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Merge branch 'develop' into hyperopt_colorama_init

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Matthias 2020-06-16 10:16:41 +02:00
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5
README.md
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@ -82,7 +82,8 @@ positional arguments:
new-hyperopt Create new hyperopt new-hyperopt Create new hyperopt
new-strategy Create new strategy new-strategy Create new strategy
download-data Download backtesting data. download-data Download backtesting data.
convert-data Convert candle (OHLCV) data from one format to another. convert-data Convert candle (OHLCV) data from one format to
another.
convert-trade-data Convert trade data from one format to another. convert-trade-data Convert trade data from one format to another.
backtesting Backtesting module. backtesting Backtesting module.
edge Edge module. edge Edge module.
@ -94,7 +95,7 @@ positional arguments:
list-markets Print markets on exchange. list-markets Print markets on exchange.
list-pairs Print pairs on exchange. list-pairs Print pairs on exchange.
list-strategies Print available strategies. list-strategies Print available strategies.
list-timeframes Print available ticker intervals (timeframes) for the exchange. list-timeframes Print available timeframes for the exchange.
show-trades Show trades. show-trades Show trades.
test-pairlist Test your pairlist configuration. test-pairlist Test your pairlist configuration.
plot-dataframe Plot candles with indicators. plot-dataframe Plot candles with indicators.

11
config.json.example
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@ -4,7 +4,7 @@
"stake_amount": 0.05, "stake_amount": 0.05,
"tradable_balance_ratio": 0.99, "tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"ticker_interval": "5m", "timeframe": "5m",
"dry_run": false, "dry_run": false,
"cancel_open_orders_on_exit": false, "cancel_open_orders_on_exit": false,
"trailing_stop": false, "trailing_stop": false,
@ -76,6 +76,15 @@
"token": "your_telegram_token", "token": "your_telegram_token",
"chat_id": "your_telegram_chat_id" "chat_id": "your_telegram_chat_id"
}, },
"api_server": {
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "info",
"jwt_secret_key": "somethingrandom",
"username": "",
"password": ""
},
"initial_state": "running", "initial_state": "running",
"forcebuy_enable": false, "forcebuy_enable": false,
"internals": { "internals": {

11
config_binance.json.example
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@ -4,7 +4,7 @@
"stake_amount": 0.05, "stake_amount": 0.05,
"tradable_balance_ratio": 0.99, "tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"ticker_interval": "5m", "timeframe": "5m",
"dry_run": true, "dry_run": true,
"cancel_open_orders_on_exit": false, "cancel_open_orders_on_exit": false,
"trailing_stop": false, "trailing_stop": false,
@ -81,6 +81,15 @@
"token": "your_telegram_token", "token": "your_telegram_token",
"chat_id": "your_telegram_chat_id" "chat_id": "your_telegram_chat_id"
}, },
"api_server": {
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "info",
"jwt_secret_key": "somethingrandom",
"username": "",
"password": ""
},
"initial_state": "running", "initial_state": "running",
"forcebuy_enable": false, "forcebuy_enable": false,
"internals": { "internals": {

3
config_full.json.example
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@ -9,7 +9,7 @@
"last_stake_amount_min_ratio": 0.5, "last_stake_amount_min_ratio": 0.5,
"dry_run": false, "dry_run": false,
"cancel_open_orders_on_exit": false, "cancel_open_orders_on_exit": false,
"ticker_interval": "5m", "timeframe": "5m",
"trailing_stop": false, "trailing_stop": false,
"trailing_stop_positive": 0.005, "trailing_stop_positive": 0.005,
"trailing_stop_positive_offset": 0.0051, "trailing_stop_positive_offset": 0.0051,
@ -121,6 +121,7 @@
"enabled": false, "enabled": false,
"listen_ip_address": "127.0.0.1", "listen_ip_address": "127.0.0.1",
"listen_port": 8080, "listen_port": 8080,
"verbosity": "info",
"jwt_secret_key": "somethingrandom", "jwt_secret_key": "somethingrandom",
"username": "freqtrader", "username": "freqtrader",
"password": "SuperSecurePassword" "password": "SuperSecurePassword"

11
config_kraken.json.example
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@ -4,7 +4,7 @@
"stake_amount": 10, "stake_amount": 10,
"tradable_balance_ratio": 0.99, "tradable_balance_ratio": 0.99,
"fiat_display_currency": "EUR", "fiat_display_currency": "EUR",
"ticker_interval": "5m", "timeframe": "5m",
"dry_run": true, "dry_run": true,
"cancel_open_orders_on_exit": false, "cancel_open_orders_on_exit": false,
"trailing_stop": false, "trailing_stop": false,
@ -87,6 +87,15 @@
"token": "your_telegram_token", "token": "your_telegram_token",
"chat_id": "your_telegram_chat_id" "chat_id": "your_telegram_chat_id"
}, },
"api_server": {
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "info",
"jwt_secret_key": "somethingrandom",
"username": "",
"password": ""
},
"initial_state": "running", "initial_state": "running",
"forcebuy_enable": false, "forcebuy_enable": false,
"internals": { "internals": {

4
docs/advanced-hyperopt.md
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@ -63,8 +63,8 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
* 0.25: Avoiding trade loss * 0.25: Avoiding trade loss
* 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
""" """
total_profit = results.profit_percent.sum() total_profit = results['profit_percent'].sum()
trade_duration = results.trade_duration.mean() trade_duration = results['trade_duration'].mean()
trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8) trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT) profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)

10
docs/backtesting.md
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@ -12,7 +12,7 @@ real data. This is what we call
[backtesting](https://en.wikipedia.org/wiki/Backtesting). [backtesting](https://en.wikipedia.org/wiki/Backtesting).
Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/<exchange>` by default. Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/<exchange>` by default.
If no data is available for the exchange / pair / timeframe (ticker interval) combination, backtesting will ask you to download them first using `freqtrade download-data`. If no data is available for the exchange / pair / timeframe combination, backtesting will ask you to download them first using `freqtrade download-data`.
For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation. For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
The result of backtesting will confirm if your bot has better odds of making a profit than a loss. The result of backtesting will confirm if your bot has better odds of making a profit than a loss.
@ -35,7 +35,7 @@ freqtrade backtesting
#### With 1 min candle (OHLCV) data #### With 1 min candle (OHLCV) data
```bash ```bash
freqtrade backtesting --ticker-interval 1m freqtrade backtesting --timeframe 1m
``` ```
#### Using a different on-disk historical candle (OHLCV) data source #### Using a different on-disk historical candle (OHLCV) data source
@ -58,7 +58,7 @@ Where `-s SampleStrategy` refers to the class name within the strategy file `sam
#### Comparing multiple Strategies #### Comparing multiple Strategies
```bash ```bash
freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --ticker-interval 5m freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --timeframe 5m
``` ```
Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies. Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies.
@ -228,13 +228,13 @@ You can then load the trades to perform further analysis as shown in our [data a
To compare multiple strategies, a list of Strategies can be provided to backtesting. To compare multiple strategies, a list of Strategies can be provided to backtesting.
This is limited to 1 timeframe (ticker interval) value per run. However, data is only loaded once from disk so if you have multiple This is limited to 1 timeframe value per run. However, data is only loaded once from disk so if you have multiple
strategies you'd like to compare, this will give a nice runtime boost. strategies you'd like to compare, this will give a nice runtime boost.
All listed Strategies need to be in the same directory. All listed Strategies need to be in the same directory.
``` bash ``` bash
freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades freqtrade backtesting --timerange 20180401-20180410 --timeframe 5m --strategy-list Strategy001 Strategy002 --export trades
``` ```
This will save the results to `user_data/backtest_results/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename. This will save the results to `user_data/backtest_results/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename.

50
docs/bot-usage.md
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@ -9,22 +9,35 @@ This page explains the different parameters of the bot and how to run it.
``` ```
usage: freqtrade [-h] [-V] usage: freqtrade [-h] [-V]
{trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit} {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
... ...
Free, open source crypto trading bot Free, open source crypto trading bot
positional arguments: positional arguments:
{trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit} {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
trade Trade module. trade Trade module.
create-userdir Create user-data directory.
new-config Create new config
new-hyperopt Create new hyperopt
new-strategy Create new strategy
download-data Download backtesting data.
convert-data Convert candle (OHLCV) data from one format to
another.
convert-trade-data Convert trade data from one format to another.
backtesting Backtesting module. backtesting Backtesting module.
edge Edge module. edge Edge module.
hyperopt Hyperopt module. hyperopt Hyperopt module.
create-userdir Create user-data directory. hyperopt-list List Hyperopt results
hyperopt-show Show details of Hyperopt results
list-exchanges Print available exchanges. list-exchanges Print available exchanges.
list-timeframes Print available ticker intervals (timeframes) for the list-hyperopts Print available hyperopt classes.
exchange. list-markets Print markets on exchange.
download-data Download backtesting data. list-pairs Print pairs on exchange.
list-strategies Print available strategies.
list-timeframes Print available timeframes for the exchange.
show-trades Show trades.
test-pairlist Test your pairlist configuration.
plot-dataframe Plot candles with indicators. plot-dataframe Plot candles with indicators.
plot-profit Generate plot showing profits. plot-profit Generate plot showing profits.
@ -72,7 +85,6 @@ Strategy arguments:
Specify strategy class name which will be used by the Specify strategy class name which will be used by the
bot. bot.
--strategy-path PATH Specify additional strategy lookup path. --strategy-path PATH Specify additional strategy lookup path.
.
``` ```
@ -197,7 +209,7 @@ Backtesting also uses the config specified via `-c/--config`.
``` ```
usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH] usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME] [-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-i TICKER_INTERVAL] [--strategy-path PATH] [-i TIMEFRAME]
[--timerange TIMERANGE] [--max-open-trades INT] [--timerange TIMERANGE] [--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT] [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
[--eps] [--dmmp] [--eps] [--dmmp]
@ -206,7 +218,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
optional arguments: optional arguments:
-h, --help show this help message and exit -h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`, Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`). `1d`).
--timerange TIMERANGE --timerange TIMERANGE
@ -280,7 +292,7 @@ to find optimal parameter values for your strategy.
``` ```
usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH] [--userdir PATH] [-s NAME] [--strategy-path PATH]
[-i TICKER_INTERVAL] [--timerange TIMERANGE] [-i TIMEFRAME] [--timerange TIMERANGE]
[--max-open-trades INT] [--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT] [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
[--hyperopt NAME] [--hyperopt-path PATH] [--eps] [--hyperopt NAME] [--hyperopt-path PATH] [--eps]
@ -292,7 +304,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
optional arguments: optional arguments:
-h, --help show this help message and exit -h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`, Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`). `1d`).
--timerange TIMERANGE --timerange TIMERANGE
@ -323,7 +335,7 @@ optional arguments:
--print-all Print all results, not only the best ones. --print-all Print all results, not only the best ones.
--no-color Disable colorization of hyperopt results. May be --no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file. useful if you are redirecting output to a file.
--print-json Print best results in JSON format. --print-json Print output in JSON format.
-j JOBS, --job-workers JOBS -j JOBS, --job-workers JOBS
The number of concurrently running jobs for The number of concurrently running jobs for
hyperoptimization (hyperopt worker processes). If -1 hyperoptimization (hyperopt worker processes). If -1
@ -341,11 +353,11 @@ optional arguments:
class (IHyperOptLoss). Different functions can class (IHyperOptLoss). Different functions can
generate completely different results, since the generate completely different results, since the
target for optimization is different. Built-in target for optimization is different. Built-in
Hyperopt-loss-functions are: Hyperopt-loss-functions are: DefaultHyperOptLoss,
DefaultHyperOptLoss, OnlyProfitHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss,
SharpeHyperOptLoss, SharpeHyperOptLossDaily, SharpeHyperOptLossDaily, SortinoHyperOptLoss,
SortinoHyperOptLoss, SortinoHyperOptLossDaily. SortinoHyperOptLossDaily.(default:
(default: `DefaultHyperOptLoss`). `DefaultHyperOptLoss`).
Common arguments: Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages). -v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
@ -378,13 +390,13 @@ To know your trade expectancy and winrate against historical data, you can use E
``` ```
usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH] [--userdir PATH] [-s NAME] [--strategy-path PATH]
[-i TICKER_INTERVAL] [--timerange TIMERANGE] [-i TIMEFRAME] [--timerange TIMERANGE]
[--max-open-trades INT] [--stake-amount STAKE_AMOUNT] [--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
[--fee FLOAT] [--stoplosses STOPLOSS_RANGE] [--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
optional arguments: optional arguments:
-h, --help show this help message and exit -h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`, Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`). `1d`).
--timerange TIMERANGE --timerange TIMERANGE

56
docs/configuration.md
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@ -47,14 +47,14 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> **Datatype:** Boolean | `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> **Datatype:** Float (as ratio) | `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> **Datatype:** Float (as ratio)
| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> **Datatype:** Positive Float as ratio. | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> **Datatype:** Positive Float as ratio.
| `ticker_interval` | The timeframe (ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String | `timeframe` | The timeframe (former ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String
| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float
| `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. <br>*Defaults to `false`.* <br> **Datatype:** Boolean | `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict | `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
| `stoploss` | **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float (as ratio) | `stoploss` | **Required.** Value as ratio of the stoploss used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float (as ratio)
| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Boolean | `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Boolean
| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float | `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float
| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> **Datatype:** Float | `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> **Datatype:** Float
@ -103,6 +103,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** Boolean | `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** Boolean
| `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** IPv4 | `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** IPv4
| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. <br>**Datatype:** Integer between 1024 and 65535 | `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. <br>**Datatype:** Integer between 1024 and 65535
| `api_server.verbosity` | Logging verbosity. `info` will print all RPC Calls, while "error" will only display errors. <br>**Datatype:** Enum, either `info` or `error`. Defaults to `info`.
| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String | `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String
| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String | `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String
| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> **Datatype:** String, SQLAlchemy connect string | `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> **Datatype:** String, SQLAlchemy connect string
@ -125,7 +126,7 @@ The following parameters can be set in either configuration file or strategy.
Values set in the configuration file always overwrite values set in the strategy. Values set in the configuration file always overwrite values set in the strategy.
* `minimal_roi` * `minimal_roi`
* `ticker_interval` * `timeframe`
* `stoploss` * `stoploss`
* `trailing_stop` * `trailing_stop`
* `trailing_stop_positive` * `trailing_stop_positive`
@ -217,7 +218,7 @@ To allow the bot to trade all the available `stake_currency` in your account (mi
### Understand minimal_roi ### Understand minimal_roi
The `minimal_roi` configuration parameter is a JSON object where the key is a duration The `minimal_roi` configuration parameter is a JSON object where the key is a duration
in minutes and the value is the minimum ROI in percent. in minutes and the value is the minimum ROI as ratio.
See the example below: See the example below:
```json ```json
@ -271,7 +272,7 @@ the static list of pairs) if we should buy.
### Understand order_types ### Understand order_types
The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds. The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
This allows to buy using limit orders, sell using This allows to buy using limit orders, sell using
limit-orders, and create stoplosses using using market orders. It also allows to set the limit-orders, and create stoplosses using using market orders. It also allows to set the
@ -287,8 +288,12 @@ If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and
`emergencysell` is an optional value, which defaults to `market` and is used when creating stoploss on exchange orders fails. `emergencysell` is an optional value, which defaults to `market` and is used when creating stoploss on exchange orders fails.
The below is the default which is used if this is not configured in either strategy or configuration file. The below is the default which is used if this is not configured in either strategy or configuration file.
Since `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price. Not all Exchanges support `stoploss_on_exchange`. If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type.
`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`).
If `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
`stoploss` defines the stop-price - and limit should be slightly below this.
This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`).
Calculation example: we bought the asset at 100$. Calculation example: we bought the asset at 100$.
Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$. Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$.
@ -330,7 +335,10 @@ Configuration:
refer to [the stoploss documentation](stoploss.md). refer to [the stoploss documentation](stoploss.md).
!!! Note !!! Note
If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new order. If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
!!! Warning "Using market orders"
Please read the section [Market order pricing](#market-order-pricing) section when using market orders.
!!! Warning "Warning: stoploss_on_exchange failures" !!! Warning "Warning: stoploss_on_exchange failures"
If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised. If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised.
@ -458,6 +466,9 @@ Prices are always retrieved right before an order is placed, either by querying
!!! Note !!! Note
Orderbook data used by Freqtrade are the data retrieved from exchange by the ccxt's function `fetch_order_book()`, i.e. are usually data from the L2-aggregated orderbook, while the ticker data are the structures returned by the ccxt's `fetch_ticker()`/`fetch_tickers()` functions. Refer to the ccxt library [documentation](https://github.com/ccxt/ccxt/wiki/Manual#market-data) for more details. Orderbook data used by Freqtrade are the data retrieved from exchange by the ccxt's function `fetch_order_book()`, i.e. are usually data from the L2-aggregated orderbook, while the ticker data are the structures returned by the ccxt's `fetch_ticker()`/`fetch_tickers()` functions. Refer to the ccxt library [documentation](https://github.com/ccxt/ccxt/wiki/Manual#market-data) for more details.
!!! Warning "Using market orders"
Please read the section [Market order pricing](#market-order-pricing) section when using market orders.
### Buy price ### Buy price
#### Check depth of market #### Check depth of market
@ -552,6 +563,29 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting
When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price. When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
### Market order pricing
When using market orders, prices should be configured to use the "correct" side of the orderbook to allow realistic pricing detection.
Assuming both buy and sell are using market orders, a configuration similar to the following might be used
``` jsonc
"order_types": {
"buy": "market",
"sell": "market"
// ...
},
"bid_strategy": {
"price_side": "ask",
// ...
},
"ask_strategy":{
"price_side": "bid",
// ...
},
```
Obviously, if only one side is using limit orders, different pricing combinations can be used.
## Pairlists and Pairlist Handlers ## Pairlists and Pairlist Handlers
Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings. Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings.
@ -590,7 +624,7 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
#### Volume Pair List #### Volume Pair List
`VolumePairList` employs sorting/filtering of pairs by their trading volume. I selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`). `VolumePairList` employs sorting/filtering of pairs by their trading volume. It selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume. When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
@ -608,7 +642,7 @@ The `refresh_period` setting allows to define the period (in seconds), at which
"number_assets": 20, "number_assets": 20,
"sort_key": "quoteVolume", "sort_key": "quoteVolume",
"refresh_period": 1800, "refresh_period": 1800,
], }],
``` ```
#### PrecisionFilter #### PrecisionFilter

3
docs/edge.md
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@ -148,7 +148,6 @@ Edge module has following configuration options:
| `enabled` | If true, then Edge will run periodically. <br>*Defaults to `false`.* <br> **Datatype:** Boolean | `enabled` | If true, then Edge will run periodically. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `process_throttle_secs` | How often should Edge run in seconds. <br>*Defaults to `3600` (once per hour).* <br> **Datatype:** Integer | `process_throttle_secs` | How often should Edge run in seconds. <br>*Defaults to `3600` (once per hour).* <br> **Datatype:** Integer
| `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy. <br> **Note** that it downloads historical data so increasing this number would lead to slowing down the bot. <br>*Defaults to `7`.* <br> **Datatype:** Integer | `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy. <br> **Note** that it downloads historical data so increasing this number would lead to slowing down the bot. <br>*Defaults to `7`.* <br> **Datatype:** Integer
| `capital_available_percentage` | **DEPRECATED - [replaced with `tradable_balance_ratio`](configuration.md#Available balance)** This is the percentage of the total capital on exchange in stake currency. <br>As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital. <br>*Defaults to `0.5`.* <br> **Datatype:** Float
| `allowed_risk` | Ratio of allowed risk per trade. <br>*Defaults to `0.01` (1%)).* <br> **Datatype:** Float | `allowed_risk` | Ratio of allowed risk per trade. <br>*Defaults to `0.01` (1%)).* <br> **Datatype:** Float
| `stoploss_range_min` | Minimum stoploss. <br>*Defaults to `-0.01`.* <br> **Datatype:** Float | `stoploss_range_min` | Minimum stoploss. <br>*Defaults to `-0.01`.* <br> **Datatype:** Float
| `stoploss_range_max` | Maximum stoploss. <br>*Defaults to `-0.10`.* <br> **Datatype:** Float | `stoploss_range_max` | Maximum stoploss. <br>*Defaults to `-0.10`.* <br> **Datatype:** Float
@ -156,7 +155,7 @@ Edge module has following configuration options:
| `minimum_winrate` | It filters out pairs which don't have at least minimum_winrate. <br>This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio. <br>*Defaults to `0.60`.* <br> **Datatype:** Float | `minimum_winrate` | It filters out pairs which don't have at least minimum_winrate. <br>This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio. <br>*Defaults to `0.60`.* <br> **Datatype:** Float
| `minimum_expectancy` | It filters out pairs which have the expectancy lower than this number. <br>Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return. <br>*Defaults to `0.20`.* <br> **Datatype:** Float | `minimum_expectancy` | It filters out pairs which have the expectancy lower than this number. <br>Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return. <br>*Defaults to `0.20`.* <br> **Datatype:** Float
| `min_trade_number` | When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable. <br>Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something. <br>*Defaults to `10` (it is highly recommended not to decrease this number).* <br> **Datatype:** Integer | `min_trade_number` | When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable. <br>Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something. <br>*Defaults to `10` (it is highly recommended not to decrease this number).* <br> **Datatype:** Integer
| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.<br>**NOTICE:** While configuring this value, you should take into consideration your timeframe (ticker interval). As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).<br>*Defaults to `1440` (one day).* <br> **Datatype:** Integer | `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.<br>**NOTICE:** While configuring this value, you should take into consideration your timeframe. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).<br>*Defaults to `1440` (one day).* <br> **Datatype:** Integer
| `remove_pumps` | Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.<br>*Defaults to `false`.* <br> **Datatype:** Boolean | `remove_pumps` | Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.<br>*Defaults to `false`.* <br> **Datatype:** Boolean
## Running Edge independently ## Running Edge independently

14
docs/exchanges.md
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@ -30,6 +30,15 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f
The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting. The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting.
To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data. To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data.
Due to the heavy rate-limiting applied by Kraken, the following configuration section should be used to download data:
``` json
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 3100
},
```
## Bittrex ## Bittrex
### Order types ### Order types
@ -64,6 +73,11 @@ print(res)
## FTX ## FTX
!!! Tip "Stoploss on Exchange"
FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide.
### Using subaccounts ### Using subaccounts
To use subaccounts with FTX, you need to edit the configuration and add the following: To use subaccounts with FTX, you need to edit the configuration and add the following:

12
docs/hyperopt.md
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@ -124,9 +124,9 @@ To avoid naming collisions in the search-space, please prefix all sell-spaces wi
#### Using timeframe as a part of the Strategy #### Using timeframe as a part of the Strategy
The Strategy class exposes the timeframe (ticker interval) value as the `self.ticker_interval` attribute. The Strategy class exposes the timeframe value as the `self.timeframe` attribute.
The same value is available as class-attribute `HyperoptName.ticker_interval`. The same value is available as class-attribute `HyperoptName.timeframe`.
In the case of the linked sample-value this would be `SampleHyperOpt.ticker_interval`. In the case of the linked sample-value this would be `SampleHyperOpt.timeframe`.
## Solving a Mystery ## Solving a Mystery
@ -265,7 +265,7 @@ freqtrade hyperopt --timerange 20180401-20180501
Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided. Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
```bash ```bash
freqtrade hyperopt --strategy SampleStrategy --customhyperopt SampleHyperopt freqtrade hyperopt --strategy SampleStrategy --hyperopt SampleHyperopt
``` ```
### Running Hyperopt with Smaller Search Space ### Running Hyperopt with Smaller Search Space
@ -406,7 +406,7 @@ As stated in the comment, you can also use it as the value of the `minimal_roi`
#### Default ROI Search Space #### Default ROI Search Space
If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point): If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the timeframe used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point):
| # step | 1m | | 5m | | 1h | | 1d | | | # step | 1m | | 5m | | 1h | | 1d | |
| ------ | ------ | ----------------- | -------- | ----------- | ---------- | ----------------- | ------------ | ----------------- | | ------ | ------ | ----------------- | -------- | ----------- | ---------- | ----------------- | ------------ | ----------------- |
@ -415,7 +415,7 @@ If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace f
| 3 | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 | | 3 | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 |
| 4 | 6...44 | 0.0 | 30...220 | 0.0 | 360...2640 | 0.0 | 8640...63360 | 0.0 | | 4 | 6...44 | 0.0 | 30...220 | 0.0 | 360...2640 | 0.0 | 8640...63360 | 0.0 |
These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe (ticker interval) used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used. These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default. If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.

15
docs/plotting.md
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@ -31,7 +31,7 @@ usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--plot-limit INT] [--db-url PATH] [--plot-limit INT] [--db-url PATH]
[--trade-source {DB,file}] [--export EXPORT] [--trade-source {DB,file}] [--export EXPORT]
[--export-filename PATH] [--export-filename PATH]
[--timerange TIMERANGE] [-i TICKER_INTERVAL] [--timerange TIMERANGE] [-i TIMEFRAME]
[--no-trades] [--no-trades]
optional arguments: optional arguments:
@ -65,7 +65,7 @@ optional arguments:
_today.json` _today.json`
--timerange TIMERANGE --timerange TIMERANGE
Specify what timerange of data to use. Specify what timerange of data to use.
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`, Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`). `1d`).
--no-trades Skip using trades from backtesting file and DB. --no-trades Skip using trades from backtesting file and DB.
@ -227,7 +227,7 @@ usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]] [-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]]
[--timerange TIMERANGE] [--export EXPORT] [--timerange TIMERANGE] [--export EXPORT]
[--export-filename PATH] [--db-url PATH] [--export-filename PATH] [--db-url PATH]
[--trade-source {DB,file}] [-i TICKER_INTERVAL] [--trade-source {DB,file}] [-i TIMEFRAME]
optional arguments: optional arguments:
-h, --help show this help message and exit -h, --help show this help message and exit
@ -250,7 +250,7 @@ optional arguments:
--trade-source {DB,file} --trade-source {DB,file}
Specify the source for trades (Can be DB or file Specify the source for trades (Can be DB or file
(backtest file)) Default: file (backtest file)) Default: file
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`, Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`). `1d`).
@ -261,9 +261,10 @@ Common arguments:
details. details.
-V, --version show program's version number and exit -V, --version show program's version number and exit
-c PATH, --config PATH -c PATH, --config PATH
Specify configuration file (default: `config.json`). Specify configuration file (default:
Multiple --config options may be used. Can be set to `userdir/config.json` or `config.json` whichever
`-` to read config from stdin. exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH -d PATH, --datadir PATH
Path to directory with historical backtesting data. Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH --userdir PATH, --user-data-dir PATH

2
docs/requirements-docs.txt
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@ -1,2 +1,2 @@
mkdocs-material==5.2.1 mkdocs-material==5.3.0
mdx_truly_sane_lists==1.2 mdx_truly_sane_lists==1.2

7
docs/rest-api.md
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@ -11,6 +11,7 @@ Sample configuration:
"enabled": true, "enabled": true,
"listen_ip_address": "127.0.0.1", "listen_ip_address": "127.0.0.1",
"listen_port": 8080, "listen_port": 8080,
"verbosity": "info",
"jwt_secret_key": "somethingrandom", "jwt_secret_key": "somethingrandom",
"username": "Freqtrader", "username": "Freqtrader",
"password": "SuperSecret1!" "password": "SuperSecret1!"
@ -109,7 +110,7 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
| `start` | | Starts the trader | `start` | | Starts the trader
| `stop` | | Stops the trader | `stop` | | Stops the trader
| `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules. | `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `reload_conf` | | Reloads the configuration file | `reload_config` | | Reloads the configuration file
| `show_config` | | Shows part of the current configuration with relevant settings to operation | `show_config` | | Shows part of the current configuration with relevant settings to operation
| `status` | | Lists all open trades | `status` | | Lists all open trades
| `count` | | Displays number of trades used and available | `count` | | Displays number of trades used and available
@ -173,7 +174,7 @@ profit
Returns the profit summary Returns the profit summary
:returns: json object :returns: json object
reload_conf reload_config
Reload configuration Reload configuration
:returns: json object :returns: json object
@ -195,7 +196,7 @@ stop
stopbuy stopbuy
Stop buying (but handle sells gracefully). Stop buying (but handle sells gracefully).
use reload_conf to reset use reload_config to reset
:returns: json object :returns: json object
version version

6
docs/sql_cheatsheet.md
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@ -70,7 +70,7 @@ CREATE TABLE trades
min_rate FLOAT, min_rate FLOAT,
sell_reason VARCHAR, sell_reason VARCHAR,
strategy VARCHAR, strategy VARCHAR,
ticker_interval INTEGER, timeframe INTEGER,
PRIMARY KEY (id), PRIMARY KEY (id),
CHECK (is_open IN (0, 1)) CHECK (is_open IN (0, 1))
); );
@ -101,7 +101,7 @@ SET is_open=0,
close_date=<close_date>, close_date=<close_date>,
close_rate=<close_rate>, close_rate=<close_rate>,
close_profit=close_rate/open_rate-1, close_profit=close_rate/open_rate-1,
close_profit_abs = (amount * <close_rate> * (1 - fee_close) - (amount * open_rate * 1 - fee_open), close_profit_abs = (amount * <close_rate> * (1 - fee_close) - (amount * open_rate * 1 - fee_open)),
sell_reason=<sell_reason> sell_reason=<sell_reason>
WHERE id=<trade_ID_to_update>; WHERE id=<trade_ID_to_update>;
``` ```
@ -114,7 +114,7 @@ SET is_open=0,
close_date='2017-12-20 03:08:45.103418', close_date='2017-12-20 03:08:45.103418',
close_rate=0.19638016, close_rate=0.19638016,
close_profit=0.0496, close_profit=0.0496,
close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * 1 - fee_open) close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * 1 - fee_open))
sell_reason='force_sell' sell_reason='force_sell'
WHERE id=31; WHERE id=31;
``` ```

6
docs/stoploss.md
View File

@ -1,6 +1,6 @@
# Stop Loss # Stop Loss
The `stoploss` configuration parameter is loss in percentage that should trigger a sale. The `stoploss` configuration parameter is loss as ratio that should trigger a sale.
For example, value `-0.10` will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional. For example, value `-0.10` will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional.
Most of the strategy files already include the optimal `stoploss` value. Most of the strategy files already include the optimal `stoploss` value.
@ -27,7 +27,7 @@ So this parameter will tell the bot how often it should update the stoploss orde
This same logic will reapply a stoploss order on the exchange should you cancel it accidentally. This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
!!! Note !!! Note
Stoploss on exchange is only supported for Binance (stop-loss-limit) and Kraken (stop-loss-market) as of now. Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.
## Static Stop Loss ## Static Stop Loss
@ -101,7 +101,7 @@ Simplified example:
## Changing stoploss on open trades ## Changing stoploss on open trades
A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_conf` command (alternatively, completely stopping and restarting the bot also works). A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_config` command (alternatively, completely stopping and restarting the bot also works).
The new stoploss value will be applied to open trades (and corresponding log-messages will be generated). The new stoploss value will be applied to open trades (and corresponding log-messages will be generated).

20
docs/strategy-customization.md
View File

@ -139,10 +139,10 @@ By letting the bot know how much history is needed, backtest trades can start at
#### Example #### Example
Let's try to backtest 1 month (January 2019) of 5m candles using the an example strategy with EMA100, as above. Let's try to backtest 1 month (January 2019) of 5m candles using an example strategy with EMA100, as above.
``` bash ``` bash
freqtrade backtesting --timerange 20190101-20190201 --ticker-interval 5m freqtrade backtesting --timerange 20190101-20190201 --timeframe 5m
``` ```
Assuming `startup_candle_count` is set to 100, backtesting knows it needs 100 candles to generate valid buy signals. It will load data from `20190101 - (100 * 5m)` - which is ~2019-12-31 15:30:00. Assuming `startup_candle_count` is set to 100, backtesting knows it needs 100 candles to generate valid buy signals. It will load data from `20190101 - (100 * 5m)` - which is ~2019-12-31 15:30:00.
@ -248,7 +248,7 @@ minimal_roi = {
While technically not completely disabled, this would sell once the trade reaches 10000% Profit. While technically not completely disabled, this would sell once the trade reaches 10000% Profit.
To use times based on candle duration (ticker_interval or timeframe), the following snippet can be handy. To use times based on candle duration (timeframe), the following snippet can be handy.
This will allow you to change the ticket_interval for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...) This will allow you to change the ticket_interval for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...)
``` python ``` python
@ -256,12 +256,12 @@ from freqtrade.exchange import timeframe_to_minutes
class AwesomeStrategy(IStrategy): class AwesomeStrategy(IStrategy):
ticker_interval = "1d" timeframe = "1d"
ticker_interval_mins = timeframe_to_minutes(ticker_interval) timeframe_mins = timeframe_to_minutes(timeframe)
minimal_roi = { minimal_roi = {
"0": 0.05, # 5% for the first 3 candles "0": 0.05, # 5% for the first 3 candles
str(ticker_interval_mins * 3)): 0.02, # 2% after 3 candles str(timeframe_mins * 3)): 0.02, # 2% after 3 candles
str(ticker_interval_mins * 6)): 0.01, # 1% After 6 candles str(timeframe_mins * 6)): 0.01, # 1% After 6 candles
} }
``` ```
@ -290,7 +290,7 @@ Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported
Please note that the same buy/sell signals may work well with one timeframe, but not with the others. Please note that the same buy/sell signals may work well with one timeframe, but not with the others.
This setting is accessible within the strategy methods as the `self.ticker_interval` attribute. This setting is accessible within the strategy methods as the `self.timeframe` attribute.
### Metadata dict ### Metadata dict
@ -400,7 +400,7 @@ This is where calling `self.dp.current_whitelist()` comes in handy.
class SampleStrategy(IStrategy): class SampleStrategy(IStrategy):
# strategy init stuff... # strategy init stuff...
ticker_interval = '5m' timeframe = '5m'
# more strategy init stuff.. # more strategy init stuff..
@ -557,7 +557,7 @@ Locks can also be lifted manually, by calling `self.unlock_pair(pair)`.
To verify if a pair is currently locked, use `self.is_pair_locked(pair)`. To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
!!! Note !!! Note
Locked pairs are not persisted, so a restart of the bot, or calling `/reload_conf` will reset locked pairs. Locked pairs are not persisted, so a restart of the bot, or calling `/reload_config` will reset locked pairs.
!!! Warning !!! Warning
Locking pairs is not functioning during backtesting. Locking pairs is not functioning during backtesting.

4
docs/strategy_analysis_example.md
View File

@ -18,7 +18,7 @@ config = Configuration.from_files([])
# config = Configuration.from_files(["config.json"]) # config = Configuration.from_files(["config.json"])
# Define some constants # Define some constants
config["ticker_interval"] = "5m" config["timeframe"] = "5m"
# Name of the strategy class # Name of the strategy class
config["strategy"] = "SampleStrategy" config["strategy"] = "SampleStrategy"
# Location of the data # Location of the data
@ -33,7 +33,7 @@ pair = "BTC_USDT"
from freqtrade.data.history import load_pair_history from freqtrade.data.history import load_pair_history
candles = load_pair_history(datadir=data_location, candles = load_pair_history(datadir=data_location,
timeframe=config["ticker_interval"], timeframe=config["timeframe"],
pair=pair) pair=pair)
# Confirm success # Confirm success

8
docs/telegram-usage.md
View File

@ -52,7 +52,7 @@ official commands. You can ask at any moment for help with `/help`.
| `/start` | | Starts the trader | `/start` | | Starts the trader
| `/stop` | | Stops the trader | `/stop` | | Stops the trader
| `/stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules. | `/stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `/reload_conf` | | Reloads the configuration file | `/reload_config` | | Reloads the configuration file
| `/show_config` | | Shows part of the current configuration with relevant settings to operation | `/show_config` | | Shows part of the current configuration with relevant settings to operation
| `/status` | | Lists all open trades | `/status` | | Lists all open trades
| `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**) | `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
@ -85,14 +85,14 @@ Below, example of Telegram message you will receive for each command.
### /stopbuy ### /stopbuy
> **status:** `Setting max_open_trades to 0. Run /reload_conf to reset.` > **status:** `Setting max_open_trades to 0. Run /reload_config to reset.`
Prevents the bot from opening new trades by temporarily setting "max_open_trades" to 0. Open trades will be handled via their regular rules (ROI / Sell-signal, stoploss, ...). Prevents the bot from opening new trades by temporarily setting "max_open_trades" to 0. Open trades will be handled via their regular rules (ROI / Sell-signal, stoploss, ...).
After this, give the bot time to close off open trades (can be checked via `/status table`). After this, give the bot time to close off open trades (can be checked via `/status table`).
Once all positions are sold, run `/stop` to completely stop the bot. Once all positions are sold, run `/stop` to completely stop the bot.
`/reload_conf` resets "max_open_trades" to the value set in the configuration and resets this command. `/reload_config` resets "max_open_trades" to the value set in the configuration and resets this command.
!!! Warning !!! Warning
The stop-buy signal is ONLY active while the bot is running, and is not persisted anyway, so restarting the bot will cause this to reset. The stop-buy signal is ONLY active while the bot is running, and is not persisted anyway, so restarting the bot will cause this to reset.
@ -209,7 +209,7 @@ Shows the current whitelist
Shows the current blacklist. Shows the current blacklist.
If Pair is set, then this pair will be added to the pairlist. If Pair is set, then this pair will be added to the pairlist.
Also supports multiple pairs, seperated by a space. Also supports multiple pairs, seperated by a space.
Use `/reload_conf` to reset the blacklist. Use `/reload_config` to reset the blacklist.
> Using blacklist `StaticPairList` with 2 pairs > Using blacklist `StaticPairList` with 2 pairs
>`DODGE/BTC`, `HOT/BTC`. >`DODGE/BTC`, `HOT/BTC`.

2
docs/utils.md
View File

@ -62,7 +62,7 @@ $ freqtrade new-config --config config_binance.json
? Please insert your stake currency: BTC ? Please insert your stake currency: BTC
? Please insert your stake amount: 0.05 ? Please insert your stake amount: 0.05
? Please insert max_open_trades (Integer or 'unlimited'): 3 ? Please insert max_open_trades (Integer or 'unlimited'): 3
? Please insert your timeframe (ticker interval): 5m ? Please insert your desired timeframe (e.g. 5m): 5m
? Please insert your display Currency (for reporting): USD ? Please insert your display Currency (for reporting): USD
? Select exchange binance ? Select exchange binance
? Do you want to enable Telegram? No ? Do you want to enable Telegram? No

8
freqtrade/commands/arguments.py
View File

@ -15,7 +15,7 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
ARGS_TRADE = ["db_url", "sd_notify", "dry_run"] ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange", ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange",
"max_open_trades", "stake_amount", "fee"] "max_open_trades", "stake_amount", "fee"]
ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions", ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
@ -59,10 +59,10 @@ ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchang
ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
"db_url", "trade_source", "export", "exportfilename", "db_url", "trade_source", "export", "exportfilename",
"timerange", "ticker_interval", "no_trades"] "timerange", "timeframe", "no_trades"]
ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url", ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
"trade_source", "ticker_interval"] "trade_source", "timeframe"]
ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"] ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
@ -318,7 +318,7 @@ class Arguments:
# Add list-timeframes subcommand # Add list-timeframes subcommand
list_timeframes_cmd = subparsers.add_parser( list_timeframes_cmd = subparsers.add_parser(
'list-timeframes', 'list-timeframes',
help='Print available ticker intervals (timeframes) for the exchange.', help='Print available timeframes for the exchange.',
parents=[_common_parser], parents=[_common_parser],
) )
list_timeframes_cmd.set_defaults(func=start_list_timeframes) list_timeframes_cmd.set_defaults(func=start_list_timeframes)

4
freqtrade/commands/build_config_commands.py
View File

@ -75,8 +75,8 @@ def ask_user_config() -> Dict[str, Any]:
}, },
{ {
"type": "text", "type": "text",
"name": "ticker_interval", "name": "timeframe",
"message": "Please insert your timeframe (ticker interval):", "message": "Please insert your desired timeframe (e.g. 5m):",
"default": "5m", "default": "5m",
}, },
{ {

4
freqtrade/commands/cli_options.py
View File

@ -110,8 +110,8 @@ AVAILABLE_CLI_OPTIONS = {
action='store_true', action='store_true',
), ),
# Optimize common # Optimize common
"ticker_interval": Arg( "timeframe": Arg(
'-i', '--ticker-interval', '-i', '--timeframe', '--ticker-interval',
help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).', help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
), ),
"timerange": Arg( "timerange": Arg(

4
freqtrade/commands/list_commands.py
View File

@ -102,8 +102,8 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
Print ticker intervals (timeframes) available on Exchange Print ticker intervals (timeframes) available on Exchange
""" """
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE) config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
# Do not use ticker_interval set in the config # Do not use timeframe set in the config
config['ticker_interval'] = None config['timeframe'] = None
# Init exchange # Init exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False) exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)

1
freqtrade/commands/pairlist_commands.py
View File

@ -25,7 +25,6 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
results = {} results = {}
for curr in quote_currencies: for curr in quote_currencies:
config['stake_currency'] = curr config['stake_currency'] = curr
# Do not use ticker_interval set in the config
pairlists = PairListManager(exchange, config) pairlists = PairListManager(exchange, config)
pairlists.refresh_pairlist() pairlists.refresh_pairlist()
results[curr] = pairlists.whitelist results[curr] = pairlists.whitelist

10
freqtrade/configuration/configuration.py
View File

@ -204,9 +204,9 @@ class Configuration:
def _process_optimize_options(self, config: Dict[str, Any]) -> None: def _process_optimize_options(self, config: Dict[str, Any]) -> None:
# This will override the strategy configuration # This will override the strategy configuration
self._args_to_config(config, argname='ticker_interval', self._args_to_config(config, argname='timeframe',
logstring='Parameter -i/--ticker-interval detected ... ' logstring='Parameter -i/--timeframe detected ... '
'Using ticker_interval: {} ...') 'Using timeframe: {} ...')
self._args_to_config(config, argname='position_stacking', self._args_to_config(config, argname='position_stacking',
logstring='Parameter --enable-position-stacking detected ...') logstring='Parameter --enable-position-stacking detected ...')
@ -242,8 +242,8 @@ class Configuration:
self._args_to_config(config, argname='strategy_list', self._args_to_config(config, argname='strategy_list',
logstring='Using strategy list of {} strategies', logfun=len) logstring='Using strategy list of {} strategies', logfun=len)
self._args_to_config(config, argname='ticker_interval', self._args_to_config(config, argname='timeframe',
logstring='Overriding ticker interval with Command line argument') logstring='Overriding timeframe with Command line argument')
self._args_to_config(config, argname='export', self._args_to_config(config, argname='export',
logstring='Parameter --export detected: {} ...') logstring='Parameter --export detected: {} ...')

8
freqtrade/configuration/deprecated_settings.py
View File

@ -60,10 +60,16 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
if (config.get('edge', {}).get('enabled', False) if (config.get('edge', {}).get('enabled', False)
and 'capital_available_percentage' in config.get('edge', {})): and 'capital_available_percentage' in config.get('edge', {})):
logger.warning( raise OperationalException(
"DEPRECATED: " "DEPRECATED: "
"Using 'edge.capital_available_percentage' has been deprecated in favor of " "Using 'edge.capital_available_percentage' has been deprecated in favor of "
"'tradable_balance_ratio'. Please migrate your configuration to " "'tradable_balance_ratio'. Please migrate your configuration to "
"'tradable_balance_ratio' and remove 'capital_available_percentage' " "'tradable_balance_ratio' and remove 'capital_available_percentage' "
"from the edge configuration." "from the edge configuration."
) )
if 'ticker_interval' in config:
logger.warning(
"DEPRECATED: "
"Please use 'timeframe' instead of 'ticker_interval."
)
config['timeframe'] = config['ticker_interval']

5
freqtrade/constants.py
View File

@ -71,7 +71,7 @@ CONF_SCHEMA = {
'type': 'object', 'type': 'object',
'properties': { 'properties': {
'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1}, 'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
'ticker_interval': {'type': 'string'}, 'timeframe': {'type': 'string'},
'stake_currency': {'type': 'string'}, 'stake_currency': {'type': 'string'},
'stake_amount': { 'stake_amount': {
'type': ['number', 'string'], 'type': ['number', 'string'],
@ -221,6 +221,7 @@ CONF_SCHEMA = {
}, },
'username': {'type': 'string'}, 'username': {'type': 'string'},
'password': {'type': 'string'}, 'password': {'type': 'string'},
'verbosity': {'type': 'string', 'enum': ['error', 'info']},
}, },
'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password'] 'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
}, },
@ -286,7 +287,6 @@ CONF_SCHEMA = {
'process_throttle_secs': {'type': 'integer', 'minimum': 600}, 'process_throttle_secs': {'type': 'integer', 'minimum': 600},
'calculate_since_number_of_days': {'type': 'integer'}, 'calculate_since_number_of_days': {'type': 'integer'},
'allowed_risk': {'type': 'number'}, 'allowed_risk': {'type': 'number'},
'capital_available_percentage': {'type': 'number'},
'stoploss_range_min': {'type': 'number'}, 'stoploss_range_min': {'type': 'number'},
'stoploss_range_max': {'type': 'number'}, 'stoploss_range_max': {'type': 'number'},
'stoploss_range_step': {'type': 'number'}, 'stoploss_range_step': {'type': 'number'},
@ -303,6 +303,7 @@ CONF_SCHEMA = {
SCHEMA_TRADE_REQUIRED = [ SCHEMA_TRADE_REQUIRED = [
'exchange', 'exchange',
'timeframe',
'max_open_trades', 'max_open_trades',
'stake_currency', 'stake_currency',
'stake_amount', 'stake_amount',

19
freqtrade/data/btanalysis.py
View File

@ -16,7 +16,7 @@ from freqtrade.persistence import Trade
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
# must align with columns in backtest.py # must align with columns in backtest.py
BT_DATA_COLUMNS = ["pair", "profitperc", "open_time", "close_time", "index", "duration", BT_DATA_COLUMNS = ["pair", "profit_percent", "open_time", "close_time", "index", "duration",
"open_rate", "close_rate", "open_at_end", "sell_reason"] "open_rate", "close_rate", "open_at_end", "sell_reason"]
@ -99,11 +99,11 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS) trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
persistence.init(db_url, clean_open_orders=False) persistence.init(db_url, clean_open_orders=False)
columns = ["pair", "open_time", "close_time", "profit", "profitperc", columns = ["pair", "open_time", "close_time", "profit", "profit_percent",
"open_rate", "close_rate", "amount", "duration", "sell_reason", "open_rate", "close_rate", "amount", "duration", "sell_reason",
"fee_open", "fee_close", "open_rate_requested", "close_rate_requested", "fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
"stake_amount", "max_rate", "min_rate", "id", "exchange", "stake_amount", "max_rate", "min_rate", "id", "exchange",
"stop_loss", "initial_stop_loss", "strategy", "ticker_interval"] "stop_loss", "initial_stop_loss", "strategy", "timeframe"]
trades = pd.DataFrame([(t.pair, trades = pd.DataFrame([(t.pair,
t.open_date.replace(tzinfo=timezone.utc), t.open_date.replace(tzinfo=timezone.utc),
@ -121,7 +121,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
t.min_rate, t.min_rate,
t.id, t.exchange, t.id, t.exchange,
t.stop_loss, t.initial_stop_loss, t.stop_loss, t.initial_stop_loss,
t.strategy, t.ticker_interval t.strategy, t.timeframe
) )
for t in Trade.get_trades().all()], for t in Trade.get_trades().all()],
columns=columns) columns=columns)
@ -190,7 +190,7 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
""" """
Adds a column `col_name` with the cumulative profit for the given trades array. Adds a column `col_name` with the cumulative profit for the given trades array.
:param df: DataFrame with date index :param df: DataFrame with date index
:param trades: DataFrame containing trades (requires columns close_time and profitperc) :param trades: DataFrame containing trades (requires columns close_time and profit_percent)
:param col_name: Column name that will be assigned the results :param col_name: Column name that will be assigned the results
:param timeframe: Timeframe used during the operations :param timeframe: Timeframe used during the operations
:return: Returns df with one additional column, col_name, containing the cumulative profit. :return: Returns df with one additional column, col_name, containing the cumulative profit.
@ -201,7 +201,8 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange import timeframe_to_minutes
timeframe_minutes = timeframe_to_minutes(timeframe) timeframe_minutes = timeframe_to_minutes(timeframe)
# Resample to timeframe to make sure trades match candles # Resample to timeframe to make sure trades match candles
_trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time')[['profitperc']].sum() _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time'
)[['profit_percent']].sum()
df.loc[:, col_name] = _trades_sum.cumsum() df.loc[:, col_name] = _trades_sum.cumsum()
# Set first value to 0 # Set first value to 0
df.loc[df.iloc[0].name, col_name] = 0 df.loc[df.iloc[0].name, col_name] = 0
@ -211,13 +212,13 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time', def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time',
value_col: str = 'profitperc' value_col: str = 'profit_percent'
) -> Tuple[float, pd.Timestamp, pd.Timestamp]: ) -> Tuple[float, pd.Timestamp, pd.Timestamp]:
""" """
Calculate max drawdown and the corresponding close dates Calculate max drawdown and the corresponding close dates
:param trades: DataFrame containing trades (requires columns close_time and profitperc) :param trades: DataFrame containing trades (requires columns close_time and profit_percent)
:param date_col: Column in DataFrame to use for dates (defaults to 'close_time') :param date_col: Column in DataFrame to use for dates (defaults to 'close_time')
:param value_col: Column in DataFrame to use for values (defaults to 'profitperc') :param value_col: Column in DataFrame to use for values (defaults to 'profit_percent')
:return: Tuple (float, highdate, lowdate) with absolute max drawdown, high and low time :return: Tuple (float, highdate, lowdate) with absolute max drawdown, high and low time
:raise: ValueError if trade-dataframe was found empty. :raise: ValueError if trade-dataframe was found empty.
""" """

6
freqtrade/data/converter.py
View File

@ -197,7 +197,7 @@ def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame:
df_new['date'] = df_new.index df_new['date'] = df_new.index
# Drop 0 volume rows # Drop 0 volume rows
df_new = df_new.dropna() df_new = df_new.dropna()
return df_new[DEFAULT_DATAFRAME_COLUMNS] return df_new.loc[:, DEFAULT_DATAFRAME_COLUMNS]
def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool): def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool):
@ -236,12 +236,12 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
from freqtrade.data.history.idatahandler import get_datahandler from freqtrade.data.history.idatahandler import get_datahandler
src = get_datahandler(config['datadir'], convert_from) src = get_datahandler(config['datadir'], convert_from)
trg = get_datahandler(config['datadir'], convert_to) trg = get_datahandler(config['datadir'], convert_to)
timeframes = config.get('timeframes', [config.get('ticker_interval')]) timeframes = config.get('timeframes', [config.get('timeframe')])
logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}") logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}")
if 'pairs' not in config: if 'pairs' not in config:
config['pairs'] = [] config['pairs'] = []
# Check timeframes or fall back to ticker_interval. # Check timeframes or fall back to timeframe.
for timeframe in timeframes: for timeframe in timeframes:
config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'], config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'],
timeframe)) timeframe))

4
freqtrade/data/dataprovider.py
View File

@ -55,7 +55,7 @@ class DataProvider:
Use False only for read-only operations (where the dataframe is not modified) Use False only for read-only operations (where the dataframe is not modified)
""" """
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE): if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
return self._exchange.klines((pair, timeframe or self._config['ticker_interval']), return self._exchange.klines((pair, timeframe or self._config['timeframe']),
copy=copy) copy=copy)
else: else:
return DataFrame() return DataFrame()
@ -67,7 +67,7 @@ class DataProvider:
:param timeframe: timeframe to get data for :param timeframe: timeframe to get data for
""" """
return load_pair_history(pair=pair, return load_pair_history(pair=pair,
timeframe=timeframe or self._config['ticker_interval'], timeframe=timeframe or self._config['timeframe'],
datadir=self._config['datadir'] datadir=self._config['datadir']
) )

10
freqtrade/edge/edge_positioning.py
View File

@ -57,9 +57,7 @@ class Edge:
if self.config['stake_amount'] != UNLIMITED_STAKE_AMOUNT: if self.config['stake_amount'] != UNLIMITED_STAKE_AMOUNT:
raise OperationalException('Edge works only with unlimited stake amount') raise OperationalException('Edge works only with unlimited stake amount')
# Deprecated capital_available_percentage. Will use tradable_balance_ratio in the future. self._capital_ratio: float = self.config['tradable_balance_ratio']
self._capital_percentage: float = self.edge_config.get(
'capital_available_percentage', self.config['tradable_balance_ratio'])
self._allowed_risk: float = self.edge_config.get('allowed_risk') self._allowed_risk: float = self.edge_config.get('allowed_risk')
self._since_number_of_days: int = self.edge_config.get('calculate_since_number_of_days', 14) self._since_number_of_days: int = self.edge_config.get('calculate_since_number_of_days', 14)
self._last_updated: int = 0 # Timestamp of pairs last updated time self._last_updated: int = 0 # Timestamp of pairs last updated time
@ -100,14 +98,14 @@ class Edge:
datadir=self.config['datadir'], datadir=self.config['datadir'],
pairs=pairs, pairs=pairs,
exchange=self.exchange, exchange=self.exchange,
timeframe=self.strategy.ticker_interval, timeframe=self.strategy.timeframe,
timerange=self._timerange, timerange=self._timerange,
) )
data = load_data( data = load_data(
datadir=self.config['datadir'], datadir=self.config['datadir'],
pairs=pairs, pairs=pairs,
timeframe=self.strategy.ticker_interval, timeframe=self.strategy.timeframe,
timerange=self._timerange, timerange=self._timerange,
startup_candles=self.strategy.startup_candle_count, startup_candles=self.strategy.startup_candle_count,
data_format=self.config.get('dataformat_ohlcv', 'json'), data_format=self.config.get('dataformat_ohlcv', 'json'),
@ -157,7 +155,7 @@ class Edge:
def stake_amount(self, pair: str, free_capital: float, def stake_amount(self, pair: str, free_capital: float,
total_capital: float, capital_in_trade: float) -> float: total_capital: float, capital_in_trade: float) -> float:
stoploss = self.stoploss(pair) stoploss = self.stoploss(pair)
available_capital = (total_capital + capital_in_trade) * self._capital_percentage available_capital = (total_capital + capital_in_trade) * self._capital_ratio
allowed_capital_at_risk = available_capital * self._allowed_risk allowed_capital_at_risk = available_capital * self._allowed_risk
max_position_size = abs(allowed_capital_at_risk / stoploss) max_position_size = abs(allowed_capital_at_risk / stoploss)
position_size = min(max_position_size, free_capital) position_size = min(max_position_size, free_capital)

34
freqtrade/exchange/exchange.py
View File

@ -79,7 +79,7 @@ class Exchange:
if config['dry_run']: if config['dry_run']:
logger.info('Instance is running with dry_run enabled') logger.info('Instance is running with dry_run enabled')
logger.info(f"Using CCXT {ccxt.__version__}")
exchange_config = config['exchange'] exchange_config = config['exchange']
# Deep merge ft_has with default ft_has options # Deep merge ft_has with default ft_has options
@ -115,7 +115,7 @@ class Exchange:
if validate: if validate:
# Check if timeframe is available # Check if timeframe is available
self.validate_timeframes(config.get('ticker_interval')) self.validate_timeframes(config.get('timeframe'))
# Initial markets load # Initial markets load
self._load_markets() self._load_markets()
@ -190,7 +190,7 @@ class Exchange:
def markets(self) -> Dict: def markets(self) -> Dict:
"""exchange ccxt markets""" """exchange ccxt markets"""
if not self._api.markets: if not self._api.markets:
logger.warning("Markets were not loaded. Loading them now..") logger.info("Markets were not loaded. Loading them now..")
self._load_markets() self._load_markets()
return self._api.markets return self._api.markets
@ -275,8 +275,8 @@ class Exchange:
except ccxt.BaseError as e: except ccxt.BaseError as e:
logger.warning('Unable to initialize markets. Reason: %s', e) logger.warning('Unable to initialize markets. Reason: %s', e)
def _reload_markets(self) -> None: def reload_markets(self) -> None:
"""Reload markets both sync and async, if refresh interval has passed""" """Reload markets both sync and async if refresh interval has passed """
# Check whether markets have to be reloaded # Check whether markets have to be reloaded
if (self._last_markets_refresh > 0) and ( if (self._last_markets_refresh > 0) and (
self._last_markets_refresh + self.markets_refresh_interval self._last_markets_refresh + self.markets_refresh_interval
@ -889,14 +889,19 @@ class Exchange:
Async wrapper handling downloading trades using either time or id based methods. Async wrapper handling downloading trades using either time or id based methods.
""" """
logger.debug(f"_async_get_trade_history(), pair: {pair}, "
f"since: {since}, until: {until}, from_id: {from_id}")
if until is None:
until = ccxt.Exchange.milliseconds()
logger.debug(f"Exchange milliseconds: {until}")
if self._trades_pagination == 'time': if self._trades_pagination == 'time':
return await self._async_get_trade_history_time( return await self._async_get_trade_history_time(
pair=pair, since=since, pair=pair, since=since, until=until)
until=until or ccxt.Exchange.milliseconds())
elif self._trades_pagination == 'id': elif self._trades_pagination == 'id':
return await self._async_get_trade_history_id( return await self._async_get_trade_history_id(
pair=pair, since=since, pair=pair, since=since, until=until, from_id=from_id
until=until or ccxt.Exchange.milliseconds(), from_id=from_id
) )
else: else:
raise OperationalException(f"Exchange {self.name} does use neither time, " raise OperationalException(f"Exchange {self.name} does use neither time, "
@ -947,6 +952,9 @@ class Exchange:
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) from e raise OperationalException(e) from e
# Assign method to get_stoploss_order to allow easy overriding in other classes
cancel_stoploss_order = cancel_order
def is_cancel_order_result_suitable(self, corder) -> bool: def is_cancel_order_result_suitable(self, corder) -> bool:
if not isinstance(corder, dict): if not isinstance(corder, dict):
return False return False
@ -999,6 +1007,9 @@ class Exchange:
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) from e raise OperationalException(e) from e
# Assign method to get_stoploss_order to allow easy overriding in other classes
get_stoploss_order = get_order
@retrier @retrier
def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict: def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
""" """
@ -1104,9 +1115,12 @@ class Exchange:
order['fee']['cost'] / safe_value_fallback(order, order, 'filled', 'amount'), 8) order['fee']['cost'] / safe_value_fallback(order, order, 'filled', 'amount'), 8)
elif fee_curr in self.get_pair_quote_currency(order['symbol']): elif fee_curr in self.get_pair_quote_currency(order['symbol']):
# Quote currency - divide by cost # Quote currency - divide by cost
return round(order['fee']['cost'] / order['cost'], 8) return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
else: else:
# If Fee currency is a different currency # If Fee currency is a different currency
if not order['cost']:
# If cost is None or 0.0 -> falsy, return None
return None
try: try:
comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency']) comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency'])
tick = self.fetch_ticker(comb) tick = self.fetch_ticker(comb)

104
freqtrade/exchange/ftx.py
View File

@ -2,7 +2,12 @@
import logging import logging
from typing import Dict from typing import Dict
import ccxt
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exchange import Exchange from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -10,5 +15,104 @@ logger = logging.getLogger(__name__)
class Ftx(Exchange): class Ftx(Exchange):
_ft_has: Dict = { _ft_has: Dict = {
"stoploss_on_exchange": True,
"ohlcv_candle_limit": 1500, "ohlcv_candle_limit": 1500,
} }
def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
return order['type'] == 'stop' and stop_loss > float(order['price'])
def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
"""
Creates a stoploss order.
depending on order_types.stoploss configuration, uses 'market' or limit order.
Limit orders are defined by having orderPrice set, otherwise a market order is used.
"""
limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
limit_rate = stop_price * limit_price_pct
ordertype = "stop"
stop_price = self.price_to_precision(pair, stop_price)
if self._config['dry_run']:
dry_order = self.dry_run_order(
pair, ordertype, "sell", amount, stop_price)
return dry_order
try:
params = self._params.copy()
if order_types.get('stoploss', 'market') == 'limit':
# set orderPrice to place limit order, otherwise it's a market order
params['orderPrice'] = limit_rate
amount = self.amount_to_precision(pair, amount)
order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
amount=amount, price=stop_price, params=params)
logger.info('stoploss order added for %s. '
'stop price: %s.', pair, stop_price)
return order
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create {ordertype} sell order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Could not create {ordertype} sell order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
def get_stoploss_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
try:
order = self._dry_run_open_orders[order_id]
return order
except KeyError as e:
# Gracefully handle errors with dry-run orders.
raise InvalidOrderException(
f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
try:
orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
order = [order for order in orders if order['id'] == order_id]
if len(order) == 1:
return order[0]
else:
raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
return {}
try:
return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Could not cancel order. Message: {e}') from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e

36
freqtrade/freqtradebot.py
View File

@ -139,8 +139,8 @@ class FreqtradeBot:
:return: True if one or more trades has been created or closed, False otherwise :return: True if one or more trades has been created or closed, False otherwise
""" """
# Check whether markets have to be reloaded # Check whether markets have to be reloaded and reload them when it's needed
self.exchange._reload_markets() self.exchange.reload_markets()
# Query trades from persistence layer # Query trades from persistence layer
trades = Trade.get_open_trades() trades = Trade.get_open_trades()
@ -421,8 +421,8 @@ class FreqtradeBot:
# running get_signal on historical data fetched # running get_signal on historical data fetched
(buy, sell) = self.strategy.get_signal( (buy, sell) = self.strategy.get_signal(
pair, self.strategy.ticker_interval, pair, self.strategy.timeframe,
self.dataprovider.ohlcv(pair, self.strategy.ticker_interval)) self.dataprovider.ohlcv(pair, self.strategy.timeframe))
if buy and not sell: if buy and not sell:
stake_amount = self.get_trade_stake_amount(pair) stake_amount = self.get_trade_stake_amount(pair)
@ -547,7 +547,7 @@ class FreqtradeBot:
exchange=self.exchange.id, exchange=self.exchange.id,
open_order_id=order_id, open_order_id=order_id,
strategy=self.strategy.get_strategy_name(), strategy=self.strategy.get_strategy_name(),
ticker_interval=timeframe_to_minutes(self.config['ticker_interval']) timeframe=timeframe_to_minutes(self.config['timeframe'])
) )
# Update fees if order is closed # Update fees if order is closed
@ -676,6 +676,8 @@ class FreqtradeBot:
raise PricingError from e raise PricingError from e
else: else:
rate = self.exchange.fetch_ticker(pair)[ask_strategy['price_side']] rate = self.exchange.fetch_ticker(pair)[ask_strategy['price_side']]
if rate is None:
raise PricingError(f"Sell-Rate for {pair} was empty.")
self._sell_rate_cache[pair] = rate self._sell_rate_cache[pair] = rate
return rate return rate
@ -696,14 +698,13 @@ class FreqtradeBot:
if (config_ask_strategy.get('use_sell_signal', True) or if (config_ask_strategy.get('use_sell_signal', True) or
config_ask_strategy.get('ignore_roi_if_buy_signal', False)): config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
(buy, sell) = self.strategy.get_signal( (buy, sell) = self.strategy.get_signal(
trade.pair, self.strategy.ticker_interval, trade.pair, self.strategy.timeframe,
self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval)) self.dataprovider.ohlcv(trade.pair, self.strategy.timeframe))
if config_ask_strategy.get('use_order_book', False): if config_ask_strategy.get('use_order_book', False):
# logger.debug('Order book %s',orderBook)
order_book_min = config_ask_strategy.get('order_book_min', 1) order_book_min = config_ask_strategy.get('order_book_min', 1)
order_book_max = config_ask_strategy.get('order_book_max', 1) order_book_max = config_ask_strategy.get('order_book_max', 1)
logger.info(f'Using order book between {order_book_min} and {order_book_max} ' logger.debug(f'Using order book between {order_book_min} and {order_book_max} '
f'for selling {trade.pair}...') f'for selling {trade.pair}...')
order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s", order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s",
@ -719,6 +720,9 @@ class FreqtradeBot:
raise PricingError from e raise PricingError from e
logger.debug(f" order book {config_ask_strategy['price_side']} top {i}: " logger.debug(f" order book {config_ask_strategy['price_side']} top {i}: "
f"{sell_rate:0.8f}") f"{sell_rate:0.8f}")
# Assign sell-rate to cache - otherwise sell-rate is never updated in the cache,
# resulting in outdated RPC messages
self._sell_rate_cache[trade.pair] = sell_rate
if self._check_and_execute_sell(trade, sell_rate, buy, sell): if self._check_and_execute_sell(trade, sell_rate, buy, sell):
return True return True
@ -769,18 +773,18 @@ class FreqtradeBot:
try: try:
# First we check if there is already a stoploss on exchange # First we check if there is already a stoploss on exchange
stoploss_order = self.exchange.get_order(trade.stoploss_order_id, trade.pair) \ stoploss_order = self.exchange.get_stoploss_order(trade.stoploss_order_id, trade.pair) \
if trade.stoploss_order_id else None if trade.stoploss_order_id else None
except InvalidOrderException as exception: except InvalidOrderException as exception:
logger.warning('Unable to fetch stoploss order: %s', exception) logger.warning('Unable to fetch stoploss order: %s', exception)
# We check if stoploss order is fulfilled # We check if stoploss order is fulfilled
if stoploss_order and stoploss_order['status'] == 'closed': if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
self.update_trade_state(trade, stoploss_order, sl_order=True) self.update_trade_state(trade, stoploss_order, sl_order=True)
# Lock pair for one candle to prevent immediate rebuys # Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair, self.strategy.lock_pair(trade.pair,
timeframe_to_next_date(self.config['ticker_interval'])) timeframe_to_next_date(self.config['timeframe']))
self._notify_sell(trade, "stoploss") self._notify_sell(trade, "stoploss")
return True return True
@ -802,7 +806,7 @@ class FreqtradeBot:
return False return False
# If stoploss order is canceled for some reason we add it # If stoploss order is canceled for some reason we add it
if stoploss_order and stoploss_order['status'] == 'canceled': if stoploss_order and stoploss_order['status'] in ('canceled', 'cancelled'):
if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss, if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss,
rate=trade.stop_loss): rate=trade.stop_loss):
return False return False
@ -835,7 +839,7 @@ class FreqtradeBot:
logger.info('Trailing stoploss: cancelling current stoploss on exchange (id:{%s}) ' logger.info('Trailing stoploss: cancelling current stoploss on exchange (id:{%s}) '
'in order to add another one ...', order['id']) 'in order to add another one ...', order['id'])
try: try:
self.exchange.cancel_order(order['id'], trade.pair) self.exchange.cancel_stoploss_order(order['id'], trade.pair)
except InvalidOrderException: except InvalidOrderException:
logger.exception(f"Could not cancel stoploss order {order['id']} " logger.exception(f"Could not cancel stoploss order {order['id']} "
f"for pair {trade.pair}") f"for pair {trade.pair}")
@ -1063,7 +1067,7 @@ class FreqtradeBot:
# First cancelling stoploss on exchange ... # First cancelling stoploss on exchange ...
if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id: if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
try: try:
self.exchange.cancel_order(trade.stoploss_order_id, trade.pair) self.exchange.cancel_stoploss_order(trade.stoploss_order_id, trade.pair)
except InvalidOrderException: except InvalidOrderException:
logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}") logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
@ -1090,7 +1094,7 @@ class FreqtradeBot:
Trade.session.flush() Trade.session.flush()
# Lock pair for one candle to prevent immediate rebuys # Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['ticker_interval'])) self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']))
self._notify_sell(trade, order_type) self._notify_sell(trade, order_type)

8
freqtrade/loggers.py
View File

@ -11,7 +11,7 @@ from freqtrade.exceptions import OperationalException
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
def _set_loggers(verbosity: int = 0) -> None: def _set_loggers(verbosity: int = 0, api_verbosity: str = 'info') -> None:
""" """
Set the logging level for third party libraries Set the logging level for third party libraries
:return: None :return: None
@ -28,6 +28,10 @@ def _set_loggers(verbosity: int = 0) -> None:
) )
logging.getLogger('telegram').setLevel(logging.INFO) logging.getLogger('telegram').setLevel(logging.INFO)
logging.getLogger('werkzeug').setLevel(
logging.ERROR if api_verbosity == 'error' else logging.INFO
)
def setup_logging(config: Dict[str, Any]) -> None: def setup_logging(config: Dict[str, Any]) -> None:
""" """
@ -77,5 +81,5 @@ def setup_logging(config: Dict[str, Any]) -> None:
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s', format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
handlers=log_handlers handlers=log_handlers
) )
_set_loggers(verbosity) _set_loggers(verbosity, config.get('api_server', {}).get('verbosity', 'info'))
logger.info('Verbosity set to %s', verbosity) logger.info('Verbosity set to %s', verbosity)

12
freqtrade/optimize/backtesting.py
View File

@ -18,7 +18,8 @@ from freqtrade.data.converter import trim_dataframe
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.optimize.optimize_reports import (show_backtest_results, from freqtrade.optimize.optimize_reports import (generate_backtest_stats,
show_backtest_results,
store_backtest_result) store_backtest_result)
from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.pairlist.pairlistmanager import PairListManager
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
@ -94,10 +95,10 @@ class Backtesting:
self.strategylist.append(StrategyResolver.load_strategy(self.config)) self.strategylist.append(StrategyResolver.load_strategy(self.config))
validate_config_consistency(self.config) validate_config_consistency(self.config)
if "ticker_interval" not in self.config: if "timeframe" not in self.config:
raise OperationalException("Timeframe (ticker interval) needs to be set in either " raise OperationalException("Timeframe (ticker interval) needs to be set in either "
"configuration or as cli argument `--ticker-interval 5m`") "configuration or as cli argument `--timeframe 5m`")
self.timeframe = str(self.config.get('ticker_interval')) self.timeframe = str(self.config.get('timeframe'))
self.timeframe_min = timeframe_to_minutes(self.timeframe) self.timeframe_min = timeframe_to_minutes(self.timeframe)
# Get maximum required startup period # Get maximum required startup period
@ -411,4 +412,5 @@ class Backtesting:
if self.config.get('export', False): if self.config.get('export', False):
store_backtest_result(self.config['exportfilename'], all_results) store_backtest_result(self.config['exportfilename'], all_results)
# Show backtest results # Show backtest results
show_backtest_results(self.config, data, all_results) stats = generate_backtest_stats(self.config, data, all_results)
show_backtest_results(self.config, stats)

4
freqtrade/optimize/default_hyperopt_loss.py
View File

@ -42,8 +42,8 @@ class DefaultHyperOptLoss(IHyperOptLoss):
* 0.25: Avoiding trade loss * 0.25: Avoiding trade loss
* 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
""" """
total_profit = results.profit_percent.sum() total_profit = results['profit_percent'].sum()
trade_duration = results.trade_duration.mean() trade_duration = results['trade_duration'].mean()
trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8) trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT) profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)

24
freqtrade/optimize/hyperopt.py
View File

@ -13,7 +13,7 @@ from collections import OrderedDict
from math import ceil from math import ceil
from operator import itemgetter from operator import itemgetter
from pathlib import Path from pathlib import Path
from pprint import pprint from pprint import pformat
from typing import Any, Dict, List, Optional from typing import Any, Dict, List, Optional
import progressbar import progressbar
@ -231,6 +231,9 @@ class Hyperopt:
if space in ['buy', 'sell']: if space in ['buy', 'sell']:
result_dict.setdefault('params', {}).update(space_params) result_dict.setdefault('params', {}).update(space_params)
elif space == 'roi': elif space == 'roi':
# TODO: get rid of OrderedDict when support for python 3.6 will be
# dropped (dicts keep the order as the language feature)
# Convert keys in min_roi dict to strings because # Convert keys in min_roi dict to strings because
# rapidjson cannot dump dicts with integer keys... # rapidjson cannot dump dicts with integer keys...
# OrderedDict is used to keep the numeric order of the items # OrderedDict is used to keep the numeric order of the items
@ -245,11 +248,24 @@ class Hyperopt:
def _params_pretty_print(params, space: str, header: str) -> None: def _params_pretty_print(params, space: str, header: str) -> None:
if space in params: if space in params:
space_params = Hyperopt._space_params(params, space, 5) space_params = Hyperopt._space_params(params, space, 5)
params_result = f"\n# {header}\n"
if space == 'stoploss': if space == 'stoploss':
print(header, space_params.get('stoploss')) params_result += f"stoploss = {space_params.get('stoploss')}"
elif space == 'roi':
# TODO: get rid of OrderedDict when support for python 3.6 will be
# dropped (dicts keep the order as the language feature)
minimal_roi_result = rapidjson.dumps(
OrderedDict(
(str(k), v) for k, v in space_params.items()
),
default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
params_result += f"minimal_roi = {minimal_roi_result}"
else: else:
print(header) params_result += f"{space}_params = {pformat(space_params, indent=4)}"
pprint(space_params, indent=4) params_result = params_result.replace("}", "\n}").replace("{", "{\n ")
params_result = params_result.replace("\n", "\n ")
print(params_result)
@staticmethod @staticmethod
def _space_params(params, space: str, r: int = None) -> Dict: def _space_params(params, space: str, r: int = None) -> Dict:

11
freqtrade/optimize/hyperopt_interface.py
View File

@ -31,13 +31,15 @@ class IHyperOpt(ABC):
Class attributes you can use: Class attributes you can use:
ticker_interval -> int: value of the ticker interval to use for the strategy ticker_interval -> int: value of the ticker interval to use for the strategy
""" """
ticker_interval: str ticker_interval: str # DEPRECATED
timeframe: str
def __init__(self, config: dict) -> None: def __init__(self, config: dict) -> None:
self.config = config self.config = config
# Assign ticker_interval to be used in hyperopt # Assign ticker_interval to be used in hyperopt
IHyperOpt.ticker_interval = str(config['ticker_interval']) IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECATED
IHyperOpt.timeframe = str(config['timeframe'])
@staticmethod @staticmethod
def buy_strategy_generator(params: Dict[str, Any]) -> Callable: def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
@ -218,9 +220,10 @@ class IHyperOpt(ABC):
# Why do I still need such shamanic mantras in modern python? # Why do I still need such shamanic mantras in modern python?
def __getstate__(self): def __getstate__(self):
state = self.__dict__.copy() state = self.__dict__.copy()
state['ticker_interval'] = self.ticker_interval state['timeframe'] = self.timeframe
return state return state
def __setstate__(self, state): def __setstate__(self, state):
self.__dict__.update(state) self.__dict__.update(state)
IHyperOpt.ticker_interval = state['ticker_interval'] IHyperOpt.ticker_interval = state['timeframe']
IHyperOpt.timeframe = state['timeframe']

2
freqtrade/optimize/hyperopt_loss_interface.py
View File

@ -14,7 +14,7 @@ class IHyperOptLoss(ABC):
Interface for freqtrade hyperopt Loss functions. Interface for freqtrade hyperopt Loss functions.
Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.) Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
""" """
ticker_interval: str timeframe: str
@staticmethod @staticmethod
@abstractmethod @abstractmethod

2
freqtrade/optimize/hyperopt_loss_onlyprofit.py
View File

@ -34,5 +34,5 @@ class OnlyProfitHyperOptLoss(IHyperOptLoss):
""" """
Objective function, returns smaller number for better results. Objective function, returns smaller number for better results.
""" """
total_profit = results.profit_percent.sum() total_profit = results['profit_percent'].sum()
return 1 - total_profit / EXPECTED_MAX_PROFIT return 1 - total_profit / EXPECTED_MAX_PROFIT

234
freqtrade/optimize/optimize_reports.py
View File

@ -18,10 +18,7 @@ def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame
:param all_results: Dict of Dataframes, one results dataframe per strategy :param all_results: Dict of Dataframes, one results dataframe per strategy
""" """
for strategy, results in all_results.items(): for strategy, results in all_results.items():
records = [(t.pair, t.profit_percent, t.open_time.timestamp(), records = backtest_result_to_list(results)
t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value)
for index, t in results.iterrows()]
if records: if records:
filename = recordfilename filename = recordfilename
@ -34,6 +31,18 @@ def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame
file_dump_json(filename, records) file_dump_json(filename, records)
def backtest_result_to_list(results: DataFrame) -> List[List]:
"""
Converts a list of Backtest-results to list
:param results: Dataframe containing results for one strategy
:return: List of Lists containing the trades
"""
return [[t.pair, t.profit_percent, t.open_time.timestamp(),
t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value]
for index, t in results.iterrows()]
def _get_line_floatfmt() -> List[str]: def _get_line_floatfmt() -> List[str]:
""" """
Generate floatformat (goes in line with _generate_result_line()) Generate floatformat (goes in line with _generate_result_line())
@ -56,25 +65,25 @@ def _generate_result_line(result: DataFrame, max_open_trades: int, first_column:
""" """
return { return {
'key': first_column, 'key': first_column,
'trades': len(result.index), 'trades': len(result),
'profit_mean': result.profit_percent.mean(), 'profit_mean': result['profit_percent'].mean(),
'profit_mean_pct': result.profit_percent.mean() * 100.0, 'profit_mean_pct': result['profit_percent'].mean() * 100.0,
'profit_sum': result.profit_percent.sum(), 'profit_sum': result['profit_percent'].sum(),
'profit_sum_pct': result.profit_percent.sum() * 100.0, 'profit_sum_pct': result['profit_percent'].sum() * 100.0,
'profit_total_abs': result.profit_abs.sum(), 'profit_total_abs': result['profit_abs'].sum(),
'profit_total_pct': result.profit_percent.sum() * 100.0 / max_open_trades, 'profit_total_pct': result['profit_percent'].sum() * 100.0 / max_open_trades,
'duration_avg': str(timedelta( 'duration_avg': str(timedelta(
minutes=round(result.trade_duration.mean())) minutes=round(result['trade_duration'].mean()))
) if not result.empty else '0:00', ) if not result.empty else '0:00',
# 'duration_max': str(timedelta( # 'duration_max': str(timedelta(
# minutes=round(result.trade_duration.max())) # minutes=round(result['trade_duration'].max()))
# ) if not result.empty else '0:00', # ) if not result.empty else '0:00',
# 'duration_min': str(timedelta( # 'duration_min': str(timedelta(
# minutes=round(result.trade_duration.min())) # minutes=round(result['trade_duration'].min()))
# ) if not result.empty else '0:00', # ) if not result.empty else '0:00',
'wins': len(result[result.profit_abs > 0]), 'wins': len(result[result['profit_abs'] > 0]),
'draws': len(result[result.profit_abs == 0]), 'draws': len(result[result['profit_abs'] == 0]),
'losses': len(result[result.profit_abs < 0]), 'losses': len(result[result['profit_abs'] < 0]),
} }
@ -93,8 +102,8 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_t
tabular_data = [] tabular_data = []
for pair in data: for pair in data:
result = results[results.pair == pair] result = results[results['pair'] == pair]
if skip_nan and result.profit_abs.isnull().all(): if skip_nan and result['profit_abs'].isnull().all():
continue continue
tabular_data.append(_generate_result_line(result, max_open_trades, pair)) tabular_data.append(_generate_result_line(result, max_open_trades, pair))
@ -104,25 +113,6 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_t
return tabular_data return tabular_data
def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
"""
Generates and returns a text table for the given backtest data and the results dataframe
:param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
:param stake_currency: stake-currency - used to correctly name headers
:return: pretty printed table with tabulate as string
"""
headers = _get_line_header('Pair', stake_currency)
floatfmt = _get_line_floatfmt()
output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
] for t in pair_results]
# Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(output, headers=headers,
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore
def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]: def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
""" """
Generate small table outlining Backtest results Generate small table outlining Backtest results
@ -157,33 +147,6 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
return tabular_data return tabular_data
def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]],
stake_currency: str) -> str:
"""
Generate small table outlining Backtest results
:param sell_reason_stats: Sell reason metrics
:param stake_currency: Stakecurrency used
:return: pretty printed table with tabulate as string
"""
headers = [
'Sell Reason',
'Sells',
'Wins',
'Draws',
'Losses',
'Avg Profit %',
'Cum Profit %',
f'Tot Profit {stake_currency}',
'Tot Profit %',
]
output = [[
t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'],
] for t in sell_reason_stats]
return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
def generate_strategy_metrics(stake_currency: str, max_open_trades: int, def generate_strategy_metrics(stake_currency: str, max_open_trades: int,
all_results: Dict) -> List[Dict]: all_results: Dict) -> List[Dict]:
""" """
@ -200,26 +163,6 @@ def generate_strategy_metrics(stake_currency: str, max_open_trades: int,
return tabular_data return tabular_data
def generate_text_table_strategy(strategy_results, stake_currency: str) -> str:
"""
Generate summary table per strategy
:param stake_currency: stake-currency - used to correctly name headers
:param max_open_trades: Maximum allowed open trades used for backtest
:param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies
:return: pretty printed table with tabulate as string
"""
floatfmt = _get_line_floatfmt()
headers = _get_line_header('Strategy', stake_currency)
output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
] for t in strategy_results]
# Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(output, headers=headers,
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore
def generate_edge_table(results: dict) -> str: def generate_edge_table(results: dict) -> str:
floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', 'd', 'd') floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', 'd', 'd')
@ -246,12 +189,20 @@ def generate_edge_table(results: dict) -> str:
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore
def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame], def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
all_results: Dict[str, DataFrame]): all_results: Dict[str, DataFrame]) -> Dict[str, Any]:
"""
:param config: Configuration object used for backtest
:param btdata: Backtest data
:param all_results: backtest result - dictionary with { Strategy: results}.
:return:
Dictionary containing results per strategy and a stratgy summary.
"""
stake_currency = config['stake_currency'] stake_currency = config['stake_currency']
max_open_trades = config['max_open_trades'] max_open_trades = config['max_open_trades']
result: Dict[str, Any] = {'strategy': {}}
for strategy, results in all_results.items(): for strategy, results in all_results.items():
pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency, pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
max_open_trades=max_open_trades, max_open_trades=max_open_trades,
results=results, skip_nan=False) results=results, skip_nan=False)
@ -261,21 +212,111 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
max_open_trades=max_open_trades, max_open_trades=max_open_trades,
results=results.loc[results['open_at_end']], results=results.loc[results['open_at_end']],
skip_nan=True) skip_nan=True)
strat_stats = {
'trades': backtest_result_to_list(results),
'results_per_pair': pair_results,
'sell_reason_summary': sell_reason_stats,
'left_open_trades': left_open_results,
}
result['strategy'][strategy] = strat_stats
strategy_results = generate_strategy_metrics(stake_currency=stake_currency,
max_open_trades=max_open_trades,
all_results=all_results)
result['strategy_comparison'] = strategy_results
return result
###
# Start output section
###
def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
"""
Generates and returns a text table for the given backtest data and the results dataframe
:param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
:param stake_currency: stake-currency - used to correctly name headers
:return: pretty printed table with tabulate as string
"""
headers = _get_line_header('Pair', stake_currency)
floatfmt = _get_line_floatfmt()
output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
] for t in pair_results]
# Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(output, headers=headers,
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str:
"""
Generate small table outlining Backtest results
:param sell_reason_stats: Sell reason metrics
:param stake_currency: Stakecurrency used
:return: pretty printed table with tabulate as string
"""
headers = [
'Sell Reason',
'Sells',
'Wins',
'Draws',
'Losses',
'Avg Profit %',
'Cum Profit %',
f'Tot Profit {stake_currency}',
'Tot Profit %',
]
output = [[
t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'],
] for t in sell_reason_stats]
return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
def text_table_strategy(strategy_results, stake_currency: str) -> str:
"""
Generate summary table per strategy
:param stake_currency: stake-currency - used to correctly name headers
:param max_open_trades: Maximum allowed open trades used for backtest
:param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies
:return: pretty printed table with tabulate as string
"""
floatfmt = _get_line_floatfmt()
headers = _get_line_header('Strategy', stake_currency)
output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
] for t in strategy_results]
# Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(output, headers=headers,
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
def show_backtest_results(config: Dict, backtest_stats: Dict):
stake_currency = config['stake_currency']
for strategy, results in backtest_stats['strategy'].items():
# Print results # Print results
print(f"Result for strategy {strategy}") print(f"Result for strategy {strategy}")
table = generate_text_table(pair_results, stake_currency=stake_currency) table = text_table_bt_results(results['results_per_pair'], stake_currency=stake_currency)
if isinstance(table, str): if isinstance(table, str):
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '=')) print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table) print(table)
table = generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats, table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
stake_currency=stake_currency, stake_currency=stake_currency)
)
if isinstance(table, str): if isinstance(table, str):
print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '=')) print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
print(table) print(table)
table = generate_text_table(left_open_results, stake_currency=stake_currency) table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
if isinstance(table, str): if isinstance(table, str):
print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '=')) print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
print(table) print(table)
@ -283,13 +324,10 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
print('=' * len(table.splitlines()[0])) print('=' * len(table.splitlines()[0]))
print() print()
if len(all_results) > 1: if len(backtest_stats['strategy']) > 1:
# Print Strategy summary table # Print Strategy summary table
strategy_results = generate_strategy_metrics(stake_currency=stake_currency,
max_open_trades=max_open_trades,
all_results=all_results)
table = generate_text_table_strategy(strategy_results, stake_currency) table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '=')) print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
print(table) print(table)
print('=' * len(table.splitlines()[0])) print('=' * len(table.splitlines()[0]))

3
freqtrade/pairlist/IPairList.py
View File

@ -150,6 +150,9 @@ class IPairList(ABC):
black_listed black_listed
""" """
markets = self._exchange.markets markets = self._exchange.markets
if not markets:
raise OperationalException(
'Markets not loaded. Make sure that exchange is initialized correctly.')
sanitized_whitelist: List[str] = [] sanitized_whitelist: List[str] = []
for pair in pairlist: for pair in pairlist:

4
freqtrade/pairlist/pairlistmanager.py
View File

@ -131,6 +131,6 @@ class PairListManager():
def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes: def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
""" """
Create list of pair tuples with (pair, ticker_interval) Create list of pair tuples with (pair, timeframe)
""" """
return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs] return [(pair, timeframe or self._config['timeframe']) for pair in pairs]

48
freqtrade/persistence.py
View File

@ -86,7 +86,7 @@ def check_migrate(engine) -> None:
logger.debug(f'trying {table_back_name}') logger.debug(f'trying {table_back_name}')
# Check for latest column # Check for latest column
if not has_column(cols, 'sell_order_status'): if not has_column(cols, 'timeframe'):
logger.info(f'Running database migration - backup available as {table_back_name}') logger.info(f'Running database migration - backup available as {table_back_name}')
fee_open = get_column_def(cols, 'fee_open', 'fee') fee_open = get_column_def(cols, 'fee_open', 'fee')
@ -107,7 +107,12 @@ def check_migrate(engine) -> None:
min_rate = get_column_def(cols, 'min_rate', 'null') min_rate = get_column_def(cols, 'min_rate', 'null')
sell_reason = get_column_def(cols, 'sell_reason', 'null') sell_reason = get_column_def(cols, 'sell_reason', 'null')
strategy = get_column_def(cols, 'strategy', 'null') strategy = get_column_def(cols, 'strategy', 'null')
ticker_interval = get_column_def(cols, 'ticker_interval', 'null') # If ticker-interval existed use that, else null.
if has_column(cols, 'ticker_interval'):
timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
else:
timeframe = get_column_def(cols, 'timeframe', 'null')
open_trade_price = get_column_def(cols, 'open_trade_price', open_trade_price = get_column_def(cols, 'open_trade_price',
f'amount * open_rate * (1 + {fee_open})') f'amount * open_rate * (1 + {fee_open})')
close_profit_abs = get_column_def( close_profit_abs = get_column_def(
@ -133,7 +138,7 @@ def check_migrate(engine) -> None:
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct, stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
stoploss_order_id, stoploss_last_update, stoploss_order_id, stoploss_last_update,
max_rate, min_rate, sell_reason, sell_order_status, strategy, max_rate, min_rate, sell_reason, sell_order_status, strategy,
ticker_interval, open_trade_price, close_profit_abs timeframe, open_trade_price, close_profit_abs
) )
select id, lower(exchange), select id, lower(exchange),
case case
@ -155,7 +160,7 @@ def check_migrate(engine) -> None:
{stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update, {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason, {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
{sell_order_status} sell_order_status, {sell_order_status} sell_order_status,
{strategy} strategy, {ticker_interval} ticker_interval, {strategy} strategy, {timeframe} timeframe,
{open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs {open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs
from {table_back_name} from {table_back_name}
""") """)
@ -232,7 +237,7 @@ class Trade(_DECL_BASE):
sell_reason = Column(String, nullable=True) sell_reason = Column(String, nullable=True)
sell_order_status = Column(String, nullable=True) sell_order_status = Column(String, nullable=True)
strategy = Column(String, nullable=True) strategy = Column(String, nullable=True)
ticker_interval = Column(Integer, nullable=True) timeframe = Column(Integer, nullable=True)
def __init__(self, **kwargs): def __init__(self, **kwargs):
super().__init__(**kwargs) super().__init__(**kwargs)
@ -249,47 +254,58 @@ class Trade(_DECL_BASE):
'trade_id': self.id, 'trade_id': self.id,
'pair': self.pair, 'pair': self.pair,
'is_open': self.is_open, 'is_open': self.is_open,
'exchange': self.exchange,
'amount': round(self.amount, 8),
'stake_amount': round(self.stake_amount, 8),
'strategy': self.strategy,
'ticker_interval': self.timeframe, # DEPRECATED
'timeframe': self.timeframe,
'fee_open': self.fee_open, 'fee_open': self.fee_open,
'fee_open_cost': self.fee_open_cost, 'fee_open_cost': self.fee_open_cost,
'fee_open_currency': self.fee_open_currency, 'fee_open_currency': self.fee_open_currency,
'fee_close': self.fee_close, 'fee_close': self.fee_close,
'fee_close_cost': self.fee_close_cost, 'fee_close_cost': self.fee_close_cost,
'fee_close_currency': self.fee_close_currency, 'fee_close_currency': self.fee_close_currency,
'open_date_hum': arrow.get(self.open_date).humanize(), 'open_date_hum': arrow.get(self.open_date).humanize(),
'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"), 'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"),
'open_timestamp': int(self.open_date.timestamp() * 1000), 'open_timestamp': int(self.open_date.timestamp() * 1000),
'open_rate': self.open_rate,
'open_rate_requested': self.open_rate_requested,
'open_trade_price': self.open_trade_price,
'close_date_hum': (arrow.get(self.close_date).humanize() 'close_date_hum': (arrow.get(self.close_date).humanize()
if self.close_date else None), if self.close_date else None),
'close_date': (self.close_date.strftime("%Y-%m-%d %H:%M:%S") 'close_date': (self.close_date.strftime("%Y-%m-%d %H:%M:%S")
if self.close_date else None), if self.close_date else None),
'close_timestamp': int(self.close_date.timestamp() * 1000) if self.close_date else None, 'close_timestamp': int(self.close_date.timestamp() * 1000) if self.close_date else None,
'open_rate': self.open_rate,
'open_rate_requested': self.open_rate_requested,
'open_trade_price': self.open_trade_price,
'close_rate': self.close_rate, 'close_rate': self.close_rate,
'close_rate_requested': self.close_rate_requested, 'close_rate_requested': self.close_rate_requested,
'amount': round(self.amount, 8),
'stake_amount': round(self.stake_amount, 8),
'close_profit': self.close_profit, 'close_profit': self.close_profit,
'close_profit_abs': self.close_profit_abs, 'close_profit_abs': self.close_profit_abs,
'sell_reason': self.sell_reason, 'sell_reason': self.sell_reason,
'sell_order_status': self.sell_order_status, 'sell_order_status': self.sell_order_status,
'stop_loss': self.stop_loss, 'stop_loss': self.stop_loss, # Deprecated - should not be used
'stop_loss_abs': self.stop_loss,
'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None, 'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
'stoploss_order_id': self.stoploss_order_id, 'stoploss_order_id': self.stoploss_order_id,
'stoploss_last_update': (self.stoploss_last_update.strftime("%Y-%m-%d %H:%M:%S") 'stoploss_last_update': (self.stoploss_last_update.strftime("%Y-%m-%d %H:%M:%S")
if self.stoploss_last_update else None), if self.stoploss_last_update else None),
'stoploss_last_update_timestamp': (int(self.stoploss_last_update.timestamp() * 1000) 'stoploss_last_update_timestamp': (int(self.stoploss_last_update.timestamp() * 1000)
if self.stoploss_last_update else None), if self.stoploss_last_update else None),
'initial_stop_loss': self.initial_stop_loss, 'initial_stop_loss': self.initial_stop_loss, # Deprecated - should not be used
'initial_stop_loss_abs': self.initial_stop_loss,
'initial_stop_loss_ratio': (self.initial_stop_loss_pct
if self.initial_stop_loss_pct else None),
'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100 'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100
if self.initial_stop_loss_pct else None), if self.initial_stop_loss_pct else None),
'min_rate': self.min_rate, 'min_rate': self.min_rate,
'max_rate': self.max_rate, 'max_rate': self.max_rate,
'strategy': self.strategy,
'ticker_interval': self.ticker_interval,
'open_order_id': self.open_order_id, 'open_order_id': self.open_order_id,
'exchange': self.exchange,
} }
def adjust_min_max_rates(self, current_price: float) -> None: def adjust_min_max_rates(self, current_price: float) -> None:
@ -364,7 +380,7 @@ class Trade(_DECL_BASE):
elif order_type in ('market', 'limit') and order['side'] == 'sell': elif order_type in ('market', 'limit') and order['side'] == 'sell':
self.close(order['price']) self.close(order['price'])
logger.info('%s_SELL has been fulfilled for %s.', order_type.upper(), self) logger.info('%s_SELL has been fulfilled for %s.', order_type.upper(), self)
elif order_type in ('stop_loss_limit', 'stop-loss'): elif order_type in ('stop_loss_limit', 'stop-loss', 'stop'):
self.stoploss_order_id = None self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss self.close_rate_requested = self.stop_loss
logger.info('%s is hit for %s.', order_type.upper(), self) logger.info('%s is hit for %s.', order_type.upper(), self)

20
freqtrade/plot/plotting.py
View File

@ -45,7 +45,7 @@ def init_plotscript(config):
data = load_data( data = load_data(
datadir=config.get("datadir"), datadir=config.get("datadir"),
pairs=pairs, pairs=pairs,
timeframe=config.get('ticker_interval', '5m'), timeframe=config.get('timeframe', '5m'),
timerange=timerange, timerange=timerange,
data_format=config.get('dataformat_ohlcv', 'json'), data_format=config.get('dataformat_ohlcv', 'json'),
) )
@ -162,7 +162,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
# Trades can be empty # Trades can be empty
if trades is not None and len(trades) > 0: if trades is not None and len(trades) > 0:
# Create description for sell summarizing the trade # Create description for sell summarizing the trade
trades['desc'] = trades.apply(lambda row: f"{round(row['profitperc'] * 100, 1)}%, " trades['desc'] = trades.apply(lambda row: f"{round(row['profit_percent'] * 100, 1)}%, "
f"{row['sell_reason']}, {row['duration']} min", f"{row['sell_reason']}, {row['duration']} min",
axis=1) axis=1)
trade_buys = go.Scatter( trade_buys = go.Scatter(
@ -181,9 +181,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
) )
trade_sells = go.Scatter( trade_sells = go.Scatter(
x=trades.loc[trades['profitperc'] > 0, "close_time"], x=trades.loc[trades['profit_percent'] > 0, "close_time"],
y=trades.loc[trades['profitperc'] > 0, "close_rate"], y=trades.loc[trades['profit_percent'] > 0, "close_rate"],
text=trades.loc[trades['profitperc'] > 0, "desc"], text=trades.loc[trades['profit_percent'] > 0, "desc"],
mode='markers', mode='markers',
name='Sell - Profit', name='Sell - Profit',
marker=dict( marker=dict(
@ -194,9 +194,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
) )
) )
trade_sells_loss = go.Scatter( trade_sells_loss = go.Scatter(
x=trades.loc[trades['profitperc'] <= 0, "close_time"], x=trades.loc[trades['profit_percent'] <= 0, "close_time"],
y=trades.loc[trades['profitperc'] <= 0, "close_rate"], y=trades.loc[trades['profit_percent'] <= 0, "close_rate"],
text=trades.loc[trades['profitperc'] <= 0, "desc"], text=trades.loc[trades['profit_percent'] <= 0, "desc"],
mode='markers', mode='markers',
name='Sell - Loss', name='Sell - Loss',
marker=dict( marker=dict(
@ -487,7 +487,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
plot_config=strategy.plot_config if hasattr(strategy, 'plot_config') else {} plot_config=strategy.plot_config if hasattr(strategy, 'plot_config') else {}
) )
store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']), store_plot_file(fig, filename=generate_plot_filename(pair, config['timeframe']),
directory=config['user_data_dir'] / "plot") directory=config['user_data_dir'] / "plot")
logger.info('End of plotting process. %s plots generated', pair_counter) logger.info('End of plotting process. %s plots generated', pair_counter)
@ -515,6 +515,6 @@ def plot_profit(config: Dict[str, Any]) -> None:
# Create an average close price of all the pairs that were involved. # Create an average close price of all the pairs that were involved.
# this could be useful to gauge the overall market trend # this could be useful to gauge the overall market trend
fig = generate_profit_graph(plot_elements["pairs"], plot_elements["ohlcv"], fig = generate_profit_graph(plot_elements["pairs"], plot_elements["ohlcv"],
trades, config.get('ticker_interval', '5m')) trades, config.get('timeframe', '5m'))
store_plot_file(fig, filename='freqtrade-profit-plot.html', store_plot_file(fig, filename='freqtrade-profit-plot.html',
directory=config['user_data_dir'] / "plot", auto_open=True) directory=config['user_data_dir'] / "plot", auto_open=True)

5
freqtrade/resolvers/hyperopt_resolver.py
View File

@ -77,8 +77,9 @@ class HyperOptLossResolver(IResolver):
config, kwargs={}, config, kwargs={},
extra_dir=config.get('hyperopt_path')) extra_dir=config.get('hyperopt_path'))
# Assign ticker_interval to be used in hyperopt # Assign timeframe to be used in hyperopt
hyperoptloss.__class__.ticker_interval = str(config['ticker_interval']) hyperoptloss.__class__.ticker_interval = str(config['timeframe'])
hyperoptloss.__class__.timeframe = str(config['timeframe'])
if not hasattr(hyperoptloss, 'hyperopt_loss_function'): if not hasattr(hyperoptloss, 'hyperopt_loss_function'):
raise OperationalException( raise OperationalException(

13
freqtrade/resolvers/strategy_resolver.py
View File

@ -50,11 +50,19 @@ class StrategyResolver(IResolver):
if 'ask_strategy' not in config: if 'ask_strategy' not in config:
config['ask_strategy'] = {} config['ask_strategy'] = {}
if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
# Assign ticker_interval to timeframe to keep compatibility
if 'timeframe' not in config:
logger.warning(
"DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
)
strategy.timeframe = strategy.ticker_interval
# Set attributes # Set attributes
# Check if we need to override configuration # Check if we need to override configuration
# (Attribute name, default, subkey) # (Attribute name, default, subkey)
attributes = [("minimal_roi", {"0": 10.0}, None), attributes = [("minimal_roi", {"0": 10.0}, None),
("ticker_interval", None, None), ("timeframe", None, None),
("stoploss", None, None), ("stoploss", None, None),
("trailing_stop", None, None), ("trailing_stop", None, None),
("trailing_stop_positive", None, None), ("trailing_stop_positive", None, None),
@ -80,6 +88,9 @@ class StrategyResolver(IResolver):
StrategyResolver._override_attribute_helper(strategy, config, StrategyResolver._override_attribute_helper(strategy, config,
attribute, default) attribute, default)
# Assign deprecated variable - to not break users code relying on this.
strategy.ticker_interval = strategy.timeframe
# Loop this list again to have output combined # Loop this list again to have output combined
for attribute, _, subkey in attributes: for attribute, _, subkey in attributes:
if subkey and attribute in config[subkey]: if subkey and attribute in config[subkey]:

13
freqtrade/rpc/api_server.py
View File

@ -172,8 +172,8 @@ class ApiServer(RPC):
self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST']) self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST'])
self.app.add_url_rule(f'{BASE_URI}/stopbuy', 'stopbuy', self.app.add_url_rule(f'{BASE_URI}/stopbuy', 'stopbuy',
view_func=self._stopbuy, methods=['POST']) view_func=self._stopbuy, methods=['POST'])
self.app.add_url_rule(f'{BASE_URI}/reload_conf', 'reload_conf', self.app.add_url_rule(f'{BASE_URI}/reload_config', 'reload_config',
view_func=self._reload_conf, methods=['POST']) view_func=self._reload_config, methods=['POST'])
# Info commands # Info commands
self.app.add_url_rule(f'{BASE_URI}/balance', 'balance', self.app.add_url_rule(f'{BASE_URI}/balance', 'balance',
view_func=self._balance, methods=['GET']) view_func=self._balance, methods=['GET'])
@ -304,12 +304,12 @@ class ApiServer(RPC):
@require_login @require_login
@rpc_catch_errors @rpc_catch_errors
def _reload_conf(self): def _reload_config(self):
""" """
Handler for /reload_conf. Handler for /reload_config.
Triggers a config file reload Triggers a config file reload
""" """
msg = self._rpc_reload_conf() msg = self._rpc_reload_config()
return self.rest_dump(msg) return self.rest_dump(msg)
@require_login @require_login
@ -360,7 +360,6 @@ class ApiServer(RPC):
Returns a cumulative profit statistics Returns a cumulative profit statistics
:return: stats :return: stats
""" """
logger.info("LocalRPC - Profit Command Called")
stats = self._rpc_trade_statistics(self._config['stake_currency'], stats = self._rpc_trade_statistics(self._config['stake_currency'],
self._config.get('fiat_display_currency') self._config.get('fiat_display_currency')
@ -377,8 +376,6 @@ class ApiServer(RPC):
Returns a cumulative performance statistics Returns a cumulative performance statistics
:return: stats :return: stats
""" """
logger.info("LocalRPC - performance Command Called")
stats = self._rpc_performance() stats = self._rpc_performance()
return self.rest_dump(stats) return self.rest_dump(stats)

60
freqtrade/rpc/rpc.py
View File

@ -101,10 +101,13 @@ class RPC:
'trailing_stop_positive': config.get('trailing_stop_positive'), 'trailing_stop_positive': config.get('trailing_stop_positive'),
'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'), 'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'), 'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
'ticker_interval': config['ticker_interval'], 'ticker_interval': config['timeframe'], # DEPRECATED
'timeframe': config['timeframe'],
'exchange': config['exchange']['name'], 'exchange': config['exchange']['name'],
'strategy': config['strategy'], 'strategy': config['strategy'],
'forcebuy_enabled': config.get('forcebuy_enable', False), 'forcebuy_enabled': config.get('forcebuy_enable', False),
'ask_strategy': config.get('ask_strategy', {}),
'bid_strategy': config.get('bid_strategy', {}),
'state': str(self._freqtrade.state) 'state': str(self._freqtrade.state)
} }
return val return val
@ -130,6 +133,14 @@ class RPC:
except DependencyException: except DependencyException:
current_rate = NAN current_rate = NAN
current_profit = trade.calc_profit_ratio(current_rate) current_profit = trade.calc_profit_ratio(current_rate)
current_profit_abs = trade.calc_profit(current_rate)
# Calculate guaranteed profit (in case of trailing stop)
stoploss_entry_dist = trade.calc_profit(trade.stop_loss)
stoploss_entry_dist_ratio = trade.calc_profit_ratio(trade.stop_loss)
# calculate distance to stoploss
stoploss_current_dist = trade.stop_loss - current_rate
stoploss_current_dist_ratio = stoploss_current_dist / current_rate
fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%' fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
if trade.close_profit is not None else None) if trade.close_profit is not None else None)
trade_dict = trade.to_json() trade_dict = trade.to_json()
@ -140,6 +151,11 @@ class RPC:
current_rate=current_rate, current_rate=current_rate,
current_profit=current_profit, current_profit=current_profit,
current_profit_pct=round(current_profit * 100, 2), current_profit_pct=round(current_profit * 100, 2),
current_profit_abs=current_profit_abs,
stoploss_current_dist=stoploss_current_dist,
stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
stoploss_entry_dist=stoploss_entry_dist,
stoploss_entry_dist_ratio=round(stoploss_entry_dist_ratio, 8),
open_order='({} {} rem={:.8f})'.format( open_order='({} {} rem={:.8f})'.format(
order['type'], order['side'], order['remaining'] order['type'], order['side'], order['remaining']
) if order else None, ) if order else None,
@ -283,8 +299,9 @@ class RPC:
# Prepare data to display # Prepare data to display
profit_closed_coin_sum = round(sum(profit_closed_coin), 8) profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
profit_closed_percent = (round(mean(profit_closed_ratio) * 100, 2) if profit_closed_ratio profit_closed_ratio_mean = mean(profit_closed_ratio) if profit_closed_ratio else 0.0
else 0.0) profit_closed_ratio_sum = sum(profit_closed_ratio) if profit_closed_ratio else 0.0
profit_closed_fiat = self._fiat_converter.convert_amount( profit_closed_fiat = self._fiat_converter.convert_amount(
profit_closed_coin_sum, profit_closed_coin_sum,
stake_currency, stake_currency,
@ -292,7 +309,8 @@ class RPC:
) if self._fiat_converter else 0 ) if self._fiat_converter else 0
profit_all_coin_sum = round(sum(profit_all_coin), 8) profit_all_coin_sum = round(sum(profit_all_coin), 8)
profit_all_percent = round(mean(profit_all_ratio) * 100, 2) if profit_all_ratio else 0.0 profit_all_ratio_mean = mean(profit_all_ratio) if profit_all_ratio else 0.0
profit_all_ratio_sum = sum(profit_all_ratio) if profit_all_ratio else 0.0
profit_all_fiat = self._fiat_converter.convert_amount( profit_all_fiat = self._fiat_converter.convert_amount(
profit_all_coin_sum, profit_all_coin_sum,
stake_currency, stake_currency,
@ -304,10 +322,18 @@ class RPC:
num = float(len(durations) or 1) num = float(len(durations) or 1)
return { return {
'profit_closed_coin': profit_closed_coin_sum, 'profit_closed_coin': profit_closed_coin_sum,
'profit_closed_percent': profit_closed_percent, 'profit_closed_percent': round(profit_closed_ratio_mean * 100, 2), # DEPRECATED
'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
'profit_closed_ratio_mean': profit_closed_ratio_mean,
'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),
'profit_closed_ratio_sum': profit_closed_ratio_sum,
'profit_closed_fiat': profit_closed_fiat, 'profit_closed_fiat': profit_closed_fiat,
'profit_all_coin': profit_all_coin_sum, 'profit_all_coin': profit_all_coin_sum,
'profit_all_percent': profit_all_percent, 'profit_all_percent': round(profit_all_ratio_mean * 100, 2), # DEPRECATED
'profit_all_percent_mean': round(profit_all_ratio_mean * 100, 2),
'profit_all_ratio_mean': profit_all_ratio_mean,
'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2),
'profit_all_ratio_sum': profit_all_ratio_sum,
'profit_all_fiat': profit_all_fiat, 'profit_all_fiat': profit_all_fiat,
'trade_count': len(trades), 'trade_count': len(trades),
'closed_trade_count': len([t for t in trades if not t.is_open]), 'closed_trade_count': len([t for t in trades if not t.is_open]),
@ -393,9 +419,9 @@ class RPC:
return {'status': 'already stopped'} return {'status': 'already stopped'}
def _rpc_reload_conf(self) -> Dict[str, str]: def _rpc_reload_config(self) -> Dict[str, str]:
""" Handler for reload_conf. """ """ Handler for reload_config. """
self._freqtrade.state = State.RELOAD_CONF self._freqtrade.state = State.RELOAD_CONFIG
return {'status': 'reloading config ...'} return {'status': 'reloading config ...'}
def _rpc_stopbuy(self) -> Dict[str, str]: def _rpc_stopbuy(self) -> Dict[str, str]:
@ -406,7 +432,7 @@ class RPC:
# Set 'max_open_trades' to 0 # Set 'max_open_trades' to 0
self._freqtrade.config['max_open_trades'] = 0 self._freqtrade.config['max_open_trades'] = 0
return {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} return {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
def _rpc_forcesell(self, trade_id: str) -> Dict[str, str]: def _rpc_forcesell(self, trade_id: str) -> Dict[str, str]:
""" """
@ -531,16 +557,26 @@ class RPC:
def _rpc_blacklist(self, add: List[str] = None) -> Dict: def _rpc_blacklist(self, add: List[str] = None) -> Dict:
""" Returns the currently active blacklist""" """ Returns the currently active blacklist"""
errors = {}
if add: if add:
stake_currency = self._freqtrade.config.get('stake_currency') stake_currency = self._freqtrade.config.get('stake_currency')
for pair in add: for pair in add:
if (self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency if self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency:
and pair not in self._freqtrade.pairlists.blacklist): if pair not in self._freqtrade.pairlists.blacklist:
self._freqtrade.pairlists.blacklist.append(pair) self._freqtrade.pairlists.blacklist.append(pair)
else:
errors[pair] = {
'error_msg': f'Pair {pair} already in pairlist.'}
else:
errors[pair] = {
'error_msg': f"Pair {pair} does not match stake currency."
}
res = {'method': self._freqtrade.pairlists.name_list, res = {'method': self._freqtrade.pairlists.name_list,
'length': len(self._freqtrade.pairlists.blacklist), 'length': len(self._freqtrade.pairlists.blacklist),
'blacklist': self._freqtrade.pairlists.blacklist, 'blacklist': self._freqtrade.pairlists.blacklist,
'errors': errors,
} }
return res return res

4
freqtrade/rpc/rpc_manager.py
View File

@ -72,7 +72,7 @@ class RPCManager:
minimal_roi = config['minimal_roi'] minimal_roi = config['minimal_roi']
stoploss = config['stoploss'] stoploss = config['stoploss']
trailing_stop = config['trailing_stop'] trailing_stop = config['trailing_stop']
ticker_interval = config['ticker_interval'] timeframe = config['timeframe']
exchange_name = config['exchange']['name'] exchange_name = config['exchange']['name']
strategy_name = config.get('strategy', '') strategy_name = config.get('strategy', '')
self.send_msg({ self.send_msg({
@ -81,7 +81,7 @@ class RPCManager:
f'*Stake per trade:* `{stake_amount} {stake_currency}`\n' f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
f'*Minimum ROI:* `{minimal_roi}`\n' f'*Minimum ROI:* `{minimal_roi}`\n'
f'*{"Trailing " if trailing_stop else ""}Stoploss:* `{stoploss}`\n' f'*{"Trailing " if trailing_stop else ""}Stoploss:* `{stoploss}`\n'
f'*Ticker Interval:* `{ticker_interval}`\n' f'*Timeframe:* `{timeframe}`\n'
f'*Strategy:* `{strategy_name}`' f'*Strategy:* `{strategy_name}`'
}) })
self.send_msg({ self.send_msg({

130
freqtrade/rpc/telegram.py
View File

@ -3,6 +3,7 @@
""" """
This module manage Telegram communication This module manage Telegram communication
""" """
import json
import logging import logging
from typing import Any, Callable, Dict from typing import Any, Callable, Dict
@ -19,7 +20,6 @@ logger = logging.getLogger(__name__)
logger.debug('Included module rpc.telegram ...') logger.debug('Included module rpc.telegram ...')
MAX_TELEGRAM_MESSAGE_LENGTH = 4096 MAX_TELEGRAM_MESSAGE_LENGTH = 4096
@ -29,6 +29,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
:param command_handler: Telegram CommandHandler :param command_handler: Telegram CommandHandler
:return: decorated function :return: decorated function
""" """
def wrapper(self, *args, **kwargs): def wrapper(self, *args, **kwargs):
""" Decorator logic """ """ Decorator logic """
update = kwargs.get('update') or args[0] update = kwargs.get('update') or args[0]
@ -94,8 +95,8 @@ class Telegram(RPC):
CommandHandler('performance', self._performance), CommandHandler('performance', self._performance),
CommandHandler('daily', self._daily), CommandHandler('daily', self._daily),
CommandHandler('count', self._count), CommandHandler('count', self._count),
CommandHandler('reload_conf', self._reload_conf), CommandHandler(['reload_config', 'reload_conf'], self._reload_config),
CommandHandler('show_config', self._show_config), CommandHandler(['show_config', 'show_conf'], self._show_config),
CommandHandler('stopbuy', self._stopbuy), CommandHandler('stopbuy', self._stopbuy),
CommandHandler('whitelist', self._whitelist), CommandHandler('whitelist', self._whitelist),
CommandHandler('blacklist', self._blacklist), CommandHandler('blacklist', self._blacklist),
@ -133,7 +134,7 @@ class Telegram(RPC):
else: else:
msg['stake_amount_fiat'] = 0 msg['stake_amount_fiat'] = 0
message = ("*{exchange}:* Buying {pair}\n" message = ("\N{LARGE BLUE CIRCLE} *{exchange}:* Buying {pair}\n"
"*Amount:* `{amount:.8f}`\n" "*Amount:* `{amount:.8f}`\n"
"*Open Rate:* `{limit:.8f}`\n" "*Open Rate:* `{limit:.8f}`\n"
"*Current Rate:* `{current_rate:.8f}`\n" "*Current Rate:* `{current_rate:.8f}`\n"
@ -144,7 +145,8 @@ class Telegram(RPC):
message += ")`" message += ")`"
elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION: elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
message = "*{exchange}:* Cancelling Open Buy Order for {pair}".format(**msg) message = ("\N{WARNING SIGN} *{exchange}:* "
"Cancelling Open Buy Order for {pair}".format(**msg))
elif msg['type'] == RPCMessageType.SELL_NOTIFICATION: elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
msg['amount'] = round(msg['amount'], 8) msg['amount'] = round(msg['amount'], 8)
@ -153,7 +155,9 @@ class Telegram(RPC):
microsecond=0) - msg['open_date'].replace(microsecond=0) microsecond=0) - msg['open_date'].replace(microsecond=0)
msg['duration_min'] = msg['duration'].total_seconds() / 60 msg['duration_min'] = msg['duration'].total_seconds() / 60
message = ("*{exchange}:* Selling {pair}\n" msg['emoji'] = self._get_sell_emoji(msg)
message = ("{emoji} *{exchange}:* Selling {pair}\n"
"*Amount:* `{amount:.8f}`\n" "*Amount:* `{amount:.8f}`\n"
"*Open Rate:* `{open_rate:.8f}`\n" "*Open Rate:* `{open_rate:.8f}`\n"
"*Current Rate:* `{current_rate:.8f}`\n" "*Current Rate:* `{current_rate:.8f}`\n"
@ -172,14 +176,14 @@ class Telegram(RPC):
' / {profit_fiat:.3f} {fiat_currency})`').format(**msg) ' / {profit_fiat:.3f} {fiat_currency})`').format(**msg)
elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION: elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
message = ("*{exchange}:* Cancelling Open Sell Order " message = ("\N{WARNING SIGN} *{exchange}:* Cancelling Open Sell Order "
"for {pair}. Reason: {reason}").format(**msg) "for {pair}. Reason: {reason}").format(**msg)
elif msg['type'] == RPCMessageType.STATUS_NOTIFICATION: elif msg['type'] == RPCMessageType.STATUS_NOTIFICATION:
message = '*Status:* `{status}`'.format(**msg) message = '*Status:* `{status}`'.format(**msg)
elif msg['type'] == RPCMessageType.WARNING_NOTIFICATION: elif msg['type'] == RPCMessageType.WARNING_NOTIFICATION:
message = '*Warning:* `{status}`'.format(**msg) message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg)
elif msg['type'] == RPCMessageType.CUSTOM_NOTIFICATION: elif msg['type'] == RPCMessageType.CUSTOM_NOTIFICATION:
message = '{status}'.format(**msg) message = '{status}'.format(**msg)
@ -189,6 +193,20 @@ class Telegram(RPC):
self._send_msg(message) self._send_msg(message)
def _get_sell_emoji(self, msg):
"""
Get emoji for sell-side
"""
if float(msg['profit_percent']) >= 5.0:
return "\N{ROCKET}"
elif float(msg['profit_percent']) >= 0.0:
return "\N{EIGHT SPOKED ASTERISK}"
elif msg['sell_reason'] == "stop_loss":
return"\N{WARNING SIGN}"
else:
return "\N{CROSS MARK}"
@authorized_only @authorized_only
def _status(self, update: Update, context: CallbackContext) -> None: def _status(self, update: Update, context: CallbackContext) -> None:
""" """
@ -315,10 +333,12 @@ class Telegram(RPC):
stake_cur, stake_cur,
fiat_disp_cur) fiat_disp_cur)
profit_closed_coin = stats['profit_closed_coin'] profit_closed_coin = stats['profit_closed_coin']
profit_closed_percent = stats['profit_closed_percent'] profit_closed_percent_mean = stats['profit_closed_percent_mean']
profit_closed_percent_sum = stats['profit_closed_percent_sum']
profit_closed_fiat = stats['profit_closed_fiat'] profit_closed_fiat = stats['profit_closed_fiat']
profit_all_coin = stats['profit_all_coin'] profit_all_coin = stats['profit_all_coin']
profit_all_percent = stats['profit_all_percent'] profit_all_percent_mean = stats['profit_all_percent_mean']
profit_all_percent_sum = stats['profit_all_percent_sum']
profit_all_fiat = stats['profit_all_fiat'] profit_all_fiat = stats['profit_all_fiat']
trade_count = stats['trade_count'] trade_count = stats['trade_count']
first_trade_date = stats['first_trade_date'] first_trade_date = stats['first_trade_date']
@ -333,13 +353,16 @@ class Telegram(RPC):
if stats['closed_trade_count'] > 0: if stats['closed_trade_count'] > 0:
markdown_msg = ("*ROI:* Closed trades\n" markdown_msg = ("*ROI:* Closed trades\n"
f"∙ `{profit_closed_coin:.8f} {stake_cur} " f"∙ `{profit_closed_coin:.8f} {stake_cur} "
f"({profit_closed_percent:.2f}%)`\n" f"({profit_closed_percent_mean:.2f}%) "
f"({profit_closed_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n") f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n")
else: else:
markdown_msg = "`No closed trade` \n" markdown_msg = "`No closed trade` \n"
markdown_msg += (f"*ROI:* All trades\n" markdown_msg += (f"*ROI:* All trades\n"
f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n" f"∙ `{profit_all_coin:.8f} {stake_cur} "
f"({profit_all_percent_mean:.2f}%) "
f"({profit_all_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n" f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
f"*Total Trade Count:* `{trade_count}`\n" f"*Total Trade Count:* `{trade_count}`\n"
f"*First Trade opened:* `{first_trade_date}`\n" f"*First Trade opened:* `{first_trade_date}`\n"
@ -366,11 +389,11 @@ class Telegram(RPC):
) )
for currency in result['currencies']: for currency in result['currencies']:
if currency['est_stake'] > 0.0001: if currency['est_stake'] > 0.0001:
curr_output = "*{currency}:*\n" \ curr_output = ("*{currency}:*\n"
"\t`Available: {free: .8f}`\n" \ "\t`Available: {free: .8f}`\n"
"\t`Balance: {balance: .8f}`\n" \ "\t`Balance: {balance: .8f}`\n"
"\t`Pending: {used: .8f}`\n" \ "\t`Pending: {used: .8f}`\n"
"\t`Est. {stake}: {est_stake: .8f}`\n".format(**currency) "\t`Est. {stake}: {est_stake: .8f}`\n").format(**currency)
else: else:
curr_output = "*{currency}:* not showing <1$ amount \n".format(**currency) curr_output = "*{currency}:* not showing <1$ amount \n".format(**currency)
@ -381,9 +404,9 @@ class Telegram(RPC):
else: else:
output += curr_output output += curr_output
output += "\n*Estimated Value*:\n" \ output += ("\n*Estimated Value*:\n"
"\t`{stake}: {total: .8f}`\n" \ "\t`{stake}: {total: .8f}`\n"
"\t`{symbol}: {value: .2f}`\n".format(**result) "\t`{symbol}: {value: .2f}`\n").format(**result)
self._send_msg(output) self._send_msg(output)
except RPCException as e: except RPCException as e:
self._send_msg(str(e)) self._send_msg(str(e))
@ -413,15 +436,15 @@ class Telegram(RPC):
self._send_msg('Status: `{status}`'.format(**msg)) self._send_msg('Status: `{status}`'.format(**msg))
@authorized_only @authorized_only
def _reload_conf(self, update: Update, context: CallbackContext) -> None: def _reload_config(self, update: Update, context: CallbackContext) -> None:
""" """
Handler for /reload_conf. Handler for /reload_config.
Triggers a config file reload Triggers a config file reload
:param bot: telegram bot :param bot: telegram bot
:param update: message update :param update: message update
:return: None :return: None
""" """
msg = self._rpc_reload_conf() msg = self._rpc_reload_config()
self._send_msg('Status: `{status}`'.format(**msg)) self._send_msg('Status: `{status}`'.format(**msg))
@authorized_only @authorized_only
@ -539,6 +562,11 @@ class Telegram(RPC):
try: try:
blacklist = self._rpc_blacklist(context.args) blacklist = self._rpc_blacklist(context.args)
errmsgs = []
for pair, error in blacklist['errors'].items():
errmsgs.append(f"Error adding `{pair}` to blacklist: `{error['error_msg']}`")
if errmsgs:
self._send_msg('\n'.join(errmsgs))
message = f"Blacklist contains {blacklist['length']} pairs\n" message = f"Blacklist contains {blacklist['length']} pairs\n"
message += f"`{', '.join(blacklist['blacklist'])}`" message += f"`{', '.join(blacklist['blacklist'])}`"
@ -571,32 +599,32 @@ class Telegram(RPC):
:param update: message update :param update: message update
:return: None :return: None
""" """
forcebuy_text = "*/forcebuy <pair> [<rate>]:* `Instantly buys the given pair. " \ forcebuy_text = ("*/forcebuy <pair> [<rate>]:* `Instantly buys the given pair. "
"Optionally takes a rate at which to buy.` \n" "Optionally takes a rate at which to buy.` \n")
message = "*/start:* `Starts the trader`\n" \ message = ("*/start:* `Starts the trader`\n"
"*/stop:* `Stops the trader`\n" \ "*/stop:* `Stops the trader`\n"
"*/status [table]:* `Lists all open trades`\n" \ "*/status [table]:* `Lists all open trades`\n"
" *table :* `will display trades in a table`\n" \ " *table :* `will display trades in a table`\n"
" `pending buy orders are marked with an asterisk (*)`\n" \ " `pending buy orders are marked with an asterisk (*)`\n"
" `pending sell orders are marked with a double asterisk (**)`\n" \ " `pending sell orders are marked with a double asterisk (**)`\n"
"*/profit:* `Lists cumulative profit from all finished trades`\n" \ "*/profit:* `Lists cumulative profit from all finished trades`\n"
"*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, " \ "*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, "
"regardless of profit`\n" \ "regardless of profit`\n"
f"{forcebuy_text if self._config.get('forcebuy_enable', False) else '' }" \ f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}"
"*/performance:* `Show performance of each finished trade grouped by pair`\n" \ "*/performance:* `Show performance of each finished trade grouped by pair`\n"
"*/daily <n>:* `Shows profit or loss per day, over the last n days`\n" \ "*/daily <n>:* `Shows profit or loss per day, over the last n days`\n"
"*/count:* `Show number of trades running compared to allowed number of trades`" \ "*/count:* `Show number of trades running compared to allowed number of trades`"
"\n" \ "\n"
"*/balance:* `Show account balance per currency`\n" \ "*/balance:* `Show account balance per currency`\n"
"*/stopbuy:* `Stops buying, but handles open trades gracefully` \n" \ "*/stopbuy:* `Stops buying, but handles open trades gracefully` \n"
"*/reload_conf:* `Reload configuration file` \n" \ "*/reload_config:* `Reload configuration file` \n"
"*/show_config:* `Show running configuration` \n" \ "*/show_config:* `Show running configuration` \n"
"*/whitelist:* `Show current whitelist` \n" \ "*/whitelist:* `Show current whitelist` \n"
"*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " \ "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs "
"to the blacklist.` \n" \ "to the blacklist.` \n"
"*/edge:* `Shows validated pairs by Edge if it is enabled` \n" \ "*/edge:* `Shows validated pairs by Edge if it is enabled` \n"
"*/help:* `This help message`\n" \ "*/help:* `This help message`\n"
"*/version:* `Show version`" "*/version:* `Show version`")
self._send_msg(message) self._send_msg(message)
@ -638,8 +666,10 @@ class Telegram(RPC):
f"*Stake per trade:* `{val['stake_amount']} {val['stake_currency']}`\n" f"*Stake per trade:* `{val['stake_amount']} {val['stake_currency']}`\n"
f"*Max open Trades:* `{val['max_open_trades']}`\n" f"*Max open Trades:* `{val['max_open_trades']}`\n"
f"*Minimum ROI:* `{val['minimal_roi']}`\n" f"*Minimum ROI:* `{val['minimal_roi']}`\n"
f"*Ask strategy:* ```\n{json.dumps(val['ask_strategy'])}```\n"
f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n"
f"{sl_info}" f"{sl_info}"
f"*Ticker Interval:* `{val['ticker_interval']}`\n" f"*Timeframe:* `{val['timeframe']}`\n"
f"*Strategy:* `{val['strategy']}`\n" f"*Strategy:* `{val['strategy']}`\n"
f"*Current state:* `{val['state']}`" f"*Current state:* `{val['state']}`"
) )

2
freqtrade/state.py
View File

@ -12,7 +12,7 @@ class State(Enum):
""" """
RUNNING = 1 RUNNING = 1
STOPPED = 2 STOPPED = 2
RELOAD_CONF = 3 RELOAD_CONFIG = 3
def __str__(self): def __str__(self):
return f"{self.name.lower()}" return f"{self.name.lower()}"

7
freqtrade/strategy/interface.py
View File

@ -62,7 +62,7 @@ class IStrategy(ABC):
Attributes you can use: Attributes you can use:
minimal_roi -> Dict: Minimal ROI designed for the strategy minimal_roi -> Dict: Minimal ROI designed for the strategy
stoploss -> float: optimal stoploss designed for the strategy stoploss -> float: optimal stoploss designed for the strategy
ticker_interval -> str: value of the timeframe (ticker interval) to use with the strategy timeframe -> str: value of the timeframe (ticker interval) to use with the strategy
""" """
# Strategy interface version # Strategy interface version
# Default to version 2 # Default to version 2
@ -85,8 +85,9 @@ class IStrategy(ABC):
trailing_stop_positive_offset: float = 0.0 trailing_stop_positive_offset: float = 0.0
trailing_only_offset_is_reached = False trailing_only_offset_is_reached = False
# associated ticker interval # associated timeframe
ticker_interval: str ticker_interval: str # DEPRECATED
timeframe: str
# Optional order types # Optional order types
order_types: Dict = { order_types: Dict = {

11
freqtrade/templates/base_config.json.j2
View File

@ -4,7 +4,7 @@
"stake_amount": {{ stake_amount }}, "stake_amount": {{ stake_amount }},
"tradable_balance_ratio": 0.99, "tradable_balance_ratio": 0.99,
"fiat_display_currency": "{{ fiat_display_currency }}", "fiat_display_currency": "{{ fiat_display_currency }}",
"ticker_interval": "{{ ticker_interval }}", "timeframe": "{{ timeframe }}",
"dry_run": {{ dry_run | lower }}, "dry_run": {{ dry_run | lower }},
"cancel_open_orders_on_exit": false, "cancel_open_orders_on_exit": false,
"unfilledtimeout": { "unfilledtimeout": {
@ -53,6 +53,15 @@
"token": "{{ telegram_token }}", "token": "{{ telegram_token }}",
"chat_id": "{{ telegram_chat_id }}" "chat_id": "{{ telegram_chat_id }}"
}, },
"api_server": {
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "info",
"jwt_secret_key": "somethingrandom",
"username": "",
"password": ""
},
"initial_state": "running", "initial_state": "running",
"forcebuy_enable": false, "forcebuy_enable": false,
"internals": { "internals": {

4
freqtrade/templates/base_strategy.py.j2
View File

@ -51,8 +51,8 @@ class {{ strategy }}(IStrategy):
# trailing_stop_positive = 0.01 # trailing_stop_positive = 0.01
# trailing_stop_positive_offset = 0.0 # Disabled / not configured # trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Optimal ticker interval for the strategy. # Optimal timeframe for the strategy.
ticker_interval = '5m' timeframe = '5m'
# Run "populate_indicators()" only for new candle. # Run "populate_indicators()" only for new candle.
process_only_new_candles = False process_only_new_candles = False

2
freqtrade/templates/sample_strategy.py
View File

@ -53,7 +53,7 @@ class SampleStrategy(IStrategy):
# trailing_stop_positive_offset = 0.0 # Disabled / not configured # trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Optimal ticker interval for the strategy. # Optimal ticker interval for the strategy.
ticker_interval = '5m' timeframe = '5m'
# Run "populate_indicators()" only for new candle. # Run "populate_indicators()" only for new candle.
process_only_new_candles = False process_only_new_candles = False

2
freqtrade/worker.py
View File

@ -71,7 +71,7 @@ class Worker:
state = None state = None
while True: while True:
state = self._worker(old_state=state) state = self._worker(old_state=state)
if state == State.RELOAD_CONF: if state == State.RELOAD_CONFIG:
self._reconfigure() self._reconfigure()
def _worker(self, old_state: Optional[State]) -> State: def _worker(self, old_state: Optional[State]) -> State:

2
requirements-common.txt
View File

@ -1,6 +1,6 @@
# requirements without requirements installable via conda # requirements without requirements installable via conda
# mainly used for Raspberry pi installs # mainly used for Raspberry pi installs
ccxt==1.28.49 ccxt==1.30.2
SQLAlchemy==1.3.17 SQLAlchemy==1.3.17
python-telegram-bot==12.7 python-telegram-bot==12.7
arrow==0.15.6 arrow==0.15.6

10
requirements-dev.txt
View File

@ -4,14 +4,14 @@
-r requirements-hyperopt.txt -r requirements-hyperopt.txt
coveralls==2.0.0 coveralls==2.0.0
flake8==3.8.2 flake8==3.8.3
flake8-type-annotations==0.1.0 flake8-type-annotations==0.1.0
flake8-tidy-imports==4.1.0 flake8-tidy-imports==4.1.0
mypy==0.770 mypy==0.780
pytest==5.4.2 pytest==5.4.3
pytest-asyncio==0.12.0 pytest-asyncio==0.12.0
pytest-cov==2.9.0 pytest-cov==2.10.0
pytest-mock==3.1.0 pytest-mock==3.1.1
pytest-random-order==1.0.4 pytest-random-order==1.0.4
# Convert jupyter notebooks to markdown documents # Convert jupyter notebooks to markdown documents

2
requirements-plot.txt
View File

@ -1,5 +1,5 @@
# Include all requirements to run the bot. # Include all requirements to run the bot.
-r requirements.txt -r requirements.txt
plotly==4.7.1 plotly==4.8.1

2
requirements.txt
View File

@ -1,5 +1,5 @@
# Load common requirements # Load common requirements
-r requirements-common.txt -r requirements-common.txt
numpy==1.18.4 numpy==1.18.5
pandas==1.0.4 pandas==1.0.4

6
scripts/rest_client.py
View File

@ -80,18 +80,18 @@ class FtRestClient():
return self._post("stop") return self._post("stop")
def stopbuy(self): def stopbuy(self):
"""Stop buying (but handle sells gracefully). Use `reload_conf` to reset. """Stop buying (but handle sells gracefully). Use `reload_config` to reset.
:return: json object :return: json object
""" """
return self._post("stopbuy") return self._post("stopbuy")
def reload_conf(self): def reload_config(self):
"""Reload configuration. """Reload configuration.
:return: json object :return: json object
""" """
return self._post("reload_conf") return self._post("reload_config")
def balance(self): def balance(self):
"""Get the account balance. """Get the account balance.

2
setup.py
View File

@ -63,7 +63,7 @@ setup(name='freqtrade',
tests_require=['pytest', 'pytest-asyncio', 'pytest-cov', 'pytest-mock', ], tests_require=['pytest', 'pytest-asyncio', 'pytest-cov', 'pytest-mock', ],
install_requires=[ install_requires=[
# from requirements-common.txt # from requirements-common.txt
'ccxt>=1.18.1080', 'ccxt>=1.24.96',
'SQLAlchemy', 'SQLAlchemy',
'python-telegram-bot', 'python-telegram-bot',
'arrow', 'arrow',

4
tests/commands/test_build_config.py
View File

@ -44,7 +44,7 @@ def test_start_new_config(mocker, caplog, exchange):
'stake_currency': 'USDT', 'stake_currency': 'USDT',
'stake_amount': 100, 'stake_amount': 100,
'fiat_display_currency': 'EUR', 'fiat_display_currency': 'EUR',
'ticker_interval': '15m', 'timeframe': '15m',
'dry_run': True, 'dry_run': True,
'exchange_name': exchange, 'exchange_name': exchange,
'exchange_key': 'sampleKey', 'exchange_key': 'sampleKey',
@ -68,7 +68,7 @@ def test_start_new_config(mocker, caplog, exchange):
result = rapidjson.loads(wt_mock.call_args_list[0][0][0], result = rapidjson.loads(wt_mock.call_args_list[0][0][0],
parse_mode=rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS) parse_mode=rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS)
assert result['exchange']['name'] == exchange assert result['exchange']['name'] == exchange
assert result['ticker_interval'] == '15m' assert result['timeframe'] == '15m'
def test_start_new_config_exists(mocker, caplog): def test_start_new_config_exists(mocker, caplog):

3
tests/config_test_comments.json
View File

@ -9,7 +9,7 @@
"fiat_display_currency": "USD", // C++-style comment "fiat_display_currency": "USD", // C++-style comment
"amount_reserve_percent" : 0.05, // And more, tabs before this comment "amount_reserve_percent" : 0.05, // And more, tabs before this comment
"dry_run": false, "dry_run": false,
"ticker_interval": "5m", "timeframe": "5m",
"trailing_stop": false, "trailing_stop": false,
"trailing_stop_positive": 0.005, "trailing_stop_positive": 0.005,
"trailing_stop_positive_offset": 0.0051, "trailing_stop_positive_offset": 0.0051,
@ -92,7 +92,6 @@
"enabled": false, "enabled": false,
"process_throttle_secs": 3600, "process_throttle_secs": 3600,
"calculate_since_number_of_days": 7, "calculate_since_number_of_days": 7,
"capital_available_percentage": 0.5,
"allowed_risk": 0.01, "allowed_risk": 0.01,
"stoploss_range_min": -0.01, "stoploss_range_min": -0.01,
"stoploss_range_max": -0.1, "stoploss_range_max": -0.1,

3
tests/conftest.py
View File

@ -247,7 +247,7 @@ def default_conf(testdatadir):
"stake_currency": "BTC", "stake_currency": "BTC",
"stake_amount": 0.001, "stake_amount": 0.001,
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"ticker_interval": '5m', "timeframe": '5m',
"dry_run": True, "dry_run": True,
"cancel_open_orders_on_exit": False, "cancel_open_orders_on_exit": False,
"minimal_roi": { "minimal_roi": {
@ -1590,6 +1590,7 @@ def buy_order_fee():
'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
'price': 0.245441, 'price': 0.245441,
'amount': 8.0, 'amount': 8.0,
'cost': 1.963528,
'remaining': 90.99181073, 'remaining': 90.99181073,
'status': 'closed', 'status': 'closed',
'fee': None 'fee': None

2
tests/data/test_btanalysis.py
View File

@ -47,7 +47,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
assert isinstance(trades, DataFrame) assert isinstance(trades, DataFrame)
assert "pair" in trades.columns assert "pair" in trades.columns
assert "open_time" in trades.columns assert "open_time" in trades.columns
assert "profitperc" in trades.columns assert "profit_percent" in trades.columns
for col in BT_DATA_COLUMNS: for col in BT_DATA_COLUMNS:
if col not in ['index', 'open_at_end']: if col not in ['index', 'open_at_end']:

42
tests/data/test_dataprovider.py
View File

@ -12,7 +12,7 @@ from tests.conftest import get_patched_exchange
def test_ohlcv(mocker, default_conf, ohlcv_history): def test_ohlcv(mocker, default_conf, ohlcv_history):
default_conf["runmode"] = RunMode.DRY_RUN default_conf["runmode"] = RunMode.DRY_RUN
timeframe = default_conf["ticker_interval"] timeframe = default_conf["timeframe"]
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
@ -53,47 +53,47 @@ def test_historic_ohlcv(mocker, default_conf, ohlcv_history):
def test_get_pair_dataframe(mocker, default_conf, ohlcv_history): def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
default_conf["runmode"] = RunMode.DRY_RUN default_conf["runmode"] = RunMode.DRY_RUN
ticker_interval = default_conf["ticker_interval"] timeframe = default_conf["timeframe"]
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
dp = DataProvider(default_conf, exchange) dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN assert dp.runmode == RunMode.DRY_RUN
assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)) assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", timeframe))
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame) assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ohlcv_history assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe) is not ohlcv_history
assert not dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).empty assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe).empty
assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
# Test with and without parameter # Test with and without parameter
assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)\ assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe)\
.equals(dp.get_pair_dataframe("UNITTEST/BTC")) .equals(dp.get_pair_dataframe("UNITTEST/BTC"))
default_conf["runmode"] = RunMode.LIVE default_conf["runmode"] = RunMode.LIVE
dp = DataProvider(default_conf, exchange) dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.LIVE assert dp.runmode == RunMode.LIVE
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame) assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
historymock = MagicMock(return_value=ohlcv_history) historymock = MagicMock(return_value=ohlcv_history)
mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock) mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
default_conf["runmode"] = RunMode.BACKTEST default_conf["runmode"] = RunMode.BACKTEST
dp = DataProvider(default_conf, exchange) dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.BACKTEST assert dp.runmode == RunMode.BACKTEST
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame) assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
# assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty # assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
def test_available_pairs(mocker, default_conf, ohlcv_history): def test_available_pairs(mocker, default_conf, ohlcv_history):
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
ticker_interval = default_conf["ticker_interval"] timeframe = default_conf["timeframe"]
exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
dp = DataProvider(default_conf, exchange) dp = DataProvider(default_conf, exchange)
assert len(dp.available_pairs) == 2 assert len(dp.available_pairs) == 2
assert dp.available_pairs == [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval), ] assert dp.available_pairs == [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe), ]
def test_refresh(mocker, default_conf, ohlcv_history): def test_refresh(mocker, default_conf, ohlcv_history):
@ -101,10 +101,10 @@ def test_refresh(mocker, default_conf, ohlcv_history):
mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock) mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock)
exchange = get_patched_exchange(mocker, default_conf, id="binance") exchange = get_patched_exchange(mocker, default_conf, id="binance")
ticker_interval = default_conf["ticker_interval"] timeframe = default_conf["timeframe"]
pairs = [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval)] pairs = [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe)]
pairs_non_trad = [("ETH/USDT", ticker_interval), ("BTC/TUSD", "1h")] pairs_non_trad = [("ETH/USDT", timeframe), ("BTC/TUSD", "1h")]
dp = DataProvider(default_conf, exchange) dp = DataProvider(default_conf, exchange)
dp.refresh(pairs) dp.refresh(pairs)

6
tests/data/test_history.py
View File

@ -354,7 +354,7 @@ def test_init(default_conf, mocker) -> None:
assert {} == load_data( assert {} == load_data(
datadir=Path(''), datadir=Path(''),
pairs=[], pairs=[],
timeframe=default_conf['ticker_interval'] timeframe=default_conf['timeframe']
) )
@ -363,13 +363,13 @@ def test_init_with_refresh(default_conf, mocker) -> None:
refresh_data( refresh_data(
datadir=Path(''), datadir=Path(''),
pairs=[], pairs=[],
timeframe=default_conf['ticker_interval'], timeframe=default_conf['timeframe'],
exchange=exchange exchange=exchange
) )
assert {} == load_data( assert {} == load_data(
datadir=Path(''), datadir=Path(''),
pairs=[], pairs=[],
timeframe=default_conf['ticker_interval'] timeframe=default_conf['timeframe']
) )

10
tests/edge/test_edge.py
View File

@ -27,7 +27,7 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
#################################################################### ####################################################################
tests_start_time = arrow.get(2018, 10, 3) tests_start_time = arrow.get(2018, 10, 3)
ticker_interval_in_minute = 60 timeframe_in_minute = 60
_ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7} _ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7}
# Helpers for this test file # Helpers for this test file
@ -49,7 +49,7 @@ def _build_dataframe(buy_ohlc_sell_matrice):
'date': tests_start_time.shift( 'date': tests_start_time.shift(
minutes=( minutes=(
ohlc[0] * ohlc[0] *
ticker_interval_in_minute)).timestamp * timeframe_in_minute)).timestamp *
1000, 1000,
'buy': ohlc[1], 'buy': ohlc[1],
'open': ohlc[2], 'open': ohlc[2],
@ -70,7 +70,7 @@ def _build_dataframe(buy_ohlc_sell_matrice):
def _time_on_candle(number): def _time_on_candle(number):
return np.datetime64(tests_start_time.shift( return np.datetime64(tests_start_time.shift(
minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms') minutes=(number * timeframe_in_minute)).timestamp * 1000, 'ms')
# End helper functions # End helper functions
@ -262,7 +262,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m',
NEOBTC = [ NEOBTC = [
[ [
tests_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000, tests_start_time.shift(minutes=(x * timeframe_in_minute)).timestamp * 1000,
math.sin(x * hz) / 1000 + base, math.sin(x * hz) / 1000 + base,
math.sin(x * hz) / 1000 + base + 0.0001, math.sin(x * hz) / 1000 + base + 0.0001,
math.sin(x * hz) / 1000 + base - 0.0001, math.sin(x * hz) / 1000 + base - 0.0001,
@ -274,7 +274,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m',
base = 0.002 base = 0.002
LTCBTC = [ LTCBTC = [
[ [
tests_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000, tests_start_time.shift(minutes=(x * timeframe_in_minute)).timestamp * 1000,
math.sin(x * hz) / 1000 + base, math.sin(x * hz) / 1000 + base,
math.sin(x * hz) / 1000 + base + 0.0001, math.sin(x * hz) / 1000 + base + 0.0001,
math.sin(x * hz) / 1000 + base - 0.0001, math.sin(x * hz) / 1000 + base - 0.0001,

95
tests/exchange/test_exchange.py
View File

@ -25,7 +25,7 @@ from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import get_patched_exchange, log_has, log_has_re from tests.conftest import get_patched_exchange, log_has, log_has_re
# Make sure to always keep one exchange here which is NOT subclassed!! # Make sure to always keep one exchange here which is NOT subclassed!!
EXCHANGES = ['bittrex', 'binance', 'kraken', ] EXCHANGES = ['bittrex', 'binance', 'kraken', 'ftx']
# Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines # Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
@ -352,7 +352,7 @@ def test__load_markets(default_conf, mocker, caplog):
assert ex.markets == expected_return assert ex.markets == expected_return
def test__reload_markets(default_conf, mocker, caplog): def test_reload_markets(default_conf, mocker, caplog):
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
initial_markets = {'ETH/BTC': {}} initial_markets = {'ETH/BTC': {}}
@ -371,17 +371,17 @@ def test__reload_markets(default_conf, mocker, caplog):
assert exchange.markets == initial_markets assert exchange.markets == initial_markets
# less than 10 minutes have passed, no reload # less than 10 minutes have passed, no reload
exchange._reload_markets() exchange.reload_markets()
assert exchange.markets == initial_markets assert exchange.markets == initial_markets
# more than 10 minutes have passed, reload is executed # more than 10 minutes have passed, reload is executed
exchange._last_markets_refresh = arrow.utcnow().timestamp - 15 * 60 exchange._last_markets_refresh = arrow.utcnow().timestamp - 15 * 60
exchange._reload_markets() exchange.reload_markets()
assert exchange.markets == updated_markets assert exchange.markets == updated_markets
assert log_has('Performing scheduled market reload..', caplog) assert log_has('Performing scheduled market reload..', caplog)
def test__reload_markets_exception(default_conf, mocker, caplog): def test_reload_markets_exception(default_conf, mocker, caplog):
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
api_mock = MagicMock() api_mock = MagicMock()
@ -390,7 +390,7 @@ def test__reload_markets_exception(default_conf, mocker, caplog):
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance") exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
# less than 10 minutes have passed, no reload # less than 10 minutes have passed, no reload
exchange._reload_markets() exchange.reload_markets()
assert exchange._last_markets_refresh == 0 assert exchange._last_markets_refresh == 0
assert log_has_re(r"Could not reload markets.*", caplog) assert log_has_re(r"Could not reload markets.*", caplog)
@ -578,7 +578,7 @@ def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
('5m'), ("1m"), ("15m"), ("1h") ('5m'), ("1m"), ("15m"), ("1h")
]) ])
def test_validate_timeframes(default_conf, mocker, timeframe): def test_validate_timeframes(default_conf, mocker, timeframe):
default_conf["ticker_interval"] = timeframe default_conf["timeframe"] = timeframe
api_mock = MagicMock() api_mock = MagicMock()
id_mock = PropertyMock(return_value='test_exchange') id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock type(api_mock).id = id_mock
@ -596,7 +596,7 @@ def test_validate_timeframes(default_conf, mocker, timeframe):
def test_validate_timeframes_failed(default_conf, mocker): def test_validate_timeframes_failed(default_conf, mocker):
default_conf["ticker_interval"] = "3m" default_conf["timeframe"] = "3m"
api_mock = MagicMock() api_mock = MagicMock()
id_mock = PropertyMock(return_value='test_exchange') id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock type(api_mock).id = id_mock
@ -613,7 +613,7 @@ def test_validate_timeframes_failed(default_conf, mocker):
with pytest.raises(OperationalException, with pytest.raises(OperationalException,
match=r"Invalid timeframe '3m'. This exchange supports.*"): match=r"Invalid timeframe '3m'. This exchange supports.*"):
Exchange(default_conf) Exchange(default_conf)
default_conf["ticker_interval"] = "15s" default_conf["timeframe"] = "15s"
with pytest.raises(OperationalException, with pytest.raises(OperationalException,
match=r"Timeframes < 1m are currently not supported by Freqtrade."): match=r"Timeframes < 1m are currently not supported by Freqtrade."):
@ -621,7 +621,7 @@ def test_validate_timeframes_failed(default_conf, mocker):
def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker): def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
default_conf["ticker_interval"] = "3m" default_conf["timeframe"] = "3m"
api_mock = MagicMock() api_mock = MagicMock()
id_mock = PropertyMock(return_value='test_exchange') id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock type(api_mock).id = id_mock
@ -641,7 +641,7 @@ def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker): def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
default_conf["ticker_interval"] = "3m" default_conf["timeframe"] = "3m"
api_mock = MagicMock() api_mock = MagicMock()
id_mock = PropertyMock(return_value='test_exchange') id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock type(api_mock).id = id_mock
@ -662,7 +662,7 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
def test_validate_timeframes_not_in_config(default_conf, mocker): def test_validate_timeframes_not_in_config(default_conf, mocker):
del default_conf["ticker_interval"] del default_conf["timeframe"]
api_mock = MagicMock() api_mock = MagicMock()
id_mock = PropertyMock(return_value='test_exchange') id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock type(api_mock).id = id_mock
@ -1258,7 +1258,8 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist) exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
# one_call calculation * 1.8 should do 2 calls # one_call calculation * 1.8 should do 2 calls
since = 5 * 60 * 500 * 1.8
since = 5 * 60 * exchange._ft_has['ohlcv_candle_limit'] * 1.8
ret = exchange.get_historic_ohlcv(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000)) ret = exchange.get_historic_ohlcv(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000))
assert exchange._async_get_candle_history.call_count == 2 assert exchange._async_get_candle_history.call_count == 2
@ -1350,7 +1351,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
# exchange = Exchange(default_conf) # exchange = Exchange(default_conf)
await async_ccxt_exception(mocker, default_conf, MagicMock(), await async_ccxt_exception(mocker, default_conf, MagicMock(),
"_async_get_candle_history", "fetch_ohlcv", "_async_get_candle_history", "fetch_ohlcv",
pair='ABCD/BTC', timeframe=default_conf['ticker_interval']) pair='ABCD/BTC', timeframe=default_conf['timeframe'])
api_mock = MagicMock() api_mock = MagicMock()
with pytest.raises(OperationalException, with pytest.raises(OperationalException,
@ -1480,7 +1481,7 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv) exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data)) sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data))
# Test the OHLCV data sort # Test the OHLCV data sort
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval']) res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe'])
assert res[0] == 'ETH/BTC' assert res[0] == 'ETH/BTC'
res_ohlcv = res[2] res_ohlcv = res[2]
@ -1517,9 +1518,9 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
# Reset sort mock # Reset sort mock
sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data)) sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data))
# Test the OHLCV data sort # Test the OHLCV data sort
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval']) res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe'])
assert res[0] == 'ETH/BTC' assert res[0] == 'ETH/BTC'
assert res[1] == default_conf['ticker_interval'] assert res[1] == default_conf['timeframe']
res_ohlcv = res[2] res_ohlcv = res[2]
# Sorted not called again - data is already in order # Sorted not called again - data is already in order
assert sort_mock.call_count == 0 assert sort_mock.call_count == 0
@ -1733,6 +1734,7 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
default_conf['dry_run'] = True default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {} assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
@pytest.mark.parametrize("exchange_name", EXCHANGES) @pytest.mark.parametrize("exchange_name", EXCHANGES)
@ -1817,6 +1819,25 @@ def test_cancel_order(default_conf, mocker, exchange_name):
order_id='_', pair='TKN/BTC') order_id='_', pair='TKN/BTC')
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
default_conf['dry_run'] = False
api_mock = MagicMock()
api_mock.cancel_order = MagicMock(return_value=123)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
assert exchange.cancel_stoploss_order(order_id='_', pair='TKN/BTC') == 123
with pytest.raises(InvalidOrderException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.cancel_stoploss_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
"cancel_stoploss_order", "cancel_order",
order_id='_', pair='TKN/BTC')
@pytest.mark.parametrize("exchange_name", EXCHANGES) @pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_order(default_conf, mocker, exchange_name): def test_get_order(default_conf, mocker, exchange_name):
default_conf['dry_run'] = True default_conf['dry_run'] = True
@ -1846,6 +1867,38 @@ def test_get_order(default_conf, mocker, exchange_name):
order_id='_', pair='TKN/BTC') order_id='_', pair='TKN/BTC')
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_stoploss_order(default_conf, mocker, exchange_name):
# Don't test FTX here - that needs a seperate test
if exchange_name == 'ftx':
return
default_conf['dry_run'] = True
order = MagicMock()
order.myid = 123
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange._dry_run_open_orders['X'] = order
assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
exchange.get_stoploss_order('Y', 'TKN/BTC')
default_conf['dry_run'] = False
api_mock = MagicMock()
api_mock.fetch_order = MagicMock(return_value=456)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
assert exchange.get_stoploss_order('X', 'TKN/BTC') == 456
with pytest.raises(InvalidOrderException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
'get_stoploss_order', 'fetch_order',
order_id='_', pair='TKN/BTC')
@pytest.mark.parametrize("exchange_name", EXCHANGES) @pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_name(default_conf, mocker, exchange_name): def test_name(default_conf, mocker, exchange_name):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
@ -2192,12 +2245,18 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944), 'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944),
({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561, ({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561,
'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305), 'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305),
# TODO: More tests here!
# Rate included in return - return as is # Rate included in return - return as is
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01), 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005), 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005),
# 0.1% filled - no costs (kraken - #3431)
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
'fee': {'currency': 'BTC', 'cost': 0.0, 'rate': None}}, None),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
'fee': {'currency': 'ETH', 'cost': 0.0, 'rate': None}}, 0.0),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
'fee': {'currency': 'NEO', 'cost': 0.0, 'rate': None}}, None),
]) ])
def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None: def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081}) mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})

163
tests/exchange/test_ftx.py Normal file
View File

@ -0,0 +1,163 @@
# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
# pragma pylint: disable=protected-access
from random import randint
from unittest.mock import MagicMock
import ccxt
import pytest
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from tests.conftest import get_patched_exchange
from .test_exchange import ccxt_exceptionhandlers
STOPLOSS_ORDERTYPE = 'stop'
def test_stoploss_order_ftx(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
# stoploss_on_exchange_limit_ratio is irrelevant for ftx market orders
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
order_types={'stoploss_on_exchange_limit_ratio': 1.05})
assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
assert api_mock.create_order.call_args_list[0][1]['price'] == 190
assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
assert api_mock.create_order.call_count == 1
api_mock.create_order.reset_mock()
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
assert api_mock.create_order.call_args_list[0][1]['price'] == 220
assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
api_mock.create_order.reset_mock()
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
order_types={'stoploss': 'limit'})
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
assert api_mock.create_order.call_args_list[0][1]['price'] == 220
assert 'orderPrice' in api_mock.create_order.call_args_list[0][1]['params']
assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == 217.8
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
with pytest.raises(InvalidOrderException):
api_mock.create_order = MagicMock(
side_effect=ccxt.InvalidOrder("ftx Order would trigger immediately."))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
with pytest.raises(TemporaryError):
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
def test_stoploss_order_dry_run_ftx(default_conf, mocker):
api_mock = MagicMock()
default_conf['dry_run'] = True
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
api_mock.create_order.reset_mock()
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
assert 'id' in order
assert 'info' in order
assert 'type' in order
assert order['type'] == STOPLOSS_ORDERTYPE
assert order['price'] == 220
assert order['amount'] == 1
def test_stoploss_adjust_ftx(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf, id='ftx')
order = {
'type': STOPLOSS_ORDERTYPE,
'price': 1500,
}
assert exchange.stoploss_adjust(1501, order)
assert not exchange.stoploss_adjust(1499, order)
# Test with invalid order case ...
order['type'] = 'stop_loss_limit'
assert not exchange.stoploss_adjust(1501, order)
def test_get_stoploss_order(default_conf, mocker):
default_conf['dry_run'] = True
order = MagicMock()
order.myid = 123
exchange = get_patched_exchange(mocker, default_conf, id='ftx')
exchange._dry_run_open_orders['X'] = order
assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
exchange.get_stoploss_order('Y', 'TKN/BTC')
default_conf['dry_run'] = False
api_mock = MagicMock()
api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}])
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
assert exchange.get_stoploss_order('X', 'TKN/BTC')['status'] == '456'
api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
exchange.get_stoploss_order('X', 'TKN/BTC')['status']
with pytest.raises(InvalidOrderException):
api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_orders.call_count == 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
'get_stoploss_order', 'fetch_orders',
order_id='_', pair='TKN/BTC')

10
tests/exchange/test_kraken.py
View File

@ -11,6 +11,8 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException,
from tests.conftest import get_patched_exchange from tests.conftest import get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers from tests.exchange.test_exchange import ccxt_exceptionhandlers
STOPLOSS_ORDERTYPE = 'stop-loss'
def test_buy_kraken_trading_agreement(default_conf, mocker): def test_buy_kraken_trading_agreement(default_conf, mocker):
api_mock = MagicMock() api_mock = MagicMock()
@ -159,7 +161,6 @@ def test_get_balances_prod(default_conf, mocker):
def test_stoploss_order_kraken(default_conf, mocker): def test_stoploss_order_kraken(default_conf, mocker):
api_mock = MagicMock() api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'stop-loss'
api_mock.create_order = MagicMock(return_value={ api_mock.create_order = MagicMock(return_value={
'id': order_id, 'id': order_id,
@ -187,7 +188,7 @@ def test_stoploss_order_kraken(default_conf, mocker):
assert 'info' in order assert 'info' in order
assert order['id'] == order_id assert order['id'] == order_id
assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC' assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
assert api_mock.create_order.call_args_list[0][1]['type'] == order_type assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell' assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
assert api_mock.create_order.call_args_list[0][1]['price'] == 220 assert api_mock.create_order.call_args_list[0][1]['price'] == 220
@ -218,7 +219,6 @@ def test_stoploss_order_kraken(default_conf, mocker):
def test_stoploss_order_dry_run_kraken(default_conf, mocker): def test_stoploss_order_dry_run_kraken(default_conf, mocker):
api_mock = MagicMock() api_mock = MagicMock()
order_type = 'stop-loss'
default_conf['dry_run'] = True default_conf['dry_run'] = True
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
@ -233,7 +233,7 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
assert 'info' in order assert 'info' in order
assert 'type' in order assert 'type' in order
assert order['type'] == order_type assert order['type'] == STOPLOSS_ORDERTYPE
assert order['price'] == 220 assert order['price'] == 220
assert order['amount'] == 1 assert order['amount'] == 1
@ -241,7 +241,7 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
def test_stoploss_adjust_kraken(mocker, default_conf): def test_stoploss_adjust_kraken(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf, id='kraken') exchange = get_patched_exchange(mocker, default_conf, id='kraken')
order = { order = {
'type': 'stop-loss', 'type': STOPLOSS_ORDERTYPE,
'price': 1500, 'price': 1500,
} }
assert exchange.stoploss_adjust(1501, order) assert exchange.stoploss_adjust(1501, order)

2
tests/optimize/test_backtest_detail.py
View File

@ -360,7 +360,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
""" """
default_conf["stoploss"] = data.stop_loss default_conf["stoploss"] = data.stop_loss
default_conf["minimal_roi"] = data.roi default_conf["minimal_roi"] = data.roi
default_conf["ticker_interval"] = tests_timeframe default_conf["timeframe"] = tests_timeframe
default_conf["trailing_stop"] = data.trailing_stop default_conf["trailing_stop"] = data.trailing_stop
default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
# Only add this to configuration If it's necessary # Only add this to configuration If it's necessary

62
tests/optimize/test_backtesting.py
View File

@ -81,7 +81,7 @@ def load_data_test(what, testdatadir):
def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None: def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
patch_exchange(mocker) patch_exchange(mocker)
config['ticker_interval'] = '1m' config['timeframe'] = '1m'
backtesting = Backtesting(config) backtesting = Backtesting(config)
data = load_data_test(contour, testdatadir) data = load_data_test(contour, testdatadir)
@ -165,7 +165,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
assert 'pair_whitelist' in config['exchange'] assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config assert 'timeframe' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog) assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'position_stacking' not in config assert 'position_stacking' not in config
@ -189,7 +189,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'DefaultStrategy', '--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar', '--datadir', '/foo/bar',
'--ticker-interval', '1m', '--timeframe', '1m',
'--enable-position-stacking', '--enable-position-stacking',
'--disable-max-market-positions', '--disable-max-market-positions',
'--timerange', ':100', '--timerange', ':100',
@ -208,8 +208,8 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
assert config['runmode'] == RunMode.BACKTEST assert config['runmode'] == RunMode.BACKTEST
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config assert 'timeframe' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
caplog) caplog)
assert 'position_stacking' in config assert 'position_stacking' in config
@ -286,9 +286,9 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
assert not backtesting.strategy.order_types["stoploss_on_exchange"] assert not backtesting.strategy.order_types["stoploss_on_exchange"]
def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> None: def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
patch_exchange(mocker) patch_exchange(mocker)
del default_conf['ticker_interval'] del default_conf['timeframe']
default_conf['strategy_list'] = ['DefaultStrategy', default_conf['strategy_list'] = ['DefaultStrategy',
'SampleStrategy'] 'SampleStrategy']
@ -333,11 +333,12 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
mocker.patch('freqtrade.data.history.get_timerange', get_timerange) mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest') mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
mocker.patch('freqtrade.optimize.backtesting.generate_backtest_stats')
mocker.patch('freqtrade.optimize.backtesting.show_backtest_results') mocker.patch('freqtrade.optimize.backtesting.show_backtest_results')
mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC'])) PropertyMock(return_value=['UNITTEST/BTC']))
default_conf['ticker_interval'] = '1m' default_conf['timeframe'] = '1m'
default_conf['datadir'] = testdatadir default_conf['datadir'] = testdatadir
default_conf['export'] = None default_conf['export'] = None
default_conf['timerange'] = '-1510694220' default_conf['timerange'] = '-1510694220'
@ -367,7 +368,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC'])) PropertyMock(return_value=['UNITTEST/BTC']))
default_conf['ticker_interval'] = "1m" default_conf['timeframe'] = "1m"
default_conf['datadir'] = testdatadir default_conf['datadir'] = testdatadir
default_conf['export'] = None default_conf['export'] = None
default_conf['timerange'] = '20180101-20180102' default_conf['timerange'] = '20180101-20180102'
@ -387,7 +388,7 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=[])) PropertyMock(return_value=[]))
default_conf['ticker_interval'] = "1m" default_conf['timeframe'] = "1m"
default_conf['datadir'] = testdatadir default_conf['datadir'] = testdatadir
default_conf['export'] = None default_conf['export'] = None
default_conf['timerange'] = '20180101-20180102' default_conf['timerange'] = '20180101-20180102'
@ -453,7 +454,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
t["close_rate"], 6) < round(ln.iloc[0]["high"], 6)) t["close_rate"], 6) < round(ln.iloc[0]["high"], 6))
def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -> None: def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None:
default_conf['ask_strategy']['use_sell_signal'] = False default_conf['ask_strategy']['use_sell_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker) patch_exchange(mocker)
@ -534,7 +535,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, backtest_conf = _make_backtest_conf(mocker, conf=default_conf,
pair='UNITTEST/BTC', datadir=testdatadir) pair='UNITTEST/BTC', datadir=testdatadir)
default_conf['ticker_interval'] = '1m' default_conf['timeframe'] = '1m'
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = _trend_alternate # Override backtesting.strategy.advise_buy = _trend_alternate # Override
backtesting.strategy.advise_sell = _trend_alternate # Override backtesting.strategy.advise_sell = _trend_alternate # Override
@ -573,7 +574,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
# Remove data for one pair from the beginning of the data # Remove data for one pair from the beginning of the data
data[pair] = data[pair][tres:].reset_index() data[pair] = data[pair][tres:].reset_index()
default_conf['ticker_interval'] = '5m' default_conf['timeframe'] = '5m'
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = _trend_alternate_hold # Override backtesting.strategy.advise_buy = _trend_alternate_hold # Override
@ -612,8 +613,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
mocker.patch('freqtrade.optimize.backtesting.show_backtest_results', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.generate_backtest_stats')
mocker.patch('freqtrade.optimize.backtesting.show_backtest_results')
mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC'])) PropertyMock(return_value=['UNITTEST/BTC']))
patched_configuration_load_config_file(mocker, default_conf) patched_configuration_load_config_file(mocker, default_conf)
@ -623,7 +625,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'DefaultStrategy', '--strategy', 'DefaultStrategy',
'--datadir', str(testdatadir), '--datadir', str(testdatadir),
'--ticker-interval', '1m', '--timeframe', '1m',
'--timerange', '1510694220-1510700340', '--timerange', '1510694220-1510700340',
'--enable-position-stacking', '--enable-position-stacking',
'--disable-max-market-positions' '--disable-max-market-positions'
@ -632,7 +634,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
start_backtesting(args) start_backtesting(args)
# check the logs, that will contain the backtest result # check the logs, that will contain the backtest result
exists = [ exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', 'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...', 'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
@ -657,17 +659,17 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC'])) PropertyMock(return_value=['UNITTEST/BTC']))
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
gen_table_mock = MagicMock() text_table_mock = MagicMock()
sell_reason_mock = MagicMock() sell_reason_mock = MagicMock()
gen_strattable_mock = MagicMock() strattable_mock = MagicMock()
gen_strat_summary = MagicMock() strat_summary = MagicMock()
mocker.patch.multiple('freqtrade.optimize.optimize_reports', mocker.patch.multiple('freqtrade.optimize.optimize_reports',
generate_text_table=gen_table_mock, text_table_bt_results=text_table_mock,
generate_text_table_strategy=gen_strattable_mock, text_table_strategy=strattable_mock,
generate_pair_metrics=MagicMock(), generate_pair_metrics=MagicMock(),
generate_sell_reason_stats=sell_reason_mock, generate_sell_reason_stats=sell_reason_mock,
generate_strategy_metrics=gen_strat_summary, generate_strategy_metrics=strat_summary,
) )
patched_configuration_load_config_file(mocker, default_conf) patched_configuration_load_config_file(mocker, default_conf)
@ -676,7 +678,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'--config', 'config.json', '--config', 'config.json',
'--datadir', str(testdatadir), '--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'), '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
'--ticker-interval', '1m', '--timeframe', '1m',
'--timerange', '1510694220-1510700340', '--timerange', '1510694220-1510700340',
'--enable-position-stacking', '--enable-position-stacking',
'--disable-max-market-positions', '--disable-max-market-positions',
@ -688,14 +690,14 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
start_backtesting(args) start_backtesting(args)
# 2 backtests, 4 tables # 2 backtests, 4 tables
assert backtestmock.call_count == 2 assert backtestmock.call_count == 2
assert gen_table_mock.call_count == 4 assert text_table_mock.call_count == 4
assert gen_strattable_mock.call_count == 1 assert strattable_mock.call_count == 1
assert sell_reason_mock.call_count == 2 assert sell_reason_mock.call_count == 2
assert gen_strat_summary.call_count == 1 assert strat_summary.call_count == 1
# check the logs, that will contain the backtest result # check the logs, that will contain the backtest result
exists = [ exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', 'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...', 'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
@ -765,7 +767,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'--config', 'config.json', '--config', 'config.json',
'--datadir', str(testdatadir), '--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'), '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
'--ticker-interval', '1m', '--timeframe', '1m',
'--timerange', '1510694220-1510700340', '--timerange', '1510694220-1510700340',
'--enable-position-stacking', '--enable-position-stacking',
'--disable-max-market-positions', '--disable-max-market-positions',
@ -778,7 +780,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
# check the logs, that will contain the backtest result # check the logs, that will contain the backtest result
exists = [ exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', 'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...', 'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',

8
tests/optimize/test_edge_cli.py
View File

@ -29,7 +29,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
assert 'pair_whitelist' in config['exchange'] assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config assert 'timeframe' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog) assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'timerange' not in config assert 'timerange' not in config
@ -48,7 +48,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'DefaultStrategy', '--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar', '--datadir', '/foo/bar',
'--ticker-interval', '1m', '--timeframe', '1m',
'--timerange', ':100', '--timerange', ':100',
'--stoplosses=-0.01,-0.10,-0.001' '--stoplosses=-0.01,-0.10,-0.001'
] ]
@ -62,8 +62,8 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
assert 'datadir' in config assert 'datadir' in config
assert config['runmode'] == RunMode.EDGE assert config['runmode'] == RunMode.EDGE
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config assert 'timeframe' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
caplog) caplog)
assert 'timerange' in config assert 'timerange' in config

13
tests/optimize/test_hyperopt.py
View File

@ -94,7 +94,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
assert 'pair_whitelist' in config['exchange'] assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config assert 'timeframe' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog) assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'position_stacking' not in config assert 'position_stacking' not in config
@ -117,7 +117,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
'--config', 'config.json', '--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt', '--hyperopt', 'DefaultHyperOpt',
'--datadir', '/foo/bar', '--datadir', '/foo/bar',
'--ticker-interval', '1m', '--timeframe', '1m',
'--timerange', ':100', '--timerange', ':100',
'--enable-position-stacking', '--enable-position-stacking',
'--disable-max-market-positions', '--disable-max-market-positions',
@ -136,8 +136,8 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
assert config['runmode'] == RunMode.HYPEROPT assert config['runmode'] == RunMode.HYPEROPT
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config assert 'timeframe' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
caplog) caplog)
assert 'position_stacking' in config assert 'position_stacking' in config
@ -197,7 +197,8 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
"Using populate_sell_trend from the strategy.", caplog) "Using populate_sell_trend from the strategy.", caplog)
assert log_has("Hyperopt class does not provide populate_buy_trend() method. " assert log_has("Hyperopt class does not provide populate_buy_trend() method. "
"Using populate_buy_trend from the strategy.", caplog) "Using populate_buy_trend from the strategy.", caplog)
assert hasattr(x, "ticker_interval") assert hasattr(x, "ticker_interval") # DEPRECATED
assert hasattr(x, "timeframe")
def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None: def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
@ -544,7 +545,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
) )
patch_exchange(mocker) patch_exchange(mocker)
# Co-test loading timeframe from strategy # Co-test loading timeframe from strategy
del default_conf['ticker_interval'] del default_conf['timeframe']
default_conf.update({'config': 'config.json.example', default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt', 'hyperopt': 'DefaultHyperOpt',
'epochs': 1, 'epochs': 1,

17
tests/optimize/test_optimize_reports.py
View File

@ -7,13 +7,13 @@ from arrow import Arrow
from freqtrade.edge import PairInfo from freqtrade.edge import PairInfo
from freqtrade.optimize.optimize_reports import ( from freqtrade.optimize.optimize_reports import (
generate_pair_metrics, generate_edge_table, generate_sell_reason_stats, generate_pair_metrics, generate_edge_table, generate_sell_reason_stats,
generate_text_table, generate_text_table_sell_reason, generate_strategy_metrics, text_table_bt_results, text_table_sell_reason, generate_strategy_metrics,
generate_text_table_strategy, store_backtest_result) text_table_strategy, store_backtest_result)
from freqtrade.strategy.interface import SellType from freqtrade.strategy.interface import SellType
from tests.conftest import patch_exchange from tests.conftest import patch_exchange
def test_generate_text_table(default_conf, mocker): def test_text_table_bt_results(default_conf, mocker):
results = pd.DataFrame( results = pd.DataFrame(
{ {
@ -40,8 +40,7 @@ def test_generate_text_table(default_conf, mocker):
pair_results = generate_pair_metrics(data={'ETH/BTC': {}}, stake_currency='BTC', pair_results = generate_pair_metrics(data={'ETH/BTC': {}}, stake_currency='BTC',
max_open_trades=2, results=results) max_open_trades=2, results=results)
assert generate_text_table(pair_results, assert text_table_bt_results(pair_results, stake_currency='BTC') == result_str
stake_currency='BTC') == result_str
def test_generate_pair_metrics(default_conf, mocker): def test_generate_pair_metrics(default_conf, mocker):
@ -69,7 +68,7 @@ def test_generate_pair_metrics(default_conf, mocker):
pytest.approx(pair_results[-1]['profit_sum_pct']) == pair_results[-1]['profit_sum'] * 100) pytest.approx(pair_results[-1]['profit_sum_pct']) == pair_results[-1]['profit_sum'] * 100)
def test_generate_text_table_sell_reason(default_conf): def test_text_table_sell_reason(default_conf):
results = pd.DataFrame( results = pd.DataFrame(
{ {
@ -97,7 +96,7 @@ def test_generate_text_table_sell_reason(default_conf):
sell_reason_stats = generate_sell_reason_stats(max_open_trades=2, sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
results=results) results=results)
assert generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats, assert text_table_sell_reason(sell_reason_stats=sell_reason_stats,
stake_currency='BTC') == result_str stake_currency='BTC') == result_str
@ -136,7 +135,7 @@ def test_generate_sell_reason_stats(default_conf):
assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2) assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2)
def test_generate_text_table_strategy(default_conf, mocker): def test_text_table_strategy(default_conf, mocker):
results = {} results = {}
results['TestStrategy1'] = pd.DataFrame( results['TestStrategy1'] = pd.DataFrame(
{ {
@ -178,7 +177,7 @@ def test_generate_text_table_strategy(default_conf, mocker):
max_open_trades=2, max_open_trades=2,
all_results=results) all_results=results)
assert generate_text_table_strategy(strategy_results, 'BTC') == result_str assert text_table_strategy(strategy_results, 'BTC') == result_str
def test_generate_edge_table(edge_conf, mocker): def test_generate_edge_table(edge_conf, mocker):

17
tests/pairlist/test_pairlist.py
View File

@ -421,6 +421,23 @@ def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist
assert log_message in caplog.text assert log_message in caplog.text
@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
def test__whitelist_for_active_markets_empty(mocker, whitelist_conf, markets, pairlist, tickers):
whitelist_conf['pairlists'][0]['method'] = pairlist
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=None),
get_tickers=tickers
)
# Assign starting whitelist
pairlist_handler = freqtrade.pairlists._pairlist_handlers[0]
with pytest.raises(OperationalException, match=r'Markets not loaded.*'):
pairlist_handler._whitelist_for_active_markets(['ETH/BTC'])
def test_volumepairlist_invalid_sortvalue(mocker, markets, whitelist_conf): def test_volumepairlist_invalid_sortvalue(mocker, markets, whitelist_conf):
whitelist_conf['pairlists'][0].update({"sort_key": "asdf"}) whitelist_conf['pairlists'][0].update({"sort_key": "asdf"})

83
tests/rpc/test_rpc.py
View File

@ -42,8 +42,12 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
rpc._rpc_trade_status() rpc._rpc_trade_status()
freqtradebot.enter_positions() freqtradebot.enter_positions()
trades = Trade.get_open_trades()
trades[0].open_order_id = None
freqtradebot.exit_positions(trades)
results = rpc._rpc_trade_status() results = rpc._rpc_trade_status()
assert { assert results[0] == {
'trade_id': 1, 'trade_id': 1,
'pair': 'ETH/BTC', 'pair': 'ETH/BTC',
'base_currency': 'BTC', 'base_currency': 'BTC',
@ -54,11 +58,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'fee_open': ANY, 'fee_open': ANY,
'fee_open_cost': ANY, 'fee_open_cost': ANY,
'fee_open_currency': ANY, 'fee_open_currency': ANY,
'fee_close': ANY, 'fee_close': fee.return_value,
'fee_close_cost': ANY, 'fee_close_cost': ANY,
'fee_close_currency': ANY, 'fee_close_currency': ANY,
'open_rate_requested': ANY, 'open_rate_requested': ANY,
'open_trade_price': ANY, 'open_trade_price': 0.0010025,
'close_rate_requested': ANY, 'close_rate_requested': ANY,
'sell_reason': ANY, 'sell_reason': ANY,
'sell_order_status': ANY, 'sell_order_status': ANY,
@ -66,6 +70,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'max_rate': ANY, 'max_rate': ANY,
'strategy': ANY, 'strategy': ANY,
'ticker_interval': ANY, 'ticker_interval': ANY,
'timeframe': ANY,
'open_order_id': ANY, 'open_order_id': ANY,
'close_date': None, 'close_date': None,
'close_date_hum': None, 'close_date_hum': None,
@ -80,24 +85,32 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'close_profit_abs': None, 'close_profit_abs': None,
'current_profit': -0.00408133, 'current_profit': -0.00408133,
'current_profit_pct': -0.41, 'current_profit_pct': -0.41,
'stop_loss': 0.0, 'current_profit_abs': -4.09e-06,
'stop_loss_pct': None, 'stop_loss': 9.882e-06,
'stop_loss_abs': 9.882e-06,
'stop_loss_pct': -10.0,
'stop_loss_ratio': -0.1,
'stoploss_order_id': None, 'stoploss_order_id': None,
'stoploss_last_update': None, 'stoploss_last_update': ANY,
'stoploss_last_update_timestamp': None, 'stoploss_last_update_timestamp': ANY,
'initial_stop_loss': 0.0, 'initial_stop_loss': 9.882e-06,
'initial_stop_loss_pct': None, 'initial_stop_loss_abs': 9.882e-06,
'open_order': '(limit buy rem=0.00000000)', 'initial_stop_loss_pct': -10.0,
'initial_stop_loss_ratio': -0.1,
'stoploss_current_dist': -1.1080000000000002e-06,
'stoploss_current_dist_ratio': -0.10081893,
'stoploss_entry_dist': -0.00010475,
'stoploss_entry_dist_ratio': -0.10448878,
'open_order': None,
'exchange': 'bittrex', 'exchange': 'bittrex',
}
} == results[0]
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate', mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available"))) MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
results = rpc._rpc_trade_status() results = rpc._rpc_trade_status()
assert isnan(results[0]['current_profit']) assert isnan(results[0]['current_profit'])
assert isnan(results[0]['current_rate']) assert isnan(results[0]['current_rate'])
assert { assert results[0] == {
'trade_id': 1, 'trade_id': 1,
'pair': 'ETH/BTC', 'pair': 'ETH/BTC',
'base_currency': 'BTC', 'base_currency': 'BTC',
@ -108,7 +121,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'fee_open': ANY, 'fee_open': ANY,
'fee_open_cost': ANY, 'fee_open_cost': ANY,
'fee_open_currency': ANY, 'fee_open_currency': ANY,
'fee_close': ANY, 'fee_close': fee.return_value,
'fee_close_cost': ANY, 'fee_close_cost': ANY,
'fee_close_currency': ANY, 'fee_close_currency': ANY,
'open_rate_requested': ANY, 'open_rate_requested': ANY,
@ -120,6 +133,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'max_rate': ANY, 'max_rate': ANY,
'strategy': ANY, 'strategy': ANY,
'ticker_interval': ANY, 'ticker_interval': ANY,
'timeframe': ANY,
'open_order_id': ANY, 'open_order_id': ANY,
'close_date': None, 'close_date': None,
'close_date_hum': None, 'close_date_hum': None,
@ -134,16 +148,25 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'close_profit_abs': None, 'close_profit_abs': None,
'current_profit': ANY, 'current_profit': ANY,
'current_profit_pct': ANY, 'current_profit_pct': ANY,
'stop_loss': 0.0, 'current_profit_abs': ANY,
'stop_loss_pct': None, 'stop_loss': 9.882e-06,
'stop_loss_abs': 9.882e-06,
'stop_loss_pct': -10.0,
'stop_loss_ratio': -0.1,
'stoploss_order_id': None, 'stoploss_order_id': None,
'stoploss_last_update': None, 'stoploss_last_update': ANY,
'stoploss_last_update_timestamp': None, 'stoploss_last_update_timestamp': ANY,
'initial_stop_loss': 0.0, 'initial_stop_loss': 9.882e-06,
'initial_stop_loss_pct': None, 'initial_stop_loss_abs': 9.882e-06,
'open_order': '(limit buy rem=0.00000000)', 'initial_stop_loss_pct': -10.0,
'initial_stop_loss_ratio': -0.1,
'stoploss_current_dist': ANY,
'stoploss_current_dist_ratio': ANY,
'stoploss_entry_dist': -0.00010475,
'stoploss_entry_dist_ratio': -0.10448878,
'open_order': None,
'exchange': 'bittrex', 'exchange': 'bittrex',
} == results[0] }
def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
@ -571,7 +594,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
assert freqtradebot.config['max_open_trades'] != 0 assert freqtradebot.config['max_open_trades'] != 0
result = rpc._rpc_stopbuy() result = rpc._rpc_stopbuy()
assert {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} == result assert {'status': 'No more buy will occur from now. Run /reload_config to reset.'} == result
assert freqtradebot.config['max_open_trades'] == 0 assert freqtradebot.config['max_open_trades'] == 0
@ -848,6 +871,20 @@ def test_rpc_blacklist(mocker, default_conf) -> None:
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist'] assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC'] assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC']
ret = rpc._rpc_blacklist(["ETH/BTC"])
assert 'errors' in ret
assert isinstance(ret['errors'], dict)
assert ret['errors']['ETH/BTC']['error_msg'] == 'Pair ETH/BTC already in pairlist.'
ret = rpc._rpc_blacklist(["ETH/ETH"])
assert 'StaticPairList' in ret['method']
assert len(ret['blacklist']) == 3
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC']
assert 'errors' in ret
assert isinstance(ret['errors'], dict)
assert ret['errors']['ETH/ETH']['error_msg'] == 'Pair ETH/ETH does not match stake currency.'
def test_rpc_edge_disabled(mocker, default_conf) -> None: def test_rpc_edge_disabled(mocker, default_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())

70
tests/rpc/test_rpc_apiserver.py
View File

@ -251,10 +251,10 @@ def test_api_cleanup(default_conf, mocker, caplog):
def test_api_reloadconf(botclient): def test_api_reloadconf(botclient):
ftbot, client = botclient ftbot, client = botclient
rc = client_post(client, f"{BASE_URI}/reload_conf") rc = client_post(client, f"{BASE_URI}/reload_config")
assert_response(rc) assert_response(rc)
assert rc.json == {'status': 'reloading config ...'} assert rc.json == {'status': 'reloading config ...'}
assert ftbot.state == State.RELOAD_CONF assert ftbot.state == State.RELOAD_CONFIG
def test_api_stopbuy(botclient): def test_api_stopbuy(botclient):
@ -263,7 +263,7 @@ def test_api_stopbuy(botclient):
rc = client_post(client, f"{BASE_URI}/stopbuy") rc = client_post(client, f"{BASE_URI}/stopbuy")
assert_response(rc) assert_response(rc)
assert rc.json == {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} assert rc.json == {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
assert ftbot.config['max_open_trades'] == 0 assert ftbot.config['max_open_trades'] == 0
@ -323,8 +323,11 @@ def test_api_show_config(botclient, mocker):
assert 'dry_run' in rc.json assert 'dry_run' in rc.json
assert rc.json['exchange'] == 'bittrex' assert rc.json['exchange'] == 'bittrex'
assert rc.json['ticker_interval'] == '5m' assert rc.json['ticker_interval'] == '5m'
assert rc.json['timeframe'] == '5m'
assert rc.json['state'] == 'running' assert rc.json['state'] == 'running'
assert not rc.json['trailing_stop'] assert not rc.json['trailing_stop']
assert 'bid_strategy' in rc.json
assert 'ask_strategy' in rc.json
def test_api_daily(botclient, mocker, ticker, fee, markets): def test_api_daily(botclient, mocker, ticker, fee, markets):
@ -428,9 +431,17 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
'profit_all_coin': 6.217e-05, 'profit_all_coin': 6.217e-05,
'profit_all_fiat': 0, 'profit_all_fiat': 0,
'profit_all_percent': 6.2, 'profit_all_percent': 6.2,
'profit_all_percent_mean': 6.2,
'profit_all_ratio_mean': 0.06201058,
'profit_all_percent_sum': 6.2,
'profit_all_ratio_sum': 0.06201058,
'profit_closed_coin': 6.217e-05, 'profit_closed_coin': 6.217e-05,
'profit_closed_fiat': 0, 'profit_closed_fiat': 0,
'profit_closed_percent': 6.2, 'profit_closed_percent': 6.2,
'profit_closed_ratio_mean': 0.06201058,
'profit_closed_percent_mean': 6.2,
'profit_closed_ratio_sum': 0.06201058,
'profit_closed_percent_sum': 6.2,
'trade_count': 1, 'trade_count': 1,
'closed_trade_count': 1, 'closed_trade_count': 1,
} }
@ -495,6 +506,10 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
assert rc.json == [] assert rc.json == []
ftbot.enter_positions() ftbot.enter_positions()
trades = Trade.get_open_trades()
trades[0].open_order_id = None
ftbot.exit_positions(trades)
rc = client_get(client, f"{BASE_URI}/status") rc = client_get(client, f"{BASE_URI}/status")
assert_response(rc) assert_response(rc)
assert len(rc.json) == 1 assert len(rc.json) == 1
@ -509,21 +524,30 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'close_rate': None, 'close_rate': None,
'current_profit': -0.00408133, 'current_profit': -0.00408133,
'current_profit_pct': -0.41, 'current_profit_pct': -0.41,
'current_profit_abs': -4.09e-06,
'current_rate': 1.099e-05, 'current_rate': 1.099e-05,
'initial_stop_loss': 0.0,
'initial_stop_loss_pct': None,
'open_date': ANY, 'open_date': ANY,
'open_date_hum': 'just now', 'open_date_hum': 'just now',
'open_timestamp': ANY, 'open_timestamp': ANY,
'open_order': '(limit buy rem=0.00000000)', 'open_order': None,
'open_rate': 1.098e-05, 'open_rate': 1.098e-05,
'pair': 'ETH/BTC', 'pair': 'ETH/BTC',
'stake_amount': 0.001, 'stake_amount': 0.001,
'stop_loss': 0.0, 'stop_loss': 9.882e-06,
'stop_loss_pct': None, 'stop_loss_abs': 9.882e-06,
'stop_loss_pct': -10.0,
'stop_loss_ratio': -0.1,
'stoploss_order_id': None, 'stoploss_order_id': None,
'stoploss_last_update': None, 'stoploss_last_update': ANY,
'stoploss_last_update_timestamp': None, 'stoploss_last_update_timestamp': ANY,
'initial_stop_loss': 9.882e-06,
'initial_stop_loss_abs': 9.882e-06,
'initial_stop_loss_pct': -10.0,
'initial_stop_loss_ratio': -0.1,
'stoploss_current_dist': -1.1080000000000002e-06,
'stoploss_current_dist_ratio': -0.10081893,
'stoploss_entry_dist': -0.00010475,
'stoploss_entry_dist_ratio': -0.10448878,
'trade_id': 1, 'trade_id': 1,
'close_rate_requested': None, 'close_rate_requested': None,
'current_rate': 1.099e-05, 'current_rate': 1.099e-05,
@ -535,15 +559,16 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'fee_open_currency': None, 'fee_open_currency': None,
'open_date': ANY, 'open_date': ANY,
'is_open': True, 'is_open': True,
'max_rate': 0.0, 'max_rate': 1.099e-05,
'min_rate': None, 'min_rate': 1.098e-05,
'open_order_id': ANY, 'open_order_id': None,
'open_rate_requested': 1.098e-05, 'open_rate_requested': 1.098e-05,
'open_trade_price': 0.0010025, 'open_trade_price': 0.0010025,
'sell_reason': None, 'sell_reason': None,
'sell_order_status': None, 'sell_order_status': None,
'strategy': 'DefaultStrategy', 'strategy': 'DefaultStrategy',
'ticker_interval': 5, 'ticker_interval': 5,
'timeframe': 5,
'exchange': 'bittrex', 'exchange': 'bittrex',
}] }]
@ -563,7 +588,9 @@ def test_api_blacklist(botclient, mocker):
assert_response(rc) assert_response(rc)
assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC"], assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC"],
"length": 2, "length": 2,
"method": ["StaticPairList"]} "method": ["StaticPairList"],
"errors": {},
}
# Add ETH/BTC to blacklist # Add ETH/BTC to blacklist
rc = client_post(client, f"{BASE_URI}/blacklist", rc = client_post(client, f"{BASE_URI}/blacklist",
@ -571,7 +598,9 @@ def test_api_blacklist(botclient, mocker):
assert_response(rc) assert_response(rc)
assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC"], assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC"],
"length": 3, "length": 3,
"method": ["StaticPairList"]} "method": ["StaticPairList"],
"errors": {},
}
def test_api_whitelist(botclient): def test_api_whitelist(botclient):
@ -622,12 +651,11 @@ def test_api_forcebuy(botclient, mocker, fee):
data='{"pair": "ETH/BTC"}') data='{"pair": "ETH/BTC"}')
assert_response(rc) assert_response(rc)
assert rc.json == {'amount': 1, assert rc.json == {'amount': 1,
'trade_id': None,
'close_date': None, 'close_date': None,
'close_date_hum': None, 'close_date_hum': None,
'close_timestamp': None, 'close_timestamp': None,
'close_rate': 0.265441, 'close_rate': 0.265441,
'initial_stop_loss': None,
'initial_stop_loss_pct': None,
'open_date': ANY, 'open_date': ANY,
'open_date_hum': 'just now', 'open_date_hum': 'just now',
'open_timestamp': ANY, 'open_timestamp': ANY,
@ -635,11 +663,16 @@ def test_api_forcebuy(botclient, mocker, fee):
'pair': 'ETH/ETH', 'pair': 'ETH/ETH',
'stake_amount': 1, 'stake_amount': 1,
'stop_loss': None, 'stop_loss': None,
'stop_loss_abs': None,
'stop_loss_pct': None, 'stop_loss_pct': None,
'stop_loss_ratio': None,
'stoploss_order_id': None, 'stoploss_order_id': None,
'stoploss_last_update': None, 'stoploss_last_update': None,
'stoploss_last_update_timestamp': None, 'stoploss_last_update_timestamp': None,
'trade_id': None, 'initial_stop_loss': None,
'initial_stop_loss_abs': None,
'initial_stop_loss_pct': None,
'initial_stop_loss_ratio': None,
'close_profit': None, 'close_profit': None,
'close_profit_abs': None, 'close_profit_abs': None,
'close_rate_requested': None, 'close_rate_requested': None,
@ -659,6 +692,7 @@ def test_api_forcebuy(botclient, mocker, fee):
'sell_order_status': None, 'sell_order_status': None,
'strategy': None, 'strategy': None,
'ticker_interval': None, 'ticker_interval': None,
'timeframe': None,
'exchange': 'bittrex', 'exchange': 'bittrex',
} }

109
tests/rpc/test_rpc_telegram.py
View File

@ -71,10 +71,11 @@ def test_init(default_conf, mocker, caplog) -> None:
assert start_polling.dispatcher.add_handler.call_count > 0 assert start_polling.dispatcher.add_handler.call_count > 0
assert start_polling.start_polling.call_count == 1 assert start_polling.start_polling.call_count == 1
message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \ message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
"['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " \ "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], "
"['performance'], ['daily'], ['count'], ['reload_conf'], ['show_config'], " \ "['performance'], ['daily'], ['count'], ['reload_config', 'reload_conf'], "
"['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]" "['show_config', 'show_conf'], ['stopbuy'], ['whitelist'], ['blacklist'], "
"['edge'], ['help'], ['version']]")
assert log_has(message_str, caplog) assert log_has(message_str, caplog)
@ -434,7 +435,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
assert msg_mock.call_count == 1 assert msg_mock.call_count == 1
assert 'No closed trade' in msg_mock.call_args_list[-1][0][0] assert 'No closed trade' in msg_mock.call_args_list[-1][0][0]
assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0] assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
assert '∙ `-0.00000500 BTC (-0.50%)`' in msg_mock.call_args_list[-1][0][0] assert ('∙ `-0.00000500 BTC (-0.50%) (-0.5 \N{GREEK CAPITAL LETTER SIGMA}%)`'
in msg_mock.call_args_list[-1][0][0])
msg_mock.reset_mock() msg_mock.reset_mock()
# Update the ticker with a market going up # Update the ticker with a market going up
@ -447,10 +449,12 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
telegram._profit(update=update, context=MagicMock()) telegram._profit(update=update, context=MagicMock())
assert msg_mock.call_count == 1 assert msg_mock.call_count == 1
assert '*ROI:* Closed trades' in msg_mock.call_args_list[-1][0][0] assert '*ROI:* Closed trades' in msg_mock.call_args_list[-1][0][0]
assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0] assert ('∙ `0.00006217 BTC (6.20%) (6.2 \N{GREEK CAPITAL LETTER SIGMA}%)`'
in msg_mock.call_args_list[-1][0][0])
assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0] assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0] assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0] assert ('∙ `0.00006217 BTC (6.20%) (6.2 \N{GREEK CAPITAL LETTER SIGMA}%)`'
in msg_mock.call_args_list[-1][0][0])
assert '∙ `0.933 USD`' 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:* `ETH/BTC: 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]
@ -663,11 +667,11 @@ def test_stopbuy_handle(default_conf, update, mocker) -> None:
telegram._stopbuy(update=update, context=MagicMock()) telegram._stopbuy(update=update, context=MagicMock())
assert freqtradebot.config['max_open_trades'] == 0 assert freqtradebot.config['max_open_trades'] == 0
assert msg_mock.call_count == 1 assert msg_mock.call_count == 1
assert 'No more buy will occur from now. Run /reload_conf to reset.' \ assert 'No more buy will occur from now. Run /reload_config to reset.' \
in msg_mock.call_args_list[0][0][0] in msg_mock.call_args_list[0][0][0]
def test_reload_conf_handle(default_conf, update, mocker) -> None: def test_reload_config_handle(default_conf, update, mocker) -> None:
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
@ -680,8 +684,8 @@ def test_reload_conf_handle(default_conf, update, mocker) -> None:
freqtradebot.state = State.RUNNING freqtradebot.state = State.RUNNING
assert freqtradebot.state == State.RUNNING assert freqtradebot.state == State.RUNNING
telegram._reload_conf(update=update, context=MagicMock()) telegram._reload_config(update=update, context=MagicMock())
assert freqtradebot.state == State.RELOAD_CONF assert freqtradebot.state == State.RELOAD_CONFIG
assert msg_mock.call_count == 1 assert msg_mock.call_count == 1
assert 'reloading config' in msg_mock.call_args_list[0][0][0] assert 'reloading config' in msg_mock.call_args_list[0][0][0]
@ -1013,9 +1017,8 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
msg_mock.reset_mock() msg_mock.reset_mock()
telegram._count(update=update, context=MagicMock()) telegram._count(update=update, context=MagicMock())
msg = '<pre> current max total stake\n--------- ----- -------------\n' \ msg = ('<pre> current max total stake\n--------- ----- -------------\n'
' 1 {} {}</pre>'\ ' 1 {} {}</pre>').format(
.format(
default_conf['max_open_trades'], default_conf['max_open_trades'],
default_conf['stake_amount'] default_conf['stake_amount']
) )
@ -1087,6 +1090,18 @@ def test_blacklist_static(default_conf, update, mocker) -> None:
in msg_mock.call_args_list[0][0][0]) in msg_mock.call_args_list[0][0][0])
assert freqtradebot.pairlists.blacklist == ["DOGE/BTC", "HOT/BTC", "ETH/BTC"] assert freqtradebot.pairlists.blacklist == ["DOGE/BTC", "HOT/BTC", "ETH/BTC"]
msg_mock.reset_mock()
context = MagicMock()
context.args = ["ETH/ETH"]
telegram._blacklist(update=update, context=context)
assert msg_mock.call_count == 2
assert ("Error adding `ETH/ETH` to blacklist: `Pair ETH/ETH does not match stake currency.`"
in msg_mock.call_args_list[0][0][0])
assert ("Blacklist contains 3 pairs\n`DOGE/BTC, HOT/BTC, ETH/BTC`"
in msg_mock.call_args_list[1][0][0])
assert freqtradebot.pairlists.blacklist == ["DOGE/BTC", "HOT/BTC", "ETH/BTC"]
def test_edge_disabled(default_conf, update, mocker) -> None: def test_edge_disabled(default_conf, update, mocker) -> None:
msg_mock = MagicMock() msg_mock = MagicMock()
@ -1210,7 +1225,7 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None:
'open_date': arrow.utcnow().shift(hours=-1) 'open_date': arrow.utcnow().shift(hours=-1)
}) })
assert msg_mock.call_args[0][0] \ assert msg_mock.call_args[0][0] \
== '*Bittrex:* Buying ETH/BTC\n' \ == '\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n' \
'*Amount:* `1333.33333333`\n' \ '*Amount:* `1333.33333333`\n' \
'*Open Rate:* `0.00001099`\n' \ '*Open Rate:* `0.00001099`\n' \
'*Current Rate:* `0.00001099`\n' \ '*Current Rate:* `0.00001099`\n' \
@ -1232,7 +1247,7 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
'pair': 'ETH/BTC', 'pair': 'ETH/BTC',
}) })
assert msg_mock.call_args[0][0] \ assert msg_mock.call_args[0][0] \
== ('*Bittrex:* Cancelling Open Buy Order for ETH/BTC') == ('\N{WARNING SIGN} *Bittrex:* Cancelling Open Buy Order for ETH/BTC')
def test_send_msg_sell_notification(default_conf, mocker) -> None: def test_send_msg_sell_notification(default_conf, mocker) -> None:
@ -1265,7 +1280,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'close_date': arrow.utcnow(), 'close_date': arrow.utcnow(),
}) })
assert msg_mock.call_args[0][0] \ assert msg_mock.call_args[0][0] \
== ('*Binance:* Selling KEY/ETH\n' == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n'
'*Amount:* `1333.33333333`\n' '*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n' '*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n' '*Current Rate:* `0.00003201`\n'
@ -1293,7 +1308,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'close_date': arrow.utcnow(), 'close_date': arrow.utcnow(),
}) })
assert msg_mock.call_args[0][0] \ assert msg_mock.call_args[0][0] \
== ('*Binance:* Selling KEY/ETH\n' == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n'
'*Amount:* `1333.33333333`\n' '*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n' '*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n' '*Current Rate:* `0.00003201`\n'
@ -1323,7 +1338,8 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
'reason': 'Cancelled on exchange' 'reason': 'Cancelled on exchange'
}) })
assert msg_mock.call_args[0][0] \ assert msg_mock.call_args[0][0] \
== ('*Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: Cancelled on exchange') == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH. '
'Reason: Cancelled on exchange')
msg_mock.reset_mock() msg_mock.reset_mock()
telegram.send_msg({ telegram.send_msg({
@ -1333,7 +1349,7 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
'reason': 'timeout' 'reason': 'timeout'
}) })
assert msg_mock.call_args[0][0] \ assert msg_mock.call_args[0][0] \
== ('*Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: timeout') == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: timeout')
# Reset singleton function to avoid random breaks # Reset singleton function to avoid random breaks
telegram._fiat_converter.convert_amount = old_convamount telegram._fiat_converter.convert_amount = old_convamount
@ -1367,7 +1383,7 @@ def test_warning_notification(default_conf, mocker) -> None:
'type': RPCMessageType.WARNING_NOTIFICATION, 'type': RPCMessageType.WARNING_NOTIFICATION,
'status': 'message' 'status': 'message'
}) })
assert msg_mock.call_args[0][0] == '*Warning:* `message`' assert msg_mock.call_args[0][0] == '\N{WARNING SIGN} *Warning:* `message`'
def test_custom_notification(default_conf, mocker) -> None: def test_custom_notification(default_conf, mocker) -> None:
@ -1425,12 +1441,11 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
'amount': 1333.3333333333335, 'amount': 1333.3333333333335,
'open_date': arrow.utcnow().shift(hours=-1) 'open_date': arrow.utcnow().shift(hours=-1)
}) })
assert msg_mock.call_args[0][0] \ assert msg_mock.call_args[0][0] == ('\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n'
== '*Bittrex:* Buying ETH/BTC\n' \ '*Amount:* `1333.33333333`\n'
'*Amount:* `1333.33333333`\n' \ '*Open Rate:* `0.00001099`\n'
'*Open Rate:* `0.00001099`\n' \ '*Current Rate:* `0.00001099`\n'
'*Current Rate:* `0.00001099`\n' \ '*Total:* `(0.001000 BTC)`')
'*Total:* `(0.001000 BTC)`'
def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None: def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
@ -1461,15 +1476,37 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3), 'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
'close_date': arrow.utcnow(), 'close_date': arrow.utcnow(),
}) })
assert msg_mock.call_args[0][0] \ assert msg_mock.call_args[0][0] == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n'
== '*Binance:* Selling KEY/ETH\n' \ '*Amount:* `1333.33333333`\n'
'*Amount:* `1333.33333333`\n' \ '*Open Rate:* `0.00007500`\n'
'*Open Rate:* `0.00007500`\n' \ '*Current Rate:* `0.00003201`\n'
'*Current Rate:* `0.00003201`\n' \ '*Close Rate:* `0.00003201`\n'
'*Close Rate:* `0.00003201`\n' \ '*Sell Reason:* `stop_loss`\n'
'*Sell Reason:* `stop_loss`\n' \ '*Duration:* `2:35:03 (155.1 min)`\n'
'*Duration:* `2:35:03 (155.1 min)`\n' \ '*Profit:* `-57.41%`')
'*Profit:* `-57.41%`'
@pytest.mark.parametrize('msg,expected', [
({'profit_percent': 20.1, 'sell_reason': 'roi'}, "\N{ROCKET}"),
({'profit_percent': 5.1, 'sell_reason': 'roi'}, "\N{ROCKET}"),
({'profit_percent': 2.56, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': 1.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': 0.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': -5.0, 'sell_reason': 'stop_loss'}, "\N{WARNING SIGN}"),
({'profit_percent': -2.0, 'sell_reason': 'sell_signal'}, "\N{CROSS MARK}"),
])
def test__sell_emoji(default_conf, mocker, msg, expected):
del default_conf['fiat_display_currency']
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
assert telegram._get_sell_emoji(msg) == expected
def test__send_msg(default_conf, mocker) -> None: def test__send_msg(default_conf, mocker) -> None:

2
tests/strategy/strats/default_strategy.py
View File

@ -29,7 +29,7 @@ class DefaultStrategy(IStrategy):
stoploss = -0.10 stoploss = -0.10
# Optimal ticker interval for the strategy # Optimal ticker interval for the strategy
ticker_interval = '5m' timeframe = '5m'
# Optional order type mapping # Optional order type mapping
order_types = { order_types = {

1
tests/strategy/strats/legacy_strategy.py
View File

@ -31,6 +31,7 @@ class TestStrategyLegacy(IStrategy):
stoploss = -0.10 stoploss = -0.10
# Optimal ticker interval for the strategy # Optimal ticker interval for the strategy
# Keep the legacy value here to test compatibility
ticker_interval = '5m' ticker_interval = '5m'
def populate_indicators(self, dataframe: DataFrame) -> DataFrame: def populate_indicators(self, dataframe: DataFrame) -> DataFrame:

4
tests/strategy/test_default_strategy.py
View File

@ -6,7 +6,7 @@ from .strats.default_strategy import DefaultStrategy
def test_default_strategy_structure(): def test_default_strategy_structure():
assert hasattr(DefaultStrategy, 'minimal_roi') assert hasattr(DefaultStrategy, 'minimal_roi')
assert hasattr(DefaultStrategy, 'stoploss') assert hasattr(DefaultStrategy, 'stoploss')
assert hasattr(DefaultStrategy, 'ticker_interval') assert hasattr(DefaultStrategy, 'timeframe')
assert hasattr(DefaultStrategy, 'populate_indicators') assert hasattr(DefaultStrategy, 'populate_indicators')
assert hasattr(DefaultStrategy, 'populate_buy_trend') assert hasattr(DefaultStrategy, 'populate_buy_trend')
assert hasattr(DefaultStrategy, 'populate_sell_trend') assert hasattr(DefaultStrategy, 'populate_sell_trend')
@ -18,7 +18,7 @@ def test_default_strategy(result):
metadata = {'pair': 'ETH/BTC'} metadata = {'pair': 'ETH/BTC'}
assert type(strategy.minimal_roi) is dict assert type(strategy.minimal_roi) is dict
assert type(strategy.stoploss) is float assert type(strategy.stoploss) is float
assert type(strategy.ticker_interval) is str assert type(strategy.timeframe) is str
indicators = strategy.populate_indicators(result, metadata) indicators = strategy.populate_indicators(result, metadata)
assert type(indicators) is DataFrame assert type(indicators) is DataFrame
assert type(strategy.populate_buy_trend(indicators, metadata)) is DataFrame assert type(strategy.populate_buy_trend(indicators, metadata)) is DataFrame

12
tests/strategy/test_interface.py
View File

@ -54,12 +54,12 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
def test_get_signal_empty(default_conf, mocker, caplog): def test_get_signal_empty(default_conf, mocker, caplog):
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
DataFrame()) DataFrame())
assert log_has('Empty candle (OHLCV) data for pair foo', caplog) assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
caplog.clear() caplog.clear()
assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'], assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'],
[]) [])
assert log_has('Empty candle (OHLCV) data for pair bar', caplog) assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
@ -70,7 +70,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_his
_STRATEGY, '_analyze_ticker_internal', _STRATEGY, '_analyze_ticker_internal',
side_effect=ValueError('xyz') side_effect=ValueError('xyz')
) )
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
ohlcv_history) ohlcv_history)
assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog) assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
@ -83,7 +83,7 @@ def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history)
) )
mocker.patch.object(_STRATEGY, 'assert_df') mocker.patch.object(_STRATEGY, 'assert_df')
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
ohlcv_history) ohlcv_history)
assert log_has('Empty dataframe for pair xyz', caplog) assert log_has('Empty dataframe for pair xyz', caplog)
@ -104,7 +104,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
return_value=mocked_history return_value=mocked_history
) )
mocker.patch.object(_STRATEGY, 'assert_df') mocker.patch.object(_STRATEGY, 'assert_df')
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
ohlcv_history) ohlcv_history)
assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog) assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
@ -124,7 +124,7 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
_STRATEGY, 'assert_df', _STRATEGY, 'assert_df',
side_effect=StrategyError('Dataframe returned...') side_effect=StrategyError('Dataframe returned...')
) )
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
ohlcv_history) ohlcv_history)
assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...', assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
caplog) caplog)

19
tests/strategy/test_strategy.py
View File

@ -105,8 +105,9 @@ def test_strategy(result, default_conf):
assert strategy.stoploss == -0.10 assert strategy.stoploss == -0.10
assert default_conf['stoploss'] == -0.10 assert default_conf['stoploss'] == -0.10
assert strategy.timeframe == '5m'
assert strategy.ticker_interval == '5m' assert strategy.ticker_interval == '5m'
assert default_conf['ticker_interval'] == '5m' assert default_conf['timeframe'] == '5m'
df_indicators = strategy.advise_indicators(result, metadata=metadata) df_indicators = strategy.advise_indicators(result, metadata=metadata)
assert 'adx' in df_indicators assert 'adx' in df_indicators
@ -176,19 +177,19 @@ def test_strategy_override_trailing_stop_positive(caplog, default_conf):
caplog) caplog)
def test_strategy_override_ticker_interval(caplog, default_conf): def test_strategy_override_timeframe(caplog, default_conf):
caplog.set_level(logging.INFO) caplog.set_level(logging.INFO)
default_conf.update({ default_conf.update({
'strategy': 'DefaultStrategy', 'strategy': 'DefaultStrategy',
'ticker_interval': 60, 'timeframe': 60,
'stake_currency': 'ETH' 'stake_currency': 'ETH'
}) })
strategy = StrategyResolver.load_strategy(default_conf) strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.ticker_interval == 60 assert strategy.timeframe == 60
assert strategy.stake_currency == 'ETH' assert strategy.stake_currency == 'ETH'
assert log_has("Override strategy 'ticker_interval' with value in config file: 60.", assert log_has("Override strategy 'timeframe' with value in config file: 60.",
caplog) caplog)
@ -357,8 +358,9 @@ def test_deprecate_populate_indicators(result, default_conf):
@pytest.mark.filterwarnings("ignore:deprecated") @pytest.mark.filterwarnings("ignore:deprecated")
def test_call_deprecated_function(result, monkeypatch, default_conf): def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
default_location = Path(__file__).parent / "strats" default_location = Path(__file__).parent / "strats"
del default_conf['timeframe']
default_conf.update({'strategy': 'TestStrategyLegacy', default_conf.update({'strategy': 'TestStrategyLegacy',
'strategy_path': default_location}) 'strategy_path': default_location})
strategy = StrategyResolver.load_strategy(default_conf) strategy = StrategyResolver.load_strategy(default_conf)
@ -369,6 +371,8 @@ def test_call_deprecated_function(result, monkeypatch, default_conf):
assert strategy._buy_fun_len == 2 assert strategy._buy_fun_len == 2
assert strategy._sell_fun_len == 2 assert strategy._sell_fun_len == 2
assert strategy.INTERFACE_VERSION == 1 assert strategy.INTERFACE_VERSION == 1
assert strategy.timeframe == '5m'
assert strategy.ticker_interval == '5m'
indicator_df = strategy.advise_indicators(result, metadata=metadata) indicator_df = strategy.advise_indicators(result, metadata=metadata)
assert isinstance(indicator_df, DataFrame) assert isinstance(indicator_df, DataFrame)
@ -382,6 +386,9 @@ def test_call_deprecated_function(result, monkeypatch, default_conf):
assert isinstance(selldf, DataFrame) assert isinstance(selldf, DataFrame)
assert 'sell' in selldf assert 'sell' in selldf
assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.",
caplog)
def test_strategy_interface_versioning(result, monkeypatch, default_conf): def test_strategy_interface_versioning(result, monkeypatch, default_conf):
default_conf.update({'strategy': 'DefaultStrategy'}) default_conf.update({'strategy': 'DefaultStrategy'})

2
tests/test_arguments.py
View File

@ -131,7 +131,7 @@ def test_parse_args_backtesting_custom() -> None:
assert call_args["verbosity"] == 0 assert call_args["verbosity"] == 0
assert call_args["command"] == 'backtesting' assert call_args["command"] == 'backtesting'
assert call_args["func"] is not None assert call_args["func"] is not None
assert call_args["ticker_interval"] == '1m' assert call_args["timeframe"] == '1m'
assert type(call_args["strategy_list"]) is list assert type(call_args["strategy_list"]) is list
assert len(call_args["strategy_list"]) == 2 assert len(call_args["strategy_list"]) == 2

33
tests/test_configuration.py
View File

@ -87,7 +87,7 @@ def test_load_config_file_error_range(default_conf, mocker, caplog) -> None:
assert isinstance(x, str) assert isinstance(x, str)
assert (x == '{"max_open_trades": 1, "stake_currency": "BTC", ' assert (x == '{"max_open_trades": 1, "stake_currency": "BTC", '
'"stake_amount": .001, "fiat_display_currency": "USD", ' '"stake_amount": .001, "fiat_display_currency": "USD", '
'"ticker_interval": "5m", "dry_run": true, ') '"timeframe": "5m", "dry_run": true, "cance')
def test__args_to_config(caplog): def test__args_to_config(caplog):
@ -401,8 +401,8 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
assert 'datadir' in config assert 'datadir' in config
assert 'user_data_dir' in config assert 'user_data_dir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config assert 'timeframe' in config
assert not log_has('Parameter -i/--ticker-interval detected ...', caplog) assert not log_has('Parameter -i/--timeframe detected ...', caplog)
assert 'position_stacking' not in config assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...', caplog) assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
@ -448,8 +448,8 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
assert log_has('Using user-data directory: {} ...'.format(Path("/tmp/freqtrade")), caplog) assert log_has('Using user-data directory: {} ...'.format(Path("/tmp/freqtrade")), caplog)
assert 'user_data_dir' in config assert 'user_data_dir' in config
assert 'ticker_interval' in config assert 'timeframe' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
caplog) caplog)
assert 'position_stacking' in config assert 'position_stacking' in config
@ -494,8 +494,8 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
assert 'pair_whitelist' in config['exchange'] assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config assert 'timeframe' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
caplog) caplog)
assert 'strategy_list' in config assert 'strategy_list' in config
@ -654,12 +654,14 @@ def test_set_loggers() -> None:
assert logging.getLogger('requests').level is logging.DEBUG assert logging.getLogger('requests').level is logging.DEBUG
assert logging.getLogger('ccxt.base.exchange').level is logging.INFO assert logging.getLogger('ccxt.base.exchange').level is logging.INFO
assert logging.getLogger('telegram').level is logging.INFO assert logging.getLogger('telegram').level is logging.INFO
assert logging.getLogger('werkzeug').level is logging.INFO
_set_loggers(verbosity=3) _set_loggers(verbosity=3, api_verbosity='error')
assert logging.getLogger('requests').level is logging.DEBUG assert logging.getLogger('requests').level is logging.DEBUG
assert logging.getLogger('ccxt.base.exchange').level is logging.DEBUG assert logging.getLogger('ccxt.base.exchange').level is logging.DEBUG
assert logging.getLogger('telegram').level is logging.INFO assert logging.getLogger('telegram').level is logging.INFO
assert logging.getLogger('werkzeug').level is logging.ERROR
@pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows") @pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows")
@ -1048,8 +1050,9 @@ def test_process_deprecated_setting_edge(mocker, edge_conf, caplog):
'capital_available_percentage': 0.5, 'capital_available_percentage': 0.5,
}}) }})
with pytest.raises(OperationalException,
match=r"DEPRECATED.*Using 'edge.capital_available_percentage'*"):
process_temporary_deprecated_settings(edge_conf) process_temporary_deprecated_settings(edge_conf)
assert log_has_re(r"DEPRECATED.*Using 'edge.capital_available_percentage'*", caplog)
def test_check_conflicting_settings(mocker, default_conf, caplog): def test_check_conflicting_settings(mocker, default_conf, caplog):
@ -1137,3 +1140,15 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
'sectionB', 'deprecated_setting') 'sectionB', 'deprecated_setting')
assert not log_has_re('DEPRECATED', caplog) assert not log_has_re('DEPRECATED', caplog)
assert default_conf['sectionA']['new_setting'] == 'valA' assert default_conf['sectionA']['new_setting'] == 'valA'
def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval."
process_temporary_deprecated_settings(default_conf)
assert not log_has(message, caplog)
del default_conf['timeframe']
default_conf['ticker_interval'] = '15m'
process_temporary_deprecated_settings(default_conf)
assert log_has(message, caplog)
assert default_conf['ticker_interval'] == '15m'

57
tests/test_freqtradebot.py
View File

@ -924,7 +924,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
assert refresh_mock.call_count == 1 assert refresh_mock.call_count == 1
assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0] assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0]
assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0] assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0]
assert ("ETH/BTC", default_conf["ticker_interval"]) in refresh_mock.call_args[0][0] assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [ @pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [
@ -1126,7 +1126,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
trade.stoploss_order_id = 100 trade.stoploss_order_id = 100
hanging_stoploss_order = MagicMock(return_value={'status': 'open'}) hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
mocker.patch('freqtrade.exchange.Exchange.get_order', hanging_stoploss_order) mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', hanging_stoploss_order)
assert freqtrade.handle_stoploss_on_exchange(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert trade.stoploss_order_id == 100 assert trade.stoploss_order_id == 100
@ -1139,7 +1139,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
trade.stoploss_order_id = 100 trade.stoploss_order_id = 100
canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'}) canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
mocker.patch('freqtrade.exchange.Exchange.get_order', canceled_stoploss_order) mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', canceled_stoploss_order)
stoploss.reset_mock() stoploss.reset_mock()
assert freqtrade.handle_stoploss_on_exchange(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False
@ -1164,7 +1164,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
'average': 2, 'average': 2,
'amount': limit_buy_order['amount'], 'amount': limit_buy_order['amount'],
}) })
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit) mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hit)
assert freqtrade.handle_stoploss_on_exchange(trade) is True assert freqtrade.handle_stoploss_on_exchange(trade) is True
assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog) assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog)
assert trade.stoploss_order_id is None assert trade.stoploss_order_id is None
@ -1183,7 +1183,8 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
# It should try to add stoploss order # It should try to add stoploss order
trade.stoploss_order_id = 100 trade.stoploss_order_id = 100
stoploss.reset_mock() stoploss.reset_mock()
mocker.patch('freqtrade.exchange.Exchange.get_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order',
side_effect=InvalidOrderException())
mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss) mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
freqtrade.handle_stoploss_on_exchange(trade) freqtrade.handle_stoploss_on_exchange(trade)
assert stoploss.call_count == 1 assert stoploss.call_count == 1
@ -1214,7 +1215,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee, get_fee=fee,
get_order=MagicMock(return_value={'status': 'canceled'}), get_stoploss_order=MagicMock(return_value={'status': 'canceled'}),
stoploss=MagicMock(side_effect=DependencyException()), stoploss=MagicMock(side_effect=DependencyException()),
) )
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
@ -1331,7 +1332,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
} }
}) })
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging) mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
# stoploss initially at 5% # stoploss initially at 5%
assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_trade(trade) is False
@ -1346,7 +1347,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
cancel_order_mock = MagicMock() cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock() stoploss_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock) mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock)
mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock) mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock)
# stoploss should not be updated as the interval is 60 seconds # stoploss should not be updated as the interval is 60 seconds
@ -1429,8 +1430,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
'stopPrice': '0.1' 'stopPrice': '0.1'
} }
} }
mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging) side_effect=InvalidOrderException())
mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog) assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
@ -1439,7 +1441,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
# Fail creating stoploss order # Fail creating stoploss order
caplog.clear() caplog.clear()
cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_order", MagicMock()) cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_stoploss_order", MagicMock())
mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=DependencyException()) mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=DependencyException())
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
assert cancel_mock.call_count == 1 assert cancel_mock.call_count == 1
@ -1510,7 +1512,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
} }
}) })
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging) mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
# stoploss initially at 20% as edge dictated it. # stoploss initially at 20% as edge dictated it.
assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_trade(trade) is False
@ -1519,7 +1521,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
cancel_order_mock = MagicMock() cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock() stoploss_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock) mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock)
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
# price goes down 5% # price goes down 5%
@ -2632,7 +2634,8 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, caplog) -> None: def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
side_effect=InvalidOrderException())
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300)) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300))
sellmock = MagicMock() sellmock = MagicMock()
patch_exchange(mocker) patch_exchange(mocker)
@ -2680,7 +2683,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
amount_to_precision=lambda s, x, y: y, amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y,
stoploss=stoploss, stoploss=stoploss,
cancel_order=cancel_order, cancel_stoploss_order=cancel_order,
) )
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
@ -2771,7 +2774,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
"fee": None, "fee": None,
"trades": None "trades": None
}) })
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_executed) mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_executed)
freqtrade.exit_positions(trades) freqtrade.exit_positions(trades)
assert trade.stoploss_order_id is None assert trade.stoploss_order_id is None
@ -3931,6 +3934,28 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
assert log_has("Sell Price at location from orderbook could not be determined.", caplog) assert log_has("Sell Price at location from orderbook could not be determined.", caplog)
def test_get_sell_rate_exception(default_conf, mocker, caplog):
# Ticker on one side can be empty in certain circumstances.
default_conf['ask_strategy']['price_side'] = 'ask'
pair = "ETH/BTC"
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
return_value={'ask': None, 'bid': 0.12})
ft = get_patched_freqtradebot(mocker, default_conf)
with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
ft.get_sell_rate(pair, True)
ft.config['ask_strategy']['price_side'] = 'bid'
assert ft.get_sell_rate(pair, True) == 0.12
# Reverse sides
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
return_value={'ask': 0.13, 'bid': None})
with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
ft.get_sell_rate(pair, True)
ft.config['ask_strategy']['price_side'] = 'ask'
assert ft.get_sell_rate(pair, True) == 0.13
def test_startup_state(default_conf, mocker): def test_startup_state(default_conf, mocker):
default_conf['pairlist'] = {'method': 'VolumePairList', default_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 20} 'config': {'number_assets': 20}

4
tests/test_integration.py
View File

@ -62,8 +62,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
get_fee=fee, get_fee=fee,
amount_to_precision=lambda s, x, y: y, amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y,
get_order=stoploss_order_mock, get_stoploss_order=stoploss_order_mock,
cancel_order=cancel_order_mock, cancel_stoploss_order=cancel_order_mock,
) )
mocker.patch.multiple( mocker.patch.multiple(

16
tests/test_main.py
View File

@ -35,12 +35,12 @@ def test_parse_args_backtesting(mocker) -> None:
main(['backtesting']) main(['backtesting'])
assert backtesting_mock.call_count == 1 assert backtesting_mock.call_count == 1
call_args = backtesting_mock.call_args[0][0] call_args = backtesting_mock.call_args[0][0]
assert call_args["config"] == ['config.json'] assert call_args['config'] == ['config.json']
assert call_args["verbosity"] == 0 assert call_args['verbosity'] == 0
assert call_args["command"] == 'backtesting' assert call_args['command'] == 'backtesting'
assert call_args["func"] is not None assert call_args['func'] is not None
assert callable(call_args["func"]) assert callable(call_args['func'])
assert call_args["ticker_interval"] is None assert call_args['timeframe'] is None
def test_main_start_hyperopt(mocker) -> None: def test_main_start_hyperopt(mocker) -> None:
@ -141,12 +141,12 @@ def test_main_operational_exception1(mocker, default_conf, caplog) -> None:
assert log_has_re(r'SIGINT.*', caplog) assert log_has_re(r'SIGINT.*', caplog)
def test_main_reload_conf(mocker, default_conf, caplog) -> None: def test_main_reload_config(mocker, default_conf, caplog) -> None:
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock()) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
# Simulate Running, reload, running workflow # Simulate Running, reload, running workflow
worker_mock = MagicMock(side_effect=[State.RUNNING, worker_mock = MagicMock(side_effect=[State.RUNNING,
State.RELOAD_CONF, State.RELOAD_CONFIG,
State.RUNNING, State.RUNNING,
OperationalException("Oh snap!")]) OperationalException("Oh snap!")])
mocker.patch('freqtrade.worker.Worker._worker', worker_mock) mocker.patch('freqtrade.worker.Worker._worker', worker_mock)

21
tests/test_persistence.py
View File

@ -298,7 +298,7 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='bittrex', exchange='bittrex',
) )
trade.open_order_id = 'profit_percent' trade.open_order_id = 'something'
trade.update(limit_buy_order) # Buy @ 0.00001099 trade.update(limit_buy_order) # Buy @ 0.00001099
# Custom closing rate and regular fee rate # Custom closing rate and regular fee rate
@ -332,7 +332,7 @@ def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='bittrex', exchange='bittrex',
) )
trade.open_order_id = 'profit_percent' trade.open_order_id = 'something'
trade.update(limit_buy_order) # Buy @ 0.00001099 trade.update(limit_buy_order) # Buy @ 0.00001099
# Get percent of profit with a custom rate (Higher than open rate) # Get percent of profit with a custom rate (Higher than open rate)
@ -469,6 +469,7 @@ def test_migrate_old(mocker, default_conf, fee):
assert trade.fee_open_currency is None assert trade.fee_open_currency is None
assert trade.fee_close_cost is None assert trade.fee_close_cost is None
assert trade.fee_close_currency is None assert trade.fee_close_currency is None
assert trade.timeframe is None
trade = Trade.query.filter(Trade.id == 2).first() trade = Trade.query.filter(Trade.id == 2).first()
assert trade.close_rate is not None assert trade.close_rate is not None
@ -512,11 +513,11 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
);""" );"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee, insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, stake_amount, amount, open_date, open_rate, stake_amount, amount, open_date,
stop_loss, initial_stop_loss, max_rate) stop_loss, initial_stop_loss, max_rate, ticker_interval)
VALUES ('binance', 'ETC/BTC', 1, {fee}, VALUES ('binance', 'ETC/BTC', 1, {fee},
0.00258580, {stake}, {amount}, 0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000', '2019-11-28 12:44:24.000000',
0.0, 0.0, 0.0) 0.0, 0.0, 0.0, '5m')
""".format(fee=fee.return_value, """.format(fee=fee.return_value,
stake=default_conf.get("stake_amount"), stake=default_conf.get("stake_amount"),
amount=amount amount=amount
@ -554,7 +555,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.initial_stop_loss == 0.0 assert trade.initial_stop_loss == 0.0
assert trade.sell_reason is None assert trade.sell_reason is None
assert trade.strategy is None assert trade.strategy is None
assert trade.ticker_interval is None assert trade.timeframe == '5m'
assert trade.stoploss_order_id is None assert trade.stoploss_order_id is None
assert trade.stoploss_last_update is None assert trade.stoploss_last_update is None
assert log_has("trying trades_bak1", caplog) assert log_has("trying trades_bak1", caplog)
@ -762,16 +763,21 @@ def test_to_json(default_conf, fee):
'sell_reason': None, 'sell_reason': None,
'sell_order_status': None, 'sell_order_status': None,
'stop_loss': None, 'stop_loss': None,
'stop_loss_abs': None,
'stop_loss_ratio': None,
'stop_loss_pct': None, 'stop_loss_pct': None,
'stoploss_order_id': None, 'stoploss_order_id': None,
'stoploss_last_update': None, 'stoploss_last_update': None,
'stoploss_last_update_timestamp': None, 'stoploss_last_update_timestamp': None,
'initial_stop_loss': None, 'initial_stop_loss': None,
'initial_stop_loss_abs': None,
'initial_stop_loss_pct': None, 'initial_stop_loss_pct': None,
'initial_stop_loss_ratio': None,
'min_rate': None, 'min_rate': None,
'max_rate': None, 'max_rate': None,
'strategy': None, 'strategy': None,
'ticker_interval': None, 'ticker_interval': None,
'timeframe': None,
'exchange': 'bittrex', 'exchange': 'bittrex',
} }
@ -804,12 +810,16 @@ def test_to_json(default_conf, fee):
'amount': 100.0, 'amount': 100.0,
'stake_amount': 0.001, 'stake_amount': 0.001,
'stop_loss': None, 'stop_loss': None,
'stop_loss_abs': None,
'stop_loss_pct': None, 'stop_loss_pct': None,
'stop_loss_ratio': None,
'stoploss_order_id': None, 'stoploss_order_id': None,
'stoploss_last_update': None, 'stoploss_last_update': None,
'stoploss_last_update_timestamp': None, 'stoploss_last_update_timestamp': None,
'initial_stop_loss': None, 'initial_stop_loss': None,
'initial_stop_loss_abs': None,
'initial_stop_loss_pct': None, 'initial_stop_loss_pct': None,
'initial_stop_loss_ratio': None,
'close_profit': None, 'close_profit': None,
'close_profit_abs': None, 'close_profit_abs': None,
'close_rate_requested': None, 'close_rate_requested': None,
@ -829,6 +839,7 @@ def test_to_json(default_conf, fee):
'sell_order_status': None, 'sell_order_status': None,
'strategy': None, 'strategy': None,
'ticker_interval': None, 'ticker_interval': None,
'timeframe': None,
'exchange': 'bittrex', 'exchange': 'bittrex',
} }

6
tests/test_plotting.py
View File

@ -47,7 +47,7 @@ def generate_empty_figure():
def test_init_plotscript(default_conf, mocker, testdatadir): def test_init_plotscript(default_conf, mocker, testdatadir):
default_conf['timerange'] = "20180110-20180112" default_conf['timerange'] = "20180110-20180112"
default_conf['trade_source'] = "file" default_conf['trade_source'] = "file"
default_conf['ticker_interval'] = "5m" default_conf['timeframe'] = "5m"
default_conf["datadir"] = testdatadir default_conf["datadir"] = testdatadir
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json" default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
ret = init_plotscript(default_conf) ret = init_plotscript(default_conf)
@ -124,7 +124,7 @@ def test_plot_trades(testdatadir, caplog):
trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit') trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit')
assert isinstance(trade_sell, go.Scatter) assert isinstance(trade_sell, go.Scatter)
assert trade_sell.yaxis == 'y' assert trade_sell.yaxis == 'y'
assert len(trades.loc[trades['profitperc'] > 0]) == len(trade_sell.x) assert len(trades.loc[trades['profit_percent'] > 0]) == len(trade_sell.x)
assert trade_sell.marker.color == 'green' assert trade_sell.marker.color == 'green'
assert trade_sell.marker.symbol == 'square-open' assert trade_sell.marker.symbol == 'square-open'
assert trade_sell.text[0] == '4.0%, roi, 15 min' assert trade_sell.text[0] == '4.0%, roi, 15 min'
@ -132,7 +132,7 @@ def test_plot_trades(testdatadir, caplog):
trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss') trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss')
assert isinstance(trade_sell_loss, go.Scatter) assert isinstance(trade_sell_loss, go.Scatter)
assert trade_sell_loss.yaxis == 'y' assert trade_sell_loss.yaxis == 'y'
assert len(trades.loc[trades['profitperc'] <= 0]) == len(trade_sell_loss.x) assert len(trades.loc[trades['profit_percent'] <= 0]) == len(trade_sell_loss.x)
assert trade_sell_loss.marker.color == 'red' assert trade_sell_loss.marker.color == 'red'
assert trade_sell_loss.marker.symbol == 'square-open' assert trade_sell_loss.marker.symbol == 'square-open'
assert trade_sell_loss.text[5] == '-10.4%, stop_loss, 720 min' assert trade_sell_loss.text[5] == '-10.4%, stop_loss, 720 min'

7
tests/testdata/backtest-result_test copy.json vendored Normal file
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