Update docs, fix stake currency exchange config and more generic backtest tests

docs/configuration.md

@@ -24,7 +24,7 @@ The table below will list all configuration parameters.
 | `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. If set, this parameter will override `stoploss` from your strategy file. 
 | `unfilledtimeout` | 0 | No | How long (in minutes) the bot will wait for an unfilled order to complete, after which the order will be cancelled.
 | `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below.
-| `exchange.name` | bittrex | Yes | Name of the exchange class to use.
+| `exchange.name` | bittrex | Yes | Name of the exchange class to use. Valid values are: `bittrex` or `binance`
 | `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode.
 | `exchange.secret` | secret | No | API secret to use for the exchange. Only required when you are in production mode.
 | `exchange.pair_whitelist` | [] | No | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param.
@@ -94,7 +94,7 @@ creating trades.
 "dry_run": true,
 ```
 
-3. Remove your Bittrex API key (change them by fake api credentials)
+3. Remove your exchange API key (change them by fake api credentials)
 ```json
 "exchange": {
         "name": "bittrex",
@@ -120,7 +120,7 @@ you run it in production mode.
 "dry_run": false,
 ```
 
-3. Insert your Bittrex API key (change them by fake api keys)
+3. Insert your exchange API key (change them by fake api keys)
 ```json
 "exchange": {
         "name": "bittrex",
@@ -129,7 +129,7 @@ you run it in production mode.
         ...
 }       
 ```
-If you have not your Bittrex API key yet, 
+If you have not your exchange API key yet,
 [see our tutorial](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md).
 
 

docs/pre-requisite.md

@@ -1,15 +1,23 @@
 # Pre-requisite
 Before running your bot in production you will need to setup few
-external API. In production mode, the bot required valid Bittrex API
+external API. In production mode, the bot requires valid exchange API
 credentials and a Telegram bot (optional but recommended).
 
 ## Table of Contents
-- [Setup your Bittrex account](#setup-your-bittrex-account)
+- [Setup your Exchange account](#setup-your-exchange-account)
 - [Backtesting commands](#setup-your-telegram-bot)
 
-## Setup your Bittrex account
+## Setup your exchange account
+
+### Bittrex
 *To be completed, please feel free to complete this section.*
 
+### Binance
+- Go to: https://www.binance.com/userCenter/createApi.html
+- Enter API key label: "freqtrade bot" and click "Create New Key"
+- Check the "Enable Trading" checkbox
+- Write down the API key and secret to put in: config.json
+
 ## Setup your Telegram bot
 The only things you need is a working Telegram bot and its API token.
 Below we explain how to create your Telegram Bot, and how to get your

freqtrade/exchange/__init__.py

@@ -56,6 +56,7 @@ def init(config: dict) -> None:
     except KeyError:
         raise OperationalException('Exchange {} is not supported'.format(name))
 
+    exchange_config['stake_currency'] = config['stake_currency']
     _API = exchange_class(exchange_config)
 
     # Check if all pairs are available

freqtrade/optimize/backtesting.py

@@ -107,13 +107,14 @@ def backtest(args) -> DataFrame:
         sell_profit_only: sell if profit only
         use_sell_signal: act on sell-signal
         stoploss: use stoploss
+        exchange_name: which exchange to use
     :return: DataFrame
     """
     processed = args['processed']
     max_open_trades = args.get('max_open_trades', 0)
     realistic = args.get('realistic', True)
     record = args.get('record', None)
-    exchange_name = args.get('exchange_name', 'bittrex')
+    exchange_name = args.get('exchange_name', None)
     records = []
     trades = []
     trade_count_lock: dict = {}

freqtrade/tests/optimize/test_backtesting.py

@@ -5,7 +5,6 @@ import math
 from unittest.mock import MagicMock
 import pandas as pd
 from freqtrade import exchange, optimize
-from freqtrade.exchange import Bittrex
 from freqtrade.optimize import preprocess
 from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
 import freqtrade.optimize.backtesting as backtesting
@@ -47,29 +46,31 @@ def test_get_timeframe(default_strategy):
 
 def test_backtest(default_strategy, default_conf, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    exchange._API = Bittrex({'key': '', 'secret': ''})
 
     data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
     data = trim_dictlist(data, -200)
-    results = backtest({'stake_amount': default_conf['stake_amount'],
+    for exch in exchange.Exchanges.__members__.keys():
-                        'processed': optimize.preprocess(data),
+        results = backtest({'stake_amount': default_conf['stake_amount'],
-                        'max_open_trades': 10,
+                            'processed': optimize.preprocess(data),
-                        'realistic': True})
+                            'max_open_trades': 10,
-    assert not results.empty
+                            'realistic': True,
+                            'exchange_name': exch.lower()})
+        assert not results.empty
 
 
 def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    exchange._API = Bittrex({'key': '', 'secret': ''})
 
     # Run a backtesting for an exiting 5min ticker_interval
     data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
     data = trim_dictlist(data, -200)
-    results = backtest({'stake_amount': default_conf['stake_amount'],
+    for exch in exchange.Exchanges.__members__.keys():
-                        'processed': optimize.preprocess(data),
+        results = backtest({'stake_amount': default_conf['stake_amount'],
-                        'max_open_trades': 1,
+                            'processed': optimize.preprocess(data),
-                        'realistic': True})
+                            'max_open_trades': 1,
-    assert not results.empty
+                            'realistic': True,
+                            'exchange_name': exch.lower()})
+        assert not results.empty
 
 
 def load_data_test(what):
@@ -122,7 +123,8 @@ def simple_backtest(config, contour, num_results):
     results = backtest({'stake_amount': config['stake_amount'],
                         'processed': processed,
                         'max_open_trades': 1,
-                        'realistic': True})
+                        'realistic': True,
+                        'exchange_name': config['exchange']['name']})
     # results :: <class 'pandas.core.frame.DataFrame'>
     assert len(results) == num_results
 
@@ -135,11 +137,13 @@ def test_backtest2(default_conf, mocker, default_strategy):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
     data = trim_dictlist(data, -200)
-    results = backtest({'stake_amount': default_conf['stake_amount'],
+    for exch in exchange.Exchanges.__members__.keys():
-                        'processed': optimize.preprocess(data),
+        results = backtest({'stake_amount': default_conf['stake_amount'],
-                        'max_open_trades': 10,
+                            'processed': optimize.preprocess(data),
-                        'realistic': True})
+                            'max_open_trades': 10,
-    assert not results.empty
+                            'realistic': True,
+                            'exchange_name': exch.lower()})
+        assert not results.empty
 
 
 def test_processed(default_conf, mocker, default_strategy):