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fixed most tests and moved AWS related stuff out

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This commit is contained in:
Gert Wohlgemuth
2018-06-13 15:09:06 -07:00
parent 1030a6171a 9de57f63f1
commit 12c8a3131d
86 changed files with 2154 additions and 2785 deletions
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198
freqtrade/freqtradebot.py
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@@ -33,12 +33,11 @@ class FreqtradeBot(object):
This is from here the bot start its logic.
"""
def __init__(self, config: Dict[str, Any], db_url: Optional[str] = None):
def __init__(self, config: Dict[str, Any]) -> None:
"""
Init all variables and object the bot need to work
:param config: configuration dict, you can use the Configuration.get_config()
method to get the config dict.
:param db_url: database connector string for sqlalchemy (Optional)
"""
logger.info(
@@ -51,26 +50,22 @@ class FreqtradeBot(object):
# Init objects
self.config = config
self.analyze = None
self.fiat_converter = None
self.rpc = None
self.analyze = Analyze(self.config)
self.fiat_converter = CryptoToFiatConverter()
self.rpc: RPCManager = RPCManager(self)
self.persistence = None
self.exchange = None
self._init_modules(db_url=db_url)
self._init_modules()
def _init_modules(self, db_url: Optional[str] = None) -> None:
def _init_modules(self) -> None:
"""
Initializes all modules and updates the config
:param db_url: database connector string for sqlalchemy (Optional)
:return: None
"""
# Initialize all modules
self.analyze = Analyze(self.config)
self.fiat_converter = CryptoToFiatConverter()
self.rpc = RPCManager(self)
persistence.init(self.config, db_url)
persistence.init(self.config)
exchange.init(self.config)
# Set initial application state
@@ -81,19 +76,16 @@ class FreqtradeBot(object):
else:
self.state = State.STOPPED
def clean(self) -> bool:
def cleanup(self) -> None:
"""
Cleanup the application state und finish all pending tasks
Cleanup pending resources on an already stopped bot
:return: None
"""
self.rpc.send_msg('*Status:* `Stopping trader...`')
logger.info('Stopping trader and cleaning up modules...')
self.state = State.STOPPED
logger.info('Cleaning up modules ...')
self.rpc.cleanup()
persistence.cleanup()
return True
def worker(self, old_state: None) -> State:
def worker(self, old_state: State = None) -> State:
"""
Trading routine that must be run at each loop
:param old_state: the previous service state from the previous call
@@ -102,7 +94,7 @@ class FreqtradeBot(object):
# Log state transition
state = self.state
if state != old_state:
self.rpc.send_msg('*Status:* `{}`'.format(state.name.lower()))
self.rpc.send_msg(f'*Status:* `{state.name.lower()}`')
logger.info('Changing state to: %s', state.name)
if state == State.STOPPED:
@@ -176,12 +168,10 @@ class FreqtradeBot(object):
logger.warning('%s, retrying in 30 seconds...', error)
time.sleep(constants.RETRY_TIMEOUT)
except OperationalException:
tb = traceback.format_exc()
hint = 'Issue `/start` if you think it is safe to restart.'
self.rpc.send_msg(
'*Status:* OperationalException:\n```\n{traceback}```{hint}'
.format(
traceback=traceback.format_exc(),
hint='Issue `/start` if you think it is safe to restart.'
)
f'*Status:* OperationalException:\n```\n{tb}```{hint}'
)
logger.exception('OperationalException. Stopping trader ...')
self.state = State.STOPPED
@@ -244,27 +234,36 @@ class FreqtradeBot(object):
return final_list
def get_target_bid(self, ticker: Dict[str, float]) -> float:
def get_target_bid(self, pair: str) -> float:
"""
Calculates bid target between current ask price and last price
:param ticker: Ticker to use for getting Ask and Last Price
:return: float: Price
"""
if ticker['ask'] < ticker['last']:
return ticker['ask']
balance = self.config['bid_strategy']['ask_last_balance']
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
if self.config['bid_strategy']['use_book_order']:
logger.info('Getting price from Order Book')
orderBook = exchange.get_order_book(pair)
return orderBook['bids'][self.config['bid_strategy']['book_order_top']][0]
else:
logger.info('Using Ask / Last Price')
ticker = exchange.get_ticker(pair);
if ticker['ask'] < ticker['last']:
return ticker['ask']
balance = self.config['bid_strategy']['ask_last_balance']
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
def create_trade(self) -> bool:
"""
Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created
:param stake_amount: amount of btc to spend
:param interval: Ticker interval used for Analyze
:return: True if a trade object has been created and persisted, False otherwise
"""
stake_amount = self.config['stake_amount']
interval = self.analyze.get_ticker_interval()
stake_currency = self.config['stake_currency']
fiat_currency = self.config['fiat_display_currency']
exc_name = exchange.get_name()
logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...',
@@ -272,10 +271,9 @@ class FreqtradeBot(object):
)
whitelist = copy.deepcopy(self.config['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled
if exchange.get_balance(self.config['stake_currency']) < stake_amount:
if exchange.get_balance(stake_currency) < stake_amount:
raise DependencyException(
'stake amount is not fulfilled (currency={})'.format(self.config['stake_currency'])
)
f'stake amount is not fulfilled (currency={stake_currency})')
# Remove currently opened and latest pairs from whitelist
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
@@ -294,32 +292,25 @@ class FreqtradeBot(object):
break
else:
return False
pair_s = pair.replace('_', '/')
pair_url = exchange.get_pair_detail_url(pair)
# Calculate amount
buy_limit = self.get_target_bid(exchange.get_ticker(pair))
buy_limit = self.get_target_bid(pair)
amount = stake_amount / buy_limit
order_id = exchange.buy(pair, buy_limit, amount)['id']
stake_amount_fiat = self.fiat_converter.convert_amount(
stake_amount,
self.config['stake_currency'],
self.config['fiat_display_currency']
stake_currency,
fiat_currency
)
# Create trade entity and return
self.rpc.send_msg(
'*{}:* Buying [{}]({}) with limit `{:.8f} ({:.6f} {}, {:.3f} {})` '
.format(
exchange.get_name(),
pair.replace('_', '/'),
exchange.get_pair_detail_url(pair),
buy_limit,
stake_amount,
self.config['stake_currency'],
stake_amount_fiat,
self.config['fiat_display_currency']
)
f"""*{exc_name}:* Buying [{pair_s}]({pair_url}) \
with limit `{buy_limit:.8f} ({stake_amount:.6f} \
{stake_currency}, {stake_amount_fiat:.3f} {fiat_currency})`"""
)
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = exchange.get_fee(symbol=pair, taker_or_maker='maker')
@@ -420,12 +411,12 @@ class FreqtradeBot(object):
fee_abs += exectrade['fee']['cost']
if amount != order_amount:
logger.warning("amount {} does not match amount {}".format(amount, trade.amount))
logger.warning(f"amount {amount} does not match amount {trade.amount}")
raise OperationalException("Half bought? Amounts don't match")
real_amount = amount - fee_abs
if fee_abs != 0:
logger.info("Applying fee on amount for {} (from {} to {}) from Trades".format(
trade, order['amount'], real_amount))
logger.info(f"""Applying fee on amount for {trade} \
(from {order_amount} to {real_amount}) from Trades""")
return real_amount
def handle_trade(self, trade: Trade) -> bool:
@@ -434,22 +425,39 @@ class FreqtradeBot(object):
:return: True if trade has been sold, False otherwise
"""
if not trade.is_open:
raise ValueError('attempt to handle closed trade: {}'.format(trade))
raise ValueError(f'attempt to handle closed trade: {trade}')
logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid']
sell_rate = exchange.get_ticker(trade.pair)['bid']
(buy, sell) = (False, False)
if self.config.get('experimental', {}).get('use_sell_signal'):
(buy, sell) = self.analyze.get_signal(trade.pair, self.analyze.get_ticker_interval())
if self.analyze.should_sell(trade, current_rate, datetime.utcnow(), buy, sell):
self.execute_sell(trade, current_rate)
return True
if self.config['ask_strategy']['use_book_order']:
logger.info('Using order book for selling...')
orderBook = exchange.get_order_book(trade.pair)
# logger.debug('Order book %s',orderBook)
for i in range(self.config['ask_strategy']['book_order_min'],
self.config['ask_strategy']['book_order_max'] + 1):
sell_rate = orderBook['asks'][i - 1][0]
if self.check_sell(trade, sell_rate, buy, sell):
return True
break
else:
if self.check_sell(trade, sell_rate, buy, sell):
return True
logger.info('Found no sell signals for whitelisted currencies. Trying again..')
return False
def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool:
if self.analyze.should_sell(trade, sell_rate, datetime.utcnow(), buy, sell):
self.execute_sell(trade, sell_rate)
return True
return False
def check_handle_timedout(self, timeoutvalue: int) -> None:
"""
Check if any orders are timed out and cancel if neccessary
@@ -460,6 +468,12 @@ class FreqtradeBot(object):
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
try:
# FIXME: Somehow the query above returns results
# where the open_order_id is in fact None.
# This is probably because the record got
# updated via /forcesell in a different thread.
if not trade.open_order_id:
continue
order = exchange.get_order(trade.open_order_id, trade.pair)
except requests.exceptions.RequestException:
logger.info(
@@ -469,10 +483,11 @@ class FreqtradeBot(object):
continue
ordertime = arrow.get(order['datetime']).datetime
print(order)
# Check if trade is still actually open
if int(order['remaining']) == 0:
continue
# this makes no real sense and causes errors!
#
# if (filled(int(order['filled']) == 0) and (order['status'] == 'open'):
if order['side'] == 'buy' and ordertime < timeoutthreashold:
self.handle_timedout_limit_buy(trade, order)
elif order['side'] == 'sell' and ordertime < timeoutthreashold:
@@ -485,16 +500,14 @@ class FreqtradeBot(object):
"""Buy timeout - cancel order
:return: True if order was fully cancelled
"""
pair_s = trade.pair.replace('_', '/')
exchange.cancel_order(trade.open_order_id, trade.pair)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
# FIX? do we really need to flush, caller of
# check_handle_timedout will flush afterwards
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
self.rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
self.rpc.send_msg(f'*Timeout:* Unfilled buy order for {pair_s} cancelled')
return True
# if trade is partially complete, edit the stake details for the trade
@@ -503,8 +516,7 @@ class FreqtradeBot(object):
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
self.rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
self.rpc.send_msg(f'*Timeout:* Remaining buy order for {pair_s} cancelled')
return False
# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
@@ -513,6 +525,7 @@ class FreqtradeBot(object):
Sell timeout - cancel order and update trade
:return: True if order was fully cancelled
"""
pair_s = trade.pair.replace('_', '/')
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id, trade.pair)
@@ -521,8 +534,7 @@ class FreqtradeBot(object):
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
self.rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
trade.pair.replace('_', '/')))
self.rpc.send_msg(f'*Timeout:* Unfilled sell order for {pair_s} cancelled')
logger.info('Sell order timeout for %s.', trade)
return True
@@ -536,6 +548,8 @@ class FreqtradeBot(object):
:param limit: limit rate for the sell order
:return: None
"""
exc = trade.exchange
pair = trade.pair
# Execute sell and update trade record
order_id = exchange.sell(str(trade.pair), limit, trade.amount)['id']
trade.open_order_id = order_id
@@ -545,43 +559,31 @@ class FreqtradeBot(object):
profit_trade = trade.calc_profit(rate=limit)
current_rate = exchange.get_ticker(trade.pair)['bid']
profit = trade.calc_profit_percent(limit)
pair_url = exchange.get_pair_detail_url(trade.pair)
gain = "profit" if fmt_exp_profit > 0 else "loss"
message = "*{exchange}:* Selling\n" \
"*Current Pair:* [{pair}]({pair_url})\n" \
"*Limit:* `{limit}`\n" \
"*Amount:* `{amount}`\n" \
"*Open Rate:* `{open_rate:.8f}`\n" \
"*Current Rate:* `{current_rate:.8f}`\n" \
"*Profit:* `{profit:.2f}%`" \
"".format(
exchange=trade.exchange,
pair=trade.pair,
pair_url=exchange.get_pair_detail_url(trade.pair),
limit=limit,
open_rate=trade.open_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
profit=round(profit * 100, 2),
)
message = f"*{exc}:* Selling\n" \
f"*Current Pair:* [{pair}]({pair_url})\n" \
f"*Limit:* `{limit}`\n" \
f"*Amount:* `{round(trade.amount, 8)}`\n" \
f"*Open Rate:* `{trade.open_rate:.8f}`\n" \
f"*Current Rate:* `{current_rate:.8f}`\n" \
f"*Profit:* `{round(profit * 100, 2):.2f}%`" \
""
# For regular case, when the configuration exists
if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
stake = self.config['stake_currency']
fiat = self.config['fiat_display_currency']
fiat_converter = CryptoToFiatConverter()
profit_fiat = fiat_converter.convert_amount(
profit_trade,
self.config['stake_currency'],
self.config['fiat_display_currency']
stake,
fiat
)
message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f} {coin}`' \
'` / {profit_fiat:.3f} {fiat})`' \
''.format(
gain="profit" if fmt_exp_profit > 0 else "loss",
profit_percent=fmt_exp_profit,
profit_coin=profit_trade,
coin=self.config['stake_currency'],
profit_fiat=profit_fiat,
fiat=self.config['fiat_display_currency'],
)
message += f'` ({gain}: {fmt_exp_profit:.2f}%, {profit_trade:.8f} {stake}`' \
f'` / {profit_fiat:.3f} {fiat})`' \
''
# Because telegram._forcesell does not have the configuration
# Ignore the FIAT value and does not show the stake_currency as well
else: