080/'}, workers=0) +$ export HTTP_PROXY="http://addr:port" +$ export HTTPS_PROXY="http://addr:port" +$ freqtrade ``` diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index 97e724a01..37187a404 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -1,5 +1,5 @@ """ FreqTrade bot """ -__version__ = '0.16.0' +__version__ = '0.17.0' class DependencyException(BaseException): @@ -16,9 +16,9 @@ class OperationalException(BaseException): """ -class NotEnoughFundsExeption(BaseException): +class TemporaryError(BaseException): """ - This happens when the exchange reports that not enough funds where available. - We do not want to stop the bot in this case and just keep it going and suppress - this message + Temporary network or exchange related error. + This could happen when an exchange is congested, unavailable, or the user + has networking problems. Usually resolves itself after a time. """ diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index 47edd289e..dcb5376ce 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -9,6 +9,7 @@ from typing import Dict, List, Tuple import arrow from pandas import DataFrame, to_datetime +from freqtrade import constants from freqtrade.exchange import get_ticker_history from freqtrade.persistence import Trade from freqtrade.strategy.resolver import StrategyResolver @@ -45,19 +46,20 @@ class Analyze(object): :param ticker: See exchange.get_ticker_history :return: DataFrame """ - columns = {'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'} - frame = DataFrame(ticker).rename(columns=columns) - if 'BV' in frame: - frame.drop('BV', axis=1, inplace=True) + cols = ['date', 'open', 'high', 'low', 'close', 'volume'] + frame = DataFrame(ticker, columns=cols) - frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True) + frame['date'] = to_datetime(frame['date'], + unit='ms', + utc=True, + infer_datetime_format=True) # group by index and aggregate results to eliminate duplicate ticks frame = frame.groupby(by='date', as_index=False, sort=True).agg({ - 'close': 'last', + 'open': 'first', 'high': 'max', 'low': 'min', - 'open': 'first', + 'close': 'last', 'volume': 'max', }) return frame @@ -88,7 +90,7 @@ class Analyze(object): """ return self.strategy.populate_sell_trend(dataframe=dataframe) - def get_ticker_interval(self) -> int: + def get_ticker_interval(self) -> str: """ Return ticker interval to use :return: Ticker interval value to use @@ -107,10 +109,10 @@ class Analyze(object): dataframe = self.populate_sell_trend(dataframe) return dataframe - def get_signal(self, pair: str, interval: int) -> Tuple[bool, bool]: + def get_signal(self, pair: str, interval: str) -> Tuple[bool, bool]: """ Calculates current signal based several technical analysis indicators - :param pair: pair in format BTC_ANT or BTC-ANT + :param pair: pair in format ANT/BTC :param interval: Interval to use (in min) :return: (Buy, Sell) A bool-tuple indicating buy/sell signal """ @@ -144,7 +146,8 @@ class Analyze(object): # Check if dataframe is out of date signal_date = arrow.get(latest['date']) - if signal_date < arrow.utcnow() - timedelta(minutes=(interval + 5)): + interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval] + if signal_date < arrow.utcnow() - timedelta(minutes=(interval_minutes + 5)): logger.warning( 'Outdated history for pair %s. Last tick is %s minutes old', pair, diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 791ef85f2..afcb05511 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -6,6 +6,7 @@ import argparse import logging import os import re +import arrow from typing import List, Tuple, Optional from freqtrade import __version__, constants @@ -123,7 +124,7 @@ class Arguments(object): ) parser.add_argument( '-r', '--refresh-pairs-cached', - help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \ + help='refresh the pairs files in tests/testdata with the latest data from the exchange. \ Use it if you want to run your backtesting with up-to-date data.', action='store_true', dest='refresh_pairs', @@ -141,10 +142,9 @@ class Arguments(object): def optimizer_shared_options(parser: argparse.ArgumentParser) -> None: parser.add_argument( '-i', '--ticker-interval', - help='specify ticker interval in minutes (1, 5, 30, 60, 1440)', + help='specify ticker interval (1m, 5m, 30m, 1h, 1d)', dest='ticker_interval', - type=int, - metavar='INT', + type=str, ) parser.add_argument( '--realistic-simulation', @@ -235,19 +235,23 @@ class Arguments(object): stop = None if stype[0]: start = rvals[index] - if stype[0] != 'date': + if stype[0] == 'date': + start = arrow.get(start, 'YYYYMMDD').timestamp + else: start = int(start) index += 1 if stype[1]: stop = rvals[index] - if stype[1] != 'date': + if stype[1] == 'date': + stop = arrow.get(stop, 'YYYYMMDD').timestamp + else: stop = int(stop) return stype, start, stop raise Exception('Incorrect syntax for timerange "%s"' % text) def scripts_options(self) -> None: """ - Parses given arguments for plot scripts. + Parses given arguments for scripts. """ self.parser.add_argument( '-p', '--pair', @@ -255,3 +259,41 @@ class Arguments(object): dest='pair', default=None ) + + self.parser.add_argument( + '-db', '--db-url', + help='Show trades stored in database.', + dest='db_url', + default=None + ) + + def testdata_dl_options(self) -> None: + """ + Parses given arguments for testdata download + """ + self.parser.add_argument( + '--pairs-file', + help='File containing a list of pairs to download', + dest='pairs_file', + default=None + ) + + self.parser.add_argument( + '--export', + help='Export files to given dir', + dest='export', + default=None) + + self.parser.add_argument( + '--days', + help='Download data for number of days', + dest='days', + type=int, + default=None) + + self.parser.add_argument( + '--exchange', + help='Exchange name', + dest='exchange', + type=str, + default='bittrex') diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index fd9f31ad2..43d0a0bf9 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -6,11 +6,11 @@ import json import logging from argparse import Namespace from typing import Dict, Any - from jsonschema import Draft4Validator, validate from jsonschema.exceptions import ValidationError, best_match +import ccxt -from freqtrade import constants +from freqtrade import OperationalException, constants logger = logging.getLogger(__name__) @@ -108,6 +108,9 @@ class Configuration(object): else: logger.info('Dry run is disabled. (--dry_run_db ignored)') + # Check if the exchange set by the user is supported + self.check_exchange(config) + return config def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]: @@ -121,7 +124,7 @@ class Configuration(object): if 'ticker_interval' in self.args and self.args.ticker_interval: config.update({'ticker_interval': self.args.ticker_interval}) logger.info('Parameter -i/--ticker-interval detected ...') - logger.info('Using ticker_interval: %d ...', config.get('ticker_interval')) + logger.info('Using ticker_interval: %s ...', config.get('ticker_interval')) # If -l/--live is used we add it to the configuration if 'live' in self.args and self.args.live: @@ -206,3 +209,23 @@ class Configuration(object): self.config = self.load_config() return self.config + + def check_exchange(self, config: Dict[str, Any]) -> bool: + """ + Check if the exchange name in the config file is supported by Freqtrade + :return: True or raised an exception if the exchange if not supported + """ + exchange = config.get('exchange', {}).get('name').lower() + if exchange not in ccxt.exchanges: + + exception_msg = 'Exchange "{}" not supported.\n' \ + 'The following exchanges are supported: {}'\ + .format(exchange, ', '.join(ccxt.exchanges)) + + logger.critical(exception_msg) + raise OperationalException( + exception_msg + ) + + logger.debug('Exchange "%s" supported', exchange) + return True diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 382f19ef1..7731ea610 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -10,12 +10,27 @@ HYPEROPT_EPOCH = 100 # epochs RETRY_TIMEOUT = 30 # sec DEFAULT_STRATEGY = 'DefaultStrategy' +TICKER_INTERVAL_MINUTES = { + '1m': 1, + '5m': 5, + '15m': 15, + '30m': 30, + '1h': 60, + '2h': 120, + '4h': 240, + '6h': 360, + '12h': 720, + '1d': 1440, + '1w': 10080, +} + + # Required json-schema for user specified config CONF_SCHEMA = { 'type': 'object', 'properties': { - 'max_open_trades': {'type': 'integer', 'minimum': 1}, - 'ticker_interval': {'type': 'integer', 'enum': [1, 5, 30, 60, 1440]}, + 'max_open_trades': {'type': 'integer', 'minimum': 0}, + 'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())}, 'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']}, 'stake_amount': {'type': 'number', 'minimum': 0.0005}, 'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF', @@ -85,7 +100,7 @@ CONF_SCHEMA = { 'type': 'array', 'items': { 'type': 'string', - 'pattern': '^[0-9A-Z]+_[0-9A-Z]+$' + 'pattern': '^[0-9A-Z]+/[0-9A-Z]+$' }, 'uniqueItems': True }, @@ -93,7 +108,7 @@ CONF_SCHEMA = { 'type': 'array', 'items': { 'type': 'string', - 'pattern': '^[0-9A-Z]+_[0-9A-Z]+$' + 'pattern': '^[0-9A-Z]+/[0-9A-Z]+$' }, 'uniqueItems': True } diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index dc85bfedb..109e3f7b2 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -1,33 +1,75 @@ # pragma pylint: disable=W0603 """ Cryptocurrency Exchanges support """ -import enum import logging from random import randint from typing import List, Dict, Any, Optional +from datetime import datetime +import ccxt import arrow -import requests -from cachetools import cached, TTLCache -from freqtrade import OperationalException -from freqtrade.exchange.bittrex import Bittrex -from freqtrade.exchange.interface import Exchange +from freqtrade import constants, OperationalException, DependencyException, TemporaryError logger = logging.getLogger(__name__) # Current selected exchange -_API: Exchange = None -_CONF: dict = {} +_API: ccxt.Exchange = None + +_CONF: Dict = {} +API_RETRY_COUNT = 4 # Holds all open sell orders for dry_run _DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {} +# Urls to exchange markets, insert quote and base with .format() +_EXCHANGE_URLS = { + ccxt.bittrex.__name__: '/Market/Index?MarketName={quote}-{base}', + ccxt.binance.__name__: '/tradeDetail.html?symbol={base}_{quote}' +} -class Exchanges(enum.Enum): + +def retrier(f): + def wrapper(*args, **kwargs): + count = kwargs.pop('count', API_RETRY_COUNT) + try: + return f(*args, **kwargs) + except (TemporaryError, DependencyException) as ex: + logger.warning('%s() returned exception: "%s"', f.__name__, ex) + if count > 0: + count -= 1 + kwargs.update({'count': count}) + logger.warning('retrying %s() still for %s times', f.__name__, count) + return wrapper(*args, **kwargs) + else: + logger.warning('Giving up retrying: %s()', f.__name__) + raise ex + return wrapper + + +def init_ccxt(exchange_config: dict) -> ccxt.Exchange: """ - Maps supported exchange names to correspondent classes. + Initialize ccxt with given config and return valid + ccxt instance. + :param config: config to use + :return: ccxt """ - BITTREX = Bittrex + # Find matching class for the given exchange name + name = exchange_config['name'] + + if name not in ccxt.exchanges: + raise OperationalException('Exchange {} is not supported'.format(name)) + try: + api = getattr(ccxt, name.lower())({ + 'apiKey': exchange_config.get('key'), + 'secret': exchange_config.get('secret'), + 'password': exchange_config.get('password'), + 'uid': exchange_config.get('uid', ''), + 'enableRateLimit': True, + }) + except (KeyError, AttributeError): + raise OperationalException('Exchange {} is not supported'.format(name)) + + return api def init(config: dict) -> None: @@ -46,15 +88,9 @@ def init(config: dict) -> None: logger.info('Instance is running with dry_run enabled') exchange_config = config['exchange'] + _API = init_ccxt(exchange_config) - # Find matching class for the given exchange name - name = exchange_config['name'] - try: - exchange_class = Exchanges[name.upper()].value - except KeyError: - raise OperationalException('Exchange {} is not supported'.format(name)) - - _API = exchange_class(exchange_config) + logger.info('Using Exchange "%s"', get_name()) # Check if all pairs are available validate_pairs(config['exchange']['pair_whitelist']) @@ -67,119 +103,337 @@ def validate_pairs(pairs: List[str]) -> None: :param pairs: list of pairs :return: None """ + try: - markets = _API.get_markets() - except requests.exceptions.RequestException as e: + markets = _API.load_markets() + except ccxt.BaseError as e: logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e) return stake_cur = _CONF['stake_currency'] for pair in pairs: - if not pair.startswith(stake_cur): + # Note: ccxt has BaseCurrency/QuoteCurrency format for pairs + # TODO: add a support for having coins in BTC/USDT format + if not pair.endswith(stake_cur): raise OperationalException( 'Pair {} not compatible with stake_currency: {}'.format(pair, stake_cur) ) if pair not in markets: raise OperationalException( - 'Pair {} is not available at {}'.format(pair, _API.name.lower())) + 'Pair {} is not available at {}'.format(pair, get_name())) -def buy(pair: str, rate: float, amount: float) -> str: +def exchange_has(endpoint: str) -> bool: + """ + Checks if exchange implements a specific API endpoint. + Wrapper around ccxt 'has' attribute + :param endpoint: Name of endpoint (e.g. 'fetchOHLCV', 'fetchTickers') + :return: bool + """ + return endpoint in _API.has and _API.has[endpoint] + + +def buy(pair: str, rate: float, amount: float) -> Dict: if _CONF['dry_run']: global _DRY_RUN_OPEN_ORDERS order_id = 'dry_run_buy_{}'.format(randint(0, 10**6)) _DRY_RUN_OPEN_ORDERS[order_id] = { 'pair': pair, - 'rate': rate, + 'price': rate, 'amount': amount, - 'type': 'LIMIT_BUY', + 'type': 'limit', + 'side': 'buy', 'remaining': 0.0, - 'opened': arrow.utcnow().datetime, - 'closed': arrow.utcnow().datetime, + 'datetime': arrow.utcnow().isoformat(), + 'status': 'closed', + 'fee': None } - return order_id + return {'id': order_id} - return _API.buy(pair, rate, amount) + try: + return _API.create_limit_buy_order(pair, amount, rate) + except ccxt.InsufficientFunds as e: + raise DependencyException( + 'Insufficient funds to create limit buy order on market {}.' + 'Tried to buy amount {} at rate {} (total {}).' + 'Message: {}'.format(pair, amount, rate, rate*amount, e) + ) + except ccxt.InvalidOrder as e: + raise DependencyException( + 'Could not create limit buy order on market {}.' + 'Tried to buy amount {} at rate {} (total {}).' + 'Message: {}'.format(pair, amount, rate, rate*amount, e) + ) + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + 'Could not place buy order due to {}. Message: {}'.format( + e.__class__.__name__, e)) + except ccxt.BaseError as e: + raise OperationalException(e) -def sell(pair: str, rate: float, amount: float) -> str: +def sell(pair: str, rate: float, amount: float) -> Dict: if _CONF['dry_run']: global _DRY_RUN_OPEN_ORDERS order_id = 'dry_run_sell_{}'.format(randint(0, 10**6)) _DRY_RUN_OPEN_ORDERS[order_id] = { 'pair': pair, - 'rate': rate, + 'price': rate, 'amount': amount, - 'type': 'LIMIT_SELL', + 'type': 'limit', + 'side': 'sell', 'remaining': 0.0, - 'opened': arrow.utcnow().datetime, - 'closed': arrow.utcnow().datetime, + 'datetime': arrow.utcnow().isoformat(), + 'status': 'closed' } - return order_id + return {'id': order_id} - return _API.sell(pair, rate, amount) + try: + return _API.create_limit_sell_order(pair, amount, rate) + except ccxt.InsufficientFunds as e: + raise DependencyException( + 'Insufficient funds to create limit sell order on market {}.' + 'Tried to sell amount {} at rate {} (total {}).' + 'Message: {}'.format(pair, amount, rate, rate*amount, e) + ) + except ccxt.InvalidOrder as e: + raise DependencyException( + 'Could not create limit sell order on market {}.' + 'Tried to sell amount {} at rate {} (total {}).' + 'Message: {}'.format(pair, amount, rate, rate*amount, e) + ) + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + 'Could not place sell order due to {}. Message: {}'.format( + e.__class__.__name__, e)) + except ccxt.BaseError as e: + raise OperationalException(e) +@retrier def get_balance(currency: str) -> float: if _CONF['dry_run']: return 999.9 - return _API.get_balance(currency) + # ccxt exception is already handled by get_balances + balances = get_balances() + balance = balances.get(currency) + if balance is None: + raise TemporaryError( + 'Could not get {} balance due to malformed exchange response: {}'.format( + currency, balances)) + return balance['free'] -def get_balances(): +@retrier +def get_balances() -> dict: if _CONF['dry_run']: - return [] + return {} - return _API.get_balances() + try: + balances = _API.fetch_balance() + # Remove additional info from ccxt results + balances.pop("info", None) + balances.pop("free", None) + balances.pop("total", None) + balances.pop("used", None) + + return balances + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + 'Could not get balance due to {}. Message: {}'.format( + e.__class__.__name__, e)) + except ccxt.BaseError as e: + raise OperationalException(e) +@retrier +def get_tickers() -> Dict: + try: + return _API.fetch_tickers() + except ccxt.NotSupported as e: + raise OperationalException( + 'Exchange {} does not support fetching tickers in batch.' + 'Message: {}'.format(_API.name, e) + ) + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + 'Could not load tickers due to {}. Message: {}'.format( + e.__class__.__name__, e)) + except ccxt.BaseError as e: + raise OperationalException(e) + + +# TODO: remove refresh argument, keeping it to keep track of where it was intended to be used +@retrier def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict: - return _API.get_ticker(pair, refresh) + try: + return _API.fetch_ticker(pair) + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + 'Could not load ticker history due to {}. Message: {}'.format( + e.__class__.__name__, e)) + except ccxt.BaseError as e: + raise OperationalException(e) -@cached(TTLCache(maxsize=100, ttl=30)) -def get_ticker_history(pair: str, tick_interval) -> List[Dict]: - return _API.get_ticker_history(pair, tick_interval) +@retrier +def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] = None) -> List[Dict]: + try: + # last item should be in the time interval [now - tick_interval, now] + till_time_ms = arrow.utcnow().shift( + minutes=-constants.TICKER_INTERVAL_MINUTES[tick_interval] + ).timestamp * 1000 + # it looks as if some exchanges return cached data + # and they update it one in several minute, so 10 mins interval + # is necessary to skeep downloading of an empty array when all + # chached data was already downloaded + till_time_ms = min(till_time_ms, arrow.utcnow().shift(minutes=-10).timestamp * 1000) + + data = [] + while not since_ms or since_ms < till_time_ms: + data_part = _API.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms) + + if not data_part: + break + + logger.debug('Downloaded data for %s time range [%s, %s]', + pair, + arrow.get(data_part[0][0] / 1000).format(), + arrow.get(data_part[-1][0] / 1000).format()) + + data.extend(data_part) + since_ms = data[-1][0] + 1 + + return data + except ccxt.NotSupported as e: + raise OperationalException( + 'Exchange {} does not support fetching historical candlestick data.' + 'Message: {}'.format(_API.name, e) + ) + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + 'Could not load ticker history due to {}. Message: {}'.format( + e.__class__.__name__, e)) + except ccxt.BaseError as e: + raise OperationalException('Could not fetch ticker data. Msg: {}'.format(e)) -def cancel_order(order_id: str) -> None: +@retrier +def cancel_order(order_id: str, pair: str) -> None: if _CONF['dry_run']: return - return _API.cancel_order(order_id) + try: + return _API.cancel_order(order_id, pair) + except ccxt.InvalidOrder as e: + raise DependencyException( + 'Could not cancel order. Message: {}'.format(e) + ) + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + 'Could not cancel order due to {}. Message: {}'.format( + e.__class__.__name__, e)) + except ccxt.BaseError as e: + raise OperationalException(e) -def get_order(order_id: str) -> Dict: +@retrier +def get_order(order_id: str, pair: str) -> Dict: if _CONF['dry_run']: order = _DRY_RUN_OPEN_ORDERS[order_id] order.update({ 'id': order_id }) return order + try: + return _API.fetch_order(order_id, pair) + except ccxt.InvalidOrder as e: + raise DependencyException( + 'Could not get order. Message: {}'.format(e) + ) + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + 'Could not get order due to {}. Message: {}'.format( + e.__class__.__name__, e)) + except ccxt.BaseError as e: + raise OperationalException(e) - return _API.get_order(order_id) + +@retrier +def get_trades_for_order(order_id: str, pair: str, since: datetime) -> List: + if _CONF['dry_run']: + return [] + if not exchange_has('fetchMyTrades'): + return [] + try: + my_trades = _API.fetch_my_trades(pair, since.timestamp()) + matched_trades = [trade for trade in my_trades if trade['order'] == order_id] + + return matched_trades + + except ccxt.NetworkError as e: + raise TemporaryError( + 'Could not get trades due to networking error. Message: {}'.format(e) + ) + except ccxt.BaseError as e: + raise OperationalException(e) def get_pair_detail_url(pair: str) -> str: - return _API.get_pair_detail_url(pair) + try: + url_base = _API.urls.get('www') + base, quote = pair.split('/') + + return url_base + _EXCHANGE_URLS[_API.id].format(base=base, quote=quote) + except KeyError: + logger.warning('Could not get exchange url for %s', get_name()) + return "" -def get_markets() -> List[str]: - return _API.get_markets() - - -def get_market_summaries() -> List[Dict]: - return _API.get_market_summaries() +@retrier +def get_markets() -> List[dict]: + try: + return _API.fetch_markets() + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + 'Could not load markets due to {}. Message: {}'.format( + e.__class__.__name__, e)) + except ccxt.BaseError as e: + raise OperationalException(e) def get_name() -> str: return _API.name -def get_fee() -> float: - return _API.fee +def get_id() -> str: + return _API.id -def get_wallet_health() -> List[Dict]: - return _API.get_wallet_health() +@retrier +def get_fee(symbol='ETH/BTC', type='', side='', amount=1, + price=1, taker_or_maker='maker') -> float: + try: + # validate that markets are loaded before trying to get fee + if _API.markets is None or len(_API.markets) == 0: + _API.load_markets() + + return _API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount, + price=price, takerOrMaker=taker_or_maker)['rate'] + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + 'Could not get fee info due to {}. Message: {}'.format( + e.__class__.__name__, e)) + except ccxt.BaseError as e: + raise OperationalException(e) + + +def get_amount_lots(pair: str, amount: float) -> float: + """ + get buyable amount rounding, .. + """ + # validate that markets are loaded before trying to get fee + if not _API.markets: + _API.load_markets() + return _API.amount_to_lots(pair, amount) diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py deleted file mode 100644 index 8c2b5a3af..000000000 --- a/freqtrade/exchange/bittrex.py +++ /dev/null @@ -1,226 +0,0 @@ -import logging -from typing import Dict, List, Optional - -from bittrex.bittrex import API_V1_1, API_V2_0 -from bittrex.bittrex import Bittrex as _Bittrex -from requests.exceptions import ContentDecodingError - -from freqtrade import OperationalException, NotEnoughFundsExeption -from freqtrade.exchange.interface import Exchange - -logger = logging.getLogger(__name__) - -_API: _Bittrex = None -_API_V2: _Bittrex = None -_EXCHANGE_CONF: dict = {} - - -class Bittrex(Exchange): - """ - Bittrex API wrapper. - """ - # Base URL and API endpoints - BASE_URL: str = 'https://www.bittrex.com' - PAIR_DETAIL_METHOD: str = BASE_URL + '/Market/Index' - - def __init__(self, config: dict) -> None: - global _API, _API_V2, _EXCHANGE_CONF - - _EXCHANGE_CONF.update(config) - _API = _Bittrex( - api_key=_EXCHANGE_CONF['key'], - api_secret=_EXCHANGE_CONF['secret'], - calls_per_second=1, - api_version=API_V1_1, - ) - _API_V2 = _Bittrex( - api_key=_EXCHANGE_CONF['key'], - api_secret=_EXCHANGE_CONF['secret'], - calls_per_second=1, - api_version=API_V2_0, - ) - self.cached_ticker = {} - - @staticmethod - def _validate_response(response) -> None: - """ - Validates the given bittrex response - and raises a ContentDecodingError if a non-fatal issue happened. - """ - temp_error_messages = [ - 'NO_API_RESPONSE', - 'MIN_TRADE_REQUIREMENT_NOT_MET', - ] - if response['message'] in temp_error_messages: - raise ContentDecodingError(response['message']) - - @property - def fee(self) -> float: - # 0.25 %: See https://bittrex.com/fees - return 0.0025 - - def buy(self, pair: str, rate: float, amount: float) -> str: - data = _API.buy_limit(pair.replace('_', '-'), amount, rate) - if not data['success']: - Bittrex._validate_response(data) - - if data['message'] == "INSUFFICIENT_FUNDS": - raise NotEnoughFundsExeption('{message} params=({pair}, {rate}, {amount})'.format( - message=data['message'], - pair=pair, - rate=rate, - amount=amount)) - else: - raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format( - message=data['message'], - pair=pair, - rate=rate, - amount=amount)) - return data['result']['uuid'] - - def sell(self, pair: str, rate: float, amount: float) -> str: - data = _API.sell_limit(pair.replace('_', '-'), amount, rate) - if not data['success']: - Bittrex._validate_response(data) - if data['message'] == "INSUFFICIENT_FUNDS": - raise NotEnoughFundsExeption('{message} params=({pair}, {rate}, {amount})'.format( - message=data['message'], - pair=pair, - rate=rate, - amount=amount)) - else: - raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format( - message=data['message'], - pair=pair, - rate=rate, - amount=amount)) - return data['result']['uuid'] - - def get_balance(self, currency: str) -> float: - data = _API.get_balance(currency) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({currency})'.format( - message=data['message'], - currency=currency)) - return float(data['result']['Balance'] or 0.0) - - def get_balances(self): - data = _API.get_balances() - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message}'.format(message=data['message'])) - return data['result'] - - def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict: - if refresh or pair not in self.cached_ticker.keys(): - data = _API.get_ticker(pair.replace('_', '-')) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({pair})'.format( - message=data['message'], - pair=pair)) - keys = ['Bid', 'Ask', 'Last'] - if not data.get('result') or\ - not all(key in data.get('result', {}) for key in keys) or\ - not all(data.get('result', {})[key] is not None for key in keys): - raise ContentDecodingError('Invalid response from Bittrex params=({pair})'.format( - pair=pair)) - # Update the pair - self.cached_ticker[pair] = { - 'bid': float(data['result']['Bid']), - 'ask': float(data['result']['Ask']), - 'last': float(data['result']['Last']), - } - return self.cached_ticker[pair] - - def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]: - if tick_interval == 1: - interval = 'oneMin' - elif tick_interval == 5: - interval = 'fiveMin' - elif tick_interval == 30: - interval = 'thirtyMin' - elif tick_interval == 60: - interval = 'hour' - elif tick_interval == 1440: - interval = 'Day' - else: - raise ValueError('Unknown tick_interval: {}'.format(tick_interval)) - - data = _API_V2.get_candles(pair.replace('_', '-'), interval) - - # These sanity check are necessary because bittrex cannot keep their API stable. - if not data.get('result'): - raise ContentDecodingError('Invalid response from Bittrex params=({pair})'.format( - pair=pair)) - - for prop in ['C', 'V', 'O', 'H', 'L', 'T']: - for tick in data['result']: - if prop not in tick.keys(): - raise ContentDecodingError('Required property {} not present ' - 'in response params=({})'.format(prop, pair)) - - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({pair})'.format( - message=data['message'], - pair=pair)) - - return data['result'] - - def get_order(self, order_id: str) -> Dict: - data = _API.get_order(order_id) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({order_id})'.format( - message=data['message'], - order_id=order_id)) - data = data['result'] - return { - 'id': data['OrderUuid'], - 'type': data['Type'], - 'pair': data['Exchange'].replace('-', '_'), - 'opened': data['Opened'], - 'rate': data['PricePerUnit'], - 'amount': data['Quantity'], - 'remaining': data['QuantityRemaining'], - 'closed': data['Closed'], - } - - def cancel_order(self, order_id: str) -> None: - data = _API.cancel(order_id) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({order_id})'.format( - message=data['message'], - order_id=order_id)) - - def get_pair_detail_url(self, pair: str) -> str: - return self.PAIR_DETAIL_METHOD + '?MarketName={}'.format(pair.replace('_', '-')) - - def get_markets(self) -> List[str]: - data = _API.get_markets() - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException(data['message']) - return [m['MarketName'].replace('-', '_') for m in data['result']] - - def get_market_summaries(self) -> List[Dict]: - data = _API.get_market_summaries() - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException(data['message']) - return data['result'] - - def get_wallet_health(self) -> List[Dict]: - data = _API_V2.get_wallet_health() - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException(data['message']) - return [{ - 'Currency': entry['Health']['Currency'], - 'IsActive': entry['Health']['IsActive'], - 'LastChecked': entry['Health']['LastChecked'], - 'Notice': entry['Currency'].get('Notice'), - } for entry in data['result']] diff --git a/freqtrade/exchange/interface.py b/freqtrade/exchange/interface.py deleted file mode 100644 index 6121a98b3..000000000 --- a/freqtrade/exchange/interface.py +++ /dev/null @@ -1,172 +0,0 @@ -from abc import ABC, abstractmethod -from typing import Dict, List, Optional - - -class Exchange(ABC): - @property - def name(self) -> str: - """ - Name of the exchange. - :return: str representation of the class name - """ - return self.__class__.__name__ - - @property - def fee(self) -> float: - """ - Fee for placing an order - :return: percentage in float - """ - - @abstractmethod - def buy(self, pair: str, rate: float, amount: float) -> str: - """ - Places a limit buy order. - :param pair: Pair as str, format: BTC_ETH - :param rate: Rate limit for order - :param amount: The amount to purchase - :return: order_id of the placed buy order - """ - - @abstractmethod - def sell(self, pair: str, rate: float, amount: float) -> str: - """ - Places a limit sell order. - :param pair: Pair as str, format: BTC_ETH - :param rate: Rate limit for order - :param amount: The amount to sell - :return: order_id of the placed sell order - """ - - @abstractmethod - def get_balance(self, currency: str) -> float: - """ - Gets account balance. - :param currency: Currency as str, format: BTC - :return: float - """ - - @abstractmethod - def get_balances(self) -> List[dict]: - """ - Gets account balances across currencies - :return: List of dicts, format: [ - { - 'Currency': str, - 'Balance': float, - 'Available': float, - 'Pending': float, - } - ... - ] - """ - - @abstractmethod - def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict: - """ - Gets ticker for given pair. - :param pair: Pair as str, format: BTC_ETC - :param refresh: Shall we query a new value or a cached value is enough - :return: dict, format: { - 'bid': float, - 'ask': float, - 'last': float - } - """ - - @abstractmethod - def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]: - """ - Gets ticker history for given pair. - :param pair: Pair as str, format: BTC_ETC - :param tick_interval: ticker interval in minutes - :return: list, format: [ - { - 'O': float, (Open) - 'H': float, (High) - 'L': float, (Low) - 'C': float, (Close) - 'V': float, (Volume) - 'T': datetime, (Time) - 'BV': float, (Base Volume) - }, - ... - ] - """ - - def get_order(self, order_id: str) -> Dict: - """ - Get order details for the given order_id. - :param order_id: ID as str - :return: dict, format: { - 'id': str, - 'type': str, - 'pair': str, - 'opened': str ISO 8601 datetime, - 'closed': str ISO 8601 datetime, - 'rate': float, - 'amount': float, - 'remaining': int - } - """ - - @abstractmethod - def cancel_order(self, order_id: str) -> None: - """ - Cancels order for given order_id. - :param order_id: ID as str - :return: None - """ - - @abstractmethod - def get_pair_detail_url(self, pair: str) -> str: - """ - Returns the market detail url for the given pair. - :param pair: Pair as str, format: BTC_ETC - :return: URL as str - """ - - @abstractmethod - def get_markets(self) -> List[str]: - """ - Returns all available markets. - :return: List of all available pairs - """ - - @abstractmethod - def get_market_summaries(self) -> List[Dict]: - """ - Returns a 24h market summary for all available markets - :return: list, format: [ - { - 'MarketName': str, - 'High': float, - 'Low': float, - 'Volume': float, - 'Last': float, - 'TimeStamp': datetime, - 'BaseVolume': float, - 'Bid': float, - 'Ask': float, - 'OpenBuyOrders': int, - 'OpenSellOrders': int, - 'PrevDay': float, - 'Created': datetime - }, - ... - ] - """ - - @abstractmethod - def get_wallet_health(self) -> List[Dict]: - """ - Returns a list of all wallet health information - :return: list, format: [ - { - 'Currency': str, - 'IsActive': bool, - 'LastChecked': str, - 'Notice': str - }, - ... - """ diff --git a/freqtrade/fiat_convert.py b/freqtrade/fiat_convert.py index b86b56ec5..17882f51a 100644 --- a/freqtrade/fiat_convert.py +++ b/freqtrade/fiat_convert.py @@ -5,8 +5,10 @@ e.g BTC to USD import logging import time +from typing import Dict from coinmarketcap import Market +from requests.exceptions import RequestException logger = logging.getLogger(__name__) @@ -73,11 +75,7 @@ class CryptoToFiatConverter(object): "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD" ] - CRYPTOMAP = { - 'BTC': 'bitcoin', - 'ETH': 'ethereum', - 'USDT': 'thether' - } + _cryptomap: Dict = {} def __new__(cls): if CryptoToFiatConverter.__instance is None: @@ -90,6 +88,15 @@ class CryptoToFiatConverter(object): def __init__(self) -> None: self._pairs = [] + self._load_cryptomap() + + def _load_cryptomap(self) -> None: + try: + coinlistings = self._coinmarketcap.listings() + self._cryptomap = dict(map(lambda coin: (coin["symbol"], str(coin["id"])), + coinlistings["data"])) + except (ValueError, RequestException) as e: + logger.error("Could not load FIAT Cryptocurrency map for the following problem: %s", e) def convert_amount(self, crypto_amount: float, crypto_symbol: str, fiat_symbol: str) -> float: """ @@ -99,6 +106,8 @@ class CryptoToFiatConverter(object): :param fiat_symbol: fiat to convert to :return: float, value in fiat of the crypto-currency amount """ + if crypto_symbol == fiat_symbol: + return crypto_amount price = self.get_price(crypto_symbol=crypto_symbol, fiat_symbol=fiat_symbol) return float(crypto_amount) * float(price) @@ -179,15 +188,17 @@ class CryptoToFiatConverter(object): if not self._is_supported_fiat(fiat=fiat_symbol): raise ValueError('The fiat {} is not supported.'.format(fiat_symbol)) - if crypto_symbol not in self.CRYPTOMAP: - raise ValueError( - 'The crypto symbol {} is not supported.'.format(crypto_symbol)) + if crypto_symbol not in self._cryptomap: + # return 0 for unsupported stake currencies (fiat-convert should not break the bot) + logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol) + return 0.0 try: return float( self._coinmarketcap.ticker( - currency=self.CRYPTOMAP[crypto_symbol], + currency=self._cryptomap[crypto_symbol], convert=fiat_symbol - )[0]['price_' + fiat_symbol.lower()] + )['data']['quotes'][fiat_symbol.upper()]['price'] ) - except BaseException: + except BaseException as ex: + logger.error("Error in _find_price: %s", ex) return 0.0 diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 9d76505f7..7c955d423 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -3,7 +3,6 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade() """ import copy -import json import logging import time import traceback @@ -12,13 +11,14 @@ from typing import Dict, List, Optional, Any, Callable import arrow import requests -from cachetools import cached, TTLCache +from cachetools import TTLCache, cached from freqtrade import ( - DependencyException, OperationalException, exchange, persistence, __version__, - NotEnoughFundsExeption) -from freqtrade.analyze import Analyze + DependencyException, OperationalException, TemporaryError, + exchange, persistence, __version__, +) from freqtrade import constants +from freqtrade.analyze import Analyze from freqtrade.fiat_convert import CryptoToFiatConverter from freqtrade.persistence import Trade from freqtrade.rpc.rpc_manager import RPCManager @@ -165,78 +165,83 @@ class FreqtradeBot(object): # Then looking for buy opportunities if len(trades) < self.config['max_open_trades']: - try: - state_changed = self.process_maybe_execute_buy() - except NotEnoughFundsExeption: - logger.warning('insufficient funds to execute this buy order, ignoring it!') - state_changed = False + state_changed = self.process_maybe_execute_buy() if 'unfilledtimeout' in self.config: # Check and handle any timed out open orders self.check_handle_timedout(self.config['unfilledtimeout']) Trade.session.flush() - except (requests.exceptions.RequestException, json.JSONDecodeError) as error: + except TemporaryError as error: logger.warning('%s, retrying in 30 seconds...', error) time.sleep(constants.RETRY_TIMEOUT) - except OperationalException: self.rpc.send_msg( '*Status:* OperationalException:\n```\n{traceback}```{hint}' - .format( - traceback=traceback.format_exc(), - hint='Issue `/start` if you think it is safe to restart.' - ) + .format( + traceback=traceback.format_exc(), + hint='Issue `/start` if you think it is safe to restart.' + ) ) logger.exception('OperationalException. Stopping trader ...') self.state = State.STOPPED return state_changed @cached(TTLCache(maxsize=1, ttl=1800)) - def _gen_pair_whitelist(self, base_currency: str, key: str = 'BaseVolume') -> List[str]: + def _gen_pair_whitelist(self, base_currency: str, key: str = 'quoteVolume') -> List[str]: """ Updates the whitelist with with a dynamically generated list :param base_currency: base currency as str - :param key: sort key (defaults to 'BaseVolume') + :param key: sort key (defaults to 'quoteVolume') :return: List of pairs """ - summaries = sorted( - (s for s in exchange.get_market_summaries() if - s['MarketName'].startswith(base_currency)), - key=lambda s: s.get(key) or 0.0, - reverse=True - ) - return [s['MarketName'].replace('-', '_') for s in summaries] + if not exchange.exchange_has('fetchTickers'): + raise OperationalException( + 'Exchange does not support dynamic whitelist.' + 'Please edit your config and restart the bot' + ) + + tickers = exchange.get_tickers() + # check length so that we make sure that '/' is actually in the string + tickers = [v for k, v in tickers.items() + if len(k.split('/')) == 2 and k.split('/')[1] == base_currency] + + sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key]) + pairs = [s['symbol'] for s in sorted_tickers] + return pairs def _refresh_whitelist(self, whitelist: List[str]) -> List[str]: """ - Check wallet health and remove pair from whitelist if necessary + Check available markets and remove pair from whitelist if necessary :param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to trade :return: the list of pairs the user wants to trade without the one unavailable or black_listed """ sanitized_whitelist = whitelist - health = exchange.get_wallet_health() + markets = exchange.get_markets() + + markets = [m for m in markets if m['quote'] == self.config['stake_currency']] known_pairs = set() - for status in health: - pair = '{}_{}'.format(self.config['stake_currency'], status['Currency']) + for market in markets: + pair = market['symbol'] # pair is not int the generated dynamic market, or in the blacklist ... ignore it if pair not in whitelist or pair in self.config['exchange'].get('pair_blacklist', []): continue # else the pair is valid known_pairs.add(pair) # Market is not active - if not status['IsActive']: + if not market['active']: sanitized_whitelist.remove(pair) logger.info( - 'Ignoring %s from whitelist (reason: %s).', - pair, status.get('Notice') or 'wallet is not active' + 'Ignoring %s from whitelist. Market is not active.', + pair ) # We need to remove pairs that are unknown final_list = [x for x in sanitized_whitelist if x in known_pairs] + return final_list def get_target_bid(self, ticker: Dict[str, float]) -> float: @@ -281,7 +286,7 @@ class FreqtradeBot(object): if not whitelist: raise DependencyException('No currency pairs in whitelist') - # Pick pair based on StochRSI buy signals + # Pick pair based on buy signals for _pair in whitelist: (buy, sell) = self.analyze.get_signal(_pair, interval) if buy and not sell: @@ -294,7 +299,7 @@ class FreqtradeBot(object): buy_limit = self.get_target_bid(exchange.get_ticker(pair)) amount = stake_amount / buy_limit - order_id = exchange.buy(pair, buy_limit, amount) + order_id = exchange.buy(pair, buy_limit, amount)['id'] stake_amount_fiat = self.fiat_converter.convert_amount( stake_amount, @@ -305,26 +310,29 @@ class FreqtradeBot(object): # Create trade entity and return self.rpc.send_msg( '*{}:* Buying [{}]({}) with limit `{:.8f} ({:.6f} {}, {:.3f} {})` ' - .format( - exchange.get_name().upper(), - pair.replace('_', '/'), - exchange.get_pair_detail_url(pair), - buy_limit, - stake_amount, - self.config['stake_currency'], - stake_amount_fiat, - self.config['fiat_display_currency'] - ) + .format( + exchange.get_name(), + pair.replace('_', '/'), + exchange.get_pair_detail_url(pair), + buy_limit, + stake_amount, + self.config['stake_currency'], + stake_amount_fiat, + self.config['fiat_display_currency'] + ) ) # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL + fee = exchange.get_fee(symbol=pair, taker_or_maker='maker') trade = Trade( pair=pair, stake_amount=stake_amount, amount=amount, - fee=exchange.get_fee(), + fee_open=fee, + fee_close=fee, open_rate=buy_limit, + open_rate_requested=buy_limit, open_date=datetime.utcnow(), - exchange=exchange.get_name().upper(), + exchange=exchange.get_id(), open_order_id=order_id ) Trade.session.add(trade) @@ -352,17 +360,74 @@ class FreqtradeBot(object): Tries to execute a sell trade :return: True if executed """ - # Get order details for actual price per unit - if trade.open_order_id: - # Update trade with order values - logger.info('Found open order for %s', trade) - trade.update(exchange.get_order(trade.open_order_id)) + try: + # Get order details for actual price per unit + if trade.open_order_id: + # Update trade with order values + logger.info('Found open order for %s', trade) + order = exchange.get_order(trade.open_order_id, trade.pair) + # Try update amount (binance-fix) + try: + new_amount = self.get_real_amount(trade, order) + if order['amount'] != new_amount: + order['amount'] = new_amount + # Fee was applied, so set to 0 + trade.fee_open = 0 - if trade.is_open and trade.open_order_id is None: - # Check if we can sell our current pair - return self.handle_trade(trade) + except OperationalException as exception: + logger.warning("could not update trade amount: %s", exception) + + trade.update(order) + + if trade.is_open and trade.open_order_id is None: + # Check if we can sell our current pair + return self.handle_trade(trade) + except DependencyException as exception: + logger.warning('Unable to sell trade: %s', exception) return False + def get_real_amount(self, trade: Trade, order: Dict) -> float: + """ + Get real amount for the trade + Necessary for exchanges which charge fees in base currency (e.g. binance) + """ + order_amount = order['amount'] + # Only run for closed orders + if trade.fee_open == 0 or order['status'] == 'open': + return order_amount + + # use fee from order-dict if possible + if 'fee' in order and order['fee'] and (order['fee'].keys() >= {'currency', 'cost'}): + if trade.pair.startswith(order['fee']['currency']): + new_amount = order_amount - order['fee']['cost'] + logger.info("Applying fee on amount for %s (from %s to %s) from Order", + trade, order['amount'], new_amount) + return new_amount + + # Fallback to Trades + trades = exchange.get_trades_for_order(trade.open_order_id, trade.pair, trade.open_date) + + if len(trades) == 0: + logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade) + return order_amount + amount = 0 + fee_abs = 0 + for exectrade in trades: + amount += exectrade['amount'] + if "fee" in exectrade and (exectrade['fee'].keys() >= {'currency', 'cost'}): + # only applies if fee is in quote currency! + if trade.pair.startswith(exectrade['fee']['currency']): + fee_abs += exectrade['fee']['cost'] + + if amount != order_amount: + logger.warning("amount {} does not match amount {}".format(amount, trade.amount)) + raise OperationalException("Half bought? Amounts don't match") + real_amount = amount - fee_abs + if fee_abs != 0: + logger.info("Applying fee on amount for {} (from {} to {}) from Trades".format( + trade, order['amount'], real_amount)) + return real_amount + def handle_trade(self, trade: Trade) -> bool: """ Sells the current pair if the threshold is reached and updates the trade record. @@ -395,22 +460,22 @@ class FreqtradeBot(object): for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all(): try: - order = exchange.get_order(trade.open_order_id) + order = exchange.get_order(trade.open_order_id, trade.pair) except requests.exceptions.RequestException: logger.info( 'Cannot query order for %s due to %s', trade, traceback.format_exc()) continue - ordertime = arrow.get(order['opened']) + ordertime = arrow.get(order['datetime']).datetime # Check if trade is still actually open if int(order['remaining']) == 0: continue - if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold: + if order['side'] == 'buy' and ordertime < timeoutthreashold: self.handle_timedout_limit_buy(trade, order) - elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold: + elif order['side'] == 'sell' and ordertime < timeoutthreashold: self.handle_timedout_limit_sell(trade, order) # FIX: 20180110, why is cancel.order unconditionally here, whereas @@ -420,7 +485,7 @@ class FreqtradeBot(object): """Buy timeout - cancel order :return: True if order was fully cancelled """ - exchange.cancel_order(trade.open_order_id) + exchange.cancel_order(trade.open_order_id, trade.pair) if order['remaining'] == order['amount']: # if trade is not partially completed, just delete the trade Trade.session.delete(trade) @@ -450,7 +515,7 @@ class FreqtradeBot(object): """ if order['remaining'] == order['amount']: # if trade is not partially completed, just cancel the trade - exchange.cancel_order(trade.open_order_id) + exchange.cancel_order(trade.open_order_id, trade.pair) trade.close_rate = None trade.close_profit = None trade.close_date = None @@ -472,64 +537,60 @@ class FreqtradeBot(object): :return: None """ # Execute sell and update trade record + order_id = exchange.sell(str(trade.pair), limit, trade.amount)['id'] + trade.open_order_id = order_id + trade.close_rate_requested = limit - # check if we have these funds first - try: - order_id = exchange.sell(str(trade.pair), limit, trade.amount) - trade.open_order_id = order_id + fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2) + profit_trade = trade.calc_profit(rate=limit) + current_rate = exchange.get_ticker(trade.pair)['bid'] + profit = trade.calc_profit_percent(limit) - fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2) - profit_trade = trade.calc_profit(rate=limit) - current_rate = exchange.get_ticker(trade.pair, False)['bid'] - profit = trade.calc_profit_percent(current_rate) + message = "*{exchange}:* Selling\n" \ + "*Current Pair:* [{pair}]({pair_url})\n" \ + "*Limit:* `{limit}`\n" \ + "*Amount:* `{amount}`\n" \ + "*Open Rate:* `{open_rate:.8f}`\n" \ + "*Current Rate:* `{current_rate:.8f}`\n" \ + "*Profit:* `{profit:.2f}%`" \ + "".format( + exchange=trade.exchange, + pair=trade.pair, + pair_url=exchange.get_pair_detail_url(trade.pair), + limit=limit, + open_rate=trade.open_rate, + current_rate=current_rate, + amount=round(trade.amount, 8), + profit=round(profit * 100, 2), + ) - message = "*{exchange}:* Selling\n" \ - "*Current Pair:* [{pair}]({pair_url})\n" \ - "*Limit:* `{limit}`\n" \ - "*Amount:* `{amount}`\n" \ - "*Open Rate:* `{open_rate:.8f}`\n" \ - "*Current Rate:* `{current_rate:.8f}`\n" \ - "*Profit:* `{profit:.2f}%`" \ - "".format( - exchange=trade.exchange, - pair=trade.pair, - pair_url=exchange.get_pair_detail_url(trade.pair), - limit=limit, - open_rate=trade.open_rate, - current_rate=current_rate, - amount=round(trade.amount, 8), - profit=round(profit * 100, 2), - ) + # For regular case, when the configuration exists + if 'stake_currency' in self.config and 'fiat_display_currency' in self.config: + fiat_converter = CryptoToFiatConverter() + profit_fiat = fiat_converter.convert_amount( + profit_trade, + self.config['stake_currency'], + self.config['fiat_display_currency'] + ) + message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f} {coin}`' \ + '` / {profit_fiat:.3f} {fiat})`' \ + ''.format( + gain="profit" if fmt_exp_profit > 0 else "loss", + profit_percent=fmt_exp_profit, + profit_coin=profit_trade, + coin=self.config['stake_currency'], + profit_fiat=profit_fiat, + fiat=self.config['fiat_display_currency'], + ) + # Because telegram._forcesell does not have the configuration + # Ignore the FIAT value and does not show the stake_currency as well + else: + message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f})`'.format( + gain="profit" if fmt_exp_profit > 0 else "loss", + profit_percent=fmt_exp_profit, + profit_coin=profit_trade + ) - # For regular case, when the configuration exists - if 'stake_currency' in self.config and 'fiat_display_currency' in self.config: - fiat_converter = CryptoToFiatConverter() - profit_fiat = fiat_converter.convert_amount( - profit_trade, - self.config['stake_currency'], - self.config['fiat_display_currency'] - ) - message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f} {coin}`' \ - '` / {profit_fiat:.3f} {fiat})`' \ - ''.format( - gain="profit" if fmt_exp_profit > 0 else "loss", - profit_percent=fmt_exp_profit, - profit_coin=profit_trade, - coin=self.config['stake_currency'], - profit_fiat=profit_fiat, - fiat=self.config['fiat_display_currency'], - ) - # Because telegram._forcesell does not have the configuration - # Ignore the FIAT value and does not show the stake_currency as well - else: - message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f})`'.format( - gain="profit" if fmt_exp_profit > 0 else "loss", - profit_percent=fmt_exp_profit, - profit_coin=profit_trade - ) - - # Send the message - self.rpc.send_msg(message) - Trade.session.flush() - except NotEnoughFundsExeption: - logger.warning('Sell order failed, due to not having enough funds for %s.', trade) + # Send the message + self.rpc.send_msg(message) + Trade.session.flush() diff --git a/freqtrade/main.py b/freqtrade/main.py index 9639922f9..973ed031d 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -61,6 +61,7 @@ def set_loggers() -> None: :return: None """ logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO) + logging.getLogger('ccxt.base.exchange').setLevel(logging.INFO) logging.getLogger('telegram').setLevel(logging.INFO) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index f5d045c44..225fb32df 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -5,6 +5,7 @@ Various tool function for Freqtrade and scripts import json import logging import re +import gzip from datetime import datetime from typing import Dict @@ -63,12 +64,28 @@ def common_datearray(dfs: Dict[str, DataFrame]) -> np.ndarray: return np.sort(arr, axis=0) -def file_dump_json(filename, data) -> None: +def file_dump_json(filename, data, is_zip=False) -> None: """ Dump JSON data into a file :param filename: file to create :param data: JSON Data to save :return: """ - with open(filename, 'w') as fp: - json.dump(data, fp, default=str) + print(f'dumping json to "{filename}"') + + if is_zip: + if not filename.endswith('.gz'): + filename = filename + '.gz' + with gzip.open(filename, 'w') as fp: + json.dump(data, fp, default=str) + else: + with open(filename, 'w') as fp: + json.dump(data, fp, default=str) + + +def format_ms_time(date: str) -> str: + """ + convert MS date to readable format. + : epoch-string in ms + """ + return datetime.fromtimestamp(date/1000.0).strftime('%Y-%m-%dT%H:%M:%S') diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index bfdfceab1..f6f1ba47a 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -4,38 +4,60 @@ import gzip import json import logging import os +import arrow from typing import Optional, List, Dict, Tuple -from freqtrade import misc +from freqtrade import misc, constants from freqtrade.exchange import get_ticker_history + from user_data.hyperopt_conf import hyperopt_optimize_conf logger = logging.getLogger(__name__) def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -> List[Dict]: - stype, start, stop = timerange - if stype == (None, 'line'): - return tickerlist[stop:] - elif stype == ('line', None): - return tickerlist[0:start] - elif stype == ('index', 'index'): - return tickerlist[start:stop] + if not tickerlist: + return tickerlist - return tickerlist + stype, start, stop = timerange + + start_index = 0 + stop_index = len(tickerlist) + + if stype[0] == 'line': + stop_index = start + if stype[0] == 'index': + start_index = start + elif stype[0] == 'date': + while start_index < len(tickerlist) and tickerlist[start_index][0] < start * 1000: + start_index += 1 + + if stype[1] == 'line': + start_index = len(tickerlist) + stop + if stype[1] == 'index': + stop_index = stop + elif stype[1] == 'date': + while stop_index > 0 and tickerlist[stop_index-1][0] > stop * 1000: + stop_index -= 1 + + if start_index > stop_index: + raise ValueError(f'The timerange [{start},{stop}] is incorrect') + + return tickerlist[start_index:stop_index] def load_tickerdata_file( datadir: str, pair: str, - ticker_interval: int, + ticker_interval: str, timerange: Optional[Tuple[Tuple, int, int]] = None) -> Optional[List[Dict]]: """ Load a pair from file, :return dict OR empty if unsuccesful """ path = make_testdata_path(datadir) + pair_file_string = pair.replace('/', '_') file = os.path.join(path, '{pair}-{ticker_interval}.json'.format( - pair=pair, + pair=pair_file_string, ticker_interval=ticker_interval, )) gzipfile = file + '.gz' @@ -58,7 +80,8 @@ def load_tickerdata_file( return pairdata -def load_data(datadir: str, ticker_interval: int, +def load_data(datadir: str, + ticker_interval: str, pairs: Optional[List[str]] = None, refresh_pairs: Optional[bool] = False, timerange: Optional[Tuple[Tuple, int, int]] = None) -> Dict[str, List]: @@ -73,16 +96,15 @@ def load_data(datadir: str, ticker_interval: int, # If the user force the refresh of pairs if refresh_pairs: logger.info('Download data for all pairs and store them in %s', datadir) - download_pairs(datadir, _pairs, ticker_interval) + download_pairs(datadir, _pairs, ticker_interval, timerange=timerange) for pair in _pairs: pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange) - if not pairdata: - # download the tickerdata from exchange - download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) - # and retry reading the pair - pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange) - result[pair] = pairdata + if pairdata: + result[pair] = pairdata + else: + logger.warn('No data for pair %s, use --update-pairs-cached to download the data', pair) + return result @@ -95,14 +117,19 @@ def make_testdata_path(datadir: str) -> str: ) -def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool: +def download_pairs(datadir, pairs: List[str], + ticker_interval: str, + timerange: Optional[Tuple[Tuple, int, int]] = None) -> bool: """For each pairs passed in parameters, download the ticker intervals""" for pair in pairs: try: - download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) + download_backtesting_testdata(datadir, + pair=pair, + tick_interval=ticker_interval, + timerange=timerange) except BaseException: logger.info( - 'Failed to download the pair: "%s", Interval: %s min', + 'Failed to download the pair: "%s", Interval: %s', pair, ticker_interval ) @@ -110,39 +137,85 @@ def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool: return True -# FIX: 20180110, suggest rename interval to tick_interval -def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> None: +def load_cached_data_for_updating(filename: str, + tick_interval: str, + timerange: Optional[Tuple[Tuple, int, int]]) -> Tuple[list, int]: """ - Download the latest 1 and 5 ticker intervals from Bittrex for the pairs passed in parameters - Based on @Rybolov work: https://github.com/rybolov/freqtrade-data + Load cached data and choose what part of the data should be updated """ - path = make_testdata_path(datadir) - logger.info( - 'Download the pair: "%s", Interval: %s min', pair, interval - ) + since_ms = None - filename = os.path.join(path, '{pair}-{interval}.json'.format( - pair=pair.replace("-", "_"), - interval=interval, - )) + # user sets timerange, so find the start time + if timerange: + if timerange[0][0] == 'date': + since_ms = timerange[1] * 1000 + elif timerange[0][1] == 'line': + num_minutes = timerange[2] * constants.TICKER_INTERVAL_MINUTES[tick_interval] + since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000 + # read the cached file if os.path.isfile(filename): with open(filename, "rt") as file: data = json.load(file) + # remove the last item, because we are not sure if it is correct + # it could be fetched when the candle was incompleted + if data: + data.pop() else: data = [] - logger.debug('Current Start: %s', data[1]['T'] if data else None) - logger.debug('Current End: %s', data[-1:][0]['T'] if data else None) + if data: + if since_ms and since_ms < data[0][0]: + # the data is requested for earlier period than the cache has + # so fully redownload all the data + data = [] + else: + # a part of the data was already downloaded, so + # download unexist data only + since_ms = data[-1][0] + 1 - # Extend data with new ticker history - data.extend([ - row for row in get_ticker_history(pair=pair, tick_interval=int(interval)) - if row not in data - ]) + return (data, since_ms) + + +def download_backtesting_testdata(datadir: str, + pair: str, + tick_interval: str = '5m', + timerange: Optional[Tuple[Tuple, int, int]] = None) -> None: + + """ + Download the latest ticker intervals from the exchange for the pairs passed in parameters + The data is downloaded starting from the last correct ticker interval data that + esists in a cache. If timerange starts earlier than the data in the cache, + the full data will be redownloaded + + Based on @Rybolov work: https://github.com/rybolov/freqtrade-data + :param pairs: list of pairs to download + :param tick_interval: ticker interval + :param timerange: range of time to download + :return: None + + """ + + path = make_testdata_path(datadir) + filepair = pair.replace("/", "_") + filename = os.path.join(path, f'{filepair}-{tick_interval}.json') + + logger.info( + 'Download the pair: "%s", Interval: %s', + pair, + tick_interval + ) + + data, since_ms = load_cached_data_for_updating(filename, tick_interval, timerange) + + logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None') + logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None') + + new_data = get_ticker_history(pair=pair, tick_interval=tick_interval, since_ms=since_ms) + data.extend(new_data) + + logger.debug("New Start: %s", misc.format_ms_time(data[0][0])) + logger.debug("New End: %s", misc.format_ms_time(data[-1][0])) - data = sorted(data, key=lambda _data: _data['T']) - logger.debug('New Start: %s', data[1]['T']) - logger.debug('New End: %s', data[-1:][0]['T']) misc.file_dump_json(filename, data) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index cf140637c..376730d0f 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -17,11 +17,9 @@ from freqtrade import exchange from freqtrade.analyze import Analyze from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration -from freqtrade.exchange import Bittrex from freqtrade.misc import file_dump_json from freqtrade.persistence import Trade - logger = logging.getLogger(__name__) @@ -52,7 +50,14 @@ class Backtesting(object): self.tickerdata_to_dataframe = self.analyze.tickerdata_to_dataframe self.populate_buy_trend = self.analyze.populate_buy_trend self.populate_sell_trend = self.analyze.populate_sell_trend - exchange._API = Bittrex({'key': '', 'secret': ''}) + + # Reset keys for backtesting + self.config['exchange']['key'] = '' + self.config['exchange']['secret'] = '' + self.config['exchange']['password'] = '' + self.config['exchange']['uid'] = '' + self.config['dry_run'] = True + exchange.init(self.config) @staticmethod def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: @@ -109,12 +114,14 @@ class Backtesting(object): stake_amount = args['stake_amount'] max_open_trades = args.get('max_open_trades', 0) + fee = exchange.get_fee() trade = Trade( open_rate=buy_row.close, open_date=buy_row.date, stake_amount=stake_amount, amount=stake_amount / buy_row.open, - fee=exchange.get_fee() + fee_open=fee, + fee_close=fee ) # calculate win/lose forwards from buy point diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index fb1d882be..20fa5380d 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -29,7 +29,6 @@ from freqtrade.optimize import load_data from freqtrade.optimize.backtesting import Backtesting from user_data.hyperopt_conf import hyperopt_optimize_conf - logger = logging.getLogger(__name__) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 56fe336d2..2d497662e 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -15,6 +15,8 @@ from sqlalchemy.ext.declarative import declarative_base from sqlalchemy.orm.scoping import scoped_session from sqlalchemy.orm.session import sessionmaker from sqlalchemy.pool import StaticPool +from sqlalchemy import inspect + logger = logging.getLogger(__name__) @@ -50,12 +52,61 @@ def init(config: dict, engine: Optional[Engine] = None) -> None: Trade.session = session() Trade.query = session.query_property() _DECL_BASE.metadata.create_all(engine) + check_migrate(engine) # Clean dry_run DB if _CONF.get('dry_run', False) and _CONF.get('dry_run_db', False): clean_dry_run_db() +def has_column(columns, searchname: str) -> bool: + return len(list(filter(lambda x: x["name"] == searchname, columns))) == 1 + + +def check_migrate(engine) -> None: + """ + Checks if migration is necessary and migrates if necessary + """ + inspector = inspect(engine) + + cols = inspector.get_columns('trades') + + if not has_column(cols, 'fee_open'): + # Schema migration necessary + engine.execute("alter table trades rename to trades_bak") + # let SQLAlchemy create the schema as required + _DECL_BASE.metadata.create_all(engine) + + # Copy data back - following the correct schema + engine.execute("""insert into trades + (id, exchange, pair, is_open, fee_open, fee_close, open_rate, + open_rate_requested, close_rate, close_rate_requested, close_profit, + stake_amount, amount, open_date, close_date, open_order_id) + select id, lower(exchange), + case + when instr(pair, '_') != 0 then + substr(pair, instr(pair, '_') + 1) || '/' || + substr(pair, 1, instr(pair, '_') - 1) + else pair + end + pair, + is_open, fee fee_open, fee fee_close, + open_rate, null open_rate_requested, close_rate, + null close_rate_requested, close_profit, + stake_amount, amount, open_date, close_date, open_order_id + from trades_bak + """) + + # Reread columns - the above recreated the table! + inspector = inspect(engine) + cols = inspector.get_columns('trades') + + if not has_column(cols, 'open_rate_requested'): + engine.execute("alter table trades add open_rate_requested float") + if not has_column(cols, 'close_rate_requested'): + engine.execute("alter table trades add close_rate_requested float") + + def cleanup() -> None: """ Flushes all pending operations to disk. @@ -85,9 +136,12 @@ class Trade(_DECL_BASE): exchange = Column(String, nullable=False) pair = Column(String, nullable=False) is_open = Column(Boolean, nullable=False, default=True) - fee = Column(Float, nullable=False, default=0.0) + fee_open = Column(Float, nullable=False, default=0.0) + fee_close = Column(Float, nullable=False, default=0.0) open_rate = Column(Float) + open_rate_requested = Column(Float) close_rate = Column(Float) + close_rate_requested = Column(Float) close_profit = Column(Float) stake_amount = Column(Float, nullable=False) amount = Column(Float) @@ -111,20 +165,20 @@ class Trade(_DECL_BASE): :return: None """ # Ignore open and cancelled orders - if not order['closed'] or order['rate'] is None: + if order['status'] == 'open' or order['price'] is None: return logger.info('Updating trade (id=%d) ...', self.id) getcontext().prec = 8 # Bittrex do not go above 8 decimal - if order['type'] == 'LIMIT_BUY': + if order['type'] == 'limit' and order['side'] == 'buy': # Update open rate and actual amount - self.open_rate = Decimal(order['rate']) + self.open_rate = Decimal(order['price']) self.amount = Decimal(order['amount']) logger.info('LIMIT_BUY has been fulfilled for %s.', self) self.open_order_id = None - elif order['type'] == 'LIMIT_SELL': - self.close(order['rate']) + elif order['type'] == 'limit' and order['side'] == 'sell': + self.close(order['price']) else: raise ValueError('Unknown order type: {}'.format(order['type'])) cleanup() @@ -156,7 +210,7 @@ class Trade(_DECL_BASE): getcontext().prec = 8 buy_trade = (Decimal(self.amount) * Decimal(self.open_rate)) - fees = buy_trade * Decimal(fee or self.fee) + fees = buy_trade * Decimal(fee or self.fee_open) return float(buy_trade + fees) def calc_close_trade_price( @@ -177,7 +231,7 @@ class Trade(_DECL_BASE): return 0.0 sell_trade = (Decimal(self.amount) * Decimal(rate or self.close_rate)) - fees = sell_trade * Decimal(fee or self.fee) + fees = sell_trade * Decimal(fee or self.fee_close) return float(sell_trade - fees) def calc_profit( @@ -195,7 +249,7 @@ class Trade(_DECL_BASE): open_trade_price = self.calc_open_trade_price() close_trade_price = self.calc_close_trade_price( rate=(rate or self.close_rate), - fee=(fee or self.fee) + fee=(fee or self.fee_close) ) return float("{0:.8f}".format(close_trade_price - open_trade_price)) @@ -215,7 +269,7 @@ class Trade(_DECL_BASE): open_trade_price = self.calc_open_trade_price() close_trade_price = self.calc_close_trade_price( rate=(rate or self.close_rate), - fee=(fee or self.fee) + fee=(fee or self.fee_close) ) return float("{0:.8f}".format((close_trade_price / open_trade_price) - 1)) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 5ad7b6b03..fd28444d1 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -48,7 +48,7 @@ class RPC(object): for trade in trades: order = None if trade.open_order_id: - order = exchange.get_order(trade.open_order_id) + order = exchange.get_order(trade.open_order_id, trade.pair) # calculate profit and send message to user current_rate = exchange.get_ticker(trade.pair, False)['bid'] current_profit = trade.calc_profit_percent(current_rate) @@ -76,8 +76,8 @@ class RPC(object): amount=round(trade.amount, 8), close_profit=fmt_close_profit, current_profit=round(current_profit * 100, 2), - open_order='({} rem={:.8f})'.format( - order['type'], order['remaining'] + open_order='({} {} rem={:.8f})'.format( + order['type'], order['side'], order['remaining'] ) if order else None, ) result.append(message) @@ -246,35 +246,34 @@ class RPC(object): """ :return: current account balance per crypto """ - balances = [ - c for c in exchange.get_balances() - if c['Balance'] or c['Available'] or c['Pending'] - ] - if not balances: - return True, '`All balances are zero.`' - output = [] total = 0.0 - for currency in balances: - coin = currency['Currency'] + for coin, balance in exchange.get_balances().items(): + if not balance['total']: + continue + + rate = None if coin == 'BTC': - currency["Rate"] = 1.0 + rate = 1.0 else: if coin == 'USDT': - currency["Rate"] = 1.0 / exchange.get_ticker('USDT_BTC', False)['bid'] + rate = 1.0 / exchange.get_ticker('BTC/USDT', False)['bid'] else: - currency["Rate"] = exchange.get_ticker('BTC_' + coin, False)['bid'] - currency['BTC'] = currency["Rate"] * currency["Balance"] - total = total + currency['BTC'] + rate = exchange.get_ticker(coin + '/BTC', False)['bid'] + est_btc: float = rate * balance['total'] + total = total + est_btc output.append( { - 'currency': currency['Currency'], - 'available': currency['Available'], - 'balance': currency['Balance'], - 'pending': currency['Pending'], - 'est_btc': currency['BTC'] + 'currency': coin, + 'available': balance['free'], + 'balance': balance['total'], + 'pending': balance['used'], + 'est_btc': est_btc } ) + if total == 0.0: + return True, '`All balances are zero.`' + fiat = self.freqtrade.fiat_converter symbol = fiat_display_currency value = fiat.convert_amount(total, 'BTC', symbol) @@ -310,17 +309,21 @@ class RPC(object): def _exec_forcesell(trade: Trade) -> None: # Check if there is there is an open order if trade.open_order_id: - order = exchange.get_order(trade.open_order_id) + order = exchange.get_order(trade.open_order_id, trade.pair) # Cancel open LIMIT_BUY orders and close trade - if order and not order['closed'] and order['type'] == 'LIMIT_BUY': - exchange.cancel_order(trade.open_order_id) - trade.close(order.get('rate') or trade.open_rate) + if order and order['status'] == 'open' \ + and order['type'] == 'limit' \ + and order['side'] == 'buy': + exchange.cancel_order(trade.open_order_id, trade.pair) + trade.close(order.get('price') or trade.open_rate) # TODO: sell amount which has been bought already return # Ignore trades with an attached LIMIT_SELL order - if order and not order['closed'] and order['type'] == 'LIMIT_SELL': + if order and order['status'] == 'open' \ + and order['type'] == 'limit' \ + and order['side'] == 'sell': return # Get current rate and execute sell diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 086c408ac..c640fc77b 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -264,17 +264,15 @@ class Telegram(RPC): (currencys, total, symbol, value) = result output = '' for currency in currencys: - output += """*Currency*: {currency} - *Available*: {available} - *Balance*: {balance} - *Pending*: {pending} - *Est. BTC*: {est_btc: .8f} - """.format(**currency) + output += "*{currency}:*\n" \ + "\t`Available: {available: .8f}`\n" \ + "\t`Balance: {balance: .8f}`\n" \ + "\t`Pending: {pending: .8f}`\n" \ + "\t`Est. BTC: {est_btc: .8f}`\n".format(**currency) - output += """*Estimated Value*: - *BTC*: {0: .8f} - *{1}*: {2: .2f} - """.format(total, symbol, value) + output += "\n*Estimated Value*:\n" \ + "\t`BTC: {0: .8f}`\n" \ + "\t`{1}: {2: .2f}`\n".format(total, symbol, value) self.send_msg(output) @authorized_only diff --git a/freqtrade/strategy/default_strategy.py b/freqtrade/strategy/default_strategy.py index 4b645dbd0..22689f17a 100644 --- a/freqtrade/strategy/default_strategy.py +++ b/freqtrade/strategy/default_strategy.py @@ -26,7 +26,7 @@ class DefaultStrategy(IStrategy): stoploss = -0.10 # Optimal ticker interval for the strategy - ticker_interval = 5 + ticker_interval = '5m' def populate_indicators(self, dataframe: DataFrame) -> DataFrame: """ diff --git a/freqtrade/strategy/resolver.py b/freqtrade/strategy/resolver.py index bde852c92..8f4972919 100644 --- a/freqtrade/strategy/resolver.py +++ b/freqtrade/strategy/resolver.py @@ -59,7 +59,6 @@ class StrategyResolver(object): {int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(), key=lambda t: t[0])) self.strategy.stoploss = float(self.strategy.stoploss) - self.strategy.ticker_interval = int(self.strategy.ticker_interval) def _load_strategy( self, strategy_name: str, extra_dir: Optional[str] = None) -> Optional[IStrategy]: diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 5e35537c9..5d6195a2f 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -2,6 +2,7 @@ import json import logging from datetime import datetime +from typing import Dict, Optional from functools import reduce from unittest.mock import MagicMock @@ -34,7 +35,8 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: :param config: Config to pass to the bot :return: None """ - mocker.patch('freqtrade.fiat_convert.Market', {'price_usd': 12345.0}) + # mocker.patch('freqtrade.fiat_convert.Market', {'price_usd': 12345.0}) + patch_coinmarketcap(mocker, {'price_usd': 12345.0}) mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) @@ -46,6 +48,27 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: return FreqtradeBot(config, create_engine('sqlite://')) +def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> None: + """ + Mocker to coinmarketcap to speed up tests + :param mocker: mocker to patch coinmarketcap class + :return: None + """ + + tickermock = MagicMock(return_value={'price_usd': 12345.0}) + listmock = MagicMock(return_value={'data': [{'id': 1, 'name': 'Bitcoin', 'symbol': 'BTC', + 'website_slug': 'bitcoin'}, + {'id': 1027, 'name': 'Ethereum', 'symbol': 'ETH', + 'website_slug': 'ethereum'} + ]}) + mocker.patch.multiple( + 'freqtrade.fiat_convert.Market', + ticker=tickermock, + listings=listmock, + + ) + + @pytest.fixture(scope="function") def default_conf(): """ Returns validated configuration suitable for most tests """ @@ -54,7 +77,7 @@ def default_conf(): "stake_currency": "BTC", "stake_amount": 0.001, "fiat_display_currency": "USD", - "ticker_interval": 5, + "ticker_interval": '5m', "dry_run": True, "minimal_roi": { "40": 0.0, @@ -73,11 +96,10 @@ def default_conf(): "key": "key", "secret": "secret", "pair_whitelist": [ - "BTC_ETH", - "BTC_TKN", - "BTC_TRST", - "BTC_SWT", - "BTC_BCC" + "ETH/BTC", + "LTC/BTC", + "XRP/BTC", + "NEO/BTC" ] }, "telegram": { @@ -99,6 +121,11 @@ def update(): return _update +@pytest.fixture +def fee(): + return MagicMock(return_value=0.0025) + + @pytest.fixture def ticker(): return MagicMock(return_value={ @@ -127,46 +154,94 @@ def ticker_sell_down(): @pytest.fixture -def health(): - return MagicMock(return_value=[{ - 'Currency': 'BTC', - 'IsActive': True, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }, { - 'Currency': 'ETH', - 'IsActive': True, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }, { - 'Currency': 'TRST', - 'IsActive': True, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }, { - 'Currency': 'SWT', - 'IsActive': True, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }, { - 'Currency': 'BCC', - 'IsActive': False, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }]) +def markets(): + return MagicMock(return_value=[ + { + 'id': 'ethbtc', + 'symbol': 'ETH/BTC', + 'base': 'ETH', + 'quote': 'BTC', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': 500000, + }, + 'info': '', + }, + { + 'id': 'tknbtc', + 'symbol': 'TKN/BTC', + 'base': 'TKN', + 'quote': 'BTC', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': 500000, + }, + 'info': '', + }, + { + 'id': 'blkbtc', + 'symbol': 'BLK/BTC', + 'base': 'BLK', + 'quote': 'BTC', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': 500000, + }, + 'info': '', + } + ]) @pytest.fixture +def markets_empty(): + return MagicMock(return_value=[]) + + +@pytest.fixture(scope='function') def limit_buy_order(): return { 'id': 'mocked_limit_buy', - 'type': 'LIMIT_BUY', + 'type': 'limit', + 'side': 'buy', 'pair': 'mocked', - 'opened': str(arrow.utcnow().datetime), - 'rate': 0.00001099, + 'datetime': arrow.utcnow().isoformat(), + 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 0.0, - 'closed': str(arrow.utcnow().datetime), + 'status': 'closed' } @@ -174,12 +249,14 @@ def limit_buy_order(): def limit_buy_order_old(): return { 'id': 'mocked_limit_buy_old', - 'type': 'LIMIT_BUY', - 'pair': 'BTC_ETH', - 'opened': str(arrow.utcnow().shift(minutes=-601).datetime), - 'rate': 0.00001099, + 'type': 'limit', + 'side': 'buy', + 'pair': 'mocked', + 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), + 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 90.99181073, + 'status': 'open' } @@ -187,12 +264,14 @@ def limit_buy_order_old(): def limit_sell_order_old(): return { 'id': 'mocked_limit_sell_old', - 'type': 'LIMIT_SELL', - 'pair': 'BTC_ETH', - 'opened': str(arrow.utcnow().shift(minutes=-601).datetime), - 'rate': 0.00001099, + 'type': 'limit', + 'side': 'sell', + 'pair': 'ETH/BTC', + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 90.99181073, + 'status': 'open' } @@ -200,12 +279,14 @@ def limit_sell_order_old(): def limit_buy_order_old_partial(): return { 'id': 'mocked_limit_buy_old_partial', - 'type': 'LIMIT_BUY', - 'pair': 'BTC_ETH', - 'opened': str(arrow.utcnow().shift(minutes=-601).datetime), - 'rate': 0.00001099, + 'type': 'limit', + 'side': 'buy', + 'pair': 'ETH/BTC', + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 67.99181073, + 'status': 'open' } @@ -213,86 +294,228 @@ def limit_buy_order_old_partial(): def limit_sell_order(): return { 'id': 'mocked_limit_sell', - 'type': 'LIMIT_SELL', + 'type': 'limit', + 'side': 'sell', 'pair': 'mocked', - 'opened': str(arrow.utcnow().datetime), - 'rate': 0.00001173, + 'datetime': arrow.utcnow().isoformat(), + 'price': 0.00001173, 'amount': 90.99181073, 'remaining': 0.0, - 'closed': str(arrow.utcnow().datetime), + 'status': 'closed' } @pytest.fixture def ticker_history(): return [ - { - "O": 8.794e-05, - "H": 8.948e-05, - "L": 8.794e-05, - "C": 8.88e-05, - "V": 991.09056638, - "T": "2017-11-26T08:50:00", - "BV": 0.0877869 - }, - { - "O": 8.88e-05, - "H": 8.942e-05, - "L": 8.88e-05, - "C": 8.893e-05, - "V": 658.77935965, - "T": "2017-11-26T08:55:00", - "BV": 0.05874751 - }, - { - "O": 8.891e-05, - "H": 8.893e-05, - "L": 8.875e-05, - "C": 8.877e-05, - "V": 7920.73570705, - "T": "2017-11-26T09:00:00", - "BV": 0.7039405 - } + [ + 1511686200000, # unix timestamp ms + 8.794e-05, # open + 8.948e-05, # high + 8.794e-05, # low + 8.88e-05, # close + 0.0877869, # volume (in quote currency) + ], + [ + 1511686500000, + 8.88e-05, + 8.942e-05, + 8.88e-05, + 8.893e-05, + 0.05874751, + ], + [ + 1511686800000, + 8.891e-05, + 8.893e-05, + 8.875e-05, + 8.877e-05, + 0.7039405 + ] ] @pytest.fixture -def ticker_history_without_bv(): - return [ - { - "O": 8.794e-05, - "H": 8.948e-05, - "L": 8.794e-05, - "C": 8.88e-05, - "V": 991.09056638, - "T": "2017-11-26T08:50:00" +def tickers(): + return MagicMock(return_value={ + 'ETH/BTC': { + 'symbol': 'ETH/BTC', + 'timestamp': 1522014806207, + 'datetime': '2018-03-25T21:53:26.207Z', + 'high': 0.061697, + 'low': 0.060531, + 'bid': 0.061588, + 'bidVolume': 3.321, + 'ask': 0.061655, + 'askVolume': 0.212, + 'vwap': 0.06105296, + 'open': 0.060809, + 'close': 0.060761, + 'first': None, + 'last': 0.061588, + 'change': 1.281, + 'percentage': None, + 'average': None, + 'baseVolume': 111649.001, + 'quoteVolume': 6816.50176926, + 'info': {} }, - { - "O": 8.88e-05, - "H": 8.942e-05, - "L": 8.88e-05, - "C": 8.893e-05, - "V": 658.77935965, - "T": "2017-11-26T08:55:00" + 'TKN/BTC': { + 'symbol': 'TKN/BTC', + 'timestamp': 1522014806169, + 'datetime': '2018-03-25T21:53:26.169Z', + 'high': 0.01885, + 'low': 0.018497, + 'bid': 0.018799, + 'bidVolume': 8.38, + 'ask': 0.018802, + 'askVolume': 15.0, + 'vwap': 0.01869197, + 'open': 0.018585, + 'close': 0.018573, + 'baseVolume': 81058.66, + 'quoteVolume': 2247.48374509, }, - { - "O": 8.891e-05, - "H": 8.893e-05, - "L": 8.875e-05, - "C": 8.877e-05, - "V": 7920.73570705, - "T": "2017-11-26T09:00:00" + 'BLK/BTC': { + 'symbol': 'BLK/BTC', + 'timestamp': 1522014806072, + 'datetime': '2018-03-25T21:53:26.720Z', + 'high': 0.007745, + 'low': 0.007512, + 'bid': 0.007729, + 'bidVolume': 0.01, + 'ask': 0.007743, + 'askVolume': 21.37, + 'vwap': 0.00761466, + 'open': 0.007653, + 'close': 0.007652, + 'first': None, + 'last': 0.007743, + 'change': 1.176, + 'percentage': None, + 'average': None, + 'baseVolume': 295152.26, + 'quoteVolume': 1515.14631229, + 'info': {} + }, + 'LTC/BTC': { + 'symbol': 'LTC/BTC', + 'timestamp': 1523787258992, + 'datetime': '2018-04-15T10:14:19.992Z', + 'high': 0.015978, + 'low': 0.0157, + 'bid': 0.015954, + 'bidVolume': 12.83, + 'ask': 0.015957, + 'askVolume': 0.49, + 'vwap': 0.01581636, + 'open': 0.015823, + 'close': 0.01582, + 'first': None, + 'last': 0.015951, + 'change': 0.809, + 'percentage': None, + 'average': None, + 'baseVolume': 88620.68, + 'quoteVolume': 1401.65697943, + 'info': {} + }, + 'ETH/USDT': { + 'symbol': 'ETH/USDT', + 'timestamp': 1522014804118, + 'datetime': '2018-03-25T21:53:24.118Z', + 'high': 530.88, + 'low': 512.0, + 'bid': 529.73, + 'bidVolume': 0.2, + 'ask': 530.21, + 'askVolume': 0.2464, + 'vwap': 521.02438405, + 'open': 527.27, + 'close': 528.42, + 'first': None, + 'last': 530.21, + 'change': 0.558, + 'percentage': None, + 'average': None, + 'baseVolume': 72300.0659, + 'quoteVolume': 37670097.3022171, + 'info': {} + }, + 'TKN/USDT': { + 'symbol': 'TKN/USDT', + 'timestamp': 1522014806198, + 'datetime': '2018-03-25T21:53:26.198Z', + 'high': 8718.0, + 'low': 8365.77, + 'bid': 8603.64, + 'bidVolume': 0.15846, + 'ask': 8603.67, + 'askVolume': 0.069147, + 'vwap': 8536.35621697, + 'open': 8680.0, + 'close': 8680.0, + 'first': None, + 'last': 8603.67, + 'change': -0.879, + 'percentage': None, + 'average': None, + 'baseVolume': 30414.604298, + 'quoteVolume': 259629896.48584127, + 'info': {} + }, + 'BLK/USDT': { + 'symbol': 'BLK/USDT', + 'timestamp': 1522014806145, + 'datetime': '2018-03-25T21:53:26.145Z', + 'high': 66.95, + 'low': 63.38, + 'bid': 66.473, + 'bidVolume': 4.968, + 'ask': 66.54, + 'askVolume': 2.704, + 'vwap': 65.0526901, + 'open': 66.43, + 'close': 66.383, + 'first': None, + 'last': 66.5, + 'change': 0.105, + 'percentage': None, + 'average': None, + 'baseVolume': 294106.204, + 'quoteVolume': 19132399.743954, + 'info': {} + }, + 'LTC/USDT': { + 'symbol': 'LTC/USDT', + 'timestamp': 1523787257812, + 'datetime': '2018-04-15T10:14:18.812Z', + 'high': 129.94, + 'low': 124.0, + 'bid': 129.28, + 'bidVolume': 0.03201, + 'ask': 129.52, + 'askVolume': 0.14529, + 'vwap': 126.92838682, + 'open': 127.0, + 'close': 127.1, + 'first': None, + 'last': 129.28, + 'change': 1.795, + 'percentage': None, + 'average': None, + 'baseVolume': 59698.79897, + 'quoteVolume': 29132399.743954, + 'info': {} } - ] + }) -# FIX: Perhaps change result fixture to use BTC_UNITEST instead? @pytest.fixture def result(): - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file: return Analyze.parse_ticker_dataframe(json.load(data_file)) - # FIX: # Create an fixture/function # that inserts a trade of some type and open-status @@ -300,132 +523,88 @@ def result(): # See tests in rpc/main that could use this +@pytest.fixture(scope="function") +def trades_for_order(): + return [{'info': {'id': 34567, + 'orderId': 123456, + 'price': '0.24544100', + 'qty': '8.00000000', + 'commission': '0.00800000', + 'commissionAsset': 'LTC', + 'time': 1521663363189, + 'isBuyer': True, + 'isMaker': False, + 'isBestMatch': True}, + 'timestamp': 1521663363189, + 'datetime': '2018-03-21T20:16:03.189Z', + 'symbol': 'LTC/ETH', + 'id': '34567', + 'order': '123456', + 'type': None, + 'side': 'buy', + 'price': 0.245441, + 'cost': 1.963528, + 'amount': 8.0, + 'fee': {'cost': 0.008, 'currency': 'LTC'}}] + + +@pytest.fixture(scope="function") +def trades_for_order2(): + return [{'info': {'id': 34567, + 'orderId': 123456, + 'price': '0.24544100', + 'qty': '8.00000000', + 'commission': '0.00800000', + 'commissionAsset': 'LTC', + 'time': 1521663363189, + 'isBuyer': True, + 'isMaker': False, + 'isBestMatch': True}, + 'timestamp': 1521663363189, + 'datetime': '2018-03-21T20:16:03.189Z', + 'symbol': 'LTC/ETH', + 'id': '34567', + 'order': '123456', + 'type': None, + 'side': 'buy', + 'price': 0.245441, + 'cost': 1.963528, + 'amount': 4.0, + 'fee': {'cost': 0.004, 'currency': 'LTC'}}, + {'info': {'id': 34567, + 'orderId': 123456, + 'price': '0.24544100', + 'qty': '8.00000000', + 'commission': '0.00800000', + 'commissionAsset': 'LTC', + 'time': 1521663363189, + 'isBuyer': True, + 'isMaker': False, + 'isBestMatch': True}, + 'timestamp': 1521663363189, + 'datetime': '2018-03-21T20:16:03.189Z', + 'symbol': 'LTC/ETH', + 'id': '34567', + 'order': '123456', + 'type': None, + 'side': 'buy', + 'price': 0.245441, + 'cost': 1.963528, + 'amount': 4.0, + 'fee': {'cost': 0.004, 'currency': 'LTC'}}] + + @pytest.fixture -def get_market_summaries_data(): - """ - This fixture is a real result from exchange.get_market_summaries() but reduced to only - 8 entries. 4 BTC, 4 USTD - :return: JSON market summaries - """ - return [ - { - 'Ask': 1.316e-05, - 'BaseVolume': 5.72599471, - 'Bid': 1.3e-05, - 'Created': '2014-04-14T00:00:00', - 'High': 1.414e-05, - 'Last': 1.298e-05, - 'Low': 1.282e-05, - 'MarketName': 'BTC-XWC', - 'OpenBuyOrders': 2000, - 'OpenSellOrders': 1484, - 'PrevDay': 1.376e-05, - 'TimeStamp': '2018-02-05T01:32:40.493', - 'Volume': 424041.21418375 - }, - { - 'Ask': 0.00627051, - 'BaseVolume': 93.23302388, - 'Bid': 0.00618192, - 'Created': '2016-10-20T04:48:30.387', - 'High': 0.00669897, - 'Last': 0.00618192, - 'Low': 0.006, - 'MarketName': 'BTC-XZC', - 'OpenBuyOrders': 343, - 'OpenSellOrders': 2037, - 'PrevDay': 0.00668229, - 'TimeStamp': '2018-02-05T01:32:43.383', - 'Volume': 14863.60730702 - }, - { - 'Ask': 0.01137247, - 'BaseVolume': 383.55922657, - 'Bid': 0.01136006, - 'Created': '2016-11-15T20:29:59.73', - 'High': 0.012, - 'Last': 0.01137247, - 'Low': 0.01119883, - 'MarketName': 'BTC-ZCL', - 'OpenBuyOrders': 1332, - 'OpenSellOrders': 5317, - 'PrevDay': 0.01179603, - 'TimeStamp': '2018-02-05T01:32:42.773', - 'Volume': 33308.07358285 - }, - { - 'Ask': 0.04155821, - 'BaseVolume': 274.75369074, - 'Bid': 0.04130002, - 'Created': '2016-10-28T17:13:10.833', - 'High': 0.04354429, - 'Last': 0.041585, - 'Low': 0.0413, - 'MarketName': 'BTC-ZEC', - 'OpenBuyOrders': 863, - 'OpenSellOrders': 5579, - 'PrevDay': 0.0429, - 'TimeStamp': '2018-02-05T01:32:43.21', - 'Volume': 6479.84033259 - }, - { - 'Ask': 210.99999999, - 'BaseVolume': 615132.70989532, - 'Bid': 210.05503736, - 'Created': '2017-07-21T01:08:49.397', - 'High': 257.396, - 'Last': 211.0, - 'Low': 209.05333589, - 'MarketName': 'USDT-XMR', - 'OpenBuyOrders': 180, - 'OpenSellOrders': 1203, - 'PrevDay': 247.93528899, - 'TimeStamp': '2018-02-05T01:32:43.117', - 'Volume': 2688.17410793 - }, - { - 'Ask': 0.79589979, - 'BaseVolume': 9349557.01853031, - 'Bid': 0.789226, - 'Created': '2017-07-14T17:10:10.737', - 'High': 0.977, - 'Last': 0.79589979, - 'Low': 0.781, - 'MarketName': 'USDT-XRP', - 'OpenBuyOrders': 1075, - 'OpenSellOrders': 6508, - 'PrevDay': 0.93300218, - 'TimeStamp': '2018-02-05T01:32:42.383', - 'Volume': 10801663.00788851 - }, - { - 'Ask': 0.05154982, - 'BaseVolume': 2311087.71232136, - 'Bid': 0.05040107, - 'Created': '2017-12-29T19:29:18.357', - 'High': 0.06668561, - 'Last': 0.0508, - 'Low': 0.05006731, - 'MarketName': 'USDT-XVG', - 'OpenBuyOrders': 655, - 'OpenSellOrders': 5544, - 'PrevDay': 0.0627, - 'TimeStamp': '2018-02-05T01:32:41.507', - 'Volume': 40031424.2152716 - }, - { - 'Ask': 332.65500022, - 'BaseVolume': 562911.87455665, - 'Bid': 330.00000001, - 'Created': '2017-07-14T17:10:10.673', - 'High': 401.59999999, - 'Last': 332.65500019, - 'Low': 330.0, - 'MarketName': 'USDT-ZEC', - 'OpenBuyOrders': 161, - 'OpenSellOrders': 1731, - 'PrevDay': 391.42, - 'TimeStamp': '2018-02-05T01:32:42.947', - 'Volume': 1571.09647946 - } - ] +def buy_order_fee(): + return { + 'id': 'mocked_limit_buy_old', + 'type': 'limit', + 'side': 'buy', + 'pair': 'mocked', + 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), + 'price': 0.245441, + 'amount': 8.0, + 'remaining': 90.99181073, + 'status': 'closed', + 'fee': None + } diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py index 578c904b3..a506a8416 100644 --- a/freqtrade/tests/exchange/test_exchange.py +++ b/freqtrade/tests/exchange/test_exchange.py @@ -1,16 +1,18 @@ # pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement # pragma pylint: disable=protected-access import logging +from copy import deepcopy from random import randint -from unittest.mock import MagicMock +from unittest.mock import MagicMock, PropertyMock +import ccxt import pytest -from requests.exceptions import RequestException import freqtrade.exchange as exchange -from freqtrade import OperationalException -from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \ - get_ticker, get_ticker_history, cancel_order, get_name, get_fee +from freqtrade import OperationalException, DependencyException, TemporaryError +from freqtrade.exchange import (init, validate_pairs, buy, sell, get_balance, get_balances, + get_ticker, get_ticker_history, cancel_order, get_name, get_fee, + get_id, get_pair_detail_url, get_amount_lots) from freqtrade.tests.conftest import log_has API_INIT = False @@ -42,9 +44,12 @@ def test_init_exception(default_conf): def test_validate_pairs(default_conf, mocker): api_mock = MagicMock() - api_mock.get_markets = MagicMock(return_value=[ - 'BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT', 'BTC_BCC', - ]) + api_mock.load_markets = MagicMock(return_value={ + 'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': '' + }) + id_mock = PropertyMock(return_value='test_exchange') + type(api_mock).id = id_mock + mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch.dict('freqtrade.exchange._CONF', default_conf) validate_pairs(default_conf['exchange']['pair_whitelist']) @@ -52,7 +57,7 @@ def test_validate_pairs(default_conf, mocker): def test_validate_pairs_not_available(default_conf, mocker): api_mock = MagicMock() - api_mock.get_markets = MagicMock(return_value=[]) + api_mock.load_markets = MagicMock(return_value={}) mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch.dict('freqtrade.exchange._CONF', default_conf) with pytest.raises(OperationalException, match=r'not available'): @@ -61,63 +66,148 @@ def test_validate_pairs_not_available(default_conf, mocker): def test_validate_pairs_not_compatible(default_conf, mocker): api_mock = MagicMock() - api_mock.get_markets = MagicMock( - return_value=['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT']) - default_conf['stake_currency'] = 'ETH' + api_mock.load_markets = MagicMock(return_value={ + 'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': '' + }) + conf = deepcopy(default_conf) + conf['stake_currency'] = 'ETH' mocker.patch('freqtrade.exchange._API', api_mock) - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) + mocker.patch.dict('freqtrade.exchange._CONF', conf) with pytest.raises(OperationalException, match=r'not compatible'): - validate_pairs(default_conf['exchange']['pair_whitelist']) + validate_pairs(conf['exchange']['pair_whitelist']) def test_validate_pairs_exception(default_conf, mocker, caplog): caplog.set_level(logging.INFO) api_mock = MagicMock() - api_mock.get_markets = MagicMock(side_effect=RequestException()) + api_mock.name = 'Binance' mocker.patch('freqtrade.exchange._API', api_mock) + mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - # with pytest.raises(RequestException, match=r'Unable to validate pairs'): + api_mock.load_markets = MagicMock(return_value={}) + with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available at Binance'): + validate_pairs(default_conf['exchange']['pair_whitelist']) + + api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError()) validate_pairs(default_conf['exchange']['pair_whitelist']) assert log_has('Unable to validate pairs (assuming they are correct). Reason: ', caplog.record_tuples) +def test_validate_pairs_stake_exception(default_conf, mocker, caplog): + caplog.set_level(logging.INFO) + conf = deepcopy(default_conf) + conf['stake_currency'] = 'ETH' + api_mock = MagicMock() + api_mock.name = 'binance' + mocker.patch('freqtrade.exchange._API', api_mock) + mocker.patch.dict('freqtrade.exchange._CONF', conf) + + with pytest.raises( + OperationalException, + match=r'Pair ETH/BTC not compatible with stake_currency: ETH' + ): + validate_pairs(default_conf['exchange']['pair_whitelist']) + + def test_buy_dry_run(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert 'dry_run_buy_' in buy(pair='BTC_ETH', rate=200, amount=1) + order = buy(pair='ETH/BTC', rate=200, amount=1) + assert 'id' in order + assert 'dry_run_buy_' in order['id'] def test_buy_prod(default_conf, mocker): api_mock = MagicMock() - api_mock.buy = MagicMock( - return_value='dry_run_buy_{}'.format(randint(0, 10**6))) + order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) + api_mock.create_limit_buy_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + } + }) mocker.patch('freqtrade.exchange._API', api_mock) default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert 'dry_run_buy_' in buy(pair='BTC_ETH', rate=200, amount=1) + order = buy(pair='ETH/BTC', rate=200, amount=1) + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + + # test exception handling + with pytest.raises(DependencyException): + api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InsufficientFunds) + mocker.patch('freqtrade.exchange._API', api_mock) + buy(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(DependencyException): + api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InvalidOrder) + mocker.patch('freqtrade.exchange._API', api_mock) + buy(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(TemporaryError): + api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + buy(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(OperationalException): + api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + buy(pair='ETH/BTC', rate=200, amount=1) def test_sell_dry_run(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert 'dry_run_sell_' in sell(pair='BTC_ETH', rate=200, amount=1) + order = sell(pair='ETH/BTC', rate=200, amount=1) + assert 'id' in order + assert 'dry_run_sell_' in order['id'] def test_sell_prod(default_conf, mocker): api_mock = MagicMock() - api_mock.sell = MagicMock( - return_value='dry_run_sell_{}'.format(randint(0, 10**6))) + order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6)) + api_mock.create_limit_sell_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + } + }) mocker.patch('freqtrade.exchange._API', api_mock) default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert 'dry_run_sell_' in sell(pair='BTC_ETH', rate=200, amount=1) + order = sell(pair='ETH/BTC', rate=200, amount=1) + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + + # test exception handling + with pytest.raises(DependencyException): + api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InsufficientFunds) + mocker.patch('freqtrade.exchange._API', api_mock) + sell(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(DependencyException): + api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InvalidOrder) + mocker.patch('freqtrade.exchange._API', api_mock) + sell(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(TemporaryError): + api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + sell(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(OperationalException): + api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + sell(pair='ETH/BTC', rate=200, amount=1) def test_get_balance_dry_run(default_conf, mocker): @@ -129,7 +219,7 @@ def test_get_balance_dry_run(default_conf, mocker): def test_get_balance_prod(default_conf, mocker): api_mock = MagicMock() - api_mock.get_balance = MagicMock(return_value=123.4) + api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}}) mocker.patch('freqtrade.exchange._API', api_mock) default_conf['dry_run'] = False @@ -137,36 +227,53 @@ def test_get_balance_prod(default_conf, mocker): assert get_balance(currency='BTC') == 123.4 + with pytest.raises(OperationalException): + api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + get_balance(currency='BTC') + def test_get_balances_dry_run(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert get_balances() == [] + assert get_balances() == {} def test_get_balances_prod(default_conf, mocker): balance_item = { - 'Currency': '1ST', - 'Balance': 10.0, - 'Available': 10.0, - 'Pending': 0.0, - 'CryptoAddress': None + 'free': 10.0, + 'total': 10.0, + 'used': 0.0 } api_mock = MagicMock() - api_mock.get_balances = MagicMock( - return_value=[balance_item, balance_item, balance_item]) + api_mock.fetch_balance = MagicMock(return_value={ + '1ST': balance_item, + '2ST': balance_item, + '3ST': balance_item + }) mocker.patch('freqtrade.exchange._API', api_mock) default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) assert len(get_balances()) == 3 - assert get_balances()[0]['Currency'] == '1ST' - assert get_balances()[0]['Balance'] == 10.0 - assert get_balances()[0]['Available'] == 10.0 - assert get_balances()[0]['Pending'] == 0.0 + assert get_balances()['1ST']['free'] == 10.0 + assert get_balances()['1ST']['total'] == 10.0 + assert get_balances()['1ST']['used'] == 0.0 + + with pytest.raises(TemporaryError): + api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + get_balances() + assert api_mock.fetch_balance.call_count == exchange.API_RETRY_COUNT + 1 + + with pytest.raises(OperationalException): + api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + get_balances() + assert api_mock.fetch_balance.call_count == 1 # This test is somewhat redundant with @@ -174,57 +281,123 @@ def test_get_balances_prod(default_conf, mocker): def test_get_ticker(default_conf, mocker): maybe_init_api(default_conf, mocker) api_mock = MagicMock() - tick = {"success": True, 'result': {'Bid': 0.00001098, 'Ask': 0.00001099, 'Last': 0.0001}} - api_mock.get_ticker = MagicMock(return_value=tick) - mocker.patch('freqtrade.exchange.bittrex._API', api_mock) + tick = { + 'symbol': 'ETH/BTC', + 'bid': 0.00001098, + 'ask': 0.00001099, + 'last': 0.0001, + } + api_mock.fetch_ticker = MagicMock(return_value=tick) + mocker.patch('freqtrade.exchange._API', api_mock) # retrieve original ticker - ticker = get_ticker(pair='BTC_ETH') + ticker = get_ticker(pair='ETH/BTC') + assert ticker['bid'] == 0.00001098 assert ticker['ask'] == 0.00001099 # change the ticker - tick = {"success": True, 'result': {"Bid": 0.5, "Ask": 1, "Last": 42}} - api_mock.get_ticker = MagicMock(return_value=tick) - mocker.patch('freqtrade.exchange.bittrex._API', api_mock) + tick = { + 'symbol': 'ETH/BTC', + 'bid': 0.5, + 'ask': 1, + 'last': 42, + } + api_mock.fetch_ticker = MagicMock(return_value=tick) + mocker.patch('freqtrade.exchange._API', api_mock) # if not caching the result we should get the same ticker # if not fetching a new result we should get the cached ticker - ticker = get_ticker(pair='BTC_ETH', refresh=False) - assert ticker['bid'] == 0.00001098 - assert ticker['ask'] == 0.00001099 + ticker = get_ticker(pair='ETH/BTC') - # force ticker refresh - ticker = get_ticker(pair='BTC_ETH', refresh=True) assert ticker['bid'] == 0.5 assert ticker['ask'] == 1 + with pytest.raises(TemporaryError): # test retrier + api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + get_ticker(pair='ETH/BTC', refresh=True) + + with pytest.raises(OperationalException): + api_mock.fetch_ticker = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + get_ticker(pair='ETH/BTC', refresh=True) + + +def make_fetch_ohlcv_mock(data): + def fetch_ohlcv_mock(pair, timeframe, since): + if since: + assert since > data[-1][0] + return [] + return data + return fetch_ohlcv_mock + def test_get_ticker_history(default_conf, mocker): api_mock = MagicMock() - tick = 123 - api_mock.get_ticker_history = MagicMock(return_value=tick) + tick = [ + [ + 1511686200000, # unix timestamp ms + 1, # open + 2, # high + 3, # low + 4, # close + 5, # volume (in quote currency) + ] + ] + type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True}) + api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick)) mocker.patch('freqtrade.exchange._API', api_mock) # retrieve original ticker - ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval'])) - assert ticks == 123 + ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval']) + assert ticks[0][0] == 1511686200000 + assert ticks[0][1] == 1 + assert ticks[0][2] == 2 + assert ticks[0][3] == 3 + assert ticks[0][4] == 4 + assert ticks[0][5] == 5 - # change the ticker - tick = 999 - api_mock.get_ticker_history = MagicMock(return_value=tick) + # change ticker and ensure tick changes + new_tick = [ + [ + 1511686210000, # unix timestamp ms + 6, # open + 7, # high + 8, # low + 9, # close + 10, # volume (in quote currency) + ] + ] + api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(new_tick)) mocker.patch('freqtrade.exchange._API', api_mock) - # ensure caching will still return the original ticker - ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval'])) - assert ticks == 123 + ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval']) + assert ticks[0][0] == 1511686210000 + assert ticks[0][1] == 6 + assert ticks[0][2] == 7 + assert ticks[0][3] == 8 + assert ticks[0][4] == 9 + assert ticks[0][5] == 10 + + with pytest.raises(TemporaryError): # test retrier + api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + # new symbol to get around cache + get_ticker_history('ABCD/BTC', default_conf['ticker_interval']) + + with pytest.raises(OperationalException): + api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + # new symbol to get around cache + get_ticker_history('EFGH/BTC', default_conf['ticker_interval']) def test_cancel_order_dry_run(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert cancel_order(order_id='123') is None + assert cancel_order(order_id='123', pair='TKN/BTC') is None # Ensure that if not dry_run, we should call API @@ -234,7 +407,25 @@ def test_cancel_order(default_conf, mocker): api_mock = MagicMock() api_mock.cancel_order = MagicMock(return_value=123) mocker.patch('freqtrade.exchange._API', api_mock) - assert cancel_order(order_id='_') == 123 + assert cancel_order(order_id='_', pair='TKN/BTC') == 123 + + with pytest.raises(TemporaryError): + api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + cancel_order(order_id='_', pair='TKN/BTC') + assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1 + + with pytest.raises(DependencyException): + api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder) + mocker.patch('freqtrade.exchange._API', api_mock) + cancel_order(order_id='_', pair='TKN/BTC') + assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1 + + with pytest.raises(OperationalException): + api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + cancel_order(order_id='_', pair='TKN/BTC') + assert api_mock.cancel_order.call_count == 1 def test_get_order(default_conf, mocker): @@ -243,44 +434,93 @@ def test_get_order(default_conf, mocker): order = MagicMock() order.myid = 123 exchange._DRY_RUN_OPEN_ORDERS['X'] = order - print(exchange.get_order('X')) - assert exchange.get_order('X').myid == 123 + print(exchange.get_order('X', 'TKN/BTC')) + assert exchange.get_order('X', 'TKN/BTC').myid == 123 default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) api_mock = MagicMock() - api_mock.get_order = MagicMock(return_value=456) + api_mock.fetch_order = MagicMock(return_value=456) mocker.patch('freqtrade.exchange._API', api_mock) - assert exchange.get_order('X') == 456 + assert exchange.get_order('X', 'TKN/BTC') == 456 + + with pytest.raises(TemporaryError): + api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + exchange.get_order(order_id='_', pair='TKN/BTC') + assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1 + + with pytest.raises(DependencyException): + api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder) + mocker.patch('freqtrade.exchange._API', api_mock) + exchange.get_order(order_id='_', pair='TKN/BTC') + assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1 + + with pytest.raises(OperationalException): + api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + exchange.get_order(order_id='_', pair='TKN/BTC') + assert api_mock.fetch_order.call_count == 1 def test_get_name(default_conf, mocker): mocker.patch('freqtrade.exchange.validate_pairs', side_effect=lambda s: True) + default_conf['exchange']['name'] = 'binance' + init(default_conf) + + assert get_name() == 'Binance' + + +def test_get_id(default_conf, mocker): + mocker.patch('freqtrade.exchange.validate_pairs', + side_effect=lambda s: True) + default_conf['exchange']['name'] = 'binance' + init(default_conf) + + assert get_id() == 'binance' + + +def test_get_pair_detail_url(default_conf, mocker): + mocker.patch('freqtrade.exchange.validate_pairs', + side_effect=lambda s: True) + default_conf['exchange']['name'] = 'binance' + init(default_conf) + + url = get_pair_detail_url('TKN/ETH') + assert 'TKN' in url + assert 'ETH' in url + + url = get_pair_detail_url('LOOONG/BTC') + assert 'LOOONG' in url + assert 'BTC' in url + default_conf['exchange']['name'] = 'bittrex' init(default_conf) - assert get_name() == 'Bittrex' + url = get_pair_detail_url('TKN/ETH') + assert 'TKN' in url + assert 'ETH' in url + + url = get_pair_detail_url('LOOONG/BTC') + assert 'LOOONG' in url + assert 'BTC' in url def test_get_fee(default_conf, mocker): - mocker.patch('freqtrade.exchange.validate_pairs', - side_effect=lambda s: True) - init(default_conf) - - assert get_fee() == 0.0025 - - -def test_exchange_misc(mocker): api_mock = MagicMock() + api_mock.calculate_fee = MagicMock(return_value={ + 'type': 'taker', + 'currency': 'BTC', + 'rate': 0.025, + 'cost': 0.05 + }) mocker.patch('freqtrade.exchange._API', api_mock) - exchange.get_markets() - assert api_mock.get_markets.call_count == 1 - exchange.get_market_summaries() - assert api_mock.get_market_summaries.call_count == 1 - api_mock.name = 123 - assert exchange.get_name() == 123 - api_mock.fee = 456 - assert exchange.get_fee() == 456 - exchange.get_wallet_health() - assert api_mock.get_wallet_health.call_count == 1 + assert get_fee() == 0.025 + + +def test_get_amount_lots(default_conf, mocker): + api_mock = MagicMock() + api_mock.amount_to_lots = MagicMock(return_value=1.0) + mocker.patch('freqtrade.exchange._API', api_mock) + assert get_amount_lots('LTC/BTC', 1.54) == 1 diff --git a/freqtrade/tests/exchange/test_exchange_bittrex.py b/freqtrade/tests/exchange/test_exchange_bittrex.py deleted file mode 100644 index 2c66215c2..000000000 --- a/freqtrade/tests/exchange/test_exchange_bittrex.py +++ /dev/null @@ -1,349 +0,0 @@ -# pragma pylint: disable=missing-docstring, C0103, protected-access, unused-argument - -from unittest.mock import MagicMock - -import pytest -from requests.exceptions import ContentDecodingError - -import freqtrade.exchange.bittrex as btx -from freqtrade.exchange.bittrex import Bittrex - - -# Eat this flake8 -# +------------------+ -# | bittrex.Bittrex | -# +------------------+ -# | -# (mock Fake_bittrex) -# | -# +-----------------------------+ -# | freqtrade.exchange.Bittrex | -# +-----------------------------+ -# Call into Bittrex will flow up to the -# external package bittrex.Bittrex. -# By inserting a mock, we redirect those -# calls. -# The faked bittrex API is called just 'fb' -# The freqtrade.exchange.Bittrex is a -# wrapper, and is called 'wb' - - -def _stub_config(): - return {'key': '', - 'secret': ''} - - -class FakeBittrex(): - def __init__(self, success=True): - self.success = True # Believe in yourself - self.result = None - self.get_ticker_call_count = 0 - # This is really ugly, doing side-effect during instance creation - # But we're allowed to in testing-code - btx._API = MagicMock() - btx._API.buy_limit = self.fake_buysell_limit - btx._API.sell_limit = self.fake_buysell_limit - btx._API.get_balance = self.fake_get_balance - btx._API.get_balances = self.fake_get_balances - btx._API.get_ticker = self.fake_get_ticker - btx._API.get_order = self.fake_get_order - btx._API.cancel = self.fake_cancel_order - btx._API.get_markets = self.fake_get_markets - btx._API.get_market_summaries = self.fake_get_market_summaries - btx._API_V2 = MagicMock() - btx._API_V2.get_candles = self.fake_get_candles - btx._API_V2.get_wallet_health = self.fake_get_wallet_health - - def fake_buysell_limit(self, pair, amount, limit): - return {'success': self.success, - 'result': {'uuid': '1234'}, - 'message': 'barter'} - - def fake_get_balance(self, cur): - return {'success': self.success, - 'result': {'Balance': 1234}, - 'message': 'unbalanced'} - - def fake_get_balances(self): - return {'success': self.success, - 'result': [{'BTC_ETH': 1234}], - 'message': 'no balances'} - - def fake_get_ticker(self, pair): - self.get_ticker_call_count += 1 - return self.result or {'success': self.success, - 'result': {'Bid': 1, 'Ask': 1, 'Last': 1}, - 'message': 'NO_API_RESPONSE'} - - def fake_get_candles(self, pair, interval): - return self.result or {'success': self.success, - 'result': [{'C': 0, 'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}], - 'message': 'candles lit'} - - def fake_get_order(self, uuid): - return {'success': self.success, - 'result': {'OrderUuid': 'ABC123', - 'Type': 'Type', - 'Exchange': 'BTC_ETH', - 'Opened': True, - 'PricePerUnit': 1, - 'Quantity': 1, - 'QuantityRemaining': 1, - 'Closed': True}, - 'message': 'lost'} - - def fake_cancel_order(self, uuid): - return self.result or {'success': self.success, - 'message': 'no such order'} - - def fake_get_markets(self): - return self.result or {'success': self.success, - 'message': 'market gone', - 'result': [{'MarketName': '-_'}]} - - def fake_get_market_summaries(self): - return self.result or {'success': self.success, - 'message': 'no summary', - 'result': ['sum']} - - def fake_get_wallet_health(self): - return self.result or {'success': self.success, - 'message': 'bad health', - 'result': [{'Health': {'Currency': 'BTC_ETH', - 'IsActive': True, - 'LastChecked': 0}, - 'Currency': {'Notice': True}}]} - - -# The freqtrade.exchange.bittrex is called wrap_bittrex -# to not confuse naming with bittrex.bittrex -def make_wrap_bittrex(): - conf = _stub_config() - wb = btx.Bittrex(conf) - return wb - - -def test_exchange_bittrex_class(): - conf = _stub_config() - b = Bittrex(conf) - assert isinstance(b, Bittrex) - slots = dir(b) - for name in ['fee', 'buy', 'sell', 'get_balance', 'get_balances', - 'get_ticker', 'get_ticker_history', 'get_order', - 'cancel_order', 'get_pair_detail_url', 'get_markets', - 'get_market_summaries', 'get_wallet_health']: - assert name in slots - # FIX: ensure that the slot is also a method in the class - # getattr(b, name) => bound method Bittrex.buy - # type(getattr(b, name)) => class 'method' - - -def test_exchange_bittrex_fee(): - fee = Bittrex.fee.__get__(Bittrex) - assert fee >= 0 and fee < 0.1 # Fee is 0-10 % - - -def test_exchange_bittrex_buy_good(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - uuid = wb.buy('BTC_ETH', 1, 1) - assert uuid == fb.fake_buysell_limit(1, 2, 3)['result']['uuid'] - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'barter.*'): - wb.buy('BAD', 1, 1) - - -def test_exchange_bittrex_sell_good(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - uuid = wb.sell('BTC_ETH', 1, 1) - assert uuid == fb.fake_buysell_limit(1, 2, 3)['result']['uuid'] - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'barter.*'): - uuid = wb.sell('BAD', 1, 1) - - -def test_exchange_bittrex_get_balance(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - bal = wb.get_balance('BTC_ETH') - assert bal == fb.fake_get_balance(1)['result']['Balance'] - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'unbalanced'): - wb.get_balance('BTC_ETH') - - -def test_exchange_bittrex_get_balances(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - bals = wb.get_balances() - assert bals == fb.fake_get_balances()['result'] - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'no balances'): - wb.get_balances() - - -def test_exchange_bittrex_get_ticker(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - - # Poll ticker, which updates the cache - tick = wb.get_ticker('BTC_ETH') - for x in ['bid', 'ask', 'last']: - assert x in tick - # Ensure the side-effect was made (update the ticker cache) - assert 'BTC_ETH' in wb.cached_ticker.keys() - - # taint the cache, so we can recognize the cache wall utilized - wb.cached_ticker['BTC_ETH']['bid'] = 1234 - # Poll again, getting the cached result - fb.get_ticker_call_count = 0 - tick = wb.get_ticker('BTC_ETH', False) - # Ensure the result was from the cache, and that we didn't call exchange - assert wb.cached_ticker['BTC_ETH']['bid'] == 1234 - assert fb.get_ticker_call_count == 0 - - -def test_exchange_bittrex_get_ticker_bad(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - fb.result = {'success': True, 'result': {'Bid': 1, 'Ask': 0}} # incomplete result - - with pytest.raises(ContentDecodingError, match=r'.*Invalid response from Bittrex params.*'): - wb.get_ticker('BTC_ETH') - fb.result = {'success': False, 'message': 'gone bad'} - with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'): - wb.get_ticker('BTC_ETH') - - fb.result = {'success': True, 'result': {}} # incomplete result - with pytest.raises(ContentDecodingError, match=r'.*Invalid response from Bittrex params.*'): - wb.get_ticker('BTC_ETH') - fb.result = {'success': False, 'message': 'gone bad'} - with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'): - wb.get_ticker('BTC_ETH') - - fb.result = {'success': True, - 'result': {'Bid': 1, 'Ask': 0, 'Last': None}} # incomplete result - with pytest.raises(ContentDecodingError, match=r'.*Invalid response from Bittrex params.*'): - wb.get_ticker('BTC_ETH') - - -def test_exchange_bittrex_get_ticker_history_intervals(): - wb = make_wrap_bittrex() - FakeBittrex() - for tick_interval in [1, 5, 30, 60, 1440]: - assert ([{'C': 0, 'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}] == - wb.get_ticker_history('BTC_ETH', tick_interval)) - - -def test_exchange_bittrex_get_ticker_history(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - assert wb.get_ticker_history('BTC_ETH', 5) - with pytest.raises(ValueError, match=r'.*Unknown tick_interval.*'): - wb.get_ticker_history('BTC_ETH', 2) - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'candles lit.*'): - wb.get_ticker_history('BTC_ETH', 5) - - fb.success = True - with pytest.raises(ContentDecodingError, match=r'.*Invalid response from Bittrex.*'): - fb.result = {'bad': 0} - wb.get_ticker_history('BTC_ETH', 5) - - with pytest.raises(ContentDecodingError, match=r'.*Required property C not present.*'): - fb.result = {'success': True, - 'result': [{'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}], # close is missing - 'message': 'candles lit'} - wb.get_ticker_history('BTC_ETH', 5) - - -def test_exchange_bittrex_get_order(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - order = wb.get_order('someUUID') - assert order['id'] == 'ABC123' - fb.success = False - with pytest.raises(btx.OperationalException, match=r'lost'): - wb.get_order('someUUID') - - -def test_exchange_bittrex_cancel_order(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - wb.cancel_order('someUUID') - with pytest.raises(btx.OperationalException, match=r'no such order'): - fb.success = False - wb.cancel_order('someUUID') - # Note: this can be a bug in exchange.bittrex._validate_response - with pytest.raises(KeyError): - fb.result = {'success': False} # message is missing! - wb.cancel_order('someUUID') - with pytest.raises(btx.OperationalException, match=r'foo'): - fb.result = {'success': False, 'message': 'foo'} - wb.cancel_order('someUUID') - - -def test_exchange_get_pair_detail_url(): - wb = make_wrap_bittrex() - assert wb.get_pair_detail_url('BTC_ETH') - - -def test_exchange_get_markets(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - x = wb.get_markets() - assert x == ['__'] - with pytest.raises(btx.OperationalException, match=r'market gone'): - fb.success = False - wb.get_markets() - - -def test_exchange_get_market_summaries(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - assert ['sum'] == wb.get_market_summaries() - with pytest.raises(btx.OperationalException, match=r'no summary'): - fb.success = False - wb.get_market_summaries() - - -def test_exchange_get_wallet_health(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - x = wb.get_wallet_health() - assert x[0]['Currency'] == 'BTC_ETH' - with pytest.raises(btx.OperationalException, match=r'bad health'): - fb.success = False - wb.get_wallet_health() - - -def test_validate_response_success(): - response = { - 'message': '', - 'result': [], - } - Bittrex._validate_response(response) - - -def test_validate_response_no_api_response(): - response = { - 'message': 'NO_API_RESPONSE', - 'result': None, - } - with pytest.raises(ContentDecodingError, match=r'.*NO_API_RESPONSE.*'): - Bittrex._validate_response(response) - - -def test_validate_response_min_trade_requirement_not_met(): - response = { - 'message': 'MIN_TRADE_REQUIREMENT_NOT_MET', - 'result': None, - } - with pytest.raises(ContentDecodingError, match=r'.*MIN_TRADE_REQUIREMENT_NOT_MET.*'): - Bittrex._validate_response(response) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 146da8faa..f17a0115e 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -15,10 +15,7 @@ from freqtrade import optimize from freqtrade.analyze import Analyze from freqtrade.arguments import Arguments from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration -from freqtrade.tests.conftest import default_conf, log_has - -# Avoid to reinit the same object again and again -_BACKTESTING = Backtesting(default_conf()) +from freqtrade.tests.conftest import log_has def get_args(args) -> List[str]: @@ -34,49 +31,60 @@ def trim_dictlist(dict_list, num): def load_data_test(what): timerange = ((None, 'line'), None, -100) - data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange) - pair = data['BTC_UNITEST'] + data = optimize.load_data(None, ticker_interval='1m', + pairs=['UNITTEST/BTC'], timerange=timerange) + pair = data['UNITTEST/BTC'] datalen = len(pair) # Depending on the what parameter we now adjust the # loaded data looks: - # pair :: [{'O': 0.123, 'H': 0.123, 'L': 0.123, - # 'C': 0.123, 'V': 123.123, - # 'T': '2017-11-04T23:02:00', 'BV': 0.123}] + # pair :: [[ 1509836520000, unix timestamp in ms + # 0.00162008, open + # 0.00162008, high + # 0.00162008, low + # 0.00162008, close + # 108.14853839 base volume + # ]] base = 0.001 if what == 'raise': - return {'BTC_UNITEST': - [{'T': pair[x]['T'], # Keep old dates - 'V': pair[x]['V'], # Keep old volume - 'BV': pair[x]['BV'], # keep too - 'O': x * base, # But replace O,H,L,C - 'H': x * base + 0.0001, - 'L': x * base - 0.0001, - 'C': x * base} for x in range(0, datalen)]} + return {'UNITTEST/BTC': [ + [ + pair[x][0], # Keep old dates + x * base, # But replace O,H,L,C + x * base + 0.0001, + x * base - 0.0001, + x * base, + pair[x][5], # Keep old volume + ] for x in range(0, datalen) + ]} if what == 'lower': - return {'BTC_UNITEST': - [{'T': pair[x]['T'], # Keep old dates - 'V': pair[x]['V'], # Keep old volume - 'BV': pair[x]['BV'], # keep too - 'O': 1 - x * base, # But replace O,H,L,C - 'H': 1 - x * base + 0.0001, - 'L': 1 - x * base - 0.0001, - 'C': 1 - x * base} for x in range(0, datalen)]} + return {'UNITTEST/BTC': [ + [ + pair[x][0], # Keep old dates + 1 - x * base, # But replace O,H,L,C + 1 - x * base + 0.0001, + 1 - x * base - 0.0001, + 1 - x * base, + pair[x][5] # Keep old volume + ] for x in range(0, datalen) + ]} if what == 'sine': hz = 0.1 # frequency - return {'BTC_UNITEST': - [{'T': pair[x]['T'], # Keep old dates - 'V': pair[x]['V'], # Keep old volume - 'BV': pair[x]['BV'], # keep too - # But replace O,H,L,C - 'O': math.sin(x * hz) / 1000 + base, - 'H': math.sin(x * hz) / 1000 + base + 0.0001, - 'L': math.sin(x * hz) / 1000 + base - 0.0001, - 'C': math.sin(x * hz) / 1000 + base} for x in range(0, datalen)]} + return {'UNITTEST/BTC': [ + [ + pair[x][0], # Keep old dates + math.sin(x * hz) / 1000 + base, # But replace O,H,L,C + math.sin(x * hz) / 1000 + base + 0.0001, + math.sin(x * hz) / 1000 + base - 0.0001, + math.sin(x * hz) / 1000 + base, + pair[x][5] # Keep old volume + ] for x in range(0, datalen) + ]} return data -def simple_backtest(config, contour, num_results) -> None: - backtesting = _BACKTESTING +def simple_backtest(config, contour, num_results, mocker) -> None: + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(config) data = load_data_test(contour) processed = backtesting.tickerdata_to_dataframe(data) @@ -93,9 +101,9 @@ def simple_backtest(config, contour, num_results) -> None: assert len(results) == num_results -def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None): - tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange) - pairdata = {'BTC_UNITEST': tickerdata} +def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, timerange=None): + tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange) + pairdata = {'UNITTEST/BTC': tickerdata} return pairdata @@ -107,12 +115,14 @@ def _load_pair_as_ticks(pair, tickfreq): # FIX: fixturize this? -def _make_backtest_conf(conf=None, pair='BTC_UNITEST', record=None): - data = optimize.load_data(None, ticker_interval=8, pairs=[pair]) +def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None): + data = optimize.load_data(None, ticker_interval='8m', pairs=[pair]) data = trim_dictlist(data, -200) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(conf) return { 'stake_amount': conf['stake_amount'], - 'processed': _BACKTESTING.tickerdata_to_dataframe(data), + 'processed': backtesting.tickerdata_to_dataframe(data), 'max_open_trades': 10, 'realistic': True, 'record': record @@ -148,21 +158,6 @@ def _trend_alternate(dataframe=None): return dataframe -def _run_backtest_1(fun, backtest_conf): - # strategy is a global (hidden as a singleton), so we - # emulate strategy being pure, by override/restore here - # if we dont do this, the override in strategy will carry over - # to other tests - old_buy = _BACKTESTING.populate_buy_trend - old_sell = _BACKTESTING.populate_sell_trend - _BACKTESTING.populate_buy_trend = fun # Override - _BACKTESTING.populate_sell_trend = fun # Override - results = _BACKTESTING.backtest(backtest_conf) - _BACKTESTING.populate_buy_trend = old_buy # restore override - _BACKTESTING.populate_sell_trend = old_sell # restore override - return results - - # Unit tests def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None: """ @@ -218,7 +213,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non '--strategy', 'DefaultStrategy', '--datadir', '/foo/bar', 'backtesting', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--live', '--realistic-simulation', '--refresh-pairs-cached', @@ -240,18 +235,18 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non assert 'ticker_interval' in config assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) assert log_has( - 'Using ticker_interval: 1 ...', + 'Using ticker_interval: 1m ...', caplog.record_tuples ) assert 'live' in config assert log_has('Parameter -l/--live detected ...', caplog.record_tuples) - assert 'realistic_simulation'in config + assert 'realistic_simulation' in config assert log_has('Parameter --realistic-simulation detected ...', caplog.record_tuples) assert log_has('Using max_open_trades: 1 ...', caplog.record_tuples) - assert 'refresh_pairs'in config + assert 'refresh_pairs' in config assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples) assert 'timerange' in config assert log_has( @@ -266,11 +261,13 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non ) -def test_start(mocker, default_conf, caplog) -> None: +def test_start(mocker, fee, default_conf, caplog) -> None: """ Test start() function """ start_mock = MagicMock() + mocker.patch('freqtrade.exchange.get_fee', fee) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) mocker.patch('freqtrade.optimize.backtesting.Backtesting.start', start_mock) mocker.patch('freqtrade.configuration.open', mocker.mock_open( read_data=json.dumps(default_conf) @@ -306,49 +303,51 @@ def test_backtesting__init__(mocker, default_conf) -> None: assert init_mock.call_count == 1 -def test_backtesting_init(default_conf) -> None: +def test_backtesting_init(mocker, default_conf) -> None: """ Test Backtesting._init() method """ + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) backtesting = Backtesting(default_conf) assert backtesting.config == default_conf assert isinstance(backtesting.analyze, Analyze) - assert backtesting.ticker_interval == 5 + assert backtesting.ticker_interval == '5m' assert callable(backtesting.tickerdata_to_dataframe) assert callable(backtesting.populate_buy_trend) assert callable(backtesting.populate_sell_trend) -def test_tickerdata_to_dataframe(default_conf) -> None: +def test_tickerdata_to_dataframe(default_conf, mocker) -> None: """ Test Backtesting.tickerdata_to_dataframe() method """ - + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) timerange = ((None, 'line'), None, -100) - tick = optimize.load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) - tickerlist = {'BTC_UNITEST': tick} + tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) + tickerlist = {'UNITTEST/BTC': tick} - backtesting = _BACKTESTING + backtesting = Backtesting(default_conf) data = backtesting.tickerdata_to_dataframe(tickerlist) - assert len(data['BTC_UNITEST']) == 100 + assert len(data['UNITTEST/BTC']) == 100 # Load Analyze to compare the result between Backtesting function and Analyze are the same analyze = Analyze(default_conf) data2 = analyze.tickerdata_to_dataframe(tickerlist) - assert data['BTC_UNITEST'].equals(data2['BTC_UNITEST']) + assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC']) -def test_get_timeframe() -> None: +def test_get_timeframe(default_conf, mocker) -> None: """ Test Backtesting.get_timeframe() method """ - backtesting = _BACKTESTING + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(default_conf) data = backtesting.tickerdata_to_dataframe( optimize.load_data( None, - ticker_interval=1, - pairs=['BTC_UNITEST'] + ticker_interval='1m', + pairs=['UNITTEST/BTC'] ) ) min_date, max_date = backtesting.get_timeframe(data) @@ -356,15 +355,16 @@ def test_get_timeframe() -> None: assert max_date.isoformat() == '2017-11-14T22:59:00+00:00' -def test_generate_text_table(): +def test_generate_text_table(default_conf, mocker): """ Test Backtesting.generate_text_table() method """ - backtesting = _BACKTESTING + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(default_conf) results = pd.DataFrame( { - 'currency': ['BTC_ETH', 'BTC_ETH'], + 'currency': ['ETH/BTC', 'ETH/BTC'], 'profit_percent': [0.1, 0.2], 'profit_BTC': [0.2, 0.4], 'duration': [10, 30], @@ -378,25 +378,27 @@ def test_generate_text_table(): 'total profit BTC avg duration profit loss\n' '------- ----------- -------------- ' '------------------ -------------- -------- ------\n' - 'BTC_ETH 2 15.00 ' + 'ETH/BTC 2 15.00 ' '0.60000000 20.0 2 0\n' 'TOTAL 2 15.00 ' '0.60000000 20.0 2 0' ) - assert backtesting._generate_text_table(data={'BTC_ETH': {}}, results=results) == result_str + assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str def test_backtesting_start(default_conf, mocker, caplog) -> None: """ Test Backtesting.start() method """ + def get_timeframe(input1, input2): return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock()) mocker.patch('freqtrade.optimize.load_data', mocked_load_data) mocker.patch('freqtrade.exchange.get_ticker_history') + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) mocker.patch.multiple( 'freqtrade.optimize.backtesting.Backtesting', backtest=MagicMock(), @@ -405,7 +407,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None: ) conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'] = ['BTC_UNITEST'] + conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] conf['ticker_interval'] = 1 conf['live'] = False conf['datadir'] = None @@ -426,13 +428,15 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None: assert log_has(line, caplog.record_tuples) -def test_backtest(default_conf) -> None: +def test_backtest(default_conf, fee, mocker) -> None: """ Test Backtesting.backtest() method """ - backtesting = _BACKTESTING + mocker.patch('freqtrade.exchange.get_fee', fee) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(default_conf) - data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH']) + data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC']) data = trim_dictlist(data, -200) results = backtesting.backtest( { @@ -445,14 +449,16 @@ def test_backtest(default_conf) -> None: assert not results.empty -def test_backtest_1min_ticker_interval(default_conf) -> None: +def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None: """ Test Backtesting.backtest() method with 1 min ticker """ - backtesting = _BACKTESTING + mocker.patch('freqtrade.exchange.get_fee', fee) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(default_conf) # Run a backtesting for an exiting 5min ticker_interval - data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST']) + data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC']) data = trim_dictlist(data, -200) results = backtesting.backtest( { @@ -465,15 +471,16 @@ def test_backtest_1min_ticker_interval(default_conf) -> None: assert not results.empty -def test_processed() -> None: +def test_processed(default_conf, mocker) -> None: """ Test Backtesting.backtest() method with offline data """ - backtesting = _BACKTESTING + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(default_conf) dict_of_tickerrows = load_data_test('raise') dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows) - dataframe = dataframes['BTC_UNITEST'] + dataframe = dataframes['UNITTEST/BTC'] cols = dataframe.columns # assert the dataframe got some of the indicator columns for col in ['close', 'high', 'low', 'open', 'date', @@ -481,76 +488,101 @@ def test_processed() -> None: assert col in cols -def test_backtest_pricecontours(default_conf) -> None: +def test_backtest_pricecontours(default_conf, fee, mocker) -> None: + mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee) tests = [['raise', 17], ['lower', 0], ['sine', 17]] for [contour, numres] in tests: - simple_backtest(default_conf, contour, numres) + simple_backtest(default_conf, contour, numres, mocker) # Test backtest using offline data (testdata directory) -def test_backtest_ticks(default_conf): +def test_backtest_ticks(default_conf, fee, mocker): + mocker.patch('freqtrade.exchange.get_fee', fee) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) ticks = [1, 5] - fun = _BACKTESTING.populate_buy_trend - for tick in ticks: - backtest_conf = _make_backtest_conf(conf=default_conf) - results = _run_backtest_1(fun, backtest_conf) + fun = Backtesting(default_conf).populate_buy_trend + for _ in ticks: + backtest_conf = _make_backtest_conf(mocker, conf=default_conf) + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = fun # Override + backtesting.populate_sell_trend = fun # Override + results = backtesting.backtest(backtest_conf) assert not results.empty -def test_backtest_clash_buy_sell(default_conf): - # Override the default buy trend function in our DefaultStrategy +def test_backtest_clash_buy_sell(mocker, default_conf): + # Override the default buy trend function in our default_strategy def fun(dataframe=None): buy_value = 1 sell_value = 1 return _trend(dataframe, buy_value, sell_value) - backtest_conf = _make_backtest_conf(conf=default_conf) - results = _run_backtest_1(fun, backtest_conf) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtest_conf = _make_backtest_conf(mocker, conf=default_conf) + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = fun # Override + backtesting.populate_sell_trend = fun # Override + results = backtesting.backtest(backtest_conf) assert results.empty -def test_backtest_only_sell(default_conf): - # Override the default buy trend function in our DefaultStrategy +def test_backtest_only_sell(mocker, default_conf): + # Override the default buy trend function in our default_strategy def fun(dataframe=None): buy_value = 0 sell_value = 1 return _trend(dataframe, buy_value, sell_value) - backtest_conf = _make_backtest_conf(conf=default_conf) - results = _run_backtest_1(fun, backtest_conf) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtest_conf = _make_backtest_conf(mocker, conf=default_conf) + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = fun # Override + backtesting.populate_sell_trend = fun # Override + results = backtesting.backtest(backtest_conf) assert results.empty -def test_backtest_alternate_buy_sell(default_conf): - backtest_conf = _make_backtest_conf(conf=default_conf, pair='BTC_UNITEST') - results = _run_backtest_1(_trend_alternate, backtest_conf) +def test_backtest_alternate_buy_sell(default_conf, fee, mocker): + mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC') + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = _trend_alternate # Override + backtesting.populate_sell_trend = _trend_alternate # Override + results = backtesting.backtest(backtest_conf) assert len(results) == 3 -def test_backtest_record(default_conf, mocker): +def test_backtest_record(default_conf, fee, mocker): names = [] records = [] + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee) mocker.patch( 'freqtrade.optimize.backtesting.file_dump_json', new=lambda n, r: (names.append(n), records.append(r)) ) backtest_conf = _make_backtest_conf( + mocker, conf=default_conf, - pair='BTC_UNITEST', + pair='UNITTEST/BTC', record="trades" ) - results = _run_backtest_1(_trend_alternate, backtest_conf) + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = _trend_alternate # Override + backtesting.populate_sell_trend = _trend_alternate # Override + results = backtesting.backtest(backtest_conf) assert len(results) == 3 # Assert file_dump_json was only called once assert names == ['backtest-result.json'] records = records[0] # Ensure records are of correct type assert len(records) == 3 - # ('BTC_UNITEST', 0.00331158, '1510684320', '1510691700', 0, 117) + # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117) # Below follows just a typecheck of the schema/type of trade-records oix = None for (pair, profit, date_buy, date_sell, buy_index, dur) in records: - assert pair == 'BTC_UNITEST' + assert pair == 'UNITTEST/BTC' isinstance(profit, float) # FIX: buy/sell should be converted to ints isinstance(date_buy, str) @@ -563,13 +595,15 @@ def test_backtest_record(default_conf, mocker): def test_backtest_start_live(default_conf, mocker, caplog): - default_conf['exchange']['pair_whitelist'] = ['BTC_UNITEST'] + conf = deepcopy(default_conf) + conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] mocker.patch('freqtrade.exchange.get_ticker_history', new=lambda n, i: _load_pair_as_ticks(n, i)) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', MagicMock()) mocker.patch('freqtrade.configuration.open', mocker.mock_open( - read_data=json.dumps(default_conf) + read_data=json.dumps(conf) )) args = MagicMock() @@ -585,7 +619,7 @@ def test_backtest_start_live(default_conf, mocker, caplog): '--config', 'config.json', '--strategy', 'DefaultStrategy', 'backtesting', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--live', '--timerange', '-100' ] @@ -594,7 +628,7 @@ def test_backtest_start_live(default_conf, mocker, caplog): # check the logs, that will contain the backtest result exists = [ 'Parameter -i/--ticker-interval detected ...', - 'Using ticker_interval: 1 ...', + 'Using ticker_interval: 1m ...', 'Parameter -l/--live detected ...', 'Using max_open_trades: 1 ...', 'Parameter --timerange detected: -100 ..', diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 48bdcb35e..f8fa66b2e 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -1,20 +1,33 @@ # pragma pylint: disable=missing-docstring,W0212,C0103 -import json import os +import signal from copy import deepcopy from unittest.mock import MagicMock import pandas as pd +import pytest from freqtrade.optimize.__init__ import load_tickerdata_file from freqtrade.optimize.hyperopt import Hyperopt, start from freqtrade.strategy.resolver import StrategyResolver -from freqtrade.tests.conftest import default_conf, log_has +from freqtrade.tests.conftest import log_has from freqtrade.tests.optimize.test_backtesting import get_args - # Avoid to reinit the same object again and again -_HYPEROPT = Hyperopt(default_conf()) +_HYPEROPT_INITIALIZED = False +_HYPEROPT = None + + +@pytest.fixture(scope='function') +def init_hyperopt(default_conf, mocker): + global _HYPEROPT_INITIALIZED, _HYPEROPT + if not _HYPEROPT_INITIALIZED: + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', + MagicMock(return_value=default_conf)) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock()) + _HYPEROPT = Hyperopt(default_conf) + _HYPEROPT_INITIALIZED = True # Functions for recurrent object patching @@ -51,9 +64,10 @@ def test_start(mocker, default_conf, caplog) -> None: """ start_mock = MagicMock() mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock) - mocker.patch('freqtrade.configuration.open', mocker.mock_open( - read_data=json.dumps(default_conf) - )) + mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', + MagicMock(return_value=default_conf)) + mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) + args = [ '--config', 'config.json', '--strategy', 'DefaultStrategy', @@ -74,7 +88,7 @@ def test_start(mocker, default_conf, caplog) -> None: assert start_mock.call_count == 1 -def test_loss_calculation_prefer_correct_trade_count() -> None: +def test_loss_calculation_prefer_correct_trade_count(init_hyperopt) -> None: """ Test Hyperopt.calculate_loss() """ @@ -88,7 +102,7 @@ def test_loss_calculation_prefer_correct_trade_count() -> None: assert under > correct -def test_loss_calculation_prefer_shorter_trades() -> None: +def test_loss_calculation_prefer_shorter_trades(init_hyperopt) -> None: """ Test Hyperopt.calculate_loss() """ @@ -99,7 +113,7 @@ def test_loss_calculation_prefer_shorter_trades() -> None: assert shorter < longer -def test_loss_calculation_has_limited_profit() -> None: +def test_loss_calculation_has_limited_profit(init_hyperopt) -> None: hyperopt = _HYPEROPT correct = hyperopt.calculate_loss(hyperopt.expected_max_profit, hyperopt.target_trades, 20) @@ -109,7 +123,7 @@ def test_loss_calculation_has_limited_profit() -> None: assert under > correct -def test_log_results_if_loss_improves(capsys) -> None: +def test_log_results_if_loss_improves(init_hyperopt, capsys) -> None: hyperopt = _HYPEROPT hyperopt.current_best_loss = 2 hyperopt.log_results( @@ -124,7 +138,7 @@ def test_log_results_if_loss_improves(capsys) -> None: assert ' 1/2: foo. Loss 1.00000'in out -def test_no_log_if_loss_does_not_improve(caplog) -> None: +def test_no_log_if_loss_does_not_improve(init_hyperopt, caplog) -> None: hyperopt = _HYPEROPT hyperopt.current_best_loss = 2 hyperopt.log_results( @@ -135,7 +149,7 @@ def test_no_log_if_loss_does_not_improve(caplog) -> None: assert caplog.record_tuples == [] -def test_fmin_best_results(mocker, default_conf, caplog) -> None: +def test_fmin_best_results(mocker, init_hyperopt, default_conf, caplog) -> None: fmin_result = { "macd_below_zero": 0, "adx": 1, @@ -169,6 +183,7 @@ def test_fmin_best_results(mocker, default_conf, caplog) -> None: mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) + mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) StrategyResolver({'strategy': 'DefaultStrategy'}) hyperopt = Hyperopt(conf) @@ -203,7 +218,7 @@ def test_fmin_best_results(mocker, default_conf, caplog) -> None: assert line in caplog.text -def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None: +def test_fmin_throw_value_error(mocker, init_hyperopt, default_conf, caplog) -> None: mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError()) @@ -213,6 +228,8 @@ def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None: conf.update({'timerange': None}) conf.update({'spaces': 'all'}) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) + mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) + StrategyResolver({'strategy': 'DefaultStrategy'}) hyperopt = Hyperopt(conf) hyperopt.trials = create_trials(mocker) @@ -230,7 +247,7 @@ def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None: assert line in caplog.text -def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> None: +def test_resuming_previous_hyperopt_results_succeeds(mocker, init_hyperopt, default_conf) -> None: trials = create_trials(mocker) conf = deepcopy(default_conf) @@ -254,6 +271,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> No mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock()) StrategyResolver({'strategy': 'DefaultStrategy'}) hyperopt = Hyperopt(conf) @@ -272,7 +290,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> No assert total_tries == (current_tries + len(trials.results)) -def test_save_trials_saves_trials(mocker, caplog) -> None: +def test_save_trials_saves_trials(mocker, init_hyperopt, caplog) -> None: create_trials(mocker) mock_dump = mocker.patch('freqtrade.optimize.hyperopt.pickle.dump', return_value=None) @@ -281,22 +299,24 @@ def test_save_trials_saves_trials(mocker, caplog) -> None: hyperopt.save_trials() + trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle') assert log_has( - 'Saving Trials to \'freqtrade/tests/optimize/ut_trials.pickle\'', + 'Saving Trials to \'{}\''.format(trials_file), caplog.record_tuples ) mock_dump.assert_called_once() -def test_read_trials_returns_trials_file(mocker, caplog) -> None: +def test_read_trials_returns_trials_file(mocker, init_hyperopt, caplog) -> None: trials = create_trials(mocker) mock_load = mocker.patch('freqtrade.optimize.hyperopt.pickle.load', return_value=trials) mock_open = mocker.patch('freqtrade.optimize.hyperopt.open', return_value=mock_load) hyperopt = _HYPEROPT hyperopt_trial = hyperopt.read_trials() + trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle') assert log_has( - 'Reading Trials from \'freqtrade/tests/optimize/ut_trials.pickle\'', + 'Reading Trials from \'{}\''.format(trials_file), caplog.record_tuples ) assert hyperopt_trial == trials @@ -304,7 +324,7 @@ def test_read_trials_returns_trials_file(mocker, caplog) -> None: mock_load.assert_called_once() -def test_roi_table_generation() -> None: +def test_roi_table_generation(init_hyperopt) -> None: params = { 'roi_t1': 5, 'roi_t2': 10, @@ -318,10 +338,11 @@ def test_roi_table_generation() -> None: assert hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0} -def test_start_calls_fmin(mocker, default_conf) -> None: +def test_start_calls_fmin(mocker, init_hyperopt, default_conf) -> None: trials = create_trials(mocker) mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results) mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock()) mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) conf = deepcopy(default_conf) @@ -339,7 +360,7 @@ def test_start_calls_fmin(mocker, default_conf) -> None: mock_fmin.assert_called_once() -def test_start_uses_mongotrials(mocker, default_conf) -> None: +def test_start_uses_mongotrials(mocker, init_hyperopt, default_conf) -> None: mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) mock_mongotrials = mocker.patch( @@ -354,6 +375,7 @@ def test_start_uses_mongotrials(mocker, default_conf) -> None: conf.update({'timerange': None}) conf.update({'spaces': 'all'}) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) + mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) hyperopt = Hyperopt(conf) hyperopt.tickerdata_to_dataframe = MagicMock() @@ -372,9 +394,9 @@ def test_format_results(): Test Hyperopt.format_results() """ trades = [ - ('BTC_ETH', 2, 2, 123), - ('BTC_LTC', 1, 1, 123), - ('BTC_XRP', -1, -2, -246) + ('ETH/BTC', 2, 2, 123), + ('LTC/BTC', 1, 1, 123), + ('XPR/BTC', -1, -2, -246) ] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] df = pd.DataFrame.from_records(trades, columns=labels) @@ -382,7 +404,7 @@ def test_format_results(): assert x.find(' 66.67%') -def test_signal_handler(mocker): +def test_signal_handler(mocker, init_hyperopt): """ Test Hyperopt.signal_handler() """ @@ -392,11 +414,11 @@ def test_signal_handler(mocker): mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.log_trials_result', m) hyperopt = _HYPEROPT - hyperopt.signal_handler(9, None) + hyperopt.signal_handler(signal.SIGTERM, None) assert m.call_count == 3 -def test_has_space(): +def test_has_space(init_hyperopt): """ Test Hyperopt.has_space() method """ @@ -409,14 +431,14 @@ def test_has_space(): assert _HYPEROPT.has_space('buy') -def test_populate_indicators() -> None: +def test_populate_indicators(init_hyperopt) -> None: """ Test Hyperopt.populate_indicators() """ - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') + tickerlist = {'UNITTEST/BTC': tick} dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) - dataframe = _HYPEROPT.populate_indicators(dataframes['BTC_UNITEST']) + dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC']) # Check if some indicators are generated. We will not test all of them assert 'adx' in dataframe @@ -424,14 +446,14 @@ def test_populate_indicators() -> None: assert 'cci' in dataframe -def test_buy_strategy_generator() -> None: +def test_buy_strategy_generator(init_hyperopt) -> None: """ Test Hyperopt.buy_strategy_generator() """ - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') + tickerlist = {'UNITTEST/BTC': tick} dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) - dataframe = _HYPEROPT.populate_indicators(dataframes['BTC_UNITEST']) + dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC']) populate_buy_trend = _HYPEROPT.buy_strategy_generator( { @@ -481,7 +503,7 @@ def test_buy_strategy_generator() -> None: assert 1 in result['buy'] -def test_generate_optimizer(mocker, default_conf) -> None: +def test_generate_optimizer(mocker, init_hyperopt, default_conf) -> None: """ Test Hyperopt.generate_optimizer() function """ @@ -491,7 +513,7 @@ def test_generate_optimizer(mocker, default_conf) -> None: conf.update({'spaces': 'all'}) trades = [ - ('BTC_POWR', 0.023117, 0.000233, 100) + ('POWR/BTC', 0.023117, 0.000233, 100) ] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] backtest_result = pd.DataFrame.from_records(trades, columns=labels) @@ -500,6 +522,7 @@ def test_generate_optimizer(mocker, default_conf) -> None: 'freqtrade.optimize.hyperopt.Hyperopt.backtest', MagicMock(return_value=backtest_result) ) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock()) optimizer_param = { 'adx': {'enabled': False}, diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index a15bff5a1..8624b500d 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -3,15 +3,17 @@ import json import os import uuid +import arrow from shutil import copyfile from freqtrade import optimize from freqtrade.misc import file_dump_json from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \ - download_backtesting_testdata, load_tickerdata_file, trim_tickerlist + download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, \ + load_cached_data_for_updating from freqtrade.tests.conftest import log_has -# Change this if modifying BTC_UNITEST testdatafile +# Change this if modifying UNITTEST/BTC testdatafile _BTC_UNITTEST_LENGTH = 13681 @@ -52,11 +54,11 @@ def test_load_data_30min_ticker(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json' + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json') _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30) + optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m') assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 30 min', caplog.record_tuples) + assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 30m', caplog.record_tuples) _clean_test_file(file) @@ -66,11 +68,11 @@ def test_load_data_5min_ticker(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_ETH-5.json' + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-5m.json') _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5) + optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='5m') assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 5 min', caplog.record_tuples) + assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 5m', caplog.record_tuples) _clean_test_file(file) @@ -80,11 +82,11 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_ETH-1.json' + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json') _backup_file(file, copy_file=True) - optimize.load_data(None, ticker_interval=1, pairs=['BTC_ETH']) + optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC']) assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 1 min', caplog.record_tuples) + assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 1m', caplog.record_tuples) _clean_test_file(file) @@ -94,11 +96,25 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_MEME-1.json' + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') + _backup_file(file) - optimize.load_data(None, ticker_interval=1, pairs=['BTC_MEME']) + # do not download a new pair if refresh_pairs isn't set + optimize.load_data(None, + ticker_interval='1m', + refresh_pairs=False, + pairs=['MEME/BTC']) + assert os.path.isfile(file) is False + assert log_has('No data for pair MEME/BTC, use --update-pairs-cached to download the data', + caplog.record_tuples) + + # download a new pair if refresh_pairs is set + optimize.load_data(None, + ticker_interval='1m', + refresh_pairs=True, + pairs=['MEME/BTC']) assert os.path.isfile(file) is True - assert log_has('Download the pair: "BTC_MEME", Interval: 1 min', caplog.record_tuples) + assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples) _clean_test_file(file) @@ -109,10 +125,10 @@ def test_testdata_path() -> None: def test_download_pairs(ticker_history, mocker) -> None: mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) - file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' - file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' - file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json' - file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json' + file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') + file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json') + file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json') + file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-5m.json') _backup_file(file1_1) _backup_file(file1_5) @@ -122,7 +138,7 @@ def test_download_pairs(ticker_history, mocker) -> None: assert os.path.isfile(file1_1) is False assert os.path.isfile(file2_1) is False - assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=1) is True + assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True assert os.path.isfile(file1_1) is True assert os.path.isfile(file2_1) is True @@ -134,7 +150,7 @@ def test_download_pairs(ticker_history, mocker) -> None: assert os.path.isfile(file1_5) is False assert os.path.isfile(file2_5) is False - assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True + assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True assert os.path.isfile(file1_5) is True assert os.path.isfile(file2_5) is True @@ -144,59 +160,166 @@ def test_download_pairs(ticker_history, mocker) -> None: _clean_test_file(file2_5) +def test_load_cached_data_for_updating(mocker) -> None: + datadir = os.path.join(os.path.dirname(__file__), '..', 'testdata') + + test_data = None + test_filename = os.path.join(datadir, 'UNITTEST_BTC-1m.json') + with open(test_filename, "rt") as file: + test_data = json.load(file) + + # change now time to test 'line' cases + # now = last cached item + 1 hour + now_ts = test_data[-1][0] / 1000 + 60 * 60 + mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts)) + + # timeframe starts earlier than the cached data + # should fully update data + timerange = (('date', None), test_data[0][0] / 1000 - 1, None) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == [] + assert start_ts == test_data[0][0] - 1000 + + # same with 'line' timeframe + num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120 + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + ((None, 'line'), None, -num_lines)) + assert data == [] + assert start_ts < test_data[0][0] - 1 + + # timeframe starts in the center of the cached data + # should return the chached data w/o the last item + timerange = (('date', None), test_data[0][0] / 1000 + 1, None) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # same with 'line' timeframe + num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30 + timerange = ((None, 'line'), None, -num_lines) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # timeframe starts after the chached data + # should return the chached data w/o the last item + timerange = (('date', None), test_data[-1][0] / 1000 + 1, None) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # same with 'line' timeframe + num_lines = 30 + timerange = ((None, 'line'), None, -num_lines) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # no timeframe is set + # should return the chached data w/o the last item + num_lines = 30 + timerange = ((None, 'line'), None, -num_lines) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # no datafile exist + # should return timestamp start time + timerange = (('date', None), now_ts - 10000, None) + data, start_ts = load_cached_data_for_updating(test_filename + 'unexist', + '1m', + timerange) + assert data == [] + assert start_ts == (now_ts - 10000) * 1000 + + # same with 'line' timeframe + num_lines = 30 + timerange = ((None, 'line'), None, -num_lines) + data, start_ts = load_cached_data_for_updating(test_filename + 'unexist', + '1m', + timerange) + assert data == [] + assert start_ts == (now_ts - num_lines * 60) * 1000 + + # no datafile exist, no timeframe is set + # should return an empty array and None + data, start_ts = load_cached_data_for_updating(test_filename + 'unexist', + '1m', + None) + assert data == [] + assert start_ts is None + + def test_download_pairs_exception(ticker_history, mocker, caplog) -> None: mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata', side_effect=BaseException('File Error')) - file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' - file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' + file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') + file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json') _backup_file(file1_1) _backup_file(file1_5) - download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1) + download_pairs(None, pairs=['MEME/BTC'], ticker_interval='1m') # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file1_5) - assert log_has('Failed to download the pair: "BTC-MEME", Interval: 1 min', caplog.record_tuples) + assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples) def test_download_backtesting_testdata(ticker_history, mocker) -> None: mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) # Download a 1 min ticker file - file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json' + file1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'XEL_BTC-1m.json') _backup_file(file1) - download_backtesting_testdata(None, pair="BTC-XEL", interval=1) + download_backtesting_testdata(None, pair="XEL/BTC", tick_interval='1m') assert os.path.isfile(file1) is True _clean_test_file(file1) # Download a 5 min ticker file - file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json' + file2 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'STORJ_BTC-5m.json') _backup_file(file2) - download_backtesting_testdata(None, pair="BTC-STORJ", interval=5) + download_backtesting_testdata(None, pair="STORJ/BTC", tick_interval='5m') assert os.path.isfile(file2) is True _clean_test_file(file2) def test_download_backtesting_testdata2(mocker) -> None: - tick = [{'T': 'bar'}, {'T': 'foo'}] + tick = [ + [1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839], + [1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199] + ] json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None) mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick) - download_backtesting_testdata(None, pair="BTC-UNITEST", interval=1) - download_backtesting_testdata(None, pair="BTC-UNITEST", interval=3) + + download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='1m') + download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='3m') assert json_dump_mock.call_count == 2 def test_load_tickerdata_file() -> None: # 7 does not exist in either format. - assert not load_tickerdata_file(None, 'BTC_UNITEST', 7) + assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m') # 1 exists only as a .json - tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1) + tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') assert _BTC_UNITTEST_LENGTH == len(tickerdata) # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json - tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 8) + tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m') assert _BTC_UNITTEST_LENGTH == len(tickerdata) @@ -207,22 +330,23 @@ def test_init(default_conf, mocker) -> None: '', pairs=[], refresh_pairs=True, - ticker_interval=int(default_conf['ticker_interval']) + ticker_interval=default_conf['ticker_interval'] ) def test_trim_tickerlist() -> None: - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json') + with open(file) as data_file: ticker_list = json.load(data_file) ticker_list_len = len(ticker_list) # Test the pattern ^(-\d+)$ - # This pattern remove X element from the beginning - timerange = ((None, 'line'), None, 5) + # This pattern uses the latest N elements + timerange = ((None, 'line'), None, -5) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) - assert ticker_list_len == ticker_len + 5 + assert ticker_len == 5 assert ticker_list[0] is not ticker[0] # The first element should be different assert ticker_list[-1] is ticker[-1] # The last element must be the same @@ -247,6 +371,37 @@ def test_trim_tickerlist() -> None: assert ticker_list[5] is ticker[0] # The list starts at the index 5 assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements) + # Test the pattern ^(\d{8})-(\d{8})$ + # This pattern extract a window between the dates + timerange = (('date', 'date'), ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1) + ticker = trim_tickerlist(ticker_list, timerange) + ticker_len = len(ticker) + + assert ticker_len == 5 + assert ticker_list[0] is not ticker[0] # The first element should be different + assert ticker_list[5] is ticker[0] # The list starts at the index 5 + assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements) + + # Test the pattern ^-(\d{8})$ + # This pattern extracts elements from the start to the date + timerange = ((None, 'date'), None, ticker_list[10][0] / 1000 - 1) + ticker = trim_tickerlist(ticker_list, timerange) + ticker_len = len(ticker) + + assert ticker_len == 10 + assert ticker_list[0] is ticker[0] # The start of the list is included + assert ticker_list[9] is ticker[-1] # The element 10 is not included + + # Test the pattern ^(\d{8})-$ + # This pattern extracts elements from the date to now + timerange = (('date', None), ticker_list[10][0] / 1000 - 1, None) + ticker = trim_tickerlist(ticker_list, timerange) + ticker_len = len(ticker) + + assert ticker_len == ticker_list_len - 10 + assert ticker_list[10] is ticker[0] # The first element is element #10 + assert ticker_list[-1] is ticker[-1] # The last element is the same + # Test a wrong pattern # This pattern must return the list unchanged timerange = ((None, None), None, 5) @@ -261,7 +416,8 @@ def test_file_dump_json() -> None: Test file_dump_json() :return: None """ - file = 'freqtrade/tests/testdata/test_{id}.json'.format(id=str(uuid.uuid4())) + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', + 'test_{id}.json'.format(id=str(uuid.uuid4()))) data = {'bar': 'foo'} # check the file we will create does not exist diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py index ef28fc859..20e620d7d 100644 --- a/freqtrade/tests/rpc/test_rpc.py +++ b/freqtrade/tests/rpc/test_rpc.py @@ -25,7 +25,7 @@ def prec_satoshi(a, b) -> float: # Unit tests -def test_rpc_trade_status(default_conf, ticker, mocker) -> None: +def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: """ Test rpc_trade_status() method """ @@ -35,7 +35,8 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None: mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -59,7 +60,7 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None: result_message = [ '*Trade ID:* `1`\n' '*Current Pair:* ' - '[BTC_ETH](https://www.bittrex.com/Market/Index?MarketName=BTC-ETH)\n' + '[ETH/BTC](https://bittrex.com/Market/Index?MarketName=BTC-ETH)\n' '*Open Since:* `just now`\n' '*Amount:* `90.99181074`\n' '*Open Rate:* `0.00001099`\n' @@ -67,13 +68,13 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None: '*Current Rate:* `0.00001098`\n' '*Close Profit:* `None`\n' '*Current Profit:* `-0.59%`\n' - '*Open Order:* `(LIMIT_BUY rem=0.00000000)`' + '*Open Order:* `(limit buy rem=0.00000000)`' ] assert result == result_message - assert trade.find('[BTC_ETH]') >= 0 + assert trade.find('[ETH/BTC]') >= 0 -def test_rpc_status_table(default_conf, ticker, mocker) -> None: +def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: """ Test rpc_status_table() method """ @@ -83,7 +84,8 @@ def test_rpc_status_table(default_conf, ticker, mocker) -> None: mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -102,13 +104,13 @@ def test_rpc_status_table(default_conf, ticker, mocker) -> None: freqtradebot.create_trade() (error, result) = rpc.rpc_status_table() assert 'just now' in result['Since'].all() - assert 'BTC_ETH' in result['Pair'].all() + assert 'ETH/BTC' in result['Pair'].all() assert '-0.59%' in result['Profit'].all() assert 'Value' in result -def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker)\ - -> None: +def test_rpc_daily_profit(default_conf, update, ticker, fee, + limit_buy_order, limit_sell_order, mocker) -> None: """ Test rpc_daily_profit() method """ @@ -118,7 +120,8 @@ def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_s mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -159,8 +162,8 @@ def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_s assert days.find('must be an integer greater than 0') >= 0 -def test_rpc_trade_statistics( - default_conf, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker) -> None: +def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee, + limit_buy_order, limit_sell_order, mocker) -> None: """ Test rpc_trade_statistics() method """ @@ -174,7 +177,8 @@ def test_rpc_trade_statistics( mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -215,14 +219,14 @@ def test_rpc_trade_statistics( assert stats['first_trade_date'] == 'just now' assert stats['latest_trade_date'] == 'just now' assert stats['avg_duration'] == '0:00:00' - assert stats['best_pair'] == 'BTC_ETH' + assert stats['best_pair'] == 'ETH/BTC' assert prec_satoshi(stats['best_rate'], 6.2) # Test that rpc_trade_statistics can handle trades that lacks # trade.open_rate (it is set to None) -def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_up, limit_buy_order, - limit_sell_order): +def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, + ticker_sell_up, limit_buy_order, limit_sell_order): """ Test rpc_trade_statistics() method """ @@ -236,7 +240,8 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -254,7 +259,8 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker_sell_up + get_ticker=ticker_sell_up, + get_fee=fee ) trade.update(limit_sell_order) trade.close_date = datetime.utcnow() @@ -275,7 +281,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u assert stats['first_trade_date'] == 'just now' assert stats['latest_trade_date'] == 'just now' assert stats['avg_duration'] == '0:00:00' - assert stats['best_pair'] == 'BTC_ETH' + assert stats['best_pair'] == 'ETH/BTC' assert prec_satoshi(stats['best_rate'], 6.2) @@ -283,22 +289,18 @@ def test_rpc_balance_handle(default_conf, mocker): """ Test rpc_balance() method """ - mock_balance = [ - { - 'Currency': 'BTC', - 'Balance': 10.0, - 'Available': 12.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + mock_balance = { + 'BTC': { + 'free': 10.0, + 'total': 12.0, + 'used': 2.0, }, - { - 'Currency': 'ETH', - 'Balance': 0.0, - 'Available': 0.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + 'ETH': { + 'free': 0.0, + 'total': 0.0, + 'used': 0.0, } - ] + } patch_get_signal(mocker, (True, False)) mocker.patch.multiple( @@ -319,15 +321,15 @@ def test_rpc_balance_handle(default_conf, mocker): (error, res) = rpc.rpc_balance(default_conf['fiat_display_currency']) assert not error (trade, x, y, z) = res - assert prec_satoshi(x, 10) - assert prec_satoshi(z, 150000) + assert prec_satoshi(x, 12) + assert prec_satoshi(z, 180000) assert 'USD' in y assert len(trade) == 1 assert 'BTC' in trade[0]['currency'] - assert prec_satoshi(trade[0]['available'], 12) - assert prec_satoshi(trade[0]['balance'], 10) - assert prec_satoshi(trade[0]['pending'], 0) - assert prec_satoshi(trade[0]['est_btc'], 10) + assert prec_satoshi(trade[0]['available'], 10) + assert prec_satoshi(trade[0]['balance'], 12) + assert prec_satoshi(trade[0]['pending'], 2) + assert prec_satoshi(trade[0]['est_btc'], 12) def test_rpc_start(mocker, default_conf) -> None: @@ -386,7 +388,7 @@ def test_rpc_stop(mocker, default_conf) -> None: assert freqtradebot.state == State.STOPPED -def test_rpc_forcesell(default_conf, ticker, mocker) -> None: +def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None: """ Test rpc_forcesell() method """ @@ -402,10 +404,12 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None: cancel_order=cancel_order_mock, get_order=MagicMock( return_value={ - 'closed': True, - 'type': 'LIMIT_BUY', + 'status': 'closed', + 'type': 'limit', + 'side': 'buy' } - ) + ), + get_fee=fee, ) freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -449,8 +453,9 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None: mocker.patch( 'freqtrade.freqtradebot.exchange.get_order', return_value={ - 'closed': None, - 'type': 'LIMIT_BUY' + 'status': 'open', + 'type': 'limit', + 'side': 'buy' } ) # check that the trade is called, which is done @@ -465,8 +470,9 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None: mocker.patch( 'freqtrade.freqtradebot.exchange.get_order', return_value={ - 'closed': None, - 'type': 'LIMIT_SELL' + 'status': 'open', + 'type': 'limit', + 'side': 'sell' } ) (error, res) = rpc.rpc_forcesell('2') @@ -476,7 +482,7 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None: assert cancel_order_mock.call_count == 1 -def test_performance_handle(default_conf, ticker, limit_buy_order, +def test_performance_handle(default_conf, ticker, limit_buy_order, fee, limit_sell_order, mocker) -> None: """ Test rpc_performance() method @@ -488,7 +494,8 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_balances=MagicMock(return_value=ticker), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -510,12 +517,12 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, (error, res) = rpc.rpc_performance() assert not error assert len(res) == 1 - assert res[0]['pair'] == 'BTC_ETH' + assert res[0]['pair'] == 'ETH/BTC' assert res[0]['count'] == 1 assert prec_satoshi(res[0]['profit'], 6.2) -def test_rpc_count(mocker, default_conf, ticker) -> None: +def test_rpc_count(mocker, default_conf, ticker, fee) -> None: """ Test rpc_count() method """ @@ -526,7 +533,8 @@ def test_rpc_count(mocker, default_conf, ticker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_balances=MagicMock(return_value=ticker), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, ) freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index 72408c908..28fdc7902 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -234,7 +234,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None: ) -def test_status(default_conf, update, mocker, ticker) -> None: +def test_status(default_conf, update, mocker, fee, ticker) -> None: """ Test _status() method """ @@ -248,7 +248,9 @@ def test_status(default_conf, update, mocker, ticker) -> None: mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_pair_detail_url=MagicMock(), + get_fee=fee, ) msg_mock = MagicMock() status_table = MagicMock() @@ -277,7 +279,7 @@ def test_status(default_conf, update, mocker, ticker) -> None: assert status_table.call_count == 1 -def test_status_handle(default_conf, update, ticker, mocker) -> None: +def test_status_handle(default_conf, update, ticker, fee, mocker) -> None: """ Test _status() method """ @@ -286,7 +288,8 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None: mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, ) msg_mock = MagicMock() status_table = MagicMock() @@ -319,10 +322,10 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None: telegram._status(bot=MagicMock(), update=update) assert msg_mock.call_count == 1 - assert '[BTC_ETH]' in msg_mock.call_args_list[0][0][0] + assert '[ETH/BTC]' in msg_mock.call_args_list[0][0][0] -def test_status_table_handle(default_conf, update, ticker, mocker) -> None: +def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None: """ Test _status_table() method """ @@ -332,7 +335,8 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_order_id') + buy=MagicMock(return_value={'id': 'mocked_order_id'}), + get_fee=fee, ) msg_mock = MagicMock() mocker.patch.multiple( @@ -369,11 +373,11 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None: fields = re.sub('[ ]+', ' ', line[2].strip()).split(' ') assert int(fields[0]) == 1 - assert fields[1] == 'BTC_ETH' + assert fields[1] == 'ETH/BTC' assert msg_mock.call_count == 1 -def test_daily_handle(default_conf, update, ticker, limit_buy_order, +def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee, limit_sell_order, mocker) -> None: """ Test _daily() method @@ -387,7 +391,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) msg_mock = MagicMock() mocker.patch.multiple( @@ -484,7 +489,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None: assert str('Daily Profit over the last 7 days') in msg_mock.call_args_list[0][0][0] -def test_profit_handle(default_conf, update, ticker, ticker_sell_up, +def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, limit_buy_order, limit_sell_order, mocker) -> None: """ Test _profit() method @@ -495,7 +500,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) msg_mock = MagicMock() mocker.patch.multiple( @@ -541,49 +547,42 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0] assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0] - assert '*Best Performing:* `BTC_ETH: 6.20%`' in msg_mock.call_args_list[-1][0][0] + assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0] def test_telegram_balance_handle(default_conf, update, mocker) -> None: """ Test _balance() method """ - mock_balance = [ - { - 'Currency': 'BTC', - 'Balance': 10.0, - 'Available': 12.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + + mock_balance = { + 'BTC': { + 'total': 12.0, + 'free': 12.0, + 'used': 0.0 }, - { - 'Currency': 'ETH', - 'Balance': 0.0, - 'Available': 0.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + 'ETH': { + 'total': 0.0, + 'free': 0.0, + 'used': 0.0 }, - { - 'Currency': 'USDT', - 'Balance': 10000.0, - 'Available': 0.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + 'USDT': { + 'total': 10000.0, + 'free': 10000.0, + 'used': 0.0 }, - { - 'Currency': 'LTC', - 'Balance': 10.0, - 'Available': 10.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + 'LTC': { + 'total': 10.0, + 'free': 10.0, + 'used': 0.0 } - ] + } def mock_ticker(symbol, refresh): """ Mock Bittrex.get_ticker() response """ - if symbol == 'USDT_BTC': + if symbol == 'BTC/USDT': return { 'bid': 10000.00, 'ask': 10000.00, @@ -615,12 +614,12 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None: telegram._balance(bot=MagicMock(), update=update) result = msg_mock.call_args_list[0][0][0] assert msg_mock.call_count == 1 - assert '*Currency*: BTC' in result - assert '*Currency*: ETH' not in result - assert '*Currency*: USDT' in result - assert 'Balance' in result - assert 'Est. BTC' in result - assert '*BTC*: 12.00000000' in result + assert '*BTC:*' in result + assert '*ETH:*' not in result + assert '*USDT:*' in result + assert 'Balance:' in result + assert 'Est. BTC:' in result + assert 'BTC: 14.00000000' in result def test_zero_balance_handle(default_conf, update, mocker) -> None: @@ -630,7 +629,7 @@ def test_zero_balance_handle(default_conf, update, mocker) -> None: patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker, value={'price_usd': 15000.0}) mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) - mocker.patch('freqtrade.freqtradebot.exchange.get_balances', return_value=[]) + mocker.patch('freqtrade.freqtradebot.exchange.get_balances', return_value={}) msg_mock = MagicMock() mocker.patch.multiple( @@ -747,7 +746,7 @@ def test_stop_handle_already_stopped(default_conf, update, mocker) -> None: assert 'already stopped' in msg_mock.call_args_list[0][0][0] -def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker) -> None: +def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, mocker) -> None: """ Test _forcesell() method """ @@ -759,7 +758,8 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker) mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -779,14 +779,14 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker) assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert '0.00001172' in rpc_mock.call_args_list[-1][0][0] assert 'profit: 6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0] assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0] -def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker) -> None: +def test_forcesell_down_handle(default_conf, update, ticker, fee, ticker_sell_down, mocker) -> None: """ Test _forcesell() method """ @@ -798,7 +798,8 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -822,14 +823,14 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] -def test_forcesell_all_handle(default_conf, update, ticker, mocker) -> None: +def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None: """ Test _forcesell() method """ @@ -838,10 +839,12 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker) -> None: mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) + mocker.patch('freqtrade.exchange.get_pair_detail_url', MagicMock()) mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -904,8 +907,8 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None: assert 'Invalid argument.' in msg_mock.call_args_list[0][0][0] -def test_performance_handle(default_conf, update, ticker, limit_buy_order, - limit_sell_order, mocker) -> None: +def test_performance_handle(default_conf, update, ticker, fee, + limit_buy_order, limit_sell_order, mocker) -> None: """ Test _performance() method """ @@ -920,7 +923,8 @@ def test_performance_handle(default_conf, update, ticker, limit_buy_order, mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -942,7 +946,7 @@ def test_performance_handle(default_conf, update, ticker, limit_buy_order, telegram._performance(bot=MagicMock(), update=update) assert msg_mock.call_count == 1 assert 'Performance' in msg_mock.call_args_list[0][0][0] - assert 'BTC_ETH\t6.20% (1)' in msg_mock.call_args_list[0][0][0] + assert 'ETH/BTC\t6.20% (1)' in msg_mock.call_args_list[0][0][0] def test_performance_handle_invalid(default_conf, update, mocker) -> None: @@ -968,7 +972,7 @@ def test_performance_handle_invalid(default_conf, update, mocker) -> None: assert 'not running' in msg_mock.call_args_list[0][0][0] -def test_count_handle(default_conf, update, ticker, mocker) -> None: +def test_count_handle(default_conf, update, ticker, fee, mocker) -> None: """ Test _count() method """ @@ -984,8 +988,9 @@ def test_count_handle(default_conf, update, ticker, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_order_id') + buy=MagicMock(return_value={'id': 'mocked_order_id'}) ) + mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee) freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) telegram = Telegram(freqtradebot) diff --git a/freqtrade/tests/strategy/test_default_strategy.py b/freqtrade/tests/strategy/test_default_strategy.py index 5c9be0b32..900fc2234 100644 --- a/freqtrade/tests/strategy/test_default_strategy.py +++ b/freqtrade/tests/strategy/test_default_strategy.py @@ -9,7 +9,7 @@ from freqtrade.strategy.default_strategy import DefaultStrategy @pytest.fixture def result(): - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file: return Analyze.parse_ticker_dataframe(json.load(data_file)) @@ -27,7 +27,7 @@ def test_default_strategy(result): assert type(strategy.minimal_roi) is dict assert type(strategy.stoploss) is float - assert type(strategy.ticker_interval) is int + assert type(strategy.ticker_interval) is str indicators = strategy.populate_indicators(result) assert type(indicators) is DataFrame assert type(strategy.populate_buy_trend(indicators)) is DataFrame diff --git a/freqtrade/tests/test_acl_pair.py b/freqtrade/tests/test_acl_pair.py index b5f52774d..07375260e 100644 --- a/freqtrade/tests/test_acl_pair.py +++ b/freqtrade/tests/test_acl_pair.py @@ -1,6 +1,7 @@ # pragma pylint: disable=missing-docstring,C0103,protected-access import freqtrade.tests.conftest as tt # test tools +from unittest.mock import MagicMock # whitelist, blacklist, filtering, all of that will # eventually become some rules to run on a generic ACL engine @@ -12,118 +13,60 @@ def whitelist_conf(): config['stake_currency'] = 'BTC' config['exchange']['pair_whitelist'] = [ - 'BTC_ETH', - 'BTC_TKN', - 'BTC_TRST', - 'BTC_SWT', - 'BTC_BCC' + 'ETH/BTC', + 'TKN/BTC', + 'TRST/BTC', + 'SWT/BTC', + 'BCC/BTC' ] config['exchange']['pair_blacklist'] = [ - 'BTC_BLK' + 'BLK/BTC' ] return config -def get_market_summaries(): - return [{ - 'MarketName': 'BTC-TKN', - 'High': 0.00000919, - 'Low': 0.00000820, - 'Volume': 74339.61396015, - 'Last': 0.00000820, - 'BaseVolume': 1664, - 'TimeStamp': '2014-07-09T07:19:30.15', - 'Bid': 0.00000820, - 'Ask': 0.00000831, - 'OpenBuyOrders': 15, - 'OpenSellOrders': 15, - 'PrevDay': 0.00000821, - 'Created': '2014-03-20T06:00:00', - 'DisplayMarketName': '' - }, { - 'MarketName': 'BTC-ETH', - 'High': 0.00000072, - 'Low': 0.00000001, - 'Volume': 166340678.42280999, - 'Last': 0.00000005, - 'BaseVolume': 42, - 'TimeStamp': '2014-07-09T07:21:40.51', - 'Bid': 0.00000004, - 'Ask': 0.00000005, - 'OpenBuyOrders': 18, - 'OpenSellOrders': 18, - 'PrevDay': 0.00000002, - 'Created': '2014-05-30T07:57:49.637', - 'DisplayMarketName': '' - }, { - 'MarketName': 'BTC-BLK', - 'High': 0.00000072, - 'Low': 0.00000001, - 'Volume': 166340678.42280999, - 'Last': 0.00000005, - 'BaseVolume': 3, - 'TimeStamp': '2014-07-09T07:21:40.51', - 'Bid': 0.00000004, - 'Ask': 0.00000005, - 'OpenBuyOrders': 18, - 'OpenSellOrders': 18, - 'PrevDay': 0.00000002, - 'Created': '2014-05-30T07:57:49.637', - 'DisplayMarketName': '' - }] - - -def get_health(): - return [{'Currency': 'ETH', 'IsActive': True}, - {'Currency': 'TKN', 'IsActive': True}, - {'Currency': 'BLK', 'IsActive': True}] - - -def get_health_empty(): - return [] - - -def test_refresh_market_pair_not_in_whitelist(mocker): +def test_refresh_market_pair_not_in_whitelist(mocker, markets): conf = whitelist_conf() freqtradebot = tt.get_patched_freqtradebot(mocker, conf) - mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health) + mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets) refreshedwhitelist = freqtradebot._refresh_whitelist( - conf['exchange']['pair_whitelist'] + ['BTC_XXX'] + conf['exchange']['pair_whitelist'] + ['XXX/BTC'] ) # List ordered by BaseVolume - whitelist = ['BTC_ETH', 'BTC_TKN'] + whitelist = ['ETH/BTC', 'TKN/BTC'] # Ensure all except those in whitelist are removed assert whitelist == refreshedwhitelist -def test_refresh_whitelist(mocker): +def test_refresh_whitelist(mocker, markets): conf = whitelist_conf() freqtradebot = tt.get_patched_freqtradebot(mocker, conf) - mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health) + mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets) refreshedwhitelist = freqtradebot._refresh_whitelist(conf['exchange']['pair_whitelist']) # List ordered by BaseVolume - whitelist = ['BTC_ETH', 'BTC_TKN'] + whitelist = ['ETH/BTC', 'TKN/BTC'] # Ensure all except those in whitelist are removed assert whitelist == refreshedwhitelist -def test_refresh_whitelist_dynamic(mocker): +def test_refresh_whitelist_dynamic(mocker, markets, tickers): conf = whitelist_conf() freqtradebot = tt.get_patched_freqtradebot(mocker, conf) mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', - get_wallet_health=get_health, - get_market_summaries=get_market_summaries + get_markets=markets, + get_tickers=tickers, + exchange_has=MagicMock(return_value=True) ) # argument: use the whitelist dynamically by exchange-volume - whitelist = ['BTC_TKN', 'BTC_ETH'] + whitelist = ['ETH/BTC', 'TKN/BTC'] refreshedwhitelist = freqtradebot._refresh_whitelist( freqtradebot._gen_pair_whitelist(conf['stake_currency']) @@ -132,10 +75,10 @@ def test_refresh_whitelist_dynamic(mocker): assert whitelist == refreshedwhitelist -def test_refresh_whitelist_dynamic_empty(mocker): +def test_refresh_whitelist_dynamic_empty(mocker, markets_empty): conf = whitelist_conf() freqtradebot = tt.get_patched_freqtradebot(mocker, conf) - mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health_empty) + mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets_empty) # argument: use the whitelist dynamically by exchange-volume whitelist = [] diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py index 878d97950..01033ce7d 100644 --- a/freqtrade/tests/test_analyze.py +++ b/freqtrade/tests/test_analyze.py @@ -50,7 +50,7 @@ def test_dataframe_correct_length(result): def test_dataframe_correct_columns(result): assert result.columns.tolist() == \ - ['date', 'close', 'high', 'low', 'open', 'volume'] + ['date', 'open', 'high', 'low', 'close', 'volume'] def test_populates_buy_trend(result): @@ -74,7 +74,7 @@ def test_returns_latest_buy_signal(mocker): return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (True, False) mocker.patch.multiple( 'freqtrade.analyze.Analyze', @@ -82,7 +82,7 @@ def test_returns_latest_buy_signal(mocker): return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, True) def test_returns_latest_sell_signal(mocker): @@ -94,7 +94,7 @@ def test_returns_latest_sell_signal(mocker): ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, True) mocker.patch.multiple( 'freqtrade.analyze.Analyze', @@ -102,13 +102,13 @@ def test_returns_latest_sell_signal(mocker): return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (True, False) def test_get_signal_empty(default_conf, mocker, caplog): caplog.set_level(logging.INFO) mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None) - assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal('foo', default_conf['ticker_interval']) assert log_has('Empty ticker history for pair foo', caplog.record_tuples) @@ -121,7 +121,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog): side_effect=ValueError('xyz') ) ) - assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal('foo', default_conf['ticker_interval']) assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples) @@ -134,7 +134,7 @@ def test_get_signal_empty_dataframe(default_conf, mocker, caplog): return_value=DataFrame([]) ) ) - assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal('xyz', default_conf['ticker_interval']) assert log_has('Empty dataframe for pair xyz', caplog.record_tuples) @@ -150,7 +150,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog): return_value=DataFrame(ticks) ) ) - assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal('xyz', default_conf['ticker_interval']) assert log_has( 'Outdated history for pair xyz. Last tick is 11 minutes old', caplog.record_tuples @@ -166,20 +166,16 @@ def test_get_signal_handles_exceptions(mocker): ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, False) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, False) -def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv): - columns = ['date', 'close', 'high', 'low', 'open', 'volume'] +def test_parse_ticker_dataframe(ticker_history): + columns = ['date', 'open', 'high', 'low', 'close', 'volume'] # Test file with BV data dataframe = Analyze.parse_ticker_dataframe(ticker_history) assert dataframe.columns.tolist() == columns - # Test file without BV data - dataframe = Analyze.parse_ticker_dataframe(ticker_history_without_bv) - assert dataframe.columns.tolist() == columns - def test_tickerdata_to_dataframe(default_conf) -> None: """ @@ -188,7 +184,7 @@ def test_tickerdata_to_dataframe(default_conf) -> None: analyze = Analyze(default_conf) timerange = ((None, 'line'), None, -100) - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) + tickerlist = {'UNITTEST/BTC': tick} data = analyze.tickerdata_to_dataframe(tickerlist) - assert len(data['BTC_UNITEST']) == 100 + assert len(data['UNITTEST/BTC']) == 100 diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index 3377746b7..279ace0dc 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -55,10 +55,10 @@ def test_parse_args_verbose() -> None: def test_scripts_options() -> None: - arguments = Arguments(['-p', 'BTC_ETH'], '') + arguments = Arguments(['-p', 'ETH/BTC'], '') arguments.scripts_options() args = arguments.get_parsed_arg() - assert args.pair == 'BTC_ETH' + assert args.pair == 'ETH/BTC' def test_parse_args_version() -> None: @@ -109,6 +109,13 @@ def test_parse_args_dynamic_whitelist_invalid_values() -> None: def test_parse_timerange_incorrect() -> None: assert ((None, 'line'), None, -200) == Arguments.parse_timerange('-200') assert (('line', None), 200, None) == Arguments.parse_timerange('200-') + assert (('index', 'index'), 200, 500) == Arguments.parse_timerange('200-500') + + assert (('date', None), 1274486400, None) == Arguments.parse_timerange('20100522-') + assert ((None, 'date'), None, 1274486400) == Arguments.parse_timerange('-20100522') + timerange = Arguments.parse_timerange('20100522-20150730') + assert timerange == (('date', 'date'), 1274486400, 1438214400) + with pytest.raises(Exception, match=r'Incorrect syntax.*'): Arguments.parse_timerange('-') @@ -126,7 +133,7 @@ def test_parse_args_backtesting_custom() -> None: '-c', 'test_conf.json', 'backtesting', '--live', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--refresh-pairs-cached'] call_args = Arguments(args, '').get_parsed_arg() assert call_args.config == 'test_conf.json' @@ -134,7 +141,7 @@ def test_parse_args_backtesting_custom() -> None: assert call_args.loglevel == logging.INFO assert call_args.subparser == 'backtesting' assert call_args.func is not None - assert call_args.ticker_interval == 1 + assert call_args.ticker_interval == '1m' assert call_args.refresh_pairs is True diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index 22a6cb005..d27405d91 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -13,6 +13,7 @@ from jsonschema import ValidationError from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.tests.conftest import log_has +from freqtrade import OperationalException def test_configuration_object() -> None: @@ -28,19 +29,19 @@ def test_configuration_object() -> None: assert hasattr(Configuration, 'get_config') -def test_load_config_invalid_pair(default_conf, mocker) -> None: +def test_load_config_invalid_pair(default_conf) -> None: """ Test the configuration validator with an invalid PAIR format """ conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'].append('BTC-ETH') + conf['exchange']['pair_whitelist'].append('ETH-BTC') with pytest.raises(ValidationError, match=r'.*does not match.*'): configuration = Configuration([]) configuration._validate_config(conf) -def test_load_config_missing_attributes(default_conf, mocker) -> None: +def test_load_config_missing_attributes(default_conf) -> None: """ Test the configuration validator with a missing attribute """ @@ -68,6 +69,21 @@ def test_load_config_file(default_conf, mocker, caplog) -> None: assert log_has('Validating configuration ...', caplog.record_tuples) +def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None: + """ + Test Configuration._load_config_file() method + """ + conf = deepcopy(default_conf) + conf['max_open_trades'] = 0 + file_mock = mocker.patch('freqtrade.configuration.open', mocker.mock_open( + read_data=json.dumps(conf) + )) + + Configuration([])._load_config_file('somefile') + assert file_mock.call_count == 1 + assert log_has('Validating configuration ...', caplog.record_tuples) + + def test_load_config_file_exception(mocker, caplog) -> None: """ Test Configuration._load_config_file() method @@ -251,7 +267,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non '--strategy', 'DefaultStrategy', '--datadir', '/foo/bar', 'backtesting', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--live', '--realistic-simulation', '--refresh-pairs-cached', @@ -276,7 +292,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non assert 'ticker_interval' in config assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) assert log_has( - 'Using ticker_interval: 1 ...', + 'Using ticker_interval: 1m ...', caplog.record_tuples ) @@ -334,3 +350,29 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None: assert 'spaces' in config assert config['spaces'] == ['all'] assert log_has('Parameter -s/--spaces detected: [\'all\']', caplog.record_tuples) + + +def test_check_exchange(default_conf) -> None: + """ + Test the configuration validator with a missing attribute + """ + conf = deepcopy(default_conf) + configuration = Configuration([]) + + # Test a valid exchange + conf.get('exchange').update({'name': 'BITTREX'}) + assert configuration.check_exchange(conf) + + # Test a valid exchange + conf.get('exchange').update({'name': 'binance'}) + assert configuration.check_exchange(conf) + + # Test a invalid exchange + conf.get('exchange').update({'name': 'unknown_exchange'}) + configuration.config = conf + + with pytest.raises( + OperationalException, + match=r'.*Exchange "unknown_exchange" not supported.*' + ): + configuration.check_exchange(conf) diff --git a/freqtrade/tests/test_dataframe.py b/freqtrade/tests/test_dataframe.py index b739ae370..fd461a503 100644 --- a/freqtrade/tests/test_dataframe.py +++ b/freqtrade/tests/test_dataframe.py @@ -6,11 +6,11 @@ from freqtrade.analyze import Analyze from freqtrade.optimize import load_data from freqtrade.strategy.resolver import StrategyResolver -_pairs = ['BTC_ETH'] +_pairs = ['ETH/BTC'] def load_dataframe_pair(pairs): - ld = load_data(None, ticker_interval=5, pairs=pairs) + ld = load_data(None, ticker_interval='5m', pairs=pairs) assert isinstance(ld, dict) assert isinstance(pairs[0], str) dataframe = ld[pairs[0]] diff --git a/freqtrade/tests/test_fiat_convert.py b/freqtrade/tests/test_fiat_convert.py index dcbc7b936..b37ca0f5c 100644 --- a/freqtrade/tests/test_fiat_convert.py +++ b/freqtrade/tests/test_fiat_convert.py @@ -6,7 +6,10 @@ from unittest.mock import MagicMock import pytest +from requests.exceptions import RequestException + from freqtrade.fiat_convert import CryptoFiat, CryptoToFiatConverter +from freqtrade.tests.conftest import patch_coinmarketcap def test_pair_convertion_object(): @@ -77,8 +80,7 @@ def test_fiat_convert_find_price(mocker): with pytest.raises(ValueError, match=r'The fiat ABC is not supported.'): fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='ABC') - with pytest.raises(ValueError, match=r'The crypto symbol XRP is not supported.'): - fiat_convert.get_price(crypto_symbol='XRP', fiat_symbol='USD') + assert fiat_convert.get_price(crypto_symbol='XRP', fiat_symbol='USD') == 0.0 mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=12345.0) assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 12345.0 @@ -124,12 +126,38 @@ def test_fiat_convert_get_price(mocker): assert fiat_convert._pairs[0]._expiration is not expiration +def test_loadcryptomap(mocker): + patch_coinmarketcap(mocker) + + fiat_convert = CryptoToFiatConverter() + assert len(fiat_convert._cryptomap) == 2 + + assert fiat_convert._cryptomap["BTC"] == "1" + + +def test_fiat_init_network_exception(mocker): + # Because CryptoToFiatConverter is a Singleton we reset the listings + listmock = MagicMock(side_effect=RequestException) + mocker.patch.multiple( + 'freqtrade.fiat_convert.Market', + listings=listmock, + ) + # with pytest.raises(RequestEsxception): + fiat_convert = CryptoToFiatConverter() + fiat_convert._cryptomap = {} + fiat_convert._load_cryptomap() + + assert len(fiat_convert._cryptomap) == 0 + + def test_fiat_convert_without_network(): # Because CryptoToFiatConverter is a Singleton we reset the value of _coinmarketcap fiat_convert = CryptoToFiatConverter() + cmc_temp = CryptoToFiatConverter._coinmarketcap CryptoToFiatConverter._coinmarketcap = None assert fiat_convert._coinmarketcap is None assert fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='USD') == 0.0 + CryptoToFiatConverter._coinmarketcap = cmc_temp diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index cd271d273..ebabc0187 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -8,7 +8,6 @@ import logging import re import time from copy import deepcopy -from typing import Dict, Optional from unittest.mock import MagicMock import arrow @@ -16,12 +15,11 @@ import pytest import requests from sqlalchemy import create_engine -from freqtrade import DependencyException, OperationalException -from freqtrade.exchange import Exchanges +from freqtrade import DependencyException, OperationalException, TemporaryError from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.state import State -from freqtrade.tests.conftest import log_has +from freqtrade.tests.conftest import log_has, patch_coinmarketcap # Functions for recurrent object patching @@ -65,20 +63,6 @@ def patch_RPCManager(mocker) -> MagicMock: return rpc_mock -def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> None: - """ - Mocker to coinmarketcap to speed up tests - :param mocker: mocker to patch coinmarketcap class - :return: None - """ - mock = MagicMock() - - if value: - mock.ticker = {'price_usd': 12345.0} - - mocker.patch('freqtrade.fiat_convert.Market', mock) - - # Unit tests def test_freqtradebot_object() -> None: """ @@ -202,29 +186,28 @@ def test_throttle_with_assets(mocker, default_conf) -> None: assert result == -1 -def test_gen_pair_whitelist(mocker, default_conf, get_market_summaries_data) -> None: +def test_gen_pair_whitelist(mocker, default_conf, tickers) -> None: """ Test _gen_pair_whitelist() method """ freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch( - 'freqtrade.freqtradebot.exchange.get_market_summaries', - return_value=get_market_summaries_data - ) + mocker.patch('freqtrade.freqtradebot.exchange.get_tickers', tickers) + mocker.patch('freqtrade.freqtradebot.exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) - # Test to retrieved BTC sorted on BaseVolume + # Test to retrieved BTC sorted on quoteVolume (default) whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC') - assert whitelist == ['BTC_ZCL', 'BTC_ZEC', 'BTC_XZC', 'BTC_XWC'] + assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC'] - # Test to retrieved BTC sorted on OpenBuyOrders - whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='OpenBuyOrders') - assert whitelist == ['BTC_XWC', 'BTC_ZCL', 'BTC_ZEC', 'BTC_XZC'] + # Test to retrieve BTC sorted on bidVolume + whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='bidVolume') + assert whitelist == ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'BLK/BTC'] - # Test with USDT sorted on BaseVolume + # Test with USDT sorted on quoteVolume (default) whitelist = freqtrade._gen_pair_whitelist(base_currency='USDT') - assert whitelist == ['USDT_XRP', 'USDT_XVG', 'USDT_XMR', 'USDT_ZEC'] + assert whitelist == ['TKN/USDT', 'ETH/USDT', 'LTC/USDT', 'BLK/USDT'] - # Test with ETH (our fixture does not have ETH, but Bittrex returns them) + # Test with ETH (our fixture does not have ETH, so result should be empty) whitelist = freqtrade._gen_pair_whitelist(base_currency='ETH') assert whitelist == [] @@ -237,7 +220,7 @@ def test_refresh_whitelist() -> None: pass -def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None: +def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None: """ Test create_trade() method """ @@ -248,7 +231,8 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) # Save state of current whitelist @@ -261,7 +245,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None: assert trade.stake_amount == 0.001 assert trade.is_open assert trade.open_date is not None - assert trade.exchange == Exchanges.BITTREX.name + assert trade.exchange == 'bittrex' # Simulate fulfilled LIMIT_BUY order for trade trade.update(limit_buy_order) @@ -272,19 +256,20 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None: assert whitelist == default_conf['exchange']['pair_whitelist'] -def test_create_trade_minimal_amount(default_conf, ticker, mocker) -> None: +def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None: """ Test create_trade() method """ patch_get_signal(mocker) patch_RPCManager(mocker) patch_coinmarketcap(mocker) - buy_mock = MagicMock(return_value='mocked_limit_buy') + buy_mock = MagicMock(return_value={'id': limit_buy_order['id']}) mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=buy_mock + buy=buy_mock, + get_fee=fee, ) conf = deepcopy(default_conf) @@ -296,7 +281,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker) -> None: assert rate * amount >= conf['stake_amount'] -def test_create_trade_no_stake_amount(default_conf, ticker, mocker) -> None: +def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None: """ Test create_trade() method """ @@ -307,8 +292,9 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy'), - get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5) + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5), + get_fee=fee, ) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -316,7 +302,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker) -> None: freqtrade.create_trade() -def test_create_trade_no_pairs(default_conf, ticker, mocker) -> None: +def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocker) -> None: """ Test create_trade() method """ @@ -327,12 +313,13 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'] = ["BTC_ETH"] - conf['exchange']['pair_blacklist'] = ["BTC_ETH"] + conf['exchange']['pair_whitelist'] = ["ETH/BTC"] + conf['exchange']['pair_blacklist'] = ["ETH/BTC"] freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) freqtrade.create_trade() @@ -341,7 +328,8 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker) -> None: freqtrade.create_trade() -def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) -> None: +def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, + limit_buy_order, fee, mocker) -> None: """ Test create_trade() method """ @@ -352,12 +340,13 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) -> 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'] = ["BTC_ETH"] - conf['exchange']['pair_blacklist'] = ["BTC_ETH"] + conf['exchange']['pair_whitelist'] = ["ETH/BTC"] + conf['exchange']['pair_blacklist'] = ["ETH/BTC"] freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) freqtrade.create_trade() @@ -366,7 +355,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) -> freqtrade.create_trade() -def test_create_trade_no_signal(default_conf, mocker) -> None: +def test_create_trade_no_signal(default_conf, fee, mocker) -> None: """ Test create_trade() method """ @@ -380,7 +369,8 @@ def test_create_trade_no_signal(default_conf, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker_history=MagicMock(return_value=20), - get_balance=MagicMock(return_value=20) + get_balance=MagicMock(return_value=20), + get_fee=fee, ) conf = deepcopy(default_conf) @@ -393,7 +383,7 @@ def test_create_trade_no_signal(default_conf, mocker) -> None: def test_process_trade_creation(default_conf, ticker, limit_buy_order, - health, mocker, caplog) -> None: + markets, fee, mocker, caplog) -> None: """ Test the trade creation in _process() method """ @@ -404,9 +394,10 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - get_wallet_health=health, - buy=MagicMock(return_value='mocked_limit_buy'), - get_order=MagicMock(return_value=limit_buy_order) + get_markets=markets, + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_order=MagicMock(return_value=limit_buy_order), + get_fee=fee, ) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -423,7 +414,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, assert trade.stake_amount == default_conf['stake_amount'] assert trade.is_open assert trade.open_date is not None - assert trade.exchange == Exchanges.BITTREX.name + assert trade.exchange == 'bittrex' assert trade.open_rate == 0.00001099 assert trade.amount == 90.99181073703367 @@ -433,7 +424,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, ) -def test_process_exchange_failures(default_conf, ticker, health, mocker) -> None: +def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> None: """ Test _process() method when a RequestException happens """ @@ -444,8 +435,8 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker) -> None 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - get_wallet_health=health, - buy=MagicMock(side_effect=requests.exceptions.RequestException) + get_markets=markets, + buy=MagicMock(side_effect=TemporaryError) ) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) @@ -455,7 +446,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker) -> None assert sleep_mock.has_calls() -def test_process_operational_exception(default_conf, ticker, health, mocker) -> None: +def test_process_operational_exception(default_conf, ticker, markets, mocker) -> None: """ Test _process() method when an OperationalException happens """ @@ -466,7 +457,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker) -> 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - get_wallet_health=health, + get_markets=markets, buy=MagicMock(side_effect=OperationalException) ) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -478,7 +469,8 @@ def test_process_operational_exception(default_conf, ticker, health, mocker) -> assert 'OperationalException' in msg_mock.call_args_list[-1][0][0] -def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker) -> None: +def test_process_trade_handling( + default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None: """ Test _process() """ @@ -489,9 +481,10 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - get_wallet_health=health, - buy=MagicMock(return_value='mocked_limit_buy'), - get_order=MagicMock(return_value=limit_buy_order) + get_markets=markets, + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_order=MagicMock(return_value=limit_buy_order), + get_fee=fee, ) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -560,25 +553,37 @@ def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> No log_has('Unable to create trade:', caplog.record_tuples) -def test_process_maybe_execute_sell(mocker, default_conf) -> None: +def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplog) -> None: """ Test process_maybe_execute_sell() method """ freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) - mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=1) + mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=limit_buy_order) + mocker.patch('freqtrade.freqtradebot.exchange.get_trades_for_order', return_value=[]) + mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', + return_value=limit_buy_order['amount']) trade = MagicMock() trade.open_order_id = '123' + trade.open_fee = 0.001 assert not freqtrade.process_maybe_execute_sell(trade) + # Test amount not modified by fee-logic + assert not log_has('Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format( + trade), caplog.record_tuples) + + mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) + # test amount modified by fee-logic + assert not freqtrade.process_maybe_execute_sell(trade) + trade.is_open = True trade.open_order_id = None # Assert we call handle_trade() if trade is feasible for execution assert freqtrade.process_maybe_execute_sell(trade) -def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) -> None: +def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mocker) -> None: """ Test check_handle() method """ @@ -592,8 +597,9 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) - 'ask': 0.00001173, 'last': 0.00001172 }), - buy=MagicMock(return_value='mocked_limit_buy'), - sell=MagicMock(return_value='mocked_limit_sell') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + sell=MagicMock(return_value={'id': limit_sell_order['id']}), + get_fee=fee ) patch_coinmarketcap(mocker, value={'price_usd': 15000.0}) @@ -604,12 +610,13 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) - trade = Trade.query.first() assert trade + time.sleep(0.01) # Race condition fix trade.update(limit_buy_order) assert trade.is_open is True patch_get_signal(mocker, value=(False, True)) assert freqtrade.handle_trade(trade) is True - assert trade.open_order_id == 'mocked_limit_sell' + assert trade.open_order_id == limit_sell_order['id'] # Simulate fulfilled LIMIT_SELL order for trade trade.update(limit_sell_order) @@ -620,7 +627,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) - assert trade.close_date is not None -def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None: +def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee, mocker) -> None: """ Test check_handle() method """ @@ -635,7 +642,8 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) @@ -677,7 +685,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None: assert freqtrade.handle_trade(trades[0]) is True -def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None: +def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None: """ Test check_handle() method """ @@ -692,7 +700,8 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True) @@ -712,7 +721,8 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None: assert log_has('Required profit reached. Selling..', caplog.record_tuples) -def test_handle_trade_experimental(default_conf, ticker, mocker, caplog) -> None: +def test_handle_trade_experimental( + default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None: """ Test check_handle() method """ @@ -727,7 +737,8 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog) -> None 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False) @@ -745,7 +756,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog) -> None assert log_has('Sell signal received. Selling..', caplog.record_tuples) -def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker) -> None: +def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, fee, mocker) -> None: """ Test check_handle() method """ @@ -756,7 +767,8 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -774,7 +786,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo freqtrade.handle_trade(trade) -def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker) -> None: +def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fee, mocker) -> None: """ Test check_handle_timedout() method """ @@ -786,17 +798,19 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mo validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old), - cancel_order=cancel_order_mock + cancel_order=cancel_order_mock, + get_fee=fee ) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) trade_buy = Trade( - pair='BTC_ETH', + pair='ETH/BTC', open_rate=0.00001099, - exchange='BITTREX', + exchange='bittrex', open_order_id='123456789', amount=90.99181073, - fee=0.0, + fee_open=0.0, + fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True @@ -830,12 +844,13 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) trade_sell = Trade( - pair='BTC_ETH', + pair='ETH/BTC', open_rate=0.00001099, - exchange='BITTREX', + exchange='bittrex', open_order_id='123456789', amount=90.99181073, - fee=0.0, + fee_open=0.0, + fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(hours=-5).datetime, close_date=arrow.utcnow().shift(minutes=-601).datetime, @@ -869,12 +884,13 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) trade_buy = Trade( - pair='BTC_ETH', + pair='ETH/BTC', open_rate=0.00001099, - exchange='BITTREX', + exchange='bittrex', open_order_id='123456789', amount=90.99181073, - fee=0.0, + fee_open=0.0, + fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True @@ -916,12 +932,13 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) trade_buy = Trade( - pair='BTC_ETH', + pair='ETH/BTC', open_rate=0.00001099, - exchange='BITTREX', + exchange='bittrex', open_order_id='123456789', amount=90.99181073, - fee=0.0, + fee_open=0.0, + fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True @@ -929,7 +946,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) - Trade.session.add(trade_buy) regexp = re.compile( - 'Cannot query order for Trade(id=1, pair=BTC_ETH, amount=90.99181073, ' + 'Cannot query order for Trade(id=1, pair=ETH/BTC, amount=90.99181073, ' 'open_rate=0.00001099, open_since=10 hours ago) due to Traceback (most ' 'recent call last):\n.*' ) @@ -990,7 +1007,7 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: assert cancel_order_mock.call_count == 1 -def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: +def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None: """ Test execute_sell() method with a ticker going UP """ @@ -1000,7 +1017,8 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -1022,7 +1040,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert 'Profit' in rpc_mock.call_args_list[-1][0][0] assert '0.00001172' in rpc_mock.call_args_list[-1][0][0] @@ -1030,7 +1048,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0] -def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> None: +def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None: """ Test execute_sell() method with a ticker going DOWN """ @@ -1041,7 +1059,8 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> No mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -1062,14 +1081,15 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> No assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] -def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: +def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee, + ticker_sell_up, mocker) -> None: """ Test execute_sell() method with a ticker going DOWN and with a bot config empty """ @@ -1079,7 +1099,8 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -1101,14 +1122,14 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert '0.00001172' in rpc_mock.call_args_list[-1][0][0] assert '(profit: 6.11%, 0.00006126)' in rpc_mock.call_args_list[-1][0][0] assert 'USD' not in rpc_mock.call_args_list[-1][0][0] -def test_execute_sell_without_conf_sell_down(default_conf, ticker, +def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None: """ Test execute_sell() method with a ticker going DOWN and with a bot config empty @@ -1119,7 +1140,8 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) @@ -1141,12 +1163,12 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] -def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker) -> None: +def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mocker) -> None: """ Test sell_profit_only feature when enabled """ @@ -1162,7 +1184,8 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker) - 'ask': 0.00002173, 'last': 0.00002172 }), - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) conf = deepcopy(default_conf) conf['experimental'] = { @@ -1178,7 +1201,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker) - assert freqtrade.handle_trade(trade) is True -def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker) -> None: +def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, mocker) -> None: """ Test sell_profit_only feature when disabled """ @@ -1194,7 +1217,8 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker) 'ask': 0.00002173, 'last': 0.00002172 }), - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) conf = deepcopy(default_conf) conf['experimental'] = { @@ -1210,7 +1234,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker) assert freqtrade.handle_trade(trade) is True -def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker) -> None: +def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker) -> None: """ Test sell_profit_only feature when enabled and we have a loss """ @@ -1226,7 +1250,8 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker) -> 'ask': 0.00000173, 'last': 0.00000172 }), - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) conf = deepcopy(default_conf) conf['experimental'] = { @@ -1242,7 +1267,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker) -> assert freqtrade.handle_trade(trade) is False -def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) -> None: +def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocker) -> None: """ Test sell_profit_only feature when enabled and we have a loss """ @@ -1258,7 +1283,8 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) -> 'ask': 0.00000173, 'last': 0.00000172 }), - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) conf = deepcopy(default_conf) @@ -1274,3 +1300,211 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) -> trade.update(limit_buy_order) patch_get_signal(mocker, value=(False, True)) assert freqtrade.handle_trade(trade) is True + + +def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker): + """ + Test get_real_amount - fee in quote currency + """ + + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order) + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + # Amount is reduced by "fee" + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) + assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades', + caplog.record_tuples) + + +def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker): + """ + Test get_real_amount - fee in quote currency + """ + + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=[]) + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + amount = buy_order_fee['amount'] + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + # Amount is reduced by "fee" + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount + assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found', + caplog.record_tuples) + + +def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, caplog, mocker): + """ + Test get_real_amount - fees in Stake currency + """ + trades_for_order[0]['fee']['currency'] = 'ETH' + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + # Amount does not change + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount + + +def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker): + """ + Test get_real_amount - Fees in BNB + """ + + trades_for_order[0]['fee']['currency'] = 'BNB' + trades_for_order[0]['fee']['cost'] = 0.00094518 + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + # Amount does not change + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount + + +def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker): + """ + Test get_real_amount with split trades (multiple trades for this order) + """ + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order2) + amount = float(sum(x['amount'] for x in trades_for_order2)) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + # Amount is reduced by "fee" + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) + assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades', + caplog.record_tuples) + + +def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker): + """ + Test get_real_amount with split trades (multiple trades for this order) + """ + limit_buy_order = deepcopy(buy_order_fee) + limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'} + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=[trades_for_order]) + amount = float(sum(x['amount'] for x in trades_for_order)) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + # Amount is reduced by "fee" + assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004 + assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order', + caplog.record_tuples) + + +def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, mocker): + """ + Test get_real_amount with split trades (multiple trades for this order) + """ + limit_buy_order = deepcopy(buy_order_fee) + limit_buy_order['fee'] = {'cost': 0.004} + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=[]) + amount = float(sum(x['amount'] for x in trades_for_order)) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + # Amount does not change + assert freqtrade.get_real_amount(trade, limit_buy_order) == amount + + +def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker): + """ + Test get_real_amount - fees in Stake currency + """ + # Remove "Currency" from fee dict + trades_for_order[0]['fee'] = {'cost': 0.008} + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + # Amount does not change + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py index 837a2a66f..1c6723043 100644 --- a/freqtrade/tests/test_misc.py +++ b/freqtrade/tests/test_misc.py @@ -9,7 +9,7 @@ from unittest.mock import MagicMock from freqtrade.analyze import Analyze from freqtrade.misc import (shorten_date, datesarray_to_datetimearray, - common_datearray, file_dump_json) + common_datearray, file_dump_json, format_ms_time) from freqtrade.optimize.__init__ import load_tickerdata_file @@ -42,21 +42,21 @@ def test_datesarray_to_datetimearray(ticker_history): assert date_len == 3 -def test_common_datearray(default_conf, mocker) -> None: +def test_common_datearray(default_conf) -> None: """ Test common_datearray() :return: None """ analyze = Analyze(default_conf) - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') + tickerlist = {'UNITTEST/BTC': tick} dataframes = analyze.tickerdata_to_dataframe(tickerlist) dates = common_datearray(dataframes) - assert dates.size == dataframes['BTC_UNITEST']['date'].size - assert dates[0] == dataframes['BTC_UNITEST']['date'][0] - assert dates[-1] == dataframes['BTC_UNITEST']['date'][-1] + assert dates.size == dataframes['UNITTEST/BTC']['date'].size + assert dates[0] == dataframes['UNITTEST/BTC']['date'][0] + assert dates[-1] == dataframes['UNITTEST/BTC']['date'][-1] def test_file_dump_json(mocker) -> None: @@ -69,3 +69,25 @@ def test_file_dump_json(mocker) -> None: file_dump_json('somefile', [1, 2, 3]) assert file_open.call_count == 1 assert json_dump.call_count == 1 + file_open = mocker.patch('freqtrade.misc.gzip.open', MagicMock()) + json_dump = mocker.patch('json.dump', MagicMock()) + file_dump_json('somefile', [1, 2, 3], True) + assert file_open.call_count == 1 + assert json_dump.call_count == 1 + + +def test_format_ms_time() -> None: + """ + test format_ms_time() + :return: None + """ + # Date 2018-04-10 18:02:01 + date_in_epoch_ms = 1523383321000 + date = format_ms_time(date_in_epoch_ms) + assert type(date) is str + res = datetime.datetime(2018, 4, 10, 18, 2, 1, tzinfo=datetime.timezone.utc) + assert date == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S') + res = datetime.datetime(2017, 12, 13, 8, 2, 1, tzinfo=datetime.timezone.utc) + # Date 2017-12-13 08:02:01 + date_in_epoch_ms = 1513152121000 + assert format_ms_time(date_in_epoch_ms) == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S') diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py index e4e16bcd1..3e0f50fbb 100644 --- a/freqtrade/tests/test_persistence.py +++ b/freqtrade/tests/test_persistence.py @@ -4,7 +4,6 @@ import os import pytest from sqlalchemy import create_engine -from freqtrade.exchange import Exchanges from freqtrade.persistence import Trade, init, clean_dry_run_db @@ -96,7 +95,7 @@ def test_init_prod_db(default_conf, mocker): @pytest.mark.usefixtures("init_persistence") -def test_update_with_bittrex(limit_buy_order, limit_sell_order): +def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee): """ On this test we will buy and sell a crypto currency. @@ -125,10 +124,11 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order): """ trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) assert trade.open_order_id is None assert trade.open_rate is None @@ -151,12 +151,13 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order): +def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'something' @@ -174,12 +175,13 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_close_trade_price_exception(limit_buy_order): +def test_calc_close_trade_price_exception(limit_buy_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'something' @@ -190,10 +192,11 @@ def test_calc_close_trade_price_exception(limit_buy_order): @pytest.mark.usefixtures("init_persistence") def test_update_open_order(limit_buy_order): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=1.00, - fee=0.1, - exchange=Exchanges.BITTREX, + fee_open=0.1, + fee_close=0.1, + exchange='bittrex', ) assert trade.open_order_id is None @@ -201,7 +204,7 @@ def test_update_open_order(limit_buy_order): assert trade.close_profit is None assert trade.close_date is None - limit_buy_order['closed'] = False + limit_buy_order['status'] = 'open' trade.update(limit_buy_order) assert trade.open_order_id is None @@ -213,10 +216,11 @@ def test_update_open_order(limit_buy_order): @pytest.mark.usefixtures("init_persistence") def test_update_invalid_order(limit_buy_order): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=1.00, - fee=0.1, - exchange=Exchanges.BITTREX, + fee_open=0.1, + fee_close=0.1, + exchange='bittrex', ) limit_buy_order['type'] = 'invalid' with pytest.raises(ValueError, match=r'Unknown order type'): @@ -224,12 +228,13 @@ def test_update_invalid_order(limit_buy_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_open_trade_price(limit_buy_order): +def test_calc_open_trade_price(limit_buy_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'open_trade' trade.update(limit_buy_order) # Buy @ 0.00001099 @@ -242,12 +247,13 @@ def test_calc_open_trade_price(limit_buy_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_close_trade_price(limit_buy_order, limit_sell_order): +def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'close_trade' trade.update(limit_buy_order) # Buy @ 0.00001099 @@ -264,12 +270,13 @@ def test_calc_close_trade_price(limit_buy_order, limit_sell_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_profit(limit_buy_order, limit_sell_order): +def test_calc_profit(limit_buy_order, limit_sell_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'profit_percent' trade.update(limit_buy_order) # Buy @ 0.00001099 @@ -295,12 +302,13 @@ def test_calc_profit(limit_buy_order, limit_sell_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_profit_percent(limit_buy_order, limit_sell_order): +def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'profit_percent' trade.update(limit_buy_order) # Buy @ 0.00001099 @@ -319,40 +327,43 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order): assert trade.calc_profit_percent(fee=0.003) == 0.0614782 -def test_clean_dry_run_db(default_conf): +def test_clean_dry_run_db(default_conf, fee): init(default_conf, create_engine('sqlite://')) # Simulate dry_run entries trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, amount=123.0, - fee=0.0025, + fee_open=fee.return_value, + fee_close=fee.return_value, open_rate=0.123, - exchange='BITTREX', + exchange='bittrex', open_order_id='dry_run_buy_12345' ) Trade.session.add(trade) trade = Trade( - pair='BTC_ETC', + pair='ETC/BTC', stake_amount=0.001, amount=123.0, - fee=0.0025, + fee_open=fee.return_value, + fee_close=fee.return_value, open_rate=0.123, - exchange='BITTREX', + exchange='bittrex', open_order_id='dry_run_sell_12345' ) Trade.session.add(trade) # Simulate prod entry trade = Trade( - pair='BTC_ETC', + pair='ETC/BTC', stake_amount=0.001, amount=123.0, - fee=0.0025, + fee_open=fee.return_value, + fee_close=fee.return_value, open_rate=0.123, - exchange='BITTREX', + exchange='bittrex', open_order_id='prod_buy_12345' ) Trade.session.add(trade) @@ -364,3 +375,105 @@ def test_clean_dry_run_db(default_conf): # We have now only the prod assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1 + + +def test_migrate_old(default_conf, fee): + """ + Test Database migration(starting with old pairformat) + """ + amount = 103.223 + create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( + id INTEGER NOT NULL, + exchange VARCHAR NOT NULL, + pair VARCHAR NOT NULL, + is_open BOOLEAN NOT NULL, + fee FLOAT NOT NULL, + open_rate FLOAT, + close_rate FLOAT, + close_profit FLOAT, + stake_amount FLOAT NOT NULL, + amount FLOAT, + open_date DATETIME NOT NULL, + close_date DATETIME, + open_order_id VARCHAR, + PRIMARY KEY (id), + CHECK (is_open IN (0, 1)) + );""" + insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee, + open_rate, stake_amount, amount, open_date) + VALUES ('BITTREX', 'BTC_ETC', 1, {fee}, + 0.00258580, {stake}, {amount}, + '2017-11-28 12:44:24.000000') + """.format(fee=fee.return_value, + stake=default_conf.get("stake_amount"), + amount=amount + ) + engine = create_engine('sqlite://') + # Create table using the old format + engine.execute(create_table_old) + engine.execute(insert_table_old) + # Run init to test migration + init(default_conf, engine) + + assert len(Trade.query.filter(Trade.id == 1).all()) == 1 + trade = Trade.query.filter(Trade.id == 1).first() + assert trade.fee_open == fee.return_value + assert trade.fee_close == fee.return_value + assert trade.open_rate_requested is None + assert trade.close_rate_requested is None + assert trade.is_open == 1 + assert trade.amount == amount + assert trade.stake_amount == default_conf.get("stake_amount") + assert trade.pair == "ETC/BTC" + assert trade.exchange == "bittrex" + + +def test_migrate_new(default_conf, fee): + """ + Test Database migration (starting with new pairformat) + """ + amount = 103.223 + create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( + id INTEGER NOT NULL, + exchange VARCHAR NOT NULL, + pair VARCHAR NOT NULL, + is_open BOOLEAN NOT NULL, + fee FLOAT NOT NULL, + open_rate FLOAT, + close_rate FLOAT, + close_profit FLOAT, + stake_amount FLOAT NOT NULL, + amount FLOAT, + open_date DATETIME NOT NULL, + close_date DATETIME, + open_order_id VARCHAR, + PRIMARY KEY (id), + CHECK (is_open IN (0, 1)) + );""" + insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee, + open_rate, stake_amount, amount, open_date) + VALUES ('binance', 'ETC/BTC', 1, {fee}, + 0.00258580, {stake}, {amount}, + '2019-11-28 12:44:24.000000') + """.format(fee=fee.return_value, + stake=default_conf.get("stake_amount"), + amount=amount + ) + engine = create_engine('sqlite://') + # Create table using the old format + engine.execute(create_table_old) + engine.execute(insert_table_old) + # Run init to test migration + init(default_conf, engine) + + assert len(Trade.query.filter(Trade.id == 1).all()) == 1 + trade = Trade.query.filter(Trade.id == 1).first() + assert trade.fee_open == fee.return_value + assert trade.fee_close == fee.return_value + assert trade.open_rate_requested is None + assert trade.close_rate_requested is None + assert trade.is_open == 1 + assert trade.amount == amount + assert trade.stake_amount == default_conf.get("stake_amount") + assert trade.pair == "ETC/BTC" + assert trade.exchange == "binance" diff --git a/freqtrade/tests/testdata/ADA_BTC-1m.json 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0.02479952}] \ No newline at end of file diff --git a/freqtrade/tests/testdata/BTC_ETC-5.json b/freqtrade/tests/testdata/BTC_ETC-5.json deleted file mode 100644 index a2e05635e..000000000 --- a/freqtrade/tests/testdata/BTC_ETC-5.json +++ /dev/null @@ -1 +0,0 @@ -[{"O": 0.002655, "H": 0.00267392, "L": 0.00264669, "C": 0.00267392, "V": 10483.26501446, "T": "2018-01-10T04:55:00", "BV": 27.88197246}, {"O": 0.00266985, "H": 0.00273, "L": 0.002666, "C": 0.00271999, "V": 28133.59594109, "T": "2018-01-10T05:00:00", "BV": 76.23213714}, {"O": 0.002719, "H": 0.0027402, "L": 0.00271497, "C": 0.002733, "V": 25400.69958923, "T": "2018-01-10T05:05:00", "BV": 69.3316919}, {"O": 0.002733, "H": 0.002766, "L": 0.002719, "C": 0.00272557, "V": 25358.46296277, "T": "2018-01-10T05:10:00", "BV": 69.60870741}, {"O": 0.00271901, "H": 0.00275479, "L": 0.00267785, "C": 0.00273001, "V": 18028.77893668, "T": "2018-01-10T05:15:00", "BV": 49.12358705}, {"O": 0.0027468, "H": 0.00274682, "L": 0.00264346, "C": 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a/freqtrade/tests/testdata/download_backtest_data.py b/freqtrade/tests/testdata/download_backtest_data.py deleted file mode 100755 index ceb8388a1..000000000 --- a/freqtrade/tests/testdata/download_backtest_data.py +++ /dev/null @@ -1,38 +0,0 @@ -#!/usr/bin/env python3 - -"""This script generate json data from bittrex""" -import json -import sys - -from freqtrade import exchange -from freqtrade import misc -from freqtrade.exchange import Bittrex - -parser = misc.common_args_parser('download utility') -parser.add_argument( - '-p', '--pair', - help='JSON file containing pairs to download', - dest='pair', - default=None -) -args = parser.parse_args(sys.argv[1:]) - -TICKER_INTERVALS = [1, 5] # ticker interval in minutes (currently implemented: 1 and 5) -PAIRS = [] - -if args.pair: - with open(args.pair) as file: - PAIRS = json.load(file) -PAIRS = list(set(PAIRS)) - -print('About to download pairs:', PAIRS) - -# Init Bittrex exchange -exchange._API = Bittrex({'key': '', 'secret': ''}) - -for pair in PAIRS: - for tick_interval in TICKER_INTERVALS: - print('downloading pair %s, interval %s' % (pair, tick_interval)) - data = exchange.get_ticker_history(pair, tick_interval) - filename = '{}-{}.json'.format(pair, tick_interval) - misc.file_dump_json(filename, data) diff --git a/freqtrade/tests/testdata/pairs.json b/freqtrade/tests/testdata/pairs.json index 5eb7b0205..f4bab6dc5 100644 --- a/freqtrade/tests/testdata/pairs.json +++ b/freqtrade/tests/testdata/pairs.json @@ -1,26 +1,26 @@ [ - "BTC_ADA", - "BTC_BAT", - "BTC_DASH", - "BTC_ETC", - "BTC_ETH", - "BTC_GBYTE", - "BTC_LSK", - "BTC_LTC", - "BTC_NEO", - "BTC_NXT", - "BTC_POWR", - "BTC_STORJ", - "BTC_QTUM", - "BTC_WAVES", - "BTC_VTC", - "BTC_XLM", - "BTC_XMR", - "BTC_XVG", - "BTC_XRP", - "BTC_ZEC", - "USDT_BTC", - "USDT_LTC", - "USDT_ETH" + "ADA/BTC", + "BAT/BTC", + "DASH/BTC", + "ETC/BTC", + "ETH/BTC", + "GBYTE/BTC", + "LSK/BTC", + "LTC/BTC", + "NEO/BTC", + "NXT/BTC", + "POWR/BTC", + "STORJ/BTC", + "QTUM/BTC", + "WAVES/BTC", + "VTC/BTC", + "XLM/BTC", + "XMR/BTC", + "XVG/BTC", + "XRP/BTC", + "ZEC/BTC", + "BTC/USDT", + "LTC/USDT", + "ETH/USDT" ] diff --git a/requirements.txt b/requirements.txt index 7093d783e..7000f0eb1 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,25 +1,25 @@ -python-bittrex==0.3.0 -SQLAlchemy==1.2.7 -python-telegram-bot==10.0.2 +ccxt==1.14.96 +SQLAlchemy==1.2.8 +python-telegram-bot==10.1.0 arrow==0.12.1 -cachetools==2.0.1 +cachetools==2.1.0 requests==2.18.4 urllib3==1.22 wrapt==1.10.11 -pandas==0.22.0 +pandas==0.23.0 scikit-learn==0.19.1 -scipy==1.0.1 +scipy==1.1.0 jsonschema==2.6.0 numpy==1.14.3 TA-Lib==0.4.17 -pytest==3.5.1 +pytest==3.6.0 pytest-mock==1.10.0 pytest-cov==2.5.1 hyperopt==0.1 # do not upgrade networkx before this is fixed https://github.com/hyperopt/hyperopt/issues/325 networkx==1.11 tabulate==0.8.2 -coinmarketcap==4.2.1 +coinmarketcap==5.0.3 # Required for plotting data #plotly==2.3.0 diff --git a/scripts/convert_backtestdata.py b/scripts/convert_backtestdata.py new file mode 100755 index 000000000..698c1c829 --- /dev/null +++ b/scripts/convert_backtestdata.py @@ -0,0 +1,201 @@ +#!/usr/bin/env python3 +""" +Script to display when the bot will buy a specific pair + +Mandatory Cli parameters: +-p / --pair: pair to examine + +Optional Cli parameters +-d / --datadir: path to pair backtest data +--timerange: specify what timerange of data to use. +-l / --live: Live, to download the latest ticker for the pair +""" +import logging +import sys +from argparse import Namespace +from os import path +import glob +import json +import re +from typing import List, Dict +import gzip + +from freqtrade.arguments import Arguments +from freqtrade import misc, constants +from pandas import DataFrame + +import dateutil.parser + +logger = logging.getLogger('freqtrade') + + +def load_old_file(filename) -> (List[Dict], bool): + if not path.isfile(filename): + logger.warning("filename %s does not exist", filename) + return (None, False) + logger.debug('Loading ticker data from file %s', filename) + + pairdata = None + + if filename.endswith('.gz'): + logger.debug('Loading ticker data from file %s', filename) + is_zip = True + with gzip.open(filename) as tickerdata: + pairdata = json.load(tickerdata) + else: + is_zip = False + with open(filename) as tickerdata: + pairdata = json.load(tickerdata) + return (pairdata, is_zip) + + +def parse_old_backtest_data(ticker) -> DataFrame: + """ + Reads old backtest data + Format: "O": 8.794e-05, + "H": 8.948e-05, + "L": 8.794e-05, + "C": 8.88e-05, + "V": 991.09056638, + "T": "2017-11-26T08:50:00", + "BV": 0.0877869 + """ + + columns = {'C': 'close', 'V': 'volume', 'O': 'open', + 'H': 'high', 'L': 'low', 'T': 'date'} + + frame = DataFrame(ticker) \ + .rename(columns=columns) + if 'BV' in frame: + frame.drop('BV', 1, inplace=True) + if 'date' not in frame: + logger.warning("Date not in frame - probably not a Ticker file") + return None + frame.sort_values('date', inplace=True) + return frame + + +def convert_dataframe(frame: DataFrame): + """Convert dataframe to new format""" + # reorder columns: + cols = ['date', 'open', 'high', 'low', 'close', 'volume'] + frame = frame[cols] + + # Make sure parsing/printing data is assumed to be UTC + frame['date'] = frame['date'].apply( + lambda d: int(dateutil.parser.parse(d+'+00:00').timestamp()) * 1000) + frame['date'] = frame['date'].astype('int64') + # Convert columns one by one to preserve type. + by_column = [frame[x].values.tolist() for x in frame.columns] + return list(list(x) for x in zip(*by_column)) + + +def convert_file(filename: str, filename_new: str) -> None: + """Converts a file from old format to ccxt format""" + (pairdata, is_zip) = load_old_file(filename) + if pairdata and type(pairdata) is list: + if type(pairdata[0]) is list: + logger.error("pairdata for %s already in new format", filename) + return + + frame = parse_old_backtest_data(pairdata) + # Convert frame to new format + if frame is not None: + frame1 = convert_dataframe(frame) + misc.file_dump_json(filename_new, frame1, is_zip) + + +def convert_main(args: Namespace) -> None: + """ + converts a folder given in --datadir from old to new format to support ccxt + """ + + workdir = path.join(args.datadir, "") + logger.info("Workdir: %s", workdir) + + for filename in glob.glob(workdir + "*.json"): + # swap currency names + ret = re.search(r'[A-Z_]{7,}', path.basename(filename)) + if args.norename: + filename_new = filename + else: + if not ret: + logger.warning("file %s could not be converted, could not extract currencies", + filename) + continue + pair = ret.group(0) + currencies = pair.split("_") + if len(currencies) != 2: + logger.warning("file %s could not be converted, could not extract currencies", + filename) + continue + + ret_integer = re.search(r'\d+(?=\.json)', path.basename(filename)) + ret_string = re.search(r'(\d+[mhdw])(?=\.json)', path.basename(filename)) + + if ret_integer: + minutes = int(ret_integer.group(0)) + # default to adding 'm' to end of minutes for new interval name + interval = str(minutes) + 'm' + # but check if there is a mapping between int and string also + for str_interval, minutes_interval in constants.TICKER_INTERVAL_MINUTES.items(): + if minutes_interval == minutes: + interval = str_interval + break + # change order on pairs if old ticker interval found + filename_new = path.join(path.dirname(filename), + "{}_{}-{}.json".format(currencies[1], + currencies[0], interval)) + + elif ret_string: + interval = ret_string.group(0) + filename_new = path.join(path.dirname(filename), + "{}_{}-{}.json".format(currencies[0], + currencies[1], interval)) + + else: + logger.warning("file %s could not be converted, interval not found", filename) + continue + + logger.debug("Converting and renaming %s to %s", filename, filename_new) + convert_file(filename, filename_new) + + +def convert_parse_args(args: List[str]) -> Namespace: + """ + Parse args passed to the script + :param args: Cli arguments + :return: args: Array with all arguments + """ + arguments = Arguments(args, 'Convert datafiles') + arguments.parser.add_argument( + '-d', '--datadir', + help='path to backtest data (default: %(default)s', + dest='datadir', + default=path.join('freqtrade', 'tests', 'testdata'), + type=str, + metavar='PATH', + ) + arguments.parser.add_argument( + '-n', '--norename', + help='don''t rename files from BTC_ to _BTC - ' + 'Note that not renaming will overwrite source files', + dest='norename', + default=False, + action='store_true' + ) + + return arguments.parse_args() + + +def main(sysargv: List[str]) -> None: + """ + This function will initiate the bot and start the trading loop. + :return: None + """ + logger.info('Starting Dataframe conversation') + convert_main(convert_parse_args(sysargv)) + + +if __name__ == '__main__': + main(sys.argv[1:]) diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py new file mode 100755 index 000000000..1c73eae03 --- /dev/null +++ b/scripts/download_backtest_data.py @@ -0,0 +1,58 @@ +#!/usr/bin/env python3 + +"""This script generate json data from bittrex""" +import json +import sys +import os +import arrow + +from freqtrade import (exchange, arguments, misc) + +DEFAULT_DL_PATH = 'freqtrade/tests/testdata' + +arguments = arguments.Arguments(sys.argv[1:], 'download utility') +arguments.testdata_dl_options() +args = arguments.parse_args() + +TICKER_INTERVALS = ['1m', '5m'] +PAIRS = [] + +if args.pairs_file: + with open(args.pairs_file) as file: + PAIRS = json.load(file) +PAIRS = list(set(PAIRS)) + +dl_path = DEFAULT_DL_PATH +if args.export and os.path.exists(args.export): + dl_path = args.export + +since_time = None +if args.days: + since_time = arrow.utcnow().shift(days=-args.days).timestamp * 1000 + + +print(f'About to download pairs: {PAIRS} to {dl_path}') + +# Init exchange +exchange._API = exchange.init_ccxt({'key': '', + 'secret': '', + 'name': args.exchange}) + + +for pair in PAIRS: + for tick_interval in TICKER_INTERVALS: + print(f'downloading pair {pair}, interval {tick_interval}') + + data = exchange.get_ticker_history(pair, tick_interval, since_ms=since_time) + if not data: + print('\tNo data was downloaded') + break + + print('\tData was downloaded for period %s - %s' % ( + arrow.get(data[0][0] / 1000).format(), + arrow.get(data[-1][0] / 1000).format())) + + # save data + pair_print = pair.replace('/', '_') + filename = f'{pair_print}-{tick_interval}.json' + misc.file_dump_json(os.path.join(dl_path, filename), data) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index ab68aa6e4..8cfcb2915 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -10,6 +10,7 @@ Optional Cli parameters -d / --datadir: path to pair backtest data --timerange: specify what timerange of data to use. -l / --live: Live, to download the latest ticker for the pair +-db / --db-url: Show trades stored in database """ import logging import sys @@ -21,14 +22,18 @@ from plotly import tools from plotly.offline import plot import plotly.graph_objs as go +from typing import Dict, List, Any +from sqlalchemy import create_engine + from freqtrade.arguments import Arguments from freqtrade.analyze import Analyze from freqtrade import exchange import freqtrade.optimize as optimize - +from freqtrade import persistence +from freqtrade.persistence import Trade logger = logging.getLogger(__name__) - +_CONF: Dict[str, Any] = {} def plot_analyzed_dataframe(args: Namespace) -> None: """ @@ -54,7 +59,7 @@ def plot_analyzed_dataframe(args: Namespace) -> None: if args.live: logger.info('Downloading pair.') # Init Bittrex to use public API - exchange._API = exchange.Bittrex({'key': '', 'secret': ''}) + exchange.init({'key': '', 'secret': ''}) tickers[pair] = exchange.get_ticker_history(pair, tick_interval) else: tickers = optimize.load_data( @@ -69,6 +74,12 @@ def plot_analyzed_dataframe(args: Namespace) -> None: dataframe = analyze.populate_buy_trend(dataframe) dataframe = analyze.populate_sell_trend(dataframe) + trades = [] + if args.db_url: + engine = create_engine('sqlite:///' + args.db_url) + persistence.init(_CONF, engine) + trades = Trade.query.filter(Trade.pair.is_(pair)).all() + if len(dataframe.index) > 750: logger.warning('Ticker contained more than 750 candles, clipping.') data = dataframe.tail(750) @@ -109,6 +120,31 @@ def plot_analyzed_dataframe(args: Namespace) -> None: ) ) + trade_buys = go.Scattergl( + x=[t.open_date.isoformat() for t in trades], + y=[t.open_rate for t in trades], + mode='markers', + name='trade_buy', + marker=dict( + symbol='square-open', + size=11, + line=dict(width=2), + color='green' + ) + ) + trade_sells = go.Scattergl( + x=[t.close_date.isoformat() for t in trades], + y=[t.close_rate for t in trades], + mode='markers', + name='trade_sell', + marker=dict( + symbol='square-open', + size=11, + line=dict(width=2), + color='red' + ) + ) + bb_lower = go.Scatter( x=data.date, y=data.bb_lowerband, @@ -154,6 +190,8 @@ def plot_analyzed_dataframe(args: Namespace) -> None: fig.append_trace(volume, 2, 1) fig.append_trace(macd, 3, 1) fig.append_trace(macdsignal, 3, 1) + fig.append_trace(trade_buys, 1, 1) + fig.append_trace(trade_sells, 1, 1) fig['layout'].update(title=args.pair) fig['layout']['yaxis1'].update(title='Price') diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py index 4bf220dd9..daa16ddc9 100755 --- a/scripts/plot_profit.py +++ b/scripts/plot_profit.py @@ -24,6 +24,7 @@ import plotly.graph_objs as go from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.analyze import Analyze +from freqtrade import constants import freqtrade.optimize as optimize import freqtrade.misc as misc @@ -33,10 +34,10 @@ logger = logging.getLogger(__name__) # data:: [ pair, profit-%, enter, exit, time, duration] -# data:: ["BTC_ETH", 0.0023975, "1515598200", "1515602100", "2018-01-10 07:30:00+00:00", 65] -def make_profit_array( - data: List, px: int, min_date: int, - interval: int, filter_pairs: Optional[List] = None) -> np.ndarray: +# data:: ["ETH/BTC", 0.0023975, "1515598200", "1515602100", "2018-01-10 07:30:00+00:00", 65] +def make_profit_array(data: List, px: int, min_date: int, + interval: int, + filter_pairs: Optional[List] = None) -> np.ndarray: pg = np.zeros(px) filter_pairs = filter_pairs or [] # Go through the trades @@ -186,11 +187,12 @@ def plot_profit(args: Namespace) -> None: plot(fig, filename='freqtrade-profit-plot.html') -def define_index(min_date: int, max_date: int, interval: int) -> int: +def define_index(min_date: int, max_date: int, interval: str) -> int: """ Return the index of a specific date """ - return int((max_date - min_date) / (interval * 60)) + interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval] + return int((max_date - min_date) / (interval_minutes * 60)) def plot_parse_args(args: List[str]) -> Namespace: diff --git a/setup.py b/setup.py index 4b0635efa..856a47181 100644 --- a/setup.py +++ b/setup.py @@ -21,7 +21,7 @@ setup(name='freqtrade', setup_requires=['pytest-runner'], tests_require=['pytest', 'pytest-mock', 'pytest-cov'], install_requires=[ - 'python-bittrex', + 'ccxt', 'SQLAlchemy', 'python-telegram-bot', 'arrow', diff --git a/setup.sh b/setup.sh index bdcec7186..1d06e8208 100755 --- a/setup.sh +++ b/setup.sh @@ -89,13 +89,21 @@ function config_generator () { echo "General configuration" echo "-------------------------" echo - read -p "Max open trades: (Default: 3) " max_trades + default_max_trades=3 + read -p "Max open trades: (Default: $default_max_trades) " max_trades + max_trades=${max_trades:-$default_max_trades} - read -p "Stake amount: (Default: 0.05) " stake_amount + default_stake_amount=0.05 + read -p "Stake amount: (Default: $default_stake_amount) " stake_amount + stake_amount=${stake_amount:-$default_stake_amount} - read -p "Stake currency: (Default: BTC) " stake_currency + default_stake_currency="BTC" + read -p "Stake currency: (Default: $default_stake_currency) " stake_currency + stake_currency=${stake_currency:-$default_stake_currency} - read -p "Fiat currency: (Default: USD) " fiat_currency + default_fiat_currency="USD" + read -p "Fiat currency: (Default: $default_fiat_currency) " fiat_currency + fiat_currency=${fiat_currency:-$default_fiat_currency} echo "------------------------" echo "Bittrex config generator" diff --git a/user_data/hyperopt_conf.py b/user_data/hyperopt_conf.py index 8e044e549..c3a6e2a29 100644 --- a/user_data/hyperopt_conf.py +++ b/user_data/hyperopt_conf.py @@ -25,17 +25,18 @@ def hyperopt_optimize_conf() -> dict: "ask_last_balance": 0.0 }, "exchange": { + "name": "bittrex", "pair_whitelist": [ - "BTC_ETH", - "BTC_LTC", - "BTC_ETC", - "BTC_DASH", - "BTC_ZEC", - "BTC_XLM", - "BTC_NXT", - "BTC_POWR", - "BTC_ADA", - "BTC_XMR" + "ETH/BTC", + "LTC/BTC", + "ETC/BTC", + "DASH/BTC", + "ZEC/BTC", + "XLM/BTC", + "NXT/BTC", + "POWR/BTC", + "ADA/BTC", + "XMR/BTC" ] } } diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py index 4ba1dbe17..af28388be 100644 --- a/user_data/strategies/test_strategy.py +++ b/user_data/strategies/test_strategy.py @@ -41,7 +41,7 @@ class TestStrategy(IStrategy): stoploss = -0.10 # Optimal ticker interval for the strategy - ticker_interval = 5 + ticker_interval = '5m' def populate_indicators(self, dataframe: DataFrame) -> DataFrame: """