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Merge branch 'develop' into pr/hroff-1902/3619

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29
docs/developer.md
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@ -85,6 +85,35 @@ docker-compose exec freqtrade_develop /bin/bash
![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png)
## ErrorHandling
Freqtrade Exceptions all inherit from `FreqtradeException`.
This general class of error should however not be used directly. Instead, multiple specialized sub-Exceptions exist.
Below is an outline of exception inheritance hierarchy:
```
+ FreqtradeException
|
+---+ OperationalException
|
+---+ DependencyException
| |
| +---+ PricingError
| |
| +---+ ExchangeError
| |
| +---+ TemporaryError
| |
| +---+ DDosProtection
| |
| +---+ InvalidOrderException
| |
| +---+ RetryableOrderError
|
+---+ StrategyError
```
## Modules
### Dynamic Pairlist

11
docs/edge.md
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@ -6,7 +6,8 @@ This page explains how to use Edge Positioning module in your bot in order to en
Edge positioning is not compatible with dynamic (volume-based) whitelist.
!!! Note
Edge does not consider anything else than buy/sell/stoploss signals. So trailing stoploss, ROI, and everything else are ignored in its calculation.
Edge does not consider anything other than *its own* buy/sell/stoploss signals. It ignores the stoploss, trailing stoploss, and ROI settings in the strategy configuration file.
Therefore, it is important to understand that Edge can improve the performance of some trading strategies but *decrease* the performance of others.
## Introduction
@ -89,7 +90,7 @@ You can also use this value to evaluate the effectiveness of modifications to th
## How does it work?
If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over *N* trades for each stoploss. Here is an example:
Edge combines dynamic stoploss, dynamic positions, and whitelist generation into one isolated module which is then applied to the trading strategy. If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over *N* trades for each stoploss. Here is an example:
| Pair | Stoploss | Win Rate | Risk Reward Ratio | Expectancy |
|----------|:-------------:|-------------:|------------------:|-----------:|
@ -186,6 +187,12 @@ An example of its output:
| APPC/BTC | -0.02 | 0.44 | 2.28 | 1.27 | 0.44 | 25 | 43 |
| NEBL/BTC | -0.03 | 0.63 | 1.29 | 0.58 | 0.44 | 19 | 59 |
Edge produced the above table by comparing `calculate_since_number_of_days` to `minimum_expectancy` to find `min_trade_number` historical information based on the config file. The timerange Edge uses for its comparisons can be further limited by using the `--timerange` switch.
In live and dry-run modes, after the `process_throttle_secs` has passed, Edge will again process `calculate_since_number_of_days` against `minimum_expectancy` to find `min_trade_number`. If no `min_trade_number` is found, the bot will return "whitelist empty". Depending on the trade strategy being deployed, "whitelist empty" may be return much of the time - or *all* of the time. The use of Edge may also cause trading to occur in bursts, though this is rare.
If you encounter "whitelist empty" a lot, condsider tuning `calculate_since_number_of_days`, `minimum_expectancy` and `min_trade_number` to align to the trading frequency of your strategy.
### Update cached pairs with the latest data
Edge requires historic data the same way as backtesting does.

33
docs/faq.md
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@ -1,5 +1,9 @@
# Freqtrade FAQ
## Beginner Tips & Tricks
* When you work with your strategy & hyperopt file you should use a proper code editor like vscode or Pycharm. A good code editor will provide syntax highlighting as well as line numbers, making it easy to find syntax errors (most likely, pointed out by Freqtrade during startup).
## Freqtrade common issues
### The bot does not start
@ -15,10 +19,12 @@ This could have the following reasons:
### I have waited 5 minutes, why hasn't the bot made any trades yet?!
Depending on the buy strategy, the amount of whitelisted coins, the
* Depending on the buy strategy, the amount of whitelisted coins, the
situation of the market etc, it can take up to hours to find good entry
position for a trade. Be patient!
* Or it may because of a configuration error? Best check the logs, it's usually telling you if the bot is simply not getting buy signals (only heartbeat messages), or if there is something wrong (errors / exceptions in the log).
### I have made 12 trades already, why is my total profit negative?!
I understand your disappointment but unfortunately 12 trades is just
@ -129,25 +135,27 @@ to find a great result (unless if you are very lucky), so you probably
have to run it for 10.000 or more. But it will take an eternity to
compute.
We recommend you to run it at least 10.000 epochs:
Since hyperopt uses Bayesian search, running for too many epochs may not produce greater results.
It's therefore recommended to run between 500-1000 epochs over and over until you hit at least 10.000 epocs in total (or are satisfied with the result). You can best judge by looking at the results - if the bot keeps discovering better strategies, it's best to keep on going.
```bash
freqtrade hyperopt -e 10000
freqtrade hyperopt -e 1000
```
or if you want intermediate result to see
```bash
for i in {1..100}; do freqtrade hyperopt -e 100; done
for i in {1..100}; do freqtrade hyperopt -e 1000; done
```
### Why it is so long to run hyperopt?
### Why does it take a long time to run hyperopt?
Finding a great Hyperopt results takes time.
* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) - or the Freqtrade [discord community](https://discord.gg/X89cVG). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
If you wonder why it takes a while to find great hyperopt results
* If you wonder why it can take from 20 minutes to days to do 1000 epocs here are some answers:
This answer was written during the under the release 0.15.1, when we had:
This answer was written during the release 0.15.1, when we had:
- 8 triggers
- 9 guards: let's say we evaluate even 10 values from each
@ -157,7 +165,14 @@ The following calculation is still very rough and not very precise
but it will give the idea. With only these triggers and guards there is
already 8\*10^9\*10 evaluations. A roughly total of 80 billion evals.
Did you run 100 000 evals? Congrats, you've done roughly 1 / 100 000 th
of the search space.
of the search space, assuming that the bot never tests the same parameters more than once.
* The time it takes to run 1000 hyperopt epocs depends on things like: The available cpu, harddisk, ram, timeframe, timerange, indicator settings, indicator count, amount of coins that hyperopt test strategies on and the resulting trade count - which can be 650 trades in a year or 10.0000 trades depending if the strategy aims for big profits by trading rarely or for many low profit trades.
Example: 4% profit 650 times vs 0,3% profit a trade 10.000 times in a year. If we assume you set the --timerange to 365 days.
Example:
`freqtrade --config config.json --strategy SampleStrategy --hyperopt SampleHyperopt -e 1000 --timerange 20190601-20200601`
## Edge module

2
docs/requirements-docs.txt
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@ -1,2 +1,2 @@
mkdocs-material==5.4.0
mkdocs-material==5.5.3
mdx_truly_sane_lists==1.2

45
docs/rest-api.md
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@ -46,7 +46,7 @@ secrets.token_hex()
### Configuration with docker
If you run your bot using docker, you'll need to have the bot listen to incomming connections. The security is then handled by docker.
If you run your bot using docker, you'll need to have the bot listen to incoming connections. The security is then handled by docker.
``` json
"api_server": {
@ -106,26 +106,29 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
## Available commands
| Command | Default | Description |
|----------|---------|-------------|
| `start` | | Starts the trader
| `stop` | | Stops the trader
| `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `reload_config` | | Reloads the configuration file
| `show_config` | | Shows part of the current configuration with relevant settings to operation
| `status` | | Lists all open trades
| `count` | | Displays number of trades used and available
| `profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
| `forcesell <trade_id>` | | Instantly sells the given trade (Ignoring `minimum_roi`).
| `forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`).
| `forcebuy <pair> [rate]` | | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
| `performance` | | Show performance of each finished trade grouped by pair
| `balance` | | Show account balance per currency
| `daily <n>` | 7 | Shows profit or loss per day, over the last n days
| `whitelist` | | Show the current whitelist
| `blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist.
| `edge` | | Show validated pairs by Edge if it is enabled.
| `version` | | Show version
| Command | Description |
|----------|-------------|
| `ping` | Simple command testing the API Readiness - requires no authentication.
| `start` | Starts the trader
| `stop` | Stops the trader
| `stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `reload_config` | Reloads the configuration file
| `trades` | List last trades.
| `delete_trade <trade_id>` | Remove trade from the database. Tries to close open orders. Requires manual handling of this trade on the exchange.
| `show_config` | Shows part of the current configuration with relevant settings to operation
| `status` | Lists all open trades
| `count` | Displays number of trades used and available
| `profit` | Display a summary of your profit/loss from close trades and some stats about your performance
| `forcesell <trade_id>` | Instantly sells the given trade (Ignoring `minimum_roi`).
| `forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
| `forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
| `performance` | Show performance of each finished trade grouped by pair
| `balance` | Show account balance per currency
| `daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
| `whitelist` | Show the current whitelist
| `blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
| `edge` | Show validated pairs by Edge if it is enabled.
| `version` | Show version
Possible commands can be listed from the rest-client script using the `help` command.

54
docs/telegram-usage.md
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@ -9,7 +9,7 @@ Telegram user id.
Start a chat with the [Telegram BotFather](https://telegram.me/BotFather)
Send the message `/newbot`.
Send the message `/newbot`.
*BotFather response:*
@ -47,28 +47,30 @@ Per default, the Telegram bot shows predefined commands. Some commands
are only available by sending them to the bot. The table below list the
official commands. You can ask at any moment for help with `/help`.
| Command | Default | Description |
|----------|---------|-------------|
| `/start` | | Starts the trader
| `/stop` | | Stops the trader
| `/stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `/reload_config` | | Reloads the configuration file
| `/show_config` | | Shows part of the current configuration with relevant settings to operation
| `/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 (**)
| `/count` | | Displays number of trades used and available
| `/profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
| `/forcesell <trade_id>` | | Instantly sells the given trade (Ignoring `minimum_roi`).
| `/forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`).
| `/forcebuy <pair> [rate]` | | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
| `/performance` | | Show performance of each finished trade grouped by pair
| `/balance` | | Show account balance per currency
| `/daily <n>` | 7 | Shows profit or loss per day, over the last n days
| `/whitelist` | | Show the current whitelist
| `/blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist.
| `/edge` | | Show validated pairs by Edge if it is enabled.
| `/help` | | Show help message
| `/version` | | Show version
| Command | Description |
|----------|-------------|
| `/start` | Starts the trader
| `/stop` | Stops the trader
| `/stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `/reload_config` | Reloads the configuration file
| `/show_config` | Shows part of the current configuration with relevant settings to operation
| `/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 (**)
| `/trades [limit]` | List all recently closed trades in a table format.
| `/delete <trade_id>` | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
| `/count` | Displays number of trades used and available
| `/profit` | Display a summary of your profit/loss from close trades and some stats about your performance
| `/forcesell <trade_id>` | Instantly sells the given trade (Ignoring `minimum_roi`).
| `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
| `/forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
| `/performance` | Show performance of each finished trade grouped by pair
| `/balance` | Show account balance per currency
| `/daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
| `/whitelist` | Show the current whitelist
| `/blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
| `/edge` | Show validated pairs by Edge if it is enabled.
| `/help` | Show help message
| `/version` | Show version
## Telegram commands in action
@ -113,6 +115,7 @@ For each open trade, the bot will send you the following message.
### /status table
Return the status of all open trades in a table format.
```
ID Pair Since Profit
---- -------- ------- --------
@ -123,6 +126,7 @@ Return the status of all open trades in a table format.
### /count
Return the number of trades used and available.
```
current max
--------- -----
@ -208,7 +212,7 @@ Shows the current whitelist
Shows the current blacklist.
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, separated by a space.
Use `/reload_config` to reset the blacklist.
> Using blacklist `StaticPairList` with 2 pairs
@ -216,7 +220,7 @@ Use `/reload_config` to reset the blacklist.
### /edge
Shows pairs validated by Edge along with their corresponding winrate, expectancy and stoploss values.
Shows pairs validated by Edge along with their corresponding win-rate, expectancy and stoploss values.
> **Edge only validated following pairs:**
```

10
docs/utils.md
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@ -432,9 +432,9 @@ usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--max-trades INT] [--min-avg-time FLOAT]
[--max-avg-time FLOAT] [--min-avg-profit FLOAT]
[--max-avg-profit FLOAT]
[--min-total-profit FLOAT]
[--max-total-profit FLOAT] [--no-color]
[--print-json] [--no-details]
[--min-total-profit FLOAT] [--max-total-profit FLOAT]
[--min-objective FLOAT] [--max-objective FLOAT]
[--no-color] [--print-json] [--no-details]
[--export-csv FILE]
optional arguments:
@ -453,6 +453,10 @@ optional arguments:
Select epochs on above total profit.
--max-total-profit FLOAT
Select epochs on below total profit.
--min-objective FLOAT
Select epochs on above objective (- is added by default).
--max-objective FLOAT
Select epochs on below objective (- is added by default).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--print-json Print best result detailization in JSON format.

1
freqtrade/commands/arguments.py
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@ -73,6 +73,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
"hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
"hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
"hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
"hyperopt_list_min_objective", "hyperopt_list_max_objective",
"print_colorized", "print_json", "hyperopt_list_no_details",
"export_csv"]

24
freqtrade/commands/cli_options.py
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@ -455,37 +455,49 @@ AVAILABLE_CLI_OPTIONS = {
),
"hyperopt_list_min_avg_time": Arg(
'--min-avg-time',
help='Select epochs on above average time.',
help='Select epochs above average time.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_avg_time": Arg(
'--max-avg-time',
help='Select epochs on under average time.',
help='Select epochs below average time.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_avg_profit": Arg(
'--min-avg-profit',
help='Select epochs on above average profit.',
help='Select epochs above average profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_avg_profit": Arg(
'--max-avg-profit',
help='Select epochs on below average profit.',
help='Select epochs below average profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_total_profit": Arg(
'--min-total-profit',
help='Select epochs on above total profit.',
help='Select epochs above total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_total_profit": Arg(
'--max-total-profit',
help='Select epochs on below total profit.',
help='Select epochs below total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_objective": Arg(
'--min-objective',
help='Select epochs above objective.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_objective": Arg(
'--max-objective',
help='Select epochs below objective.',
type=float,
metavar='FLOAT',
),

59
freqtrade/commands/hyperopt_commands.py
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@ -35,7 +35,9 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
'filter_min_objective': config.get('hyperopt_list_min_objective', None),
'filter_max_objective': config.get('hyperopt_list_max_objective', None),
}
results_file = (config['user_data_dir'] /
@ -45,7 +47,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
epochs = Hyperopt.load_previous_results(results_file)
total_epochs = len(epochs)
epochs = _hyperopt_filter_epochs(epochs, filteroptions)
epochs = hyperopt_filter_epochs(epochs, filteroptions)
if print_colorized:
colorama_init(autoreset=True)
@ -92,14 +94,16 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
'filter_min_objective': config.get('hyperopt_list_min_objective', None),
'filter_max_objective': config.get('hyperopt_list_max_objective', None)
}
# Previous evaluations
epochs = Hyperopt.load_previous_results(results_file)
total_epochs = len(epochs)
epochs = _hyperopt_filter_epochs(epochs, filteroptions)
epochs = hyperopt_filter_epochs(epochs, filteroptions)
filtered_epochs = len(epochs)
if n > filtered_epochs:
@ -119,7 +123,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
header_str="Epoch details")
def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
"""
Filter our items from the list of hyperopt results
"""
@ -127,6 +131,24 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
epochs = [x for x in epochs if x['is_best']]
if filteroptions['only_profitable']:
epochs = [x for x in epochs if x['results_metrics']['profit'] > 0]
epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
logger.info(f"{len(epochs)} " +
("best " if filteroptions['only_best'] else "") +
("profitable " if filteroptions['only_profitable'] else "") +
"epochs found.")
return epochs
def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_trades'] > 0:
epochs = [
x for x in epochs
@ -137,6 +159,11 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
x for x in epochs
if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
]
return epochs
def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_avg_time'] is not None:
epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
epochs = [
@ -149,6 +176,12 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
x for x in epochs
if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
]
return epochs
def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_avg_profit'] is not None:
epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
epochs = [
@ -173,10 +206,18 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
x for x in epochs
if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
]
return epochs
logger.info(f"{len(epochs)} " +
("best " if filteroptions['only_best'] else "") +
("profitable " if filteroptions['only_profitable'] else "") +
"epochs found.")
def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_objective'] is not None:
epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
if filteroptions['filter_max_objective'] is not None:
epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
return epochs

4
freqtrade/commands/list_commands.py
View File

@ -14,7 +14,7 @@ from freqtrade.configuration import setup_utils_configuration
from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
market_is_active, symbol_is_pair)
market_is_active)
from freqtrade.misc import plural
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.state import RunMode
@ -163,7 +163,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'],
'Base': v['base'], 'Quote': v['quote'],
'Active': market_is_active(v),
**({'Is pair': symbol_is_pair(v['symbol'])}
**({'Is pair': exchange.market_is_tradable(v)}
if not pairs_only else {})})
if (args.get('print_one_column', False) or

6
freqtrade/configuration/configuration.py
View File

@ -334,6 +334,12 @@ class Configuration:
self._args_to_config(config, argname='hyperopt_list_max_total_profit',
logstring='Parameter --max-total-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_objective',
logstring='Parameter --min-objective detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_objective',
logstring='Parameter --max-objective detected: {}')
self._args_to_config(config, argname='hyperopt_list_no_details',
logstring='Parameter --no-details detected: {}')

4
freqtrade/edge/edge_positioning.py
View File

@ -281,8 +281,8 @@ class Edge:
#
# Removing Pumps
if self.edge_config.get('remove_pumps', False):
results = results.groupby(['pair', 'stoploss']).apply(
lambda x: x[x['profit_abs'] < 2 * x['profit_abs'].std() + x['profit_abs'].mean()])
results = results[results['profit_abs'] < 2 * results['profit_abs'].std()
+ results['profit_abs'].mean()]
##########################################################################
# Removing trades having a duration more than X minutes (set in config)

16
freqtrade/exceptions.py
View File

@ -29,7 +29,14 @@ class PricingError(DependencyException):
"""
class InvalidOrderException(FreqtradeException):
class ExchangeError(DependencyException):
"""
Error raised out of the exchange.
Has multiple Errors to determine the appropriate error.
"""
class InvalidOrderException(ExchangeError):
"""
This is returned when the order is not valid. Example:
If stoploss on exchange order is hit, then trying to cancel the order
@ -44,13 +51,6 @@ class RetryableOrderError(InvalidOrderException):
"""
class ExchangeError(DependencyException):
"""
Error raised out of the exchange.
Has multiple Errors to determine the appropriate error.
"""
class TemporaryError(ExchangeError):
"""
Temporary network or exchange related error.

3
freqtrade/exchange/__init__.py
View File

@ -12,8 +12,7 @@ from freqtrade.exchange.exchange import (timeframe_to_seconds,
timeframe_to_msecs,
timeframe_to_next_date,
timeframe_to_prev_date)
from freqtrade.exchange.exchange import (market_is_active,
symbol_is_pair)
from freqtrade.exchange.exchange import (market_is_active)
from freqtrade.exchange.kraken import Kraken
from freqtrade.exchange.binance import Binance
from freqtrade.exchange.bibox import Bibox

8
freqtrade/exchange/common.py
View File

@ -107,12 +107,12 @@ def retrier_async(f):
except TemporaryError as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex)
if count > 0:
logger.warning('retrying %s() still for %s times', f.__name__, count)
count -= 1
kwargs.update({'count': count})
logger.warning('retrying %s() still for %s times', f.__name__, count)
if isinstance(ex, DDosProtection):
backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
await asyncio.sleep(backoff_delay)
return await wrapper(*args, **kwargs)
else:
@ -131,13 +131,13 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
except (TemporaryError, RetryableOrderError) as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex)
if count > 0:
logger.warning('retrying %s() still for %s times', f.__name__, count)
count -= 1
kwargs.update({'count': count})
logger.warning('retrying %s() still for %s times', f.__name__, count)
if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
# increasing backoff
backoff_delay = calculate_backoff(count + 1, retries)
logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
time.sleep(backoff_delay)
return wrapper(*args, **kwargs)
else:

59
freqtrade/exchange/exchange.py
View File

@ -24,7 +24,7 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError,
InvalidOrderException, OperationalException,
RetryableOrderError, TemporaryError)
from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
from freqtrade.misc import deep_merge_dicts, safe_value_fallback
from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
CcxtModuleType = Any
@ -222,7 +222,7 @@ class Exchange:
if quote_currencies:
markets = {k: v for k, v in markets.items() if v['quote'] in quote_currencies}
if pairs_only:
markets = {k: v for k, v in markets.items() if symbol_is_pair(v['symbol'])}
markets = {k: v for k, v in markets.items() if self.market_is_tradable(v)}
if active_only:
markets = {k: v for k, v in markets.items() if market_is_active(v)}
return markets
@ -246,6 +246,19 @@ class Exchange:
"""
return self.markets.get(pair, {}).get('base', '')
def market_is_tradable(self, market: Dict[str, Any]) -> bool:
"""
Check if the market symbol is tradable by Freqtrade.
By default, checks if it's splittable by `/` and both sides correspond to base / quote
"""
symbol_parts = market['symbol'].split('/')
return (len(symbol_parts) == 2 and
len(symbol_parts[0]) > 0 and
len(symbol_parts[1]) > 0 and
symbol_parts[0] == market.get('base') and
symbol_parts[1] == market.get('quote')
)
def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame:
if pair_interval in self._klines:
return self._klines[pair_interval].copy() if copy else self._klines[pair_interval]
@ -258,8 +271,8 @@ class Exchange:
api.urls['api'] = api.urls['test']
logger.info("Enabled Sandbox API on %s", name)
else:
logger.warning(name, "No Sandbox URL in CCXT, exiting. "
"Please check your config.json")
logger.warning(
f"No Sandbox URL in CCXT for {name}, exiting. Please check your config.json")
raise OperationalException(f'Exchange {name} does not provide a sandbox api')
def _load_async_markets(self, reload: bool = False) -> None:
@ -480,6 +493,7 @@ class Exchange:
"id": order_id,
'pair': pair,
'price': rate,
'average': rate,
'amount': _amount,
'cost': _amount * rate,
'type': ordertype,
@ -974,7 +988,7 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
# Assign method to fetch_stoploss_order to allow easy overriding in other classes
# Assign method to cancel_stoploss_order to allow easy overriding in other classes
cancel_stoploss_order = cancel_order
def is_cancel_order_result_suitable(self, corder) -> bool:
@ -999,7 +1013,7 @@ class Exchange:
if self.is_cancel_order_result_suitable(corder):
return corder
except InvalidOrderException:
logger.warning(f"Could not cancel order {order_id}.")
logger.warning(f"Could not cancel order {order_id} for {pair}.")
try:
order = self.fetch_order(order_id, pair)
except InvalidOrderException:
@ -1008,7 +1022,7 @@ class Exchange:
return order
@retrier
@retrier(retries=5)
def fetch_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
try:
@ -1022,10 +1036,10 @@ class Exchange:
return self._api.fetch_order(order_id, pair)
except ccxt.OrderNotFound as e:
raise RetryableOrderError(
f'Order not found (id: {order_id}). Message: {e}') from e
f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
@ -1040,10 +1054,10 @@ class Exchange:
@retrier
def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
"""
get order book level 2 from exchange
Notes:
20180619: bittrex doesnt support limits -.-
Get L2 order book from exchange.
Can be limited to a certain amount (if supported).
Returns a dict in the format
{'asks': [price, volume], 'bids': [price, volume]}
"""
try:
@ -1144,7 +1158,7 @@ class Exchange:
if fee_curr in self.get_pair_base_currency(order['symbol']):
# Base currency - divide by amount
return round(
order['fee']['cost'] / safe_value_fallback(order, order, 'filled', 'amount'), 8)
order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
elif fee_curr in self.get_pair_quote_currency(order['symbol']):
# Quote currency - divide by cost
return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
@ -1157,7 +1171,7 @@ class Exchange:
comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency'])
tick = self.fetch_ticker(comb)
fee_to_quote_rate = safe_value_fallback(tick, tick, 'last', 'ask')
fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
except ExchangeError:
return None
@ -1172,7 +1186,6 @@ class Exchange:
return (order['fee']['cost'],
order['fee']['currency'],
self.calculate_fee_rate(order))
# calculate rate ? (order['fee']['cost'] / (order['amount'] * order['price']))
def is_exchange_bad(exchange_name: str) -> bool:
@ -1258,20 +1271,6 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
def symbol_is_pair(market_symbol: str, base_currency: str = None,
quote_currency: str = None) -> bool:
"""
Check if the market symbol is a pair, i.e. that its symbol consists of the base currency and the
quote currency separated by '/' character. If base_currency and/or quote_currency is passed,
it also checks that the symbol contains appropriate base and/or quote currency part before
and after the separating character correspondingly.
"""
symbol_parts = market_symbol.split('/')
return (len(symbol_parts) == 2 and
(symbol_parts[0] == base_currency if base_currency else len(symbol_parts[0]) > 0) and
(symbol_parts[1] == quote_currency if quote_currency else len(symbol_parts[1]) > 0))
def market_is_active(market: Dict) -> bool:
"""
Return True if the market is active.

14
freqtrade/exchange/ftx.py
View File

@ -1,6 +1,6 @@
""" FTX exchange subclass """
import logging
from typing import Dict
from typing import Any, Dict
import ccxt
@ -20,6 +20,16 @@ class Ftx(Exchange):
"ohlcv_candle_limit": 1500,
}
def market_is_tradable(self, market: Dict[str, Any]) -> bool:
"""
Check if the market symbol is tradable by Freqtrade.
Default checks + check if pair is spot pair (no futures trading yet).
"""
parent_check = super().market_is_tradable(market)
return (parent_check and
market.get('spot', False) is True)
def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
@ -78,7 +88,7 @@ class Ftx(Exchange):
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
@retrier(retries=5)
def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
try:

12
freqtrade/exchange/kraken.py
View File

@ -1,6 +1,6 @@
""" Kraken exchange subclass """
import logging
from typing import Dict
from typing import Any, Dict
import ccxt
@ -22,6 +22,16 @@ class Kraken(Exchange):
"trades_pagination_arg": "since",
}
def market_is_tradable(self, market: Dict[str, Any]) -> bool:
"""
Check if the market symbol is tradable by Freqtrade.
Default checks + check if pair is darkpool pair.
"""
parent_check = super().market_is_tradable(market)
return (parent_check and
market.get('darkpool', False) is False)
@retrier
def get_balances(self) -> dict:
if self._config['dry_run']:

43
freqtrade/freqtradebot.py
View File

@ -20,7 +20,7 @@ from freqtrade.edge import Edge
from freqtrade.exceptions import (DependencyException, ExchangeError,
InvalidOrderException, PricingError)
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
from freqtrade.misc import safe_value_fallback
from freqtrade.misc import safe_value_fallback, safe_value_fallback2
from freqtrade.pairlist.pairlistmanager import PairListManager
from freqtrade.persistence import Trade
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@ -523,7 +523,7 @@ class FreqtradeBot:
time_in_force=time_in_force):
logger.info(f"User requested abortion of buying {pair}")
return False
amount = self.exchange.amount_to_precision(pair, amount)
order = self.exchange.buy(pair=pair, ordertype=order_type,
amount=amount, rate=buy_limit_requested,
time_in_force=time_in_force)
@ -532,6 +532,7 @@ class FreqtradeBot:
# we assume the order is executed at the price requested
buy_limit_filled_price = buy_limit_requested
amount_requested = amount
if order_status == 'expired' or order_status == 'rejected':
order_tif = self.strategy.order_time_in_force['buy']
@ -552,15 +553,15 @@ class FreqtradeBot:
order['filled'], order['amount'], order['remaining']
)
stake_amount = order['cost']
amount = order['amount']
buy_limit_filled_price = order['price']
amount = safe_value_fallback(order, 'filled', 'amount')
buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
order_id = None
# in case of FOK the order may be filled immediately and fully
elif order_status == 'closed':
stake_amount = order['cost']
amount = order['amount']
buy_limit_filled_price = order['price']
amount = safe_value_fallback(order, 'filled', 'amount')
buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
@ -568,6 +569,7 @@ class FreqtradeBot:
pair=pair,
stake_amount=stake_amount,
amount=amount,
amount_requested=amount_requested,
fee_open=fee,
fee_close=fee,
open_rate=buy_limit_filled_price,
@ -660,7 +662,7 @@ class FreqtradeBot:
trades_closed += 1
except DependencyException as exception:
logger.warning('Unable to sell trade: %s', exception)
logger.warning('Unable to sell trade %s: %s', trade.pair, exception)
# Updating wallets if any trade occured
if trades_closed:
@ -768,7 +770,7 @@ class FreqtradeBot:
logger.debug('Found no sell signal for %s.', trade)
return False
def create_stoploss_order(self, trade: Trade, stop_price: float, rate: float) -> bool:
def create_stoploss_order(self, trade: Trade, stop_price: float) -> bool:
"""
Abstracts creating stoploss orders from the logic.
Handles errors and updates the trade database object.
@ -831,14 +833,13 @@ class FreqtradeBot:
stoploss = self.edge.stoploss(pair=trade.pair) if self.edge else self.strategy.stoploss
stop_price = trade.open_rate * (1 + stoploss)
if self.create_stoploss_order(trade=trade, stop_price=stop_price, rate=stop_price):
if self.create_stoploss_order(trade=trade, stop_price=stop_price):
trade.stoploss_last_update = datetime.now()
return False
# If stoploss order is canceled for some reason we add it
if stoploss_order and stoploss_order['status'] in ('canceled', 'cancelled'):
if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss,
rate=trade.stop_loss):
if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss):
return False
else:
trade.stoploss_order_id = None
@ -875,8 +876,7 @@ class FreqtradeBot:
f"for pair {trade.pair}")
# Create new stoploss order
if not self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss,
rate=trade.stop_loss):
if not self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss):
logger.warning(f"Could not create trailing stoploss order "
f"for pair {trade.pair}.")
@ -921,7 +921,7 @@ class FreqtradeBot:
if not trade.open_order_id:
continue
order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
except (ExchangeError, InvalidOrderException):
except (ExchangeError):
logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
continue
@ -954,7 +954,7 @@ class FreqtradeBot:
for trade in Trade.get_open_order_trades():
try:
order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
except (DependencyException, InvalidOrderException):
except (ExchangeError):
logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
continue
@ -976,6 +976,12 @@ class FreqtradeBot:
reason = constants.CANCEL_REASON['TIMEOUT']
corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
trade.amount)
# Avoid race condition where the order could not be cancelled coz its already filled.
# Simply bailing here is the only safe way - as this order will then be
# handled in the next iteration.
if corder.get('status') not in ('canceled', 'closed'):
logger.warning(f"Order {trade.open_order_id} for {trade.pair} not cancelled.")
return False
else:
# Order was cancelled already, so we can reuse the existing dict
corder = order
@ -984,7 +990,7 @@ class FreqtradeBot:
logger.info('Buy order %s for %s.', reason, trade)
# Using filled to determine the filled amount
filled_amount = safe_value_fallback(corder, order, 'filled', 'filled')
filled_amount = safe_value_fallback2(corder, order, 'filled', 'filled')
if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC):
logger.info('Buy order fully cancelled. Removing %s from database.', trade)
@ -1249,7 +1255,8 @@ class FreqtradeBot:
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order, order_amount)
if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount,
abs_tol=constants.MATH_CLOSE_PREC):
order['amount'] = new_amount
order.pop('filled', None)
trade.recalc_open_trade_price()
@ -1295,7 +1302,7 @@ class FreqtradeBot:
"""
# Init variables
if order_amount is None:
order_amount = order['amount']
order_amount = safe_value_fallback(order, 'filled', 'amount')
# Only run for closed orders
if trade.fee_updated(order.get('side', '')) or order['status'] == 'open':
return order_amount

16
freqtrade/misc.py
View File

@ -134,7 +134,21 @@ def round_dict(d, n):
return {k: (round(v, n) if isinstance(v, float) else v) for k, v in d.items()}
def safe_value_fallback(dict1: dict, dict2: dict, key1: str, key2: str, default_value=None):
def safe_value_fallback(obj: dict, key1: str, key2: str, default_value=None):
"""
Search a value in obj, return this if it's not None.
Then search key2 in obj - return that if it's not none - then use default_value.
Else falls back to None.
"""
if key1 in obj and obj[key1] is not None:
return obj[key1]
else:
if key2 in obj and obj[key2] is not None:
return obj[key2]
return default_value
def safe_value_fallback2(dict1: dict, dict2: dict, key1: str, key2: str, default_value=None):
"""
Search a value in dict1, return this if it's not None.
Fall back to dict2 - return key2 from dict2 if it's not None.

18
freqtrade/optimize/hyperopt.py
View File

@ -312,11 +312,16 @@ class Hyperopt:
trials = json_normalize(results, max_level=1)
trials['Best'] = ''
if 'results_metrics.winsdrawslosses' not in trials.columns:
# Ensure compatibility with older versions of hyperopt results
trials['results_metrics.winsdrawslosses'] = 'N/A'
trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
'results_metrics.winsdrawslosses',
'results_metrics.avg_profit', 'results_metrics.total_profit',
'results_metrics.profit', 'results_metrics.duration',
'loss', 'is_initial_point', 'is_best']]
trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit',
trials.columns = ['Best', 'Epoch', 'Trades', 'W/D/L', 'Avg profit', 'Total profit',
'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best']
trials['is_profit'] = False
trials.loc[trials['is_initial_point'], 'Best'] = '* '
@ -558,9 +563,17 @@ class Hyperopt:
}
def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict:
wins = len(backtesting_results[backtesting_results.profit_percent > 0])
draws = len(backtesting_results[backtesting_results.profit_percent == 0])
losses = len(backtesting_results[backtesting_results.profit_percent < 0])
return {
'trade_count': len(backtesting_results.index),
'wins': wins,
'draws': draws,
'losses': losses,
'winsdrawslosses': f"{wins}/{draws}/{losses}",
'avg_profit': backtesting_results.profit_percent.mean() * 100.0,
'median_profit': backtesting_results.profit_percent.median() * 100.0,
'total_profit': backtesting_results.profit_abs.sum(),
'profit': backtesting_results.profit_percent.sum() * 100.0,
'duration': backtesting_results.trade_duration.mean(),
@ -572,7 +585,10 @@ class Hyperopt:
"""
stake_cur = self.config['stake_currency']
return (f"{results_metrics['trade_count']:6d} trades. "
f"{results_metrics['wins']}/{results_metrics['draws']}"
f"/{results_metrics['losses']} Wins/Draws/Losses. "
f"Avg profit {results_metrics['avg_profit']: 6.2f}%. "
f"Median profit {results_metrics['median_profit']: 6.2f}%. "
f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} "
f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
f"Avg duration {results_metrics['duration']:5.1f} min."

5
freqtrade/pairlist/IPairList.py
View File

@ -162,6 +162,11 @@ class IPairList(ABC):
f"{self._exchange.name}. Removing it from whitelist..")
continue
if not self._exchange.market_is_tradable(markets[pair]):
logger.warning(f"Pair {pair} is not tradable with Freqtrade."
"Removing it from whitelist..")
continue
if self._exchange.get_pair_quote_currency(pair) != self._config['stake_currency']:
logger.warning(f"Pair {pair} is not compatible with your stake currency "
f"{self._config['stake_currency']}. Removing it from whitelist..")

20
freqtrade/persistence.py
View File

@ -17,6 +17,7 @@ from sqlalchemy.orm.session import sessionmaker
from sqlalchemy.pool import StaticPool
from freqtrade.exceptions import OperationalException
from freqtrade.misc import safe_value_fallback
logger = logging.getLogger(__name__)
@ -86,7 +87,7 @@ def check_migrate(engine) -> None:
logger.debug(f'trying {table_back_name}')
# Check for latest column
if not has_column(cols, 'timeframe'):
if not has_column(cols, 'amount_requested'):
logger.info(f'Running database migration - backup available as {table_back_name}')
fee_open = get_column_def(cols, 'fee_open', 'fee')
@ -119,6 +120,7 @@ def check_migrate(engine) -> None:
cols, 'close_profit_abs',
f"(amount * close_rate * (1 - {fee_close})) - {open_trade_price}")
sell_order_status = get_column_def(cols, 'sell_order_status', 'null')
amount_requested = get_column_def(cols, 'amount_requested', 'amount')
# Schema migration necessary
engine.execute(f"alter table trades rename to {table_back_name}")
@ -134,7 +136,7 @@ def check_migrate(engine) -> None:
fee_open, fee_open_cost, fee_open_currency,
fee_close, fee_close_cost, fee_open_currency, open_rate,
open_rate_requested, close_rate, close_rate_requested, close_profit,
stake_amount, amount, open_date, close_date, open_order_id,
stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
stoploss_order_id, stoploss_last_update,
max_rate, min_rate, sell_reason, sell_order_status, strategy,
@ -153,7 +155,7 @@ def check_migrate(engine) -> None:
{fee_close_cost} fee_close_cost, {fee_close_currency} fee_close_currency,
open_rate, {open_rate_requested} open_rate_requested, close_rate,
{close_rate_requested} close_rate_requested, close_profit,
stake_amount, amount, open_date, close_date, open_order_id,
stake_amount, amount, {amount_requested}, open_date, close_date, open_order_id,
{stop_loss} stop_loss, {stop_loss_pct} stop_loss_pct,
{initial_stop_loss} initial_stop_loss,
{initial_stop_loss_pct} initial_stop_loss_pct,
@ -215,6 +217,7 @@ class Trade(_DECL_BASE):
close_profit_abs = Column(Float)
stake_amount = Column(Float, nullable=False)
amount = Column(Float)
amount_requested = Column(Float)
open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
close_date = Column(DateTime)
open_order_id = Column(String)
@ -256,6 +259,7 @@ class Trade(_DECL_BASE):
'is_open': self.is_open,
'exchange': self.exchange,
'amount': round(self.amount, 8),
'amount_requested': round(self.amount_requested, 8) if self.amount_requested else None,
'stake_amount': round(self.stake_amount, 8),
'strategy': self.strategy,
'ticker_interval': self.timeframe, # DEPRECATED
@ -273,7 +277,7 @@ class Trade(_DECL_BASE):
'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,
'open_trade_price': round(self.open_trade_price, 8),
'close_date_hum': (arrow.get(self.close_date).humanize()
if self.close_date else None),
@ -365,20 +369,20 @@ class Trade(_DECL_BASE):
"""
order_type = order['type']
# Ignore open and cancelled orders
if order['status'] == 'open' or order['price'] is None:
if order['status'] == 'open' or safe_value_fallback(order, 'average', 'price') is None:
return
logger.info('Updating trade (id=%s) ...', self.id)
if order_type in ('market', 'limit') and order['side'] == 'buy':
# Update open rate and actual amount
self.open_rate = Decimal(order['price'])
self.amount = Decimal(order.get('filled', order['amount']))
self.open_rate = Decimal(safe_value_fallback(order, 'average', 'price'))
self.amount = Decimal(safe_value_fallback(order, 'filled', 'amount'))
self.recalc_open_trade_price()
logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self)
self.open_order_id = None
elif order_type in ('market', 'limit') and order['side'] == 'sell':
self.close(order['price'])
self.close(safe_value_fallback(order, 'average', 'price'))
logger.info('%s_SELL has been fulfilled for %s.', order_type.upper(), self)
elif order_type in ('stop_loss_limit', 'stop-loss', 'stop'):
self.stoploss_order_id = None

17
freqtrade/rpc/api_server.py
View File

@ -56,7 +56,7 @@ def require_login(func: Callable[[Any, Any], Any]):
# Type should really be Callable[[ApiServer], Any], but that will create a circular dependency
def rpc_catch_errors(func: Callable[[Any], Any]):
def rpc_catch_errors(func: Callable[..., Any]):
def func_wrapper(obj, *args, **kwargs):
@ -200,6 +200,8 @@ class ApiServer(RPC):
view_func=self._ping, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/trades', 'trades',
view_func=self._trades, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/trades/<int:tradeid>', 'trades_delete',
view_func=self._trades_delete, methods=['DELETE'])
# Combined actions and infos
self.app.add_url_rule(f'{BASE_URI}/blacklist', 'blacklist', view_func=self._blacklist,
methods=['GET', 'POST'])
@ -424,6 +426,19 @@ class ApiServer(RPC):
results = self._rpc_trade_history(limit)
return self.rest_dump(results)
@require_login
@rpc_catch_errors
def _trades_delete(self, tradeid):
"""
Handler for DELETE /trades/<tradeid> endpoint.
Removes the trade from the database (tries to cancel open orders first!)
get:
param:
tradeid: Numeric trade-id assigned to the trade.
"""
result = self._rpc_delete(tradeid)
return self.rest_dump(result)
@require_login
@rpc_catch_errors
def _whitelist(self):

53
freqtrade/rpc/rpc.py
View File

@ -6,14 +6,14 @@ from abc import abstractmethod
from datetime import date, datetime, timedelta
from enum import Enum
from math import isnan
from typing import Any, Dict, List, Optional, Tuple
from typing import Any, Dict, List, Optional, Tuple, Union
import arrow
from numpy import NAN, mean
from freqtrade.exceptions import ExchangeError, PricingError
from freqtrade.exchange import timeframe_to_msecs, timeframe_to_minutes
from freqtrade.exceptions import (ExchangeError,
PricingError)
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
from freqtrade.misc import shorten_date
from freqtrade.persistence import Trade
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@ -252,9 +252,10 @@ class RPC:
def _rpc_trade_history(self, limit: int) -> Dict:
""" Returns the X last trades """
if limit > 0:
trades = Trade.get_trades().order_by(Trade.id.desc()).limit(limit)
trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
Trade.id.desc()).limit(limit)
else:
trades = Trade.get_trades().order_by(Trade.id.desc()).all()
trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(Trade.id.desc()).all()
output = [trade.to_json() for trade in trades]
@ -537,6 +538,46 @@ class RPC:
else:
return None
def _rpc_delete(self, trade_id: str) -> Dict[str, Union[str, int]]:
"""
Handler for delete <id>.
Delete the given trade and close eventually existing open orders.
"""
with self._freqtrade._sell_lock:
c_count = 0
trade = Trade.get_trades(trade_filter=[Trade.id == trade_id]).first()
if not trade:
logger.warning('delete trade: Invalid argument received')
raise RPCException('invalid argument')
# Try cancelling regular order if that exists
if trade.open_order_id:
try:
self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair)
c_count += 1
except (ExchangeError):
pass
# cancel stoploss on exchange ...
if (self._freqtrade.strategy.order_types.get('stoploss_on_exchange')
and trade.stoploss_order_id):
try:
self._freqtrade.exchange.cancel_stoploss_order(trade.stoploss_order_id,
trade.pair)
c_count += 1
except (ExchangeError):
pass
Trade.session.delete(trade)
Trade.session.flush()
self._freqtrade.wallets.update()
return {
'result': 'success',
'trade_id': trade_id,
'result_msg': f'Deleted trade {trade_id}. Closed {c_count} open orders.',
'cancel_order_count': c_count,
}
def _rpc_performance(self) -> List[Dict[str, Any]]:
"""
Handler for performance.

61
freqtrade/rpc/telegram.py
View File

@ -5,6 +5,7 @@ This module manage Telegram communication
"""
import json
import logging
import arrow
from typing import Any, Callable, Dict
from tabulate import tabulate
@ -92,6 +93,8 @@ class Telegram(RPC):
CommandHandler('stop', self._stop),
CommandHandler('forcesell', self._forcesell),
CommandHandler('forcebuy', self._forcebuy),
CommandHandler('trades', self._trades),
CommandHandler('delete', self._delete_trade),
CommandHandler('performance', self._performance),
CommandHandler('daily', self._daily),
CommandHandler('count', self._count),
@ -496,6 +499,62 @@ class Telegram(RPC):
except RPCException as e:
self._send_msg(str(e))
@authorized_only
def _trades(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /trades <n>
Returns last n recent trades.
:param bot: telegram bot
:param update: message update
:return: None
"""
stake_cur = self._config['stake_currency']
try:
nrecent = int(context.args[0])
except (TypeError, ValueError, IndexError):
nrecent = 10
try:
trades = self._rpc_trade_history(
nrecent
)
trades_tab = tabulate(
[[arrow.get(trade['open_date']).humanize(),
trade['pair'],
f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"]
for trade in trades['trades']],
headers=[
'Open Date',
'Pair',
f'Profit ({stake_cur})',
],
tablefmt='simple')
message = (f"<b>{min(trades['trades_count'], nrecent)} recent trades</b>:\n"
+ (f"<pre>{trades_tab}</pre>" if trades['trades_count'] > 0 else ''))
self._send_msg(message, parse_mode=ParseMode.HTML)
except RPCException as e:
self._send_msg(str(e))
@authorized_only
def _delete_trade(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /delete <id>.
Delete the given trade
:param bot: telegram bot
:param update: message update
:return: None
"""
trade_id = context.args[0] if len(context.args) > 0 else None
try:
msg = self._rpc_delete(trade_id)
self._send_msg((
'`{result_msg}`\n'
'Please make sure to take care of this asset on the exchange manually.'
).format(**msg))
except RPCException as e:
self._send_msg(str(e))
@authorized_only
def _performance(self, update: Update, context: CallbackContext) -> None:
"""
@ -609,10 +668,12 @@ class Telegram(RPC):
" *table :* `will display trades in a table`\n"
" `pending buy orders are marked with an asterisk (*)`\n"
" `pending sell orders are marked with a double asterisk (**)`\n"
"*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
"*/profit:* `Lists cumulative profit from all finished trades`\n"
"*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, "
"regardless of profit`\n"
f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}"
"*/delete <trade_id>:* `Instantly delete the given trade in the database`\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"
"*/count:* `Show number of trades running compared to allowed number of trades`"

2
freqtrade/templates/subtemplates/strategy_methods_advanced.j2
View File

@ -34,7 +34,7 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
"""
return True
def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
"""
Called right before placing a regular sell order.

6
requirements-common.txt
View File

@ -1,12 +1,12 @@
# requirements without requirements installable via conda
# mainly used for Raspberry pi installs
ccxt==1.31.37
ccxt==1.32.88
SQLAlchemy==1.3.18
python-telegram-bot==12.8
arrow==0.15.7
arrow==0.15.8
cachetools==4.1.1
requests==2.24.0
urllib3==1.25.9
urllib3==1.25.10
wrapt==1.12.1
jsonschema==3.2.0
TA-Lib==0.4.18

2
requirements-dev.txt
View File

@ -8,7 +8,7 @@ flake8==3.8.3
flake8-type-annotations==0.1.0
flake8-tidy-imports==4.1.0
mypy==0.782
pytest==5.4.3
pytest==6.0.1
pytest-asyncio==0.14.0
pytest-cov==2.10.0
pytest-mock==3.2.0

2
requirements-hyperopt.txt
View File

@ -2,7 +2,7 @@
-r requirements.txt
# Required for hyperopt
scipy==1.5.1
scipy==1.5.2
scikit-learn==0.23.1
scikit-optimize==0.7.4
filelock==3.0.12

2
requirements-plot.txt
View File

@ -1,5 +1,5 @@
# Include all requirements to run the bot.
-r requirements.txt
plotly==4.8.2
plotly==4.9.0

4
requirements.txt
View File

@ -1,5 +1,5 @@
# Load common requirements
-r requirements-common.txt
numpy==1.19.0
pandas==1.0.5
numpy==1.19.1
pandas==1.1.0

12
scripts/rest_client.py
View File

@ -62,6 +62,9 @@ class FtRestClient():
def _get(self, apipath, params: dict = None):
return self._call("GET", apipath, params=params)
def _delete(self, apipath, params: dict = None):
return self._call("DELETE", apipath, params=params)
def _post(self, apipath, params: dict = None, data: dict = None):
return self._call("POST", apipath, params=params, data=data)
@ -164,6 +167,15 @@ class FtRestClient():
"""
return self._get("trades", params={"limit": limit} if limit else 0)
def delete_trade(self, trade_id):
"""Delete trade from the database.
Tries to close open orders. Requires manual handling of this asset on the exchange.
:param trade_id: Deletes the trade with this ID from the database.
:return: json object
"""
return self._delete("trades/{}".format(trade_id))
def whitelist(self):
"""Show the current whitelist.

56
tests/commands/test_commands.py
View File

@ -736,7 +736,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
args = [
"hyperopt-list",
"--no-details"
"--no-details",
]
pargs = get_args(args)
pargs['config'] = None
@ -749,7 +749,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
args = [
"hyperopt-list",
"--best",
"--no-details"
"--no-details",
]
pargs = get_args(args)
pargs['config'] = None
@ -763,7 +763,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
args = [
"hyperopt-list",
"--profitable",
"--no-details"
"--no-details",
]
pargs = get_args(args)
pargs['config'] = None
@ -776,7 +776,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable"
"--profitable",
]
pargs = get_args(args)
pargs['config'] = None
@ -792,7 +792,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
"hyperopt-list",
"--no-details",
"--no-color",
"--min-trades", "20"
"--min-trades", "20",
]
pargs = get_args(args)
pargs['config'] = None
@ -806,7 +806,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
"hyperopt-list",
"--profitable",
"--no-details",
"--max-trades", "20"
"--max-trades", "20",
]
pargs = get_args(args)
pargs['config'] = None
@ -821,7 +821,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
"hyperopt-list",
"--profitable",
"--no-details",
"--min-avg-profit", "0.11"
"--min-avg-profit", "0.11",
]
pargs = get_args(args)
pargs['config'] = None
@ -835,7 +835,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
args = [
"hyperopt-list",
"--no-details",
"--max-avg-profit", "0.10"
"--max-avg-profit", "0.10",
]
pargs = get_args(args)
pargs['config'] = None
@ -849,7 +849,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
args = [
"hyperopt-list",
"--no-details",
"--min-total-profit", "0.4"
"--min-total-profit", "0.4",
]
pargs = get_args(args)
pargs['config'] = None
@ -863,7 +863,35 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
args = [
"hyperopt-list",
"--no-details",
"--max-total-profit", "0.4"
"--max-total-profit", "0.4",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12"])
assert all(x not in captured.out
for x in [" 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--min-objective", "0.1",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--max-objective", "0.1",
]
pargs = get_args(args)
pargs['config'] = None
@ -878,7 +906,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
"hyperopt-list",
"--profitable",
"--no-details",
"--min-avg-time", "2000"
"--min-avg-time", "2000",
]
pargs = get_args(args)
pargs['config'] = None
@ -892,7 +920,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
args = [
"hyperopt-list",
"--no-details",
"--max-avg-time", "1500"
"--max-avg-time", "1500",
]
pargs = get_args(args)
pargs['config'] = None
@ -906,7 +934,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
args = [
"hyperopt-list",
"--no-details",
"--export-csv", "test_file.csv"
"--export-csv", "test_file.csv",
]
pargs = get_args(args)
pargs['config'] = None
@ -1089,7 +1117,7 @@ def test_show_trades(mocker, fee, capsys, caplog):
pargs = get_args(args)
pargs['config'] = None
start_show_trades(pargs)
assert log_has("Printing 3 Trades: ", caplog)
assert log_has("Printing 4 Trades: ", caplog)
captured = capsys.readouterr()
assert "Trade(id=1" in captured.out
assert "Trade(id=2" in captured.out

17
tests/conftest.py
View File

@ -176,6 +176,7 @@ def create_mock_trades(fee):
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
@ -188,6 +189,7 @@ def create_mock_trades(fee):
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
@ -199,11 +201,26 @@ def create_mock_trades(fee):
)
Trade.session.add(trade)
trade = Trade(
pair='XRP/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.05,
close_rate=0.06,
close_profit=0.01,
exchange='bittrex',
is_open=False,
)
Trade.session.add(trade)
# Simulate prod entry
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=124.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,

2
tests/data/test_btanalysis.py
View File

@ -43,7 +43,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
trades = load_trades_from_db(db_url=default_conf['db_url'])
assert init_mock.call_count == 1
assert len(trades) == 3
assert len(trades) == 4
assert isinstance(trades, DataFrame)
assert "pair" in trades.columns
assert "open_time" in trades.columns

95
tests/edge/test_edge.py
View File

@ -409,3 +409,98 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc
final = edge._process_expectancy(trades_df)
assert len(final) == 0
assert isinstance(final, dict)
def test_process_expectancy_remove_pumps(mocker, edge_conf, fee,):
edge_conf['edge']['min_trade_number'] = 2
edge_conf['edge']['remove_pumps'] = True
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
freqtrade.exchange.get_fee = fee
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
trades = [
{'pair': 'TEST/BTC',
'stoploss': -0.9,
'profit_percent': '',
'profit_abs': '',
'open_time': np.datetime64('2018-10-03T00:05:00.000000000'),
'close_time': np.datetime64('2018-10-03T00:10:00.000000000'),
'open_index': 1,
'close_index': 1,
'trade_duration': '',
'open_rate': 17,
'close_rate': 15,
'exit_type': 'sell_signal'},
{'pair': 'TEST/BTC',
'stoploss': -0.9,
'profit_percent': '',
'profit_abs': '',
'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
'open_index': 4,
'close_index': 4,
'trade_duration': '',
'open_rate': 20,
'close_rate': 10,
'exit_type': 'sell_signal'},
{'pair': 'TEST/BTC',
'stoploss': -0.9,
'profit_percent': '',
'profit_abs': '',
'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
'open_index': 4,
'close_index': 4,
'trade_duration': '',
'open_rate': 20,
'close_rate': 10,
'exit_type': 'sell_signal'},
{'pair': 'TEST/BTC',
'stoploss': -0.9,
'profit_percent': '',
'profit_abs': '',
'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
'open_index': 4,
'close_index': 4,
'trade_duration': '',
'open_rate': 20,
'close_rate': 10,
'exit_type': 'sell_signal'},
{'pair': 'TEST/BTC',
'stoploss': -0.9,
'profit_percent': '',
'profit_abs': '',
'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
'open_index': 4,
'close_index': 4,
'trade_duration': '',
'open_rate': 20,
'close_rate': 10,
'exit_type': 'sell_signal'},
{'pair': 'TEST/BTC',
'stoploss': -0.9,
'profit_percent': '',
'profit_abs': '',
'open_time': np.datetime64('2018-10-03T00:30:00.000000000'),
'close_time': np.datetime64('2018-10-03T00:40:00.000000000'),
'open_index': 6,
'close_index': 7,
'trade_duration': '',
'open_rate': 26,
'close_rate': 134,
'exit_type': 'sell_signal'}
]
trades_df = DataFrame(trades)
trades_df = edge._fill_calculable_fields(trades_df)
final = edge._process_expectancy(trades_df)
assert 'TEST/BTC' in final
assert final['TEST/BTC'].stoploss == -0.9
assert final['TEST/BTC'].nb_trades == len(trades_df) - 1
assert round(final['TEST/BTC'].winrate, 10) == 0.0

79
tests/exchange/test_exchange.py
View File

@ -11,11 +11,12 @@ import ccxt
import pytest
from pandas import DataFrame
from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection,
OperationalException, TemporaryError)
from freqtrade.exceptions import (DDosProtection, DependencyException,
InvalidOrderException, OperationalException,
TemporaryError)
from freqtrade.exchange import Binance, Exchange, Kraken
from freqtrade.exchange.common import API_RETRY_COUNT, calculate_backoff
from freqtrade.exchange.exchange import (market_is_active, symbol_is_pair,
from freqtrade.exchange.exchange import (market_is_active,
timeframe_to_minutes,
timeframe_to_msecs,
timeframe_to_next_date,
@ -1818,7 +1819,7 @@ def test_cancel_order_with_result_error(default_conf, mocker, exchange_name, cap
res = exchange.cancel_order_with_result('1234', 'ETH/BTC', 1541)
assert isinstance(res, dict)
assert log_has("Could not cancel order 1234.", caplog)
assert log_has("Could not cancel order 1234 for ETH/BTC.", caplog)
assert log_has("Could not fetch cancelled order 1234.", caplog)
assert res['amount'] == 1541
@ -1896,10 +1897,10 @@ def test_fetch_order(default_conf, mocker, exchange_name):
assert tm.call_args_list[1][0][0] == 2
assert tm.call_args_list[2][0][0] == 5
assert tm.call_args_list[3][0][0] == 10
assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
assert api_mock.fetch_order.call_count == 6
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
'fetch_order', 'fetch_order',
'fetch_order', 'fetch_order', retries=6,
order_id='_', pair='TKN/BTC')
@ -1932,6 +1933,7 @@ def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
'fetch_stoploss_order', 'fetch_order',
retries=6,
order_id='_', pair='TKN/BTC')
@ -2217,25 +2219,42 @@ def test_timeframe_to_next_date():
assert timeframe_to_next_date("5m") > date
@pytest.mark.parametrize("market_symbol,base_currency,quote_currency,expected_result", [
("BTC/USDT", None, None, True),
("USDT/BTC", None, None, True),
("BTCUSDT", None, None, False),
("BTC/USDT", None, "USDT", True),
("USDT/BTC", None, "USDT", False),
("BTCUSDT", None, "USDT", False),
("BTC/USDT", "BTC", None, True),
("USDT/BTC", "BTC", None, False),
("BTCUSDT", "BTC", None, False),
("BTC/USDT", "BTC", "USDT", True),
("BTC/USDT", "USDT", "BTC", False),
("BTC/USDT", "BTC", "USD", False),
("BTCUSDT", "BTC", "USDT", False),
("BTC/", None, None, False),
("/USDT", None, None, False),
@pytest.mark.parametrize("market_symbol,base,quote,exchange,add_dict,expected_result", [
("BTC/USDT", 'BTC', 'USDT', "binance", {}, True),
("USDT/BTC", 'USDT', 'BTC', "binance", {}, True),
("USDT/BTC", 'BTC', 'USDT', "binance", {}, False), # Reversed currencies
("BTCUSDT", 'BTC', 'USDT', "binance", {}, False), # No seperating /
("BTCUSDT", None, "USDT", "binance", {}, False), #
("USDT/BTC", "BTC", None, "binance", {}, False),
("BTCUSDT", "BTC", None, "binance", {}, False),
("BTC/USDT", "BTC", "USDT", "binance", {}, True),
("BTC/USDT", "USDT", "BTC", "binance", {}, False), # reversed currencies
("BTC/USDT", "BTC", "USD", "binance", {}, False), # Wrong quote currency
("BTC/", "BTC", 'UNK', "binance", {}, False),
("/USDT", 'UNK', 'USDT', "binance", {}, False),
("BTC/EUR", 'BTC', 'EUR', "kraken", {"darkpool": False}, True),
("EUR/BTC", 'EUR', 'BTC', "kraken", {"darkpool": False}, True),
("EUR/BTC", 'BTC', 'EUR', "kraken", {"darkpool": False}, False), # Reversed currencies
("BTC/EUR", 'BTC', 'USD', "kraken", {"darkpool": False}, False), # wrong quote currency
("BTC/EUR", 'BTC', 'EUR', "kraken", {"darkpool": True}, False), # no darkpools
("BTC/EUR.d", 'BTC', 'EUR', "kraken", {"darkpool": True}, False), # no darkpools
("BTC/USD", 'BTC', 'USD', "ftx", {'spot': True}, True),
("USD/BTC", 'USD', 'BTC', "ftx", {'spot': True}, True),
("BTC/USD", 'BTC', 'USDT', "ftx", {'spot': True}, False), # Wrong quote currency
("BTC/USD", 'USD', 'BTC', "ftx", {'spot': True}, False), # Reversed currencies
("BTC/USD", 'BTC', 'USD', "ftx", {'spot': False}, False), # Can only trade spot markets
("BTC-PERP", 'BTC', 'USD', "ftx", {'spot': False}, False), # Can only trade spot markets
])
def test_symbol_is_pair(market_symbol, base_currency, quote_currency, expected_result) -> None:
assert symbol_is_pair(market_symbol, base_currency, quote_currency) == expected_result
def test_market_is_tradable(mocker, default_conf, market_symbol, base,
quote, add_dict, exchange, expected_result) -> None:
ex = get_patched_exchange(mocker, default_conf, id=exchange)
market = {
'symbol': market_symbol,
'base': base,
'quote': quote,
**(add_dict),
}
assert ex.market_is_tradable(market) == expected_result
@pytest.mark.parametrize("market,expected_result", [
@ -2315,6 +2334,18 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
(3, 3, 1),
(0, 1, 2),
(1, 1, 1),
(0, 4, 17),
(1, 4, 10),
(2, 4, 5),
(3, 4, 2),
(4, 4, 1),
(0, 5, 26),
(1, 5, 17),
(2, 5, 10),
(3, 5, 5),
(4, 5, 2),
(5, 5, 1),
])
def test_calculate_backoff(retrycount, max_retries, expected):
assert calculate_backoff(retrycount, max_retries) == expected

1
tests/exchange/test_ftx.py
View File

@ -154,4 +154,5 @@ def test_fetch_stoploss_order(default_conf, mocker):
ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
'fetch_stoploss_order', 'fetch_orders',
retries=6,
order_id='_', pair='TKN/BTC')

13
tests/optimize/test_hyperopt.py
View File

@ -744,8 +744,10 @@ def test_generate_optimizer(mocker, default_conf) -> None:
}
response_expected = {
'loss': 1.9840569076926293,
'results_explanation': (' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC '
'( 2.31\N{GREEK CAPITAL LETTER SIGMA}%). Avg duration 100.0 min.'
'results_explanation': (' 1 trades. 1/0/0 Wins/Draws/Losses. '
'Avg profit 2.31%. Median profit 2.31%. Total profit '
'0.00023300 BTC ( 2.31\N{GREEK CAPITAL LETTER SIGMA}%). '
'Avg duration 100.0 min.'
).encode(locale.getpreferredencoding(), 'replace').decode('utf-8'),
'params_details': {'buy': {'adx-enabled': False,
'adx-value': 0,
@ -776,10 +778,15 @@ def test_generate_optimizer(mocker, default_conf) -> None:
'trailing_stop_positive_offset': 0.07}},
'params_dict': optimizer_param,
'results_metrics': {'avg_profit': 2.3117,
'draws': 0,
'duration': 100.0,
'losses': 0,
'winsdrawslosses': '1/0/0',
'median_profit': 2.3117,
'profit': 2.3117,
'total_profit': 0.000233,
'trade_count': 1},
'trade_count': 1,
'wins': 1},
'total_profit': 0.00023300
}

4
tests/pairlist/test_pairlist.py
View File

@ -468,7 +468,9 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
# BCH/BTC not available
(['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"),
# BTT/BTC is inactive
(['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active")
(['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active"),
# XLTCUSDT is not a valid pair
(['ETH/BTC', 'TKN/BTC', 'XLTCUSDT'], "is not tradable with Freqtrade"),
])
def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
log_message, tickers):

74
tests/rpc/test_rpc.py
View File

@ -8,7 +8,7 @@ import pytest
from numpy import isnan
from freqtrade.edge import PairInfo
from freqtrade.exceptions import ExchangeError, TemporaryError
from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
from freqtrade.persistence import Trade
from freqtrade.rpc import RPC, RPCException
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@ -79,7 +79,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_rate': 1.098e-05,
'close_rate': None,
'current_rate': 1.099e-05,
'amount': 91.07468124,
'amount': 91.07468123,
'amount_requested': 91.07468123,
'stake_amount': 0.001,
'close_profit': None,
'close_profit_pct': None,
@ -142,7 +143,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_rate': 1.098e-05,
'close_rate': None,
'current_rate': ANY,
'amount': 91.07468124,
'amount': 91.07468123,
'amount_requested': 91.07468123,
'stake_amount': 0.001,
'close_profit': None,
'close_profit_pct': None,
@ -284,12 +286,66 @@ def test_rpc_trade_history(mocker, default_conf, markets, fee):
assert isinstance(trades['trades'][1], dict)
trades = rpc._rpc_trade_history(0)
assert len(trades['trades']) == 3
assert trades['trades_count'] == 3
# The first trade is for ETH ... sorting is descending
assert trades['trades'][-1]['pair'] == 'ETH/BTC'
assert trades['trades'][0]['pair'] == 'ETC/BTC'
assert trades['trades'][1]['pair'] == 'ETC/BTC'
assert len(trades['trades']) == 2
assert trades['trades_count'] == 2
# The first closed trade is for ETC ... sorting is descending
assert trades['trades'][-1]['pair'] == 'ETC/BTC'
assert trades['trades'][0]['pair'] == 'XRP/BTC'
def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog):
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
stoploss_mock = MagicMock()
cancel_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
cancel_order=cancel_mock,
cancel_stoploss_order=stoploss_mock,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
freqtradebot.strategy.order_types['stoploss_on_exchange'] = True
create_mock_trades(fee)
rpc = RPC(freqtradebot)
with pytest.raises(RPCException, match='invalid argument'):
rpc._rpc_delete('200')
create_mock_trades(fee)
trades = Trade.query.all()
trades[1].stoploss_order_id = '1234'
trades[2].stoploss_order_id = '1234'
assert len(trades) > 2
res = rpc._rpc_delete('1')
assert isinstance(res, dict)
assert res['result'] == 'success'
assert res['trade_id'] == '1'
assert res['cancel_order_count'] == 1
assert cancel_mock.call_count == 1
assert stoploss_mock.call_count == 0
cancel_mock.reset_mock()
stoploss_mock.reset_mock()
res = rpc._rpc_delete('2')
assert isinstance(res, dict)
assert cancel_mock.call_count == 1
assert stoploss_mock.call_count == 1
assert res['cancel_order_count'] == 2
stoploss_mock = mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
side_effect=InvalidOrderException)
res = rpc._rpc_delete('3')
assert stoploss_mock.call_count == 1
stoploss_mock.reset_mock()
cancel_mock = mocker.patch('freqtrade.exchange.Exchange.cancel_order',
side_effect=InvalidOrderException)
res = rpc._rpc_delete('4')
assert cancel_mock.call_count == 1
assert stoploss_mock.call_count == 0
def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,

64
tests/rpc/test_rpc_apiserver.py
View File

@ -50,6 +50,12 @@ def client_get(client, url):
'Origin': 'http://example.com'})
def client_delete(client, url):
# Add fake Origin to ensure CORS kicks in
return client.delete(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
'Origin': 'http://example.com'})
def assert_response(response, expected_code=200, needs_cors=True):
assert response.status_code == expected_code
assert response.content_type == "application/json"
@ -352,7 +358,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
assert rc.json['data'][0]['date'] == str(datetime.utcnow().date())
def test_api_trades(botclient, mocker, ticker, fee, markets):
def test_api_trades(botclient, mocker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False))
mocker.patch.multiple(
@ -368,12 +374,53 @@ def test_api_trades(botclient, mocker, ticker, fee, markets):
rc = client_get(client, f"{BASE_URI}/trades")
assert_response(rc)
assert len(rc.json['trades']) == 3
assert rc.json['trades_count'] == 3
rc = client_get(client, f"{BASE_URI}/trades?limit=2")
assert_response(rc)
assert len(rc.json['trades']) == 2
assert rc.json['trades_count'] == 2
rc = client_get(client, f"{BASE_URI}/trades?limit=1")
assert_response(rc)
assert len(rc.json['trades']) == 1
assert rc.json['trades_count'] == 1
def test_api_delete_trade(botclient, mocker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False))
stoploss_mock = MagicMock()
cancel_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
cancel_order=cancel_mock,
cancel_stoploss_order=stoploss_mock,
)
rc = client_delete(client, f"{BASE_URI}/trades/1")
# Error - trade won't exist yet.
assert_response(rc, 502)
create_mock_trades(fee)
ftbot.strategy.order_types['stoploss_on_exchange'] = True
trades = Trade.query.all()
trades[1].stoploss_order_id = '1234'
assert len(trades) > 2
rc = client_delete(client, f"{BASE_URI}/trades/1")
assert_response(rc)
assert rc.json['result_msg'] == 'Deleted trade 1. Closed 1 open orders.'
assert len(trades) - 1 == len(Trade.query.all())
assert cancel_mock.call_count == 1
cancel_mock.reset_mock()
rc = client_delete(client, f"{BASE_URI}/trades/1")
# Trade is gone now.
assert_response(rc, 502)
assert cancel_mock.call_count == 0
assert len(trades) - 1 == len(Trade.query.all())
rc = client_delete(client, f"{BASE_URI}/trades/2")
assert_response(rc)
assert rc.json['result_msg'] == 'Deleted trade 2. Closed 2 open orders.'
assert len(trades) - 2 == len(Trade.query.all())
assert stoploss_mock.call_count == 1
def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
@ -519,7 +566,8 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
rc = client_get(client, f"{BASE_URI}/status")
assert_response(rc)
assert len(rc.json) == 1
assert rc.json == [{'amount': 91.07468124,
assert rc.json == [{'amount': 91.07468123,
'amount_requested': 91.07468123,
'base_currency': 'BTC',
'close_date': None,
'close_date_hum': None,
@ -641,6 +689,7 @@ def test_api_forcebuy(botclient, mocker, fee):
fbuy_mock = MagicMock(return_value=Trade(
pair='ETH/ETH',
amount=1,
amount_requested=1,
exchange='bittrex',
stake_amount=1,
open_rate=0.245441,
@ -657,6 +706,7 @@ def test_api_forcebuy(botclient, mocker, fee):
data='{"pair": "ETH/BTC"}')
assert_response(rc)
assert rc.json == {'amount': 1,
'amount_requested': 1,
'trade_id': None,
'close_date': None,
'close_date_hum': None,
@ -693,7 +743,7 @@ def test_api_forcebuy(botclient, mocker, fee):
'min_rate': None,
'open_order_id': '123456',
'open_rate_requested': None,
'open_trade_price': 0.2460546025,
'open_trade_price': 0.24605460,
'sell_reason': None,
'sell_order_status': None,
'strategy': None,

86
tests/rpc/test_rpc_telegram.py
View File

@ -21,8 +21,9 @@ from freqtrade.rpc import RPCMessageType
from freqtrade.rpc.telegram import Telegram, authorized_only
from freqtrade.state import State
from freqtrade.strategy.interface import SellType
from tests.conftest import (get_patched_freqtradebot, log_has, patch_exchange,
patch_get_signal, patch_whitelist)
from tests.conftest import (create_mock_trades, get_patched_freqtradebot,
log_has, patch_exchange, patch_get_signal,
patch_whitelist)
class DummyCls(Telegram):
@ -60,7 +61,7 @@ def test__init__(default_conf, mocker) -> None:
assert telegram._config == default_conf
def test_init(default_conf, mocker, caplog) -> None:
def test_telegram_init(default_conf, mocker, caplog) -> None:
start_polling = MagicMock()
mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock(return_value=start_polling))
@ -72,10 +73,10 @@ def test_init(default_conf, mocker, caplog) -> None:
assert start_polling.start_polling.call_count == 1
message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
"['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], "
"['performance'], ['daily'], ['count'], ['reload_config', 'reload_conf'], "
"['show_config', 'show_conf'], ['stopbuy'], ['whitelist'], ['blacklist'], "
"['edge'], ['help'], ['version']]")
"['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['trades'], "
"['delete'], ['performance'], ['daily'], ['count'], ['reload_config', "
"'reload_conf'], ['show_config', 'show_conf'], ['stopbuy'], "
"['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]")
assert log_has(message_str, caplog)
@ -690,8 +691,8 @@ def test_reload_config_handle(default_conf, update, mocker) -> None:
assert 'reloading config' in msg_mock.call_args_list[0][0][0]
def test_forcesell_handle(default_conf, update, ticker, fee,
ticker_sell_up, mocker) -> None:
def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
ticker_sell_up, mocker) -> None:
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
@ -730,7 +731,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
'pair': 'ETH/BTC',
'gain': 'profit',
'limit': 1.173e-05,
'amount': 91.07468123861567,
'amount': 91.07468123,
'order_type': 'limit',
'open_rate': 1.098e-05,
'current_rate': 1.173e-05,
@ -744,8 +745,8 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
} == last_msg
def test_forcesell_down_handle(default_conf, update, ticker, fee,
ticker_sell_down, mocker) -> None:
def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
ticker_sell_down, mocker) -> None:
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=15000.0)
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
@ -790,7 +791,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
'pair': 'ETH/BTC',
'gain': 'loss',
'limit': 1.043e-05,
'amount': 91.07468123861567,
'amount': 91.07468123,
'order_type': 'limit',
'open_rate': 1.098e-05,
'current_rate': 1.043e-05,
@ -839,7 +840,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
'pair': 'ETH/BTC',
'gain': 'loss',
'limit': 1.099e-05,
'amount': 91.07468123861567,
'amount': 91.07468123,
'order_type': 'limit',
'open_rate': 1.098e-05,
'current_rate': 1.099e-05,
@ -1146,6 +1147,63 @@ def test_edge_enabled(edge_conf, update, mocker) -> None:
assert 'Pair Winrate Expectancy Stoploss' in msg_mock.call_args_list[0][0][0]
def test_telegram_trades(mocker, update, default_conf, fee):
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)
context = MagicMock()
context.args = []
telegram._trades(update=update, context=context)
assert "<b>0 recent trades</b>:" in msg_mock.call_args_list[0][0][0]
assert "<pre>" not in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
create_mock_trades(fee)
context = MagicMock()
context.args = [5]
telegram._trades(update=update, context=context)
msg_mock.call_count == 1
assert "2 recent trades</b>:" in msg_mock.call_args_list[0][0][0]
assert "Profit (" in msg_mock.call_args_list[0][0][0]
assert "Open Date" in msg_mock.call_args_list[0][0][0]
assert "<pre>" in msg_mock.call_args_list[0][0][0]
def test_telegram_delete_trade(mocker, update, default_conf, fee):
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)
context = MagicMock()
context.args = []
telegram._delete_trade(update=update, context=context)
assert "invalid argument" in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
create_mock_trades(fee)
context = MagicMock()
context.args = [1]
telegram._delete_trade(update=update, context=context)
msg_mock.call_count == 1
assert "Deleted trade 1." in msg_mock.call_args_list[0][0][0]
assert "Please make sure to take care of this asset" in msg_mock.call_args_list[0][0][0]
def test_help_handle(default_conf, update, mocker) -> None:
msg_mock = MagicMock()
mocker.patch.multiple(

3
tests/test_docs.sh
View File

@ -2,7 +2,8 @@
# Test Documentation boxes -
# !!! <TYPE>: is not allowed!
# !!! <TYPE> "title" - Title needs to be quoted!
grep -Er '^!{3}\s\S+:|^!{3}\s\S+\s[^"]' docs/*
# !!! <TYPE> Spaces at the beginning are not allowed
grep -Er '^!{3}\s\S+:|^!{3}\s\S+\s[^"]|^\s+!{3}\s\S+' docs/*
if [ $? -ne 0 ]; then
echo "Docs test success."

60
tests/test_freqtradebot.py
View File

@ -595,7 +595,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
freqtrade.create_trade('ETH/BTC')
rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
assert rate * amount >= default_conf['stake_amount']
assert rate * amount <= default_conf['stake_amount']
def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order,
@ -782,7 +782,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
assert trade.open_date is not None
assert trade.exchange == 'bittrex'
assert trade.open_rate == 0.00001098
assert trade.amount == 91.07468123861567
assert trade.amount == 91.07468123
assert log_has(
'Buy signal found: about create a new trade with stake_amount: 0.001 ...', caplog
@ -1009,7 +1009,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
call_args = buy_mm.call_args_list[0][1]
assert call_args['pair'] == pair
assert call_args['rate'] == bid
assert call_args['amount'] == stake_amount / bid
assert call_args['amount'] == round(stake_amount / bid, 8)
buy_rate_mock.reset_mock()
# Should create an open trade with an open order id
@ -1029,7 +1029,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
call_args = buy_mm.call_args_list[1][1]
assert call_args['pair'] == pair
assert call_args['rate'] == fix_price
assert call_args['amount'] == stake_amount / fix_price
assert call_args['amount'] == round(stake_amount / fix_price, 8)
# In case of closed order
limit_buy_order['status'] = 'closed'
@ -1301,7 +1301,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
freqtrade.enter_positions()
trade = Trade.query.first()
caplog.clear()
freqtrade.create_stoploss_order(trade, 200, 199)
freqtrade.create_stoploss_order(trade, 200)
assert trade.stoploss_order_id is None
assert trade.sell_reason == SellType.EMERGENCY_SELL.value
assert log_has("Unable to place a stoploss order on exchange. ", caplog)
@ -1407,7 +1407,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
assert freqtrade.handle_stoploss_on_exchange(trade) is False
cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
stoploss_order_mock.assert_called_once_with(amount=85.32423208191126,
stoploss_order_mock.assert_called_once_with(amount=85.32423208,
pair='ETH/BTC',
order_types=freqtrade.strategy.order_types,
stop_price=0.00002346 * 0.95)
@ -1595,7 +1595,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
# stoploss should be set to 1% as trailing is on
assert trade.stop_loss == 0.00002346 * 0.99
cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
stoploss_order_mock.assert_called_once_with(amount=2132892.491467577,
stoploss_order_mock.assert_called_once_with(amount=2132892.49146757,
pair='NEO/BTC',
order_types=freqtrade.strategy.order_types,
stop_price=0.00002346 * 0.99)
@ -1660,6 +1660,7 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog)
trade = MagicMock()
trade.open_order_id = None
trade.open_fee = 0.001
trade.pair = 'ETH/BTC'
trades = [trade]
# Test raise of DependencyException exception
@ -1669,7 +1670,7 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog)
)
n = freqtrade.exit_positions(trades)
assert n == 0
assert log_has('Unable to sell trade: ', caplog)
assert log_has('Unable to sell trade ETH/BTC: ', caplog)
def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None:
@ -1726,6 +1727,7 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
amount=amount,
exchange='binance',
open_rate=0.245441,
open_date=arrow.utcnow().datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456",
@ -1816,6 +1818,7 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
open_rate=0.245441,
fee_open=0.0025,
fee_close=0.0025,
open_date=arrow.utcnow().datetime,
open_order_id="123456",
is_open=True,
)
@ -2023,11 +2026,16 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
cancel_buy_order = deepcopy(limit_buy_order_old)
cancel_buy_order['status'] = 'canceled'
cancel_order_wr_mock = MagicMock(return_value=cancel_buy_order)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
fetch_order=MagicMock(return_value=limit_buy_order_old),
cancel_order_with_result=cancel_order_wr_mock,
cancel_order=cancel_order_mock,
get_fee=fee
)
@ -2060,7 +2068,7 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
freqtrade.strategy.check_buy_timeout = MagicMock(return_value=True)
# Trade should be closed since the function returns true
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 1
assert cancel_order_wr_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
nb_trades = len(trades)
@ -2071,7 +2079,9 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade,
fee, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
limit_buy_cancel = deepcopy(limit_buy_order_old)
limit_buy_cancel['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@ -2259,7 +2269,10 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
open_trade, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial)
limit_buy_canceled = deepcopy(limit_buy_order_old_partial)
limit_buy_canceled['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_buy_canceled)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@ -2392,7 +2405,11 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order)
cancel_buy_order = deepcopy(limit_buy_order)
cancel_buy_order['status'] = 'canceled'
del cancel_buy_order['filled']
cancel_order_mock = MagicMock(return_value=cancel_buy_order)
mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
freqtrade = FreqtradeBot(default_conf)
@ -2412,9 +2429,12 @@ def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> Non
assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1
limit_buy_order['filled'] = 2
mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException)
# Order remained open for some reason (cancel failed)
cancel_buy_order['status'] = 'open'
cancel_order_mock = MagicMock(return_value=cancel_buy_order)
mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
assert log_has_re(r"Order .* for .* not cancelled.", caplog)
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
@ -2578,7 +2598,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
'pair': 'ETH/BTC',
'gain': 'profit',
'limit': 1.172e-05,
'amount': 91.07468123861567,
'amount': 91.07468123,
'order_type': 'limit',
'open_rate': 1.098e-05,
'current_rate': 1.173e-05,
@ -2628,7 +2648,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
'pair': 'ETH/BTC',
'gain': 'loss',
'limit': 1.044e-05,
'amount': 91.07468123861567,
'amount': 91.07468123,
'order_type': 'limit',
'open_rate': 1.098e-05,
'current_rate': 1.043e-05,
@ -2685,7 +2705,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
'pair': 'ETH/BTC',
'gain': 'loss',
'limit': 1.08801e-05,
'amount': 91.07468123861567,
'amount': 91.07468123,
'order_type': 'limit',
'open_rate': 1.098e-05,
'current_rate': 1.043e-05,
@ -2891,7 +2911,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
'pair': 'ETH/BTC',
'gain': 'profit',
'limit': 1.172e-05,
'amount': 91.07468123861567,
'amount': 91.07468123,
'order_type': 'market',
'open_rate': 1.098e-05,
'current_rate': 1.173e-05,
@ -4087,14 +4107,14 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order,
def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
default_conf['cancel_open_orders_on_exit'] = True
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
side_effect=[DependencyException(), limit_sell_order, limit_buy_order])
side_effect=[ExchangeError(), limit_sell_order, limit_buy_order])
buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_buy')
sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_sell')
freqtrade = get_patched_freqtradebot(mocker, default_conf)
create_mock_trades(fee)
trades = Trade.query.all()
assert len(trades) == 3
assert len(trades) == 4
freqtrade.cancel_all_open_orders()
assert buy_mock.call_count == 1
assert sell_mock.call_count == 1

42
tests/test_misc.py
View File

@ -11,7 +11,7 @@ from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json,
file_load_json, format_ms_time, pair_to_filename,
plural, render_template,
render_template_with_fallback, safe_value_fallback,
shorten_date)
safe_value_fallback2, shorten_date)
def test_shorten_date() -> None:
@ -96,24 +96,40 @@ def test_format_ms_time() -> None:
def test_safe_value_fallback():
dict1 = {'keya': None, 'keyb': 2, 'keyc': 5, 'keyd': None}
assert safe_value_fallback(dict1, 'keya', 'keyb') == 2
assert safe_value_fallback(dict1, 'keyb', 'keya') == 2
assert safe_value_fallback(dict1, 'keyb', 'keyc') == 2
assert safe_value_fallback(dict1, 'keya', 'keyc') == 5
assert safe_value_fallback(dict1, 'keyc', 'keyb') == 5
assert safe_value_fallback(dict1, 'keya', 'keyd') is None
assert safe_value_fallback(dict1, 'keyNo', 'keyNo') is None
assert safe_value_fallback(dict1, 'keyNo', 'keyNo', 55) == 55
def test_safe_value_fallback2():
dict1 = {'keya': None, 'keyb': 2, 'keyc': 5, 'keyd': None}
dict2 = {'keya': 20, 'keyb': None, 'keyc': 6, 'keyd': None}
assert safe_value_fallback(dict1, dict2, 'keya', 'keya') == 20
assert safe_value_fallback(dict2, dict1, 'keya', 'keya') == 20
assert safe_value_fallback2(dict1, dict2, 'keya', 'keya') == 20
assert safe_value_fallback2(dict2, dict1, 'keya', 'keya') == 20
assert safe_value_fallback(dict1, dict2, 'keyb', 'keyb') == 2
assert safe_value_fallback(dict2, dict1, 'keyb', 'keyb') == 2
assert safe_value_fallback2(dict1, dict2, 'keyb', 'keyb') == 2
assert safe_value_fallback2(dict2, dict1, 'keyb', 'keyb') == 2
assert safe_value_fallback(dict1, dict2, 'keyc', 'keyc') == 5
assert safe_value_fallback(dict2, dict1, 'keyc', 'keyc') == 6
assert safe_value_fallback2(dict1, dict2, 'keyc', 'keyc') == 5
assert safe_value_fallback2(dict2, dict1, 'keyc', 'keyc') == 6
assert safe_value_fallback(dict1, dict2, 'keyd', 'keyd') is None
assert safe_value_fallback(dict2, dict1, 'keyd', 'keyd') is None
assert safe_value_fallback(dict2, dict1, 'keyd', 'keyd', 1234) == 1234
assert safe_value_fallback2(dict1, dict2, 'keyd', 'keyd') is None
assert safe_value_fallback2(dict2, dict1, 'keyd', 'keyd') is None
assert safe_value_fallback2(dict2, dict1, 'keyd', 'keyd', 1234) == 1234
assert safe_value_fallback(dict1, dict2, 'keyNo', 'keyNo') is None
assert safe_value_fallback(dict2, dict1, 'keyNo', 'keyNo') is None
assert safe_value_fallback(dict2, dict1, 'keyNo', 'keyNo', 1234) == 1234
assert safe_value_fallback2(dict1, dict2, 'keyNo', 'keyNo') is None
assert safe_value_fallback2(dict2, dict1, 'keyNo', 'keyNo') is None
assert safe_value_fallback2(dict2, dict1, 'keyNo', 'keyNo', 1234) == 1234
def test_plural() -> None:

12
tests/test_persistence.py
View File

@ -457,6 +457,7 @@ def test_migrate_old(mocker, default_conf, fee):
assert trade.close_rate_requested is None
assert trade.is_open == 1
assert trade.amount == amount
assert trade.amount_requested == amount
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "bittrex"
@ -546,6 +547,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.close_rate_requested is None
assert trade.is_open == 1
assert trade.amount == amount
assert trade.amount_requested == amount
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
@ -725,6 +727,7 @@ def test_to_json(default_conf, fee):
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
@ -757,6 +760,7 @@ def test_to_json(default_conf, fee):
'close_rate': None,
'close_rate_requested': None,
'amount': 123.0,
'amount_requested': 123.0,
'stake_amount': 0.001,
'close_profit': None,
'close_profit_abs': None,
@ -786,6 +790,7 @@ def test_to_json(default_conf, fee):
pair='XRP/BTC',
stake_amount=0.001,
amount=100.0,
amount_requested=101.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
@ -808,6 +813,7 @@ def test_to_json(default_conf, fee):
'open_rate': 0.123,
'close_rate': 0.125,
'amount': 100.0,
'amount_requested': 101.0,
'stake_amount': 0.001,
'stop_loss': None,
'stop_loss_abs': None,
@ -989,7 +995,7 @@ def test_get_overall_performance(fee):
create_mock_trades(fee)
res = Trade.get_overall_performance()
assert len(res) == 1
assert len(res) == 2
assert 'pair' in res[0]
assert 'profit' in res[0]
assert 'count' in res[0]
@ -1004,5 +1010,5 @@ def test_get_best_pair(fee):
create_mock_trades(fee)
res = Trade.get_best_pair()
assert len(res) == 2
assert res[0] == 'ETC/BTC'
assert res[1] == 0.005
assert res[0] == 'XRP/BTC'
assert res[1] == 0.01