diff --git a/freqtrade/main.py b/freqtrade/main.py index 77f956aba..ad7cc7289 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -179,17 +179,20 @@ def handle_trade(trade: Trade) -> bool: current_rate = exchange.get_ticker(trade.pair)['bid'] # Check if minimal roi has been reached - if not min_roi_reached(trade, current_rate, datetime.utcnow()): - return False + if min_roi_reached(trade, current_rate, datetime.utcnow()): + logger.debug('Executing sell due to ROI ...') + execute_sell(trade, current_rate) + return True # Check if sell signal has been enabled and triggered if _CONF.get('experimental', {}).get('use_sell_signal'): logger.debug('Checking sell_signal ...') - if not get_signal(trade.pair, SignalType.SELL): - return False + if get_signal(trade.pair, SignalType.SELL): + logger.debug('Executing sell due to sell signal ...') + execute_sell(trade, current_rate) + return True - execute_sell(trade, current_rate) - return True + return False def get_target_bid(ticker: Dict[str, float]) -> float: diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index ac077506a..1be7ce536 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -87,17 +87,17 @@ def download_backtesting_testdata(pair: str, interval: int = 5) -> bool: )) filepair = pair.replace("-", "_") - filename = os.path.join(path, '{}-{}.json'.format( - filepair, - interval, + filename = os.path.join(path, '{pair}-{interval}.json'.format( + pair=filepair, + interval=interval, )) filename = filename.replace('USDT_BTC', 'BTC_FAKEBULL') if os.path.isfile(filename): with open(filename, "rt") as fp: data = json.load(fp) - logger.debug("Current Start:", data[1]['T']) - logger.debug("Current End: ", data[-1:][0]['T']) + logger.debug("Current Start: {}".format(data[1]['T'])) + logger.debug("Current End: {}".format(data[-1:][0]['T'])) else: data = [] logger.debug("Current Start: None") @@ -107,8 +107,8 @@ def download_backtesting_testdata(pair: str, interval: int = 5) -> bool: for row in new_data: if row not in data: data.append(row) - logger.debug("New Start:", data[1]['T']) - logger.debug("New End: ", data[-1:][0]['T']) + logger.debug("New Start: {}".format(data[1]['T'])) + logger.debug("New End: {}".format(data[-1:][0]['T'])) data = sorted(data, key=lambda data: data['T']) with open(filename, "wt") as fp: diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 79290d159..7636c2b8a 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -1,12 +1,12 @@ import logging import re from decimal import Decimal -from datetime import timedelta, date, datetime +from datetime import timedelta, datetime from typing import Callable, Any import arrow from pandas import DataFrame -from sqlalchemy import and_, func, text, between +from sqlalchemy import and_, func, text from tabulate import tabulate from telegram import ParseMode, Bot, Update, ReplyKeyboardMarkup from telegram.error import NetworkError, TelegramError @@ -220,29 +220,28 @@ def _daily(bot: Bot, update: Update) -> None: :param update: message update :return: None """ - today = datetime.utcnow().toordinal() + today = datetime.utcnow().date() profit_days = {} try: timescale = int(update.message.text.replace('/daily', '').strip()) except (TypeError, ValueError): - timescale = 5 + timescale = 7 if not (isinstance(timescale, int) and timescale > 0): send_msg('*Daily [n]:* `must be an integer greater than 0`', bot=bot) return for day in range(0, timescale): - # need to query between day+1 and day-1 - nextdate = date.fromordinal(today - day + 1) - prevdate = date.fromordinal(today - day - 1) + profitday = today - timedelta(days=day) trades = Trade.query \ .filter(Trade.is_open.is_(False)) \ - .filter(between(Trade.close_date, prevdate, nextdate)) \ + .filter(Trade.close_date >= profitday)\ + .filter(Trade.close_date < (profitday + timedelta(days=1)))\ .order_by(Trade.close_date)\ .all() curdayprofit = sum(trade.calc_profit() for trade in trades) - profit_days[date.fromordinal(today - day)] = format(curdayprofit, '.8f') + profit_days[profitday] = format(curdayprofit, '.8f') stats = [ [ diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 528feafb1..3acd4b142 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -1,10 +1,11 @@ +# pragma pylint: disable=missing-docstring,W0212 + import math import os import pandas as pd from freqtrade import exchange, optimize from freqtrade.exchange import Bittrex from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe -from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata def test_generate_text_table(): @@ -39,7 +40,7 @@ def test_backtest(default_conf, mocker): assert not results.empty -def test_1min_ticker_interval(default_conf, mocker): +def test_backtest_1min_ticker_interval(default_conf, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) exchange._API = Bittrex({'key': '', 'secret': ''}) diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py new file mode 100644 index 000000000..aad20567e --- /dev/null +++ b/freqtrade/tests/optimize/test_optimize.py @@ -0,0 +1,166 @@ +# pragma pylint: disable=missing-docstring,W0212 + +import os +import logging +from shutil import copyfile +from freqtrade import exchange, optimize +from freqtrade.exchange import Bittrex +from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata + + +def _backup_file(file: str, copy_file: bool = False) -> None: + """ + Backup existing file to avoid deleting the user file + :param file: complete path to the file + :param touch_file: create an empty file in replacement + :return: None + """ + file_swp = file + '.swp' + if os.path.isfile(file): + os.rename(file, file_swp) + + if copy_file: + copyfile(file_swp, file) + + +def _clean_test_file(file: str) -> None: + """ + Backup existing file to avoid deleting the user file + :param file: complete path to the file + :return: None + """ + file_swp = file + '.swp' + # 1. Delete file from the test + if os.path.isfile(file): + os.remove(file) + + # 2. Rollback to the initial file + if os.path.isfile(file_swp): + os.rename(file_swp, file) + + +def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog): + mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) + mocker.patch.dict('freqtrade.main._CONF', default_conf) + + exchange._API = Bittrex({'key': '', 'secret': ''}) + + file = 'freqtrade/tests/testdata/BTC_ETH-5.json' + _backup_file(file, copy_file=True) + optimize.load_data(pairs=['BTC_ETH']) + assert os.path.isfile(file) is True + assert ('freqtrade.optimize', + logging.INFO, + 'Download the pair: "BTC_ETH", Interval: 5 min' + ) not in caplog.record_tuples + _clean_test_file(file) + + +def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog): + mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) + mocker.patch.dict('freqtrade.main._CONF', default_conf) + + exchange._API = Bittrex({'key': '', 'secret': ''}) + + file = 'freqtrade/tests/testdata/BTC_ETH-1.json' + _backup_file(file, copy_file=True) + optimize.load_data(ticker_interval=1, pairs=['BTC_ETH']) + assert os.path.isfile(file) is True + assert ('freqtrade.optimize', + logging.INFO, + 'Download the pair: "BTC_ETH", Interval: 1 min' + ) not in caplog.record_tuples + _clean_test_file(file) + + +def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, caplog): + mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) + mocker.patch.dict('freqtrade.main._CONF', default_conf) + + exchange._API = Bittrex({'key': '', 'secret': ''}) + + file = 'freqtrade/tests/testdata/BTC_MEME-1.json' + _backup_file(file) + optimize.load_data(ticker_interval=1, pairs=['BTC_MEME']) + assert os.path.isfile(file) is True + assert ('freqtrade.optimize', + logging.INFO, + 'Download the pair: "BTC_MEME", Interval: 1 min' + ) in caplog.record_tuples + _clean_test_file(file) + + +def test_testdata_path(): + assert os.path.join('freqtrade', 'tests', 'testdata') in testdata_path() + + +def test_download_pairs(default_conf, ticker_history, mocker): + mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) + mocker.patch.dict('freqtrade.main._CONF', default_conf) + exchange._API = Bittrex({'key': '', 'secret': ''}) + + file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' + file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' + file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json' + file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json' + + _backup_file(file1_1) + _backup_file(file1_5) + _backup_file(file2_1) + _backup_file(file2_5) + + assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True + + assert os.path.isfile(file1_1) is True + assert os.path.isfile(file1_5) is True + assert os.path.isfile(file2_1) is True + assert os.path.isfile(file2_5) is True + + # clean files freshly downloaded + _clean_test_file(file1_1) + _clean_test_file(file1_5) + _clean_test_file(file2_1) + _clean_test_file(file2_5) + + +def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog): + mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) + mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata', + side_effect=BaseException('File Error')) + mocker.patch.dict('freqtrade.main._CONF', default_conf) + exchange._API = Bittrex({'key': '', 'secret': ''}) + + file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' + file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' + _backup_file(file1_1) + _backup_file(file1_5) + + download_pairs(pairs=['BTC-MEME']) + # clean files freshly downloaded + _clean_test_file(file1_1) + _clean_test_file(file1_5) + assert ('freqtrade.optimize.__init__', + logging.INFO, + 'Failed to download the pair: "BTC-MEME", Interval: 1 min' + ) in caplog.record_tuples + + +def test_download_backtesting_testdata(default_conf, ticker_history, mocker): + mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) + mocker.patch.dict('freqtrade.main._CONF', default_conf) + exchange._API = Bittrex({'key': '', 'secret': ''}) + + # Download a 1 min ticker file + file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json' + _backup_file(file1) + download_backtesting_testdata(pair="BTC-XEL", interval=1) + assert os.path.isfile(file1) is True + _clean_test_file(file1) + + # Download a 5 min ticker file + file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json' + _backup_file(file2) + + download_backtesting_testdata(pair="BTC-STORJ", interval=5) + assert os.path.isfile(file2) is True + _clean_test_file(file2) diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 037d6f836..3d6335572 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -217,7 +217,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): assert trade.close_date is not None -def test_handle_trade_experimental(default_conf, ticker, limit_buy_order, mocker, caplog): +def test_handle_trade_roi(default_conf, ticker, limit_buy_order, mocker, caplog): default_conf.update({'experimental': {'use_sell_signal': True}}) mocker.patch.dict('freqtrade.main._CONF', default_conf) @@ -235,10 +235,46 @@ def test_handle_trade_experimental(default_conf, ticker, limit_buy_order, mocker trade = Trade.query.first() trade.is_open = True + # FIX: sniffing logs, suggest handle_trade should not execute_sell + # instead that responsibility should be moved out of handle_trade(), + # we might just want to check if we are in a sell condition without + # executing + # if ROI is reached we must sell + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False) + assert handle_trade(trade) + assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples + # if ROI is reached we must sell even if sell-signal is not signalled + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + assert handle_trade(trade) + assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples + + +def test_handle_trade_experimental(default_conf, ticker, limit_buy_order, mocker, caplog): + default_conf.update({'experimental': {'use_sell_signal': True}}) + mocker.patch.dict('freqtrade.main._CONF', default_conf) + + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=ticker, + buy=MagicMock(return_value='mocked_limit_buy')) + mocker.patch('freqtrade.main.min_roi_reached', return_value=False) + + init(default_conf, create_engine('sqlite://')) + create_trade(0.001) + + trade = Trade.query.first() + trade.is_open = True + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False) value_returned = handle_trade(trade) assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples assert value_returned is False + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + assert handle_trade(trade) + s = 'Executing sell due to sell signal ...' + assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):