From 91dc2b96fc3b08d849f05c15d6c30eb3d5eca562 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 8 Apr 2019 04:23:29 +0300 Subject: [PATCH 001/417] support for defaults in json.schema --- freqtrade/configuration.py | 26 ++++++++++++++++++++++++-- 1 file changed, 24 insertions(+), 2 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index fdd71f2f5..b0dc0b212 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -10,13 +10,14 @@ from logging.handlers import RotatingFileHandler from typing import Any, Dict, List, Optional import ccxt -from jsonschema import Draft4Validator, validate +from jsonschema import Draft4Validator, validators from jsonschema.exceptions import ValidationError, best_match from freqtrade import OperationalException, constants from freqtrade.misc import deep_merge_dicts from freqtrade.state import RunMode + logger = logging.getLogger(__name__) @@ -33,6 +34,27 @@ def set_loggers(log_level: int = 0) -> None: logging.getLogger('telegram').setLevel(logging.INFO) +def _extend_with_default(validator_class): + validate_properties = validator_class.VALIDATORS["properties"] + + def set_defaults(validator, properties, instance, schema): + for prop, subschema in properties.items(): + if "default" in subschema: + instance.setdefault(prop, subschema["default"]) + + for error in validate_properties( + validator, properties, instance, schema, + ): + yield error + + return validators.extend( + validator_class, {"properties": set_defaults}, + ) + + +ValidatorWithDefaults = _extend_with_default(Draft4Validator) + + class Configuration(object): """ Class to read and init the bot configuration @@ -318,7 +340,7 @@ class Configuration(object): :return: Returns the config if valid, otherwise throw an exception """ try: - validate(conf, constants.CONF_SCHEMA, Draft4Validator) + ValidatorWithDefaults(constants.CONF_SCHEMA).validate(conf) return conf except ValidationError as exception: logger.critical( From 4559a38172dcaf5925928e35304ef9ae39071368 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 8 Apr 2019 04:42:28 +0300 Subject: [PATCH 002/417] PoC: use defaults in json schema for some exchange options --- freqtrade/constants.py | 12 ++++++------ freqtrade/freqtradebot.py | 2 +- freqtrade/optimize/backtesting.py | 2 +- 3 files changed, 8 insertions(+), 8 deletions(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 5243eeb4a..e825fbd3f 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -172,11 +172,11 @@ CONF_SCHEMA = { 'exchange': { 'type': 'object', 'properties': { - 'name': {'type': 'string'}, - 'sandbox': {'type': 'boolean'}, - 'key': {'type': 'string'}, - 'secret': {'type': 'string'}, - 'password': {'type': 'string'}, + 'name': {'type': 'string', 'default': 'bittrex'}, + 'sandbox': {'type': 'boolean', 'default': False}, + 'key': {'type': 'string', 'default': ''}, + 'secret': {'type': 'string', 'default': ''}, + 'password': {'type': 'string', 'default': ''}, 'uid': {'type': 'string'}, 'pair_whitelist': { 'type': 'array', @@ -199,7 +199,7 @@ CONF_SCHEMA = { 'ccxt_config': {'type': 'object'}, 'ccxt_async_config': {'type': 'object'} }, - 'required': ['name', 'key', 'secret', 'pair_whitelist'] + 'required': ['pair_whitelist'] }, 'edge': { 'type': 'object', diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a9676a64e..bceab8b23 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -53,7 +53,7 @@ class FreqtradeBot(object): self.rpc: RPCManager = RPCManager(self) - exchange_name = self.config.get('exchange', {}).get('name', 'bittrex').title() + exchange_name = self.config.get('exchange', {}).get('name').title() self.exchange = ExchangeResolver(exchange_name, self.config).exchange self.wallets = Wallets(self.config, self.exchange) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 3e4d642cb..513498766 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -66,7 +66,7 @@ class Backtesting(object): self.config['dry_run'] = True self.strategylist: List[IStrategy] = [] - exchange_name = self.config.get('exchange', {}).get('name', 'bittrex').title() + exchange_name = self.config.get('exchange', {}).get('name').title() self.exchange = ExchangeResolver(exchange_name, self.config).exchange self.fee = self.exchange.get_fee() From cb2f422e1c4a7a1677901e90ae33f641e9cdb44f Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 8 Apr 2019 11:19:45 +0300 Subject: [PATCH 003/417] make `name` option required again --- freqtrade/constants.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index e825fbd3f..619508e73 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -172,7 +172,7 @@ CONF_SCHEMA = { 'exchange': { 'type': 'object', 'properties': { - 'name': {'type': 'string', 'default': 'bittrex'}, + 'name': {'type': 'string'}, 'sandbox': {'type': 'boolean', 'default': False}, 'key': {'type': 'string', 'default': ''}, 'secret': {'type': 'string', 'default': ''}, @@ -199,7 +199,7 @@ CONF_SCHEMA = { 'ccxt_config': {'type': 'object'}, 'ccxt_async_config': {'type': 'object'} }, - 'required': ['pair_whitelist'] + 'required': ['name', 'pair_whitelist'] }, 'edge': { 'type': 'object', From 3e4dd5019d5c354abb942958535227e0e02ef75e Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 8 Apr 2019 11:20:15 +0300 Subject: [PATCH 004/417] docs adjusted --- docs/bot-usage.md | 2 +- docs/configuration.md | 6 +++--- docs/telegram-usage.md | 2 +- 3 files changed, 5 insertions(+), 5 deletions(-) diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 55988985a..71d4aebb8 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -188,7 +188,7 @@ optional arguments: ### How to use **--refresh-pairs-cached** parameter? The first time your run Backtesting, it will take the pairs you have -set in your config file and download data from Bittrex. +set in your config file and download data from the Exchange. If for any reason you want to update your data set, you use `--refresh-pairs-cached` to force Backtesting to update the data it has. diff --git a/docs/configuration.md b/docs/configuration.md index f7e2a07f3..81bac42cf 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -40,10 +40,10 @@ Mandatory Parameters are marked as **Required**. | `ask_strategy.order_book_max` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. | `order_types` | None | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy). | `order_time_in_force` | None | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). -| `exchange.name` | bittrex | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). +| `exchange.name` | | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). | `exchange.sandbox` | false | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details. -| `exchange.key` | key | API key to use for the exchange. Only required when you are in production mode. -| `exchange.secret` | secret | API secret to use for the exchange. Only required when you are in production mode. +| `exchange.key` | '' | API key to use for the exchange. Only required when you are in production mode. +| `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode. | `exchange.pair_whitelist` | [] | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param. | `exchange.pair_blacklist` | [] | List of currency the bot must avoid. Useful when using `--dynamic-whitelist` param. | `exchange.ccxt_rate_limit` | True | DEPRECATED!! Have CCXT handle Exchange rate limits. Depending on the exchange, having this to false can lead to temporary bans from the exchange. diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index 9d6877318..3947168c5 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -116,7 +116,7 @@ Return a summary of your profit/loss and performance. ### /forcebuy -> **BITTREX**: Buying ETH/BTC with limit `0.03400000` (`1.000000 ETH`, `225.290 USD`) +> **BITTREX:** Buying ETH/BTC with limit `0.03400000` (`1.000000 ETH`, `225.290 USD`) Note that for this to work, `forcebuy_enable` needs to be set to true. From 9fbe573ccadfdb81f97c6790419eac442b743ca9 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 9 Apr 2019 12:27:35 +0300 Subject: [PATCH 005/417] limit usage of ccxt to freqtrade/exchange only --- freqtrade/configuration.py | 8 +++-- freqtrade/data/converter.py | 4 ++- freqtrade/data/history.py | 7 ++-- freqtrade/exchange/__init__.py | 5 +++ freqtrade/exchange/exchange.py | 39 +++++++++++++++++++++-- freqtrade/freqtradebot.py | 4 +-- freqtrade/misc.py | 26 +-------------- freqtrade/optimize/backtesting.py | 4 ++- freqtrade/strategy/__init__.py | 3 +- freqtrade/strategy/interface.py | 3 +- freqtrade/tests/optimize/__init__.py | 2 +- freqtrade/tests/optimize/test_optimize.py | 2 +- scripts/get_market_pairs.py | 10 +++--- scripts/plot_profit.py | 4 ++- 14 files changed, 71 insertions(+), 50 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index fdd71f2f5..e08969a7e 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -9,14 +9,15 @@ from argparse import Namespace from logging.handlers import RotatingFileHandler from typing import Any, Dict, List, Optional -import ccxt from jsonschema import Draft4Validator, validate from jsonschema.exceptions import ValidationError, best_match from freqtrade import OperationalException, constants +from freqtrade.exchange import is_exchange_supported, supported_exchanges from freqtrade.misc import deep_merge_dicts from freqtrade.state import RunMode + logger = logging.getLogger(__name__) @@ -374,10 +375,11 @@ class Configuration(object): :return: True or raised an exception if the exchange if not supported """ exchange = config.get('exchange', {}).get('name').lower() - if exchange not in ccxt.exchanges: + if not is_exchange_supported(exchange): exception_msg = f'Exchange "{exchange}" not supported.\n' \ - f'The following exchanges are supported: {", ".join(ccxt.exchanges)}' + f'The following exchanges are supported: ' \ + f'{", ".join(supported_exchanges())}' logger.critical(exception_msg) raise OperationalException( diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 28749293b..77a3447da 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -2,9 +2,9 @@ Functions to convert data from one format to another """ import logging + import pandas as pd from pandas import DataFrame, to_datetime -from freqtrade.misc import timeframe_to_minutes logger = logging.getLogger(__name__) @@ -58,6 +58,8 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str) -> Da using the previous close as price for "open", "high" "low" and "close", volume is set to 0 """ + from freqtrade.exchange import timeframe_to_minutes + ohlc_dict = { 'open': 'first', 'high': 'max', diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 594c85b5f..07a7f0b66 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -1,10 +1,10 @@ """ Handle historic data (ohlcv). -includes: + +Includes: * load data for a pair (or a list of pairs) from disk * download data from exchange and store to disk """ - import logging from pathlib import Path from typing import Optional, List, Dict, Tuple, Any @@ -15,8 +15,7 @@ from pandas import DataFrame from freqtrade import misc, OperationalException from freqtrade.arguments import TimeRange from freqtrade.data.converter import parse_ticker_dataframe -from freqtrade.exchange import Exchange -from freqtrade.misc import timeframe_to_minutes +from freqtrade.exchange import Exchange, timeframe_to_minutes logger = logging.getLogger(__name__) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index f6db04da6..3c90e69ee 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -1,3 +1,8 @@ from freqtrade.exchange.exchange import Exchange # noqa: F401 +from freqtrade.exchange.exchange import (is_exchange_supported, # noqa: F401 + supported_exchanges) +from freqtrade.exchange.exchange import (timeframe_to_seconds, # noqa: F401 + timeframe_to_minutes, + timeframe_to_msecs) from freqtrade.exchange.kraken import Kraken # noqa: F401 from freqtrade.exchange.binance import Binance # noqa: F401 diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index ffd574f90..dc0c197c0 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1,5 +1,7 @@ # pragma pylint: disable=W0603 -""" Cryptocurrency Exchanges support """ +""" +Cryptocurrency Exchanges support +""" import logging import inspect from random import randint @@ -16,7 +18,6 @@ from pandas import DataFrame from freqtrade import (constants, DependencyException, OperationalException, TemporaryError, InvalidOrderException) from freqtrade.data.converter import parse_ticker_dataframe -from freqtrade.misc import timeframe_to_seconds, timeframe_to_msecs logger = logging.getLogger(__name__) @@ -138,7 +139,7 @@ class Exchange(object): # Find matching class for the given exchange name name = exchange_config['name'] - if name not in ccxt_module.exchanges: + if not is_exchange_supported(name, ccxt_module): raise OperationalException(f'Exchange {name} is not supported') ex_config = { @@ -690,3 +691,35 @@ class Exchange(object): f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') except ccxt.BaseError as e: raise OperationalException(e) + + +def is_exchange_supported(exchange: str, ccxt_module=None) -> bool: + return exchange in supported_exchanges(ccxt_module) + + +def supported_exchanges(ccxt_module=None) -> str: + exchanges = ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges + return exchanges + + +def timeframe_to_seconds(ticker_interval: str) -> int: + """ + Translates the timeframe interval value written in the human readable + form ('1m', '5m', '1h', '1d', '1w', etc.) to the number + of seconds for one timeframe interval. + """ + return ccxt.Exchange.parse_timeframe(ticker_interval) + + +def timeframe_to_minutes(ticker_interval: str) -> int: + """ + Same as above, but returns minutes. + """ + return ccxt.Exchange.parse_timeframe(ticker_interval) // 60 + + +def timeframe_to_msecs(ticker_interval: str) -> int: + """ + Same as above, but returns milliseconds. + """ + return ccxt.Exchange.parse_timeframe(ticker_interval) * 1000 diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a9676a64e..038510755 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -16,7 +16,7 @@ from freqtrade import (DependencyException, OperationalException, InvalidOrderEx from freqtrade.data.converter import order_book_to_dataframe from freqtrade.data.dataprovider import DataProvider from freqtrade.edge import Edge -from freqtrade.misc import timeframe_to_minutes +from freqtrade.exchange import timeframe_to_minutes from freqtrade.persistence import Trade from freqtrade.rpc import RPCManager, RPCMessageType from freqtrade.resolvers import ExchangeResolver, StrategyResolver, PairListResolver @@ -460,7 +460,7 @@ class FreqtradeBot(object): def get_real_amount(self, trade: Trade, order: Dict) -> float: """ Get real amount for the trade - Necessary for self.exchanges which charge fees in base currency (e.g. binance) + Necessary for exchanges which charge fees in base currency (e.g. binance) """ order_amount = order['amount'] # Only run for closed orders diff --git a/freqtrade/misc.py b/freqtrade/misc.py index d066878be..9d37214e4 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -1,18 +1,17 @@ """ Various tool function for Freqtrade and scripts """ - import gzip import logging import re from datetime import datetime from typing import Dict -from ccxt import Exchange import numpy as np from pandas import DataFrame import rapidjson + logger = logging.getLogger(__name__) @@ -132,26 +131,3 @@ def deep_merge_dicts(source, destination): destination[key] = value return destination - - -def timeframe_to_seconds(ticker_interval: str) -> int: - """ - Translates the timeframe interval value written in the human readable - form ('1m', '5m', '1h', '1d', '1w', etc.) to the number - of seconds for one timeframe interval. - """ - return Exchange.parse_timeframe(ticker_interval) - - -def timeframe_to_minutes(ticker_interval: str) -> int: - """ - Same as above, but returns minutes. - """ - return Exchange.parse_timeframe(ticker_interval) // 60 - - -def timeframe_to_msecs(ticker_interval: str) -> int: - """ - Same as above, but returns milliseconds. - """ - return Exchange.parse_timeframe(ticker_interval) * 1000 diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 3e4d642cb..9ee1cd5cd 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -19,12 +19,14 @@ from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.data import history from freqtrade.data.dataprovider import DataProvider -from freqtrade.misc import file_dump_json, timeframe_to_minutes +from freqtrade.exchange import timeframe_to_minutes +from freqtrade.misc import file_dump_json from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.state import RunMode from freqtrade.strategy.interface import SellType, IStrategy + logger = logging.getLogger(__name__) diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py index b29e26ef9..c62bfe5dc 100644 --- a/freqtrade/strategy/__init__.py +++ b/freqtrade/strategy/__init__.py @@ -6,6 +6,7 @@ from freqtrade.strategy.interface import IStrategy # Import Default-Strategy to have hyperopt correctly resolve from freqtrade.strategy.default_strategy import DefaultStrategy # noqa: F401 + logger = logging.getLogger(__name__) @@ -16,7 +17,6 @@ def import_strategy(strategy: IStrategy, config: dict) -> IStrategy: """ # Copy all attributes from base class and class - comb = {**strategy.__class__.__dict__, **strategy.__dict__} # Delete '_abc_impl' from dict as deepcopy fails on 3.7 with @@ -26,6 +26,7 @@ def import_strategy(strategy: IStrategy, config: dict) -> IStrategy: del comb['_abc_impl'] attr = deepcopy(comb) + # Adjust module name attr['__module__'] = 'freqtrade.strategy' diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 646bd2a94..caf56f13e 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -13,10 +13,11 @@ import arrow from pandas import DataFrame from freqtrade.data.dataprovider import DataProvider -from freqtrade.misc import timeframe_to_minutes +from freqtrade.exchange import timeframe_to_minutes from freqtrade.persistence import Trade from freqtrade.wallets import Wallets + logger = logging.getLogger(__name__) diff --git a/freqtrade/tests/optimize/__init__.py b/freqtrade/tests/optimize/__init__.py index 227050770..457113cb7 100644 --- a/freqtrade/tests/optimize/__init__.py +++ b/freqtrade/tests/optimize/__init__.py @@ -3,7 +3,7 @@ from typing import NamedTuple, List import arrow from pandas import DataFrame -from freqtrade.misc import timeframe_to_minutes +from freqtrade.exchange import timeframe_to_minutes from freqtrade.strategy.interface import SellType ticker_start_time = arrow.get(2018, 10, 3) diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index 088743038..d746aa44f 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -2,7 +2,7 @@ from freqtrade import optimize from freqtrade.arguments import TimeRange from freqtrade.data import history -from freqtrade.misc import timeframe_to_minutes +from freqtrade.exchange import timeframe_to_minutes from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.tests.conftest import log_has, patch_exchange diff --git a/scripts/get_market_pairs.py b/scripts/get_market_pairs.py index 1a4c593f9..00639c50b 100644 --- a/scripts/get_market_pairs.py +++ b/scripts/get_market_pairs.py @@ -1,6 +1,8 @@ import os import sys +from freqtrade.exchange import is_exchange_supported, supported_exchanges + root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) sys.path.append(root + '/python') @@ -44,7 +46,7 @@ def dump(*args): def print_supported_exchanges(): - dump('Supported exchanges:', green(', '.join(ccxt.exchanges))) + dump('Supported exchanges:', green(', '.join(supported_exchanges()))) try: @@ -52,9 +54,7 @@ try: id = sys.argv[1] # get exchange id from command line arguments # check if the exchange is supported by ccxt - exchange_found = id in ccxt.exchanges - - if exchange_found: + if is_exchange_supported(id): dump('Instantiating', green(id), 'exchange') # instantiate the exchange by id @@ -79,9 +79,7 @@ try: for (k, v) in tuples: dump('{:<15} {:<15} {:<15} {:<15}'.format(v['id'], v['symbol'], v['base'], v['quote'])) - else: - dump('Exchange ' + red(id) + ' not found') print_supported_exchanges() diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py index 500d9fcde..5f7d42c87 100755 --- a/scripts/plot_profit.py +++ b/scripts/plot_profit.py @@ -27,10 +27,12 @@ from plotly.offline import plot from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.data import history -from freqtrade.misc import common_datearray, timeframe_to_seconds +from freqtrade.exchange import timeframe_to_seconds +from freqtrade.misc import common_datearray from freqtrade.resolvers import StrategyResolver from freqtrade.state import RunMode + logger = logging.getLogger(__name__) From f03acce84cb37bd68f470351a031fb43cce01bb3 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 11 Apr 2019 00:07:27 +0300 Subject: [PATCH 006/417] typing of return value corrected --- freqtrade/exchange/exchange.py | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index dc0c197c0..609c9117e 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -697,9 +697,8 @@ def is_exchange_supported(exchange: str, ccxt_module=None) -> bool: return exchange in supported_exchanges(ccxt_module) -def supported_exchanges(ccxt_module=None) -> str: - exchanges = ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges - return exchanges +def supported_exchanges(ccxt_module=None) -> List[str]: + return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges def timeframe_to_seconds(ticker_interval: str) -> int: From 8bdbfbf19487263f2e41730e4e50af31ec47d0d5 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 11 Apr 2019 18:07:51 +0300 Subject: [PATCH 007/417] tests for options added --- freqtrade/tests/conftest.py | 65 +++++++++++++++++++++ freqtrade/tests/test_configuration.py | 83 +++++++++++++++++++++++++++ 2 files changed, 148 insertions(+) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 0bff1d5e9..b19518ee7 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -197,6 +197,71 @@ def default_conf(): return configuration +@pytest.fixture(scope="function") +def all_conf(): + """ Returns validated configuration with all options """ + configuration = { + "max_open_trades": 1, + "stake_currency": "BTC", + "stake_amount": 0.001, + "fiat_display_currency": "USD", + "ticker_interval": '5m', + "dry_run": True, + "minimal_roi": { + "40": 0.0, + "30": 0.01, + "20": 0.02, + "0": 0.04 + }, + "stoploss": -0.10, + "unfilledtimeout": { + "buy": 10, + "sell": 30 + }, + "bid_strategy": { + "ask_last_balance": 0.0, + "use_order_book": False, + "order_book_top": 1, + "check_depth_of_market": { + "enabled": False, + "bids_to_ask_delta": 1 + } + }, + "ask_strategy": { + "use_order_book": False, + "order_book_min": 1, + "order_book_max": 1 + }, + "exchange": { + "name": "bittrex", + "sandbox": False, + "enabled": True, + "key": "key", + "secret": "secret", + "password": "password", + "pair_whitelist": [ + "ETH/BTC", + "LTC/BTC", + "XRP/BTC", + "NEO/BTC" + ], + "pair_blacklist": [ + "DOGE/BTC", + "HOT/BTC", + ] + }, + "telegram": { + "enabled": True, + "token": "token", + "chat_id": "0" + }, + "initial_state": "running", + "db_url": "sqlite://", + "loglevel": logging.DEBUG, + } + return configuration + + @pytest.fixture def update(): _update = Update(0) diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index 45e539c2f..edc6111da 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -617,3 +617,86 @@ def test_validate_tsl(default_conf): default_conf['trailing_stop_positive_offset'] = 0.015 Configuration(Namespace()) configuration._validate_config_consistency(default_conf) + + +# config['exchange'] subtree has required options in it +# so it cannot be omitted in the config +def test_load_config_default_exchange(all_conf) -> None: + del all_conf['exchange'] + + assert 'exchange' not in all_conf + + with pytest.raises(ValidationError, + match=r'\'exchange\' is a required property'): + configuration = Configuration(Namespace()) + configuration._validate_config_schema(all_conf) +### assert 'exchange' in all_conf + + +# config['exchange']['name'] option is required +# so it cannot be omitted in the config +def test_load_config_default_exchange_name(all_conf) -> None: + del all_conf['exchange']['name'] + + assert 'name' not in all_conf['exchange'] + + with pytest.raises(ValidationError, + match=r'\'name\' is a required property'): + configuration = Configuration(Namespace()) + configuration._validate_config_schema(all_conf) + + +# config['exchange']['sandbox'] option has default value: False +# so it can be omitted in the config and the default value +# should be present in the config as the option value +def test_load_config_default_exchange_sandbox(all_conf) -> None: + del all_conf['exchange']['sandbox'] + + assert 'sandbox' not in all_conf['exchange'] + + configuration = Configuration(Namespace()) + configuration._validate_config_schema(all_conf) + assert 'sandbox' in all_conf['exchange'] + assert all_conf['exchange']['sandbox'] is False + + +# config['exchange']['key'] option has default value: '' +# so it can be omitted in the config and the default value +# should be present in the config as the option value +def test_load_config_default_exchange_key(all_conf) -> None: + del all_conf['exchange']['key'] + + assert 'key' not in all_conf['exchange'] + + configuration = Configuration(Namespace()) + configuration._validate_config_schema(all_conf) + assert 'key' in all_conf['exchange'] + assert all_conf['exchange']['key'] == '' + + +# config['exchange']['secret'] option has default value: '' +# so it can be omitted in the config and the default value +# should be present in the config as the option value +def test_load_config_default_exchange_secret(all_conf) -> None: + del all_conf['exchange']['secret'] + + assert 'secret' not in all_conf['exchange'] + + configuration = Configuration(Namespace()) + configuration._validate_config_schema(all_conf) + assert 'secret' in all_conf['exchange'] + assert all_conf['exchange']['secret'] == '' + + +# config['exchange']['password'] option has default value: '' +# so it can be omitted in the config and the default value +# should be present in the config as the option value +def test_load_config_default_exchange_password(all_conf) -> None: + del all_conf['exchange']['password'] + + assert 'password' not in all_conf['exchange'] + + configuration = Configuration(Namespace()) + configuration._validate_config_schema(all_conf) + assert 'password' in all_conf['exchange'] + assert all_conf['exchange']['password'] == '' From c3a9db6488db2acff97d00c4e1fe20fc989fd8b4 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 11 Apr 2019 22:22:33 +0300 Subject: [PATCH 008/417] change comments to docstrings --- freqtrade/tests/test_configuration.py | 45 +++++++++++++++++---------- 1 file changed, 28 insertions(+), 17 deletions(-) diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index edc6111da..dde9ea271 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -619,9 +619,11 @@ def test_validate_tsl(default_conf): configuration._validate_config_consistency(default_conf) -# config['exchange'] subtree has required options in it -# so it cannot be omitted in the config def test_load_config_default_exchange(all_conf) -> None: + """ + config['exchange'] subtree has required options in it + so it cannot be omitted in the config + """ del all_conf['exchange'] assert 'exchange' not in all_conf @@ -630,12 +632,13 @@ def test_load_config_default_exchange(all_conf) -> None: match=r'\'exchange\' is a required property'): configuration = Configuration(Namespace()) configuration._validate_config_schema(all_conf) -### assert 'exchange' in all_conf -# config['exchange']['name'] option is required -# so it cannot be omitted in the config def test_load_config_default_exchange_name(all_conf) -> None: + """ + config['exchange']['name'] option is required + so it cannot be omitted in the config + """ del all_conf['exchange']['name'] assert 'name' not in all_conf['exchange'] @@ -646,10 +649,12 @@ def test_load_config_default_exchange_name(all_conf) -> None: configuration._validate_config_schema(all_conf) -# config['exchange']['sandbox'] option has default value: False -# so it can be omitted in the config and the default value -# should be present in the config as the option value def test_load_config_default_exchange_sandbox(all_conf) -> None: + """ + config['exchange']['sandbox'] option has default value: False + so it can be omitted in the config and the default value + should be present in the config as the option value + """ del all_conf['exchange']['sandbox'] assert 'sandbox' not in all_conf['exchange'] @@ -660,10 +665,12 @@ def test_load_config_default_exchange_sandbox(all_conf) -> None: assert all_conf['exchange']['sandbox'] is False -# config['exchange']['key'] option has default value: '' -# so it can be omitted in the config and the default value -# should be present in the config as the option value def test_load_config_default_exchange_key(all_conf) -> None: + """ + config['exchange']['key'] option has default value: '' + so it can be omitted in the config and the default value + should be present in the config as the option value + """ del all_conf['exchange']['key'] assert 'key' not in all_conf['exchange'] @@ -674,10 +681,12 @@ def test_load_config_default_exchange_key(all_conf) -> None: assert all_conf['exchange']['key'] == '' -# config['exchange']['secret'] option has default value: '' -# so it can be omitted in the config and the default value -# should be present in the config as the option value def test_load_config_default_exchange_secret(all_conf) -> None: + """ + config['exchange']['secret'] option has default value: '' + so it can be omitted in the config and the default value + should be present in the config as the option value + """ del all_conf['exchange']['secret'] assert 'secret' not in all_conf['exchange'] @@ -688,10 +697,12 @@ def test_load_config_default_exchange_secret(all_conf) -> None: assert all_conf['exchange']['secret'] == '' -# config['exchange']['password'] option has default value: '' -# so it can be omitted in the config and the default value -# should be present in the config as the option value def test_load_config_default_exchange_password(all_conf) -> None: + """ + config['exchange']['password'] option has default value: '' + so it can be omitted in the config and the default value + should be present in the config as the option value + """ del all_conf['exchange']['password'] assert 'password' not in all_conf['exchange'] From c299d9249fbefe31b487372d96f843568879b457 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Thu, 18 Apr 2019 12:40:07 +0000 Subject: [PATCH 009/417] Update ccxt from 1.18.472 to 1.18.475 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 771102e90..436ce89ee 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,4 +1,4 @@ -ccxt==1.18.472 +ccxt==1.18.475 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 789b445815cc782ae0ed7fa126060d0b6b59d454 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Thu, 18 Apr 2019 12:40:08 +0000 Subject: [PATCH 010/417] Update ccxt from 1.18.472 to 1.18.475 --- requirements-pi.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-pi.txt b/requirements-pi.txt index 30e4a4ce4..3c73b6007 100644 --- a/requirements-pi.txt +++ b/requirements-pi.txt @@ -1,4 +1,4 @@ -ccxt==1.18.472 +ccxt==1.18.475 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 578ad903bca9afb2b98e1c3dba57d6e7906beb87 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Thu, 18 Apr 2019 12:40:10 +0000 Subject: [PATCH 011/417] Update urllib3 from 1.24.1 to 1.24.2 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 436ce89ee..f227603ce 100644 --- a/requirements.txt +++ b/requirements.txt @@ -4,7 +4,7 @@ python-telegram-bot==11.1.0 arrow==0.13.1 cachetools==3.1.0 requests==2.21.0 -urllib3==1.24.1 +urllib3==1.24.2 wrapt==1.11.1 numpy==1.16.2 pandas==0.24.2 From 5c10e9a7fa1cdd63c5673326924da29da181b5c6 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Thu, 18 Apr 2019 12:40:11 +0000 Subject: [PATCH 012/417] Update urllib3 from 1.24.1 to 1.24.2 --- requirements-pi.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-pi.txt b/requirements-pi.txt index 3c73b6007..b0e15f39d 100644 --- a/requirements-pi.txt +++ b/requirements-pi.txt @@ -4,7 +4,7 @@ python-telegram-bot==11.1.0 arrow==0.13.1 cachetools==3.1.0 requests==2.21.0 -urllib3==1.24.1 +urllib3==1.24.2 wrapt==1.11.1 scikit-learn==0.20.3 joblib==0.13.2 From d82fb572233421f4bd2bd6787450d986afa1869d Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Thu, 18 Apr 2019 12:40:16 +0000 Subject: [PATCH 013/417] Update pytest-mock from 1.10.3 to 1.10.4 --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 9d0e99843..123531f23 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -5,7 +5,7 @@ flake8==3.7.7 flake8-type-annotations==0.1.0 flake8-tidy-imports==2.0.0 pytest==4.4.1 -pytest-mock==1.10.3 +pytest-mock==1.10.4 pytest-asyncio==0.10.0 pytest-cov==2.6.1 coveralls==1.7.0 From 72657758d550f780342cee1b017d09d67bc73edc Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 19 Apr 2019 06:43:12 +0200 Subject: [PATCH 014/417] Restore get_market_pairs from develop --- scripts/get_market_pairs.py | 22 ++++++++++++++++++---- 1 file changed, 18 insertions(+), 4 deletions(-) diff --git a/scripts/get_market_pairs.py b/scripts/get_market_pairs.py index 00639c50b..cd38bf2fa 100644 --- a/scripts/get_market_pairs.py +++ b/scripts/get_market_pairs.py @@ -1,7 +1,10 @@ +""" +This script was adapted from ccxt here: +https://github.com/ccxt/ccxt/blob/master/examples/py/arbitrage-pairs.py +""" import os import sys - -from freqtrade.exchange import is_exchange_supported, supported_exchanges +import traceback root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) sys.path.append(root + '/python') @@ -46,15 +49,22 @@ def dump(*args): def print_supported_exchanges(): - dump('Supported exchanges:', green(', '.join(supported_exchanges()))) + dump('Supported exchanges:', green(', '.join(ccxt.exchanges))) try: + if len(sys.argv) < 2: + dump("Usage: python " + sys.argv[0], green('id')) + print_supported_exchanges() + sys.exit(1) + id = sys.argv[1] # get exchange id from command line arguments # check if the exchange is supported by ccxt - if is_exchange_supported(id): + exchange_found = id in ccxt.exchanges + + if exchange_found: dump('Instantiating', green(id), 'exchange') # instantiate the exchange by id @@ -79,11 +89,15 @@ try: for (k, v) in tuples: dump('{:<15} {:<15} {:<15} {:<15}'.format(v['id'], v['symbol'], v['base'], v['quote'])) + else: + dump('Exchange ' + red(id) + ' not found') print_supported_exchanges() except Exception as e: dump('[' + type(e).__name__ + ']', str(e)) + dump(traceback.format_exc()) dump("Usage: python " + sys.argv[0], green('id')) print_supported_exchanges() + sys.exit(1) From ed6a92cd0feb802a180d0f41c55e9107739e6de8 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Fri, 19 Apr 2019 12:40:05 +0000 Subject: [PATCH 015/417] Update ccxt from 1.18.475 to 1.18.480 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index f227603ce..ba18bf07f 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,4 +1,4 @@ -ccxt==1.18.475 +ccxt==1.18.480 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 5a65b6caee20c8ed022a98492510bee61ac6f2fe Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Fri, 19 Apr 2019 12:40:06 +0000 Subject: [PATCH 016/417] Update ccxt from 1.18.475 to 1.18.480 --- requirements-pi.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-pi.txt b/requirements-pi.txt index b0e15f39d..adbdb81da 100644 --- a/requirements-pi.txt +++ b/requirements-pi.txt @@ -1,4 +1,4 @@ -ccxt==1.18.475 +ccxt==1.18.480 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 8e8ec2fba6074e0061d738ad127563dd5b5576a6 Mon Sep 17 00:00:00 2001 From: Misagh Date: Fri, 19 Apr 2019 16:01:26 +0200 Subject: [PATCH 017/417] version to 0.18.5-dev --- freqtrade/__init__.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index 292613297..f84f5240e 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -1,5 +1,5 @@ """ FreqTrade bot """ -__version__ = '0.18.2-dev' +__version__ = '0.18.5-dev' class DependencyException(BaseException): From 9b8067cbc3e99b60b6732c7deac13100ffc95473 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 20 Apr 2019 12:48:58 +0200 Subject: [PATCH 018/417] Improve developer documentation --- docs/developer.md | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/docs/developer.md b/docs/developer.md index 6fbcdc812..e7f79bc1c 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -95,9 +95,9 @@ git checkout develop git checkout -b new_release ``` -* edit `freqtrade/__init__.py` and add the desired version (for example `0.18.0`) +* Edit `freqtrade/__init__.py` and add the desired version (for example `0.18.0`) * Commit this part -* push that branch to the remote and create a PR +* push that branch to the remote and create a PR against the master branch ### create changelog from git commits @@ -108,10 +108,12 @@ git log --oneline --no-decorate --no-merges master..develop ### Create github release / tag +* Use the button "Draft a new release" in the Github UI (subsection releases) * Use the version-number specified as tag. * Use "master" as reference (this step comes after the above PR is merged). -* use the above changelog as release comment (as codeblock) +* Use the above changelog as release comment (as codeblock) ### After-release -* update version in develop to next valid version and postfix that with `-dev` (`0.18.0 -> 0.18.1-dev`) +* Update version in develop to next valid version and postfix that with `-dev` (`0.18.0 -> 0.18.1-dev`). +* Create a PR against develop to update that branch. From 7fa50465759c30f16af487816ed96fb33aa15c7f Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Sat, 20 Apr 2019 12:40:05 +0000 Subject: [PATCH 019/417] Update ccxt from 1.18.480 to 1.18.481 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index ba18bf07f..76e50695b 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,4 +1,4 @@ -ccxt==1.18.480 +ccxt==1.18.481 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 278e5f4cc67764c2042c6bf635b438ef941f62d2 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Sat, 20 Apr 2019 12:40:06 +0000 Subject: [PATCH 020/417] Update ccxt from 1.18.480 to 1.18.481 --- requirements-pi.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-pi.txt b/requirements-pi.txt index adbdb81da..c0eff588b 100644 --- a/requirements-pi.txt +++ b/requirements-pi.txt @@ -1,4 +1,4 @@ -ccxt==1.18.480 +ccxt==1.18.481 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 395aed5f97eb22bcd9421b4c45f0104af2e513ee Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Sat, 20 Apr 2019 12:40:07 +0000 Subject: [PATCH 021/417] Update plotly from 3.8.0 to 3.8.1 --- requirements-plot.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-plot.txt b/requirements-plot.txt index 0b924b608..4cdd6ec8f 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,5 +1,5 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==3.8.0 +plotly==3.8.1 From a118003d0a7fc6a5bcc7fd6816aab682da822263 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Sun, 21 Apr 2019 12:41:04 +0000 Subject: [PATCH 022/417] Update ccxt from 1.18.481 to 1.18.483 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 76e50695b..859deca64 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,4 +1,4 @@ -ccxt==1.18.481 +ccxt==1.18.483 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From abc4840d164f0494f776419f41889704df9762f9 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Sun, 21 Apr 2019 12:41:05 +0000 Subject: [PATCH 023/417] Update ccxt from 1.18.481 to 1.18.483 --- requirements-pi.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-pi.txt b/requirements-pi.txt index c0eff588b..8a23b896a 100644 --- a/requirements-pi.txt +++ b/requirements-pi.txt @@ -1,4 +1,4 @@ -ccxt==1.18.481 +ccxt==1.18.483 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 3bcc60333d8ea9d46d6b22af0f0e9cf936d905e6 Mon Sep 17 00:00:00 2001 From: NatanNMB15 Date: Sun, 21 Apr 2019 13:49:07 -0300 Subject: [PATCH 024/417] Added command for Wallets Sync after a trade is closed in "update_trade" method in "freqtradebot" class, this will help the Wallets get updated after a trade is sold and closed, specifically LIMIT_SELL trades, then bot can work properly with new trades. --- freqtrade/freqtradebot.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 038510755..6a825eadd 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -522,6 +522,10 @@ class FreqtradeBot(object): trade.update(order) + # Updating wallets when order is closed + if trade.is_open == False: + self.wallets.update() + def get_sell_rate(self, pair: str, refresh: bool) -> float: """ Get sell rate - either using get-ticker bid or first bid based on orderbook From 706b30f4d245da345833d9c3b88ad9ccc9283767 Mon Sep 17 00:00:00 2001 From: NatanNMB15 Date: Sun, 21 Apr 2019 14:20:28 -0300 Subject: [PATCH 025/417] Fix "if" condition with "if not" for check if trade is open. --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 6a825eadd..2fe55336f 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -523,7 +523,7 @@ class FreqtradeBot(object): trade.update(order) # Updating wallets when order is closed - if trade.is_open == False: + if not trade.is_open: self.wallets.update() def get_sell_rate(self, pair: str, refresh: bool) -> float: From 6b87d94bb0d50070b8c47542cb8641951ccc4dab Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 22 Apr 2019 01:10:01 +0300 Subject: [PATCH 026/417] --print-all command line option added for hyperopt --- freqtrade/arguments.py | 8 +++++++- freqtrade/configuration.py | 4 ++++ freqtrade/optimize/hyperopt.py | 2 +- 3 files changed, 12 insertions(+), 2 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index b0acb4122..96f080bd2 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -283,7 +283,6 @@ class Arguments(object): dest='position_stacking', default=False ) - parser.add_argument( '--dmmp', '--disable-max-market-positions', help='Disable applying `max_open_trades` during backtest ' @@ -309,6 +308,13 @@ class Arguments(object): nargs='+', dest='spaces', ) + parser.add_argument( + '--print-all', + help='Print all results, not only the best ones.', + action='store_true', + dest='print_all', + default=False + ) def _build_subcommands(self) -> None: """ diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 78e64e27c..65a8d644e 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -320,6 +320,10 @@ class Configuration(object): config.update({'spaces': self.args.spaces}) logger.info('Parameter -s/--spaces detected: %s', config.get('spaces')) + if 'print_all' in self.args and self.args.print_all: + config.update({'print_all': self.args.print_all}) + logger.info('Parameter --print-all detected: %s', config.get('print_all')) + return config def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]: diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index f6d39f11c..b37027244 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -115,7 +115,7 @@ class Hyperopt(Backtesting): """ Log results if it is better than any previous evaluation """ - if results['loss'] < self.current_best_loss: + if self.config.get('print_all', False) or results['loss'] < self.current_best_loss: current = results['current_tries'] total = results['total_tries'] res = results['result'] From a9de2f80f21b0b18da074db59bcefefb7fb271fd Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 22 Apr 2019 13:31:07 +0200 Subject: [PATCH 027/417] Add tests to update wallets after closing a limit-sell --- freqtrade/tests/test_freqtradebot.py | 31 +++++++++++++++++++++++++++- 1 file changed, 30 insertions(+), 1 deletion(-) diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 103c0777e..008974a6b 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -1407,7 +1407,8 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_ amount=amount, exchange='binance', open_rate=0.245441, - open_order_id="123456" + open_order_id="123456", + is_open=True, ) freqtrade.update_trade_state(trade, limit_buy_order) assert trade.amount != amount @@ -1432,6 +1433,34 @@ def test_update_trade_state_exception(mocker, default_conf, assert log_has('Could not update trade amount: ', caplog.record_tuples) +def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order, mocker): + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + # get_order should not be called!! + mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError)) + wallet_mock = MagicMock() + mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock) + + patch_exchange(mocker) + Trade.session = MagicMock() + amount = limit_sell_order["amount"] + freqtrade = get_patched_freqtradebot(mocker, default_conf) + wallet_mock.reset_mock() + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + fee_open=0.0025, + fee_close=0.0025, + open_order_id="123456", + is_open=True, + ) + freqtrade.update_trade_state(trade, limit_sell_order) + assert trade.amount == limit_sell_order['amount'] + # Wallet needs to be updated after closing a limit-sell order to reenable buying + assert wallet_mock.call_count == 1 + + def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, markets, mocker) -> None: patch_RPCManager(mocker) From 676cd6ffee6aead3e9fe2bd4e451918d3744139e Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 22 Apr 2019 13:36:14 +0200 Subject: [PATCH 028/417] Add assert to make sure trade was closed --- freqtrade/tests/test_freqtradebot.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 008974a6b..67b05ac3e 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -1459,6 +1459,7 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde assert trade.amount == limit_sell_order['amount'] # Wallet needs to be updated after closing a limit-sell order to reenable buying assert wallet_mock.call_count == 1 + assert not trade.is_open def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, From 8685fcd59341bdc50162a501929b7db3a00e8bfa Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 22 Apr 2019 12:41:06 +0000 Subject: [PATCH 029/417] Update ccxt from 1.18.483 to 1.18.485 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 859deca64..d23170cd2 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,4 +1,4 @@ -ccxt==1.18.483 +ccxt==1.18.485 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 42d2b24d4857b159395ed6610ac8e5b18026100b Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 22 Apr 2019 12:41:07 +0000 Subject: [PATCH 030/417] Update ccxt from 1.18.483 to 1.18.485 --- requirements-pi.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-pi.txt b/requirements-pi.txt index 8a23b896a..6ae30354e 100644 --- a/requirements-pi.txt +++ b/requirements-pi.txt @@ -1,4 +1,4 @@ -ccxt==1.18.483 +ccxt==1.18.485 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 3da1b24b6ad9f1a7c2840fa84f0c0d4a25efd7ee Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 22 Apr 2019 12:41:08 +0000 Subject: [PATCH 031/417] Update numpy from 1.16.2 to 1.16.3 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index d23170cd2..9a9b17fa0 100644 --- a/requirements.txt +++ b/requirements.txt @@ -6,7 +6,7 @@ cachetools==3.1.0 requests==2.21.0 urllib3==1.24.2 wrapt==1.11.1 -numpy==1.16.2 +numpy==1.16.3 pandas==0.24.2 scikit-learn==0.20.3 joblib==0.13.2 From ad85ac3dde913e7d0a38b02714c5ab932b2f3590 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 22 Apr 2019 21:24:45 +0300 Subject: [PATCH 032/417] make --refresh-pairs-cached common option for optimization; added support for it into hyperopt --- freqtrade/arguments.py | 101 ++++++++-------- freqtrade/configuration.py | 5 + freqtrade/data/history.py | 3 +- freqtrade/optimize/backtesting.py | 1 + freqtrade/optimize/hyperopt.py | 40 +++++-- freqtrade/tests/data/test_history.py | 14 ++- freqtrade/tests/optimize/test_backtesting.py | 1 + freqtrade/tests/optimize/test_hyperopt.py | 114 ++++++++++++++++++- 8 files changed, 205 insertions(+), 74 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 96f080bd2..7960a1f5c 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -141,10 +141,53 @@ class Arguments(object): dest='sd_notify', ) + @staticmethod + def optimizer_shared_options(parser: argparse.ArgumentParser) -> None: + """ + Parses given common arguments for Backtesting, Edge and Hyperopt modules. + :param parser: + :return: + """ + parser.add_argument( + '-i', '--ticker-interval', + help='Specify ticker interval (1m, 5m, 30m, 1h, 1d).', + dest='ticker_interval', + type=str, + ) + parser.add_argument( + '--timerange', + help='Specify what timerange of data to use.', + default=None, + type=str, + dest='timerange', + ) + parser.add_argument( + '--max_open_trades', + help='Specify max_open_trades to use.', + default=None, + type=int, + dest='max_open_trades', + ) + parser.add_argument( + '--stake_amount', + help='Specify stake_amount.', + default=None, + type=float, + dest='stake_amount', + ) + parser.add_argument( + '-r', '--refresh-pairs-cached', + help='Refresh the pairs files in tests/testdata with the latest data from the ' + 'exchange. Use it if you want to run your optimization commands with ' + 'up-to-date data.', + action='store_true', + dest='refresh_pairs', + ) + @staticmethod def backtesting_options(parser: argparse.ArgumentParser) -> None: """ - Parses given arguments for Backtesting scripts. + Parses given arguments for Backtesting module. """ parser.add_argument( '--eps', '--enable-position-stacking', @@ -167,13 +210,6 @@ class Arguments(object): action='store_true', dest='live', ) - parser.add_argument( - '-r', '--refresh-pairs-cached', - help='Refresh the pairs files in tests/testdata with the latest data from the ' - 'exchange. Use it if you want to run your backtesting with up-to-date data.', - action='store_true', - dest='refresh_pairs', - ) parser.add_argument( '--strategy-list', help='Provide a commaseparated list of strategies to backtest ' @@ -207,15 +243,8 @@ class Arguments(object): @staticmethod def edge_options(parser: argparse.ArgumentParser) -> None: """ - Parses given arguments for Backtesting scripts. + Parses given arguments for Edge module. """ - parser.add_argument( - '-r', '--refresh-pairs-cached', - help='Refresh the pairs files in tests/testdata with the latest data from the ' - 'exchange. Use it if you want to run your edge with up-to-date data.', - action='store_true', - dest='refresh_pairs', - ) parser.add_argument( '--stoplosses', help='Defines a range of stoploss against which edge will assess the strategy ' @@ -225,48 +254,10 @@ class Arguments(object): dest='stoploss_range', ) - @staticmethod - def optimizer_shared_options(parser: argparse.ArgumentParser) -> None: - """ - Parses given common arguments for Backtesting and Hyperopt scripts. - :param parser: - :return: - """ - parser.add_argument( - '-i', '--ticker-interval', - help='Specify ticker interval (1m, 5m, 30m, 1h, 1d).', - dest='ticker_interval', - type=str, - ) - - parser.add_argument( - '--timerange', - help='Specify what timerange of data to use.', - default=None, - type=str, - dest='timerange', - ) - - parser.add_argument( - '--max_open_trades', - help='Specify max_open_trades to use.', - default=None, - type=int, - dest='max_open_trades', - ) - - parser.add_argument( - '--stake_amount', - help='Specify stake_amount.', - default=None, - type=float, - dest='stake_amount', - ) - @staticmethod def hyperopt_options(parser: argparse.ArgumentParser) -> None: """ - Parses given arguments for Hyperopt scripts. + Parses given arguments for Hyperopt module. """ parser.add_argument( '--customhyperopt', diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 65a8d644e..284c91260 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -324,6 +324,11 @@ class Configuration(object): config.update({'print_all': self.args.print_all}) logger.info('Parameter --print-all detected: %s', config.get('print_all')) + # If -r/--refresh-pairs-cached is used we add it to the configuration + if 'refresh_pairs' in self.args and self.args.refresh_pairs: + config.update({'refresh_pairs': True}) + logger.info('Parameter -r/--refresh-pairs-cached detected ...') + return config def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]: diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 07a7f0b66..4dba1b760 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -116,7 +116,8 @@ def load_pair_history(pair: str, return parse_ticker_dataframe(pairdata, ticker_interval, fill_up_missing) else: logger.warning('No data for pair: "%s", Interval: %s. ' - 'Use --refresh-pairs-cached to download the data', + 'Use --refresh-pairs-cached option or download_backtest_data.py ' + 'script to download the data', pair, ticker_interval) return None diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 9ee1cd5cd..e7f06687d 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -516,6 +516,7 @@ def start(args: Namespace) -> None: """ # Initialize configuration config = setup_configuration(args) + logger.info('Starting freqtrade in Backtesting mode') # Initialize backtesting object diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index b37027244..24857aae2 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -20,6 +20,7 @@ from pandas import DataFrame from skopt import Optimizer from skopt.space import Dimension +from freqtrade import DependencyException from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.data.history import load_data @@ -258,6 +259,8 @@ class Hyperopt(Backtesting): datadir=Path(self.config['datadir']) if self.config.get('datadir') else None, pairs=self.config['exchange']['pair_whitelist'], ticker_interval=self.ticker_interval, + refresh_pairs=self.config.get('refresh_pairs', False), + exchange=self.exchange, timerange=timerange ) @@ -265,7 +268,10 @@ class Hyperopt(Backtesting): self.strategy.advise_indicators = \ self.custom_hyperopt.populate_indicators # type: ignore dump(self.strategy.tickerdata_to_dataframe(data), TICKERDATA_PICKLE) + + # We don't need exchange instance anymore while running hyperopt self.exchange = None # type: ignore + self.load_previous_results() cpus = multiprocessing.cpu_count() @@ -295,22 +301,16 @@ class Hyperopt(Backtesting): self.log_trials_result() -def start(args: Namespace) -> None: +def setup_configuration(args: Namespace) -> Dict[str, Any]: """ - Start Backtesting script + Prepare the configuration for the Hyperopt module :param args: Cli args from Arguments() - :return: None + :return: Configuration """ - - # Remove noisy log messages - logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING) - - # Initialize configuration - # Monkey patch the configuration with hyperopt_conf.py configuration = Configuration(args, RunMode.HYPEROPT) - logger.info('Starting freqtrade in Hyperopt mode') config = configuration.load_config() + # Ensure we do not use Exchange credentials config['exchange']['key'] = '' config['exchange']['secret'] = '' @@ -320,7 +320,25 @@ def start(args: Namespace) -> None: "Read the documentation at " "https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md " "to understand how to configure hyperopt.") - raise ValueError("--strategy configured but not supported for hyperopt") + raise DependencyException("--strategy configured but not supported for hyperopt") + + return config + + +def start(args: Namespace) -> None: + """ + Start Backtesting script + :param args: Cli args from Arguments() + :return: None + """ + # Initialize configuration + config = setup_configuration(args) + + logger.info('Starting freqtrade in Hyperopt mode') + + # Remove noisy log messages + logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING) + # Initialize backtesting object hyperopt = Hyperopt(config) hyperopt.start() diff --git a/freqtrade/tests/data/test_history.py b/freqtrade/tests/data/test_history.py index c0b1cade3..14ec99042 100644 --- a/freqtrade/tests/data/test_history.py +++ b/freqtrade/tests/data/test_history.py @@ -68,7 +68,10 @@ def test_load_data_7min_ticker(mocker, caplog, default_conf) -> None: assert ld is None assert log_has( 'No data for pair: "UNITTEST/BTC", Interval: 7m. ' - 'Use --refresh-pairs-cached to download the data', caplog.record_tuples) + 'Use --refresh-pairs-cached option or download_backtest_data.py ' + 'script to download the data', + caplog.record_tuples + ) def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None: @@ -96,9 +99,12 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau refresh_pairs=False, pair='MEME/BTC') assert os.path.isfile(file) is False - assert log_has('No data for pair: "MEME/BTC", Interval: 1m. ' - 'Use --refresh-pairs-cached to download the data', - caplog.record_tuples) + assert log_has( + 'No data for pair: "MEME/BTC", Interval: 1m. ' + 'Use --refresh-pairs-cached option or download_backtest_data.py ' + 'script to download the data', + caplog.record_tuples + ) # download a new pair if refresh_pairs is set history.load_pair_history(datadir=None, diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 0596cffb5..af0b07d6f 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -260,6 +260,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) -> assert 'refresh_pairs' in config assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples) + assert 'timerange' in config assert log_has( 'Parameter --timerange detected: {} ...'.format(config['timerange']), diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 20baee99e..7151935b2 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -1,16 +1,19 @@ # pragma pylint: disable=missing-docstring,W0212,C0103 from datetime import datetime +import json import os from unittest.mock import MagicMock import pandas as pd import pytest +from freqtrade import DependencyException from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.history import load_tickerdata_file -from freqtrade.optimize.hyperopt import Hyperopt, start +from freqtrade.optimize.hyperopt import Hyperopt, start, setup_configuration from freqtrade.optimize.default_hyperopt import DefaultHyperOpts from freqtrade.resolvers import StrategyResolver, HyperOptResolver +from freqtrade.state import RunMode from freqtrade.tests.conftest import log_has, patch_exchange from freqtrade.tests.optimize.test_backtesting import get_args @@ -39,6 +42,112 @@ def create_trials(mocker, hyperopt) -> None: return [{'loss': 1, 'result': 'foo', 'params': {}}] +def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None: + mocker.patch('freqtrade.configuration.open', mocker.mock_open( + read_data=json.dumps(default_conf) + )) + + args = [ + '--config', 'config.json', + 'hyperopt' + ] + + config = setup_configuration(get_args(args)) + assert 'max_open_trades' in config + assert 'stake_currency' in config + assert 'stake_amount' in config + assert 'exchange' in config + assert 'pair_whitelist' in config['exchange'] + assert 'datadir' in config + assert log_has( + 'Using data folder: {} ...'.format(config['datadir']), + caplog.record_tuples + ) + assert 'ticker_interval' in config + assert not log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) + + assert 'live' not in config + assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples) + + assert 'position_stacking' not in config + assert not log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples) + + assert 'refresh_pairs' not in config + assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples) + + assert 'timerange' not in config + assert 'runmode' in config + assert config['runmode'] == RunMode.HYPEROPT + + +def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplog) -> None: + mocker.patch('freqtrade.configuration.open', mocker.mock_open( + read_data=json.dumps(default_conf) + )) + mocker.patch('freqtrade.configuration.Configuration._create_datadir', lambda s, c, x: x) + + args = [ + '--config', 'config.json', + '--datadir', '/foo/bar', + 'hyperopt', + '--ticker-interval', '1m', + '--timerange', ':100', + '--refresh-pairs-cached', + '--enable-position-stacking', + '--disable-max-market-positions', + '--epochs', '1000', + '--spaces', 'all', + '--print-all' + ] + + config = setup_configuration(get_args(args)) + assert 'max_open_trades' in config + assert 'stake_currency' in config + assert 'stake_amount' in config + assert 'exchange' in config + assert 'pair_whitelist' in config['exchange'] + assert 'datadir' in config + assert config['runmode'] == RunMode.HYPEROPT + + assert log_has( + 'Using data folder: {} ...'.format(config['datadir']), + caplog.record_tuples + ) + assert 'ticker_interval' in config + assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) + assert log_has( + 'Using ticker_interval: 1m ...', + caplog.record_tuples + ) + + assert 'position_stacking' in config + assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples) + + assert 'use_max_market_positions' in config + assert log_has('Parameter --disable-max-market-positions detected ...', caplog.record_tuples) + assert log_has('max_open_trades set to unlimited ...', caplog.record_tuples) + + assert 'refresh_pairs' in config + assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples) + + assert 'timerange' in config + assert log_has( + 'Parameter --timerange detected: {} ...'.format(config['timerange']), + caplog.record_tuples + ) + + assert 'epochs' in config + assert log_has('Parameter --epochs detected ...', caplog.record_tuples) + + assert 'spaces' in config + assert log_has( + 'Parameter -s/--spaces detected: {}'.format(config['spaces']), + caplog.record_tuples + ) + assert 'print_all' in config + assert log_has('Parameter --print-all detected: True', caplog.record_tuples) + + def test_hyperoptresolver(mocker, default_conf, caplog) -> None: mocker.patch( @@ -72,7 +181,6 @@ def test_start(mocker, default_conf, caplog) -> None: args = [ '--config', 'config.json', - '--strategy', 'DefaultStrategy', 'hyperopt', '--epochs', '5' ] @@ -107,7 +215,7 @@ def test_start_failure(mocker, default_conf, caplog) -> None: ] args = get_args(args) StrategyResolver({'strategy': 'DefaultStrategy'}) - with pytest.raises(ValueError): + with pytest.raises(DependencyException): start(args) assert log_has( "Please don't use --strategy for hyperopt.", From 8dad8f25cf3d8b1a1371722b5a430a9f4f1e47f9 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 22 Apr 2019 22:11:56 +0300 Subject: [PATCH 033/417] docs refreshed --- docs/bot-usage.md | 49 ++++++++++++++++++++++++++++++++++------------- 1 file changed, 36 insertions(+), 13 deletions(-) diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 55988985a..87ce67fc6 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -146,9 +146,11 @@ Backtesting also uses the config specified via `-c/--config`. ``` usage: freqtrade backtesting [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE] - [--eps] [--dmmp] [-l] [-r] - [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]] - [--export EXPORT] [--export-filename PATH] + [--max_open_trades MAX_OPEN_TRADES] + [--stake_amount STAKE_AMOUNT] [-r] [--eps] [--dmmp] + [-l] + [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]] + [--export EXPORT] [--export-filename PATH] optional arguments: -h, --help show this help message and exit @@ -156,6 +158,14 @@ optional arguments: Specify ticker interval (1m, 5m, 30m, 1h, 1d). --timerange TIMERANGE Specify what timerange of data to use. + --max_open_trades MAX_OPEN_TRADES + Specify max_open_trades to use. + --stake_amount STAKE_AMOUNT + Specify stake_amount. + -r, --refresh-pairs-cached + Refresh the pairs files in tests/testdata with the + latest data from the exchange. Use it if you want to + run your optimization commands with up-to-date data. --eps, --enable-position-stacking Allow buying the same pair multiple times (position stacking). @@ -164,10 +174,6 @@ optional arguments: (same as setting `max_open_trades` to a very high number). -l, --live Use live data. - -r, --refresh-pairs-cached - Refresh the pairs files in tests/testdata with the - latest data from the exchange. Use it if you want to - run your backtesting with up-to-date data. --strategy-list STRATEGY_LIST [STRATEGY_LIST ...] Provide a commaseparated list of strategies to backtest Please note that ticker-interval needs to be @@ -206,8 +212,11 @@ to find optimal parameter values for your stategy. ``` usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE] - [--customhyperopt NAME] [--eps] [--dmmp] [-e INT] - [-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]] + [--max_open_trades MAX_OPEN_TRADES] + [--stake_amount STAKE_AMOUNT] [-r] + [--customhyperopt NAME] [--eps] [--dmmp] [-e INT] + [-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]] + [--print-all] optional arguments: -h, --help show this help message and exit @@ -215,6 +224,14 @@ optional arguments: Specify ticker interval (1m, 5m, 30m, 1h, 1d). --timerange TIMERANGE Specify what timerange of data to use. + --max_open_trades MAX_OPEN_TRADES + Specify max_open_trades to use. + --stake_amount STAKE_AMOUNT + Specify stake_amount. + -r, --refresh-pairs-cached + Refresh the pairs files in tests/testdata with the + latest data from the exchange. Use it if you want to + run your optimization commands with up-to-date data. --customhyperopt NAME Specify hyperopt class name (default: DefaultHyperOpts). @@ -229,7 +246,7 @@ optional arguments: -s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...], --spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...] Specify which parameters to hyperopt. Space separate list. Default: all. - + --print-all Print all results, not only the best ones. ``` ## Edge commands @@ -237,8 +254,10 @@ optional arguments: To know your trade expectacny and winrate against historical data, you can use Edge. ``` -usage: freqtrade edge [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE] [-r] - [--stoplosses STOPLOSS_RANGE] +usage: freqtrade edge [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE] + [--max_open_trades MAX_OPEN_TRADES] + [--stake_amount STAKE_AMOUNT] [-r] + [--stoplosses STOPLOSS_RANGE] optional arguments: -h, --help show this help message and exit @@ -246,10 +265,14 @@ optional arguments: Specify ticker interval (1m, 5m, 30m, 1h, 1d). --timerange TIMERANGE Specify what timerange of data to use. + --max_open_trades MAX_OPEN_TRADES + Specify max_open_trades to use. + --stake_amount STAKE_AMOUNT + Specify stake_amount. -r, --refresh-pairs-cached Refresh the pairs files in tests/testdata with the latest data from the exchange. Use it if you want to - run your edge with up-to-date data. + run your optimization commands with up-to-date data. --stoplosses STOPLOSS_RANGE Defines a range of stoploss against which edge will assess the strategy the format is "min,max,step" From 7c8e26c717fd61550d8ffe3077b2c4d3d0a7dcb4 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 23 Apr 2019 00:30:09 +0300 Subject: [PATCH 034/417] -j/--job-workers option added for controlling the number of joblib parallel worker processes used in hyperopt docs refreshed --- docs/bot-usage.md | 19 ++++++++++++++++--- freqtrade/arguments.py | 11 +++++++++++ freqtrade/configuration.py | 18 ++++-------------- freqtrade/optimize/hyperopt.py | 16 ++++++++++------ 4 files changed, 41 insertions(+), 23 deletions(-) diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 55988985a..9261294e1 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -206,8 +206,11 @@ to find optimal parameter values for your stategy. ``` usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE] - [--customhyperopt NAME] [--eps] [--dmmp] [-e INT] - [-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]] + [--max_open_trades MAX_OPEN_TRADES] + [--stake_amount STAKE_AMOUNT] [--customhyperopt NAME] + [--eps] [--dmmp] [-e INT] + [-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]] + [--print-all] [-j JOBS] optional arguments: -h, --help show this help message and exit @@ -215,6 +218,10 @@ optional arguments: Specify ticker interval (1m, 5m, 30m, 1h, 1d). --timerange TIMERANGE Specify what timerange of data to use. + --max_open_trades MAX_OPEN_TRADES + Specify max_open_trades to use. + --stake_amount STAKE_AMOUNT + Specify stake_amount. --customhyperopt NAME Specify hyperopt class name (default: DefaultHyperOpts). @@ -229,7 +236,13 @@ optional arguments: -s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...], --spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...] Specify which parameters to hyperopt. Space separate list. Default: all. - + --print-all Print all results, not only the best ones. + -j JOBS, --job-workers JOBS + The number of concurrently running jobs for + hyperoptimization (hyperopt worker processes). If -1 + (default), all CPUs are used, for -2, all CPUs but one + are used, etc. If 1 is given, no parallel computing + code is used at all. ``` ## Edge commands diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 96f080bd2..3631e6615 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -315,6 +315,17 @@ class Arguments(object): dest='print_all', default=False ) + parser.add_argument( + '-j', '--job-workers', + help='The number of concurrently running jobs for hyperoptimization ' + '(hyperopt worker processes). ' + 'If -1 (default), all CPUs are used, for -2, all CPUs but one are used, etc. ' + 'If 1 is given, no parallel computing code is used at all.', + dest='hyperopt_jobs', + default=-1, + type=int, + metavar='JOBS', + ) def _build_subcommands(self) -> None: """ diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 65a8d644e..a13c24f6a 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -208,17 +208,14 @@ class Configuration(object): logger.info('Parameter -i/--ticker-interval detected ...') logger.info('Using ticker_interval: %s ...', config.get('ticker_interval')) - # If -l/--live is used we add it to the configuration if 'live' in self.args and self.args.live: config.update({'live': True}) logger.info('Parameter -l/--live detected ...') - # If --enable-position-stacking is used we add it to the configuration if 'position_stacking' in self.args and self.args.position_stacking: config.update({'position_stacking': True}) logger.info('Parameter --enable-position-stacking detected ...') - # If --disable-max-market-positions or --max_open_trades is used we update configuration if 'use_max_market_positions' in self.args and not self.args.use_max_market_positions: config.update({'use_max_market_positions': False}) logger.info('Parameter --disable-max-market-positions detected ...') @@ -230,25 +227,21 @@ class Configuration(object): else: logger.info('Using max_open_trades: %s ...', config.get('max_open_trades')) - # If --stake_amount is used we update configuration if 'stake_amount' in self.args and self.args.stake_amount: config.update({'stake_amount': self.args.stake_amount}) logger.info('Parameter --stake_amount detected, overriding stake_amount to: %s ...', config.get('stake_amount')) - # If --timerange is used we add it to the configuration if 'timerange' in self.args and self.args.timerange: config.update({'timerange': self.args.timerange}) logger.info('Parameter --timerange detected: %s ...', self.args.timerange) - # If --datadir is used we add it to the configuration if 'datadir' in self.args and self.args.datadir: config.update({'datadir': self._create_datadir(config, self.args.datadir)}) else: config.update({'datadir': self._create_datadir(config, None)}) logger.info('Using data folder: %s ...', config.get('datadir')) - # If -r/--refresh-pairs-cached is used we add it to the configuration if 'refresh_pairs' in self.args and self.args.refresh_pairs: config.update({'refresh_pairs': True}) logger.info('Parameter -r/--refresh-pairs-cached detected ...') @@ -261,12 +254,10 @@ class Configuration(object): config.update({'ticker_interval': self.args.ticker_interval}) logger.info('Overriding ticker interval with Command line argument') - # If --export is used we add it to the configuration if 'export' in self.args and self.args.export: config.update({'export': self.args.export}) logger.info('Parameter --export detected: %s ...', self.args.export) - # If --export-filename is used we add it to the configuration if 'export' in config and 'exportfilename' in self.args and self.args.exportfilename: config.update({'exportfilename': self.args.exportfilename}) logger.info('Storing backtest results to %s ...', self.args.exportfilename) @@ -279,12 +270,10 @@ class Configuration(object): :return: configuration as dictionary """ - # If --timerange is used we add it to the configuration if 'timerange' in self.args and self.args.timerange: config.update({'timerange': self.args.timerange}) logger.info('Parameter --timerange detected: %s ...', self.args.timerange) - # If --timerange is used we add it to the configuration if 'stoploss_range' in self.args and self.args.stoploss_range: txt_range = eval(self.args.stoploss_range) config['edge'].update({'stoploss_range_min': txt_range[0]}) @@ -292,7 +281,6 @@ class Configuration(object): config['edge'].update({'stoploss_range_step': txt_range[2]}) logger.info('Parameter --stoplosses detected: %s ...', self.args.stoploss_range) - # If -r/--refresh-pairs-cached is used we add it to the configuration if 'refresh_pairs' in self.args and self.args.refresh_pairs: config.update({'refresh_pairs': True}) logger.info('Parameter -r/--refresh-pairs-cached detected ...') @@ -309,13 +297,11 @@ class Configuration(object): # Add the hyperopt file to use config.update({'hyperopt': self.args.hyperopt}) - # If --epochs is used we add it to the configuration if 'epochs' in self.args and self.args.epochs: config.update({'epochs': self.args.epochs}) logger.info('Parameter --epochs detected ...') logger.info('Will run Hyperopt with for %s epochs ...', config.get('epochs')) - # If --spaces is used we add it to the configuration if 'spaces' in self.args and self.args.spaces: config.update({'spaces': self.args.spaces}) logger.info('Parameter -s/--spaces detected: %s', config.get('spaces')) @@ -324,6 +310,10 @@ class Configuration(object): config.update({'print_all': self.args.print_all}) logger.info('Parameter --print-all detected: %s', config.get('print_all')) + if 'hyperopt_jobs' in self.args and self.args.hyperopt_jobs: + config.update({'hyperopt_jobs': self.args.hyperopt_jobs}) + logger.info('Parameter -j/--job-workers detected: %s', config.get('hyperopt_jobs')) + return config def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]: diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index b37027244..2bcfdd499 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -270,21 +270,25 @@ class Hyperopt(Backtesting): cpus = multiprocessing.cpu_count() logger.info(f'Found {cpus} CPU cores. Let\'s make them scream!') + config_jobs = self.config.get('hyperopt_jobs', -1) + logger.info(f'Number of parallel jobs set as: {config_jobs}') - opt = self.get_optimizer(cpus) - EVALS = max(self.total_tries // cpus, 1) + opt = self.get_optimizer(config_jobs) try: - with Parallel(n_jobs=cpus) as parallel: + with Parallel(n_jobs=config_jobs) as parallel: + jobs = parallel._effective_n_jobs() + logger.info(f'Effective number of parallel workers used: {jobs}') + EVALS = max(self.total_tries // jobs, 1) for i in range(EVALS): - asked = opt.ask(n_points=cpus) + asked = opt.ask(n_points=jobs) f_val = self.run_optimizer_parallel(parallel, asked) opt.tell(asked, [i['loss'] for i in f_val]) self.trials += f_val - for j in range(cpus): + for j in range(jobs): self.log_results({ 'loss': f_val[j]['loss'], - 'current_tries': i * cpus + j, + 'current_tries': i * jobs + j, 'total_tries': self.total_tries, 'result': f_val[j]['result'], }) From 3e3fce5f38555057b57a1f4afbb126c938b31526 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 23 Apr 2019 09:25:19 +0300 Subject: [PATCH 035/417] print optimizer state in debug log messages --- freqtrade/optimize/hyperopt.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index b37027244..287e7831a 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -288,6 +288,9 @@ class Hyperopt(Backtesting): 'total_tries': self.total_tries, 'result': f_val[j]['result'], }) + logger.debug(f"Optimizer params: {f_val[j]['params']}") + for j in range(cpus): + logger.debug(f"Opimizer state: Xi: {opt.Xi[-j-1]}, yi: {opt.yi[-j-1]}") except KeyboardInterrupt: print('User interrupted..') From a2a70bd6d01ee7921b062c561d078011df1822b5 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Tue, 23 Apr 2019 12:41:12 +0000 Subject: [PATCH 036/417] Update ccxt from 1.18.485 to 1.18.486 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 9a9b17fa0..6ffda79b8 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,4 +1,4 @@ -ccxt==1.18.485 +ccxt==1.18.486 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 48e2bd511488d76b99b71d4508cb7fbaad49d0d1 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Tue, 23 Apr 2019 12:41:13 +0000 Subject: [PATCH 037/417] Update ccxt from 1.18.485 to 1.18.486 --- requirements-pi.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-pi.txt b/requirements-pi.txt index 6ae30354e..16dbcce42 100644 --- a/requirements-pi.txt +++ b/requirements-pi.txt @@ -1,4 +1,4 @@ -ccxt==1.18.485 +ccxt==1.18.486 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 9a2eb46ceabb4806d46ee38feed684de395bdf6c Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Tue, 23 Apr 2019 12:41:14 +0000 Subject: [PATCH 038/417] Update urllib3 from 1.24.2 to 1.25 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 6ffda79b8..ea3792583 100644 --- a/requirements.txt +++ b/requirements.txt @@ -4,7 +4,7 @@ python-telegram-bot==11.1.0 arrow==0.13.1 cachetools==3.1.0 requests==2.21.0 -urllib3==1.24.2 +urllib3==1.25 wrapt==1.11.1 numpy==1.16.3 pandas==0.24.2 From 8568459c740616df056d978f0c705728a77c8cb9 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Tue, 23 Apr 2019 12:41:16 +0000 Subject: [PATCH 039/417] Update urllib3 from 1.24.2 to 1.25 --- requirements-pi.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-pi.txt b/requirements-pi.txt index 16dbcce42..80935e9ef 100644 --- a/requirements-pi.txt +++ b/requirements-pi.txt @@ -4,7 +4,7 @@ python-telegram-bot==11.1.0 arrow==0.13.1 cachetools==3.1.0 requests==2.21.0 -urllib3==1.24.2 +urllib3==1.25 wrapt==1.11.1 scikit-learn==0.20.3 joblib==0.13.2 From a022b1a6c147b7a9ec47064496122ad5c9575419 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 23 Apr 2019 21:18:52 +0300 Subject: [PATCH 040/417] --random-state for optimzer to get reproducible results added --- freqtrade/arguments.py | 18 ++++++++++++++++++ freqtrade/configuration.py | 4 ++++ freqtrade/optimize/hyperopt.py | 3 ++- 3 files changed, 24 insertions(+), 1 deletion(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 96f080bd2..9fda677ed 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -315,6 +315,14 @@ class Arguments(object): dest='print_all', default=False ) + parser.add_argument( + '--random-state', + help='Set random state to some positive integer for reproducible hyperopt results.', + dest='hyperopt_random_state', + default=None, + type=Arguments.check_positive, + metavar='INT', + ) def _build_subcommands(self) -> None: """ @@ -385,6 +393,16 @@ class Arguments(object): return TimeRange(stype[0], stype[1], start, stop) raise Exception('Incorrect syntax for timerange "%s"' % text) + @staticmethod + def check_positive(value) -> int: + try: + uint = int(value) + if uint <= 0: + raise ValueError + except: + raise argparse.ArgumentTypeError(f"{value} is invalid for this parameter, should be a positive integer value") + return uint + def scripts_options(self) -> None: """ Parses given arguments for scripts. diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 65a8d644e..b14e515fb 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -324,6 +324,10 @@ class Configuration(object): config.update({'print_all': self.args.print_all}) logger.info('Parameter --print-all detected: %s', config.get('print_all')) + if 'hyperopt_random_state' in self.args and self.args.hyperopt_random_state is not None: + config.update({'hyperopt_random_state': self.args.hyperopt_random_state}) + logger.info("Parameter --random-state detected: %s", config.get('hyperopt_random_state')) + return config def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]: diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index b37027244..af012d6bf 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -235,7 +235,8 @@ class Hyperopt(Backtesting): base_estimator="ET", acq_optimizer="auto", n_initial_points=30, - acq_optimizer_kwargs={'n_jobs': cpu_count} + acq_optimizer_kwargs={'n_jobs': cpu_count}, + random_state=self.config.get('hyperopt_random_state', None) ) def run_optimizer_parallel(self, parallel, asked) -> List: From cc9f899cd619e599a12eb235c0feaa0ef56b2e62 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 23 Apr 2019 21:25:36 +0300 Subject: [PATCH 041/417] removed explicit dependency on multiprocessing module --- freqtrade/optimize/hyperopt.py | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 2bcfdd499..312bdba98 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -5,7 +5,6 @@ This module contains the hyperopt logic """ import logging -import multiprocessing import os import sys from argparse import Namespace @@ -15,7 +14,7 @@ from pathlib import Path from pprint import pprint from typing import Any, Dict, List -from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects +from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count from pandas import DataFrame from skopt import Optimizer from skopt.space import Dimension @@ -268,7 +267,7 @@ class Hyperopt(Backtesting): self.exchange = None # type: ignore self.load_previous_results() - cpus = multiprocessing.cpu_count() + cpus = cpu_count() logger.info(f'Found {cpus} CPU cores. Let\'s make them scream!') config_jobs = self.config.get('hyperopt_jobs', -1) logger.info(f'Number of parallel jobs set as: {config_jobs}') From 2f0ad0d28c2bf1b0ee075f2282cd0d23dab3d937 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Tue, 23 Apr 2019 22:03:41 +0300 Subject: [PATCH 042/417] test adjusted --- freqtrade/tests/optimize/test_hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 7151935b2..08107265d 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -314,7 +314,7 @@ def test_roi_table_generation(hyperopt) -> None: def test_start_calls_optimizer(mocker, default_conf, caplog) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) - mocker.patch('freqtrade.optimize.hyperopt.multiprocessing.cpu_count', MagicMock(return_value=1)) + mocker.patch('freqtrade.optimize.hyperopt.joblib.cpu_count', MagicMock(return_value=1)) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{'loss': 1, 'result': 'foo result', 'params': {}}]) From a429f83f5e7b54047f15f5eb3fef9766dcc00c3e Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 23 Apr 2019 22:16:24 +0300 Subject: [PATCH 043/417] flake happy; check_positive() renamed --- freqtrade/arguments.py | 10 ++++++---- freqtrade/configuration.py | 3 ++- 2 files changed, 8 insertions(+), 5 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index ce84d7425..8ae3922ca 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -311,7 +311,7 @@ class Arguments(object): help='Set random state to some positive integer for reproducible hyperopt results.', dest='hyperopt_random_state', default=None, - type=Arguments.check_positive, + type=Arguments.check_int_positive, metavar='INT', ) @@ -385,13 +385,15 @@ class Arguments(object): raise Exception('Incorrect syntax for timerange "%s"' % text) @staticmethod - def check_positive(value) -> int: + def check_int_positive(value) -> int: try: uint = int(value) if uint <= 0: raise ValueError - except: - raise argparse.ArgumentTypeError(f"{value} is invalid for this parameter, should be a positive integer value") + except ValueError: + raise argparse.ArgumentTypeError( + f"{value} is invalid for this parameter, should be a positive integer value" + ) return uint def scripts_options(self) -> None: diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 9994d405d..ca3b81279 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -315,7 +315,8 @@ class Configuration(object): if 'hyperopt_random_state' in self.args and self.args.hyperopt_random_state is not None: config.update({'hyperopt_random_state': self.args.hyperopt_random_state}) - logger.info("Parameter --random-state detected: %s", config.get('hyperopt_random_state')) + logger.info("Parameter --random-state detected: %s", + config.get('hyperopt_random_state')) return config From 6d2a1cfb442de9aa6ba11a008640df99b32553a8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 09:30:59 +0200 Subject: [PATCH 044/417] remove full-config in tests and load full_config file --- freqtrade/tests/conftest.py | 65 --------------------------- freqtrade/tests/test_configuration.py | 9 ++++ 2 files changed, 9 insertions(+), 65 deletions(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index b19518ee7..0bff1d5e9 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -197,71 +197,6 @@ def default_conf(): return configuration -@pytest.fixture(scope="function") -def all_conf(): - """ Returns validated configuration with all options """ - configuration = { - "max_open_trades": 1, - "stake_currency": "BTC", - "stake_amount": 0.001, - "fiat_display_currency": "USD", - "ticker_interval": '5m', - "dry_run": True, - "minimal_roi": { - "40": 0.0, - "30": 0.01, - "20": 0.02, - "0": 0.04 - }, - "stoploss": -0.10, - "unfilledtimeout": { - "buy": 10, - "sell": 30 - }, - "bid_strategy": { - "ask_last_balance": 0.0, - "use_order_book": False, - "order_book_top": 1, - "check_depth_of_market": { - "enabled": False, - "bids_to_ask_delta": 1 - } - }, - "ask_strategy": { - "use_order_book": False, - "order_book_min": 1, - "order_book_max": 1 - }, - "exchange": { - "name": "bittrex", - "sandbox": False, - "enabled": True, - "key": "key", - "secret": "secret", - "password": "password", - "pair_whitelist": [ - "ETH/BTC", - "LTC/BTC", - "XRP/BTC", - "NEO/BTC" - ], - "pair_blacklist": [ - "DOGE/BTC", - "HOT/BTC", - ] - }, - "telegram": { - "enabled": True, - "token": "token", - "chat_id": "0" - }, - "initial_state": "running", - "db_url": "sqlite://", - "loglevel": logging.DEBUG, - } - return configuration - - @pytest.fixture def update(): _update = Update(0) diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index dde9ea271..dce76f25e 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -18,6 +18,15 @@ from freqtrade.state import RunMode from freqtrade.tests.conftest import log_has +@pytest.fixture(scope="function") +def all_conf(): + config_file = Path(__file__).parents[2] / "config_full.json.example" + print(config_file) + configuration = Configuration(Namespace()) + conf = configuration._load_config_file(str(config_file)) + return conf + + def test_load_config_invalid_pair(default_conf) -> None: default_conf['exchange']['pair_whitelist'].append('ETH-BTC') From 65a82d7ee62fc1891ab852a633a7bccbc76efe9b Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 09:31:13 +0200 Subject: [PATCH 045/417] Add some missing default parameters --- config_full.json.example | 2 ++ 1 file changed, 2 insertions(+) diff --git a/config_full.json.example b/config_full.json.example index 58d3d3ac6..7fc088585 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -56,8 +56,10 @@ }, "exchange": { "name": "bittrex", + "sandbox": false, "key": "your_exchange_key", "secret": "your_exchange_secret", + "password": "", "ccxt_config": {"enableRateLimit": true}, "ccxt_async_config": { "enableRateLimit": false, From 6a0f527e0e8cdfee8db94a641ab69adb2965527c Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Wed, 24 Apr 2019 10:35:04 +0300 Subject: [PATCH 046/417] merge --job-workers and commit printing debug log messages with the opt state --- freqtrade/optimize/hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 58bcebf3f..de2ab8a8a 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -299,7 +299,7 @@ class Hyperopt(Backtesting): 'result': f_val[j]['result'], }) logger.debug(f"Optimizer params: {f_val[j]['params']}") - for j in range(cpus): + for j in range(jobs): logger.debug(f"Opimizer state: Xi: {opt.Xi[-j-1]}, yi: {opt.yi[-j-1]}") except KeyboardInterrupt: print('User interrupted..') From 95ebd07735df241dda21465ba14d2e5f0da70b09 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Wed, 24 Apr 2019 10:38:50 +0300 Subject: [PATCH 047/417] an attempt to fix mocking --- freqtrade/tests/optimize/test_hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 08107265d..aaaa5c27d 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -314,7 +314,7 @@ def test_roi_table_generation(hyperopt) -> None: def test_start_calls_optimizer(mocker, default_conf, caplog) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) - mocker.patch('freqtrade.optimize.hyperopt.joblib.cpu_count', MagicMock(return_value=1)) + mocker.patch('freqtrade.optimize.hyperopt.cpu_count', MagicMock(return_value=1)) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{'loss': 1, 'result': 'foo result', 'params': {}}]) From a92d5f35699e7d4bf31a0cc1e7220916e1ff7849 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 09:48:25 +0200 Subject: [PATCH 048/417] Parametrize default-param tests --- freqtrade/tests/test_configuration.py | 72 +++++++-------------------- 1 file changed, 17 insertions(+), 55 deletions(-) diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index dce76f25e..af94506b7 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -658,65 +658,27 @@ def test_load_config_default_exchange_name(all_conf) -> None: configuration._validate_config_schema(all_conf) -def test_load_config_default_exchange_sandbox(all_conf) -> None: +@pytest.mark.parametrize("keys", [("exchange", "sandbox", False), + ("exchange", "key", ""), + ("exchange", "secret", ""), + ("exchange", "password", ""), + ]) +def test_load_config_default_subkeys(all_conf, keys) -> None: """ - config['exchange']['sandbox'] option has default value: False - so it can be omitted in the config and the default value + Test for parameters with default values in sub-paths + so they can be omitted in the config and the default value should be present in the config as the option value """ - del all_conf['exchange']['sandbox'] + # Get first level key + key = keys[0] + # get second level key + subkey = keys[1] - assert 'sandbox' not in all_conf['exchange'] + del all_conf[key][subkey] + + assert subkey not in all_conf[key] configuration = Configuration(Namespace()) configuration._validate_config_schema(all_conf) - assert 'sandbox' in all_conf['exchange'] - assert all_conf['exchange']['sandbox'] is False - - -def test_load_config_default_exchange_key(all_conf) -> None: - """ - config['exchange']['key'] option has default value: '' - so it can be omitted in the config and the default value - should be present in the config as the option value - """ - del all_conf['exchange']['key'] - - assert 'key' not in all_conf['exchange'] - - configuration = Configuration(Namespace()) - configuration._validate_config_schema(all_conf) - assert 'key' in all_conf['exchange'] - assert all_conf['exchange']['key'] == '' - - -def test_load_config_default_exchange_secret(all_conf) -> None: - """ - config['exchange']['secret'] option has default value: '' - so it can be omitted in the config and the default value - should be present in the config as the option value - """ - del all_conf['exchange']['secret'] - - assert 'secret' not in all_conf['exchange'] - - configuration = Configuration(Namespace()) - configuration._validate_config_schema(all_conf) - assert 'secret' in all_conf['exchange'] - assert all_conf['exchange']['secret'] == '' - - -def test_load_config_default_exchange_password(all_conf) -> None: - """ - config['exchange']['password'] option has default value: '' - so it can be omitted in the config and the default value - should be present in the config as the option value - """ - del all_conf['exchange']['password'] - - assert 'password' not in all_conf['exchange'] - - configuration = Configuration(Namespace()) - configuration._validate_config_schema(all_conf) - assert 'password' in all_conf['exchange'] - assert all_conf['exchange']['password'] == '' + assert subkey in all_conf[key] + assert all_conf[key][subkey] == keys[2] From ad692c185ed35f981861eb02d9dda521481e4610 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 09:55:53 +0200 Subject: [PATCH 049/417] Improve comment --- freqtrade/tests/test_configuration.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index 6fcae6aaa..09041dd3d 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -658,7 +658,7 @@ def test_load_config_default_subkeys(all_conf, keys) -> None: """ Test for parameters with default values in sub-paths so they can be omitted in the config and the default value - should be present in the config as the option value + should is added to the config. """ # Get first level key key = keys[0] From a8e787fda887dac389a4bd290a57b60784c05cea Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Wed, 24 Apr 2019 11:25:15 +0300 Subject: [PATCH 050/417] test adjusted --- freqtrade/tests/optimize/test_hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index aaaa5c27d..063d0e791 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -314,7 +314,6 @@ def test_roi_table_generation(hyperopt) -> None: def test_start_calls_optimizer(mocker, default_conf, caplog) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) - mocker.patch('freqtrade.optimize.hyperopt.cpu_count', MagicMock(return_value=1)) parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{'loss': 1, 'result': 'foo result', 'params': {}}]) @@ -325,6 +324,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog) -> None: default_conf.update({'epochs': 1}) default_conf.update({'timerange': None}) default_conf.update({'spaces': 'all'}) + default_conf.update({'hyperopt_jobs': 1}) hyperopt = Hyperopt(default_conf) hyperopt.strategy.tickerdata_to_dataframe = MagicMock() From eb89b65b59c411c25b678101ec02ff06d45d9c6c Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 14:04:12 +0200 Subject: [PATCH 051/417] Downgrade urllib3, cleanup requirements files every requirement should be there only once --- requirements-pi.txt | 7 ++++++- requirements.txt | 29 +++-------------------------- 2 files changed, 9 insertions(+), 27 deletions(-) diff --git a/requirements-pi.txt b/requirements-pi.txt index 80935e9ef..8e55be5c3 100644 --- a/requirements-pi.txt +++ b/requirements-pi.txt @@ -1,10 +1,12 @@ +# requirements without requirements installable via conda +# mainly used for Raspberry pi installs ccxt==1.18.486 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 cachetools==3.1.0 requests==2.21.0 -urllib3==1.25 +urllib3==1.24.2 wrapt==1.11.1 scikit-learn==0.20.3 joblib==0.13.2 @@ -21,3 +23,6 @@ py_find_1st==1.1.3 #Load ticker files 30% faster python-rapidjson==0.7.0 + +# Notify systemd +sdnotify==0.3.2 diff --git a/requirements.txt b/requirements.txt index ea3792583..4c2376078 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,29 +1,6 @@ -ccxt==1.18.486 -SQLAlchemy==1.3.3 -python-telegram-bot==11.1.0 -arrow==0.13.1 -cachetools==3.1.0 -requests==2.21.0 -urllib3==1.25 -wrapt==1.11.1 +# Load common requirements +-r requirements-pi.txt + numpy==1.16.3 pandas==0.24.2 -scikit-learn==0.20.3 -joblib==0.13.2 scipy==1.2.1 -jsonschema==3.0.1 -TA-Lib==0.4.17 -tabulate==0.8.3 -coinmarketcap==5.0.3 - -# Required for hyperopt -scikit-optimize==0.5.2 - -# find first, C search in arrays -py_find_1st==1.1.3 - -# Load ticker files 30% faster -python-rapidjson==0.7.0 - -# Notify systemd -sdnotify==0.3.2 From 30888cf5ca17fc05414019079b55dc4072ae80f5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 14:07:55 +0200 Subject: [PATCH 052/417] have pyup ignore outdated dependency --- requirements-pi.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-pi.txt b/requirements-pi.txt index 8e55be5c3..f420b7201 100644 --- a/requirements-pi.txt +++ b/requirements-pi.txt @@ -6,7 +6,7 @@ python-telegram-bot==11.1.0 arrow==0.13.1 cachetools==3.1.0 requests==2.21.0 -urllib3==1.24.2 +urllib3==1.24.2 # pyup: ignore wrapt==1.11.1 scikit-learn==0.20.3 joblib==0.13.2 From 060571290a8c46d02b87f4608484d15bdeaa60ee Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Wed, 24 Apr 2019 12:41:08 +0000 Subject: [PATCH 053/417] Update ccxt from 1.18.486 to 1.18.489 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index ea3792583..7dc953f9c 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,4 +1,4 @@ -ccxt==1.18.486 +ccxt==1.18.489 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 59f905a5733c4f6c4764ede4a95868e33602d7d0 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Wed, 24 Apr 2019 12:41:09 +0000 Subject: [PATCH 054/417] Update ccxt from 1.18.486 to 1.18.489 --- requirements-pi.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-pi.txt b/requirements-pi.txt index 80935e9ef..df06b5834 100644 --- a/requirements-pi.txt +++ b/requirements-pi.txt @@ -1,4 +1,4 @@ -ccxt==1.18.486 +ccxt==1.18.489 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 17cf9d33cfa848a20c4b9ff4d0fdf116f4c5603f Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 20:44:36 +0200 Subject: [PATCH 055/417] add _args_to_conig --- freqtrade/configuration.py | 13 ++++++++++--- 1 file changed, 10 insertions(+), 3 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 6388a97ac..172010dd8 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -216,6 +216,14 @@ class Configuration(object): logger.info(f'Created data directory: {datadir}') return datadir + def _args_to_config(self, config, argname, configname, logstring) -> bool: + + if argname in self.args and getattr(self.args, argname): + + config.update({configname: getattr(self.args, argname)}) + + logger.info(logstring.format(config[configname])) + def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]: # noqa: C901 """ Extract information for sys.argv and load Backtesting configuration @@ -232,9 +240,8 @@ class Configuration(object): config.update({'live': True}) logger.info('Parameter -l/--live detected ...') - if 'position_stacking' in self.args and self.args.position_stacking: - config.update({'position_stacking': True}) - logger.info('Parameter --enable-position-stacking detected ...') + self._args_to_config(config, 'position_stacking', 'position_stacking', + 'Parameter --enable-position-stacking detected ...') if 'use_max_market_positions' in self.args and not self.args.use_max_market_positions: config.update({'use_max_market_positions': False}) From 39f60c474002be0827987c3c6ba74d391ecacef6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 21:02:05 +0200 Subject: [PATCH 056/417] Add some more arguments to args_to_config --- freqtrade/configuration.py | 60 ++++++++++++++++++-------------------- 1 file changed, 29 insertions(+), 31 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 172010dd8..395653213 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -216,13 +216,19 @@ class Configuration(object): logger.info(f'Created data directory: {datadir}') return datadir - def _args_to_config(self, config, argname, configname, logstring) -> bool: - + def _args_to_config(self, config, argname, configname, logstring, logfun=None) -> bool: + """ + logfun is applied to the configuration entry before passing + that entry to the log string using .format(). + sample: logfun=len (prints the length of the found configuration instead of the content) + """ if argname in self.args and getattr(self.args, argname): config.update({configname: getattr(self.args, argname)}) - - logger.info(logstring.format(config[configname])) + if logfun: + logger.info(logstring.format(logfun(config[configname]))) + else: + logger.info(logstring.format(config[configname])) def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]: # noqa: C901 """ @@ -236,12 +242,11 @@ class Configuration(object): logger.info('Parameter -i/--ticker-interval detected ...') logger.info('Using ticker_interval: %s ...', config.get('ticker_interval')) - if 'live' in self.args and self.args.live: - config.update({'live': True}) - logger.info('Parameter -l/--live detected ...') + self._args_to_config(config, argname='live', configname='live', + logstring='Parameter -l/--live detected ...') - self._args_to_config(config, 'position_stacking', 'position_stacking', - 'Parameter --enable-position-stacking detected ...') + self._args_to_config(config, argname='position_stacking', configname='position_stacking', + logstring='Parameter --enable-position-stacking detected ...') if 'use_max_market_positions' in self.args and not self.args.use_max_market_positions: config.update({'use_max_market_positions': False}) @@ -254,14 +259,12 @@ class Configuration(object): else: logger.info('Using max_open_trades: %s ...', config.get('max_open_trades')) - if 'stake_amount' in self.args and self.args.stake_amount: - config.update({'stake_amount': self.args.stake_amount}) - logger.info('Parameter --stake_amount detected, overriding stake_amount to: %s ...', - config.get('stake_amount')) + self._args_to_config(config, argname='stake_amount', configname='stake_amount', + logstring='Parameter --stake_amount detected, ' + 'overriding stake_amount to: {} ...') - if 'timerange' in self.args and self.args.timerange: - config.update({'timerange': self.args.timerange}) - logger.info('Parameter --timerange detected: %s ...', self.args.timerange) + self._args_to_config(config, argname='timerange', configname='timerange', + logstring='Parameter --timerange detected: {} ...') if 'datadir' in self.args and self.args.datadir: config.update({'datadir': self._create_datadir(config, self.args.datadir)}) @@ -269,25 +272,20 @@ class Configuration(object): config.update({'datadir': self._create_datadir(config, None)}) logger.info('Using data folder: %s ...', config.get('datadir')) - if 'refresh_pairs' in self.args and self.args.refresh_pairs: - config.update({'refresh_pairs': True}) - logger.info('Parameter -r/--refresh-pairs-cached detected ...') + self._args_to_config(config, argname='refresh_pairs', configname='refresh_pairs', + logstring='Parameter -r/--refresh-pairs-cached detected ...') - if 'strategy_list' in self.args and self.args.strategy_list: - config.update({'strategy_list': self.args.strategy_list}) - logger.info('Using strategy list of %s Strategies', len(self.args.strategy_list)) + self._args_to_config(config, argname='strategy_list', configname='strategy_list', + logstring='Using strategy list of {} Strategies', logfun=len) - if 'ticker_interval' in self.args and self.args.ticker_interval: - config.update({'ticker_interval': self.args.ticker_interval}) - logger.info('Overriding ticker interval with Command line argument') + self._args_to_config(config, argname='ticker_interval', configname='ticker_interval', + logstring='Overriding ticker interval with Command line argument') - if 'export' in self.args and self.args.export: - config.update({'export': self.args.export}) - logger.info('Parameter --export detected: %s ...', self.args.export) + self._args_to_config(config, argname='export', configname='export', + logstring='Parameter --export detected: {} ...') - if 'export' in config and 'exportfilename' in self.args and self.args.exportfilename: - config.update({'exportfilename': self.args.exportfilename}) - logger.info('Storing backtest results to %s ...', self.args.exportfilename) + self._args_to_config(config, argname='exportfilename', configname='exportfilename', + logstring='Storing backtest results to {} ...') return config From d6276a15d2087d1bea30a1a796d8bd30a4b05724 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 21:12:08 +0200 Subject: [PATCH 057/417] Convert all optimize to args_to_config --- freqtrade/configuration.py | 54 ++++++++++++++++---------------------- 1 file changed, 23 insertions(+), 31 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 395653213..2b9b02630 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -216,7 +216,7 @@ class Configuration(object): logger.info(f'Created data directory: {datadir}') return datadir - def _args_to_config(self, config, argname, configname, logstring, logfun=None) -> bool: + def _args_to_config(self, config, argname, configname, logstring, logfun=None) -> None: """ logfun is applied to the configuration entry before passing that entry to the log string using .format(). @@ -230,7 +230,7 @@ class Configuration(object): else: logger.info(logstring.format(config[configname])) - def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]: # noqa: C901 + def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]: """ Extract information for sys.argv and load Backtesting configuration :return: configuration as dictionary @@ -295,9 +295,8 @@ class Configuration(object): :return: configuration as dictionary """ - if 'timerange' in self.args and self.args.timerange: - config.update({'timerange': self.args.timerange}) - logger.info('Parameter --timerange detected: %s ...', self.args.timerange) + self._args_to_config(config, argname='timerange', configname='timerange', + logstring='Parameter --timerange detected: {} ...') if 'stoploss_range' in self.args and self.args.stoploss_range: txt_range = eval(self.args.stoploss_range) @@ -306,9 +305,8 @@ class Configuration(object): config['edge'].update({'stoploss_range_step': txt_range[2]}) logger.info('Parameter --stoplosses detected: %s ...', self.args.stoploss_range) - if 'refresh_pairs' in self.args and self.args.refresh_pairs: - config.update({'refresh_pairs': True}) - logger.info('Parameter -r/--refresh-pairs-cached detected ...') + self._args_to_config(config, argname='refresh_pairs', configname='refresh_pairs', + logstring='Parameter -r/--refresh-pairs-cached detected ...') return config @@ -318,35 +316,29 @@ class Configuration(object): :return: configuration as dictionary """ - if "hyperopt" in self.args: - # Add the hyperopt file to use - config.update({'hyperopt': self.args.hyperopt}) + self._args_to_config(config, argname='hyperopt', configname='hyperopt', + logstring='Using Hyperopt file {}') - if 'epochs' in self.args and self.args.epochs: - config.update({'epochs': self.args.epochs}) - logger.info('Parameter --epochs detected ...') - logger.info('Will run Hyperopt with for %s epochs ...', config.get('epochs')) + self._args_to_config(config, argname='epochs', configname='epochs', + logstring='Parameter --epochs detected ... ' + 'Will run Hyperopt with for {} epochs ...' + ) - if 'spaces' in self.args and self.args.spaces: - config.update({'spaces': self.args.spaces}) - logger.info('Parameter -s/--spaces detected: %s', config.get('spaces')) + self._args_to_config(config, argname='spaces', configname='spaces', + logstring='Parameter -s/--spaces detected: {}') - if 'print_all' in self.args and self.args.print_all: - config.update({'print_all': self.args.print_all}) - logger.info('Parameter --print-all detected: %s', config.get('print_all')) + self._args_to_config(config, argname='print_all', configname='print_all', + logstring='Parameter --print-all detected ...') - if 'hyperopt_jobs' in self.args and self.args.hyperopt_jobs: - config.update({'hyperopt_jobs': self.args.hyperopt_jobs}) - logger.info('Parameter -j/--job-workers detected: %s', config.get('hyperopt_jobs')) + self._args_to_config(config, argname='hyperopt_jobs', configname='hyperopt_jobs', + logstring='Parameter -j/--job-workers detected: {}') - if 'refresh_pairs' in self.args and self.args.refresh_pairs: - config.update({'refresh_pairs': True}) - logger.info('Parameter -r/--refresh-pairs-cached detected ...') + self._args_to_config(config, argname='refresh_pairs', configname='refresh_pairs', + logstring='Parameter -r/--refresh-pairs-cached detected ...') - if 'hyperopt_random_state' in self.args and self.args.hyperopt_random_state is not None: - config.update({'hyperopt_random_state': self.args.hyperopt_random_state}) - logger.info("Parameter --random-state detected: %s", - config.get('hyperopt_random_state')) + self._args_to_config(config, argname='hyperopt_random_state', + configname='hyperopt_random_state', + logstring='Parameter --random-state detected: {}') return config From a0413b5d910e22fbb1a168cb7949c7a6a176b27d Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 21:12:23 +0200 Subject: [PATCH 058/417] Only log one message per call --- freqtrade/tests/optimize/test_hyperopt.py | 5 +++-- freqtrade/tests/test_configuration.py | 4 ++-- 2 files changed, 5 insertions(+), 4 deletions(-) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 063d0e791..d45f806e5 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -137,7 +137,8 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo ) assert 'epochs' in config - assert log_has('Parameter --epochs detected ...', caplog.record_tuples) + assert log_has('Parameter --epochs detected ... Will run Hyperopt with for 1000 epochs ...', + caplog.record_tuples) assert 'spaces' in config assert log_has( @@ -145,7 +146,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo caplog.record_tuples ) assert 'print_all' in config - assert log_has('Parameter --print-all detected: True', caplog.record_tuples) + assert log_has('Parameter --print-all detected ...', caplog.record_tuples) def test_hyperoptresolver(mocker, default_conf, caplog) -> None: diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index 09041dd3d..663b4fbad 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -463,8 +463,8 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None: assert 'epochs' in config assert int(config['epochs']) == 10 - assert log_has('Parameter --epochs detected ...', caplog.record_tuples) - assert log_has('Will run Hyperopt with for 10 epochs ...', caplog.record_tuples) + assert log_has('Parameter --epochs detected ... Will run Hyperopt with for 10 epochs ...', + caplog.record_tuples) assert 'spaces' in config assert config['spaces'] == ['all'] From ca3b8ef2e7f1c9d745187bcbc59c4ae6dfc343b3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 21:13:57 +0200 Subject: [PATCH 059/417] Remove duplicate argument --- freqtrade/configuration.py | 43 +++++++++++++++++++------------------- 1 file changed, 21 insertions(+), 22 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 2b9b02630..5d4b1b9af 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -216,7 +216,7 @@ class Configuration(object): logger.info(f'Created data directory: {datadir}') return datadir - def _args_to_config(self, config, argname, configname, logstring, logfun=None) -> None: + def _args_to_config(self, config, argname, logstring, logfun=None) -> None: """ logfun is applied to the configuration entry before passing that entry to the log string using .format(). @@ -224,11 +224,11 @@ class Configuration(object): """ if argname in self.args and getattr(self.args, argname): - config.update({configname: getattr(self.args, argname)}) + config.update({argname: getattr(self.args, argname)}) if logfun: - logger.info(logstring.format(logfun(config[configname]))) + logger.info(logstring.format(logfun(config[argname]))) else: - logger.info(logstring.format(config[configname])) + logger.info(logstring.format(config[argname])) def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]: """ @@ -242,10 +242,10 @@ class Configuration(object): logger.info('Parameter -i/--ticker-interval detected ...') logger.info('Using ticker_interval: %s ...', config.get('ticker_interval')) - self._args_to_config(config, argname='live', configname='live', + self._args_to_config(config, argname='live', logstring='Parameter -l/--live detected ...') - self._args_to_config(config, argname='position_stacking', configname='position_stacking', + self._args_to_config(config, argname='position_stacking', logstring='Parameter --enable-position-stacking detected ...') if 'use_max_market_positions' in self.args and not self.args.use_max_market_positions: @@ -259,11 +259,11 @@ class Configuration(object): else: logger.info('Using max_open_trades: %s ...', config.get('max_open_trades')) - self._args_to_config(config, argname='stake_amount', configname='stake_amount', + self._args_to_config(config, argname='stake_amount', logstring='Parameter --stake_amount detected, ' 'overriding stake_amount to: {} ...') - self._args_to_config(config, argname='timerange', configname='timerange', + self._args_to_config(config, argname='timerange', logstring='Parameter --timerange detected: {} ...') if 'datadir' in self.args and self.args.datadir: @@ -272,19 +272,19 @@ class Configuration(object): config.update({'datadir': self._create_datadir(config, None)}) logger.info('Using data folder: %s ...', config.get('datadir')) - self._args_to_config(config, argname='refresh_pairs', configname='refresh_pairs', + self._args_to_config(config, argname='refresh_pairs', logstring='Parameter -r/--refresh-pairs-cached detected ...') - self._args_to_config(config, argname='strategy_list', configname='strategy_list', + self._args_to_config(config, argname='strategy_list', logstring='Using strategy list of {} Strategies', logfun=len) - self._args_to_config(config, argname='ticker_interval', configname='ticker_interval', + self._args_to_config(config, argname='ticker_interval', logstring='Overriding ticker interval with Command line argument') - self._args_to_config(config, argname='export', configname='export', + self._args_to_config(config, argname='export', logstring='Parameter --export detected: {} ...') - self._args_to_config(config, argname='exportfilename', configname='exportfilename', + self._args_to_config(config, argname='exportfilename', logstring='Storing backtest results to {} ...') return config @@ -295,7 +295,7 @@ class Configuration(object): :return: configuration as dictionary """ - self._args_to_config(config, argname='timerange', configname='timerange', + self._args_to_config(config, argname='timerange', logstring='Parameter --timerange detected: {} ...') if 'stoploss_range' in self.args and self.args.stoploss_range: @@ -305,7 +305,7 @@ class Configuration(object): config['edge'].update({'stoploss_range_step': txt_range[2]}) logger.info('Parameter --stoplosses detected: %s ...', self.args.stoploss_range) - self._args_to_config(config, argname='refresh_pairs', configname='refresh_pairs', + self._args_to_config(config, argname='refresh_pairs', logstring='Parameter -r/--refresh-pairs-cached detected ...') return config @@ -316,28 +316,27 @@ class Configuration(object): :return: configuration as dictionary """ - self._args_to_config(config, argname='hyperopt', configname='hyperopt', + self._args_to_config(config, argname='hyperopt', logstring='Using Hyperopt file {}') - self._args_to_config(config, argname='epochs', configname='epochs', + self._args_to_config(config, argname='epochs', logstring='Parameter --epochs detected ... ' 'Will run Hyperopt with for {} epochs ...' ) - self._args_to_config(config, argname='spaces', configname='spaces', + self._args_to_config(config, argname='spaces', logstring='Parameter -s/--spaces detected: {}') - self._args_to_config(config, argname='print_all', configname='print_all', + self._args_to_config(config, argname='print_all', logstring='Parameter --print-all detected ...') - self._args_to_config(config, argname='hyperopt_jobs', configname='hyperopt_jobs', + self._args_to_config(config, argname='hyperopt_jobs', logstring='Parameter -j/--job-workers detected: {}') - self._args_to_config(config, argname='refresh_pairs', configname='refresh_pairs', + self._args_to_config(config, argname='refresh_pairs', logstring='Parameter -r/--refresh-pairs-cached detected ...') self._args_to_config(config, argname='hyperopt_random_state', - configname='hyperopt_random_state', logstring='Parameter --random-state detected: {}') return config From 87329c689d3345354dd49d6676edb8503eac9998 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 21:24:00 +0200 Subject: [PATCH 060/417] Change ticker_interval too --- freqtrade/configuration.py | 7 +++---- freqtrade/tests/optimize/test_backtesting.py | 17 ++++++----------- freqtrade/tests/optimize/test_edge_cli.py | 18 ++++++++---------- freqtrade/tests/optimize/test_hyperopt.py | 11 ++++------- freqtrade/tests/test_configuration.py | 14 ++++---------- 5 files changed, 25 insertions(+), 42 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 5d4b1b9af..eea0bf5ae 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -237,10 +237,9 @@ class Configuration(object): """ # This will override the strategy configuration - if 'ticker_interval' in self.args and self.args.ticker_interval: - config.update({'ticker_interval': self.args.ticker_interval}) - logger.info('Parameter -i/--ticker-interval detected ...') - logger.info('Using ticker_interval: %s ...', config.get('ticker_interval')) + self._args_to_config(config, argname='ticker_interval', + logstring='Parameter -i/--ticker-interval detected ... ' + 'Using ticker_interval: {} ...') self._args_to_config(config, argname='live', logstring='Parameter -l/--live detected ...') diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index af0b07d6f..281ce2bfe 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -23,7 +23,7 @@ from freqtrade.optimize.backtesting import (Backtesting, setup_configuration, from freqtrade.state import RunMode from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.strategy.interface import SellType -from freqtrade.tests.conftest import log_has, patch_exchange +from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange def get_args(args) -> List[str]: @@ -190,7 +190,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> caplog.record_tuples ) assert 'ticker_interval' in config - assert not log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) + assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog.record_tuples) assert 'live' not in config assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples) @@ -242,11 +242,8 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) -> caplog.record_tuples ) assert 'ticker_interval' in config - assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) - assert log_has( - 'Using ticker_interval: 1m ...', - caplog.record_tuples - ) + assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', + caplog.record_tuples) assert 'live' in config assert log_has('Parameter -l/--live detected ...', caplog.record_tuples) @@ -853,8 +850,7 @@ def test_backtest_start_live(default_conf, mocker, caplog): start(args) # check the logs, that will contain the backtest result exists = [ - 'Parameter -i/--ticker-interval detected ...', - 'Using ticker_interval: 1m ...', + 'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', 'Parameter -l/--live detected ...', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...', 'Parameter --timerange detected: -100 ...', @@ -912,8 +908,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog): # check the logs, that will contain the backtest result exists = [ - 'Parameter -i/--ticker-interval detected ...', - 'Using ticker_interval: 1m ...', + 'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', 'Parameter -l/--live detected ...', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...', 'Parameter --timerange detected: -100 ...', diff --git a/freqtrade/tests/optimize/test_edge_cli.py b/freqtrade/tests/optimize/test_edge_cli.py index a58620139..488d552c8 100644 --- a/freqtrade/tests/optimize/test_edge_cli.py +++ b/freqtrade/tests/optimize/test_edge_cli.py @@ -1,14 +1,15 @@ # pragma pylint: disable=missing-docstring, C0103, C0330 # pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments -from unittest.mock import MagicMock import json from typing import List -from freqtrade.edge import PairInfo +from unittest.mock import MagicMock + from freqtrade.arguments import Arguments -from freqtrade.optimize.edge_cli import (EdgeCli, setup_configuration, start) +from freqtrade.edge import PairInfo +from freqtrade.optimize.edge_cli import EdgeCli, setup_configuration, start from freqtrade.state import RunMode -from freqtrade.tests.conftest import log_has, patch_exchange +from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange def get_args(args) -> List[str]: @@ -40,7 +41,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> caplog.record_tuples ) assert 'ticker_interval' in config - assert not log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) + assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog.record_tuples) assert 'refresh_pairs' not in config assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples) @@ -79,11 +80,8 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N caplog.record_tuples ) assert 'ticker_interval' in config - assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) - assert log_has( - 'Using ticker_interval: 1m ...', - caplog.record_tuples - ) + assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', + caplog.record_tuples) assert 'refresh_pairs' in config assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index d45f806e5..aa3381e95 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -14,7 +14,7 @@ from freqtrade.optimize.hyperopt import Hyperopt, start, setup_configuration from freqtrade.optimize.default_hyperopt import DefaultHyperOpts from freqtrade.resolvers import StrategyResolver, HyperOptResolver from freqtrade.state import RunMode -from freqtrade.tests.conftest import log_has, patch_exchange +from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange from freqtrade.tests.optimize.test_backtesting import get_args @@ -64,7 +64,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca caplog.record_tuples ) assert 'ticker_interval' in config - assert not log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) + assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog.record_tuples) assert 'live' not in config assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples) @@ -114,11 +114,8 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo caplog.record_tuples ) assert 'ticker_interval' in config - assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) - assert log_has( - 'Using ticker_interval: 1m ...', - caplog.record_tuples - ) + assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', + caplog.record_tuples) assert 'position_stacking' in config assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples) diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index 663b4fbad..aee0dfadd 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -360,11 +360,8 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non caplog.record_tuples ) assert 'ticker_interval' in config - assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) - assert log_has( - 'Using ticker_interval: 1m ...', - caplog.record_tuples - ) + assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', + caplog.record_tuples) assert 'live' in config assert log_has('Parameter -l/--live detected ...', caplog.record_tuples) @@ -425,11 +422,8 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non caplog.record_tuples ) assert 'ticker_interval' in config - assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) - assert log_has( - 'Using ticker_interval: 1m ...', - caplog.record_tuples - ) + assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', + caplog.record_tuples) assert 'strategy_list' in config assert log_has('Using strategy list of 2 Strategies', caplog.record_tuples) From 86313b337a6edb075066ea120d63a93a7219ce39 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 21:27:32 +0200 Subject: [PATCH 061/417] Combine optimize configurations, eliminate duplicates --- freqtrade/configuration.py | 42 ++++++-------------------------------- 1 file changed, 6 insertions(+), 36 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index eea0bf5ae..062c877ec 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -95,14 +95,8 @@ class Configuration(object): # Load Common configuration config = self._load_common_config(config) - # Load Backtesting - config = self._load_backtesting_config(config) - - # Load Edge - config = self._load_edge_config(config) - - # Load Hyperopt - config = self._load_hyperopt_config(config) + # Load Optimize configurations + config = self._load_optimize_config(config) # Set runmode if not self.runmode: @@ -230,9 +224,9 @@ class Configuration(object): else: logger.info(logstring.format(config[argname])) - def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]: + def _load_optimize_config(self, config: Dict[str, Any]) -> Dict[str, Any]: """ - Extract information for sys.argv and load Backtesting configuration + Extract information for sys.argv and load Optimize configuration :return: configuration as dictionary """ @@ -286,17 +280,7 @@ class Configuration(object): self._args_to_config(config, argname='exportfilename', logstring='Storing backtest results to {} ...') - return config - - def _load_edge_config(self, config: Dict[str, Any]) -> Dict[str, Any]: - """ - Extract information for sys.argv and load Edge configuration - :return: configuration as dictionary - """ - - self._args_to_config(config, argname='timerange', - logstring='Parameter --timerange detected: {} ...') - + # Edge section: if 'stoploss_range' in self.args and self.args.stoploss_range: txt_range = eval(self.args.stoploss_range) config['edge'].update({'stoploss_range_min': txt_range[0]}) @@ -304,17 +288,7 @@ class Configuration(object): config['edge'].update({'stoploss_range_step': txt_range[2]}) logger.info('Parameter --stoplosses detected: %s ...', self.args.stoploss_range) - self._args_to_config(config, argname='refresh_pairs', - logstring='Parameter -r/--refresh-pairs-cached detected ...') - - return config - - def _load_hyperopt_config(self, config: Dict[str, Any]) -> Dict[str, Any]: - """ - Extract information for sys.argv and load Hyperopt configuration - :return: configuration as dictionary - """ - + # Hyperopt section self._args_to_config(config, argname='hyperopt', logstring='Using Hyperopt file {}') @@ -332,12 +306,8 @@ class Configuration(object): self._args_to_config(config, argname='hyperopt_jobs', logstring='Parameter -j/--job-workers detected: {}') - self._args_to_config(config, argname='refresh_pairs', - logstring='Parameter -r/--refresh-pairs-cached detected ...') - self._args_to_config(config, argname='hyperopt_random_state', logstring='Parameter --random-state detected: {}') - return config def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]: From b4630c403d2aa88f1be79b80ec9510006a18e388 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 21:32:33 +0200 Subject: [PATCH 062/417] Add typehints --- freqtrade/configuration.py | 16 ++++++++++------ 1 file changed, 10 insertions(+), 6 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 062c877ec..0eb773eb5 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -7,7 +7,7 @@ import os import sys from argparse import Namespace from logging.handlers import RotatingFileHandler -from typing import Any, Dict, List, Optional +from typing import Any, Callable, Dict, List, Optional from jsonschema import Draft4Validator, validators from jsonschema.exceptions import ValidationError, best_match @@ -17,7 +17,6 @@ from freqtrade.exchange import is_exchange_supported, supported_exchanges from freqtrade.misc import deep_merge_dicts from freqtrade.state import RunMode - logger = logging.getLogger(__name__) @@ -210,11 +209,16 @@ class Configuration(object): logger.info(f'Created data directory: {datadir}') return datadir - def _args_to_config(self, config, argname, logstring, logfun=None) -> None: + def _args_to_config(self, config: Dict[str, Any], argname: str, + logstring: str, logfun=Optional[Callable]) -> None: """ - logfun is applied to the configuration entry before passing - that entry to the log string using .format(). - sample: logfun=len (prints the length of the found configuration instead of the content) + :param config: Configuration dictionary + :param argname: Argumentname in self.args - will be copied to config dict. + :param logstring: Logging String + :param logfun: logfun is applied to the configuration entry before passing + that entry to the log string using .format(). + sample: logfun=len (prints the length of the found + configuration instead of the content) """ if argname in self.args and getattr(self.args, argname): From 65dcb6acea016a1248480e8eb262b89e1579695d Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 21:56:24 +0200 Subject: [PATCH 063/417] Catch errors on reload_markets --- freqtrade/exchange/exchange.py | 7 +++++-- freqtrade/tests/exchange/test_exchange.py | 14 ++++++++++++++ 2 files changed, 19 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 94673fdc3..475baad67 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -222,8 +222,11 @@ class Exchange(object): > arrow.utcnow().timestamp): return None logger.debug("Performing scheduled market reload..") - self._api.load_markets(reload=True) - self._last_markets_refresh = arrow.utcnow().timestamp + try: + self._api.load_markets(reload=True) + self._last_markets_refresh = arrow.utcnow().timestamp + except ccxt.NetworkError: + logger.exception("Could not reload markets.") def validate_pairs(self, pairs: List[str]) -> None: """ diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py index 9e471d551..924ed538f 100644 --- a/freqtrade/tests/exchange/test_exchange.py +++ b/freqtrade/tests/exchange/test_exchange.py @@ -301,6 +301,20 @@ def test__reload_markets(default_conf, mocker, caplog): assert log_has('Performing scheduled market reload..', caplog.record_tuples) +def test__reload_markets_exception(default_conf, mocker, caplog): + caplog.set_level(logging.DEBUG) + + api_mock = MagicMock() + api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError) + default_conf['exchange']['markets_refresh_interval'] = 10 + exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance") + + # less than 10 minutes have passed, no reload + exchange._reload_markets() + assert exchange._last_markets_refresh == 0 + assert log_has_re(r"Could not reload markets.*", caplog.record_tuples) + + def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs directly api_mock = MagicMock() type(api_mock).markets = PropertyMock(return_value={ From 22eb6cb5fa181e7fd1b2d64cdd53ccfc23a41325 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 22:08:56 +0200 Subject: [PATCH 064/417] Fix typo in args_to_config --- freqtrade/configuration.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 0eb773eb5..54862ff70 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -210,7 +210,7 @@ class Configuration(object): return datadir def _args_to_config(self, config: Dict[str, Any], argname: str, - logstring: str, logfun=Optional[Callable]) -> None: + logstring: str, logfun: Optional[Callable] = None) -> None: """ :param config: Configuration dictionary :param argname: Argumentname in self.args - will be copied to config dict. From 45ecbc91e8c0d47398e2c20463f84befd64bb2b7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Apr 2019 22:20:05 +0200 Subject: [PATCH 065/417] Use BaseError, not NetworkError in exception handler --- freqtrade/exchange/exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 475baad67..66857a7a5 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -225,7 +225,7 @@ class Exchange(object): try: self._api.load_markets(reload=True) self._last_markets_refresh = arrow.utcnow().timestamp - except ccxt.NetworkError: + except ccxt.BaseError: logger.exception("Could not reload markets.") def validate_pairs(self, pairs: List[str]) -> None: From ea44bbff9fcd7cfab7d4907bc1d172b37c7eab25 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 25 Apr 2019 11:11:04 +0300 Subject: [PATCH 066/417] prevent hyperopt from running simultaneously --- freqtrade/optimize/hyperopt.py | 33 +++++++++++++++++++++++++++------ requirements-pi.txt | 1 + 2 files changed, 28 insertions(+), 6 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index de2ab8a8a..52821d93b 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -14,6 +14,7 @@ from pathlib import Path from pprint import pprint from typing import Any, Dict, List +from filelock import Timeout, FileLock from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count from pandas import DataFrame from skopt import Optimizer @@ -28,10 +29,14 @@ from freqtrade.optimize.backtesting import Backtesting from freqtrade.state import RunMode from freqtrade.resolvers import HyperOptResolver + logger = logging.getLogger(__name__) + MAX_LOSS = 100000 # just a big enough number to be bad result in loss optimization TICKERDATA_PICKLE = os.path.join('user_data', 'hyperopt_tickerdata.pkl') +TRIALSDATA_PICKLE = os.path.join('user_data', 'hyperopt_results.pickle') +HYPEROPT_LOCKFILE = os.path.join('user_data', 'hyperopt.lock') class Hyperopt(Backtesting): @@ -63,7 +68,7 @@ class Hyperopt(Backtesting): self.expected_max_profit = 3.0 # Previous evaluations - self.trials_file = os.path.join('user_data', 'hyperopt_results.pickle') + self.trials_file = TRIALSDATA_PICKLE self.trials: List = [] def get_args(self, params): @@ -343,9 +348,25 @@ def start(args: Namespace) -> None: logger.info('Starting freqtrade in Hyperopt mode') - # Remove noisy log messages - logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING) + lock = FileLock(HYPEROPT_LOCKFILE) - # Initialize backtesting object - hyperopt = Hyperopt(config) - hyperopt.start() + try: + with lock.acquire(timeout=1): + + # Remove noisy log messages + logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING) + logging.getLogger('filelock').setLevel(logging.WARNING) + + # Initialize backtesting object + hyperopt = Hyperopt(config) + hyperopt.start() + + except Timeout: + logger.info("Another running instance of freqtrade Hyperopt detected.") + logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. " + "Hyperopt module is resource hungry. Please run your Hyperopts sequentially " + "or on separate machines.") + logger.info("Quitting now.") + # TODO: return False here in order to help freqtrade to exit + # with non-zero exit code... + # Same in Edge and Backtesting start() functions. diff --git a/requirements-pi.txt b/requirements-pi.txt index 672ab9767..05de03e5f 100644 --- a/requirements-pi.txt +++ b/requirements-pi.txt @@ -17,6 +17,7 @@ coinmarketcap==5.0.3 # Required for hyperopt scikit-optimize==0.5.2 +filelock==3.0.10 # find first, C search in arrays py_find_1st==1.1.3 From eaf5547b8802aeabde208f12ed62b2b002a1ac18 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Fri, 26 Apr 2019 12:42:07 +0000 Subject: [PATCH 067/417] Update ccxt from 1.18.489 to 1.18.491 --- requirements-pi.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-pi.txt b/requirements-pi.txt index 672ab9767..c121d8cc9 100644 --- a/requirements-pi.txt +++ b/requirements-pi.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.489 +ccxt==1.18.491 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From bf2a39b76da9d0c0ff99e7efdc79257f79d6ffa6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 19:50:18 +0200 Subject: [PATCH 068/417] Fix add requirements-pi.txt in dockerfile earlier Avoids docker-build failure --- Dockerfile | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Dockerfile b/Dockerfile index e36766530..202989e43 100644 --- a/Dockerfile +++ b/Dockerfile @@ -16,7 +16,7 @@ RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib* ENV LD_LIBRARY_PATH /usr/local/lib # Install dependencies -COPY requirements.txt /freqtrade/ +COPY requirements.txt requirements-pi.txt /freqtrade/ RUN pip install numpy --no-cache-dir \ && pip install -r requirements.txt --no-cache-dir From 99b08fbd13efef4645045556f2e33e143cada380 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 19:51:24 +0200 Subject: [PATCH 069/417] Remove unused Hyperopt test lines --- freqtrade/tests/optimize/test_hyperopt.py | 10 ++++------ 1 file changed, 4 insertions(+), 6 deletions(-) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 063d0e791..a777f93a8 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -1,7 +1,7 @@ # pragma pylint: disable=missing-docstring,W0212,C0103 -from datetime import datetime import json import os +from datetime import datetime from unittest.mock import MagicMock import pandas as pd @@ -10,9 +10,10 @@ import pytest from freqtrade import DependencyException from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.history import load_tickerdata_file -from freqtrade.optimize.hyperopt import Hyperopt, start, setup_configuration from freqtrade.optimize.default_hyperopt import DefaultHyperOpts -from freqtrade.resolvers import StrategyResolver, HyperOptResolver +from freqtrade.optimize.hyperopt import (HYPEROPT_LOCKFILE, Hyperopt, + setup_configuration, start) +from freqtrade.resolvers import HyperOptResolver from freqtrade.state import RunMode from freqtrade.tests.conftest import log_has, patch_exchange from freqtrade.tests.optimize.test_backtesting import get_args @@ -185,7 +186,6 @@ def test_start(mocker, default_conf, caplog) -> None: '--epochs', '5' ] args = get_args(args) - StrategyResolver({'strategy': 'DefaultStrategy'}) start(args) import pprint @@ -214,7 +214,6 @@ def test_start_failure(mocker, default_conf, caplog) -> None: '--epochs', '5' ] args = get_args(args) - StrategyResolver({'strategy': 'DefaultStrategy'}) with pytest.raises(DependencyException): start(args) assert log_has( @@ -224,7 +223,6 @@ def test_start_failure(mocker, default_conf, caplog) -> None: def test_loss_calculation_prefer_correct_trade_count(hyperopt) -> None: - StrategyResolver({'strategy': 'DefaultStrategy'}) correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20) over = hyperopt.calculate_loss(1, hyperopt.target_trades + 100, 20) From dc12cacd50114394950d195d0ab33b6785c6c507 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 19:57:09 +0200 Subject: [PATCH 070/417] Rename requirements-pi to requirements.common --- .pyup.yml | 2 +- Dockerfile | 2 +- Dockerfile.pi | 4 ++-- docs/installation.md | 2 +- requirements-pi.txt => requirements-common.txt | 0 requirements.txt | 2 +- 6 files changed, 6 insertions(+), 6 deletions(-) rename requirements-pi.txt => requirements-common.txt (100%) diff --git a/.pyup.yml b/.pyup.yml index 462ae5783..3494a3fd3 100644 --- a/.pyup.yml +++ b/.pyup.yml @@ -22,7 +22,7 @@ requirements: - requirements.txt - requirements-dev.txt - requirements-plot.txt - - requirements-pi.txt + - requirements-common.txt # configure the branch prefix the bot is using diff --git a/Dockerfile b/Dockerfile index 202989e43..7a0298719 100644 --- a/Dockerfile +++ b/Dockerfile @@ -16,7 +16,7 @@ RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib* ENV LD_LIBRARY_PATH /usr/local/lib # Install dependencies -COPY requirements.txt requirements-pi.txt /freqtrade/ +COPY requirements.txt requirements-common.txt /freqtrade/ RUN pip install numpy --no-cache-dir \ && pip install -r requirements.txt --no-cache-dir diff --git a/Dockerfile.pi b/Dockerfile.pi index 5184e2d37..1b9c4c579 100644 --- a/Dockerfile.pi +++ b/Dockerfile.pi @@ -27,9 +27,9 @@ RUN wget https://github.com/jjhelmus/berryconda/releases/download/v2.0.0/Berryco && rm Berryconda3-2.0.0-Linux-armv7l.sh # Install dependencies -COPY requirements-pi.txt /freqtrade/ +COPY requirements-common.txt /freqtrade/ RUN ~/berryconda3/bin/conda install -y numpy pandas scipy \ - && ~/berryconda3/bin/pip install -r requirements-pi.txt --no-cache-dir + && ~/berryconda3/bin/pip install -r requirements-common.txt --no-cache-dir # Install and execute COPY . /freqtrade/ diff --git a/docs/installation.md b/docs/installation.md index 23a6cbd23..7060d7b39 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -326,7 +326,7 @@ conda activate freqtrade conda install scipy pandas numpy sudo apt install libffi-dev -python3 -m pip install -r requirements-pi.txt +python3 -m pip install -r requirements-common.txt python3 -m pip install -e . ``` diff --git a/requirements-pi.txt b/requirements-common.txt similarity index 100% rename from requirements-pi.txt rename to requirements-common.txt diff --git a/requirements.txt b/requirements.txt index 4c2376078..78585f8f5 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,5 +1,5 @@ # Load common requirements --r requirements-pi.txt +-r requirements-common.txt numpy==1.16.3 pandas==0.24.2 From 40c02073776418614e8c223bbdaf2456beccebb8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 19:59:05 +0200 Subject: [PATCH 071/417] revert erroneous refactor --- freqtrade/tests/optimize/test_hyperopt.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index a777f93a8..21db63636 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -11,8 +11,7 @@ from freqtrade import DependencyException from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.history import load_tickerdata_file from freqtrade.optimize.default_hyperopt import DefaultHyperOpts -from freqtrade.optimize.hyperopt import (HYPEROPT_LOCKFILE, Hyperopt, - setup_configuration, start) +from freqtrade.optimize.hyperopt import Hyperopt, setup_configuration, start from freqtrade.resolvers import HyperOptResolver from freqtrade.state import RunMode from freqtrade.tests.conftest import log_has, patch_exchange From 21b31f11b8d3e87eceab3f9973316711ffc81c64 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Sat, 27 Apr 2019 12:42:05 +0000 Subject: [PATCH 072/417] Update ccxt from 1.18.491 to 1.18.492 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index c121d8cc9..51bc88480 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.491 +ccxt==1.18.492 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 59bd081e92cd4fdfef54e119a9a823205e1554c6 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 29 Apr 2019 12:42:12 +0000 Subject: [PATCH 073/417] Update ccxt from 1.18.492 to 1.18.493 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 51bc88480..71680cc7b 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.492 +ccxt==1.18.493 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From f71eda1c2f90b26ccbbbb5b6cd1cae71a5055ff6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 30 Apr 2019 06:23:14 +0200 Subject: [PATCH 074/417] Have forcesell return a result --- freqtrade/rpc/rpc.py | 5 +++-- freqtrade/rpc/telegram.py | 4 +++- 2 files changed, 6 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index aac419fe1..007b7686d 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -346,7 +346,7 @@ class RPC(object): return {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} - def _rpc_forcesell(self, trade_id) -> None: + def _rpc_forcesell(self, trade_id) -> Dict[str, str]: """ Handler for forcesell . Sells the given trade at current price @@ -386,7 +386,7 @@ class RPC(object): for trade in Trade.get_open_trades(): _exec_forcesell(trade) Trade.session.flush() - return + return {'result': 'Created sell orders for all open trades.'} # Query for trade trade = Trade.query.filter( @@ -401,6 +401,7 @@ class RPC(object): _exec_forcesell(trade) Trade.session.flush() + return {'result': f'Created sell orders for trade {trade_id}.'} def _rpc_forcebuy(self, pair: str, price: Optional[float]) -> Optional[Trade]: """ diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index c61193d29..dc0bad2b2 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -413,7 +413,9 @@ class Telegram(RPC): trade_id = update.message.text.replace('/forcesell', '').strip() try: - self._rpc_forcesell(trade_id) + msg = self._rpc_forcesell(trade_id) + self._send_msg('Forcesell Result: `{result}`'.format(**msg), bot=bot) + except RPCException as e: self._send_msg(str(e), bot=bot) From 91642b2bd9608b5edee8fe9253278163ac1a885f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 30 Apr 2019 06:25:02 +0200 Subject: [PATCH 075/417] Add tsts for forcesell-answers --- freqtrade/tests/rpc/test_rpc.py | 15 ++++++++++----- 1 file changed, 10 insertions(+), 5 deletions(-) diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py index 25d1109b2..e1feffec8 100644 --- a/freqtrade/tests/rpc/test_rpc.py +++ b/freqtrade/tests/rpc/test_rpc.py @@ -463,12 +463,15 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None: with pytest.raises(RPCException, match=r'.*invalid argument*'): rpc._rpc_forcesell(None) - rpc._rpc_forcesell('all') + msg = rpc._rpc_forcesell('all') + assert msg == {'result': 'Created sell orders for all open trades.'} freqtradebot.create_trade() - rpc._rpc_forcesell('all') + msg = rpc._rpc_forcesell('all') + assert msg == {'result': 'Created sell orders for all open trades.'} - rpc._rpc_forcesell('1') + msg = rpc._rpc_forcesell('1') + assert msg == {'result': 'Created sell orders for trade 1.'} freqtradebot.state = State.STOPPED with pytest.raises(RPCException, match=r'.*trader is not running*'): @@ -511,7 +514,8 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None: } ) # check that the trade is called, which is done by ensuring exchange.cancel_order is called - rpc._rpc_forcesell('2') + msg = rpc._rpc_forcesell('2') + assert msg == {'result': 'Created sell orders for trade 2.'} assert cancel_order_mock.call_count == 2 assert trade.amount == amount @@ -525,7 +529,8 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None: 'side': 'sell' } ) - rpc._rpc_forcesell('3') + msg = rpc._rpc_forcesell('3') + assert msg == {'result': 'Created sell orders for trade 3.'} # status quo, no exchange calls assert cancel_order_mock.call_count == 2 From 537c03504f62c5f59a59fd11b912470ae58a4e96 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 30 Apr 2019 10:29:49 +0300 Subject: [PATCH 076/417] fix #1810 --- freqtrade/worker.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/worker.py b/freqtrade/worker.py index c7afe5c97..60c069e11 100755 --- a/freqtrade/worker.py +++ b/freqtrade/worker.py @@ -71,7 +71,7 @@ class Worker(object): while True: state = self._worker(old_state=state) if state == State.RELOAD_CONF: - self.freqtrade = self._reconfigure() + self._reconfigure() def _worker(self, old_state: State, throttle_secs: Optional[float] = None) -> State: """ From 615067973657a459de85c00f069c647986d8a761 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Tue, 30 Apr 2019 12:42:06 +0000 Subject: [PATCH 077/417] Update ccxt from 1.18.493 to 1.18.496 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 71680cc7b..e91b47d2f 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.493 +ccxt==1.18.496 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 5665426e6ba752c29be6dd9230c91ab08c4046c5 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 30 Apr 2019 19:47:55 +0300 Subject: [PATCH 078/417] better type hints in worker --- freqtrade/worker.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/worker.py b/freqtrade/worker.py index 60c069e11..19a570505 100755 --- a/freqtrade/worker.py +++ b/freqtrade/worker.py @@ -39,7 +39,7 @@ class Worker(object): logger.debug("sd_notify: READY=1") self._sd_notify.notify("READY=1") - def _init(self, reconfig: bool): + def _init(self, reconfig: bool) -> None: """ Also called from the _reconfigure() method (with reconfig=True). """ @@ -63,17 +63,17 @@ class Worker(object): return self.freqtrade.state @state.setter - def state(self, value: State): + def state(self, value: State) -> None: self.freqtrade.state = value - def run(self): + def run(self) -> None: state = None while True: state = self._worker(old_state=state) if state == State.RELOAD_CONF: self._reconfigure() - def _worker(self, old_state: State, throttle_secs: Optional[float] = None) -> State: + def _worker(self, old_state: Optional[State], throttle_secs: Optional[float] = None) -> State: """ Trading routine that must be run at each loop :param old_state: the previous service state from the previous call @@ -148,7 +148,7 @@ class Worker(object): # state_changed = True return state_changed - def _reconfigure(self): + def _reconfigure(self) -> None: """ Cleans up current freqtradebot instance, reloads the configuration and replaces it with the new instance @@ -174,7 +174,7 @@ class Worker(object): logger.debug("sd_notify: READY=1") self._sd_notify.notify("READY=1") - def exit(self): + def exit(self) -> None: # Tell systemd that we are exiting now if self._sd_notify: logger.debug("sd_notify: STOPPING=1") From b24bbb2cb107cb095dfc628106aac2d2c6cfaf8e Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 30 Apr 2019 19:32:03 +0200 Subject: [PATCH 079/417] Improve test for reload_conf with a "realistic" workflow --- freqtrade/tests/test_main.py | 23 +++++++++++++++-------- 1 file changed, 15 insertions(+), 8 deletions(-) diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index fc5d2e378..e4ffc5fae 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -7,10 +7,11 @@ import pytest from freqtrade import OperationalException from freqtrade.arguments import Arguments -from freqtrade.worker import Worker +from freqtrade.freqtradebot import FreqtradeBot from freqtrade.main import main from freqtrade.state import State from freqtrade.tests.conftest import log_has, patch_exchange +from freqtrade.worker import Worker def test_parse_args_backtesting(mocker) -> None: @@ -107,24 +108,30 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None: def test_main_reload_conf(mocker, default_conf, caplog) -> None: patch_exchange(mocker) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock()) - mocker.patch('freqtrade.worker.Worker._worker', MagicMock(return_value=State.RELOAD_CONF)) + # Simulate Running, reload, running workflow + worker_mock = MagicMock(side_effect=[State.RUNNING, + State.RELOAD_CONF, + State.RUNNING, + OperationalException("Oh snap!")]) + mocker.patch('freqtrade.worker.Worker._worker', worker_mock) mocker.patch( 'freqtrade.configuration.Configuration._load_config_file', lambda *args, **kwargs: default_conf ) + reconfigure_mock = mocker.patch('freqtrade.main.Worker._reconfigure', MagicMock()) + mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) - # Raise exception as side effect to avoid endless loop - reconfigure_mock = mocker.patch( - 'freqtrade.main.Worker._reconfigure', MagicMock(side_effect=Exception) - ) - + args = Arguments(['-c', 'config.json.example'], '').get_parsed_arg() + worker = Worker(args=args, config=default_conf) with pytest.raises(SystemExit): main(['-c', 'config.json.example']) - assert reconfigure_mock.call_count == 1 assert log_has('Using config: config.json.example ...', caplog.record_tuples) + assert worker_mock.call_count == 4 + assert reconfigure_mock.call_count == 1 + assert isinstance(worker.freqtrade, FreqtradeBot) def test_reconfigure(mocker, default_conf) -> None: From e7b81e4d46c4852769ff35be52644affac367fce Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 1 May 2019 15:27:58 +0300 Subject: [PATCH 080/417] hyperopt --min-trades parameter --- freqtrade/arguments.py | 9 +++++++++ freqtrade/configuration.py | 4 ++++ freqtrade/optimize/hyperopt.py | 6 +++++- 3 files changed, 18 insertions(+), 1 deletion(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 930342e5a..327915b61 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -325,6 +325,15 @@ class Arguments(object): type=Arguments.check_int_positive, metavar='INT', ) + parser.add_argument( + '--min-trades', + help="Set minimal desired number of trades for evaluations in the hyperopt " + "optimization path (default: 1).", + dest='hyperopt_min_trades', + default=1, + type=Arguments.check_int_positive, + metavar='INT', + ) def _build_subcommands(self) -> None: """ diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 54862ff70..c19580c36 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -312,6 +312,10 @@ class Configuration(object): self._args_to_config(config, argname='hyperopt_random_state', logstring='Parameter --random-state detected: {}') + + self._args_to_config(config, argname='hyperopt_min_trades', + logstring='Parameter --min-trades detected: {}') + return config def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]: diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 52821d93b..235a20156 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -204,7 +204,11 @@ class Hyperopt(Backtesting): trade_count = len(results.index) trade_duration = results.trade_duration.mean() - if trade_count == 0: + # If this evaluation contains too short small amount of trades + # to be interesting -- consider it as 'bad' (assign max. loss value) + # in order to cast this hyperspace point away from optimization + # path. We do not want to optimize 'hodl' strategies. + if trade_count < self.config['hyperopt_min_trades']: return { 'loss': MAX_LOSS, 'params': params, From 4cecf0463992e25059c85c3d76c7b2a37aa3251a Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Wed, 1 May 2019 14:43:05 +0200 Subject: [PATCH 081/417] Update ccxt from 1.18.496 to 1.18.497 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 70288fc45..6fa53153d 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.496 +ccxt==1.18.497 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 269699988b7586f964826c45cfce21e45683a5e8 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 1 May 2019 15:55:56 +0300 Subject: [PATCH 082/417] test adjusted --- freqtrade/tests/optimize/test_hyperopt.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index eb2506f00..8bd5ffd0b 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -410,6 +410,7 @@ def test_generate_optimizer(mocker, default_conf) -> None: default_conf.update({'config': 'config.json.example'}) default_conf.update({'timerange': None}) default_conf.update({'spaces': 'all'}) + default_conf.update({'hyperopt_min_trades': 1}) trades = [ ('POWR/BTC', 0.023117, 0.000233, 100) From 46214ce7cd690609bbd1c1c171e9b6a3e7a08306 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 May 2019 16:21:14 +0200 Subject: [PATCH 083/417] Fix typo after feedback --- freqtrade/rpc/rpc.py | 2 +- freqtrade/tests/rpc/test_rpc.py | 6 +++--- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 007b7686d..af384da45 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -401,7 +401,7 @@ class RPC(object): _exec_forcesell(trade) Trade.session.flush() - return {'result': f'Created sell orders for trade {trade_id}.'} + return {'result': f'Created sell order for trade {trade_id}.'} def _rpc_forcebuy(self, pair: str, price: Optional[float]) -> Optional[Trade]: """ diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py index e1feffec8..93de6ef89 100644 --- a/freqtrade/tests/rpc/test_rpc.py +++ b/freqtrade/tests/rpc/test_rpc.py @@ -471,7 +471,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None: assert msg == {'result': 'Created sell orders for all open trades.'} msg = rpc._rpc_forcesell('1') - assert msg == {'result': 'Created sell orders for trade 1.'} + assert msg == {'result': 'Created sell order for trade 1.'} freqtradebot.state = State.STOPPED with pytest.raises(RPCException, match=r'.*trader is not running*'): @@ -515,7 +515,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None: ) # check that the trade is called, which is done by ensuring exchange.cancel_order is called msg = rpc._rpc_forcesell('2') - assert msg == {'result': 'Created sell orders for trade 2.'} + assert msg == {'result': 'Created sell order for trade 2.'} assert cancel_order_mock.call_count == 2 assert trade.amount == amount @@ -530,7 +530,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None: } ) msg = rpc._rpc_forcesell('3') - assert msg == {'result': 'Created sell orders for trade 3.'} + assert msg == {'result': 'Created sell order for trade 3.'} # status quo, no exchange calls assert cancel_order_mock.call_count == 2 From 6c2301ec39b314c815f5d805283bdc44345cf293 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Thu, 2 May 2019 12:43:05 +0000 Subject: [PATCH 084/417] Update ccxt from 1.18.497 to 1.18.500 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 6fa53153d..fb05388de 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.497 +ccxt==1.18.500 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From dad55fe7a85b65fa4c80a44a48fcc7fed1e40a37 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Fri, 3 May 2019 12:43:08 +0000 Subject: [PATCH 085/417] Update ccxt from 1.18.500 to 1.18.502 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index fb05388de..9a8bb6141 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.500 +ccxt==1.18.502 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 32e4b0b1b2826cec22cef36901c51a1cc1fa3cef Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Fri, 3 May 2019 12:43:09 +0000 Subject: [PATCH 086/417] Update pytest-cov from 2.6.1 to 2.7.1 --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 123531f23..0c3dc9727 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,6 +7,6 @@ flake8-tidy-imports==2.0.0 pytest==4.4.1 pytest-mock==1.10.4 pytest-asyncio==0.10.0 -pytest-cov==2.6.1 +pytest-cov==2.7.1 coveralls==1.7.0 mypy==0.701 From 1be4c59481bf706211416f8a544635b3f35e7fbe Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 3 May 2019 16:48:07 +0300 Subject: [PATCH 087/417] qtpylib/indicators.py updated --- freqtrade/vendor/qtpylib/indicators.py | 205 ++++++++++++++----------- 1 file changed, 119 insertions(+), 86 deletions(-) diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py index 3866d36c1..d5860ff5f 100644 --- a/freqtrade/vendor/qtpylib/indicators.py +++ b/freqtrade/vendor/qtpylib/indicators.py @@ -4,13 +4,13 @@ # QTPyLib: Quantitative Trading Python Library # https://github.com/ranaroussi/qtpylib # -# Copyright 2016 Ran Aroussi +# Copyright 2016-2018 Ran Aroussi # -# Licensed under the GNU Lesser General Public License, v3.0 (the "License"); +# Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # -# https://www.gnu.org/licenses/lgpl-3.0.en.html +# http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, @@ -19,8 +19,8 @@ # limitations under the License. # -import sys import warnings +import sys from datetime import datetime, timedelta import numpy as np @@ -62,19 +62,20 @@ def numpy_rolling_series(func): @numpy_rolling_series def numpy_rolling_mean(data, window, as_source=False): - return np.mean(numpy_rolling_window(data, window), -1) + return np.mean(numpy_rolling_window(data, window), axis=-1) @numpy_rolling_series def numpy_rolling_std(data, window, as_source=False): - return np.std(numpy_rolling_window(data, window), -1) + return np.std(numpy_rolling_window(data, window), axis=-1, ddof=1) + # --------------------------------------------- def session(df, start='17:00', end='16:00'): """ remove previous globex day from df """ - if len(df) == 0: + if df.empty: return df # get start/end/now as decimals @@ -103,47 +104,50 @@ def session(df, start='17:00', end='16:00'): return df.copy() - # --------------------------------------------- + def heikinashi(bars): bars = bars.copy() bars['ha_close'] = (bars['open'] + bars['high'] + bars['low'] + bars['close']) / 4 - bars['ha_open'] = (bars['open'].shift(1) + bars['close'].shift(1)) / 2 - bars.loc[:1, 'ha_open'] = bars['open'].values[0] - for x in range(2): - bars.loc[1:, 'ha_open'] = ( - (bars['ha_open'].shift(1) + bars['ha_close'].shift(1)) / 2)[1:] + # ha open + bars.loc[:1, 'ha_open'] = (bars['open'] + bars['close']) / 2 + prev_open = bars[:1]['ha_open'].values[0] + for idx, _ in bars[1:][['ha_open', 'ha_close']].iterrows(): + loc = bars.index.get_loc(idx) + prev_open = (prev_open + bars['ha_close'].values[loc - 1]) / 2 + bars.loc[loc:loc + 1, 'ha_open'] = prev_open bars['ha_high'] = bars.loc[:, ['high', 'ha_open', 'ha_close']].max(axis=1) bars['ha_low'] = bars.loc[:, ['low', 'ha_open', 'ha_close']].min(axis=1) - return pd.DataFrame( - index=bars.index, - data={ - 'open': bars['ha_open'], - 'high': bars['ha_high'], - 'low': bars['ha_low'], - 'close': bars['ha_close']}) - + return pd.DataFrame(index=bars.index, + data={'open': bars['ha_open'], + 'high': bars['ha_high'], + 'low': bars['ha_low'], + 'close': bars['ha_close']}) # --------------------------------------------- -def tdi(series, rsi_len=13, bollinger_len=34, rsi_smoothing=2, - rsi_signal_len=7, bollinger_std=1.6185): - rsi_series = rsi(series, rsi_len) - bb_series = bollinger_bands(rsi_series, bollinger_len, bollinger_std) - signal = sma(rsi_series, rsi_signal_len) - rsi_series = sma(rsi_series, rsi_smoothing) + +def tdi(series, rsi_lookback=13, rsi_smooth_len=2, + rsi_signal_len=7, bb_lookback=34, bb_std=1.6185): + + rsi_data = rsi(series, rsi_lookback) + rsi_smooth = sma(rsi_data, rsi_smooth_len) + rsi_signal = sma(rsi_data, rsi_signal_len) + + bb_series = bollinger_bands(rsi_data, bb_lookback, bb_std) return pd.DataFrame(index=series.index, data={ - "rsi": rsi_series, - "signal": signal, - "bbupper": bb_series['upper'], - "bblower": bb_series['lower'], - "bbmid": bb_series['mid'] + "rsi": rsi_data, + "rsi_signal": rsi_signal, + "rsi_smooth": rsi_smooth, + "rsi_bb_upper": bb_series['upper'], + "rsi_bb_lower": bb_series['lower'], + "rsi_bb_mid": bb_series['mid'] }) # --------------------------------------------- @@ -163,8 +167,8 @@ def awesome_oscillator(df, weighted=False, fast=5, slow=34): # --------------------------------------------- -def nans(len=1): - mtx = np.empty(len) +def nans(length=1): + mtx = np.empty(length) mtx[:] = np.nan return mtx @@ -222,7 +226,7 @@ def crossed(series1, series2, direction=None): if isinstance(series1, np.ndarray): series1 = pd.Series(series1) - if isinstance(series2, int) or isinstance(series2, float) or isinstance(series2, np.ndarray): + if isinstance(series2, (float, int, np.ndarray)): series2 = pd.Series(index=series1.index, data=series2) if direction is None or direction == "above": @@ -256,7 +260,7 @@ def rolling_std(series, window=200, min_periods=None): else: try: return series.rolling(window=window, min_periods=min_periods).std() - except BaseException: + except Exception as e: return pd.Series(series).rolling(window=window, min_periods=min_periods).std() # --------------------------------------------- @@ -269,7 +273,7 @@ def rolling_mean(series, window=200, min_periods=None): else: try: return series.rolling(window=window, min_periods=min_periods).mean() - except BaseException: + except Exception as e: return pd.Series(series).rolling(window=window, min_periods=min_periods).mean() # --------------------------------------------- @@ -279,7 +283,7 @@ def rolling_min(series, window=14, min_periods=None): min_periods = window if min_periods is None else min_periods try: return series.rolling(window=window, min_periods=min_periods).min() - except BaseException: + except Exception as e: return pd.Series(series).rolling(window=window, min_periods=min_periods).min() @@ -289,7 +293,7 @@ def rolling_max(series, window=14, min_periods=None): min_periods = window if min_periods is None else min_periods try: return series.rolling(window=window, min_periods=min_periods).min() - except BaseException: + except Exception as e: return pd.Series(series).rolling(window=window, min_periods=min_periods).min() @@ -299,16 +303,17 @@ def rolling_weighted_mean(series, window=200, min_periods=None): min_periods = window if min_periods is None else min_periods try: return series.ewm(span=window, min_periods=min_periods).mean() - except BaseException: + except Exception as e: return pd.ewma(series, span=window, min_periods=min_periods) # --------------------------------------------- -def hull_moving_average(series, window=200): - wma = (2 * rolling_weighted_mean(series, window=window / 2)) - \ - rolling_weighted_mean(series, window=window) - return rolling_weighted_mean(wma, window=np.sqrt(window)) +def hull_moving_average(series, window=200, min_periods=None): + min_periods = window if min_periods is None else min_periods + ma = (2 * rolling_weighted_mean(series, window / 2, min_periods)) - \ + rolling_weighted_mean(series, window, min_periods) + return rolling_weighted_mean(ma, np.sqrt(window), min_periods) # --------------------------------------------- @@ -325,8 +330,8 @@ def wma(series, window=200, min_periods=None): # --------------------------------------------- -def hma(series, window=200): - return hull_moving_average(series, window=window) +def hma(series, window=200, min_periods=None): + return hull_moving_average(series, window=window, min_periods=min_periods) # --------------------------------------------- @@ -361,7 +366,7 @@ def rolling_vwap(bars, window=200, min_periods=None): min_periods=min_periods).sum() right = volume.rolling(window=window, min_periods=min_periods).sum() - return pd.Series(index=bars.index, data=(left / right)) + return pd.Series(index=bars.index, data=(left / right)).replace([np.inf, -np.inf], float('NaN')).ffill() # --------------------------------------------- @@ -370,6 +375,7 @@ def rsi(series, window=14): """ compute the n period relative strength indicator """ + # 100-(100/relative_strength) deltas = np.diff(series) seed = deltas[:window + 1] @@ -406,13 +412,13 @@ def macd(series, fast=3, slow=10, smooth=16): using a fast and slow exponential moving avg' return value is emaslow, emafast, macd which are len(x) arrays """ - macd = rolling_weighted_mean(series, window=fast) - \ + macd_line = rolling_weighted_mean(series, window=fast) - \ rolling_weighted_mean(series, window=slow) - signal = rolling_weighted_mean(macd, window=smooth) - histogram = macd - signal - # return macd, signal, histogram + signal = rolling_weighted_mean(macd_line, window=smooth) + histogram = macd_line - signal + # return macd_line, signal, histogram return pd.DataFrame(index=series.index, data={ - 'macd': macd.values, + 'macd': macd_line.values, 'signal': signal.values, 'histogram': histogram.values }) @@ -421,14 +427,14 @@ def macd(series, fast=3, slow=10, smooth=16): # --------------------------------------------- def bollinger_bands(series, window=20, stds=2): - sma = rolling_mean(series, window=window) - std = rolling_std(series, window=window) - upper = sma + std * stds - lower = sma - std * stds + ma = rolling_mean(series, window=window, min_periods=1) + std = rolling_std(series, window=window, min_periods=1) + upper = ma + std * stds + lower = ma - std * stds return pd.DataFrame(index=series.index, data={ 'upper': upper, - 'mid': sma, + 'mid': ma, 'lower': lower }) @@ -454,7 +460,7 @@ def returns(series): try: res = (series / series.shift(1) - 1).replace([np.inf, -np.inf], float('NaN')) - except BaseException: + except Exception as e: res = nans(len(series)) return pd.Series(index=series.index, data=res) @@ -465,8 +471,8 @@ def returns(series): def log_returns(series): try: res = np.log(series / series.shift(1) - ).replace([np.inf, -np.inf], float('NaN')) - except BaseException: + ).replace([np.inf, -np.inf], float('NaN')) + except Exception as e: res = nans(len(series)) return pd.Series(index=series.index, data=res) @@ -477,9 +483,9 @@ def log_returns(series): def implied_volatility(series, window=252): try: logret = np.log(series / series.shift(1) - ).replace([np.inf, -np.inf], float('NaN')) + ).replace([np.inf, -np.inf], float('NaN')) res = numpy_rolling_std(logret, window) * np.sqrt(window) - except BaseException: + except Exception as e: res = nans(len(series)) return pd.Series(index=series.index, data=res) @@ -530,32 +536,52 @@ def stoch(df, window=14, d=3, k=3, fast=False): compute the n period relative strength indicator http://excelta.blogspot.co.il/2013/09/stochastic-oscillator-technical.html """ - highs_ma = pd.concat([df['high'].shift(i) - for i in np.arange(window)], 1).apply(list, 1) - highs_ma = highs_ma.T.max().T - lows_ma = pd.concat([df['low'].shift(i) - for i in np.arange(window)], 1).apply(list, 1) - lows_ma = lows_ma.T.min().T + my_df = pd.DataFrame(index=df.index) - fast_k = ((df['close'] - lows_ma) / (highs_ma - lows_ma)) * 100 - fast_d = numpy_rolling_mean(fast_k, d) + my_df['rolling_max'] = df['high'].rolling(window).max() + my_df['rolling_min'] = df['low'].rolling(window).min() + + my_df['fast_k'] = 100 * (df['close'] - my_df['rolling_min'])/(my_df['rolling_max'] - my_df['rolling_min']) + my_df['fast_d'] = my_df['fast_k'].rolling(d).mean() if fast: - data = { - 'k': fast_k, - 'd': fast_d - } + return my_df.loc[:, ['fast_k', 'fast_d']] - else: - slow_k = numpy_rolling_mean(fast_k, k) - slow_d = numpy_rolling_mean(slow_k, d) - data = { - 'k': slow_k, - 'd': slow_d - } + my_df['slow_k'] = my_df['fast_k'].rolling(k).mean() + my_df['slow_d'] = my_df['slow_k'].rolling(d).mean() - return pd.DataFrame(index=df.index, data=data) + return my_df.loc[:, ['slow_k', 'slow_d']] + +# --------------------------------------------- + + +def zlma(series, window=20, min_periods=None, kind="ema"): + """ + John Ehlers' Zero lag (exponential) moving average + https://en.wikipedia.org/wiki/Zero_lag_exponential_moving_average + """ + min_periods = window if min_periods is None else min_periods + + lag = (window - 1) // 2 + series = 2 * series - series.shift(lag) + if kind in ['ewm', 'ema']: + return wma(series, lag, min_periods) + elif kind == "hma": + return hma(series, lag, min_periods) + return sma(series, lag, min_periods) + + +def zlema(series, window, min_periods=None): + return zlma(series, window, min_periods, kind="ema") + + +def zlsma(series, window, min_periods=None): + return zlma(series, window, min_periods, kind="sma") + + +def zlhma(series, window, min_periods=None): + return zlma(series, window, min_periods, kind="hma") # --------------------------------------------- @@ -571,13 +597,13 @@ def zscore(bars, window=20, stds=1, col='close'): def pvt(bars): """ Price Volume Trend """ - pvt = ((bars['close'] - bars['close'].shift(1)) / - bars['close'].shift(1)) * bars['volume'] - return pvt.cumsum() - + trend = ((bars['close'] - bars['close'].shift(1)) / + bars['close'].shift(1)) * bars['volume'] + return trend.cumsum() # ============================================= + PandasObject.session = session PandasObject.atr = atr PandasObject.bollinger_bands = bollinger_bands @@ -613,4 +639,11 @@ PandasObject.rolling_weighted_mean = rolling_weighted_mean PandasObject.sma = sma PandasObject.wma = wma +PandasObject.ema = wma PandasObject.hma = hma + +PandasObject.zlsma = zlsma +PandasObject.zlwma = zlema +PandasObject.zlema = zlema +PandasObject.zlhma = zlhma +PandasObject.zlma = zlma From 66c2bdd65a06dc06d535c903869269840c8f1c3f Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 3 May 2019 16:58:51 +0300 Subject: [PATCH 088/417] flake happy --- freqtrade/vendor/qtpylib/indicators.py | 28 +++++++++++++++----------- 1 file changed, 16 insertions(+), 12 deletions(-) diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py index d5860ff5f..8586968e8 100644 --- a/freqtrade/vendor/qtpylib/indicators.py +++ b/freqtrade/vendor/qtpylib/indicators.py @@ -260,7 +260,7 @@ def rolling_std(series, window=200, min_periods=None): else: try: return series.rolling(window=window, min_periods=min_periods).std() - except Exception as e: + except Exception as e: # noqa: F841 return pd.Series(series).rolling(window=window, min_periods=min_periods).std() # --------------------------------------------- @@ -273,7 +273,7 @@ def rolling_mean(series, window=200, min_periods=None): else: try: return series.rolling(window=window, min_periods=min_periods).mean() - except Exception as e: + except Exception as e: # noqa: F841 return pd.Series(series).rolling(window=window, min_periods=min_periods).mean() # --------------------------------------------- @@ -283,7 +283,7 @@ def rolling_min(series, window=14, min_periods=None): min_periods = window if min_periods is None else min_periods try: return series.rolling(window=window, min_periods=min_periods).min() - except Exception as e: + except Exception as e: # noqa: F841 return pd.Series(series).rolling(window=window, min_periods=min_periods).min() @@ -293,7 +293,7 @@ def rolling_max(series, window=14, min_periods=None): min_periods = window if min_periods is None else min_periods try: return series.rolling(window=window, min_periods=min_periods).min() - except Exception as e: + except Exception as e: # noqa: F841 return pd.Series(series).rolling(window=window, min_periods=min_periods).min() @@ -303,7 +303,7 @@ def rolling_weighted_mean(series, window=200, min_periods=None): min_periods = window if min_periods is None else min_periods try: return series.ewm(span=window, min_periods=min_periods).mean() - except Exception as e: + except Exception as e: # noqa: F841 return pd.ewma(series, span=window, min_periods=min_periods) @@ -366,7 +366,8 @@ def rolling_vwap(bars, window=200, min_periods=None): min_periods=min_periods).sum() right = volume.rolling(window=window, min_periods=min_periods).sum() - return pd.Series(index=bars.index, data=(left / right)).replace([np.inf, -np.inf], float('NaN')).ffill() + return pd.Series(index=bars.index, data=(left / right) + ).replace([np.inf, -np.inf], float('NaN')).ffill() # --------------------------------------------- @@ -460,7 +461,7 @@ def returns(series): try: res = (series / series.shift(1) - 1).replace([np.inf, -np.inf], float('NaN')) - except Exception as e: + except Exception as e: # noqa: F841 res = nans(len(series)) return pd.Series(index=series.index, data=res) @@ -471,8 +472,8 @@ def returns(series): def log_returns(series): try: res = np.log(series / series.shift(1) - ).replace([np.inf, -np.inf], float('NaN')) - except Exception as e: + ).replace([np.inf, -np.inf], float('NaN')) + except Exception as e: # noqa: F841 res = nans(len(series)) return pd.Series(index=series.index, data=res) @@ -483,9 +484,9 @@ def log_returns(series): def implied_volatility(series, window=252): try: logret = np.log(series / series.shift(1) - ).replace([np.inf, -np.inf], float('NaN')) + ).replace([np.inf, -np.inf], float('NaN')) res = numpy_rolling_std(logret, window) * np.sqrt(window) - except Exception as e: + except Exception as e: # noqa: F841 res = nans(len(series)) return pd.Series(index=series.index, data=res) @@ -542,7 +543,10 @@ def stoch(df, window=14, d=3, k=3, fast=False): my_df['rolling_max'] = df['high'].rolling(window).max() my_df['rolling_min'] = df['low'].rolling(window).min() - my_df['fast_k'] = 100 * (df['close'] - my_df['rolling_min'])/(my_df['rolling_max'] - my_df['rolling_min']) + my_df['fast_k'] = ( + 100 * (df['close'] - my_df['rolling_min']) / + (my_df['rolling_max'] - my_df['rolling_min']) + ) my_df['fast_d'] = my_df['fast_k'].rolling(d).mean() if fast: From f506644a8cabb542c176561a63b94ef879aa0164 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 4 May 2019 09:10:25 +0200 Subject: [PATCH 089/417] Improve docker documentation --- docs/installation.md | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/docs/installation.md b/docs/installation.md index 7060d7b39..11ddc010d 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -237,14 +237,18 @@ docker run -d \ --name freqtrade \ -v /etc/localtime:/etc/localtime:ro \ -v ~/.freqtrade/config.json:/freqtrade/config.json \ + -v ~/.freqtrade/user_data/:/freqtrade/user_data \ -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ - freqtrade --db-url sqlite:///tradesv3.sqlite + freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy ``` !!! Note db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used. To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite` +!!! Note + All command line arguments can be added to the end of the `docker run` command. + ### 6. Monitor your Docker instance You can then use the following commands to monitor and manage your container: From 6c03246ec80ed4f430215a2079cd96dea43e2dd1 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Sat, 4 May 2019 12:42:04 +0000 Subject: [PATCH 090/417] Update ccxt from 1.18.502 to 1.18.507 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 9a8bb6141..f7c6b240f 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.502 +ccxt==1.18.507 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 1e056ee415593b502dbb6277ecfc26e280956383 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 5 May 2019 14:07:08 +0200 Subject: [PATCH 091/417] Move trade jsonification to trade class --- freqtrade/persistence.py | 17 +++++++++++++++++ freqtrade/rpc/rpc.py | 19 ++++--------------- 2 files changed, 21 insertions(+), 15 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 5a18a922a..d25ea9fed 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -213,6 +213,23 @@ class Trade(_DECL_BASE): return (f'Trade(id={self.id}, pair={self.pair}, amount={self.amount:.8f}, ' f'open_rate={self.open_rate:.8f}, open_since={open_since})') + def to_json(self) -> Dict[str, Any]: + + return { + 'trade_id': self.id, + 'pair': self.pair, + 'date': arrow.get(self.open_date), + 'open_rate': self.open_rate, + 'close_rate': self.close_rate, + 'amount': round(self.amount, 8), + 'stake_amount': round(self.stake_amount, 8), + 'stop_loss': self.stop_loss, + 'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None, + 'initial_stop_loss': self.initial_stop_loss, + 'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100) + if self.initial_stop_loss_pct else None, + } + def adjust_min_max_rates(self, current_price: float): """ Adjust the max_rate and min_rate. diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index af384da45..37312318a 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -100,28 +100,17 @@ class RPC(object): current_profit = trade.calc_profit_percent(current_rate) fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%' if trade.close_profit else None) - results.append(dict( - trade_id=trade.id, - pair=trade.pair, + trade_dict = trade.to_json() + trade_dict.update(dict( base_currency=self._freqtrade.config['stake_currency'], - date=arrow.get(trade.open_date), - open_rate=trade.open_rate, - close_rate=trade.close_rate, - current_rate=current_rate, - amount=round(trade.amount, 8), - stake_amount=round(trade.stake_amount, 8), close_profit=fmt_close_profit, + current_rate=current_rate, current_profit=round(current_profit * 100, 2), - stop_loss=trade.stop_loss, - stop_loss_pct=(trade.stop_loss_pct * 100) - if trade.stop_loss_pct else None, - initial_stop_loss=trade.initial_stop_loss, - initial_stop_loss_pct=(trade.initial_stop_loss_pct * 100) - if trade.initial_stop_loss_pct else None, open_order='({} {} rem={:.8f})'.format( order['type'], order['side'], order['remaining'] ) if order else None, )) + results.append(trade_dict) return results def _rpc_status_table(self) -> DataFrame: From 2200a0223b679fe1f0b7b1bba0c7808cdf42e7b8 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 6 May 2019 00:30:21 +0300 Subject: [PATCH 092/417] fixed heikinashi --- freqtrade/vendor/qtpylib/indicators.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py index 8586968e8..cb1b794fd 100644 --- a/freqtrade/vendor/qtpylib/indicators.py +++ b/freqtrade/vendor/qtpylib/indicators.py @@ -113,7 +113,7 @@ def heikinashi(bars): bars['low'] + bars['close']) / 4 # ha open - bars.loc[:1, 'ha_open'] = (bars['open'] + bars['close']) / 2 + bars.loc[0:1, 'ha_open'] = (bars['open'].values[0] + bars['close'].values[0]) / 2 prev_open = bars[:1]['ha_open'].values[0] for idx, _ in bars[1:][['ha_open', 'ha_close']].iterrows(): loc = bars.index.get_loc(idx) From 31d271084fe78f29a2358d719a95fb8e4e119128 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 6 May 2019 06:55:12 +0200 Subject: [PATCH 093/417] Move json to persistence --- freqtrade/persistence.py | 12 ++++++++---- freqtrade/rpc/telegram.py | 5 +---- 2 files changed, 9 insertions(+), 8 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index d25ea9fed..6088dba72 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -214,11 +214,15 @@ class Trade(_DECL_BASE): f'open_rate={self.open_rate:.8f}, open_since={open_since})') def to_json(self) -> Dict[str, Any]: - return { 'trade_id': self.id, 'pair': self.pair, - 'date': arrow.get(self.open_date), + 'open_date_hum': arrow.get(self.open_date).humanize(), + 'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"), + 'close_date_hum': (arrow.get(self.close_date).humanize() + if self.close_date else None), + 'close_date': (self.close_date.strftime("%Y-%m-%d %H:%M:%S") + if self.close_date else None), 'open_rate': self.open_rate, 'close_rate': self.close_rate, 'amount': round(self.amount, 8), @@ -226,8 +230,8 @@ class Trade(_DECL_BASE): 'stop_loss': self.stop_loss, 'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None, 'initial_stop_loss': self.initial_stop_loss, - 'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100) - if self.initial_stop_loss_pct else None, + 'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100 + if self.initial_stop_loss_pct else None), } def adjust_min_max_rates(self, current_price: float): diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index dc0bad2b2..497c117ac 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -193,14 +193,11 @@ class Telegram(RPC): try: results = self._rpc_trade_status() - # pre format data - for result in results: - result['date'] = result['date'].humanize() messages = [] for r in results: lines = [ - "*Trade ID:* `{trade_id}` `(since {date})`", + "*Trade ID:* `{trade_id}` `(since {open_date_hum})`", "*Current Pair:* {pair}", "*Amount:* `{amount} ({stake_amount} {base_currency})`", "*Open Rate:* `{open_rate:.8f}`", From 2b78f73fe5e0ecb689c9d7d57b8f67bb6bc90b96 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 6 May 2019 06:56:07 +0200 Subject: [PATCH 094/417] Adapt tests to to_json method --- freqtrade/tests/rpc/test_rpc.py | 12 +++++++++--- freqtrade/tests/rpc/test_rpc_telegram.py | 5 ++++- 2 files changed, 13 insertions(+), 4 deletions(-) diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py index 93de6ef89..1f3f26dc9 100644 --- a/freqtrade/tests/rpc/test_rpc.py +++ b/freqtrade/tests/rpc/test_rpc.py @@ -47,12 +47,15 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None: freqtradebot.create_trade() results = rpc._rpc_trade_status() - + print(results[0]) assert { 'trade_id': 1, 'pair': 'ETH/BTC', 'base_currency': 'BTC', - 'date': ANY, + 'open_date': ANY, + 'open_date_hum': ANY, + 'close_date': None, + 'close_date_hum': None, 'open_rate': 1.099e-05, 'close_rate': None, 'current_rate': 1.098e-05, @@ -78,7 +81,10 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None: 'trade_id': 1, 'pair': 'ETH/BTC', 'base_currency': 'BTC', - 'date': ANY, + 'open_date': ANY, + 'open_date_hum': ANY, + 'close_date': None, + 'close_date_hum': None, 'open_rate': 1.099e-05, 'close_rate': None, 'current_rate': ANY, diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index f2f3f3945..86d728290 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -192,7 +192,10 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None: 'trade_id': 1, 'pair': 'ETH/BTC', 'base_currency': 'BTC', - 'date': arrow.utcnow(), + 'open_date': arrow.utcnow(), + 'open_date_hum': arrow.utcnow().humanize, + 'close_date': None, + 'close_date_hum': None, 'open_rate': 1.099e-05, 'close_rate': None, 'current_rate': 1.098e-05, From 1a677c7441e0773826a12f8000384dd485062a32 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 6 May 2019 06:56:22 +0200 Subject: [PATCH 095/417] Add explicit test for to_json --- freqtrade/tests/rpc/test_rpc.py | 1 - freqtrade/tests/test_persistence.py | 69 ++++++++++++++++++++++++++++- 2 files changed, 68 insertions(+), 2 deletions(-) diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py index 1f3f26dc9..6ce543f3d 100644 --- a/freqtrade/tests/rpc/test_rpc.py +++ b/freqtrade/tests/rpc/test_rpc.py @@ -47,7 +47,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None: freqtradebot.create_trade() results = rpc._rpc_trade_status() - print(results[0]) assert { 'trade_id': 1, 'pair': 'ETH/BTC', diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py index f57a466e3..8c15fa8e8 100644 --- a/freqtrade/tests/test_persistence.py +++ b/freqtrade/tests/test_persistence.py @@ -1,7 +1,8 @@ # pragma pylint: disable=missing-docstring, C0103 -from unittest.mock import MagicMock import logging +from unittest.mock import MagicMock +import arrow import pytest from sqlalchemy import create_engine @@ -710,3 +711,69 @@ def test_get_open(default_conf, fee): Trade.session.add(trade) assert len(Trade.get_open_trades()) == 2 + + +def test_to_json(default_conf, fee): + init(default_conf) + + # Simulate dry_run entries + trade = Trade( + pair='ETH/BTC', + stake_amount=0.001, + amount=123.0, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_date=arrow.utcnow().shift(hours=-2).datetime, + open_rate=0.123, + exchange='bittrex', + open_order_id='dry_run_buy_12345' + ) + result = trade.to_json() + assert isinstance(result, dict) + print(result) + + assert result == {'trade_id': None, + 'pair': 'ETH/BTC', + 'open_date_hum': '2 hours ago', + 'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"), + 'close_date_hum': None, + 'close_date': None, + 'open_rate': 0.123, + 'close_rate': None, + 'amount': 123.0, + 'stake_amount': 0.001, + 'stop_loss': None, + 'stop_loss_pct': None, + 'initial_stop_loss': None, + 'initial_stop_loss_pct': None} + + # Simulate dry_run entries + trade = Trade( + pair='XRP/BTC', + stake_amount=0.001, + amount=100.0, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_date=arrow.utcnow().shift(hours=-2).datetime, + close_date=arrow.utcnow().shift(hours=-1).datetime, + open_rate=0.123, + close_rate=0.125, + exchange='bittrex', + ) + result = trade.to_json() + assert isinstance(result, dict) + + assert result == {'trade_id': None, + 'pair': 'XRP/BTC', + 'open_date_hum': '2 hours ago', + 'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"), + 'close_date_hum': 'an hour ago', + 'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"), + 'open_rate': 0.123, + 'close_rate': 0.125, + 'amount': 100.0, + 'stake_amount': 0.001, + 'stop_loss': None, + 'stop_loss_pct': None, + 'initial_stop_loss': None, + 'initial_stop_loss_pct': None} From c8b8806fed9e2bf3c32398b6e0ee1d1c3ab1c204 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 6 May 2019 12:42:06 +0000 Subject: [PATCH 096/417] Update ccxt from 1.18.507 to 1.18.508 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index f7c6b240f..703b77b0e 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.507 +ccxt==1.18.508 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 6467d3b58e29c15157be6b264a55acefeb89f406 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 6 May 2019 18:27:05 +0300 Subject: [PATCH 097/417] check python version --- freqtrade/main.py | 39 +++++++++++++++++++++++---------------- 1 file changed, 23 insertions(+), 16 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 877e2921d..79d150441 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -22,21 +22,28 @@ def main(sysargv: List[str]) -> None: This function will initiate the bot and start the trading loop. :return: None """ - arguments = Arguments( - sysargv, - 'Free, open source crypto trading bot' - ) - args: Namespace = arguments.get_parsed_arg() - - # A subcommand has been issued. - # Means if Backtesting or Hyperopt have been called we exit the bot - if hasattr(args, 'func'): - args.func(args) - return - - worker = None - return_code = 1 try: + worker = None + return_code = 1 + + # check min. python version + if sys.version_info < (3, 6): + raise SystemError("Freqtrade requires Python version >= 3.6") + + arguments = Arguments( + sysargv, + 'Free, open source crypto trading bot' + ) + args: Namespace = arguments.get_parsed_arg() + + # A subcommand has been issued. + # Means if Backtesting or Hyperopt have been called we exit the bot + if hasattr(args, 'func'): + args.func(args) + # TODO: fetch return_code as returned by the command function here + return_code = 0 + return + # Load and run worker worker = Worker(args) worker.run() @@ -47,8 +54,8 @@ def main(sysargv: List[str]) -> None: except OperationalException as e: logger.error(str(e)) return_code = 2 - except BaseException: - logger.exception('Fatal exception!') + except BaseException as e: + logger.exception('Fatal exception! ' + str(e)) finally: if worker: worker.exit() From a8c4bed4e8b2ce99b255548f2d8f3804de15ec74 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Tue, 7 May 2019 12:42:07 +0000 Subject: [PATCH 098/417] Update ccxt from 1.18.508 to 1.18.509 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 703b77b0e..90949243c 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.508 +ccxt==1.18.509 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From db0644eddfb58e2404eef3145170e68029b0e67e Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Tue, 7 May 2019 12:42:10 +0000 Subject: [PATCH 099/417] Update plotly from 3.8.1 to 3.9.0 --- requirements-plot.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-plot.txt b/requirements-plot.txt index 4cdd6ec8f..23daee258 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,5 +1,5 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==3.8.1 +plotly==3.9.0 From d642e03cd0d134bc0f9a542e9c01303b46852a53 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 7 May 2019 23:39:42 +0300 Subject: [PATCH 100/417] heikinashi performance problem resolved --- freqtrade/vendor/qtpylib/indicators.py | 11 +++++------ 1 file changed, 5 insertions(+), 6 deletions(-) diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py index cb1b794fd..d16d7aa44 100644 --- a/freqtrade/vendor/qtpylib/indicators.py +++ b/freqtrade/vendor/qtpylib/indicators.py @@ -113,12 +113,11 @@ def heikinashi(bars): bars['low'] + bars['close']) / 4 # ha open - bars.loc[0:1, 'ha_open'] = (bars['open'].values[0] + bars['close'].values[0]) / 2 - prev_open = bars[:1]['ha_open'].values[0] - for idx, _ in bars[1:][['ha_open', 'ha_close']].iterrows(): - loc = bars.index.get_loc(idx) - prev_open = (prev_open + bars['ha_close'].values[loc - 1]) / 2 - bars.loc[loc:loc + 1, 'ha_open'] = prev_open + for i in range(0, len(bars)): + bars.at[i, 'ha_open'] = ( + (bars.at[0, 'open'] if i == 0 else bars.at[i - 1, 'ha_open']) + + (bars.at[0, 'close'] if i == 0 else bars.at[i - 1, 'ha_close']) + ) / 2 bars['ha_high'] = bars.loc[:, ['high', 'ha_open', 'ha_close']].max(axis=1) bars['ha_low'] = bars.loc[:, ['low', 'ha_open', 'ha_close']].min(axis=1) From 2554ebf2739a7d400c2b766469a92cc6d4d2acd4 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 8 May 2019 00:00:44 +0300 Subject: [PATCH 101/417] fixed: heikinashi worked in backtesting, but failed in tests with testing arrays --- freqtrade/vendor/qtpylib/indicators.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py index d16d7aa44..d62d062d7 100644 --- a/freqtrade/vendor/qtpylib/indicators.py +++ b/freqtrade/vendor/qtpylib/indicators.py @@ -113,11 +113,15 @@ def heikinashi(bars): bars['low'] + bars['close']) / 4 # ha open + idx = bars.index.name + bars.reset_index(inplace=True) for i in range(0, len(bars)): bars.at[i, 'ha_open'] = ( (bars.at[0, 'open'] if i == 0 else bars.at[i - 1, 'ha_open']) + (bars.at[0, 'close'] if i == 0 else bars.at[i - 1, 'ha_close']) ) / 2 + if idx: + bars.set_index(idx, inplace=True) bars['ha_high'] = bars.loc[:, ['high', 'ha_open', 'ha_close']].max(axis=1) bars['ha_low'] = bars.loc[:, ['low', 'ha_open', 'ha_close']].min(axis=1) From cf1ad3fd8c4be05d2f62617e1bd02057e8a3908c Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Wed, 8 May 2019 12:42:06 +0000 Subject: [PATCH 102/417] Update ccxt from 1.18.509 to 1.18.512 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 90949243c..b79729731 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.509 +ccxt==1.18.512 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 1ccc25b4860e9b48f82c30430020a0a58872b6a1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 8 May 2019 20:33:22 +0200 Subject: [PATCH 103/417] Fix test-data indexing --- freqtrade/tests/optimize/test_backtesting.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 281ce2bfe..02f8840e2 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -33,7 +33,7 @@ def get_args(args) -> List[str]: def trim_dictlist(dict_list, num): new = {} for pair, pair_data in dict_list.items(): - new[pair] = pair_data[num:] + new[pair] = pair_data[num:].reset_index() return new @@ -708,7 +708,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair): data = trim_dictlist(data, -500) # Remove data for one pair from the beginning of the data - data[pair] = data[pair][tres:] + data[pair] = data[pair][tres:].reset_index() # We need to enable sell-signal - otherwise it sells on ROI!! default_conf['experimental'] = {"use_sell_signal": True} default_conf['ticker_interval'] = '5m' From 45e586773639da57f93d5fa3b7767ace37568160 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 8 May 2019 23:41:45 +0300 Subject: [PATCH 104/417] heikinashi loop optimized; reset_index moved to tests --- freqtrade/vendor/qtpylib/indicators.py | 12 +++--------- 1 file changed, 3 insertions(+), 9 deletions(-) diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py index d62d062d7..6edf626f0 100644 --- a/freqtrade/vendor/qtpylib/indicators.py +++ b/freqtrade/vendor/qtpylib/indicators.py @@ -113,15 +113,9 @@ def heikinashi(bars): bars['low'] + bars['close']) / 4 # ha open - idx = bars.index.name - bars.reset_index(inplace=True) - for i in range(0, len(bars)): - bars.at[i, 'ha_open'] = ( - (bars.at[0, 'open'] if i == 0 else bars.at[i - 1, 'ha_open']) + - (bars.at[0, 'close'] if i == 0 else bars.at[i - 1, 'ha_close']) - ) / 2 - if idx: - bars.set_index(idx, inplace=True) + bars.at[0, 'ha_open'] = (bars.at[0, 'open'] + bars.at[0, 'close']) / 2 + for i in range(1, len(bars)): + bars.at[i, 'ha_open'] = (bars.at[i - 1, 'ha_open'] + bars.at[i - 1, 'ha_close']) / 2 bars['ha_high'] = bars.loc[:, ['high', 'ha_open', 'ha_close']].max(axis=1) bars['ha_low'] = bars.loc[:, ['low', 'ha_open', 'ha_close']].min(axis=1) From 0410654c2cac12b4b2e8c13b432dfb1bf29cdde0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 May 2019 06:51:30 +0200 Subject: [PATCH 105/417] Add printing dataframe to documentation --- docs/bot-optimization.md | 24 ++++++++++++++++++++++++ 1 file changed, 24 insertions(+) diff --git a/docs/bot-optimization.md b/docs/bot-optimization.md index 9e754c213..c83e4d0b1 100644 --- a/docs/bot-optimization.md +++ b/docs/bot-optimization.md @@ -345,6 +345,30 @@ if self.wallets: - `get_used(asset)` - currently tied up balance (open orders) - `get_total(asset)` - total available balance - sum of the 2 above +### Print created dataframe + +To inspect the created dataframe, you can issue a print-statement in either `populate_buy_trend()` or `populate_sell_trend()`. +You may also want to print the pair so it's clear what data is currently shown. + +``` python +def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: + dataframe.loc[ + ( + #>> whatever condition<<< + ), + 'buy'] = 1 + + # Print the Analyzed pair + print(f"result for {metadata['pair']}") + + # Inspect the last 5 rows + print(dataframe.tail()) + + return dataframe +``` + +Printing more than a few rows is possible (don't use `.tail()`), however not recommended, as that will be very verbose (~500 lines per pair every 5 seconds). + ### Where is the default strategy? The default buy strategy is located in the file From 909df0d7bbe2094a53c0799c4f17d42b11a2debb Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 May 2019 08:56:27 +0200 Subject: [PATCH 106/417] Improve doc wording --- docs/bot-optimization.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/bot-optimization.md b/docs/bot-optimization.md index c83e4d0b1..5e080eab1 100644 --- a/docs/bot-optimization.md +++ b/docs/bot-optimization.md @@ -367,7 +367,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return dataframe ``` -Printing more than a few rows is possible (don't use `.tail()`), however not recommended, as that will be very verbose (~500 lines per pair every 5 seconds). +Printing more than a few rows is also possible (simply use `print(dataframe)` instead of `print(dataframe.tail())`), however not recommended, as that will be very verbose (~500 lines per pair every 5 seconds). ### Where is the default strategy? From f36ccdd9fa71c63743dcf513843d4bdfde960c51 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Thu, 9 May 2019 12:42:08 +0000 Subject: [PATCH 107/417] Update ccxt from 1.18.512 to 1.18.514 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index b79729731..07c65ffc7 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.512 +ccxt==1.18.514 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 00383b9438a7c597f39fc74de8c3f1e3cd55e132 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Thu, 9 May 2019 12:42:09 +0000 Subject: [PATCH 108/417] Update pytest from 4.4.1 to 4.4.2 --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 0c3dc9727..3c99a87f6 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -4,7 +4,7 @@ flake8==3.7.7 flake8-type-annotations==0.1.0 flake8-tidy-imports==2.0.0 -pytest==4.4.1 +pytest==4.4.2 pytest-mock==1.10.4 pytest-asyncio==0.10.0 pytest-cov==2.7.1 From 0f43e0bb7d786f13f00f6b246851ac44c674231c Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 10 May 2019 10:54:44 +0300 Subject: [PATCH 109/417] minor hyperopt output improvements --- freqtrade/optimize/hyperopt.py | 25 +++++++++++++++++-------- 1 file changed, 17 insertions(+), 8 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 235a20156..06c7ae495 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -33,6 +33,7 @@ from freqtrade.resolvers import HyperOptResolver logger = logging.getLogger(__name__) +INITIAL_POINTS = 30 MAX_LOSS = 100000 # just a big enough number to be bad result in loss optimization TICKERDATA_PICKLE = os.path.join('user_data', 'hyperopt_tickerdata.pkl') TRIALSDATA_PICKLE = os.path.join('user_data', 'hyperopt_results.pickle') @@ -120,14 +121,20 @@ class Hyperopt(Backtesting): """ Log results if it is better than any previous evaluation """ - if self.config.get('print_all', False) or results['loss'] < self.current_best_loss: - current = results['current_tries'] + print_all = self.config.get('print_all', False) + if print_all or results['loss'] < self.current_best_loss: + # Output human-friendly index here (starting from 1) + current = results['current_tries'] + 1 total = results['total_tries'] res = results['result'] loss = results['loss'] self.current_best_loss = results['loss'] - log_msg = f'\n{current:5d}/{total}: {res}. Loss {loss:.5f}' - print(log_msg) + log_msg = f'{current:5d}/{total}: {res} Objective: {loss:.5f}' + log_msg = f'*{log_msg}' if results['initial_point'] else f' {log_msg}' + if print_all: + print(log_msg) + else: + print('\n' + log_msg) else: print('.', end='') sys.stdout.flush() @@ -228,13 +235,13 @@ class Hyperopt(Backtesting): Return the format result in a string """ trades = len(results.index) - avg_profit = results.profit_percent.mean() * 100.0 + avg_profit = results.profit_percent.mean() total_profit = results.profit_abs.sum() stake_cur = self.config['stake_currency'] profit = results.profit_percent.sum() duration = results.trade_duration.mean() - return (f'{trades:6d} trades. Avg profit {avg_profit: 5.2f}%. ' + return (f'{trades:6d} trades. Avg profit {avg_profit: 9.6f}%. ' f'Total profit {total_profit: 11.8f} {stake_cur} ' f'({profit:.4f}Σ%). Avg duration {duration:5.1f} mins.') @@ -243,7 +250,7 @@ class Hyperopt(Backtesting): self.hyperopt_space(), base_estimator="ET", acq_optimizer="auto", - n_initial_points=30, + n_initial_points=INITIAL_POINTS, acq_optimizer_kwargs={'n_jobs': cpu_count}, random_state=self.config.get('hyperopt_random_state', None) ) @@ -301,9 +308,11 @@ class Hyperopt(Backtesting): self.trials += f_val for j in range(jobs): + current = i * jobs + j self.log_results({ 'loss': f_val[j]['loss'], - 'current_tries': i * jobs + j, + 'current_tries': current, + 'initial_point': current < INITIAL_POINTS, 'total_tries': self.total_tries, 'result': f_val[j]['result'], }) From 349d5563394d0fada998c936f133c88a4e643d94 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Fri, 10 May 2019 12:42:13 +0000 Subject: [PATCH 110/417] Update ccxt from 1.18.514 to 1.18.516 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 07c65ffc7..da8b76550 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.514 +ccxt==1.18.516 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From ab23db2fa1bf594a5ceb7047fa98ac8b78663c3a Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Fri, 10 May 2019 12:42:14 +0000 Subject: [PATCH 111/417] Update scikit-learn from 0.20.3 to 0.21.0 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index da8b76550..61c753784 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -8,7 +8,7 @@ cachetools==3.1.0 requests==2.21.0 urllib3==1.24.2 # pyup: ignore wrapt==1.11.1 -scikit-learn==0.20.3 +scikit-learn==0.21.0 joblib==0.13.2 jsonschema==3.0.1 TA-Lib==0.4.17 From 75306b7a6ea559efbfcf0b79f2d4fe671f4c5c3f Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 11 May 2019 10:17:46 +0300 Subject: [PATCH 112/417] tests adjusted --- freqtrade/tests/optimize/test_hyperopt.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 8bd5ffd0b..325713ba7 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -249,11 +249,12 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None: 'loss': 1, 'current_tries': 1, 'total_tries': 2, - 'result': 'foo' + 'result': 'foo.', + 'initial_point': False } ) out, err = capsys.readouterr() - assert ' 1/2: foo. Loss 1.00000' in out + assert ' 2/2: foo. Objective: 1.00000' in out def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None: @@ -458,7 +459,7 @@ def test_generate_optimizer(mocker, default_conf) -> None: } response_expected = { 'loss': 1.9840569076926293, - 'result': ' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC ' + 'result': ' 1 trades. Avg profit 0.023117%. Total profit 0.00023300 BTC ' '(0.0231Σ%). Avg duration 100.0 mins.', 'params': optimizer_param } From 52da64b6dcc9b07f9cdf0e7b9828c1631c6a110f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 May 2019 14:33:26 +0200 Subject: [PATCH 113/417] Align configuration files --- config_binance.json.example | 2 +- config_full.json.example | 2 +- config_kraken.json.example | 7 +++---- 3 files changed, 5 insertions(+), 6 deletions(-) diff --git a/config_binance.json.example b/config_binance.json.example index ab57db88f..1d492fc3c 100644 --- a/config_binance.json.example +++ b/config_binance.json.example @@ -11,8 +11,8 @@ "sell": 30 }, "bid_strategy": { - "ask_last_balance": 0.0, "use_order_book": false, + "ask_last_balance": 0.0, "order_book_top": 1, "check_depth_of_market": { "enabled": false, diff --git a/config_full.json.example b/config_full.json.example index 806b5f718..4c4ad3c58 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -22,8 +22,8 @@ "sell": 30 }, "bid_strategy": { - "ask_last_balance": 0.0, "use_order_book": false, + "ask_last_balance": 0.0, "order_book_top": 1, "check_depth_of_market": { "enabled": false, diff --git a/config_kraken.json.example b/config_kraken.json.example index 7a47b701f..ea3677b2d 100644 --- a/config_kraken.json.example +++ b/config_kraken.json.example @@ -5,15 +5,14 @@ "fiat_display_currency": "EUR", "ticker_interval" : "5m", "dry_run": true, - "db_url": "sqlite:///tradesv3.dryrun.sqlite", "trailing_stop": false, "unfilledtimeout": { "buy": 10, "sell": 30 }, "bid_strategy": { - "ask_last_balance": 0.0, "use_order_book": false, + "ask_last_balance": 0.0, "order_book_top": 1, "check_depth_of_market": { "enabled": false, @@ -60,8 +59,8 @@ }, "telegram": { "enabled": false, - "token": "", - "chat_id": "" + "token": "your_telegram_token", + "chat_id": "your_telegram_chat_id" }, "initial_state": "running", "forcebuy_enable": false, From 131b232155c4c049adafc450e2b14ca7c6d57396 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 May 2019 14:33:35 +0200 Subject: [PATCH 114/417] Add sample for order_types in config (slightly different syntax) --- docs/configuration.md | 18 ++++++++++++++++-- 1 file changed, 16 insertions(+), 2 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index dc623a728..df116b3c2 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -191,14 +191,28 @@ If this is configured, all 4 values (`buy`, `sell`, `stoploss` and `stoploss_on_exchange`) need to be present, otherwise the bot will warn about it and fail to start. The below is the default which is used if this is not configured in either strategy or configuration file. +Syntax for Strategy: + ```python -"order_types": { +order_types = { "buy": "limit", "sell": "limit", "stoploss": "market", "stoploss_on_exchange": False, "stoploss_on_exchange_interval": 60 -}, +} +``` + +Configuration: + +```json +"order_types": { + "buy": "limit", + "sell": "limit", + "stoploss": "market", + "stoploss_on_exchange": false, + "stoploss_on_exchange_interval": 60 +} ``` !!! Note From 22f902f0f77d4ee9e92d2e368b55c3057809708f Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Sat, 11 May 2019 12:41:06 +0000 Subject: [PATCH 115/417] Update ccxt from 1.18.516 to 1.18.519 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 61c753784..41e79eeda 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.516 +ccxt==1.18.519 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 652914a67b2237c7fe2c04857d17fd5b16220d61 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Sat, 11 May 2019 12:41:07 +0000 Subject: [PATCH 116/417] Update python-rapidjson from 0.7.0 to 0.7.1 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 41e79eeda..6e5c1ea8a 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -23,7 +23,7 @@ filelock==3.0.10 py_find_1st==1.1.3 #Load ticker files 30% faster -python-rapidjson==0.7.0 +python-rapidjson==0.7.1 # Notify systemd sdnotify==0.3.2 From 46b1ecc77d53054aed6835d69f9989316422aa78 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 May 2019 15:27:09 +0200 Subject: [PATCH 117/417] Fix #1840 - Support balances other than USDT --- freqtrade/rpc/rpc.py | 5 +++-- freqtrade/tests/rpc/test_rpc_telegram.py | 6 ++++++ 2 files changed, 9 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 37312318a..2189a0d17 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -276,11 +276,12 @@ class RPC(object): rate = 1.0 else: try: - if coin == 'USDT': - rate = 1.0 / self._freqtrade.get_sell_rate('BTC/USDT', False) + if coin in('USDT', 'USD', 'EUR'): + rate = 1.0 / self._freqtrade.get_sell_rate('BTC/' + coin, False) else: rate = self._freqtrade.get_sell_rate(coin + '/BTC', False) except (TemporaryError, DependencyException): + logger.warning(f" Could not get rate for pair {coin}.") continue est_btc: float = rate * balance['total'] total = total + est_btc diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index 86d728290..69e3006cd 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -522,6 +522,11 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None: 'total': 1.0, 'free': 1.0, 'used': 0.0 + }, + 'EUR': { + 'total': 10.0, + 'free': 10.0, + 'used': 0.0 } } @@ -565,6 +570,7 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None: assert '*BTC:*' in result assert '*ETH:*' not in result assert '*USDT:*' in result + assert '*EUR:*' in result assert 'Balance:' in result assert 'Est. BTC:' in result assert 'BTC: 12.00000000' in result From dccd6b4a91b2cc0ee34f9cf3386872b1e8121013 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Sun, 12 May 2019 12:41:05 +0000 Subject: [PATCH 118/417] Update ccxt from 1.18.519 to 1.18.522 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 6e5c1ea8a..41f1b6218 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.519 +ccxt==1.18.522 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 11dca0bd29c04aac339698e53a9a68d53bd220ea Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Sun, 12 May 2019 12:41:06 +0000 Subject: [PATCH 119/417] Update pytest from 4.4.2 to 4.5.0 --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 3c99a87f6..fa52a4869 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -4,7 +4,7 @@ flake8==3.7.7 flake8-type-annotations==0.1.0 flake8-tidy-imports==2.0.0 -pytest==4.4.2 +pytest==4.5.0 pytest-mock==1.10.4 pytest-asyncio==0.10.0 pytest-cov==2.7.1 From 00b4501c598e23592ddc3f86e73e1ef487a6e469 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 12 May 2019 21:14:00 +0300 Subject: [PATCH 120/417] avg profit and total profit corrected (to be %, not ratio); comments cleaned up a bit; typo in the log msg fixed --- freqtrade/optimize/hyperopt.py | 22 ++++++++++++---------- 1 file changed, 12 insertions(+), 10 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 06c7ae495..252b76252 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -63,9 +63,11 @@ class Hyperopt(Backtesting): # if eval ends with higher value, we consider it a failed eval self.max_accepted_trade_duration = 300 - # this is expexted avg profit * expected trade count - # for example 3.5%, 1100 trades, self.expected_max_profit = 3.85 - # check that the reported Σ% values do not exceed this! + # This is assumed to be expected avg profit * expected trade count. + # For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades, + # self.expected_max_profit = 3.85 + # Check that the reported Σ% values do not exceed this! + # Note, this is ratio. 3.85 stated above means 385Σ%. self.expected_max_profit = 3.0 # Previous evaluations @@ -211,8 +213,8 @@ class Hyperopt(Backtesting): trade_count = len(results.index) trade_duration = results.trade_duration.mean() - # If this evaluation contains too short small amount of trades - # to be interesting -- consider it as 'bad' (assign max. loss value) + # If this evaluation contains too short amount of trades to be + # interesting -- consider it as 'bad' (assigned max. loss value) # in order to cast this hyperspace point away from optimization # path. We do not want to optimize 'hodl' strategies. if trade_count < self.config['hyperopt_min_trades']: @@ -235,15 +237,15 @@ class Hyperopt(Backtesting): Return the format result in a string """ trades = len(results.index) - avg_profit = results.profit_percent.mean() + avg_profit = results.profit_percent.mean() * 100.0 total_profit = results.profit_abs.sum() stake_cur = self.config['stake_currency'] - profit = results.profit_percent.sum() + profit = results.profit_percent.sum() * 100.0 duration = results.trade_duration.mean() - return (f'{trades:6d} trades. Avg profit {avg_profit: 9.6f}%. ' + return (f'{trades:6d} trades. Avg profit {avg_profit: 5.2f}%. ' f'Total profit {total_profit: 11.8f} {stake_cur} ' - f'({profit:.4f}Σ%). Avg duration {duration:5.1f} mins.') + f'({profit: 7.2f}Σ%). Avg duration {duration:5.1f} mins.') def get_optimizer(self, cpu_count) -> Optimizer: return Optimizer( @@ -318,7 +320,7 @@ class Hyperopt(Backtesting): }) logger.debug(f"Optimizer params: {f_val[j]['params']}") for j in range(jobs): - logger.debug(f"Opimizer state: Xi: {opt.Xi[-j-1]}, yi: {opt.yi[-j-1]}") + logger.debug(f"Optimizer state: Xi: {opt.Xi[-j-1]}, yi: {opt.yi[-j-1]}") except KeyboardInterrupt: print('User interrupted..') From 003461ec96648b061a4d92127cb6634833921413 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 12 May 2019 21:19:20 +0300 Subject: [PATCH 121/417] tests adjusted --- freqtrade/tests/optimize/test_hyperopt.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 325713ba7..86c5f2a34 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -459,8 +459,8 @@ def test_generate_optimizer(mocker, default_conf) -> None: } response_expected = { 'loss': 1.9840569076926293, - 'result': ' 1 trades. Avg profit 0.023117%. Total profit 0.00023300 BTC ' - '(0.0231Σ%). Avg duration 100.0 mins.', + 'result': ' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC ' + '( 2.31Σ%). Avg duration 100.0 mins.', 'params': optimizer_param } From 600f660f5e0b4a05615c511f5dfe687853fa050a Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 13 May 2019 12:41:06 +0000 Subject: [PATCH 122/417] Update ccxt from 1.18.522 to 1.18.523 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 41f1b6218..4f7309a6a 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.522 +ccxt==1.18.523 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 1cd98665def8e19cece3f8f9c89d82265ee528a7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 13 May 2019 19:50:56 +0200 Subject: [PATCH 123/417] Update pyup only weekly --- .pyup.yml | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/.pyup.yml b/.pyup.yml index 3494a3fd3..b1b721113 100644 --- a/.pyup.yml +++ b/.pyup.yml @@ -11,7 +11,10 @@ update: all # allowed: True, False pin: True -schedule: "every day" +# update schedule +# default: empty +# allowed: "every day", "every week", .. +schedule: "every week" search: False From 5677c4882edd9faa39efa5df5d832bed5a6b76c2 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 13 May 2019 23:56:59 +0300 Subject: [PATCH 124/417] minor: add ticker data validation; log backtesting interval --- freqtrade/optimize/hyperopt.py | 19 ++++++++++++++++++- 1 file changed, 18 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 252b76252..5b8797d99 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -24,7 +24,8 @@ from freqtrade import DependencyException from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.data.history import load_data -from freqtrade.optimize import get_timeframe +from freqtrade.exchange import timeframe_to_minutes +from freqtrade.optimize import get_timeframe, validate_backtest_data from freqtrade.optimize.backtesting import Backtesting from freqtrade.state import RunMode from freqtrade.resolvers import HyperOptResolver @@ -282,9 +283,25 @@ class Hyperopt(Backtesting): timerange=timerange ) + if not data: + logger.critical("No data found. Terminating.") + return + + min_date, max_date = get_timeframe(data) + # Validate dataframe for missing values (mainly at start and end, as fillup is called) + validate_backtest_data(data, min_date, max_date, + timeframe_to_minutes(self.ticker_interval)) + logger.info( + 'Backtesting data from %s up to %s (%s days)..', + min_date.isoformat(), + max_date.isoformat(), + (max_date - min_date).days + ) + if self.has_space('buy') or self.has_space('sell'): self.strategy.advise_indicators = \ self.custom_hyperopt.populate_indicators # type: ignore + dump(self.strategy.tickerdata_to_dataframe(data), TICKERDATA_PICKLE) # We don't need exchange instance anymore while running hyperopt From 90a52e46021fb100e5e298d8b495ee407fed77f4 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 14 May 2019 09:23:09 +0300 Subject: [PATCH 125/417] tests adjusted; new test_start_no_data() added for hyperopt --- freqtrade/tests/optimize/test_hyperopt.py | 32 +++++++++++++++++++++++ 1 file changed, 32 insertions(+) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 86c5f2a34..f50f58e5b 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -195,6 +195,33 @@ def test_start(mocker, default_conf, caplog) -> None: assert start_mock.call_count == 1 +def test_start_no_data(mocker, default_conf, caplog) -> None: + mocker.patch( + 'freqtrade.configuration.Configuration._load_config_file', + lambda *args, **kwargs: default_conf + ) + mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock(return_value={})) + mocker.patch( + 'freqtrade.optimize.hyperopt.get_timeframe', + MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) + ) + + patch_exchange(mocker) + + args = [ + '--config', 'config.json', + 'hyperopt', + '--epochs', '5' + ] + args = get_args(args) + start(args) + + import pprint + pprint.pprint(caplog.record_tuples) + + assert log_has('No data found. Terminating.', caplog.record_tuples) + + def test_start_failure(mocker, default_conf, caplog) -> None: start_mock = MagicMock() mocker.patch( @@ -310,6 +337,11 @@ def test_roi_table_generation(hyperopt) -> None: def test_start_calls_optimizer(mocker, default_conf, caplog) -> None: dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + mocker.patch( + 'freqtrade.optimize.hyperopt.get_timeframe', + MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) + ) + parallel = mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel', MagicMock(return_value=[{'loss': 1, 'result': 'foo result', 'params': {}}]) From 8b95e12468474b9c25258d921491e08eab307b27 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 15 May 2019 12:05:35 +0300 Subject: [PATCH 126/417] log message adjusted in backtesting and hyperopt --- freqtrade/optimize/backtesting.py | 2 +- freqtrade/optimize/hyperopt.py | 2 +- freqtrade/tests/optimize/test_backtesting.py | 8 +++++--- 3 files changed, 7 insertions(+), 5 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index eefbd4e04..51122cfb2 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -445,7 +445,7 @@ class Backtesting(object): optimize.validate_backtest_data(data, min_date, max_date, timeframe_to_minutes(self.ticker_interval)) logger.info( - 'Measuring data from %s up to %s (%s days)..', + 'Backtesting with data from %s up to %s (%s days)..', min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 5b8797d99..92589aed2 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -292,7 +292,7 @@ class Hyperopt(Backtesting): validate_backtest_data(data, min_date, max_date, timeframe_to_minutes(self.ticker_interval)) logger.info( - 'Backtesting data from %s up to %s (%s days)..', + 'Hyperopting with data from %s up to %s (%s days)..', min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 02f8840e2..6a39deed4 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -495,7 +495,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None: 'Using local backtesting data (using whitelist in given config) ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', - 'Measuring data from 2017-11-14T21:17:00+00:00 ' + 'Backtesting with data from 2017-11-14T21:17:00+00:00 ' 'up to 2017-11-14T22:59:00+00:00 (0 days)..' ] for line in exists: @@ -858,7 +858,8 @@ def test_backtest_start_live(default_conf, mocker, caplog): 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', 'Downloading data for all pairs in whitelist ...', - 'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..', + 'Backtesting with data from 2017-11-14T19:31:00+00:00 ' + 'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'Parameter --enable-position-stacking detected ...' ] @@ -916,7 +917,8 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog): 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', 'Downloading data for all pairs in whitelist ...', - 'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..', + 'Backtesting with data from 2017-11-14T19:31:00+00:00 ' + 'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'Parameter --enable-position-stacking detected ...', 'Running backtesting for Strategy DefaultStrategy', 'Running backtesting for Strategy TestStrategy', From 2741c5c3307ffb1a89e0815ba5047d9e13403d82 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 16 May 2019 22:38:59 +0300 Subject: [PATCH 127/417] inherit freqtrade exceptions from Exception i.o. BaseException --- freqtrade/__init__.py | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index f84f5240e..340d5b515 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -2,14 +2,14 @@ __version__ = '0.18.5-dev' -class DependencyException(BaseException): +class DependencyException(Exception): """ - Indicates that a assumed dependency is not met. + Indicates that an assumed dependency is not met. This could happen when there is currently not enough money on the account. """ -class OperationalException(BaseException): +class OperationalException(Exception): """ Requires manual intervention. This happens when an exchange returns an unexpected error during runtime @@ -17,7 +17,7 @@ class OperationalException(BaseException): """ -class InvalidOrderException(BaseException): +class InvalidOrderException(Exception): """ This is returned when the order is not valid. Example: If stoploss on exchange order is hit, then trying to cancel the order @@ -25,7 +25,7 @@ class InvalidOrderException(BaseException): """ -class TemporaryError(BaseException): +class TemporaryError(Exception): """ Temporary network or exchange related error. This could happen when an exchange is congested, unavailable, or the user From e2b83624a397b85807d23f7b5353ade9727e54a3 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 17 May 2019 19:05:36 +0300 Subject: [PATCH 128/417] data/history cleanup --- freqtrade/data/history.py | 38 ++++++++++++++++------------ freqtrade/tests/data/test_history.py | 29 ++++++++++++++++----- 2 files changed, 44 insertions(+), 23 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 4dba1b760..86d3c3071 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -90,13 +90,8 @@ def load_pair_history(pair: str, :return: DataFrame with ohlcv data """ - # If the user force the refresh of pairs + # The user forced the refresh of pairs if refresh_pairs: - if not exchange: - raise OperationalException("Exchange needs to be initialized when " - "calling load_data with refresh_pairs=True") - - logger.info('Download data for pair and store them in %s', datadir) download_pair_history(datadir=datadir, exchange=exchange, pair=pair, @@ -115,10 +110,11 @@ def load_pair_history(pair: str, arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S')) return parse_ticker_dataframe(pairdata, ticker_interval, fill_up_missing) else: - logger.warning('No data for pair: "%s", Interval: %s. ' - 'Use --refresh-pairs-cached option or download_backtest_data.py ' - 'script to download the data', - pair, ticker_interval) + logger.warning( + f'No history data for pair: "{pair}", interval: {ticker_interval}. ' + 'Use --refresh-pairs-cached option or download_backtest_data.py ' + 'script to download the data' + ) return None @@ -190,7 +186,7 @@ def load_cached_data_for_updating(filename: Path, ticker_interval: str, def download_pair_history(datadir: Optional[Path], - exchange: Exchange, + exchange: Optional[Exchange], pair: str, ticker_interval: str = '5m', timerange: Optional[TimeRange] = None) -> bool: @@ -201,18 +197,26 @@ def download_pair_history(datadir: Optional[Path], the full data will be redownloaded Based on @Rybolov work: https://github.com/rybolov/freqtrade-data + :param pair: pair to download :param ticker_interval: ticker interval :param timerange: range of time to download :return: bool with success state - """ + if not exchange: + raise OperationalException( + "Exchange needs to be initialized when downloading pair history data" + ) + try: path = make_testdata_path(datadir) filepair = pair.replace("/", "_") filename = path.joinpath(f'{filepair}-{ticker_interval}.json') - logger.info('Download the pair: "%s", Interval: %s', pair, ticker_interval) + logger.info( + f'Download history data for pair: "{pair}", interval: {ticker_interval} ' + f'and store in {datadir}.' + ) data, since_ms = load_cached_data_for_updating(filename, ticker_interval, timerange) @@ -231,7 +235,9 @@ def download_pair_history(datadir: Optional[Path], misc.file_dump_json(filename, data) return True - except BaseException: - logger.info('Failed to download the pair: "%s", Interval: %s', - pair, ticker_interval) + + except Exception: + logger.error( + f'Failed to download history data for pair: "{pair}", interval: {ticker_interval}.' + ) return False diff --git a/freqtrade/tests/data/test_history.py b/freqtrade/tests/data/test_history.py index 14ec99042..15442f577 100644 --- a/freqtrade/tests/data/test_history.py +++ b/freqtrade/tests/data/test_history.py @@ -59,7 +59,11 @@ def _clean_test_file(file: str) -> None: def test_load_data_30min_ticker(mocker, caplog, default_conf) -> None: ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='30m', datadir=None) assert isinstance(ld, DataFrame) - assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 30m', caplog.record_tuples) + assert not log_has( + 'Download history data for pair: "UNITTEST/BTC", interval: 30m ' + 'and store in None.', + caplog.record_tuples + ) def test_load_data_7min_ticker(mocker, caplog, default_conf) -> None: @@ -67,7 +71,7 @@ def test_load_data_7min_ticker(mocker, caplog, default_conf) -> None: assert not isinstance(ld, DataFrame) assert ld is None assert log_has( - 'No data for pair: "UNITTEST/BTC", Interval: 7m. ' + 'No history data for pair: "UNITTEST/BTC", interval: 7m. ' 'Use --refresh-pairs-cached option or download_backtest_data.py ' 'script to download the data', caplog.record_tuples @@ -80,7 +84,11 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None: _backup_file(file, copy_file=True) history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC']) assert os.path.isfile(file) is True - assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 1m', caplog.record_tuples) + assert not log_has( + 'Download history data for pair: "UNITTEST/BTC", interval: 1m ' + 'and store in None.', + caplog.record_tuples + ) _clean_test_file(file) @@ -100,7 +108,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau pair='MEME/BTC') assert os.path.isfile(file) is False assert log_has( - 'No data for pair: "MEME/BTC", Interval: 1m. ' + 'No history data for pair: "MEME/BTC", interval: 1m. ' 'Use --refresh-pairs-cached option or download_backtest_data.py ' 'script to download the data', caplog.record_tuples @@ -113,7 +121,11 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau exchange=exchange, pair='MEME/BTC') assert os.path.isfile(file) is True - assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples) + assert log_has( + 'Download history data for pair: "MEME/BTC", interval: 1m ' + 'and store in None.', + caplog.record_tuples + ) with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'): history.load_pair_history(datadir=None, ticker_interval='1m', @@ -293,7 +305,7 @@ def test_download_pair_history2(mocker, default_conf) -> None: def test_download_backtesting_data_exception(ticker_history, mocker, caplog, default_conf) -> None: mocker.patch('freqtrade.exchange.Exchange.get_history', - side_effect=BaseException('File Error')) + side_effect=Exception('File Error')) exchange = get_patched_exchange(mocker, default_conf) @@ -308,7 +320,10 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog, def # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file1_5) - assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples) + assert log_has( + 'Failed to download history data for pair: "MEME/BTC", interval: 1m.', + caplog.record_tuples + ) def test_load_tickerdata_file() -> None: From c3c745ca19f0bb2885bae9fa1858c731564498a4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Apr 2019 07:08:24 +0200 Subject: [PATCH 129/417] Get new files from old branch --- freqtrade/rpc/api_server.py | 203 +++++++++++++++++++++++++++++ freqtrade/rpc/api_server_common.py | 74 +++++++++++ freqtrade/rpc/rest_client.py | 47 +++++++ 3 files changed, 324 insertions(+) create mode 100644 freqtrade/rpc/api_server.py create mode 100644 freqtrade/rpc/api_server_common.py create mode 100755 freqtrade/rpc/rest_client.py diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py new file mode 100644 index 000000000..1055a0553 --- /dev/null +++ b/freqtrade/rpc/api_server.py @@ -0,0 +1,203 @@ +import json +import threading +import logging +# import json +from typing import Dict + +from flask import Flask, request +# from flask_restful import Resource, Api +from freqtrade.rpc.rpc import RPC, RPCException +from ipaddress import IPv4Address + + +logger = logging.getLogger(__name__) +app = Flask(__name__) + + +class ApiServer(RPC): + """ + This class runs api server and provides rpc.rpc functionality to it + + This class starts a none blocking thread the api server runs within + """ + + def __init__(self, freqtrade) -> None: + """ + Init the api server, and init the super class RPC + :param freqtrade: Instance of a freqtrade bot + :return: None + """ + super().__init__(freqtrade) + + self._config = freqtrade.config + + # Register application handling + self.register_rest_other() + self.register_rest_rpc_urls() + + thread = threading.Thread(target=self.run, daemon=True) + thread.start() + + def register_rest_other(self): + """ + Registers flask app URLs that are not calls to functionality in rpc.rpc. + :return: + """ + app.register_error_handler(404, self.page_not_found) + app.add_url_rule('/', 'hello', view_func=self.hello, methods=['GET']) + + def register_rest_rpc_urls(self): + """ + Registers flask app URLs that are calls to functonality in rpc.rpc. + + First two arguments passed are /URL and 'Label' + Label can be used as a shortcut when refactoring + :return: + """ + app.add_url_rule('/stop', 'stop', view_func=self.stop, methods=['GET']) + app.add_url_rule('/start', 'start', view_func=self.start, methods=['GET']) + app.add_url_rule('/daily', 'daily', view_func=self.daily, methods=['GET']) + app.add_url_rule('/profit', 'profit', view_func=self.profit, methods=['GET']) + app.add_url_rule('/status_table', 'status_table', + view_func=self.status_table, methods=['GET']) + + def run(self): + """ Method that runs flask app in its own thread forever """ + + """ + Section to handle configuration and running of the Rest server + also to check and warn if not bound to a loopback, warn on security risk. + """ + rest_ip = self._config['api_server']['listen_ip_address'] + rest_port = self._config['api_server']['listen_port'] + + logger.info('Starting HTTP Server at {}:{}'.format(rest_ip, rest_port)) + if not IPv4Address(rest_ip).is_loopback: + logger.info("SECURITY WARNING - Local Rest Server listening to external connections") + logger.info("SECURITY WARNING - This is insecure please set to your loopback," + "e.g 127.0.0.1 in config.json") + + # Run the Server + logger.info('Starting Local Rest Server') + try: + app.run(host=rest_ip, port=rest_port) + except Exception: + logger.exception("Api server failed to start, exception message is:") + + def cleanup(self) -> None: + pass + + def send_msg(self, msg: Dict[str, str]) -> None: + pass + + """ + Define the application methods here, called by app.add_url_rule + each Telegram command should have a like local substitute + """ + + def page_not_found(self, error): + """ + Return "404 not found", 404. + """ + return json.dumps({ + 'status': 'error', + 'reason': '''There's no API call for %s''' % request.base_url, + 'code': 404 + }), 404 + + def hello(self): + """ + None critical but helpful default index page. + + That lists URLs added to the flask server. + This may be deprecated at any time. + :return: index.html + """ + rest_cmds = 'Commands implemented:
' \ + 'Show 7 days of stats' \ + '
' \ + 'Stop the Trade thread' \ + '
' \ + 'Start the Traded thread' \ + '
' \ + 'Show profit summary' \ + '
' \ + 'Show status table - Open trades' \ + '
' \ + ' 404 page does not exist' \ + '
' + + return rest_cmds + + def daily(self): + """ + Returns the last X days trading stats summary. + + :return: stats + """ + try: + timescale = request.args.get('timescale') + logger.info("LocalRPC - Daily Command Called") + timescale = int(timescale) + + stats = self._rpc_daily_profit(timescale, + self._config['stake_currency'], + self._config['fiat_display_currency'] + ) + + return json.dumps(stats, indent=4, sort_keys=True, default=str) + except RPCException as e: + logger.exception("API Error querying daily:", e) + return "Error querying daily" + + def profit(self): + """ + Handler for /profit. + + Returns a cumulative profit statistics + :return: stats + """ + try: + logger.info("LocalRPC - Profit Command Called") + + stats = self._rpc_trade_statistics(self._config['stake_currency'], + self._config['fiat_display_currency'] + ) + + return json.dumps(stats, indent=4, sort_keys=True, default=str) + except RPCException as e: + logger.exception("API Error calling profit", e) + return "Error querying closed trades - maybe there are none" + + def status_table(self): + """ + Handler for /status table. + + Returns the current TradeThread status in table format + :return: results + """ + try: + results = self._rpc_trade_status() + return json.dumps(results, indent=4, sort_keys=True, default=str) + + except RPCException as e: + logger.exception("API Error calling status table", e) + return "Error querying open trades - maybe there are none." + + def start(self): + """ + Handler for /start. + + Starts TradeThread in bot if stopped. + """ + msg = self._rpc_start() + return json.dumps(msg) + + def stop(self): + """ + Handler for /stop. + + Stops TradeThread in bot if running + """ + msg = self._rpc_stop() + return json.dumps(msg) diff --git a/freqtrade/rpc/api_server_common.py b/freqtrade/rpc/api_server_common.py new file mode 100644 index 000000000..19338a825 --- /dev/null +++ b/freqtrade/rpc/api_server_common.py @@ -0,0 +1,74 @@ +import logging +import flask +from flask import request, jsonify + +logger = logging.getLogger(__name__) + + +class MyApiApp(flask.Flask): + def __init__(self, import_name): + """ + Contains common rest routes and resource that do not need + to access to rpc.rpc functionality + """ + super(MyApiApp, self).__init__(import_name) + + """ + Registers flask app URLs that are not calls to functionality in rpc.rpc. + :return: + """ + self.before_request(self.my_preprocessing) + self.register_error_handler(404, self.page_not_found) + self.add_url_rule('/', 'hello', view_func=self.hello, methods=['GET']) + self.add_url_rule('/stop_api', 'stop_api', view_func=self.stop_api, methods=['GET']) + + def my_preprocessing(self): + # Do stuff to flask.request + pass + + def page_not_found(self, error): + # Return "404 not found", 404. + return jsonify({'status': 'error', + 'reason': '''There's no API call for %s''' % request.base_url, + 'code': 404}), 404 + + def hello(self): + """ + None critical but helpful default index page. + + That lists URLs added to the flask server. + This may be deprecated at any time. + :return: index.html + """ + rest_cmds = 'Commands implemented:
' \ + 'Show 7 days of stats' \ + '
' \ + 'Stop the Trade thread' \ + '
' \ + 'Start the Traded thread' \ + '
' \ + ' 404 page does not exist' \ + '
' \ + '
' \ + 'Shut down the api server - be sure' + return rest_cmds + + def stop_api(self): + """ For calling shutdown_api_server over via api server HTTP""" + self.shutdown_api_server() + return 'Api Server shutting down... ' + + def shutdown_api_server(self): + """ + Stop the running flask application + + Records the shutdown in logger.info + :return: + """ + func = request.environ.get('werkzeug.server.shutdown') + if func is None: + raise RuntimeError('Not running the Flask Werkzeug Server') + if func is not None: + logger.info('Stopping the Local Rest Server') + func() + return diff --git a/freqtrade/rpc/rest_client.py b/freqtrade/rpc/rest_client.py new file mode 100755 index 000000000..cabedebb8 --- /dev/null +++ b/freqtrade/rpc/rest_client.py @@ -0,0 +1,47 @@ +#!/usr/bin/env python3 +""" +Simple command line client into RPC commands +Can be used as an alternate to Telegram +""" + +import time +from requests import get +from sys import argv + +# TODO - use argparse to clean this up +# TODO - use IP and Port from config.json not hardcode + +if len(argv) == 1: + print('\nThis script accepts the following arguments') + print('- daily (int) - Where int is the number of days to report back. daily 3') + print('- start - this will start the trading thread') + print('- stop - this will start the trading thread') + print('- there will be more....\n') + +if len(argv) == 3 and argv[1] == "daily": + if str.isnumeric(argv[2]): + get_url = 'http://localhost:5002/daily?timescale=' + argv[2] + d = get(get_url).json() + print(d) + else: + print("\nThe second argument to daily must be an integer, 1,2,3 etc") + +if len(argv) == 2 and argv[1] == "start": + get_url = 'http://localhost:5002/start' + d = get(get_url).text + print(d) + + if "already" not in d: + time.sleep(2) + d = get(get_url).text + print(d) + +if len(argv) == 2 and argv[1] == "stop": + get_url = 'http://localhost:5002/stop' + d = get(get_url).text + print(d) + + if "already" not in d: + time.sleep(2) + d = get(get_url).text + print(d) From 26c42bd5590e70356e59963425c990cf0c379198 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Apr 2019 07:12:58 +0200 Subject: [PATCH 130/417] Add apiserver tests --- freqtrade/tests/rpc/test_rpc_apiserver.py | 52 +++++++++++++++++++++++ 1 file changed, 52 insertions(+) create mode 100644 freqtrade/tests/rpc/test_rpc_apiserver.py diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py new file mode 100644 index 000000000..14c35a38e --- /dev/null +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -0,0 +1,52 @@ +""" +Unit test file for rpc/api_server.py +""" + +from unittest.mock import MagicMock + +from freqtrade.rpc.api_server import ApiServer +from freqtrade.state import State +from freqtrade.tests.conftest import get_patched_freqtradebot, patch_apiserver + + +def test__init__(default_conf, mocker): + """ + Test __init__() method + """ + mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock()) + mocker.patch('freqtrade.rpc.api_server.ApiServer.run', MagicMock()) + + apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf)) + assert apiserver._config == default_conf + + +def test_start_endpoint(default_conf, mocker): + """Test /start endpoint""" + patch_apiserver(mocker) + bot = get_patched_freqtradebot(mocker, default_conf) + apiserver = ApiServer(bot) + + bot.state = State.STOPPED + assert bot.state == State.STOPPED + result = apiserver.start() + assert result == '{"status": "starting trader ..."}' + assert bot.state == State.RUNNING + + result = apiserver.start() + assert result == '{"status": "already running"}' + + +def test_stop_endpoint(default_conf, mocker): + """Test /stop endpoint""" + patch_apiserver(mocker) + bot = get_patched_freqtradebot(mocker, default_conf) + apiserver = ApiServer(bot) + + bot.state = State.RUNNING + assert bot.state == State.RUNNING + result = apiserver.stop() + assert result == '{"status": "stopping trader ..."}' + assert bot.state == State.STOPPED + + result = apiserver.stop() + assert result == '{"status": "already stopped"}' From 6f67ea44dce5e81b3ebf3cd5e29f3d5e82459725 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Apr 2019 07:13:14 +0200 Subject: [PATCH 131/417] Enable config-check for rest server --- freqtrade/constants.py | 13 +++++++++++++ 1 file changed, 13 insertions(+) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 619508e73..1b06eb726 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -156,6 +156,19 @@ CONF_SCHEMA = { 'webhookstatus': {'type': 'object'}, }, }, + 'api_server': { + 'type': 'object', + 'properties': { + 'enabled': {'type': 'boolean'}, + 'listen_ip_address': {'format': 'ipv4'}, + 'listen_port': { + 'type': 'integer', + "minimum": 1024, + "maximum": 65535 + }, + }, + 'required': ['enabled', 'listen_ip_address', 'listen_port'] + }, 'db_url': {'type': 'string'}, 'initial_state': {'type': 'string', 'enum': ['running', 'stopped']}, 'forcebuy_enable': {'type': 'boolean'}, From ef2950bca2210dd2873534d62ba02a19b89f9b63 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Apr 2019 07:13:40 +0200 Subject: [PATCH 132/417] Load api-server in rpc_manager --- freqtrade/rpc/rpc.py | 5 +++++ freqtrade/rpc/rpc_manager.py | 6 ++++++ 2 files changed, 11 insertions(+) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 2189a0d17..5b78c8356 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -48,6 +48,11 @@ class RPCException(Exception): def __str__(self): return self.message + def __json__(self): + return { + 'msg': self.message + } + class RPC(object): """ diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py index 7f0d0a5d4..fad532aa0 100644 --- a/freqtrade/rpc/rpc_manager.py +++ b/freqtrade/rpc/rpc_manager.py @@ -29,6 +29,12 @@ class RPCManager(object): from freqtrade.rpc.webhook import Webhook self.registered_modules.append(Webhook(freqtrade)) + # Enable local rest api server for cmd line control + if freqtrade.config.get('api_server', {}).get('enabled', False): + logger.info('Enabling rpc.api_server') + from freqtrade.rpc.api_server import ApiServer + self.registered_modules.append(ApiServer(freqtrade)) + def cleanup(self) -> None: """ Stops all enabled rpc modules """ logger.info('Cleaning up rpc modules ...') From 68743012e400cde9e04a434e385eeceeded237c0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Apr 2019 07:13:55 +0200 Subject: [PATCH 133/417] Patch api server for tests --- freqtrade/tests/conftest.py | 9 +++++++++ 1 file changed, 9 insertions(+) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 0bff1d5e9..98563a374 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -134,6 +134,15 @@ def patch_coinmarketcap(mocker) -> None: ) +def patch_apiserver(mocker) -> None: + mocker.patch.multiple( + 'freqtrade.rpc.api_server.ApiServer', + run=MagicMock(), + register_rest_other=MagicMock(), + register_rest_rpc_urls=MagicMock(), + ) + + @pytest.fixture(scope="function") def default_conf(): """ Returns validated configuration suitable for most tests """ From 9d95ae934190ce72435dae7f1ce819de77f0bc3a Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Apr 2019 19:34:05 +0200 Subject: [PATCH 134/417] Add flask to dependencies --- requirements-common.txt | 3 +++ 1 file changed, 3 insertions(+) diff --git a/requirements-common.txt b/requirements-common.txt index 4f7309a6a..9e3e2816c 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -27,3 +27,6 @@ python-rapidjson==0.7.1 # Notify systemd sdnotify==0.3.2 + +# Api server +flask==1.0.2 From 6bb2fad9b07e2ffd64c2e3b22a9ab77f5f815224 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Apr 2019 19:34:19 +0200 Subject: [PATCH 135/417] Reorder some things --- freqtrade/rpc/api_server.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 1055a0553..46678466d 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -38,6 +38,12 @@ class ApiServer(RPC): thread = threading.Thread(target=self.run, daemon=True) thread.start() + def cleanup(self) -> None: + pass + + def send_msg(self, msg: Dict[str, str]) -> None: + pass + def register_rest_other(self): """ Registers flask app URLs that are not calls to functionality in rpc.rpc. @@ -84,12 +90,6 @@ class ApiServer(RPC): except Exception: logger.exception("Api server failed to start, exception message is:") - def cleanup(self) -> None: - pass - - def send_msg(self, msg: Dict[str, str]) -> None: - pass - """ Define the application methods here, called by app.add_url_rule each Telegram command should have a like local substitute From 96a260b027075809d4fc09e351a5f1a4733d36bf Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Apr 2019 20:21:26 +0200 Subject: [PATCH 136/417] rest_dump --- freqtrade/rpc/api_server.py | 43 +++++++++-------- freqtrade/rpc/api_server_common.py | 74 ------------------------------ 2 files changed, 21 insertions(+), 96 deletions(-) delete mode 100644 freqtrade/rpc/api_server_common.py diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 46678466d..a0532a3b3 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -4,7 +4,7 @@ import logging # import json from typing import Dict -from flask import Flask, request +from flask import Flask, request, jsonify # from flask_restful import Resource, Api from freqtrade.rpc.rpc import RPC, RPCException from ipaddress import IPv4Address @@ -39,11 +39,15 @@ class ApiServer(RPC): thread.start() def cleanup(self) -> None: - pass + logger.info("Stopping API Server") def send_msg(self, msg: Dict[str, str]) -> None: pass + def rest_dump(self, return_value): + """ Helper function to jsonify object for a webserver """ + return jsonify(return_value) + def register_rest_other(self): """ Registers flask app URLs that are not calls to functionality in rpc.rpc. @@ -89,6 +93,7 @@ class ApiServer(RPC): app.run(host=rest_ip, port=rest_port) except Exception: logger.exception("Api server failed to start, exception message is:") + logger.info('Starting Local Rest Server_end') """ Define the application methods here, called by app.add_url_rule @@ -99,7 +104,7 @@ class ApiServer(RPC): """ Return "404 not found", 404. """ - return json.dumps({ + return self.rest_dump({ 'status': 'error', 'reason': '''There's no API call for %s''' % request.base_url, 'code': 404 @@ -113,20 +118,14 @@ class ApiServer(RPC): This may be deprecated at any time. :return: index.html """ - rest_cmds = 'Commands implemented:
' \ - 'Show 7 days of stats' \ - '
' \ - 'Stop the Trade thread' \ - '
' \ - 'Start the Traded thread' \ - '
' \ - 'Show profit summary' \ - '
' \ - 'Show status table - Open trades' \ - '
' \ - ' 404 page does not exist' \ - '
' - + rest_cmds = ('Commands implemented:
' + 'Show 7 days of stats
' + 'Stop the Trade thread
' + 'Start the Traded thread
' + 'Show profit summary
' + 'Show status table - Open trades
' + ' 404 page does not exist
' + ) return rest_cmds def daily(self): @@ -145,7 +144,7 @@ class ApiServer(RPC): self._config['fiat_display_currency'] ) - return json.dumps(stats, indent=4, sort_keys=True, default=str) + return self.rest_dump(stats) except RPCException as e: logger.exception("API Error querying daily:", e) return "Error querying daily" @@ -164,7 +163,7 @@ class ApiServer(RPC): self._config['fiat_display_currency'] ) - return json.dumps(stats, indent=4, sort_keys=True, default=str) + return self.rest_dump(stats) except RPCException as e: logger.exception("API Error calling profit", e) return "Error querying closed trades - maybe there are none" @@ -178,7 +177,7 @@ class ApiServer(RPC): """ try: results = self._rpc_trade_status() - return json.dumps(results, indent=4, sort_keys=True, default=str) + return self.rest_dump(results) except RPCException as e: logger.exception("API Error calling status table", e) @@ -191,7 +190,7 @@ class ApiServer(RPC): Starts TradeThread in bot if stopped. """ msg = self._rpc_start() - return json.dumps(msg) + return self.rest_dump(msg) def stop(self): """ @@ -200,4 +199,4 @@ class ApiServer(RPC): Stops TradeThread in bot if running """ msg = self._rpc_stop() - return json.dumps(msg) + return self.rest_dump(msg) diff --git a/freqtrade/rpc/api_server_common.py b/freqtrade/rpc/api_server_common.py deleted file mode 100644 index 19338a825..000000000 --- a/freqtrade/rpc/api_server_common.py +++ /dev/null @@ -1,74 +0,0 @@ -import logging -import flask -from flask import request, jsonify - -logger = logging.getLogger(__name__) - - -class MyApiApp(flask.Flask): - def __init__(self, import_name): - """ - Contains common rest routes and resource that do not need - to access to rpc.rpc functionality - """ - super(MyApiApp, self).__init__(import_name) - - """ - Registers flask app URLs that are not calls to functionality in rpc.rpc. - :return: - """ - self.before_request(self.my_preprocessing) - self.register_error_handler(404, self.page_not_found) - self.add_url_rule('/', 'hello', view_func=self.hello, methods=['GET']) - self.add_url_rule('/stop_api', 'stop_api', view_func=self.stop_api, methods=['GET']) - - def my_preprocessing(self): - # Do stuff to flask.request - pass - - def page_not_found(self, error): - # Return "404 not found", 404. - return jsonify({'status': 'error', - 'reason': '''There's no API call for %s''' % request.base_url, - 'code': 404}), 404 - - def hello(self): - """ - None critical but helpful default index page. - - That lists URLs added to the flask server. - This may be deprecated at any time. - :return: index.html - """ - rest_cmds = 'Commands implemented:
' \ - 'Show 7 days of stats' \ - '
' \ - 'Stop the Trade thread' \ - '
' \ - 'Start the Traded thread' \ - '
' \ - ' 404 page does not exist' \ - '
' \ - '
' \ - 'Shut down the api server - be sure' - return rest_cmds - - def stop_api(self): - """ For calling shutdown_api_server over via api server HTTP""" - self.shutdown_api_server() - return 'Api Server shutting down... ' - - def shutdown_api_server(self): - """ - Stop the running flask application - - Records the shutdown in logger.info - :return: - """ - func = request.environ.get('werkzeug.server.shutdown') - if func is None: - raise RuntimeError('Not running the Flask Werkzeug Server') - if func is not None: - logger.info('Stopping the Local Rest Server') - func() - return From c6c2893e2cef4a058a4d5adc2c4e13755e44d876 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Apr 2019 21:07:44 +0200 Subject: [PATCH 137/417] Improve rest-client interface --- freqtrade/rpc/rest_client.py | 96 ++++++++++++++++++++++++------------ 1 file changed, 65 insertions(+), 31 deletions(-) diff --git a/freqtrade/rpc/rest_client.py b/freqtrade/rpc/rest_client.py index cabedebb8..5ae65dc4a 100755 --- a/freqtrade/rpc/rest_client.py +++ b/freqtrade/rpc/rest_client.py @@ -2,46 +2,80 @@ """ Simple command line client into RPC commands Can be used as an alternate to Telegram + +Should not import anything from freqtrade, +so it can be used as a standalone script. """ +import argparse +import logging import time -from requests import get from sys import argv -# TODO - use argparse to clean this up +import click + +from requests import get +from requests.exceptions import ConnectionError + +logging.basicConfig( + level=logging.INFO, + format='%(asctime)s - %(name)s - %(levelname)s - %(message)s', +) +logger = logging.getLogger("ft_rest_client") + # TODO - use IP and Port from config.json not hardcode -if len(argv) == 1: - print('\nThis script accepts the following arguments') - print('- daily (int) - Where int is the number of days to report back. daily 3') - print('- start - this will start the trading thread') - print('- stop - this will start the trading thread') - print('- there will be more....\n') +COMMANDS_NO_ARGS = ["start", + "stop", + ] +COMMANDS_ARGS = ["daily", + ] -if len(argv) == 3 and argv[1] == "daily": - if str.isnumeric(argv[2]): - get_url = 'http://localhost:5002/daily?timescale=' + argv[2] - d = get(get_url).json() - print(d) - else: - print("\nThe second argument to daily must be an integer, 1,2,3 etc") +SERVER_URL = "http://localhost:5002" -if len(argv) == 2 and argv[1] == "start": - get_url = 'http://localhost:5002/start' - d = get(get_url).text - print(d) - if "already" not in d: - time.sleep(2) - d = get(get_url).text - print(d) +def add_arguments(): + parser = argparse.ArgumentParser() + parser.add_argument("command", + help="Positional argument defining the command to execute.") + args = parser.parse_args() + # if len(argv) == 1: + # print('\nThis script accepts the following arguments') + # print('- daily (int) - Where int is the number of days to report back. daily 3') + # print('- start - this will start the trading thread') + # print('- stop - this will start the trading thread') + # print('- there will be more....\n') + return vars(args) -if len(argv) == 2 and argv[1] == "stop": - get_url = 'http://localhost:5002/stop' - d = get(get_url).text - print(d) - if "already" not in d: - time.sleep(2) - d = get(get_url).text - print(d) +def call_authorized(url): + try: + return get(url).json() + except ConnectionError: + logger.warning("Connection error") + + +def call_command_noargs(command): + logger.info(f"Running command `{command}` at {SERVER_URL}") + r = call_authorized(f"{SERVER_URL}/{command}") + logger.info(r) + + +def main(args): + + # Call commands without arguments + if args["command"] in COMMANDS_NO_ARGS: + call_command_noargs(args["command"]) + + if args["command"] == "daily": + if str.isnumeric(argv[2]): + get_url = SERVER_URL + '/daily?timescale=' + argv[2] + d = get(get_url).json() + print(d) + else: + print("\nThe second argument to daily must be an integer, 1,2,3 etc") + + +if __name__ == "__main__": + args = add_arguments() + main(args) From 8993882dcb1434b0f938ac45eee23cb4e4c5f915 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 5 Apr 2019 06:39:33 +0200 Subject: [PATCH 138/417] Sort imports --- freqtrade/rpc/api_server.py | 12 +++++------- 1 file changed, 5 insertions(+), 7 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index a0532a3b3..20850a3a1 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -1,14 +1,11 @@ -import json -import threading import logging -# import json +import threading +from ipaddress import IPv4Address from typing import Dict -from flask import Flask, request, jsonify -# from flask_restful import Resource, Api -from freqtrade.rpc.rpc import RPC, RPCException -from ipaddress import IPv4Address +from flask import Flask, jsonify, request +from freqtrade.rpc.rpc import RPC, RPCException logger = logging.getLogger(__name__) app = Flask(__name__) @@ -42,6 +39,7 @@ class ApiServer(RPC): logger.info("Stopping API Server") def send_msg(self, msg: Dict[str, str]) -> None: + """We don't push to endpoints at the moment. Look at webhooks for that.""" pass def rest_dump(self, return_value): From 3cf6c6ee0c4ed3c346b80983789ee2acbc192750 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 6 Apr 2019 19:58:00 +0200 Subject: [PATCH 139/417] Implement a few more methods --- freqtrade/rpc/api_server.py | 37 ++++++++++++++++++++++++++++++++++++- 1 file changed, 36 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 20850a3a1..53520025b 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -37,6 +37,8 @@ class ApiServer(RPC): def cleanup(self) -> None: logger.info("Stopping API Server") + # TODO: Gracefully shutdown - right now it'll fail on /reload_conf + # since it's not terminated correctly. def send_msg(self, msg: Dict[str, str]) -> None: """We don't push to endpoints at the moment. Look at webhooks for that.""" @@ -62,8 +64,13 @@ class ApiServer(RPC): Label can be used as a shortcut when refactoring :return: """ - app.add_url_rule('/stop', 'stop', view_func=self.stop, methods=['GET']) + # TODO: actions should not be GET... app.add_url_rule('/start', 'start', view_func=self.start, methods=['GET']) + app.add_url_rule('/stop', 'stop', view_func=self.stop, methods=['GET']) + app.add_url_rule('/stopbuy', 'stopbuy', view_func=self.stopbuy, methods=['GET']) + app.add_url_rule('/reload_conf', 'reload_conf', view_func=self.reload_conf, + methods=['GET']) + app.add_url_rule('/count', 'count', view_func=self.count, methods=['GET']) app.add_url_rule('/daily', 'daily', view_func=self.daily, methods=['GET']) app.add_url_rule('/profit', 'profit', view_func=self.profit, methods=['GET']) app.add_url_rule('/status_table', 'status_table', @@ -198,3 +205,31 @@ class ApiServer(RPC): """ msg = self._rpc_stop() return self.rest_dump(msg) + + def stopbuy(self): + """ + Handler for /stopbuy. + + Sets max_open_trades to 0 and gracefully sells all open trades + """ + msg = self._rpc_stopbuy() + return self.rest_dump(msg) + + def reload_conf(self): + """ + Handler for /reload_conf. + Triggers a config file reload + """ + msg = self._rpc_reload_conf() + return self.rest_dump(msg) + + def count(self): + """ + Handler for /count. + Returns the number of trades running + """ + try: + msg = self._rpc_count() + except RPCException as e: + msg = {"status": str(e)} + return self.rest_dump(msg) From 2f8088432c9f16423ea7a3625cf5128a12b478a3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 6 Apr 2019 20:08:01 +0200 Subject: [PATCH 140/417] All handlers should be private --- freqtrade/rpc/api_server.py | 119 +++++++++++++++++++----------------- 1 file changed, 62 insertions(+), 57 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 53520025b..30771bdc7 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -5,6 +5,7 @@ from typing import Dict from flask import Flask, jsonify, request +from freqtrade.__init__ import __version__ from freqtrade.rpc.rpc import RPC, RPCException logger = logging.getLogger(__name__) @@ -65,16 +66,17 @@ class ApiServer(RPC): :return: """ # TODO: actions should not be GET... - app.add_url_rule('/start', 'start', view_func=self.start, methods=['GET']) - app.add_url_rule('/stop', 'stop', view_func=self.stop, methods=['GET']) - app.add_url_rule('/stopbuy', 'stopbuy', view_func=self.stopbuy, methods=['GET']) - app.add_url_rule('/reload_conf', 'reload_conf', view_func=self.reload_conf, + app.add_url_rule('/start', 'start', view_func=self._start, methods=['GET']) + app.add_url_rule('/stop', 'stop', view_func=self._stop, methods=['GET']) + app.add_url_rule('/stopbuy', 'stopbuy', view_func=self._stopbuy, methods=['GET']) + app.add_url_rule('/version', 'version', view_func=self._version, methods=['GET']) + app.add_url_rule('/reload_conf', 'reload_conf', view_func=self._reload_conf, methods=['GET']) - app.add_url_rule('/count', 'count', view_func=self.count, methods=['GET']) - app.add_url_rule('/daily', 'daily', view_func=self.daily, methods=['GET']) - app.add_url_rule('/profit', 'profit', view_func=self.profit, methods=['GET']) + app.add_url_rule('/count', 'count', view_func=self._count, methods=['GET']) + app.add_url_rule('/daily', 'daily', view_func=self._daily, methods=['GET']) + app.add_url_rule('/profit', 'profit', view_func=self._profit, methods=['GET']) app.add_url_rule('/status_table', 'status_table', - view_func=self.status_table, methods=['GET']) + view_func=self._status_table, methods=['GET']) def run(self): """ Method that runs flask app in its own thread forever """ @@ -133,7 +135,56 @@ class ApiServer(RPC): ) return rest_cmds - def daily(self): + def _start(self): + """ + Handler for /start. + Starts TradeThread in bot if stopped. + """ + msg = self._rpc_start() + return self.rest_dump(msg) + + def _stop(self): + """ + Handler for /stop. + Stops TradeThread in bot if running + """ + msg = self._rpc_stop() + return self.rest_dump(msg) + + def _stopbuy(self): + """ + Handler for /stopbuy. + Sets max_open_trades to 0 and gracefully sells all open trades + """ + msg = self._rpc_stopbuy() + return self.rest_dump(msg) + + def _version(self): + """ + Prints the bot's version + """ + return self.rest_dump({"version": __version__}) + + def _reload_conf(self): + """ + Handler for /reload_conf. + Triggers a config file reload + """ + msg = self._rpc_reload_conf() + return self.rest_dump(msg) + + def _count(self): + """ + Handler for /count. + Returns the number of trades running + """ + try: + msg = self._rpc_count() + except RPCException as e: + msg = {"status": str(e)} + return self.rest_dump(msg) + + def _daily(self): """ Returns the last X days trading stats summary. @@ -154,7 +205,7 @@ class ApiServer(RPC): logger.exception("API Error querying daily:", e) return "Error querying daily" - def profit(self): + def _profit(self): """ Handler for /profit. @@ -173,7 +224,7 @@ class ApiServer(RPC): logger.exception("API Error calling profit", e) return "Error querying closed trades - maybe there are none" - def status_table(self): + def _status_table(self): """ Handler for /status table. @@ -187,49 +238,3 @@ class ApiServer(RPC): except RPCException as e: logger.exception("API Error calling status table", e) return "Error querying open trades - maybe there are none." - - def start(self): - """ - Handler for /start. - - Starts TradeThread in bot if stopped. - """ - msg = self._rpc_start() - return self.rest_dump(msg) - - def stop(self): - """ - Handler for /stop. - - Stops TradeThread in bot if running - """ - msg = self._rpc_stop() - return self.rest_dump(msg) - - def stopbuy(self): - """ - Handler for /stopbuy. - - Sets max_open_trades to 0 and gracefully sells all open trades - """ - msg = self._rpc_stopbuy() - return self.rest_dump(msg) - - def reload_conf(self): - """ - Handler for /reload_conf. - Triggers a config file reload - """ - msg = self._rpc_reload_conf() - return self.rest_dump(msg) - - def count(self): - """ - Handler for /count. - Returns the number of trades running - """ - try: - msg = self._rpc_count() - except RPCException as e: - msg = {"status": str(e)} - return self.rest_dump(msg) From a12e093417b3bc60c7c20b6410798e4ef3e836be Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 7 Apr 2019 13:09:53 +0200 Subject: [PATCH 141/417] Api server - custom json encoder --- freqtrade/rpc/api_server.py | 50 ++++++++++++++++++++++++++----------- 1 file changed, 36 insertions(+), 14 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 30771bdc7..fe2367458 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -3,13 +3,31 @@ import threading from ipaddress import IPv4Address from typing import Dict +from arrow import Arrow from flask import Flask, jsonify, request +from flask.json import JSONEncoder from freqtrade.__init__ import __version__ from freqtrade.rpc.rpc import RPC, RPCException logger = logging.getLogger(__name__) + + +class ArrowJSONEncoder(JSONEncoder): + def default(self, obj): + try: + if isinstance(obj, Arrow): + return obj.for_json() + iterable = iter(obj) + except TypeError: + pass + else: + return list(iterable) + return JSONEncoder.default(self, obj) + + app = Flask(__name__) +app.json_encoder = ArrowJSONEncoder class ApiServer(RPC): @@ -42,13 +60,19 @@ class ApiServer(RPC): # since it's not terminated correctly. def send_msg(self, msg: Dict[str, str]) -> None: - """We don't push to endpoints at the moment. Look at webhooks for that.""" + """ + We don't push to endpoints at the moment. + Take a look at webhooks for that functionality. + """ pass def rest_dump(self, return_value): """ Helper function to jsonify object for a webserver """ return jsonify(return_value) + def rest_error(self, error_msg): + return jsonify({"error": error_msg}), 502 + def register_rest_other(self): """ Registers flask app URLs that are not calls to functionality in rpc.rpc. @@ -75,8 +99,7 @@ class ApiServer(RPC): app.add_url_rule('/count', 'count', view_func=self._count, methods=['GET']) app.add_url_rule('/daily', 'daily', view_func=self._daily, methods=['GET']) app.add_url_rule('/profit', 'profit', view_func=self._profit, methods=['GET']) - app.add_url_rule('/status_table', 'status_table', - view_func=self._status_table, methods=['GET']) + app.add_url_rule('/status', 'status', view_func=self._status, methods=['GET']) def run(self): """ Method that runs flask app in its own thread forever """ @@ -180,9 +203,9 @@ class ApiServer(RPC): """ try: msg = self._rpc_count() + return self.rest_dump(msg) except RPCException as e: - msg = {"status": str(e)} - return self.rest_dump(msg) + return self.rest_error(str(e)) def _daily(self): """ @@ -202,8 +225,8 @@ class ApiServer(RPC): return self.rest_dump(stats) except RPCException as e: - logger.exception("API Error querying daily:", e) - return "Error querying daily" + logger.exception("API Error querying daily: %s", e) + return self.rest_error(f"Error querying daily {e}") def _profit(self): """ @@ -221,20 +244,19 @@ class ApiServer(RPC): return self.rest_dump(stats) except RPCException as e: - logger.exception("API Error calling profit", e) - return "Error querying closed trades - maybe there are none" + logger.exception("API Error calling profit: %s", e) + return self.rest_error("Error querying closed trades - maybe there are none") - def _status_table(self): + def _status(self): """ Handler for /status table. - Returns the current TradeThread status in table format - :return: results + Returns the current status of the trades in json format """ try: results = self._rpc_trade_status() return self.rest_dump(results) except RPCException as e: - logger.exception("API Error calling status table", e) - return "Error querying open trades - maybe there are none." + logger.exception("API Error calling status table: %s", e) + return self.rest_error("Error querying open trades - maybe there are none.") From d8549fe09ab9bd5f9410149abc4b3fd780615603 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 7 Apr 2019 13:22:44 +0200 Subject: [PATCH 142/417] add balance handler --- freqtrade/rpc/api_server.py | 29 +++++++++++++++++++++++++++-- 1 file changed, 27 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index fe2367458..a07057997 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -90,16 +90,27 @@ class ApiServer(RPC): :return: """ # TODO: actions should not be GET... + # Actions to control the bot app.add_url_rule('/start', 'start', view_func=self._start, methods=['GET']) app.add_url_rule('/stop', 'stop', view_func=self._stop, methods=['GET']) app.add_url_rule('/stopbuy', 'stopbuy', view_func=self._stopbuy, methods=['GET']) - app.add_url_rule('/version', 'version', view_func=self._version, methods=['GET']) app.add_url_rule('/reload_conf', 'reload_conf', view_func=self._reload_conf, methods=['GET']) + # Info commands + app.add_url_rule('/version', 'version', view_func=self._version, methods=['GET']) app.add_url_rule('/count', 'count', view_func=self._count, methods=['GET']) app.add_url_rule('/daily', 'daily', view_func=self._daily, methods=['GET']) app.add_url_rule('/profit', 'profit', view_func=self._profit, methods=['GET']) app.add_url_rule('/status', 'status', view_func=self._status, methods=['GET']) + app.add_url_rule('/balance', 'balance', view_func=self._balance, methods=['GET']) + # TODO: Implement the following + # performance + # forcebuy + # forcesell + # whitelist + # blacklist + # edge + # help (?) def run(self): """ Method that runs flask app in its own thread forever """ @@ -258,5 +269,19 @@ class ApiServer(RPC): return self.rest_dump(results) except RPCException as e: - logger.exception("API Error calling status table: %s", e) + logger.exception("API Error calling status: %s", e) return self.rest_error("Error querying open trades - maybe there are none.") + + def _balance(self): + """ + Handler for /balance table. + + Returns the current status of the trades in json format + """ + try: + results = self._rpc_balance(self._config.get('fiat_display_currency', '')) + return self.rest_dump(results) + + except RPCException as e: + logger.exception("API Error calling status table: %s", e) + return self.rest_error(f"{e}") From 01c93a2ee36d878289c3e90fe38df4888098c8df Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 9 Apr 2019 06:40:15 +0200 Subject: [PATCH 143/417] Load rest-client config from file --- freqtrade/rpc/rest_client.py | 40 ++++++++++++++++++++++++++---------- 1 file changed, 29 insertions(+), 11 deletions(-) diff --git a/freqtrade/rpc/rest_client.py b/freqtrade/rpc/rest_client.py index 5ae65dc4a..51c7a88f5 100755 --- a/freqtrade/rpc/rest_client.py +++ b/freqtrade/rpc/rest_client.py @@ -8,11 +8,10 @@ so it can be used as a standalone script. """ import argparse +import json import logging -import time from sys import argv - -import click +from pathlib import Path from requests import get from requests.exceptions import ConnectionError @@ -23,21 +22,27 @@ logging.basicConfig( ) logger = logging.getLogger("ft_rest_client") -# TODO - use IP and Port from config.json not hardcode COMMANDS_NO_ARGS = ["start", "stop", + "stopbuy", + "reload_conf" ] COMMANDS_ARGS = ["daily", ] -SERVER_URL = "http://localhost:5002" - def add_arguments(): parser = argparse.ArgumentParser() parser.add_argument("command", help="Positional argument defining the command to execute.") + parser.add_argument('-c', '--config', + help='Specify configuration file (default: %(default)s). ', + dest='config', + type=str, + metavar='PATH', + default='config.json' + ) args = parser.parse_args() # if len(argv) == 1: # print('\nThis script accepts the following arguments') @@ -48,6 +53,14 @@ def add_arguments(): return vars(args) +def load_config(configfile): + file = Path(configfile) + if file.is_file(): + with file.open("r") as f: + config = json.load(f) + return config + + def call_authorized(url): try: return get(url).json() @@ -55,21 +68,26 @@ def call_authorized(url): logger.warning("Connection error") -def call_command_noargs(command): - logger.info(f"Running command `{command}` at {SERVER_URL}") - r = call_authorized(f"{SERVER_URL}/{command}") +def call_command_noargs(server_url, command): + logger.info(f"Running command `{command}` at {server_url}") + r = call_authorized(f"{server_url}/{command}") logger.info(r) def main(args): + config = load_config(args["config"]) + url = config.get("api_server", {}).get("server_url", "127.0.0.1") + port = config.get("api_server", {}).get("listen_port", "8080") + server_url = f"http://{url}:{port}" + # Call commands without arguments if args["command"] in COMMANDS_NO_ARGS: - call_command_noargs(args["command"]) + call_command_noargs(server_url, args["command"]) if args["command"] == "daily": if str.isnumeric(argv[2]): - get_url = SERVER_URL + '/daily?timescale=' + argv[2] + get_url = server_url + '/daily?timescale=' + argv[2] d = get(get_url).json() print(d) else: From ae8660fe06f213d7e5017d6bceb0de84b2811f33 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 9 Apr 2019 06:59:07 +0200 Subject: [PATCH 144/417] Extract exception handling to decorator --- freqtrade/rpc/api_server.py | 85 ++++++++++++++++++++----------------- 1 file changed, 45 insertions(+), 40 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index a07057997..06f4ad0b9 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -37,6 +37,18 @@ class ApiServer(RPC): This class starts a none blocking thread the api server runs within """ + def safe_rpc(func): + + def func_wrapper(self, *args, **kwargs): + + try: + return func(self, *args, **kwargs) + except RPCException as e: + logger.exception("API Error calling %s: %s", func.__name__, e) + return self.rest_error(f"Error querying {func.__name__}: {e}") + + return func_wrapper + def __init__(self, freqtrade) -> None: """ Init the api server, and init the super class RPC @@ -103,11 +115,11 @@ class ApiServer(RPC): app.add_url_rule('/profit', 'profit', view_func=self._profit, methods=['GET']) app.add_url_rule('/status', 'status', view_func=self._status, methods=['GET']) app.add_url_rule('/balance', 'balance', view_func=self._balance, methods=['GET']) + app.add_url_rule('/whitelist', 'whitelist', view_func=self._whitelist, methods=['GET']) # TODO: Implement the following # performance # forcebuy # forcesell - # whitelist # blacklist # edge # help (?) @@ -207,38 +219,34 @@ class ApiServer(RPC): msg = self._rpc_reload_conf() return self.rest_dump(msg) + @safe_rpc def _count(self): """ Handler for /count. Returns the number of trades running """ - try: - msg = self._rpc_count() - return self.rest_dump(msg) - except RPCException as e: - return self.rest_error(str(e)) + msg = self._rpc_count() + return self.rest_dump(msg) + @safe_rpc def _daily(self): """ Returns the last X days trading stats summary. :return: stats """ - try: - timescale = request.args.get('timescale') - logger.info("LocalRPC - Daily Command Called") - timescale = int(timescale) + timescale = request.args.get('timescale') + logger.info("LocalRPC - Daily Command Called") + timescale = int(timescale) - stats = self._rpc_daily_profit(timescale, - self._config['stake_currency'], - self._config['fiat_display_currency'] - ) + stats = self._rpc_daily_profit(timescale, + self._config['stake_currency'], + self._config['fiat_display_currency'] + ) - return self.rest_dump(stats) - except RPCException as e: - logger.exception("API Error querying daily: %s", e) - return self.rest_error(f"Error querying daily {e}") + return self.rest_dump(stats) + @safe_rpc def _profit(self): """ Handler for /profit. @@ -246,42 +254,39 @@ class ApiServer(RPC): Returns a cumulative profit statistics :return: stats """ - try: - logger.info("LocalRPC - Profit Command Called") + logger.info("LocalRPC - Profit Command Called") - stats = self._rpc_trade_statistics(self._config['stake_currency'], - self._config['fiat_display_currency'] - ) + stats = self._rpc_trade_statistics(self._config['stake_currency'], + self._config['fiat_display_currency'] + ) - return self.rest_dump(stats) - except RPCException as e: - logger.exception("API Error calling profit: %s", e) - return self.rest_error("Error querying closed trades - maybe there are none") + return self.rest_dump(stats) + @safe_rpc def _status(self): """ Handler for /status table. Returns the current status of the trades in json format """ - try: - results = self._rpc_trade_status() - return self.rest_dump(results) - - except RPCException as e: - logger.exception("API Error calling status: %s", e) - return self.rest_error("Error querying open trades - maybe there are none.") + results = self._rpc_trade_status() + return self.rest_dump(results) + @safe_rpc def _balance(self): """ Handler for /balance table. Returns the current status of the trades in json format """ - try: - results = self._rpc_balance(self._config.get('fiat_display_currency', '')) - return self.rest_dump(results) + results = self._rpc_balance(self._config.get('fiat_display_currency', '')) + return self.rest_dump(results) - except RPCException as e: - logger.exception("API Error calling status table: %s", e) - return self.rest_error(f"{e}") + @safe_rpc + def _whitelist(self): + """ + Handler for /whitelist table. + + """ + results = self._rpc_whitelist() + return self.rest_dump(results) From 99875afcc034e6a7cdb96a2be5eb71917d3e9115 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 9 Apr 2019 07:08:46 +0200 Subject: [PATCH 145/417] Add default argument --- freqtrade/rpc/api_server.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 06f4ad0b9..693b82bec 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -235,8 +235,7 @@ class ApiServer(RPC): :return: stats """ - timescale = request.args.get('timescale') - logger.info("LocalRPC - Daily Command Called") + timescale = request.args.get('timescale', 7) timescale = int(timescale) stats = self._rpc_daily_profit(timescale, From d2c2811249022671812e9a4f8754105cc9697782 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 19 Apr 2019 06:45:15 +0200 Subject: [PATCH 146/417] Move rest-client to scripts --- {freqtrade/rpc => scripts}/rest_client.py | 0 1 file changed, 0 insertions(+), 0 deletions(-) rename {freqtrade/rpc => scripts}/rest_client.py (100%) diff --git a/freqtrade/rpc/rest_client.py b/scripts/rest_client.py similarity index 100% rename from freqtrade/rpc/rest_client.py rename to scripts/rest_client.py From 5ba189ffb41a7d887cc4d74b92e0ffb708f62194 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 19 Apr 2019 06:55:38 +0200 Subject: [PATCH 147/417] Add more commands to rest client, fix bug in config handling --- scripts/rest_client.py | 46 ++++++++++++++++++++++++++++++++---------- 1 file changed, 35 insertions(+), 11 deletions(-) diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 51c7a88f5..bd1187a3e 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -26,16 +26,28 @@ logger = logging.getLogger("ft_rest_client") COMMANDS_NO_ARGS = ["start", "stop", "stopbuy", - "reload_conf" + "reload_conf", ] -COMMANDS_ARGS = ["daily", - ] +INFO_COMMANDS = {"version": [], + "count": [], + "daily": ["timescale"], + "profit": [], + "status": [], + "balance": [] + } def add_arguments(): parser = argparse.ArgumentParser() parser.add_argument("command", help="Positional argument defining the command to execute.") + + parser.add_argument("command_arguments", + help="Positional arguments for the parameters for [command]", + nargs="*", + default=[] + ) + parser.add_argument('-c', '--config', help='Specify configuration file (default: %(default)s). ', dest='config', @@ -58,7 +70,8 @@ def load_config(configfile): if file.is_file(): with file.open("r") as f: config = json.load(f) - return config + return config + return {} def call_authorized(url): @@ -74,6 +87,22 @@ def call_command_noargs(server_url, command): logger.info(r) +def call_info(server_url, command, command_args): + logger.info(f"Running command `{command}` with parameters `{command_args}` at {server_url}") + call = f"{server_url}/{command}?" + args = INFO_COMMANDS[command] + if len(args) < len(command_args): + logger.error(f"Command {command} does only support {len(args)} arguments.") + return + for idx, arg in enumerate(command_args): + + call += f"{args[idx]}={arg}" + logger.debug(call) + r = call_authorized(call) + + logger.info(r) + + def main(args): config = load_config(args["config"]) @@ -85,13 +114,8 @@ def main(args): if args["command"] in COMMANDS_NO_ARGS: call_command_noargs(server_url, args["command"]) - if args["command"] == "daily": - if str.isnumeric(argv[2]): - get_url = server_url + '/daily?timescale=' + argv[2] - d = get(get_url).json() - print(d) - else: - print("\nThe second argument to daily must be an integer, 1,2,3 etc") + if args["command"] in INFO_COMMANDS: + call_info(server_url, args["command"], args["command_arguments"]) if __name__ == "__main__": From a1043121fc0a760194ad434d79371368d835386d Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 19 Apr 2019 06:56:01 +0200 Subject: [PATCH 148/417] Add blacklist handler --- freqtrade/rpc/api_server.py | 19 ++++++++++++++----- 1 file changed, 14 insertions(+), 5 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 693b82bec..2c151daf3 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -116,11 +116,13 @@ class ApiServer(RPC): app.add_url_rule('/status', 'status', view_func=self._status, methods=['GET']) app.add_url_rule('/balance', 'balance', view_func=self._balance, methods=['GET']) app.add_url_rule('/whitelist', 'whitelist', view_func=self._whitelist, methods=['GET']) + app.add_url_rule('/blacklist', 'blacklist', view_func=self._blacklist, methods=['GET']) # TODO: Implement the following # performance # forcebuy # forcesell - # blacklist + # whitelist param + # balacklist params # edge # help (?) @@ -264,7 +266,7 @@ class ApiServer(RPC): @safe_rpc def _status(self): """ - Handler for /status table. + Handler for /status. Returns the current status of the trades in json format """ @@ -274,7 +276,7 @@ class ApiServer(RPC): @safe_rpc def _balance(self): """ - Handler for /balance table. + Handler for /balance. Returns the current status of the trades in json format """ @@ -284,8 +286,15 @@ class ApiServer(RPC): @safe_rpc def _whitelist(self): """ - Handler for /whitelist table. - + Handler for /whitelist. """ results = self._rpc_whitelist() return self.rest_dump(results) + + @safe_rpc + def _blacklist(self): + """ + Handler for /blacklist. + """ + results = self._rpc_blacklist() + return self.rest_dump(results) From a132d6e141fccc257c0814fb6e24927e41f3a028 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 25 Apr 2019 20:32:10 +0200 Subject: [PATCH 149/417] Refactor client into class --- scripts/rest_client.py | 95 +++++++++++++++++++++++++++--------------- 1 file changed, 62 insertions(+), 33 deletions(-) diff --git a/scripts/rest_client.py b/scripts/rest_client.py index bd1187a3e..4e576d3cd 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -10,10 +10,10 @@ so it can be used as a standalone script. import argparse import json import logging -from sys import argv +from urllib.parse import urlencode, urlparse, urlunparse from pathlib import Path -from requests import get +import requests from requests.exceptions import ConnectionError logging.basicConfig( @@ -37,6 +37,63 @@ INFO_COMMANDS = {"version": [], } +class FtRestClient(): + + def __init__(self, serverurl): + self.serverurl = serverurl + + self.session = requests.Session() + + def call(self, method, apipath, params: dict = None, data=None, files=None): + + if str(method).upper() not in ('GET', 'POST', 'PUT', 'DELETE'): + raise ValueError('invalid method <{0}>'.format(method)) + basepath = f"{self.serverurl}/{apipath}" + + hd = {"Accept": "application/json", + "Content-Type": "application/json" + } + + # Split url + schema, netloc, path, params, query, fragment = urlparse(basepath) + # URLEncode query string + query = urlencode(params) + # recombine url + url = urlunparse((schema, netloc, path, params, query, fragment)) + print(url) + try: + + req = requests.Request(method, url, headers=hd, data=data, + # auth=self.session.auth + ) + reqp = req.prepare() + return self.session.send(reqp).json() + # return requests.get(url).json() + except ConnectionError: + logger.warning("Connection error") + + def call_command_noargs(self, command): + logger.info(f"Running command `{command}` at {self.serverurl}") + r = self.call("GET", command) + logger.info(r) + + def call_info(self, command, command_args): + logger.info( + f"Running command `{command}` with parameters `{command_args}` at {self.serverurl}") + args = INFO_COMMANDS[command] + if len(args) < len(command_args): + logger.error(f"Command {command} does only support {len(args)} arguments.") + return + params = {} + for idx, arg in enumerate(command_args): + params[args[idx]] = arg + + logger.debug(params) + r = self.call("GET", command, params) + + logger.info(r) + + def add_arguments(): parser = argparse.ArgumentParser() parser.add_argument("command", @@ -74,48 +131,20 @@ def load_config(configfile): return {} -def call_authorized(url): - try: - return get(url).json() - except ConnectionError: - logger.warning("Connection error") - - -def call_command_noargs(server_url, command): - logger.info(f"Running command `{command}` at {server_url}") - r = call_authorized(f"{server_url}/{command}") - logger.info(r) - - -def call_info(server_url, command, command_args): - logger.info(f"Running command `{command}` with parameters `{command_args}` at {server_url}") - call = f"{server_url}/{command}?" - args = INFO_COMMANDS[command] - if len(args) < len(command_args): - logger.error(f"Command {command} does only support {len(args)} arguments.") - return - for idx, arg in enumerate(command_args): - - call += f"{args[idx]}={arg}" - logger.debug(call) - r = call_authorized(call) - - logger.info(r) - - def main(args): config = load_config(args["config"]) url = config.get("api_server", {}).get("server_url", "127.0.0.1") port = config.get("api_server", {}).get("listen_port", "8080") server_url = f"http://{url}:{port}" + client = FtRestClient(server_url) # Call commands without arguments if args["command"] in COMMANDS_NO_ARGS: - call_command_noargs(server_url, args["command"]) + client.call_command_noargs(args["command"]) if args["command"] in INFO_COMMANDS: - call_info(server_url, args["command"], args["command_arguments"]) + client.call_info(args["command"], args["command_arguments"]) if __name__ == "__main__": From b0ac98a7cd069ceffda15d018792bbff70acdaf7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 09:08:03 +0200 Subject: [PATCH 150/417] Clean up rest client --- scripts/rest_client.py | 16 +++++++--------- 1 file changed, 7 insertions(+), 9 deletions(-) diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 4e576d3cd..e01fc086e 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -40,8 +40,8 @@ INFO_COMMANDS = {"version": [], class FtRestClient(): def __init__(self, serverurl): - self.serverurl = serverurl + self.serverurl = serverurl self.session = requests.Session() def call(self, method, apipath, params: dict = None, data=None, files=None): @@ -62,19 +62,17 @@ class FtRestClient(): url = urlunparse((schema, netloc, path, params, query, fragment)) print(url) try: - - req = requests.Request(method, url, headers=hd, data=data, - # auth=self.session.auth - ) - reqp = req.prepare() - return self.session.send(reqp).json() - # return requests.get(url).json() + resp = self.session.request(method, url, headers=hd, data=data, + # auth=self.session.auth + ) + # return resp.text + return resp.json() except ConnectionError: logger.warning("Connection error") def call_command_noargs(self, command): logger.info(f"Running command `{command}` at {self.serverurl}") - r = self.call("GET", command) + r = self.call("POST", command) logger.info(r) def call_info(self, command, command_args): From ebebf94750f8fd56add5520ecd0e0ef2777bbebf Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 09:10:07 +0200 Subject: [PATCH 151/417] Change commands to post --- freqtrade/rpc/api_server.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 2c151daf3..d520fd255 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -103,11 +103,11 @@ class ApiServer(RPC): """ # TODO: actions should not be GET... # Actions to control the bot - app.add_url_rule('/start', 'start', view_func=self._start, methods=['GET']) - app.add_url_rule('/stop', 'stop', view_func=self._stop, methods=['GET']) - app.add_url_rule('/stopbuy', 'stopbuy', view_func=self._stopbuy, methods=['GET']) + app.add_url_rule('/start', 'start', view_func=self._start, methods=['POST']) + app.add_url_rule('/stop', 'stop', view_func=self._stop, methods=['POST']) + app.add_url_rule('/stopbuy', 'stopbuy', view_func=self._stopbuy, methods=['POST']) app.add_url_rule('/reload_conf', 'reload_conf', view_func=self._reload_conf, - methods=['GET']) + methods=['POST']) # Info commands app.add_url_rule('/version', 'version', view_func=self._version, methods=['GET']) app.add_url_rule('/count', 'count', view_func=self._count, methods=['GET']) From d1fffab23580ff615d3bd3fbbe532c451c2ad69a Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 09:10:23 +0200 Subject: [PATCH 152/417] Rename internal methods to _ --- scripts/rest_client.py | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/scripts/rest_client.py b/scripts/rest_client.py index e01fc086e..6843bb31d 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -44,7 +44,7 @@ class FtRestClient(): self.serverurl = serverurl self.session = requests.Session() - def call(self, method, apipath, params: dict = None, data=None, files=None): + def _call(self, method, apipath, params: dict = None, data=None, files=None): if str(method).upper() not in ('GET', 'POST', 'PUT', 'DELETE'): raise ValueError('invalid method <{0}>'.format(method)) @@ -70,12 +70,12 @@ class FtRestClient(): except ConnectionError: logger.warning("Connection error") - def call_command_noargs(self, command): + def _call_command_noargs(self, command): logger.info(f"Running command `{command}` at {self.serverurl}") - r = self.call("POST", command) + r = self._call("POST", command) logger.info(r) - def call_info(self, command, command_args): + def _call_info(self, command, command_args): logger.info( f"Running command `{command}` with parameters `{command_args}` at {self.serverurl}") args = INFO_COMMANDS[command] @@ -87,7 +87,7 @@ class FtRestClient(): params[args[idx]] = arg logger.debug(params) - r = self.call("GET", command, params) + r = self._call("GET", command, params) logger.info(r) @@ -139,10 +139,10 @@ def main(args): # Call commands without arguments if args["command"] in COMMANDS_NO_ARGS: - client.call_command_noargs(args["command"]) + client._call_command_noargs(args["command"]) if args["command"] in INFO_COMMANDS: - client.call_info(args["command"], args["command_arguments"]) + client._call_info(args["command"], args["command_arguments"]) if __name__ == "__main__": From 8f9b9d31e2f667cbaa0083b6982f01eae006d9f0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 09:12:03 +0200 Subject: [PATCH 153/417] Reorder arguments --- scripts/rest_client.py | 13 +++++++------ 1 file changed, 7 insertions(+), 6 deletions(-) diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 6843bb31d..fc3478046 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -97,12 +97,6 @@ def add_arguments(): parser.add_argument("command", help="Positional argument defining the command to execute.") - parser.add_argument("command_arguments", - help="Positional arguments for the parameters for [command]", - nargs="*", - default=[] - ) - parser.add_argument('-c', '--config', help='Specify configuration file (default: %(default)s). ', dest='config', @@ -110,6 +104,13 @@ def add_arguments(): metavar='PATH', default='config.json' ) + + parser.add_argument("command_arguments", + help="Positional arguments for the parameters for [command]", + nargs="*", + default=[] + ) + args = parser.parse_args() # if len(argv) == 1: # print('\nThis script accepts the following arguments') From 938d7275ba49b6cf718d6c8c5ff03958b13c4243 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 09:27:20 +0200 Subject: [PATCH 154/417] implement some methods --- scripts/rest_client.py | 50 ++++++++++++++++++++++++++++++++++++------ 1 file changed, 43 insertions(+), 7 deletions(-) diff --git a/scripts/rest_client.py b/scripts/rest_client.py index fc3478046..eb6fb97a9 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -10,6 +10,7 @@ so it can be used as a standalone script. import argparse import json import logging +import inspect from urllib.parse import urlencode, urlparse, urlunparse from pathlib import Path @@ -55,11 +56,11 @@ class FtRestClient(): } # Split url - schema, netloc, path, params, query, fragment = urlparse(basepath) + schema, netloc, path, par, query, fragment = urlparse(basepath) # URLEncode query string query = urlencode(params) # recombine url - url = urlunparse((schema, netloc, path, params, query, fragment)) + url = urlunparse((schema, netloc, path, par, query, fragment)) print(url) try: resp = self.session.request(method, url, headers=hd, data=data, @@ -70,6 +71,12 @@ class FtRestClient(): except ConnectionError: logger.warning("Connection error") + def _get(self, apipath, params: dict = None): + return self._call("GET", apipath, params=params) + + def _post(self, apipath, params: dict = None, data: dict = None): + return self._call("POST", apipath, params=params, data=data) + def _call_command_noargs(self, command): logger.info(f"Running command `{command}` at {self.serverurl}") r = self._call("POST", command) @@ -91,6 +98,27 @@ class FtRestClient(): logger.info(r) + def version(self): + """ + Returns the version of the bot + :returns: json object containing the version + """ + return self._get("version") + + def count(self): + """ + Returns the amount of open trades + :returns: json object + """ + return self._get("count") + + def daily(self, days=None): + """ + Returns the amount of open trades + :returns: json object + """ + return self._get("daily", params={"timescale": days} if days else None) + def add_arguments(): parser = argparse.ArgumentParser() @@ -138,12 +166,20 @@ def main(args): server_url = f"http://{url}:{port}" client = FtRestClient(server_url) - # Call commands without arguments - if args["command"] in COMMANDS_NO_ARGS: - client._call_command_noargs(args["command"]) + m = [x for x, y in inspect.getmembers(client) if not x.startswith('_')] + command = args["command"] + if command not in m: + logger.error(f"Command {command} not defined") + return - if args["command"] in INFO_COMMANDS: - client._call_info(args["command"], args["command_arguments"]) + print(getattr(client, command)(*args["command_arguments"])) + + # Call commands without arguments + # if args["command"] in COMMANDS_NO_ARGS: + # client._call_command_noargs(args["command"]) + + # if args["command"] in INFO_COMMANDS: + # client._call_info(args["command"], args["command_arguments"]) if __name__ == "__main__": From 122cf4c897268d8ba2ce7e8665f4f1a9989dda93 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 09:55:11 +0200 Subject: [PATCH 155/417] Default add to None for blacklist rpc calls --- freqtrade/rpc/rpc.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 5b78c8356..048ebec63 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -470,7 +470,7 @@ class RPC(object): } return res - def _rpc_blacklist(self, add: List[str]) -> Dict: + def _rpc_blacklist(self, add: List[str] = None) -> Dict: """ Returns the currently active blacklist""" if add: stake_currency = self._freqtrade.config.get('stake_currency') From 3efdd55fb8526a3c1a771bcc1c89928d191f86db Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 09:55:36 +0200 Subject: [PATCH 156/417] Support blacklist adding --- freqtrade/rpc/api_server.py | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index d520fd255..1643bc535 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -115,14 +115,15 @@ class ApiServer(RPC): app.add_url_rule('/profit', 'profit', view_func=self._profit, methods=['GET']) app.add_url_rule('/status', 'status', view_func=self._status, methods=['GET']) app.add_url_rule('/balance', 'balance', view_func=self._balance, methods=['GET']) - app.add_url_rule('/whitelist', 'whitelist', view_func=self._whitelist, methods=['GET']) - app.add_url_rule('/blacklist', 'blacklist', view_func=self._blacklist, methods=['GET']) + app.add_url_rule('/whitelist', 'whitelist', view_func=self._whitelist, + methods=['GET']) + app.add_url_rule('/blacklist', 'blacklist', view_func=self._blacklist, + methods=['GET', 'POST']) # TODO: Implement the following # performance # forcebuy # forcesell - # whitelist param - # balacklist params + # blacklist params # edge # help (?) @@ -296,5 +297,6 @@ class ApiServer(RPC): """ Handler for /blacklist. """ - results = self._rpc_blacklist() + add = request.json.get("blacklist", None) if request.method == 'POST' else None + results = self._rpc_blacklist(add) return self.rest_dump(results) From 0163edc868c3a8c2e9e4040387ea588415163d0f Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 09:55:52 +0200 Subject: [PATCH 157/417] rest-client more methods --- scripts/rest_client.py | 123 +++++++++++++++++++++++------------------ 1 file changed, 69 insertions(+), 54 deletions(-) diff --git a/scripts/rest_client.py b/scripts/rest_client.py index eb6fb97a9..1958c1a07 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -11,6 +11,7 @@ import argparse import json import logging import inspect +from typing import List from urllib.parse import urlencode, urlparse, urlunparse from pathlib import Path @@ -24,32 +25,18 @@ logging.basicConfig( logger = logging.getLogger("ft_rest_client") -COMMANDS_NO_ARGS = ["start", - "stop", - "stopbuy", - "reload_conf", - ] -INFO_COMMANDS = {"version": [], - "count": [], - "daily": ["timescale"], - "profit": [], - "status": [], - "balance": [] - } - - class FtRestClient(): def __init__(self, serverurl): - self.serverurl = serverurl - self.session = requests.Session() + self._serverurl = serverurl + self._session = requests.Session() def _call(self, method, apipath, params: dict = None, data=None, files=None): if str(method).upper() not in ('GET', 'POST', 'PUT', 'DELETE'): raise ValueError('invalid method <{0}>'.format(method)) - basepath = f"{self.serverurl}/{apipath}" + basepath = f"{self._serverurl}/{apipath}" hd = {"Accept": "application/json", "Content-Type": "application/json" @@ -58,14 +45,14 @@ class FtRestClient(): # Split url schema, netloc, path, par, query, fragment = urlparse(basepath) # URLEncode query string - query = urlencode(params) + query = urlencode(params) if params else None # recombine url url = urlunparse((schema, netloc, path, par, query, fragment)) - print(url) + try: - resp = self.session.request(method, url, headers=hd, data=data, - # auth=self.session.auth - ) + resp = self._session.request(method, url, headers=hd, data=json.dumps(data), + # auth=self.session.auth + ) # return resp.text return resp.json() except ConnectionError: @@ -77,33 +64,12 @@ class FtRestClient(): def _post(self, apipath, params: dict = None, data: dict = None): return self._call("POST", apipath, params=params, data=data) - def _call_command_noargs(self, command): - logger.info(f"Running command `{command}` at {self.serverurl}") - r = self._call("POST", command) - logger.info(r) - - def _call_info(self, command, command_args): - logger.info( - f"Running command `{command}` with parameters `{command_args}` at {self.serverurl}") - args = INFO_COMMANDS[command] - if len(args) < len(command_args): - logger.error(f"Command {command} does only support {len(args)} arguments.") - return - params = {} - for idx, arg in enumerate(command_args): - params[args[idx]] = arg - - logger.debug(params) - r = self._call("GET", command, params) - - logger.info(r) - - def version(self): + def balance(self): """ - Returns the version of the bot - :returns: json object containing the version + get the account balance + :returns: json object """ - return self._get("version") + return self._get("balance") def count(self): """ @@ -119,12 +85,58 @@ class FtRestClient(): """ return self._get("daily", params={"timescale": days} if days else None) + def profit(self): + """ + Returns the profit summary + :returns: json object + """ + return self._get("profit") + + def status(self): + """ + Get the status of open trades + :returns: json object + """ + return self._get("status") + + def whitelist(self): + """ + Show the current whitelist + :returns: json object + """ + return self._get("whitelist") + + def blacklist(self, *args): + """ + Show the current blacklist + :param add: List of coins to add (example: "BNB/BTC") + :returns: json object + """ + if not args: + return self._get("blacklist") + else: + return self._post("blacklist", data={"blacklist": args}) + + def version(self): + """ + Returns the version of the bot + :returns: json object containing the version + """ + return self._get("version") + def add_arguments(): parser = argparse.ArgumentParser() parser.add_argument("command", help="Positional argument defining the command to execute.") + parser.add_argument('--show', + help='Show possible methods with this client', + dest='show', + action='store_true', + default=False + ) + parser.add_argument('-c', '--config', help='Specify configuration file (default: %(default)s). ', dest='config', @@ -160,6 +172,16 @@ def load_config(configfile): def main(args): + if args.get("show"): + # Print dynamic help for the different commands + client = FtRestClient(None) + print("Possible commands:") + for x, y in inspect.getmembers(client): + if not x.startswith('_'): + print(f"{x} {getattr(client, x).__doc__}") + + return + config = load_config(args["config"]) url = config.get("api_server", {}).get("server_url", "127.0.0.1") port = config.get("api_server", {}).get("listen_port", "8080") @@ -174,13 +196,6 @@ def main(args): print(getattr(client, command)(*args["command_arguments"])) - # Call commands without arguments - # if args["command"] in COMMANDS_NO_ARGS: - # client._call_command_noargs(args["command"]) - - # if args["command"] in INFO_COMMANDS: - # client._call_info(args["command"], args["command_arguments"]) - if __name__ == "__main__": args = add_arguments() From 393e4ac90e0c435a37be62060c144835dae0b853 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 09:59:08 +0200 Subject: [PATCH 158/417] Sort methods --- freqtrade/rpc/api_server.py | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 1643bc535..009ae7d68 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -109,16 +109,18 @@ class ApiServer(RPC): app.add_url_rule('/reload_conf', 'reload_conf', view_func=self._reload_conf, methods=['POST']) # Info commands - app.add_url_rule('/version', 'version', view_func=self._version, methods=['GET']) + app.add_url_rule('/balance', 'balance', view_func=self._balance, methods=['GET']) app.add_url_rule('/count', 'count', view_func=self._count, methods=['GET']) app.add_url_rule('/daily', 'daily', view_func=self._daily, methods=['GET']) app.add_url_rule('/profit', 'profit', view_func=self._profit, methods=['GET']) app.add_url_rule('/status', 'status', view_func=self._status, methods=['GET']) - app.add_url_rule('/balance', 'balance', view_func=self._balance, methods=['GET']) - app.add_url_rule('/whitelist', 'whitelist', view_func=self._whitelist, - methods=['GET']) + app.add_url_rule('/version', 'version', view_func=self._version, methods=['GET']) + + # Combined actions and infos app.add_url_rule('/blacklist', 'blacklist', view_func=self._blacklist, methods=['GET', 'POST']) + app.add_url_rule('/whitelist', 'whitelist', view_func=self._whitelist, + methods=['GET']) # TODO: Implement the following # performance # forcebuy From b1964851c9d9bc7153abf6b93a774bf2a4873fd1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 10:03:54 +0200 Subject: [PATCH 159/417] Add performance handlers --- freqtrade/rpc/api_server.py | 18 ++++++++++++++++-- scripts/rest_client.py | 9 ++++++++- 2 files changed, 24 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 009ae7d68..f63c68bf1 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -113,6 +113,8 @@ class ApiServer(RPC): app.add_url_rule('/count', 'count', view_func=self._count, methods=['GET']) app.add_url_rule('/daily', 'daily', view_func=self._daily, methods=['GET']) app.add_url_rule('/profit', 'profit', view_func=self._profit, methods=['GET']) + app.add_url_rule('/performance', 'performance', view_func=self._performance, + methods=['GET']) app.add_url_rule('/status', 'status', view_func=self._status, methods=['GET']) app.add_url_rule('/version', 'version', view_func=self._version, methods=['GET']) @@ -122,10 +124,8 @@ class ApiServer(RPC): app.add_url_rule('/whitelist', 'whitelist', view_func=self._whitelist, methods=['GET']) # TODO: Implement the following - # performance # forcebuy # forcesell - # blacklist params # edge # help (?) @@ -266,6 +266,20 @@ class ApiServer(RPC): return self.rest_dump(stats) + @safe_rpc + def _performance(self): + """ + Handler for /performance. + + Returns a cumulative performance statistics + :return: stats + """ + logger.info("LocalRPC - performance Command Called") + + stats = self._rpc_performance() + + return self.rest_dump(stats) + @safe_rpc def _status(self): """ diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 1958c1a07..7dbed9bc5 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -45,7 +45,7 @@ class FtRestClient(): # Split url schema, netloc, path, par, query, fragment = urlparse(basepath) # URLEncode query string - query = urlencode(params) if params else None + query = urlencode(params) if params else "" # recombine url url = urlunparse((schema, netloc, path, par, query, fragment)) @@ -92,6 +92,13 @@ class FtRestClient(): """ return self._get("profit") + def performance(self): + """ + Returns the performance of the different coins + :returns: json object + """ + return self._get("performance") + def status(self): """ Get the status of open trades From ea8b8eec1ca178ca151796f19aaef7c48bae7624 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 10:06:46 +0200 Subject: [PATCH 160/417] Add edge handler --- freqtrade/rpc/api_server.py | 12 +++++++++++- scripts/rest_client.py | 21 ++++++++++++++------- 2 files changed, 25 insertions(+), 8 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index f63c68bf1..bde28be73 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -112,6 +112,7 @@ class ApiServer(RPC): app.add_url_rule('/balance', 'balance', view_func=self._balance, methods=['GET']) app.add_url_rule('/count', 'count', view_func=self._count, methods=['GET']) app.add_url_rule('/daily', 'daily', view_func=self._daily, methods=['GET']) + app.add_url_rule('/edge', 'edge', view_func=self._edge, methods=['GET']) app.add_url_rule('/profit', 'profit', view_func=self._profit, methods=['GET']) app.add_url_rule('/performance', 'performance', view_func=self._performance, methods=['GET']) @@ -126,7 +127,6 @@ class ApiServer(RPC): # TODO: Implement the following # forcebuy # forcesell - # edge # help (?) def run(self): @@ -250,6 +250,16 @@ class ApiServer(RPC): return self.rest_dump(stats) + @safe_rpc + def _edge(self): + """ + Returns information related to Edge. + :return: edge stats + """ + stats = self._rpc_edge() + + return self.rest_dump(stats) + @safe_rpc def _profit(self): """ diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 7dbed9bc5..efca8adfa 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -85,6 +85,13 @@ class FtRestClient(): """ return self._get("daily", params={"timescale": days} if days else None) + def edge(self): + """ + Returns information about edge + :returns: json object + """ + return self._get("edge") + def profit(self): """ Returns the profit summary @@ -106,6 +113,13 @@ class FtRestClient(): """ return self._get("status") + def version(self): + """ + Returns the version of the bot + :returns: json object containing the version + """ + return self._get("version") + def whitelist(self): """ Show the current whitelist @@ -124,13 +138,6 @@ class FtRestClient(): else: return self._post("blacklist", data={"blacklist": args}) - def version(self): - """ - Returns the version of the bot - :returns: json object containing the version - """ - return self._get("version") - def add_arguments(): parser = argparse.ArgumentParser() From cb271f51d1f288cebaacb45572b6948b8f763d22 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 10:10:01 +0200 Subject: [PATCH 161/417] Add client actions for actions --- scripts/rest_client.py | 29 +++++++++++++++++++++++++++++ 1 file changed, 29 insertions(+) diff --git a/scripts/rest_client.py b/scripts/rest_client.py index efca8adfa..c8f5823a1 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -64,6 +64,35 @@ class FtRestClient(): def _post(self, apipath, params: dict = None, data: dict = None): return self._call("POST", apipath, params=params, data=data) + def start(self): + """ + Start the bot if it's in stopped state. + :returns: json object + """ + return self._post("start") + + def stop(self): + """ + Stop the bot. Use start to restart + :returns: json object + """ + return self._post("stop") + + def stopbuy(self): + """ + Stop buying (but handle sells gracefully). + use reload_conf to reset + :returns: json object + """ + return self._post("stopbuy") + + def reload_conf(self): + """ + Reload configuration + :returns: json object + """ + return self._post("reload_conf") + def balance(self): """ get the account balance From bc4342b2d0119ba5b9baa97ffddabe1e5669557a Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 10:12:39 +0200 Subject: [PATCH 162/417] small cleanup --- freqtrade/rpc/api_server.py | 7 +++---- scripts/rest_client.py | 2 +- 2 files changed, 4 insertions(+), 5 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index bde28be73..e158df0be 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -101,7 +101,6 @@ class ApiServer(RPC): Label can be used as a shortcut when refactoring :return: """ - # TODO: actions should not be GET... # Actions to control the bot app.add_url_rule('/start', 'start', view_func=self._start, methods=['POST']) app.add_url_rule('/stop', 'stop', view_func=self._stop, methods=['POST']) @@ -114,7 +113,7 @@ class ApiServer(RPC): app.add_url_rule('/daily', 'daily', view_func=self._daily, methods=['GET']) app.add_url_rule('/edge', 'edge', view_func=self._edge, methods=['GET']) app.add_url_rule('/profit', 'profit', view_func=self._profit, methods=['GET']) - app.add_url_rule('/performance', 'performance', view_func=self._performance, + app.add_url_rule('/performance', 'performance', view_func=self._performance, methods=['GET']) app.add_url_rule('/status', 'status', view_func=self._status, methods=['GET']) app.add_url_rule('/version', 'version', view_func=self._version, methods=['GET']) @@ -141,8 +140,8 @@ class ApiServer(RPC): logger.info('Starting HTTP Server at {}:{}'.format(rest_ip, rest_port)) if not IPv4Address(rest_ip).is_loopback: - logger.info("SECURITY WARNING - Local Rest Server listening to external connections") - logger.info("SECURITY WARNING - This is insecure please set to your loopback," + logger.warning("SECURITY WARNING - Local Rest Server listening to external connections") + logger.warning("SECURITY WARNING - This is insecure please set to your loopback," "e.g 127.0.0.1 in config.json") # Run the Server diff --git a/scripts/rest_client.py b/scripts/rest_client.py index c8f5823a1..4830d43b8 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -95,7 +95,7 @@ class FtRestClient(): def balance(self): """ - get the account balance + Get the account balance :returns: json object """ return self._get("balance") From 6e4b159611128bce19111b0141ff8d5b6da8f61a Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Apr 2019 12:50:13 +0200 Subject: [PATCH 163/417] Add forcebuy and forcesell --- freqtrade/rpc/api_server.py | 25 +++++++++++++++++++++++-- scripts/rest_client.py | 21 +++++++++++++++++++++ 2 files changed, 44 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index e158df0be..d47def4a6 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -123,9 +123,10 @@ class ApiServer(RPC): methods=['GET', 'POST']) app.add_url_rule('/whitelist', 'whitelist', view_func=self._whitelist, methods=['GET']) + app.add_url_rule('/forcebuy', 'forcebuy', view_func=self._forcebuy, methods=['POST']) + app.add_url_rule('/forcesell', 'forcesell', view_func=self._forcesell, methods=['POST']) + # TODO: Implement the following - # forcebuy - # forcesell # help (?) def run(self): @@ -325,3 +326,23 @@ class ApiServer(RPC): add = request.json.get("blacklist", None) if request.method == 'POST' else None results = self._rpc_blacklist(add) return self.rest_dump(results) + + @safe_rpc + def _forcebuy(self): + """ + Handler for /forcebuy. + """ + asset = request.json.get("pair") + price = request.json.get("price", None) + trade = self._rpc_forcebuy(asset, price) + # TODO: Returns a trade, we need to jsonify that. + return self.rest_dump(trade) + + @safe_rpc + def _forcesell(self): + """ + Handler for /forcesell. + """ + tradeid = request.json.get("tradeid") + results = self._rpc_forcesell(tradeid) + return self.rest_dump(results) diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 4830d43b8..81c4b66cc 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -167,6 +167,27 @@ class FtRestClient(): else: return self._post("blacklist", data={"blacklist": args}) + def forcebuy(self, pair, price=None): + """ + Buy an asset + :param pair: Pair to buy (ETH/BTC) + :param price: Optional - price to buy + :returns: json object of the trade + """ + data = {"pair": pair, + "price": price + } + return self._post("forcebuy", data=data) + + def forcesell(self, tradeid): + """ + Force-sell a trade + :param tradeid: Id of the trade (can be received via status command) + :returns: json object + """ + + return self._post("forcesell", data={"tradeid": tradeid}) + def add_arguments(): parser = argparse.ArgumentParser() From 0ac434da78613714dc27300fee7f5750ae872cff Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 8 May 2019 07:12:37 +0200 Subject: [PATCH 164/417] Add forcebuy jsonification --- freqtrade/rpc/api_server.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index d47def4a6..be2f02663 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -335,8 +335,7 @@ class ApiServer(RPC): asset = request.json.get("pair") price = request.json.get("price", None) trade = self._rpc_forcebuy(asset, price) - # TODO: Returns a trade, we need to jsonify that. - return self.rest_dump(trade) + return self.rest_dump(trade.to_json()) @safe_rpc def _forcesell(self): From e0486ea68eb5e2243dbc8ae7125013e4827935af Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 10 May 2019 07:07:14 +0200 Subject: [PATCH 165/417] Make app a instance object --- freqtrade/rpc/api_server.py | 56 ++++++++++++++++++------------------- 1 file changed, 28 insertions(+), 28 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index be2f02663..be6b20ecb 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -26,10 +26,6 @@ class ArrowJSONEncoder(JSONEncoder): return JSONEncoder.default(self, obj) -app = Flask(__name__) -app.json_encoder = ArrowJSONEncoder - - class ApiServer(RPC): """ This class runs api server and provides rpc.rpc functionality to it @@ -58,6 +54,9 @@ class ApiServer(RPC): super().__init__(freqtrade) self._config = freqtrade.config + self.app = Flask(__name__) + + self.app.json_encoder = ArrowJSONEncoder # Register application handling self.register_rest_other() @@ -90,8 +89,8 @@ class ApiServer(RPC): Registers flask app URLs that are not calls to functionality in rpc.rpc. :return: """ - app.register_error_handler(404, self.page_not_found) - app.add_url_rule('/', 'hello', view_func=self.hello, methods=['GET']) + self.app.register_error_handler(404, self.page_not_found) + self.app.add_url_rule('/', 'hello', view_func=self.hello, methods=['GET']) def register_rest_rpc_urls(self): """ @@ -102,29 +101,30 @@ class ApiServer(RPC): :return: """ # Actions to control the bot - app.add_url_rule('/start', 'start', view_func=self._start, methods=['POST']) - app.add_url_rule('/stop', 'stop', view_func=self._stop, methods=['POST']) - app.add_url_rule('/stopbuy', 'stopbuy', view_func=self._stopbuy, methods=['POST']) - app.add_url_rule('/reload_conf', 'reload_conf', view_func=self._reload_conf, - methods=['POST']) + self.app.add_url_rule('/start', 'start', view_func=self._start, methods=['POST']) + self.app.add_url_rule('/stop', 'stop', view_func=self._stop, methods=['POST']) + self.app.add_url_rule('/stopbuy', 'stopbuy', view_func=self._stopbuy, methods=['POST']) + self.app.add_url_rule('/reload_conf', 'reload_conf', view_func=self._reload_conf, + methods=['POST']) # Info commands - app.add_url_rule('/balance', 'balance', view_func=self._balance, methods=['GET']) - app.add_url_rule('/count', 'count', view_func=self._count, methods=['GET']) - app.add_url_rule('/daily', 'daily', view_func=self._daily, methods=['GET']) - app.add_url_rule('/edge', 'edge', view_func=self._edge, methods=['GET']) - app.add_url_rule('/profit', 'profit', view_func=self._profit, methods=['GET']) - app.add_url_rule('/performance', 'performance', view_func=self._performance, - methods=['GET']) - app.add_url_rule('/status', 'status', view_func=self._status, methods=['GET']) - app.add_url_rule('/version', 'version', view_func=self._version, methods=['GET']) + self.app.add_url_rule('/balance', 'balance', view_func=self._balance, methods=['GET']) + self.app.add_url_rule('/count', 'count', view_func=self._count, methods=['GET']) + self.app.add_url_rule('/daily', 'daily', view_func=self._daily, methods=['GET']) + self.app.add_url_rule('/edge', 'edge', view_func=self._edge, methods=['GET']) + self.app.add_url_rule('/profit', 'profit', view_func=self._profit, methods=['GET']) + self.app.add_url_rule('/performance', 'performance', view_func=self._performance, + methods=['GET']) + self.app.add_url_rule('/status', 'status', view_func=self._status, methods=['GET']) + self.app.add_url_rule('/version', 'version', view_func=self._version, methods=['GET']) # Combined actions and infos - app.add_url_rule('/blacklist', 'blacklist', view_func=self._blacklist, - methods=['GET', 'POST']) - app.add_url_rule('/whitelist', 'whitelist', view_func=self._whitelist, - methods=['GET']) - app.add_url_rule('/forcebuy', 'forcebuy', view_func=self._forcebuy, methods=['POST']) - app.add_url_rule('/forcesell', 'forcesell', view_func=self._forcesell, methods=['POST']) + self.app.add_url_rule('/blacklist', 'blacklist', view_func=self._blacklist, + methods=['GET', 'POST']) + self.app.add_url_rule('/whitelist', 'whitelist', view_func=self._whitelist, + methods=['GET']) + self.app.add_url_rule('/forcebuy', 'forcebuy', view_func=self._forcebuy, methods=['POST']) + self.app.add_url_rule('/forcesell', 'forcesell', view_func=self._forcesell, + methods=['POST']) # TODO: Implement the following # help (?) @@ -143,12 +143,12 @@ class ApiServer(RPC): if not IPv4Address(rest_ip).is_loopback: logger.warning("SECURITY WARNING - Local Rest Server listening to external connections") logger.warning("SECURITY WARNING - This is insecure please set to your loopback," - "e.g 127.0.0.1 in config.json") + "e.g 127.0.0.1 in config.json") # Run the Server logger.info('Starting Local Rest Server') try: - app.run(host=rest_ip, port=rest_port) + self.app.run(host=rest_ip, port=rest_port) except Exception: logger.exception("Api server failed to start, exception message is:") logger.info('Starting Local Rest Server_end') From b1a14401c2ee83cd3f61ecc6c3a99dac6cd5e9ef Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 10 May 2019 07:07:38 +0200 Subject: [PATCH 166/417] Add some initial tests for apiserver --- freqtrade/tests/rpc/test_rpc_apiserver.py | 26 +++++++++++++++++++++++ 1 file changed, 26 insertions(+) diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 14c35a38e..fae278028 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -4,11 +4,37 @@ Unit test file for rpc/api_server.py from unittest.mock import MagicMock +import pytest + from freqtrade.rpc.api_server import ApiServer from freqtrade.state import State from freqtrade.tests.conftest import get_patched_freqtradebot, patch_apiserver +@pytest.fixture +def client(default_conf, mocker): + apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf)) + yield apiserver.app.test_client() + # Cleanup ... ? + + +def response_success_assert(response): + assert response.status_code == 200 + assert response.content_type == "application/json" + + +def test_start(client): + rc = client.post("/start") + response_success_assert(rc) + assert rc.json == {'status': 'already running'} + + +def test_stop(client): + rc = client.post("/stop") + response_success_assert(rc) + assert rc.json == {'status': 'stopping trader ...'} + + def test__init__(default_conf, mocker): """ Test __init__() method From 6ea08958032d65efec043f5b1f395bb549977ad1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 May 2019 08:55:10 +0200 Subject: [PATCH 167/417] Fix docstrings --- freqtrade/rpc/api_server.py | 9 +-------- 1 file changed, 1 insertion(+), 8 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index be6b20ecb..18c68e797 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -130,9 +130,7 @@ class ApiServer(RPC): # help (?) def run(self): - """ Method that runs flask app in its own thread forever """ - - """ + """ Method that runs flask app in its own thread forever. Section to handle configuration and running of the Rest server also to check and warn if not bound to a loopback, warn on security risk. """ @@ -153,11 +151,6 @@ class ApiServer(RPC): logger.exception("Api server failed to start, exception message is:") logger.info('Starting Local Rest Server_end') - """ - Define the application methods here, called by app.add_url_rule - each Telegram command should have a like local substitute - """ - def page_not_found(self, error): """ Return "404 not found", 404. From 70a3c2c648f5aa3c0c09ea650241aed7dea63c84 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 May 2019 08:55:21 +0200 Subject: [PATCH 168/417] Actions - Add tests --- freqtrade/tests/rpc/test_rpc_apiserver.py | 75 ++++++++++++----------- 1 file changed, 38 insertions(+), 37 deletions(-) diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index fae278028..8062171c5 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -12,9 +12,10 @@ from freqtrade.tests.conftest import get_patched_freqtradebot, patch_apiserver @pytest.fixture -def client(default_conf, mocker): - apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf)) - yield apiserver.app.test_client() +def botclient(default_conf, mocker): + ftbot = get_patched_freqtradebot(mocker, default_conf) + apiserver = ApiServer(ftbot) + yield ftbot, apiserver.app.test_client() # Cleanup ... ? @@ -23,19 +24,32 @@ def response_success_assert(response): assert response.content_type == "application/json" -def test_start(client): +def test_api_stop_workflow(botclient): + ftbot, client = botclient + assert ftbot.state == State.RUNNING + rc = client.post("/stop") + response_success_assert(rc) + assert rc.json == {'status': 'stopping trader ...'} + assert ftbot.state == State.STOPPED + + # Stop bot again + rc = client.post("/stop") + response_success_assert(rc) + assert rc.json == {'status': 'already stopped'} + + # Start bot + rc = client.post("/start") + response_success_assert(rc) + assert rc.json == {'status': 'starting trader ...'} + assert ftbot.state == State.RUNNING + + # Call start again rc = client.post("/start") response_success_assert(rc) assert rc.json == {'status': 'already running'} -def test_stop(client): - rc = client.post("/stop") - response_success_assert(rc) - assert rc.json == {'status': 'stopping trader ...'} - - -def test__init__(default_conf, mocker): +def test_api__init__(default_conf, mocker): """ Test __init__() method """ @@ -46,33 +60,20 @@ def test__init__(default_conf, mocker): assert apiserver._config == default_conf -def test_start_endpoint(default_conf, mocker): - """Test /start endpoint""" - patch_apiserver(mocker) - bot = get_patched_freqtradebot(mocker, default_conf) - apiserver = ApiServer(bot) +def test_api_reloadconf(botclient): + ftbot, client = botclient - bot.state = State.STOPPED - assert bot.state == State.STOPPED - result = apiserver.start() - assert result == '{"status": "starting trader ..."}' - assert bot.state == State.RUNNING - - result = apiserver.start() - assert result == '{"status": "already running"}' + rc = client.post("/reload_conf") + response_success_assert(rc) + assert rc.json == {'status': 'reloading config ...'} + assert ftbot.state == State.RELOAD_CONF -def test_stop_endpoint(default_conf, mocker): - """Test /stop endpoint""" - patch_apiserver(mocker) - bot = get_patched_freqtradebot(mocker, default_conf) - apiserver = ApiServer(bot) +def test_api_stopbuy(botclient): + ftbot, client = botclient + assert ftbot.config['max_open_trades'] != 0 - bot.state = State.RUNNING - assert bot.state == State.RUNNING - result = apiserver.stop() - assert result == '{"status": "stopping trader ..."}' - assert bot.state == State.STOPPED - - result = apiserver.stop() - assert result == '{"status": "already stopped"}' + rc = client.post("/stopbuy") + response_success_assert(rc) + assert rc.json == {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} + assert ftbot.config['max_open_trades'] == 0 From 6b426e78f60745fec291ecd192cb00837bee3374 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 May 2019 09:10:54 +0200 Subject: [PATCH 169/417] Tests for balance --- freqtrade/tests/conftest.py | 36 ++++++++++++++++++++++ freqtrade/tests/rpc/test_rpc_apiserver.py | 37 +++++++++++++++++++++++ freqtrade/tests/rpc/test_rpc_telegram.py | 36 ++-------------------- 3 files changed, 75 insertions(+), 34 deletions(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 98563a374..a4eae4300 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -970,3 +970,39 @@ def edge_conf(default_conf): } return default_conf + + +@pytest.fixture +def rpc_balance(): + return { + 'BTC': { + 'total': 12.0, + 'free': 12.0, + 'used': 0.0 + }, + 'ETH': { + 'total': 0.0, + 'free': 0.0, + 'used': 0.0 + }, + 'USDT': { + 'total': 10000.0, + 'free': 10000.0, + 'used': 0.0 + }, + 'LTC': { + 'total': 10.0, + 'free': 10.0, + 'used': 0.0 + }, + 'XRP': { + 'total': 1.0, + 'free': 1.0, + 'used': 0.0 + }, + 'EUR': { + 'total': 10.0, + 'free': 10.0, + 'used': 0.0 + }, + } diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 8062171c5..7e99a9510 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -77,3 +77,40 @@ def test_api_stopbuy(botclient): response_success_assert(rc) assert rc.json == {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} assert ftbot.config['max_open_trades'] == 0 + + +def test_api_balance(botclient, mocker, rpc_balance): + ftbot, client = botclient + + def mock_ticker(symbol, refresh): + if symbol == 'BTC/USDT': + return { + 'bid': 10000.00, + 'ask': 10000.00, + 'last': 10000.00, + } + elif symbol == 'XRP/BTC': + return { + 'bid': 0.00001, + 'ask': 0.00001, + 'last': 0.00001, + } + return { + 'bid': 0.1, + 'ask': 0.1, + 'last': 0.1, + } + mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance) + mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker) + + rc = client.get("/balance") + response_success_assert(rc) + assert "currencies" in rc.json + assert len(rc.json["currencies"]) == 5 + assert rc.json['currencies'][0] == { + 'currency': 'BTC', + 'available': 12.0, + 'balance': 12.0, + 'pending': 0.0, + 'est_btc': 12.0, + } diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index 69e3006cd..b8e57d092 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -496,39 +496,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0] -def test_telegram_balance_handle(default_conf, update, mocker) -> None: - mock_balance = { - 'BTC': { - 'total': 12.0, - 'free': 12.0, - 'used': 0.0 - }, - 'ETH': { - 'total': 0.0, - 'free': 0.0, - 'used': 0.0 - }, - 'USDT': { - 'total': 10000.0, - 'free': 10000.0, - 'used': 0.0 - }, - 'LTC': { - 'total': 10.0, - 'free': 10.0, - 'used': 0.0 - }, - 'XRP': { - 'total': 1.0, - 'free': 1.0, - 'used': 0.0 - }, - 'EUR': { - 'total': 10.0, - 'free': 10.0, - 'used': 0.0 - } - } +def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance) -> None: def mock_ticker(symbol, refresh): if symbol == 'BTC/USDT': @@ -549,7 +517,7 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None: 'last': 0.1, } - mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=mock_balance) + mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance) mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker) msg_mock = MagicMock() From 88dd18e045bc0bae78c3b7203674842d4485c484 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 May 2019 09:42:30 +0200 Subject: [PATCH 170/417] Move patch_signal to conftest --- freqtrade/tests/conftest.py | 13 +++++++++++-- freqtrade/tests/rpc/test_rpc.py | 3 +-- freqtrade/tests/rpc/test_rpc_telegram.py | 3 +-- freqtrade/tests/test_freqtradebot.py | 11 +---------- 4 files changed, 14 insertions(+), 16 deletions(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index a4eae4300..c9b98aacd 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -10,7 +10,7 @@ import arrow import pytest from telegram import Chat, Message, Update -from freqtrade import constants +from freqtrade import constants, persistence from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.edge import Edge, PairInfo from freqtrade.exchange import Exchange @@ -96,7 +96,7 @@ def patch_freqtradebot(mocker, config) -> None: :return: None """ mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) + persistence.init(config) patch_exchange(mocker, None) mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock()) @@ -112,6 +112,15 @@ def get_patched_worker(mocker, config) -> Worker: return Worker(args=None, config=config) +def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None: + """ + :param mocker: mocker to patch IStrategy class + :param value: which value IStrategy.get_signal() must return + :return: None + """ + freqtrade.strategy.get_signal = lambda e, s, t: value + freqtrade.exchange.refresh_latest_ohlcv = lambda p: None + @pytest.fixture(autouse=True) def patch_coinmarketcap(mocker) -> None: """ diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py index 6ce543f3d..f005041d9 100644 --- a/freqtrade/tests/rpc/test_rpc.py +++ b/freqtrade/tests/rpc/test_rpc.py @@ -14,8 +14,7 @@ from freqtrade.persistence import Trade from freqtrade.rpc import RPC, RPCException from freqtrade.rpc.fiat_convert import CryptoToFiatConverter from freqtrade.state import State -from freqtrade.tests.conftest import patch_exchange -from freqtrade.tests.test_freqtradebot import patch_get_signal +from freqtrade.tests.conftest import patch_exchange, patch_get_signal # Functions for recurrent object patching diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index b8e57d092..46ef15f56 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -22,8 +22,7 @@ from freqtrade.rpc.telegram import Telegram, authorized_only from freqtrade.state import State from freqtrade.strategy.interface import SellType from freqtrade.tests.conftest import (get_patched_freqtradebot, log_has, - patch_exchange) -from freqtrade.tests.test_freqtradebot import patch_get_signal + patch_exchange, patch_get_signal) class DummyCls(Telegram): diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 67b05ac3e..946a9c819 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -19,7 +19,7 @@ from freqtrade.persistence import Trade from freqtrade.rpc import RPCMessageType from freqtrade.state import State from freqtrade.strategy.interface import SellCheckTuple, SellType -from freqtrade.tests.conftest import (log_has, log_has_re, patch_edge, +from freqtrade.tests.conftest import (log_has, log_has_re, patch_edge, patch_get_signal, patch_exchange, patch_wallet) from freqtrade.worker import Worker @@ -59,15 +59,6 @@ def get_patched_worker(mocker, config) -> Worker: return Worker(args=None, config=config) -def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None: - """ - :param mocker: mocker to patch IStrategy class - :param value: which value IStrategy.get_signal() must return - :return: None - """ - freqtrade.strategy.get_signal = lambda e, s, t: value - freqtrade.exchange.refresh_latest_ohlcv = lambda p: None - def patch_RPCManager(mocker) -> MagicMock: """ From 3c468701093e67f64b663dedbc36f56ac4531e64 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 May 2019 09:44:39 +0200 Subject: [PATCH 171/417] Test /count for api-server --- freqtrade/tests/rpc/test_rpc_apiserver.py | 41 +++++++++++++++++++++-- 1 file changed, 39 insertions(+), 2 deletions(-) diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 7e99a9510..3590b0dc8 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -2,18 +2,23 @@ Unit test file for rpc/api_server.py """ -from unittest.mock import MagicMock +from unittest.mock import MagicMock, PropertyMock import pytest +from freqtrade.__init__ import __version__ from freqtrade.rpc.api_server import ApiServer from freqtrade.state import State -from freqtrade.tests.conftest import get_patched_freqtradebot, patch_apiserver +from freqtrade.tests.conftest import get_patched_freqtradebot, patch_apiserver, patch_get_signal @pytest.fixture def botclient(default_conf, mocker): + default_conf.update({"api_server":{"enabled": True, + "listen_ip_address": "127.0.0.1", + "listen_port": "8080"}}) ftbot = get_patched_freqtradebot(mocker, default_conf) + mocker.patch('freqtrade.rpc.api_server.ApiServer.run', MagicMock()) apiserver = ApiServer(ftbot) yield ftbot, apiserver.app.test_client() # Cleanup ... ? @@ -79,6 +84,14 @@ def test_api_stopbuy(botclient): assert ftbot.config['max_open_trades'] == 0 +def test_api_version(botclient): + ftbot, client = botclient + + rc = client.get("/version") + response_success_assert(rc) + assert rc.json == {"version": __version__} + + def test_api_balance(botclient, mocker, rpc_balance): ftbot, client = botclient @@ -114,3 +127,27 @@ def test_api_balance(botclient, mocker, rpc_balance): 'pending': 0.0, 'est_btc': 12.0, } + + +def test_api_count(botclient, mocker, ticker, fee, markets): + ftbot, client = botclient + patch_get_signal(ftbot, (True, False)) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_balances=MagicMock(return_value=ticker), + get_ticker=ticker, + get_fee=fee, + markets=PropertyMock(return_value=markets) + ) + rc = client.get("/count") + response_success_assert(rc) + + assert rc.json["current"] == 0 + assert rc.json["max"] == 1.0 + + # Create some test data + ftbot.create_trade() + rc = client.get("/count") + response_success_assert(rc) + assert rc.json["current"] == 1.0 + assert rc.json["max"] == 1.0 From 03dc6d92aeb1371ff80562971a82700c386fac4b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 May 2019 13:10:41 +0200 Subject: [PATCH 172/417] Remove hello() --- freqtrade/rpc/api_server.py | 19 ------------------- 1 file changed, 19 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 18c68e797..5b7da902d 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -90,7 +90,6 @@ class ApiServer(RPC): :return: """ self.app.register_error_handler(404, self.page_not_found) - self.app.add_url_rule('/', 'hello', view_func=self.hello, methods=['GET']) def register_rest_rpc_urls(self): """ @@ -161,24 +160,6 @@ class ApiServer(RPC): 'code': 404 }), 404 - def hello(self): - """ - None critical but helpful default index page. - - That lists URLs added to the flask server. - This may be deprecated at any time. - :return: index.html - """ - rest_cmds = ('Commands implemented:
' - 'Show 7 days of stats
' - 'Stop the Trade thread
' - 'Start the Traded thread
' - 'Show profit summary
' - 'Show status table - Open trades
' - ' 404 page does not exist
' - ) - return rest_cmds - def _start(self): """ Handler for /start. From 557f849519ef144693135f2f5f51404c28f3bd7f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 May 2019 13:18:11 +0200 Subject: [PATCH 173/417] Improve 404 handling --- freqtrade/rpc/api_server.py | 2 +- freqtrade/tests/rpc/test_rpc_apiserver.py | 12 ++++++++++++ 2 files changed, 13 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 5b7da902d..573f89143 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -156,7 +156,7 @@ class ApiServer(RPC): """ return self.rest_dump({ 'status': 'error', - 'reason': '''There's no API call for %s''' % request.base_url, + 'reason': f"There's no API call for {request.base_url}.", 'code': 404 }), 404 diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 3590b0dc8..52a456d68 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -29,6 +29,18 @@ def response_success_assert(response): assert response.content_type == "application/json" +def test_api_not_found(botclient): + ftbot, client = botclient + + rc = client.post("/invalid_url") + assert rc.status_code == 404 + assert rc.content_type == "application/json" + assert rc.json == {'status': 'error', + 'reason': "There's no API call for http://localhost/invalid_url.", + 'code': 404 + } + + def test_api_stop_workflow(botclient): ftbot, client = botclient assert ftbot.state == State.RUNNING From a146c5bf7820402470440620eae26f4f145743e8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 May 2019 13:31:48 +0200 Subject: [PATCH 174/417] Improve jsonification --- freqtrade/rpc/api_server.py | 5 +++++ freqtrade/tests/rpc/test_rpc_apiserver.py | 22 ++++++++++++++++++++-- 2 files changed, 25 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 573f89143..4ddda307a 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -1,5 +1,6 @@ import logging import threading +from datetime import datetime, date from ipaddress import IPv4Address from typing import Dict @@ -18,6 +19,10 @@ class ArrowJSONEncoder(JSONEncoder): try: if isinstance(obj, Arrow): return obj.for_json() + elif isinstance(obj, date): + return obj.strftime("%Y-%m-%d") + elif isinstance(obj, datetime): + return obj.strftime("%Y-%m-%d %H:%M:%S") iterable = iter(obj) except TypeError: pass diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 52a456d68..cefbb9acd 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -2,6 +2,7 @@ Unit test file for rpc/api_server.py """ +from datetime import datetime from unittest.mock import MagicMock, PropertyMock import pytest @@ -9,12 +10,13 @@ import pytest from freqtrade.__init__ import __version__ from freqtrade.rpc.api_server import ApiServer from freqtrade.state import State -from freqtrade.tests.conftest import get_patched_freqtradebot, patch_apiserver, patch_get_signal +from freqtrade.tests.conftest import (get_patched_freqtradebot, + patch_apiserver, patch_get_signal) @pytest.fixture def botclient(default_conf, mocker): - default_conf.update({"api_server":{"enabled": True, + default_conf.update({"api_server": {"enabled": True, "listen_ip_address": "127.0.0.1", "listen_port": "8080"}}) ftbot = get_patched_freqtradebot(mocker, default_conf) @@ -163,3 +165,19 @@ def test_api_count(botclient, mocker, ticker, fee, markets): response_success_assert(rc) assert rc.json["current"] == 1.0 assert rc.json["max"] == 1.0 + + +def test_api_daily(botclient, mocker, ticker, fee, markets): + ftbot, client = botclient + patch_get_signal(ftbot, (True, False)) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_balances=MagicMock(return_value=ticker), + get_ticker=ticker, + get_fee=fee, + markets=PropertyMock(return_value=markets) + ) + rc = client.get("/daily") + response_success_assert(rc) + assert len(rc.json) == 7 + assert rc.json[0][0] == str(datetime.utcnow().date()) From a7329e5cc945efb005e02685d66d7b8b65ed56cb Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 May 2019 13:40:30 +0200 Subject: [PATCH 175/417] Test api-server start from manager --- freqtrade/tests/conftest.py | 9 ------- freqtrade/tests/rpc/test_rpc_apiserver.py | 7 +++--- freqtrade/tests/rpc/test_rpc_manager.py | 29 +++++++++++++++++++++++ 3 files changed, 32 insertions(+), 13 deletions(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index c9b98aacd..bb8bd9c95 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -143,15 +143,6 @@ def patch_coinmarketcap(mocker) -> None: ) -def patch_apiserver(mocker) -> None: - mocker.patch.multiple( - 'freqtrade.rpc.api_server.ApiServer', - run=MagicMock(), - register_rest_other=MagicMock(), - register_rest_rpc_urls=MagicMock(), - ) - - @pytest.fixture(scope="function") def default_conf(): """ Returns validated configuration suitable for most tests """ diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index cefbb9acd..34fe558f8 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -10,15 +10,14 @@ import pytest from freqtrade.__init__ import __version__ from freqtrade.rpc.api_server import ApiServer from freqtrade.state import State -from freqtrade.tests.conftest import (get_patched_freqtradebot, - patch_apiserver, patch_get_signal) +from freqtrade.tests.conftest import (get_patched_freqtradebot, patch_get_signal) @pytest.fixture def botclient(default_conf, mocker): default_conf.update({"api_server": {"enabled": True, - "listen_ip_address": "127.0.0.1", - "listen_port": "8080"}}) + "listen_ip_address": "127.0.0.1", + "listen_port": "8080"}}) ftbot = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.rpc.api_server.ApiServer.run', MagicMock()) apiserver = ApiServer(ftbot) diff --git a/freqtrade/tests/rpc/test_rpc_manager.py b/freqtrade/tests/rpc/test_rpc_manager.py index 15d9c20c6..91fd2297f 100644 --- a/freqtrade/tests/rpc/test_rpc_manager.py +++ b/freqtrade/tests/rpc/test_rpc_manager.py @@ -135,3 +135,32 @@ def test_startupmessages_telegram_enabled(mocker, default_conf, caplog) -> None: rpc_manager.startup_messages(default_conf, freqtradebot.pairlists) assert telegram_mock.call_count == 3 assert "Dry run is enabled." in telegram_mock.call_args_list[0][0][0]['status'] + + +def test_init_apiserver_disabled(mocker, default_conf, caplog) -> None: + caplog.set_level(logging.DEBUG) + run_mock = MagicMock() + mocker.patch('freqtrade.rpc.api_server.ApiServer.run', run_mock) + default_conf['telegram']['enabled'] = False + rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf)) + + assert not log_has('Enabling rpc.api_server', caplog.record_tuples) + assert rpc_manager.registered_modules == [] + assert run_mock.call_count == 0 + + +def test_init_apiserver_enabled(mocker, default_conf, caplog) -> None: + caplog.set_level(logging.DEBUG) + run_mock = MagicMock() + mocker.patch('freqtrade.rpc.api_server.ApiServer.run', run_mock) + + default_conf["telegram"]["enabled"] = False + default_conf["api_server"] = {"enabled": True, + "listen_ip_address": "127.0.0.1", + "listen_port": "8080"} + rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf)) + + assert log_has('Enabling rpc.api_server', caplog.record_tuples) + assert len(rpc_manager.registered_modules) == 1 + assert 'apiserver' in [mod.name for mod in rpc_manager.registered_modules] + assert run_mock.call_count == 1 From b9435e3ceac2342e8aa853c7c9f1247f66a8790a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 May 2019 14:05:25 +0200 Subject: [PATCH 176/417] Add more tests --- freqtrade/tests/conftest.py | 1 + freqtrade/tests/rpc/test_rpc_apiserver.py | 220 +++++++++++++++++++--- freqtrade/tests/test_freqtradebot.py | 10 +- 3 files changed, 203 insertions(+), 28 deletions(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index bb8bd9c95..59989d604 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -121,6 +121,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None: freqtrade.strategy.get_signal = lambda e, s, t: value freqtrade.exchange.refresh_latest_ohlcv = lambda p: None + @pytest.fixture(autouse=True) def patch_coinmarketcap(mocker) -> None: """ diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 34fe558f8..95ad7dbc3 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -3,7 +3,7 @@ Unit test file for rpc/api_server.py """ from datetime import datetime -from unittest.mock import MagicMock, PropertyMock +from unittest.mock import ANY, MagicMock, PropertyMock import pytest @@ -11,6 +11,7 @@ from freqtrade.__init__ import __version__ from freqtrade.rpc.api_server import ApiServer from freqtrade.state import State from freqtrade.tests.conftest import (get_patched_freqtradebot, patch_get_signal) +from freqtrade.persistence import Trade @pytest.fixture @@ -25,8 +26,8 @@ def botclient(default_conf, mocker): # Cleanup ... ? -def response_success_assert(response): - assert response.status_code == 200 +def assert_response(response, expected_code=200): + assert response.status_code == expected_code assert response.content_type == "application/json" @@ -34,8 +35,7 @@ def test_api_not_found(botclient): ftbot, client = botclient rc = client.post("/invalid_url") - assert rc.status_code == 404 - assert rc.content_type == "application/json" + assert_response(rc, 404) assert rc.json == {'status': 'error', 'reason': "There's no API call for http://localhost/invalid_url.", 'code': 404 @@ -46,24 +46,24 @@ def test_api_stop_workflow(botclient): ftbot, client = botclient assert ftbot.state == State.RUNNING rc = client.post("/stop") - response_success_assert(rc) + assert_response(rc) assert rc.json == {'status': 'stopping trader ...'} assert ftbot.state == State.STOPPED # Stop bot again rc = client.post("/stop") - response_success_assert(rc) + assert_response(rc) assert rc.json == {'status': 'already stopped'} # Start bot rc = client.post("/start") - response_success_assert(rc) + assert_response(rc) assert rc.json == {'status': 'starting trader ...'} assert ftbot.state == State.RUNNING # Call start again rc = client.post("/start") - response_success_assert(rc) + assert_response(rc) assert rc.json == {'status': 'already running'} @@ -82,7 +82,7 @@ def test_api_reloadconf(botclient): ftbot, client = botclient rc = client.post("/reload_conf") - response_success_assert(rc) + assert_response(rc) assert rc.json == {'status': 'reloading config ...'} assert ftbot.state == State.RELOAD_CONF @@ -92,19 +92,11 @@ def test_api_stopbuy(botclient): assert ftbot.config['max_open_trades'] != 0 rc = client.post("/stopbuy") - response_success_assert(rc) + assert_response(rc) assert rc.json == {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} assert ftbot.config['max_open_trades'] == 0 -def test_api_version(botclient): - ftbot, client = botclient - - rc = client.get("/version") - response_success_assert(rc) - assert rc.json == {"version": __version__} - - def test_api_balance(botclient, mocker, rpc_balance): ftbot, client = botclient @@ -130,7 +122,7 @@ def test_api_balance(botclient, mocker, rpc_balance): mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker) rc = client.get("/balance") - response_success_assert(rc) + assert_response(rc) assert "currencies" in rc.json assert len(rc.json["currencies"]) == 5 assert rc.json['currencies'][0] == { @@ -153,7 +145,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets): markets=PropertyMock(return_value=markets) ) rc = client.get("/count") - response_success_assert(rc) + assert_response(rc) assert rc.json["current"] == 0 assert rc.json["max"] == 1.0 @@ -161,7 +153,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets): # Create some test data ftbot.create_trade() rc = client.get("/count") - response_success_assert(rc) + assert_response(rc) assert rc.json["current"] == 1.0 assert rc.json["max"] == 1.0 @@ -177,6 +169,188 @@ def test_api_daily(botclient, mocker, ticker, fee, markets): markets=PropertyMock(return_value=markets) ) rc = client.get("/daily") - response_success_assert(rc) + assert_response(rc) assert len(rc.json) == 7 assert rc.json[0][0] == str(datetime.utcnow().date()) + + +def test_api_edge_disabled(botclient, mocker, ticker, fee, markets): + ftbot, client = botclient + patch_get_signal(ftbot, (True, False)) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_balances=MagicMock(return_value=ticker), + get_ticker=ticker, + get_fee=fee, + markets=PropertyMock(return_value=markets) + ) + rc = client.get("/edge") + assert_response(rc, 502) + assert rc.json == {"error": "Error querying _edge: Edge is not enabled."} + + +def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, limit_sell_order): + ftbot, client = botclient + patch_get_signal(ftbot, (True, False)) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_balances=MagicMock(return_value=ticker), + get_ticker=ticker, + get_fee=fee, + markets=PropertyMock(return_value=markets) + ) + + rc = client.get("/profit") + assert_response(rc, 502) + assert len(rc.json) == 1 + assert rc.json == {"error": "Error querying _profit: no closed trade"} + + ftbot.create_trade() + trade = Trade.query.first() + + # Simulate fulfilled LIMIT_BUY order for trade + trade.update(limit_buy_order) + rc = client.get("/profit") + assert_response(rc, 502) + assert rc.json == {"error": "Error querying _profit: no closed trade"} + + trade.update(limit_sell_order) + + trade.close_date = datetime.utcnow() + trade.is_open = False + + rc = client.get("/profit") + assert_response(rc) + assert rc.json == {'avg_duration': '0:00:00', + 'best_pair': 'ETH/BTC', + 'best_rate': 6.2, + 'first_trade_date': 'just now', + 'latest_trade_date': 'just now', + 'profit_all_coin': 6.217e-05, + 'profit_all_fiat': 0, + 'profit_all_percent': 6.2, + 'profit_closed_coin': 6.217e-05, + 'profit_closed_fiat': 0, + 'profit_closed_percent': 6.2, + 'trade_count': 1 + } + + +def test_api_performance(botclient, mocker, ticker, fee, markets): + ftbot, client = botclient + patch_get_signal(ftbot, (True, False)) + + trade = Trade( + pair='LTC/ETH', + amount=1, + exchange='binance', + stake_amount=1, + open_rate=0.245441, + open_order_id="123456", + is_open=False, + fee_close=fee.return_value, + fee_open=fee.return_value, + close_rate=0.265441, + + ) + trade.close_profit = trade.calc_profit_percent() + Trade.session.add(trade) + + trade = Trade( + pair='XRP/ETH', + amount=5, + stake_amount=1, + exchange='binance', + open_rate=0.412, + open_order_id="123456", + is_open=False, + fee_close=fee.return_value, + fee_open=fee.return_value, + close_rate=0.391 + ) + trade.close_profit = trade.calc_profit_percent() + Trade.session.add(trade) + Trade.session.flush() + + rc = client.get("/performance") + assert_response(rc) + assert len(rc.json) == 2 + assert rc.json == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61}, + {'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57}] + + +def test_api_status(botclient, mocker, ticker, fee, markets, limit_buy_order, limit_sell_order): + ftbot, client = botclient + patch_get_signal(ftbot, (True, False)) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_balances=MagicMock(return_value=ticker), + get_ticker=ticker, + get_fee=fee, + markets=PropertyMock(return_value=markets) + ) + + rc = client.get("/status") + assert_response(rc, 502) + assert rc.json == {'error': 'Error querying _status: no active trade'} + + ftbot.create_trade() + rc = client.get("/status") + assert_response(rc) + assert len(rc.json) == 1 + assert rc.json == [{'amount': 90.99181074, + 'base_currency': 'BTC', + 'close_date': None, + 'close_date_hum': None, + 'close_profit': None, + 'close_rate': None, + 'current_profit': -0.59, + 'current_rate': 1.098e-05, + 'initial_stop_loss': 0.0, + 'initial_stop_loss_pct': None, + 'open_date': ANY, + 'open_date_hum': 'just now', + 'open_order': '(limit buy rem=0.00000000)', + 'open_rate': 1.099e-05, + 'pair': 'ETH/BTC', + 'stake_amount': 0.001, + 'stop_loss': 0.0, + 'stop_loss_pct': None, + 'trade_id': 1}] + + +def test_api_version(botclient): + ftbot, client = botclient + + rc = client.get("/version") + assert_response(rc) + assert rc.json == {"version": __version__} + + +def test_api_blacklist(botclient, mocker, ticker, fee, markets): + ftbot, client = botclient + + rc = client.get("/blacklist") + assert_response(rc) + assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC"], + "length": 2, + "method": "StaticPairList"} + + # Add ETH/BTC to blacklist + rc = client.post("/blacklist", data='{"blacklist": ["ETH/BTC"]}', + content_type='application/json') + assert_response(rc) + assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC"], + "length": 3, + "method": "StaticPairList"} + + +def test_api_whitelist(botclient, mocker, ticker, fee, markets): + ftbot, client = botclient + + rc = client.get("/whitelist") + assert_response(rc) + assert rc.json == {"whitelist": ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'], + "length": 4, + "method": "StaticPairList"} + diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 946a9c819..4407859bf 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -11,16 +11,17 @@ import arrow import pytest import requests -from freqtrade import (DependencyException, OperationalException, - TemporaryError, InvalidOrderException, constants) +from freqtrade import (DependencyException, InvalidOrderException, + OperationalException, TemporaryError, constants) from freqtrade.data.dataprovider import DataProvider from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.rpc import RPCMessageType from freqtrade.state import State from freqtrade.strategy.interface import SellCheckTuple, SellType -from freqtrade.tests.conftest import (log_has, log_has_re, patch_edge, patch_get_signal, - patch_exchange, patch_wallet) +from freqtrade.tests.conftest import (log_has, log_has_re, patch_edge, + patch_exchange, patch_get_signal, + patch_wallet) from freqtrade.worker import Worker @@ -59,7 +60,6 @@ def get_patched_worker(mocker, config) -> Worker: return Worker(args=None, config=config) - def patch_RPCManager(mocker) -> MagicMock: """ This function mock RPC manager to avoid repeating this code in almost every tests From 39afe4c7bd5cd92d14e728051f4b27409c9fda81 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 May 2019 07:07:51 +0200 Subject: [PATCH 177/417] Test flask app .run() --- freqtrade/rpc/api_server.py | 2 +- freqtrade/tests/rpc/test_rpc_apiserver.py | 49 +++++++++++++++++++++-- 2 files changed, 47 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 4ddda307a..c2d83d1fb 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -141,7 +141,7 @@ class ApiServer(RPC): rest_ip = self._config['api_server']['listen_ip_address'] rest_port = self._config['api_server']['listen_port'] - logger.info('Starting HTTP Server at {}:{}'.format(rest_ip, rest_port)) + logger.info(f'Starting HTTP Server at {rest_ip}:{rest_port}') if not IPv4Address(rest_ip).is_loopback: logger.warning("SECURITY WARNING - Local Rest Server listening to external connections") logger.warning("SECURITY WARNING - This is insecure please set to your loopback," diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 95ad7dbc3..41d682d2d 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -8,10 +8,11 @@ from unittest.mock import ANY, MagicMock, PropertyMock import pytest from freqtrade.__init__ import __version__ +from freqtrade.persistence import Trade from freqtrade.rpc.api_server import ApiServer from freqtrade.state import State -from freqtrade.tests.conftest import (get_patched_freqtradebot, patch_get_signal) -from freqtrade.persistence import Trade +from freqtrade.tests.conftest import (get_patched_freqtradebot, log_has, + patch_get_signal) @pytest.fixture @@ -78,6 +79,49 @@ def test_api__init__(default_conf, mocker): assert apiserver._config == default_conf +def test_api_run(default_conf, mocker, caplog): + default_conf.update({"api_server": {"enabled": True, + "listen_ip_address": "127.0.0.1", + "listen_port": "8080"}}) + mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock()) + mocker.patch('freqtrade.rpc.api_server.threading.Thread', MagicMock()) + + apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf)) + + # Monkey patch flask app + run_mock = MagicMock() + apiserver.app = MagicMock() + apiserver.app.run = run_mock + + assert apiserver._config == default_conf + apiserver.run() + assert run_mock.call_count == 1 + assert run_mock.call_args_list[0][1]["host"] == "127.0.0.1" + assert run_mock.call_args_list[0][1]["port"] == "8080" + + assert log_has("Starting HTTP Server at 127.0.0.1:8080", caplog.record_tuples) + assert log_has("Starting Local Rest Server", caplog.record_tuples) + + # Test binding to public + caplog.clear() + run_mock.reset_mock() + apiserver._config.update({"api_server": {"enabled": True, + "listen_ip_address": "0.0.0.0", + "listen_port": "8089"}}) + apiserver.run() + + assert run_mock.call_count == 1 + assert run_mock.call_args_list[0][1]["host"] == "0.0.0.0" + assert run_mock.call_args_list[0][1]["port"] == "8089" + assert log_has("Starting HTTP Server at 0.0.0.0:8089", caplog.record_tuples) + assert log_has("Starting Local Rest Server", caplog.record_tuples) + assert log_has("SECURITY WARNING - Local Rest Server listening to external connections", + caplog.record_tuples) + assert log_has("SECURITY WARNING - This is insecure please set to your loopback," + "e.g 127.0.0.1 in config.json", + caplog.record_tuples) + + def test_api_reloadconf(botclient): ftbot, client = botclient @@ -353,4 +397,3 @@ def test_api_whitelist(botclient, mocker, ticker, fee, markets): assert rc.json == {"whitelist": ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'], "length": 4, "method": "StaticPairList"} - From 350c9037930406691fc5091fd1138d583dca33da Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 May 2019 06:24:22 +0200 Subject: [PATCH 178/417] Test falsk crash --- freqtrade/tests/rpc/test_rpc_apiserver.py | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 41d682d2d..8752207d0 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -121,6 +121,13 @@ def test_api_run(default_conf, mocker, caplog): "e.g 127.0.0.1 in config.json", caplog.record_tuples) + # Test crashing flask + caplog.clear() + apiserver.app.run = MagicMock(side_effect=Exception) + apiserver.run() + assert log_has("Api server failed to start, exception message is:", + caplog.record_tuples) + def test_api_reloadconf(botclient): ftbot, client = botclient From b700c64dc26cc25c6393930770479982c2cec447 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 May 2019 06:51:23 +0200 Subject: [PATCH 179/417] Test forcebuy - cleanup some tests --- freqtrade/rpc/api_server.py | 5 +- freqtrade/tests/rpc/test_rpc_apiserver.py | 68 +++++++++++++++++++++-- 2 files changed, 68 insertions(+), 5 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index c2d83d1fb..e7b64969f 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -314,7 +314,10 @@ class ApiServer(RPC): asset = request.json.get("pair") price = request.json.get("price", None) trade = self._rpc_forcebuy(asset, price) - return self.rest_dump(trade.to_json()) + if trade: + return self.rest_dump(trade.to_json()) + else: + return self.rest_dump({"status": f"Error buying pair {asset}."}) @safe_rpc def _forcesell(self): diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 8752207d0..31a56321d 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -287,7 +287,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li } -def test_api_performance(botclient, mocker, ticker, fee, markets): +def test_api_performance(botclient, mocker, ticker, fee): ftbot, client = botclient patch_get_signal(ftbot, (True, False)) @@ -330,7 +330,7 @@ def test_api_performance(botclient, mocker, ticker, fee, markets): {'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57}] -def test_api_status(botclient, mocker, ticker, fee, markets, limit_buy_order, limit_sell_order): +def test_api_status(botclient, mocker, ticker, fee, markets): ftbot, client = botclient patch_get_signal(ftbot, (True, False)) mocker.patch.multiple( @@ -378,7 +378,7 @@ def test_api_version(botclient): assert rc.json == {"version": __version__} -def test_api_blacklist(botclient, mocker, ticker, fee, markets): +def test_api_blacklist(botclient, mocker): ftbot, client = botclient rc = client.get("/blacklist") @@ -396,7 +396,7 @@ def test_api_blacklist(botclient, mocker, ticker, fee, markets): "method": "StaticPairList"} -def test_api_whitelist(botclient, mocker, ticker, fee, markets): +def test_api_whitelist(botclient): ftbot, client = botclient rc = client.get("/whitelist") @@ -404,3 +404,63 @@ def test_api_whitelist(botclient, mocker, ticker, fee, markets): assert rc.json == {"whitelist": ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'], "length": 4, "method": "StaticPairList"} + + +def test_api_forcebuy(botclient, mocker, fee): + ftbot, client = botclient + + rc = client.post("/forcebuy", content_type='application/json', + data='{"pair": "ETH/BTC"}') + assert_response(rc, 502) + assert rc.json == {"error": "Error querying _forcebuy: Forcebuy not enabled."} + + # enable forcebuy + ftbot.config["forcebuy_enable"] = True + + fbuy_mock = MagicMock(return_value=None) + mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock) + rc = client.post("/forcebuy", content_type="application/json", + data='{"pair": "ETH/BTC"}') + assert_response(rc) + assert rc.json == {"status": "Error buying pair ETH/BTC."} + + # Test creating trae + fbuy_mock = MagicMock(return_value=Trade( + pair='ETH/ETH', + amount=1, + exchange='bittrex', + stake_amount=1, + open_rate=0.245441, + open_order_id="123456", + open_date=datetime.utcnow(), + is_open=False, + fee_close=fee.return_value, + fee_open=fee.return_value, + close_rate=0.265441, + )) + mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock) + + rc = client.post("/forcebuy", content_type="application/json", + data='{"pair": "ETH/BTC"}') + assert_response(rc) + assert rc.json == {'amount': 1, + 'close_date': None, + 'close_date_hum': None, + 'close_rate': 0.265441, + 'initial_stop_loss': None, + 'initial_stop_loss_pct': None, + 'open_date': ANY, + 'open_date_hum': 'just now', + 'open_rate': 0.245441, + 'pair': 'ETH/ETH', + 'stake_amount': 1, + 'stop_loss': None, + 'stop_loss_pct': None, + 'trade_id': None} + + +# def test_api_sellbuy(botclient): + # TODO +# ftbot, client = botclient + + # rc = client.get("/forcesell ") From 01cd68a5aa2dbef6844845cef25c6d4a5eefc2ac Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 May 2019 07:00:17 +0200 Subject: [PATCH 180/417] Test forcesell --- freqtrade/tests/rpc/test_rpc_apiserver.py | 25 +++++++++++++++++++---- 1 file changed, 21 insertions(+), 4 deletions(-) diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 31a56321d..c3a8ab27a 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -459,8 +459,25 @@ def test_api_forcebuy(botclient, mocker, fee): 'trade_id': None} -# def test_api_sellbuy(botclient): - # TODO -# ftbot, client = botclient +def test_api_forcesell(botclient, mocker, ticker, fee, markets): + ftbot, client = botclient + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_balances=MagicMock(return_value=ticker), + get_ticker=ticker, + get_fee=fee, + markets=PropertyMock(return_value=markets) + ) + patch_get_signal(ftbot, (True, False)) - # rc = client.get("/forcesell ") + rc = client.post("/forcesell", content_type="application/json", + data='{"tradeid": "1"}') + assert_response(rc, 502) + assert rc.json == {"error": "Error querying _forcesell: invalid argument"} + + ftbot.create_trade() + + rc = client.post("/forcesell", content_type="application/json", + data='{"tradeid": "1"}') + assert_response(rc) + assert rc.json == {'result': 'Created sell order for trade 1.'} From 5149ff7b120bbc431426566a708c48273c06d3b5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 May 2019 07:12:33 +0200 Subject: [PATCH 181/417] Move api to /api/v1 --- freqtrade/rpc/api_server.py | 47 ++++++++++------- freqtrade/tests/rpc/test_rpc_apiserver.py | 62 +++++++++++------------ scripts/rest_client.py | 2 +- 3 files changed, 60 insertions(+), 51 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index e7b64969f..6213256a4 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -7,12 +7,15 @@ from typing import Dict from arrow import Arrow from flask import Flask, jsonify, request from flask.json import JSONEncoder +from werkzeug.wsgi import DispatcherMiddleware from freqtrade.__init__ import __version__ from freqtrade.rpc.rpc import RPC, RPCException logger = logging.getLogger(__name__) +BASE_URI = "/api/v1" + class ArrowJSONEncoder(JSONEncoder): def default(self, obj): @@ -60,7 +63,6 @@ class ApiServer(RPC): self._config = freqtrade.config self.app = Flask(__name__) - self.app.json_encoder = ArrowJSONEncoder # Register application handling @@ -105,29 +107,36 @@ class ApiServer(RPC): :return: """ # Actions to control the bot - self.app.add_url_rule('/start', 'start', view_func=self._start, methods=['POST']) - self.app.add_url_rule('/stop', 'stop', view_func=self._stop, methods=['POST']) - self.app.add_url_rule('/stopbuy', 'stopbuy', view_func=self._stopbuy, methods=['POST']) - self.app.add_url_rule('/reload_conf', 'reload_conf', view_func=self._reload_conf, - methods=['POST']) + self.app.add_url_rule(f'{BASE_URI}/start', 'start', + view_func=self._start, methods=['POST']) + self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST']) + self.app.add_url_rule(f'{BASE_URI}/stopbuy', 'stopbuy', + view_func=self._stopbuy, methods=['POST']) + self.app.add_url_rule(f'{BASE_URI}/reload_conf', 'reload_conf', + view_func=self._reload_conf, methods=['POST']) # Info commands - self.app.add_url_rule('/balance', 'balance', view_func=self._balance, methods=['GET']) - self.app.add_url_rule('/count', 'count', view_func=self._count, methods=['GET']) - self.app.add_url_rule('/daily', 'daily', view_func=self._daily, methods=['GET']) - self.app.add_url_rule('/edge', 'edge', view_func=self._edge, methods=['GET']) - self.app.add_url_rule('/profit', 'profit', view_func=self._profit, methods=['GET']) - self.app.add_url_rule('/performance', 'performance', view_func=self._performance, - methods=['GET']) - self.app.add_url_rule('/status', 'status', view_func=self._status, methods=['GET']) - self.app.add_url_rule('/version', 'version', view_func=self._version, methods=['GET']) + self.app.add_url_rule(f'{BASE_URI}/balance', 'balance', + view_func=self._balance, methods=['GET']) + self.app.add_url_rule(f'{BASE_URI}/count', 'count', view_func=self._count, methods=['GET']) + self.app.add_url_rule(f'{BASE_URI}/daily', 'daily', view_func=self._daily, methods=['GET']) + self.app.add_url_rule(f'{BASE_URI}/edge', 'edge', view_func=self._edge, methods=['GET']) + self.app.add_url_rule(f'{BASE_URI}/profit', 'profit', + view_func=self._profit, methods=['GET']) + self.app.add_url_rule(f'{BASE_URI}/performance', 'performance', + view_func=self._performance, methods=['GET']) + self.app.add_url_rule(f'{BASE_URI}/status', 'status', + view_func=self._status, methods=['GET']) + self.app.add_url_rule(f'{BASE_URI}/version', 'version', + view_func=self._version, methods=['GET']) # Combined actions and infos - self.app.add_url_rule('/blacklist', 'blacklist', view_func=self._blacklist, + self.app.add_url_rule(f'{BASE_URI}/blacklist', 'blacklist', view_func=self._blacklist, methods=['GET', 'POST']) - self.app.add_url_rule('/whitelist', 'whitelist', view_func=self._whitelist, + self.app.add_url_rule(f'{BASE_URI}/whitelist', 'whitelist', view_func=self._whitelist, methods=['GET']) - self.app.add_url_rule('/forcebuy', 'forcebuy', view_func=self._forcebuy, methods=['POST']) - self.app.add_url_rule('/forcesell', 'forcesell', view_func=self._forcesell, + self.app.add_url_rule(f'{BASE_URI}/forcebuy', 'forcebuy', + view_func=self._forcebuy, methods=['POST']) + self.app.add_url_rule(f'{BASE_URI}/forcesell', 'forcesell', view_func=self._forcesell, methods=['POST']) # TODO: Implement the following diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index c3a8ab27a..6233811fd 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -9,7 +9,7 @@ import pytest from freqtrade.__init__ import __version__ from freqtrade.persistence import Trade -from freqtrade.rpc.api_server import ApiServer +from freqtrade.rpc.api_server import ApiServer, BASE_URI from freqtrade.state import State from freqtrade.tests.conftest import (get_patched_freqtradebot, log_has, patch_get_signal) @@ -35,35 +35,35 @@ def assert_response(response, expected_code=200): def test_api_not_found(botclient): ftbot, client = botclient - rc = client.post("/invalid_url") + rc = client.post(f"{BASE_URI}/invalid_url") assert_response(rc, 404) - assert rc.json == {'status': 'error', - 'reason': "There's no API call for http://localhost/invalid_url.", - 'code': 404 + assert rc.json == {"status": "error", + "reason": f"There's no API call for http://localhost{BASE_URI}/invalid_url.", + "code": 404 } def test_api_stop_workflow(botclient): ftbot, client = botclient assert ftbot.state == State.RUNNING - rc = client.post("/stop") + rc = client.post(f"{BASE_URI}/stop") assert_response(rc) assert rc.json == {'status': 'stopping trader ...'} assert ftbot.state == State.STOPPED # Stop bot again - rc = client.post("/stop") + rc = client.post(f"{BASE_URI}/stop") assert_response(rc) assert rc.json == {'status': 'already stopped'} # Start bot - rc = client.post("/start") + rc = client.post(f"{BASE_URI}/start") assert_response(rc) assert rc.json == {'status': 'starting trader ...'} assert ftbot.state == State.RUNNING # Call start again - rc = client.post("/start") + rc = client.post(f"{BASE_URI}/start") assert_response(rc) assert rc.json == {'status': 'already running'} @@ -132,7 +132,7 @@ def test_api_run(default_conf, mocker, caplog): def test_api_reloadconf(botclient): ftbot, client = botclient - rc = client.post("/reload_conf") + rc = client.post(f"{BASE_URI}/reload_conf") assert_response(rc) assert rc.json == {'status': 'reloading config ...'} assert ftbot.state == State.RELOAD_CONF @@ -142,7 +142,7 @@ def test_api_stopbuy(botclient): ftbot, client = botclient assert ftbot.config['max_open_trades'] != 0 - rc = client.post("/stopbuy") + rc = client.post(f"{BASE_URI}/stopbuy") assert_response(rc) assert rc.json == {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} assert ftbot.config['max_open_trades'] == 0 @@ -172,7 +172,7 @@ def test_api_balance(botclient, mocker, rpc_balance): mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance) mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker) - rc = client.get("/balance") + rc = client.get(f"{BASE_URI}/balance") assert_response(rc) assert "currencies" in rc.json assert len(rc.json["currencies"]) == 5 @@ -195,7 +195,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets): get_fee=fee, markets=PropertyMock(return_value=markets) ) - rc = client.get("/count") + rc = client.get(f"{BASE_URI}/count") assert_response(rc) assert rc.json["current"] == 0 @@ -203,7 +203,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets): # Create some test data ftbot.create_trade() - rc = client.get("/count") + rc = client.get(f"{BASE_URI}/count") assert_response(rc) assert rc.json["current"] == 1.0 assert rc.json["max"] == 1.0 @@ -219,7 +219,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets): get_fee=fee, markets=PropertyMock(return_value=markets) ) - rc = client.get("/daily") + rc = client.get(f"{BASE_URI}/daily") assert_response(rc) assert len(rc.json) == 7 assert rc.json[0][0] == str(datetime.utcnow().date()) @@ -235,7 +235,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets): get_fee=fee, markets=PropertyMock(return_value=markets) ) - rc = client.get("/edge") + rc = client.get(f"{BASE_URI}/edge") assert_response(rc, 502) assert rc.json == {"error": "Error querying _edge: Edge is not enabled."} @@ -251,7 +251,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li markets=PropertyMock(return_value=markets) ) - rc = client.get("/profit") + rc = client.get(f"{BASE_URI}/profit") assert_response(rc, 502) assert len(rc.json) == 1 assert rc.json == {"error": "Error querying _profit: no closed trade"} @@ -261,7 +261,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li # Simulate fulfilled LIMIT_BUY order for trade trade.update(limit_buy_order) - rc = client.get("/profit") + rc = client.get(f"{BASE_URI}/profit") assert_response(rc, 502) assert rc.json == {"error": "Error querying _profit: no closed trade"} @@ -270,7 +270,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li trade.close_date = datetime.utcnow() trade.is_open = False - rc = client.get("/profit") + rc = client.get(f"{BASE_URI}/profit") assert_response(rc) assert rc.json == {'avg_duration': '0:00:00', 'best_pair': 'ETH/BTC', @@ -323,7 +323,7 @@ def test_api_performance(botclient, mocker, ticker, fee): Trade.session.add(trade) Trade.session.flush() - rc = client.get("/performance") + rc = client.get(f"{BASE_URI}/performance") assert_response(rc) assert len(rc.json) == 2 assert rc.json == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61}, @@ -341,12 +341,12 @@ def test_api_status(botclient, mocker, ticker, fee, markets): markets=PropertyMock(return_value=markets) ) - rc = client.get("/status") + rc = client.get(f"{BASE_URI}/status") assert_response(rc, 502) assert rc.json == {'error': 'Error querying _status: no active trade'} ftbot.create_trade() - rc = client.get("/status") + rc = client.get(f"{BASE_URI}/status") assert_response(rc) assert len(rc.json) == 1 assert rc.json == [{'amount': 90.99181074, @@ -373,7 +373,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets): def test_api_version(botclient): ftbot, client = botclient - rc = client.get("/version") + rc = client.get(f"{BASE_URI}/version") assert_response(rc) assert rc.json == {"version": __version__} @@ -381,14 +381,14 @@ def test_api_version(botclient): def test_api_blacklist(botclient, mocker): ftbot, client = botclient - rc = client.get("/blacklist") + rc = client.get(f"{BASE_URI}/blacklist") assert_response(rc) assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC"], "length": 2, "method": "StaticPairList"} # Add ETH/BTC to blacklist - rc = client.post("/blacklist", data='{"blacklist": ["ETH/BTC"]}', + rc = client.post(f"{BASE_URI}/blacklist", data='{"blacklist": ["ETH/BTC"]}', content_type='application/json') assert_response(rc) assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC"], @@ -399,7 +399,7 @@ def test_api_blacklist(botclient, mocker): def test_api_whitelist(botclient): ftbot, client = botclient - rc = client.get("/whitelist") + rc = client.get(f"{BASE_URI}/whitelist") assert_response(rc) assert rc.json == {"whitelist": ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'], "length": 4, @@ -409,7 +409,7 @@ def test_api_whitelist(botclient): def test_api_forcebuy(botclient, mocker, fee): ftbot, client = botclient - rc = client.post("/forcebuy", content_type='application/json', + rc = client.post(f"{BASE_URI}/forcebuy", content_type='application/json', data='{"pair": "ETH/BTC"}') assert_response(rc, 502) assert rc.json == {"error": "Error querying _forcebuy: Forcebuy not enabled."} @@ -419,7 +419,7 @@ def test_api_forcebuy(botclient, mocker, fee): fbuy_mock = MagicMock(return_value=None) mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock) - rc = client.post("/forcebuy", content_type="application/json", + rc = client.post(f"{BASE_URI}/forcebuy", content_type="application/json", data='{"pair": "ETH/BTC"}') assert_response(rc) assert rc.json == {"status": "Error buying pair ETH/BTC."} @@ -440,7 +440,7 @@ def test_api_forcebuy(botclient, mocker, fee): )) mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock) - rc = client.post("/forcebuy", content_type="application/json", + rc = client.post(f"{BASE_URI}/forcebuy", content_type="application/json", data='{"pair": "ETH/BTC"}') assert_response(rc) assert rc.json == {'amount': 1, @@ -470,14 +470,14 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets): ) patch_get_signal(ftbot, (True, False)) - rc = client.post("/forcesell", content_type="application/json", + rc = client.post(f"{BASE_URI}/forcesell", content_type="application/json", data='{"tradeid": "1"}') assert_response(rc, 502) assert rc.json == {"error": "Error querying _forcesell: invalid argument"} ftbot.create_trade() - rc = client.post("/forcesell", content_type="application/json", + rc = client.post(f"{BASE_URI}/forcesell", content_type="application/json", data='{"tradeid": "1"}') assert_response(rc) assert rc.json == {'result': 'Created sell order for trade 1.'} diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 81c4b66cc..54b08a03a 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -36,7 +36,7 @@ class FtRestClient(): if str(method).upper() not in ('GET', 'POST', 'PUT', 'DELETE'): raise ValueError('invalid method <{0}>'.format(method)) - basepath = f"{self._serverurl}/{apipath}" + basepath = f"{self._serverurl}/api/v1/{apipath}" hd = {"Accept": "application/json", "Content-Type": "application/json" From 540d4bef1e146920dce1215441e951f8a70992cc Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 18 May 2019 09:50:19 +0200 Subject: [PATCH 182/417] gracefully shutdown flask --- freqtrade/rpc/api_server.py | 51 +++++++++++++++++++------------------ 1 file changed, 26 insertions(+), 25 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 6213256a4..3e1bf6195 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -7,7 +7,7 @@ from typing import Dict from arrow import Arrow from flask import Flask, jsonify, request from flask.json import JSONEncoder -from werkzeug.wsgi import DispatcherMiddleware +from werkzeug.serving import make_server from freqtrade.__init__ import __version__ from freqtrade.rpc.rpc import RPC, RPCException @@ -74,8 +74,31 @@ class ApiServer(RPC): def cleanup(self) -> None: logger.info("Stopping API Server") - # TODO: Gracefully shutdown - right now it'll fail on /reload_conf - # since it's not terminated correctly. + self.srv.shutdown() + + def run(self): + """ + Method that runs flask app in its own thread forever. + Section to handle configuration and running of the Rest server + also to check and warn if not bound to a loopback, warn on security risk. + """ + rest_ip = self._config['api_server']['listen_ip_address'] + rest_port = self._config['api_server']['listen_port'] + + logger.info(f'Starting HTTP Server at {rest_ip}:{rest_port}') + if not IPv4Address(rest_ip).is_loopback: + logger.warning("SECURITY WARNING - Local Rest Server listening to external connections") + logger.warning("SECURITY WARNING - This is insecure please set to your loopback," + "e.g 127.0.0.1 in config.json") + + # Run the Server + logger.info('Starting Local Rest Server') + try: + self.srv = make_server(rest_ip, rest_port, self.app) + self.srv.serve_forever() + except Exception: + logger.exception("Api server failed to start, exception message is:") + logger.info('Starting Local Rest Server_end') def send_msg(self, msg: Dict[str, str]) -> None: """ @@ -142,28 +165,6 @@ class ApiServer(RPC): # TODO: Implement the following # help (?) - def run(self): - """ Method that runs flask app in its own thread forever. - Section to handle configuration and running of the Rest server - also to check and warn if not bound to a loopback, warn on security risk. - """ - rest_ip = self._config['api_server']['listen_ip_address'] - rest_port = self._config['api_server']['listen_port'] - - logger.info(f'Starting HTTP Server at {rest_ip}:{rest_port}') - if not IPv4Address(rest_ip).is_loopback: - logger.warning("SECURITY WARNING - Local Rest Server listening to external connections") - logger.warning("SECURITY WARNING - This is insecure please set to your loopback," - "e.g 127.0.0.1 in config.json") - - # Run the Server - logger.info('Starting Local Rest Server') - try: - self.app.run(host=rest_ip, port=rest_port) - except Exception: - logger.exception("Api server failed to start, exception message is:") - logger.info('Starting Local Rest Server_end') - def page_not_found(self, error): """ Return "404 not found", 404. From bfc57a6f6d3e076ebd02ec0bd68459429604d632 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 18 May 2019 09:50:29 +0200 Subject: [PATCH 183/417] Adapt tests to new method of starting flask --- freqtrade/tests/rpc/test_rpc_apiserver.py | 23 ++++++++++++----------- 1 file changed, 12 insertions(+), 11 deletions(-) diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 6233811fd..1842d8828 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -6,10 +6,11 @@ from datetime import datetime from unittest.mock import ANY, MagicMock, PropertyMock import pytest +from flask import Flask from freqtrade.__init__ import __version__ from freqtrade.persistence import Trade -from freqtrade.rpc.api_server import ApiServer, BASE_URI +from freqtrade.rpc.api_server import BASE_URI, ApiServer from freqtrade.state import State from freqtrade.tests.conftest import (get_patched_freqtradebot, log_has, patch_get_signal) @@ -86,18 +87,17 @@ def test_api_run(default_conf, mocker, caplog): mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock()) mocker.patch('freqtrade.rpc.api_server.threading.Thread', MagicMock()) - apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf)) - - # Monkey patch flask app run_mock = MagicMock() - apiserver.app = MagicMock() - apiserver.app.run = run_mock + mocker.patch('freqtrade.rpc.api_server.make_server', run_mock) + + apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf)) assert apiserver._config == default_conf apiserver.run() assert run_mock.call_count == 1 - assert run_mock.call_args_list[0][1]["host"] == "127.0.0.1" - assert run_mock.call_args_list[0][1]["port"] == "8080" + assert run_mock.call_args_list[0][0][0] == "127.0.0.1" + assert run_mock.call_args_list[0][0][1] == "8080" + assert isinstance(run_mock.call_args_list[0][0][2], Flask) assert log_has("Starting HTTP Server at 127.0.0.1:8080", caplog.record_tuples) assert log_has("Starting Local Rest Server", caplog.record_tuples) @@ -111,8 +111,9 @@ def test_api_run(default_conf, mocker, caplog): apiserver.run() assert run_mock.call_count == 1 - assert run_mock.call_args_list[0][1]["host"] == "0.0.0.0" - assert run_mock.call_args_list[0][1]["port"] == "8089" + assert run_mock.call_args_list[0][0][0] == "0.0.0.0" + assert run_mock.call_args_list[0][0][1] == "8089" + assert isinstance(run_mock.call_args_list[0][0][2], Flask) assert log_has("Starting HTTP Server at 0.0.0.0:8089", caplog.record_tuples) assert log_has("Starting Local Rest Server", caplog.record_tuples) assert log_has("SECURITY WARNING - Local Rest Server listening to external connections", @@ -123,7 +124,7 @@ def test_api_run(default_conf, mocker, caplog): # Test crashing flask caplog.clear() - apiserver.app.run = MagicMock(side_effect=Exception) + mocker.patch('freqtrade.rpc.api_server.make_server', MagicMock(side_effect=Exception)) apiserver.run() assert log_has("Api server failed to start, exception message is:", caplog.record_tuples) From fd5012c04e4c92cdfab04102d85099abb30e282e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 18 May 2019 09:54:36 +0200 Subject: [PATCH 184/417] Add test for api cleanup --- freqtrade/tests/rpc/test_rpc_apiserver.py | 42 +++++++++++++++++------ 1 file changed, 31 insertions(+), 11 deletions(-) diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 1842d8828..123988288 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -87,33 +87,34 @@ def test_api_run(default_conf, mocker, caplog): mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock()) mocker.patch('freqtrade.rpc.api_server.threading.Thread', MagicMock()) - run_mock = MagicMock() - mocker.patch('freqtrade.rpc.api_server.make_server', run_mock) + server_mock = MagicMock() + mocker.patch('freqtrade.rpc.api_server.make_server', server_mock) apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf)) assert apiserver._config == default_conf apiserver.run() - assert run_mock.call_count == 1 - assert run_mock.call_args_list[0][0][0] == "127.0.0.1" - assert run_mock.call_args_list[0][0][1] == "8080" - assert isinstance(run_mock.call_args_list[0][0][2], Flask) + assert server_mock.call_count == 1 + assert server_mock.call_args_list[0][0][0] == "127.0.0.1" + assert server_mock.call_args_list[0][0][1] == "8080" + assert isinstance(server_mock.call_args_list[0][0][2], Flask) + assert hasattr(apiserver, "srv") assert log_has("Starting HTTP Server at 127.0.0.1:8080", caplog.record_tuples) assert log_has("Starting Local Rest Server", caplog.record_tuples) # Test binding to public caplog.clear() - run_mock.reset_mock() + server_mock.reset_mock() apiserver._config.update({"api_server": {"enabled": True, "listen_ip_address": "0.0.0.0", "listen_port": "8089"}}) apiserver.run() - assert run_mock.call_count == 1 - assert run_mock.call_args_list[0][0][0] == "0.0.0.0" - assert run_mock.call_args_list[0][0][1] == "8089" - assert isinstance(run_mock.call_args_list[0][0][2], Flask) + assert server_mock.call_count == 1 + assert server_mock.call_args_list[0][0][0] == "0.0.0.0" + assert server_mock.call_args_list[0][0][1] == "8089" + assert isinstance(server_mock.call_args_list[0][0][2], Flask) assert log_has("Starting HTTP Server at 0.0.0.0:8089", caplog.record_tuples) assert log_has("Starting Local Rest Server", caplog.record_tuples) assert log_has("SECURITY WARNING - Local Rest Server listening to external connections", @@ -130,6 +131,25 @@ def test_api_run(default_conf, mocker, caplog): caplog.record_tuples) +def test_api_cleanup(default_conf, mocker, caplog): + default_conf.update({"api_server": {"enabled": True, + "listen_ip_address": "127.0.0.1", + "listen_port": "8080"}}) + mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock()) + mocker.patch('freqtrade.rpc.api_server.threading.Thread', MagicMock()) + mocker.patch('freqtrade.rpc.api_server.make_server', MagicMock()) + + apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf)) + apiserver.run() + stop_mock = MagicMock() + stop_mock.shutdown = MagicMock() + apiserver.srv = stop_mock + + apiserver.cleanup() + assert stop_mock.shutdown.call_count == 1 + assert log_has("Stopping API Server", caplog.record_tuples) + + def test_api_reloadconf(botclient): ftbot, client = botclient From c272e1ccdf1d94bee785e211713bae2aedda84d6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 18 May 2019 10:24:01 +0200 Subject: [PATCH 185/417] Add default rest config --- config_full.json.example | 5 +++++ scripts/rest_client.py | 21 ++++++++++++--------- 2 files changed, 17 insertions(+), 9 deletions(-) diff --git a/config_full.json.example b/config_full.json.example index 4c4ad3c58..6603540cf 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -109,6 +109,11 @@ "token": "your_telegram_token", "chat_id": "your_telegram_chat_id" }, + "api_server": { + "enabled": false, + "listen_ip_address": "127.0.0.1", + "listen_port": 8080 + }, "db_url": "sqlite:///tradesv3.sqlite", "initial_state": "running", "forcebuy_enable": false, diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 54b08a03a..4bf46e6fd 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -234,17 +234,19 @@ def load_config(configfile): return {} +def print_commands(): + # Print dynamic help for the different commands + client = FtRestClient(None) + print("Possible commands:") + for x, y in inspect.getmembers(client): + if not x.startswith('_'): + print(f"{x} {getattr(client, x).__doc__}") + + def main(args): - if args.get("show"): - # Print dynamic help for the different commands - client = FtRestClient(None) - print("Possible commands:") - for x, y in inspect.getmembers(client): - if not x.startswith('_'): - print(f"{x} {getattr(client, x).__doc__}") - - return + if args.get("help"): + print_commands() config = load_config(args["config"]) url = config.get("api_server", {}).get("server_url", "127.0.0.1") @@ -256,6 +258,7 @@ def main(args): command = args["command"] if command not in m: logger.error(f"Command {command} not defined") + print_commands() return print(getattr(client, command)(*args["command_arguments"])) From 70fabebcb324f38e80ce15dae7b197c2f75c3d5a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 18 May 2019 10:24:22 +0200 Subject: [PATCH 186/417] Document rest api --- docs/rest-api.md | 184 +++++++++++++++++++++++++++++++++++++++++++++++ mkdocs.yml | 1 + 2 files changed, 185 insertions(+) create mode 100644 docs/rest-api.md diff --git a/docs/rest-api.md b/docs/rest-api.md new file mode 100644 index 000000000..aeb1421c1 --- /dev/null +++ b/docs/rest-api.md @@ -0,0 +1,184 @@ +# REST API Usage + +## Configuration + +Enable the rest API by adding the api_server section to your configuration and setting `api_server.enabled` to `true`. + +Sample configuration: + +``` json + "api_server": { + "enabled": true, + "listen_ip_address": "127.0.0.1", + "listen_port": 8080 + }, +``` + +!!! Danger: Security warning + By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet, since others will be able to control your bot. + +You can then access the API by going to `http://127.0.0.1:8080/api/v1/version` to check if the API is running correctly. + + +### 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. + +``` json + "api_server": { + "enabled": true, + "listen_ip_address": "0.0.0.0", + "listen_port": 8080 + }, +``` + +Add the following to your docker command: + +``` bash + -p 127.0.0.1:8080:8080 +``` + +A complete sample-command may then look as follows: + +```bash +docker run -d \ + --name freqtrade \ + -v ~/.freqtrade/config.json:/freqtrade/config.json \ + -v ~/.freqtrade/user_data/:/freqtrade/user_data \ + -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ + -p 127.0.0.1:8080:8080 \ + freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy +``` + +!!! Danger "Security warning" + By using `-p 8080:8080` the API is available to everyone connecting to the server under the correct port, so others will be able to control your bot. + +## Consuming the API + +You can consume the API by using the script `scripts/rest_client.py`. +The client script only requires the `requests` module, so FreqTrade does not need to be installed on the system. + +``` bash +python3 scripts/rest_client.py [optional parameters] +``` + +By default, the script assumes `127.0.0.1` (localhost) and port `8080` to be used, however you can specify a configuration file to override this behaviour. + +### Minimalistic client config + +``` json +{ + "api_server": { + "enabled": true, + "listen_ip_address": "0.0.0.0", + "listen_port": 8080 + } +} +``` + +``` bash +python3 scripts/rest_client.py --config rest_config.json [optional parameters] +``` + +## 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_conf` | | Reloads the configuration file +| `status` | | Lists all open trades +| `status table` | | List all open trades in a table format +| `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 ` | | Instantly sells the given trade (Ignoring `minimum_roi`). +| `forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`). +| `forcebuy [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 ` | 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 + +Possible commands can be listed from the rest-client script using the `help` command. + +``` bash +python3 scripts/rest_client.py help +``` + +``` output +Possible commands: +balance + Get the account balance + :returns: json object + +blacklist + Show the current blacklist + :param add: List of coins to add (example: "BNB/BTC") + :returns: json object + +count + Returns the amount of open trades + :returns: json object + +daily + Returns the amount of open trades + :returns: json object + +edge + Returns information about edge + :returns: json object + +forcebuy + Buy an asset + :param pair: Pair to buy (ETH/BTC) + :param price: Optional - price to buy + :returns: json object of the trade + +forcesell + Force-sell a trade + :param tradeid: Id of the trade (can be received via status command) + :returns: json object + +performance + Returns the performance of the different coins + :returns: json object + +profit + Returns the profit summary + :returns: json object + +reload_conf + Reload configuration + :returns: json object + +start + Start the bot if it's in stopped state. + :returns: json object + +status + Get the status of open trades + :returns: json object + +stop + Stop the bot. Use start to restart + :returns: json object + +stopbuy + Stop buying (but handle sells gracefully). + use reload_conf to reset + :returns: json object + +version + Returns the version of the bot + :returns: json object containing the version + +whitelist + Show the current whitelist + :returns: json object + + +``` diff --git a/mkdocs.yml b/mkdocs.yml index ecac265c1..547c527a5 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -9,6 +9,7 @@ nav: - Control the bot: - Telegram: telegram-usage.md - Web Hook: webhook-config.md + - REST API: rest-api.md - Backtesting: backtesting.md - Hyperopt: hyperopt.md - Edge positioning: edge.md From f2e4689d0c0fb4afb007233752c9587c581288b1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 18 May 2019 10:29:38 +0200 Subject: [PATCH 187/417] Cleanup script --- docs/rest-api.md | 3 --- scripts/rest_client.py | 8 +------- 2 files changed, 1 insertion(+), 10 deletions(-) diff --git a/docs/rest-api.md b/docs/rest-api.md index aeb1421c1..728941c88 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -19,7 +19,6 @@ Sample configuration: You can then access the API by going to `http://127.0.0.1:8080/api/v1/version` to check if the API is running correctly. - ### 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. @@ -179,6 +178,4 @@ version whitelist Show the current whitelist :returns: json object - - ``` diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 4bf46e6fd..0669feb8c 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -216,12 +216,6 @@ def add_arguments(): ) args = parser.parse_args() - # if len(argv) == 1: - # print('\nThis script accepts the following arguments') - # print('- daily (int) - Where int is the number of days to report back. daily 3') - # print('- start - this will start the trading thread') - # print('- stop - this will start the trading thread') - # print('- there will be more....\n') return vars(args) @@ -235,7 +229,7 @@ def load_config(configfile): def print_commands(): - # Print dynamic help for the different commands + # Print dynamic help for the different commands using the commands doc-strings client = FtRestClient(None) print("Possible commands:") for x, y in inspect.getmembers(client): From 9385a27ff031d9f461a47f2d12ef3a6b95b85dec Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 18 May 2019 10:34:30 +0200 Subject: [PATCH 188/417] Sort imports --- freqtrade/rpc/api_server.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 3e1bf6195..fca7fa702 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -1,6 +1,6 @@ import logging import threading -from datetime import datetime, date +from datetime import date, datetime from ipaddress import IPv4Address from typing import Dict From 79cac36b34d0dde28a0bc6d56a0735f8cedf3b52 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 18 May 2019 10:36:40 +0200 Subject: [PATCH 189/417] Reference reest api in main documentation page --- docs/index.md | 12 ++++++++---- scripts/rest_client.py | 1 - 2 files changed, 8 insertions(+), 5 deletions(-) diff --git a/docs/index.md b/docs/index.md index 9abc71747..9fbc0519c 100644 --- a/docs/index.md +++ b/docs/index.md @@ -21,8 +21,8 @@ Freqtrade is a cryptocurrency trading bot written in Python. We strongly recommend you to have basic coding skills and Python knowledge. Do not hesitate to read the source code and understand the mechanisms of this bot, algorithms and techniques implemented in it. - ## Features + - Based on Python 3.6+: For botting on any operating system — Windows, macOS and Linux. - Persistence: Persistence is achieved through sqlite database. - Dry-run mode: Run the bot without playing money. @@ -31,17 +31,19 @@ Freqtrade is a cryptocurrency trading bot written in Python. - Edge position sizing: Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. - Whitelist crypto-currencies: Select which crypto-currency you want to trade or use dynamic whitelists based on market (pair) trade volume. - Blacklist crypto-currencies: Select which crypto-currency you want to avoid. - - Manageable via Telegram: Manage the bot with Telegram. + - Manageable via Telegram or REST APi: Manage the bot with Telegram or via the builtin REST API. - Display profit/loss in fiat: Display your profit/loss in any of 33 fiat currencies supported. - Daily summary of profit/loss: Receive the daily summary of your profit/loss. - Performance status report: Receive the performance status of your current trades. - ## Requirements + ### Up to date clock + The clock on the system running the bot must be accurate, synchronized to a NTP server frequently enough to avoid problems with communication to the exchanges. ### Hardware requirements + To run this bot we recommend you a cloud instance with a minimum of: - 2GB RAM @@ -49,6 +51,7 @@ To run this bot we recommend you a cloud instance with a minimum of: - 2vCPU ### Software requirements + - Python 3.6.x - pip (pip3) - git @@ -56,12 +59,13 @@ To run this bot we recommend you a cloud instance with a minimum of: - virtualenv (Recommended) - Docker (Recommended) - ## Support + Help / Slack For any questions not covered by the documentation or for further information about the bot, we encourage you to join our Slack channel. Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) to join Slack channel. ## Ready to try? + Begin by reading our installation guide [here](installation). diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 0669feb8c..b31a1de50 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -11,7 +11,6 @@ import argparse import json import logging import inspect -from typing import List from urllib.parse import urlencode, urlparse, urlunparse from pathlib import Path From e6ae890defcbf32ddfe1fb990e5ed3f5a948c6eb Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 18 May 2019 13:36:51 +0200 Subject: [PATCH 190/417] small adjustments after first feedback --- docs/rest-api.md | 4 ++-- freqtrade/rpc/api_server.py | 16 +++++----------- freqtrade/tests/rpc/test_rpc_apiserver.py | 6 +++--- 3 files changed, 10 insertions(+), 16 deletions(-) diff --git a/docs/rest-api.md b/docs/rest-api.md index 728941c88..95eec3020 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -15,7 +15,7 @@ Sample configuration: ``` !!! Danger: Security warning - By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet, since others will be able to control your bot. + By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet, since others will potentially be able to control your bot. You can then access the API by going to `http://127.0.0.1:8080/api/v1/version` to check if the API is running correctly. @@ -50,7 +50,7 @@ docker run -d \ ``` !!! Danger "Security warning" - By using `-p 8080:8080` the API is available to everyone connecting to the server under the correct port, so others will be able to control your bot. + By using `-p 8080:8080` the API is available to everyone connecting to the server under the correct port, so others may be able to control your bot. ## Consuming the API diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index fca7fa702..923605e7b 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -66,7 +66,6 @@ class ApiServer(RPC): self.app.json_encoder = ArrowJSONEncoder # Register application handling - self.register_rest_other() self.register_rest_rpc_urls() thread = threading.Thread(target=self.run, daemon=True) @@ -92,13 +91,13 @@ class ApiServer(RPC): "e.g 127.0.0.1 in config.json") # Run the Server - logger.info('Starting Local Rest Server') + logger.info('Starting Local Rest Server.') try: self.srv = make_server(rest_ip, rest_port, self.app) self.srv.serve_forever() except Exception: - logger.exception("Api server failed to start, exception message is:") - logger.info('Starting Local Rest Server_end') + logger.exception("Api server failed to start.") + logger.info('Local Rest Server started.') def send_msg(self, msg: Dict[str, str]) -> None: """ @@ -114,13 +113,6 @@ class ApiServer(RPC): def rest_error(self, error_msg): return jsonify({"error": error_msg}), 502 - def register_rest_other(self): - """ - Registers flask app URLs that are not calls to functionality in rpc.rpc. - :return: - """ - self.app.register_error_handler(404, self.page_not_found) - def register_rest_rpc_urls(self): """ Registers flask app URLs that are calls to functonality in rpc.rpc. @@ -129,6 +121,8 @@ class ApiServer(RPC): Label can be used as a shortcut when refactoring :return: """ + self.app.register_error_handler(404, self.page_not_found) + # Actions to control the bot self.app.add_url_rule(f'{BASE_URI}/start', 'start', view_func=self._start, methods=['POST']) diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 123988288..5b9e538b5 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -101,7 +101,7 @@ def test_api_run(default_conf, mocker, caplog): assert hasattr(apiserver, "srv") assert log_has("Starting HTTP Server at 127.0.0.1:8080", caplog.record_tuples) - assert log_has("Starting Local Rest Server", caplog.record_tuples) + assert log_has("Starting Local Rest Server.", caplog.record_tuples) # Test binding to public caplog.clear() @@ -116,7 +116,7 @@ def test_api_run(default_conf, mocker, caplog): assert server_mock.call_args_list[0][0][1] == "8089" assert isinstance(server_mock.call_args_list[0][0][2], Flask) assert log_has("Starting HTTP Server at 0.0.0.0:8089", caplog.record_tuples) - assert log_has("Starting Local Rest Server", caplog.record_tuples) + assert log_has("Starting Local Rest Server.", caplog.record_tuples) assert log_has("SECURITY WARNING - Local Rest Server listening to external connections", caplog.record_tuples) assert log_has("SECURITY WARNING - This is insecure please set to your loopback," @@ -127,7 +127,7 @@ def test_api_run(default_conf, mocker, caplog): caplog.clear() mocker.patch('freqtrade.rpc.api_server.make_server', MagicMock(side_effect=Exception)) apiserver.run() - assert log_has("Api server failed to start, exception message is:", + assert log_has("Api server failed to start.", caplog.record_tuples) From 2cf07e218590182530f2614d96ac245e682e6064 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 18 May 2019 13:39:12 +0200 Subject: [PATCH 191/417] rename exception handlers --- freqtrade/rpc/api_server.py | 29 +++++++++++++++++------------ 1 file changed, 17 insertions(+), 12 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 923605e7b..6792cc9a0 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -41,7 +41,7 @@ class ApiServer(RPC): This class starts a none blocking thread the api server runs within """ - def safe_rpc(func): + def rpc_catch_errors(func): def func_wrapper(self, *args, **kwargs): @@ -169,6 +169,7 @@ class ApiServer(RPC): 'code': 404 }), 404 + @rpc_catch_errors def _start(self): """ Handler for /start. @@ -177,6 +178,7 @@ class ApiServer(RPC): msg = self._rpc_start() return self.rest_dump(msg) + @rpc_catch_errors def _stop(self): """ Handler for /stop. @@ -185,6 +187,7 @@ class ApiServer(RPC): msg = self._rpc_stop() return self.rest_dump(msg) + @rpc_catch_errors def _stopbuy(self): """ Handler for /stopbuy. @@ -193,12 +196,14 @@ class ApiServer(RPC): msg = self._rpc_stopbuy() return self.rest_dump(msg) + @rpc_catch_errors def _version(self): """ Prints the bot's version """ return self.rest_dump({"version": __version__}) + @rpc_catch_errors def _reload_conf(self): """ Handler for /reload_conf. @@ -207,7 +212,7 @@ class ApiServer(RPC): msg = self._rpc_reload_conf() return self.rest_dump(msg) - @safe_rpc + @rpc_catch_errors def _count(self): """ Handler for /count. @@ -216,7 +221,7 @@ class ApiServer(RPC): msg = self._rpc_count() return self.rest_dump(msg) - @safe_rpc + @rpc_catch_errors def _daily(self): """ Returns the last X days trading stats summary. @@ -233,7 +238,7 @@ class ApiServer(RPC): return self.rest_dump(stats) - @safe_rpc + @rpc_catch_errors def _edge(self): """ Returns information related to Edge. @@ -243,7 +248,7 @@ class ApiServer(RPC): return self.rest_dump(stats) - @safe_rpc + @rpc_catch_errors def _profit(self): """ Handler for /profit. @@ -259,7 +264,7 @@ class ApiServer(RPC): return self.rest_dump(stats) - @safe_rpc + @rpc_catch_errors def _performance(self): """ Handler for /performance. @@ -273,7 +278,7 @@ class ApiServer(RPC): return self.rest_dump(stats) - @safe_rpc + @rpc_catch_errors def _status(self): """ Handler for /status. @@ -283,7 +288,7 @@ class ApiServer(RPC): results = self._rpc_trade_status() return self.rest_dump(results) - @safe_rpc + @rpc_catch_errors def _balance(self): """ Handler for /balance. @@ -293,7 +298,7 @@ class ApiServer(RPC): results = self._rpc_balance(self._config.get('fiat_display_currency', '')) return self.rest_dump(results) - @safe_rpc + @rpc_catch_errors def _whitelist(self): """ Handler for /whitelist. @@ -301,7 +306,7 @@ class ApiServer(RPC): results = self._rpc_whitelist() return self.rest_dump(results) - @safe_rpc + @rpc_catch_errors def _blacklist(self): """ Handler for /blacklist. @@ -310,7 +315,7 @@ class ApiServer(RPC): results = self._rpc_blacklist(add) return self.rest_dump(results) - @safe_rpc + @rpc_catch_errors def _forcebuy(self): """ Handler for /forcebuy. @@ -323,7 +328,7 @@ class ApiServer(RPC): else: return self.rest_dump({"status": f"Error buying pair {asset}."}) - @safe_rpc + @rpc_catch_errors def _forcesell(self): """ Handler for /forcesell. From 8d8b4a69b759c0774e913abc26c82105c18d6f3c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 19 May 2019 09:03:56 +0200 Subject: [PATCH 192/417] Clearly warn about using future data during strategy development --- docs/bot-optimization.md | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/docs/bot-optimization.md b/docs/bot-optimization.md index 5e080eab1..97166a736 100644 --- a/docs/bot-optimization.md +++ b/docs/bot-optimization.md @@ -53,6 +53,12 @@ file as reference.** It is therefore best to use vectorized operations (across the whole dataframe, not loops) and avoid index referencing (`df.iloc[-1]`), but instead use `df.shift()` to get to the previous candle. +!!! Warning Using future data + Since backtesting passes the full time interval to the `populate_*()` methods, the strategy author + needs to take care to avoid having the strategy utilize data from the future. + Samples for usage of future data are `dataframe.shift(-1)`, `dataframe.resample("1h")` (this uses the left border of the interval, so moves data from an hour to the start of the hour). + They all use data which is not available during regular operations, so these strategies will perform well during backtesting, but will fail / perform badly dry-run tests. + ### Customize Indicators Buy and sell strategies need indicators. You can add more indicators by extending the list contained in the method `populate_indicators()` from your strategy file. From f93e6ad0f6461fee649cfaeeed2f2400ada8d0e1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 19 May 2019 09:07:43 +0200 Subject: [PATCH 193/417] Rename strategy customization file --- docs/bot-usage.md | 4 ++-- docs/{bot-optimization.md => strategy-customization.md} | 0 mkdocs.yml | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) rename docs/{bot-optimization.md => strategy-customization.md} (100%) diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 2b2fef640..cb98e1ea5 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -103,7 +103,7 @@ If the bot does not find your strategy file, it will display in an error message the reason (File not found, or errors in your code). Learn more about strategy file in -[optimize your bot](bot-optimization.md). +[Strategy Customization](strategy-customization.md). ### How to use **--strategy-path**? @@ -296,4 +296,4 @@ in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc. ## Next step The optimal strategy of the bot will change with time depending of the market trends. The next step is to -[optimize your bot](bot-optimization.md). +[Strategy Customization](strategy-customization.md). diff --git a/docs/bot-optimization.md b/docs/strategy-customization.md similarity index 100% rename from docs/bot-optimization.md rename to docs/strategy-customization.md diff --git a/mkdocs.yml b/mkdocs.yml index ecac265c1..9932ff316 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -3,7 +3,7 @@ nav: - About: index.md - Installation: installation.md - Configuration: configuration.md - - Custom Strategy: bot-optimization.md + - Strategy Customization: strategy-customization.md - Stoploss: stoploss.md - Start the bot: bot-usage.md - Control the bot: From fc96da869a4d0b5051eefd8e437b088dc35cf941 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 19 May 2019 16:07:16 +0200 Subject: [PATCH 194/417] Fix grammar messup --- docs/strategy-customization.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 97166a736..51540f690 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -57,7 +57,7 @@ file as reference.** Since backtesting passes the full time interval to the `populate_*()` methods, the strategy author needs to take care to avoid having the strategy utilize data from the future. Samples for usage of future data are `dataframe.shift(-1)`, `dataframe.resample("1h")` (this uses the left border of the interval, so moves data from an hour to the start of the hour). - They all use data which is not available during regular operations, so these strategies will perform well during backtesting, but will fail / perform badly dry-run tests. + They all use data which is not available during regular operations, so these strategies will perform well during backtesting, but will fail / perform badly in dry-runs. ### Customize Indicators From e7b9bc6808be9dc54a94e43831a60a55dcc04013 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 20 May 2019 12:27:30 +0300 Subject: [PATCH 195/417] minor: remove noisy useless debug message --- freqtrade/persistence.py | 1 - 1 file changed, 1 deletion(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 6088dba72..e64e0b89c 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -238,7 +238,6 @@ class Trade(_DECL_BASE): """ Adjust the max_rate and min_rate. """ - logger.debug("Adjusting min/max rates") self.max_rate = max(current_price, self.max_rate or self.open_rate) self.min_rate = min(current_price, self.min_rate or self.open_rate) From 703fdb2bc637efa73e1515afcf8628969cb7a3aa Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 20 May 2019 15:36:07 +0000 Subject: [PATCH 196/417] Update scipy from 1.2.1 to 1.3.0 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 78585f8f5..da87f56d9 100644 --- a/requirements.txt +++ b/requirements.txt @@ -3,4 +3,4 @@ numpy==1.16.3 pandas==0.24.2 -scipy==1.2.1 +scipy==1.3.0 From de95e50804addaafb785f1392a0a10075f523a0b Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 20 May 2019 15:36:08 +0000 Subject: [PATCH 197/417] Update ccxt from 1.18.523 to 1.18.551 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 4f7309a6a..8139d2cbb 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.523 +ccxt==1.18.551 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.1 From 3404bb1865b31823bd978ec3084f66c6955f63e2 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 20 May 2019 15:36:09 +0000 Subject: [PATCH 198/417] Update arrow from 0.13.1 to 0.13.2 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 8139d2cbb..4ec3a0092 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -3,7 +3,7 @@ ccxt==1.18.551 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 -arrow==0.13.1 +arrow==0.13.2 cachetools==3.1.0 requests==2.21.0 urllib3==1.24.2 # pyup: ignore From 34c7ac8926079673cbf92f7a204f08daff38231b Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 20 May 2019 15:36:10 +0000 Subject: [PATCH 199/417] Update requests from 2.21.0 to 2.22.0 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 4ec3a0092..deea30faf 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -5,7 +5,7 @@ SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.2 cachetools==3.1.0 -requests==2.21.0 +requests==2.22.0 urllib3==1.24.2 # pyup: ignore wrapt==1.11.1 scikit-learn==0.21.0 From 5b24ac78981946bf334d19e28c14a180add4431c Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 20 May 2019 15:36:11 +0000 Subject: [PATCH 200/417] Update scikit-learn from 0.21.0 to 0.21.1 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index deea30faf..4ba4426b7 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -8,7 +8,7 @@ cachetools==3.1.0 requests==2.22.0 urllib3==1.24.2 # pyup: ignore wrapt==1.11.1 -scikit-learn==0.21.0 +scikit-learn==0.21.1 joblib==0.13.2 jsonschema==3.0.1 TA-Lib==0.4.17 From 04e13eed7dbc006bd17ea50dab6da94317a39750 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 20 May 2019 15:36:13 +0000 Subject: [PATCH 201/417] Update filelock from 3.0.10 to 3.0.12 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 4ba4426b7..3f755b8c0 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -17,7 +17,7 @@ coinmarketcap==5.0.3 # Required for hyperopt scikit-optimize==0.5.2 -filelock==3.0.10 +filelock==3.0.12 # find first, C search in arrays py_find_1st==1.1.3 From 96a34f753b0be9a86e09eb9fd00aeace08302bfd Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 20 May 2019 19:48:12 +0200 Subject: [PATCH 202/417] Adapt test to new output from arrow --- freqtrade/tests/rpc/test_rpc.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py index 6ce543f3d..c3fcd62fb 100644 --- a/freqtrade/tests/rpc/test_rpc.py +++ b/freqtrade/tests/rpc/test_rpc.py @@ -119,7 +119,7 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None: freqtradebot.create_trade() result = rpc._rpc_status_table() - assert 'just now' in result['Since'].all() + assert 'instantly' in result['Since'].all() assert 'ETH/BTC' in result['Pair'].all() assert '-0.59%' in result['Profit'].all() @@ -128,7 +128,7 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None: # invalidate ticker cache rpc._freqtrade.exchange._cached_ticker = {} result = rpc._rpc_status_table() - assert 'just now' in result['Since'].all() + assert 'instantly' in result['Since'].all() assert 'ETH/BTC' in result['Pair'].all() assert 'nan%' in result['Profit'].all() From 349c0619aa30dba6fe38d70575cea7b710b23e27 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 19 May 2019 20:06:26 +0200 Subject: [PATCH 203/417] Move startup to freqtradebot --- freqtrade/freqtradebot.py | 8 ++++++++ freqtrade/worker.py | 2 +- 2 files changed, 9 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 8b29d6d40..425b7e3a9 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -89,6 +89,14 @@ class FreqtradeBot(object): self.rpc.cleanup() persistence.cleanup() + def startup(self) -> None: + """ + Called on startup and after reloading the bot - triggers notifications and + performs startup tasks + : return: None + """ + self.rpc.startup_messages(self.config, self.pairlists) + def process(self) -> bool: """ Queries the persistence layer for open trades and handles them, diff --git a/freqtrade/worker.py b/freqtrade/worker.py index 19a570505..c224b4ee5 100755 --- a/freqtrade/worker.py +++ b/freqtrade/worker.py @@ -91,7 +91,7 @@ class Worker(object): }) logger.info('Changing state to: %s', state.name) if state == State.RUNNING: - self.freqtrade.rpc.startup_messages(self._config, self.freqtrade.pairlists) + self.freqtrade.startup() if state == State.STOPPED: # Ping systemd watchdog before sleeping in the stopped state From 6a5daab520b4f26181abafe44a024777dfafa181 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 20 May 2019 07:06:40 +0200 Subject: [PATCH 204/417] add logic for stoploss reinitialization after startup --- freqtrade/freqtradebot.py | 2 ++ freqtrade/persistence.py | 20 ++++++++++++++++++++ freqtrade/tests/test_freqtradebot.py | 1 + 3 files changed, 23 insertions(+) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 425b7e3a9..7d5cddd6c 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -96,6 +96,8 @@ class FreqtradeBot(object): : return: None """ self.rpc.startup_messages(self.config, self.pairlists) + # Adjust stoploss if it was changed + Trade.stoploss_reinitialization(self.strategy.stoploss) def process(self) -> bool: """ diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index e64e0b89c..3fc9a189e 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -421,3 +421,23 @@ class Trade(_DECL_BASE): Query trades from persistence layer """ return Trade.query.filter(Trade.is_open.is_(True)).all() + + @staticmethod + def stoploss_reinitialization(desired_stoploss): + """ + Adjust initial Stoploss to desired stoploss for all open trades. + """ + for trade in Trade.get_open_trades(): + logger.info("Found open trade: %s", trade) + + # skip case if trailing-stop changed the stoploss already. + if (trade.stop_loss == trade.initial_stop_loss + and trade.initial_stop_loss_pct != desired_stoploss): + # Stoploss value got changed + + logger.info(f"Stoploss for {trade} needs adjustment.") + logger.info(f"Stoploss: {trade.initial_stop_loss_pct}: {desired_stoploss}") + # Force reset of stoploss + trade.stop_loss = None + trade.adjust_stop_loss(trade.open_rate, desired_stoploss) + logger.info(f"new stoploss: {trade.stop_loss}, ") diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 67b05ac3e..c683f6273 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -114,6 +114,7 @@ def test_cleanup(mocker, default_conf, caplog) -> None: def test_worker_running(mocker, default_conf, caplog) -> None: mock_throttle = MagicMock() mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle) + mocker.patch('freqtrade.persistence.Trade.adjust_initial_stoploss', MagicMock()) worker = get_patched_worker(mocker, default_conf) From 9f54181494a7b211a7f0cd4213150c36f4193634 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 20 May 2019 07:12:54 +0200 Subject: [PATCH 205/417] Add test for stoploss_reinit --- freqtrade/tests/test_persistence.py | 61 +++++++++++++++++++++++++++++ 1 file changed, 61 insertions(+) diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py index 8c15fa8e8..93bad0797 100644 --- a/freqtrade/tests/test_persistence.py +++ b/freqtrade/tests/test_persistence.py @@ -777,3 +777,64 @@ def test_to_json(default_conf, fee): 'stop_loss_pct': None, 'initial_stop_loss': None, 'initial_stop_loss_pct': None} + + +def test_stoploss_reinitialization(default_conf, fee): + init(default_conf) + trade = Trade( + pair='ETH/BTC', + stake_amount=0.001, + fee_open=fee.return_value, + open_date=arrow.utcnow().shift(hours=-2).datetime, + amount=10, + fee_close=fee.return_value, + exchange='bittrex', + open_rate=1, + max_rate=1, + ) + + trade.adjust_stop_loss(trade.open_rate, 0.05, True) + assert trade.stop_loss == 0.95 + assert trade.stop_loss_pct == -0.05 + assert trade.initial_stop_loss == 0.95 + assert trade.initial_stop_loss_pct == -0.05 + Trade.session.add(trade) + + # Lower stoploss + Trade.stoploss_reinitialization(0.06) + + trades = Trade.get_open_trades() + assert len(trades) == 1 + trade_adj = trades[0] + assert trade_adj.stop_loss == 0.94 + assert trade_adj.stop_loss_pct == -0.06 + assert trade_adj.initial_stop_loss == 0.94 + assert trade_adj.initial_stop_loss_pct == -0.06 + + # Raise stoploss + Trade.stoploss_reinitialization(0.04) + + trades = Trade.get_open_trades() + assert len(trades) == 1 + trade_adj = trades[0] + assert trade_adj.stop_loss == 0.96 + assert trade_adj.stop_loss_pct == -0.04 + assert trade_adj.initial_stop_loss == 0.96 + assert trade_adj.initial_stop_loss_pct == -0.04 + + + # Trailing stoploss (move stoplos up a bit) + trade.adjust_stop_loss(1.02, 0.04) + assert trade_adj.stop_loss == 0.9792 + assert trade_adj.initial_stop_loss == 0.96 + + Trade.stoploss_reinitialization(0.04) + + trades = Trade.get_open_trades() + assert len(trades) == 1 + trade_adj = trades[0] + # Stoploss should not change in this case. + assert trade_adj.stop_loss == 0.9792 + assert trade_adj.stop_loss_pct == -0.04 + assert trade_adj.initial_stop_loss == 0.96 + assert trade_adj.initial_stop_loss_pct == -0.04 From 53af8f331d985fc559d64e0d5808f9f57e515d70 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 20 May 2019 19:35:19 +0200 Subject: [PATCH 206/417] Deep-copy default_conf for edge config --- freqtrade/tests/conftest.py | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 0bff1d5e9..692fda368 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -2,6 +2,7 @@ import json import logging import re +from copy import deepcopy from datetime import datetime from functools import reduce from unittest.mock import MagicMock, PropertyMock @@ -942,9 +943,10 @@ def buy_order_fee(): @pytest.fixture(scope="function") def edge_conf(default_conf): - default_conf['max_open_trades'] = -1 - default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT - default_conf['edge'] = { + conf = deepcopy(default_conf) + conf['max_open_trades'] = -1 + conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT + conf['edge'] = { "enabled": True, "process_throttle_secs": 1800, "calculate_since_number_of_days": 14, @@ -960,4 +962,4 @@ def edge_conf(default_conf): "remove_pumps": False } - return default_conf + return conf From a39cdd3b2b3b59719bb9b5e53f89f1085776e7dd Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 20 May 2019 19:35:48 +0200 Subject: [PATCH 207/417] Exclude Edge from startup-stoploss calc Edge would recalculate / reevaluate stoploss values on startup, so these values are not reliable --- freqtrade/freqtradebot.py | 5 +++-- freqtrade/tests/test_freqtradebot.py | 19 ++++++++++++++++++- 2 files changed, 21 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 7d5cddd6c..0121512ee 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -96,8 +96,9 @@ class FreqtradeBot(object): : return: None """ self.rpc.startup_messages(self.config, self.pairlists) - # Adjust stoploss if it was changed - Trade.stoploss_reinitialization(self.strategy.stoploss) + if not self.edge: + # Adjust stoploss if it was changed + Trade.stoploss_reinitialization(self.strategy.stoploss) def process(self) -> bool: """ diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index c683f6273..48eb51b54 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -3136,10 +3136,27 @@ def test_get_sell_rate(default_conf, mocker, ticker, order_book_l2) -> None: assert rate == 0.043936 -def test_startup_messages(default_conf, mocker): +def test_startup_state(default_conf, mocker): default_conf['pairlist'] = {'method': 'VolumePairList', 'config': {'number_assets': 20} } mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) worker = get_patched_worker(mocker, default_conf) assert worker.state is State.RUNNING + + +def test_startup_trade_reinit(default_conf, edge_conf, mocker): + + mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + reinit_mock = MagicMock() + mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock) + + ftbot = get_patched_freqtradebot(mocker, default_conf) + ftbot.startup() + assert reinit_mock.call_count == 1 + + reinit_mock.reset_mock() + + ftbot = get_patched_freqtradebot(mocker, edge_conf) + ftbot.startup() + assert reinit_mock.call_count == 0 From 11fd8a59af3fb92f405e59f3db47f4d82be809f3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 20 May 2019 20:06:13 +0200 Subject: [PATCH 208/417] cleanup stoploss documentations --- docs/configuration.md | 10 ++-------- docs/stoploss.md | 15 ++++++++++++--- docs/strategy-customization.md | 5 ++++- 3 files changed, 18 insertions(+), 12 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index df116b3c2..d097712c6 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -131,17 +131,11 @@ If it is not set in either Strategy or Configuration, a default of 1000% `{"0": ### Understand stoploss -The `stoploss` configuration parameter is loss in percentage that should trigger a sale. -For example, value `-0.10` will cause immediate sell if the -profit dips below -10% for a given trade. This parameter is optional. - -Most of the strategy files already include the optimal `stoploss` -value. This parameter is optional. If you use it in the configuration file, it will take over the -`stoploss` value from the strategy file. +Go to the [stoploss documentation](stoploss.md) for more details. ### Understand trailing stoploss -Go to the [trailing stoploss Documentation](stoploss.md) for details on trailing stoploss. +Go to the [trailing stoploss Documentation](stoploss.md#trailing-stop-loss) for details on trailing stoploss. ### Understand initial_state diff --git a/docs/stoploss.md b/docs/stoploss.md index cbe4fd3c4..4c731940e 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -1,4 +1,14 @@ -# Stop Loss support +# Stop Loss + +The `stoploss` configuration parameter is loss in percentage that should trigger a sale. +For example, value `-0.10` will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional. + +Most of the strategy files already include the optimal `stoploss` +value. This parameter is optional. If you use it in the configuration file, it will take over the +`stoploss` value from the strategy file. + + +## Stop Loss support At this stage the bot contains the following stoploss support modes: @@ -16,13 +26,12 @@ In case of stoploss on exchange there is another parameter called `stoploss_on_e !!! Note Stoploss on exchange is only supported for Binance as of now. - ## Static Stop Loss This is very simple, basically you define a stop loss of x in your strategy file or alternative in the configuration, which will overwrite the strategy definition. This will basically try to sell your asset, the second the loss exceeds the defined loss. -## Trail Stop Loss +## Trailing Stop Loss The initial value for this stop loss, is defined in your strategy or configuration. Just as you would define your Stop Loss normally. To enable this Feauture all you have to do is to define the configuration element: diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 51540f690..1256f4a32 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -218,9 +218,12 @@ stoploss = -0.10 ``` This would signify a stoploss of -10%. + +For the full documentation on stoploss features, look at the dedicated [stoploss page](stoploss.md). + If your exchange supports it, it's recommended to also set `"stoploss_on_exchange"` in the order dict, so your stoploss is on the exchange and cannot be missed for network-problems (or other problems). -For more information on order_types please look [here](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md#understand-order_types). +For more information on order_types please look to [here](configuration.md#understand-order_types). ### Ticker interval From 58ced364451c28ba2e6c71fbb5f9f4f6085de975 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 20 May 2019 20:06:35 +0200 Subject: [PATCH 209/417] Add documentation for stoploss updates --- docs/stoploss.md | 10 ++++++++++ docs/strategy-customization.md | 2 +- 2 files changed, 11 insertions(+), 1 deletion(-) diff --git a/docs/stoploss.md b/docs/stoploss.md index 4c731940e..975c2aeb5 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -72,3 +72,13 @@ The 0.01 would translate to a 1% stop loss, once you hit 1.1% profit. You should also make sure to have this value (`trailing_stop_positive_offset`) lower than your minimal ROI, otherwise minimal ROI will apply first and sell your trade. If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured`stoploss`. + +## Changing stoploss on open trades + +A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_conf` command (alternatively, completely stopping and restarting the bot also works). + +The new stoploss value will be applied to open trades (and corresponding log-messages will be generated). + +### Limitations + +Stoploss values cannot be changed if `trailing_stop` is enabled and the stoploss has already been adjusted, or if [Edge](edge.md) is enabled (since Edge would recalculate stoploss based on the current market situation). diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 1256f4a32..85d8104b0 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -223,7 +223,7 @@ For the full documentation on stoploss features, look at the dedicated [stoploss If your exchange supports it, it's recommended to also set `"stoploss_on_exchange"` in the order dict, so your stoploss is on the exchange and cannot be missed for network-problems (or other problems). -For more information on order_types please look to [here](configuration.md#understand-order_types). +For more information on order_types please look [here](configuration.md#understand-order_types). ### Ticker interval From 51aa469f67e0ed3c7504e444063032e6d60f9553 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 20 May 2019 20:13:01 +0200 Subject: [PATCH 210/417] Cleanups --- docs/stoploss.md | 1 - freqtrade/freqtradebot.py | 1 - freqtrade/persistence.py | 1 - freqtrade/tests/test_freqtradebot.py | 2 +- freqtrade/tests/test_persistence.py | 1 - 5 files changed, 1 insertion(+), 5 deletions(-) diff --git a/docs/stoploss.md b/docs/stoploss.md index 975c2aeb5..f5e2f8df6 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -7,7 +7,6 @@ Most of the strategy files already include the optimal `stoploss` value. This parameter is optional. If you use it in the configuration file, it will take over the `stoploss` value from the strategy file. - ## Stop Loss support At this stage the bot contains the following stoploss support modes: diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 0121512ee..81c9dc5d3 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -93,7 +93,6 @@ class FreqtradeBot(object): """ Called on startup and after reloading the bot - triggers notifications and performs startup tasks - : return: None """ self.rpc.startup_messages(self.config, self.pairlists) if not self.edge: diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 3fc9a189e..ed09f6f22 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -436,7 +436,6 @@ class Trade(_DECL_BASE): # Stoploss value got changed logger.info(f"Stoploss for {trade} needs adjustment.") - logger.info(f"Stoploss: {trade.initial_stop_loss_pct}: {desired_stoploss}") # Force reset of stoploss trade.stop_loss = None trade.adjust_stop_loss(trade.open_rate, desired_stoploss) diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 48eb51b54..2587b1b36 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -114,7 +114,7 @@ def test_cleanup(mocker, default_conf, caplog) -> None: def test_worker_running(mocker, default_conf, caplog) -> None: mock_throttle = MagicMock() mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle) - mocker.patch('freqtrade.persistence.Trade.adjust_initial_stoploss', MagicMock()) + mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', MagicMock()) worker = get_patched_worker(mocker, default_conf) diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py index 93bad0797..3312bc21d 100644 --- a/freqtrade/tests/test_persistence.py +++ b/freqtrade/tests/test_persistence.py @@ -822,7 +822,6 @@ def test_stoploss_reinitialization(default_conf, fee): assert trade_adj.initial_stop_loss == 0.96 assert trade_adj.initial_stop_loss_pct == -0.04 - # Trailing stoploss (move stoplos up a bit) trade.adjust_stop_loss(1.02, 0.04) assert trade_adj.stop_loss == 0.9792 From 11dce9128193184623d9a4896d503c351ef37faf Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 21 May 2019 20:49:02 +0300 Subject: [PATCH 211/417] data/history minor cleanup --- freqtrade/data/history.py | 26 ++++++++++++++------------ 1 file changed, 14 insertions(+), 12 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 86d3c3071..27e68b533 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -63,12 +63,8 @@ def load_tickerdata_file( Load a pair from file, either .json.gz or .json :return tickerlist or None if unsuccesful """ - path = make_testdata_path(datadir) - pair_s = pair.replace('/', '_') - file = path.joinpath(f'{pair_s}-{ticker_interval}.json') - - pairdata = misc.file_load_json(file) - + filename = pair_data_filename(datadir, pair, ticker_interval) + pairdata = misc.file_load_json(filename) if not pairdata: return None @@ -142,11 +138,18 @@ def load_data(datadir: Optional[Path], return result -def make_testdata_path(datadir: Optional[Path]) -> Path: +def make_datadir_path(datadir: Optional[Path]) -> Path: """Return the path where testdata files are stored""" return datadir or (Path(__file__).parent.parent / "tests" / "testdata").resolve() +def pair_data_filename(datadir: Optional[Path], pair: str, ticker_interval: str) -> Path: + path = make_datadir_path(datadir) + pair_s = pair.replace("/", "_") + filename = path.joinpath(f'{pair_s}-{ticker_interval}.json') + return filename + + def load_cached_data_for_updating(filename: Path, ticker_interval: str, timerange: Optional[TimeRange]) -> Tuple[List[Any], Optional[int]]: @@ -209,9 +212,7 @@ def download_pair_history(datadir: Optional[Path], ) try: - path = make_testdata_path(datadir) - filepair = pair.replace("/", "_") - filename = path.joinpath(f'{filepair}-{ticker_interval}.json') + filename = pair_data_filename(datadir, pair, ticker_interval) logger.info( f'Download history data for pair: "{pair}", interval: {ticker_interval} ' @@ -236,8 +237,9 @@ def download_pair_history(datadir: Optional[Path], misc.file_dump_json(filename, data) return True - except Exception: + except Exception as e: logger.error( - f'Failed to download history data for pair: "{pair}", interval: {ticker_interval}.' + f'Failed to download history data for pair: "{pair}", interval: {ticker_interval}. ' + f'Error: {e}' ) return False From 7cb753754b039898c3cfae2dd8049068cda6b4a2 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 21 May 2019 20:49:19 +0300 Subject: [PATCH 212/417] tests adjusted --- freqtrade/tests/data/test_btanalysis.py | 4 ++-- freqtrade/tests/data/test_history.py | 7 ++++--- freqtrade/tests/test_misc.py | 8 ++++---- 3 files changed, 10 insertions(+), 9 deletions(-) diff --git a/freqtrade/tests/data/test_btanalysis.py b/freqtrade/tests/data/test_btanalysis.py index dd7cbe0d9..4c0426b93 100644 --- a/freqtrade/tests/data/test_btanalysis.py +++ b/freqtrade/tests/data/test_btanalysis.py @@ -2,12 +2,12 @@ import pytest from pandas import DataFrame from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data -from freqtrade.data.history import make_testdata_path +from freqtrade.data.history import make_datadir_path def test_load_backtest_data(): - filename = make_testdata_path(None) / "backtest-result_test.json" + filename = make_datadir_path(None) / "backtest-result_test.json" bt_data = load_backtest_data(filename) assert isinstance(bt_data, DataFrame) assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profitabs"] diff --git a/freqtrade/tests/data/test_history.py b/freqtrade/tests/data/test_history.py index 15442f577..a37b42351 100644 --- a/freqtrade/tests/data/test_history.py +++ b/freqtrade/tests/data/test_history.py @@ -16,7 +16,7 @@ from freqtrade.data import history from freqtrade.data.history import (download_pair_history, load_cached_data_for_updating, load_tickerdata_file, - make_testdata_path, + make_datadir_path, trim_tickerlist) from freqtrade.misc import file_dump_json from freqtrade.tests.conftest import get_patched_exchange, log_has @@ -136,7 +136,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau def test_testdata_path() -> None: - assert str(Path('freqtrade') / 'tests' / 'testdata') in str(make_testdata_path(None)) + assert str(Path('freqtrade') / 'tests' / 'testdata') in str(make_datadir_path(None)) def test_load_cached_data_for_updating(mocker) -> None: @@ -321,7 +321,8 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog, def _clean_test_file(file1_1) _clean_test_file(file1_5) assert log_has( - 'Failed to download history data for pair: "MEME/BTC", interval: 1m.', + 'Failed to download history data for pair: "MEME/BTC", interval: 1m. ' + 'Error: File Error', caplog.record_tuples ) diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py index 2da6b8718..c7bcf7edf 100644 --- a/freqtrade/tests/test_misc.py +++ b/freqtrade/tests/test_misc.py @@ -6,7 +6,7 @@ from unittest.mock import MagicMock from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.misc import (common_datearray, datesarray_to_datetimearray, file_dump_json, file_load_json, format_ms_time, shorten_date) -from freqtrade.data.history import load_tickerdata_file, make_testdata_path +from freqtrade.data.history import load_tickerdata_file, pair_data_filename from freqtrade.strategy.default_strategy import DefaultStrategy @@ -60,13 +60,13 @@ def test_file_dump_json(mocker) -> None: def test_file_load_json(mocker) -> None: # 7m .json does not exist - ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-7m.json')) + ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '7m')) assert not ret # 1m json exists (but no .gz exists) - ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-1m.json')) + ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '1m')) assert ret # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json - ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-8m.json')) + ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '8m')) assert ret From 98eeec31451c844bbdabc0a8c8dacd2474122596 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 22 May 2019 14:04:58 +0300 Subject: [PATCH 213/417] renaming of make_testdata_path reverted --- freqtrade/data/history.py | 4 ++-- freqtrade/tests/data/test_btanalysis.py | 4 ++-- freqtrade/tests/data/test_history.py | 4 ++-- 3 files changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 27e68b533..3bec63926 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -138,13 +138,13 @@ def load_data(datadir: Optional[Path], return result -def make_datadir_path(datadir: Optional[Path]) -> Path: +def make_testdata_path(datadir: Optional[Path]) -> Path: """Return the path where testdata files are stored""" return datadir or (Path(__file__).parent.parent / "tests" / "testdata").resolve() def pair_data_filename(datadir: Optional[Path], pair: str, ticker_interval: str) -> Path: - path = make_datadir_path(datadir) + path = make_testdata_path(datadir) pair_s = pair.replace("/", "_") filename = path.joinpath(f'{pair_s}-{ticker_interval}.json') return filename diff --git a/freqtrade/tests/data/test_btanalysis.py b/freqtrade/tests/data/test_btanalysis.py index 4c0426b93..dd7cbe0d9 100644 --- a/freqtrade/tests/data/test_btanalysis.py +++ b/freqtrade/tests/data/test_btanalysis.py @@ -2,12 +2,12 @@ import pytest from pandas import DataFrame from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data -from freqtrade.data.history import make_datadir_path +from freqtrade.data.history import make_testdata_path def test_load_backtest_data(): - filename = make_datadir_path(None) / "backtest-result_test.json" + filename = make_testdata_path(None) / "backtest-result_test.json" bt_data = load_backtest_data(filename) assert isinstance(bt_data, DataFrame) assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profitabs"] diff --git a/freqtrade/tests/data/test_history.py b/freqtrade/tests/data/test_history.py index a37b42351..0d4210d3a 100644 --- a/freqtrade/tests/data/test_history.py +++ b/freqtrade/tests/data/test_history.py @@ -16,7 +16,7 @@ from freqtrade.data import history from freqtrade.data.history import (download_pair_history, load_cached_data_for_updating, load_tickerdata_file, - make_datadir_path, + make_testdata_path, trim_tickerlist) from freqtrade.misc import file_dump_json from freqtrade.tests.conftest import get_patched_exchange, log_has @@ -136,7 +136,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau def test_testdata_path() -> None: - assert str(Path('freqtrade') / 'tests' / 'testdata') in str(make_datadir_path(None)) + assert str(Path('freqtrade') / 'tests' / 'testdata') in str(make_testdata_path(None)) def test_load_cached_data_for_updating(mocker) -> None: From 2c9a519c5e359ba2fea353bfd29155c06c8a2d3b Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 22 May 2019 14:21:36 +0300 Subject: [PATCH 214/417] edge: handle properly the 'No trades' case --- freqtrade/edge/__init__.py | 1 + freqtrade/optimize/edge_cli.py | 7 ++++--- 2 files changed, 5 insertions(+), 3 deletions(-) diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py index 4801c6cb3..5c7252d88 100644 --- a/freqtrade/edge/__init__.py +++ b/freqtrade/edge/__init__.py @@ -139,6 +139,7 @@ class Edge(): # If no trade found then exit if len(trades) == 0: + logger.info("No trades created.") return False # Fill missing, calculable columns, profit, duration , abs etc. diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py index 9b628cf2e..818c1e050 100644 --- a/freqtrade/optimize/edge_cli.py +++ b/freqtrade/optimize/edge_cli.py @@ -73,9 +73,10 @@ class EdgeCli(object): floatfmt=floatfmt, tablefmt="pipe") def start(self) -> None: - self.edge.calculate() - print('') # blank like for readability - print(self._generate_edge_table(self.edge._cached_pairs)) + result = self.edge.calculate() + if result: + print('') # blank like for readability + print(self._generate_edge_table(self.edge._cached_pairs)) def setup_configuration(args: Namespace) -> Dict[str, Any]: From 406e266bb4ea12caaaaf86b6ddde5369e7450fea Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 22 May 2019 14:34:35 +0300 Subject: [PATCH 215/417] typo in comment fixed --- freqtrade/optimize/edge_cli.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py index 818c1e050..d37b930b8 100644 --- a/freqtrade/optimize/edge_cli.py +++ b/freqtrade/optimize/edge_cli.py @@ -75,7 +75,7 @@ class EdgeCli(object): def start(self) -> None: result = self.edge.calculate() if result: - print('') # blank like for readability + print('') # blank line for readability print(self._generate_edge_table(self.edge._cached_pairs)) From 6e1da13920eb3b1ed7ce501cf0c13f5c11a667df Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 22 May 2019 17:19:11 +0300 Subject: [PATCH 216/417] Log message changed --- freqtrade/edge/__init__.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py index 5c7252d88..053be6bc3 100644 --- a/freqtrade/edge/__init__.py +++ b/freqtrade/edge/__init__.py @@ -139,7 +139,7 @@ class Edge(): # If no trade found then exit if len(trades) == 0: - logger.info("No trades created.") + logger.info("No trades found.") return False # Fill missing, calculable columns, profit, duration , abs etc. From 7b074765ab059193ec75cacd8739d5e7e5ea6204 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 23 May 2019 19:48:22 +0200 Subject: [PATCH 217/417] Improve edge tests - cleanup test file --- freqtrade/tests/edge/test_edge.py | 128 ++++++++++++++++++++---------- 1 file changed, 87 insertions(+), 41 deletions(-) diff --git a/freqtrade/tests/edge/test_edge.py b/freqtrade/tests/edge/test_edge.py index af8674188..a14e3282e 100644 --- a/freqtrade/tests/edge/test_edge.py +++ b/freqtrade/tests/edge/test_edge.py @@ -10,10 +10,11 @@ import numpy as np import pytest from pandas import DataFrame, to_datetime +from freqtrade import OperationalException from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.edge import Edge, PairInfo from freqtrade.strategy.interface import SellType -from freqtrade.tests.conftest import get_patched_freqtradebot +from freqtrade.tests.conftest import get_patched_freqtradebot, log_has from freqtrade.tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe, _get_frame_time_from_offset) @@ -30,7 +31,50 @@ ticker_start_time = arrow.get(2018, 10, 3) ticker_interval_in_minute = 60 _ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7} +# Helpers for this test file + +def _validate_ohlc(buy_ohlc_sell_matrice): + for index, ohlc in enumerate(buy_ohlc_sell_matrice): + # if not high < open < low or not high < close < low + if not ohlc[3] >= ohlc[2] >= ohlc[4] or not ohlc[3] >= ohlc[5] >= ohlc[4]: + raise Exception('Line ' + str(index + 1) + ' of ohlc has invalid values!') + return True + + +def _build_dataframe(buy_ohlc_sell_matrice): + _validate_ohlc(buy_ohlc_sell_matrice) + tickers = [] + for ohlc in buy_ohlc_sell_matrice: + ticker = { + 'date': ticker_start_time.shift( + minutes=( + ohlc[0] * + ticker_interval_in_minute)).timestamp * + 1000, + 'buy': ohlc[1], + 'open': ohlc[2], + 'high': ohlc[3], + 'low': ohlc[4], + 'close': ohlc[5], + 'sell': ohlc[6]} + tickers.append(ticker) + + frame = DataFrame(tickers) + frame['date'] = to_datetime(frame['date'], + unit='ms', + utc=True, + infer_datetime_format=True) + + return frame + + +def _time_on_candle(number): + return np.datetime64(ticker_start_time.shift( + minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms') + + +# End helper functions # Open trade should be removed from the end tc0 = BTContainer(data=[ # D O H L C V B S @@ -203,46 +247,6 @@ def test_nonexisting_stake_amount(mocker, edge_conf): assert edge.stake_amount('N/O', 1, 2, 1) == 0.15 -def _validate_ohlc(buy_ohlc_sell_matrice): - for index, ohlc in enumerate(buy_ohlc_sell_matrice): - # if not high < open < low or not high < close < low - if not ohlc[3] >= ohlc[2] >= ohlc[4] or not ohlc[3] >= ohlc[5] >= ohlc[4]: - raise Exception('Line ' + str(index + 1) + ' of ohlc has invalid values!') - return True - - -def _build_dataframe(buy_ohlc_sell_matrice): - _validate_ohlc(buy_ohlc_sell_matrice) - tickers = [] - for ohlc in buy_ohlc_sell_matrice: - ticker = { - 'date': ticker_start_time.shift( - minutes=( - ohlc[0] * - ticker_interval_in_minute)).timestamp * - 1000, - 'buy': ohlc[1], - 'open': ohlc[2], - 'high': ohlc[3], - 'low': ohlc[4], - 'close': ohlc[5], - 'sell': ohlc[6]} - tickers.append(ticker) - - frame = DataFrame(tickers) - frame['date'] = to_datetime(frame['date'], - unit='ms', - utc=True, - infer_datetime_format=True) - - return frame - - -def _time_on_candle(number): - return np.datetime64(ticker_start_time.shift( - minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms') - - def test_edge_heartbeat_calculate(mocker, edge_conf): freqtrade = get_patched_freqtradebot(mocker, edge_conf) edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy) @@ -298,6 +302,40 @@ def test_edge_process_downloaded_data(mocker, edge_conf): assert edge._last_updated <= arrow.utcnow().timestamp + 2 +def test_edge_process_no_data(mocker, edge_conf, caplog): + edge_conf['datadir'] = None + freqtrade = get_patched_freqtradebot(mocker, edge_conf) + mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001)) + mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={})) + edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy) + + assert not edge.calculate() + assert len(edge._cached_pairs) == 0 + assert log_has("No data found. Edge is stopped ...", caplog.record_tuples) + assert edge._last_updated == 0 + + +def test_edge_process_no_trades(mocker, edge_conf, caplog): + edge_conf['datadir'] = None + freqtrade = get_patched_freqtradebot(mocker, edge_conf) + mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001)) + mocker.patch('freqtrade.data.history.load_data', mocked_load_data) + # Return empty + mocker.patch('freqtrade.edge.Edge._find_trades_for_stoploss_range', MagicMock(return_value=[])) + edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy) + + assert not edge.calculate() + assert len(edge._cached_pairs) == 0 + assert log_has("No trades found.", caplog.record_tuples) + + +def test_edge_init_error(mocker, edge_conf,): + edge_conf['stake_amount'] = 0.5 + mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001)) + with pytest.raises(OperationalException, match='Edge works only with unlimited stake amount'): + get_patched_freqtradebot(mocker, edge_conf) + + def test_process_expectancy(mocker, edge_conf): edge_conf['edge']['min_trade_number'] = 2 freqtrade = get_patched_freqtradebot(mocker, edge_conf) @@ -360,3 +398,11 @@ def test_process_expectancy(mocker, edge_conf): assert round(final['TEST/BTC'].risk_reward_ratio, 10) == 306.5384615384 assert round(final['TEST/BTC'].required_risk_reward, 10) == 2.0 assert round(final['TEST/BTC'].expectancy, 10) == 101.5128205128 + + # Pop last item so no trade is profitable + trades.pop() + trades_df = DataFrame(trades) + trades_df = edge._fill_calculable_fields(trades_df) + final = edge._process_expectancy(trades_df) + assert len(final) == 0 + assert isinstance(final, dict) From 253025c0feb173ccb304ca3d38dcfc2ac7b28477 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 23 May 2019 19:53:42 +0200 Subject: [PATCH 218/417] Add tests for check_int_positive --- freqtrade/tests/test_arguments.py | 9 +++++++++ 1 file changed, 9 insertions(+) diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index 0952d1c5d..d71502abb 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -185,3 +185,12 @@ def test_testdata_dl_options() -> None: assert args.export == 'export/folder' assert args.days == 30 assert args.exchange == 'binance' + + +def test_check_int_positive() -> None: + assert Arguments.check_int_positive(2) == 2 + assert Arguments.check_int_positive(6) == 6 + with pytest.raises(argparse.ArgumentTypeError): + Arguments.check_int_positive(-6) + + assert Arguments.check_int_positive(2.5) == 2 From 7b968a2401dc0b82d0c2e32016f16d9c19185173 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 24 May 2019 04:04:07 +0300 Subject: [PATCH 219/417] logger.exception cleanup --- freqtrade/main.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 79d150441..809ab3c7a 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -54,8 +54,8 @@ def main(sysargv: List[str]) -> None: except OperationalException as e: logger.error(str(e)) return_code = 2 - except BaseException as e: - logger.exception('Fatal exception! ' + str(e)) + except BaseException: + logger.exception('Fatal exception!') finally: if worker: worker.exit() From 7bbe8b24832099ca7bac9508373c232c4497f683 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 24 May 2019 06:22:27 +0200 Subject: [PATCH 220/417] Add a few more testcases for check_int_positive --- freqtrade/tests/test_arguments.py | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index d71502abb..455f3dbc6 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -1,5 +1,4 @@ # pragma pylint: disable=missing-docstring, C0103 - import argparse import pytest @@ -194,3 +193,9 @@ def test_check_int_positive() -> None: Arguments.check_int_positive(-6) assert Arguments.check_int_positive(2.5) == 2 + assert Arguments.check_int_positive("3") == 3 + with pytest.raises(argparse.ArgumentTypeError): + Arguments.check_int_positive("3.5") + + with pytest.raises(argparse.ArgumentTypeError): + Arguments.check_int_positive("DeadBeef") From c3e93e7593b7f092e80464ebad25918420246bd3 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 24 May 2019 23:08:56 +0300 Subject: [PATCH 221/417] fix reduce() TypeError in hyperopts --- docs/hyperopt.md | 7 ++++--- freqtrade/optimize/default_hyperopt.py | 14 ++++++++------ user_data/hyperopts/sample_hyperopt.py | 14 ++++++++------ 3 files changed, 20 insertions(+), 15 deletions(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index b4e42de16..79ea4771b 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -122,9 +122,10 @@ So let's write the buy strategy using these values: dataframe['macd'], dataframe['macdsignal'] )) - dataframe.loc[ - reduce(lambda x, y: x & y, conditions), - 'buy'] = 1 + if conditions: + dataframe.loc[ + reduce(lambda x, y: x & y, conditions), + 'buy'] = 1 return dataframe diff --git a/freqtrade/optimize/default_hyperopt.py b/freqtrade/optimize/default_hyperopt.py index 721848d2e..7f1cb2435 100644 --- a/freqtrade/optimize/default_hyperopt.py +++ b/freqtrade/optimize/default_hyperopt.py @@ -70,9 +70,10 @@ class DefaultHyperOpts(IHyperOpt): dataframe['close'], dataframe['sar'] )) - dataframe.loc[ - reduce(lambda x, y: x & y, conditions), - 'buy'] = 1 + if conditions: + dataframe.loc[ + reduce(lambda x, y: x & y, conditions), + 'buy'] = 1 return dataframe @@ -129,9 +130,10 @@ class DefaultHyperOpts(IHyperOpt): dataframe['sar'], dataframe['close'] )) - dataframe.loc[ - reduce(lambda x, y: x & y, conditions), - 'sell'] = 1 + if conditions: + dataframe.loc[ + reduce(lambda x, y: x & y, conditions), + 'sell'] = 1 return dataframe diff --git a/user_data/hyperopts/sample_hyperopt.py b/user_data/hyperopts/sample_hyperopt.py index 54f65a7e6..7cb55378e 100644 --- a/user_data/hyperopts/sample_hyperopt.py +++ b/user_data/hyperopts/sample_hyperopt.py @@ -79,9 +79,10 @@ class SampleHyperOpts(IHyperOpt): dataframe['close'], dataframe['sar'] )) - dataframe.loc[ - reduce(lambda x, y: x & y, conditions), - 'buy'] = 1 + if conditions: + dataframe.loc[ + reduce(lambda x, y: x & y, conditions), + 'buy'] = 1 return dataframe @@ -138,9 +139,10 @@ class SampleHyperOpts(IHyperOpt): dataframe['sar'], dataframe['close'] )) - dataframe.loc[ - reduce(lambda x, y: x & y, conditions), - 'sell'] = 1 + if conditions: + dataframe.loc[ + reduce(lambda x, y: x & y, conditions), + 'sell'] = 1 return dataframe From 469c0b6a558d3194026c97ec637f47d1e4e06eae Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 13:16:00 +0200 Subject: [PATCH 222/417] Adjust check_int_positive tests --- freqtrade/arguments.py | 2 +- freqtrade/tests/test_arguments.py | 14 +++++++++----- 2 files changed, 10 insertions(+), 6 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 327915b61..5afa8fa06 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -405,7 +405,7 @@ class Arguments(object): raise Exception('Incorrect syntax for timerange "%s"' % text) @staticmethod - def check_int_positive(value) -> int: + def check_int_positive(value: str) -> int: try: uint = int(value) if uint <= 0: diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index 455f3dbc6..ecd108b5e 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -187,13 +187,17 @@ def test_testdata_dl_options() -> None: def test_check_int_positive() -> None: - assert Arguments.check_int_positive(2) == 2 - assert Arguments.check_int_positive(6) == 6 - with pytest.raises(argparse.ArgumentTypeError): - Arguments.check_int_positive(-6) - assert Arguments.check_int_positive(2.5) == 2 assert Arguments.check_int_positive("3") == 3 + assert Arguments.check_int_positive("1") == 1 + assert Arguments.check_int_positive("100") == 100 + + with pytest.raises(argparse.ArgumentTypeError): + Arguments.check_int_positive("-2") + + with pytest.raises(argparse.ArgumentTypeError): + Arguments.check_int_positive("0") + with pytest.raises(argparse.ArgumentTypeError): Arguments.check_int_positive("3.5") From 7e952b028a6d047f0da4ce83cf0bcea2272bf582 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 14:11:30 +0200 Subject: [PATCH 223/417] Add basic auth to rest-api --- config_full.json.example | 4 +++- freqtrade/rpc/api_server.py | 30 ++++++++++++++++++++++++++++++ 2 files changed, 33 insertions(+), 1 deletion(-) diff --git a/config_full.json.example b/config_full.json.example index 6603540cf..acecfb649 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -112,7 +112,9 @@ "api_server": { "enabled": false, "listen_ip_address": "127.0.0.1", - "listen_port": 8080 + "listen_port": 8080, + "username": "freqtrader", + "password": "SuperSecurePassword" }, "db_url": "sqlite:///tradesv3.sqlite", "initial_state": "running", diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 6792cc9a0..5e76e148c 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -53,6 +53,19 @@ class ApiServer(RPC): return func_wrapper + def require_login(func): + + def func_wrapper(self, *args, **kwargs): + # Also works if no username/password is specified + if (request.headers.get('username') == self._config['api_server'].get('username') + and request.headers.get('password') == self._config['api_server'].get('password')): + + return func(self, *args, **kwargs) + else: + return jsonify({"error": "Unauthorized"}), 401 + + return func_wrapper + def __init__(self, freqtrade) -> None: """ Init the api server, and init the super class RPC @@ -159,6 +172,7 @@ class ApiServer(RPC): # TODO: Implement the following # help (?) + @require_login def page_not_found(self, error): """ Return "404 not found", 404. @@ -169,6 +183,7 @@ class ApiServer(RPC): 'code': 404 }), 404 + @require_login @rpc_catch_errors def _start(self): """ @@ -178,6 +193,7 @@ class ApiServer(RPC): msg = self._rpc_start() return self.rest_dump(msg) + @require_login @rpc_catch_errors def _stop(self): """ @@ -187,6 +203,7 @@ class ApiServer(RPC): msg = self._rpc_stop() return self.rest_dump(msg) + @require_login @rpc_catch_errors def _stopbuy(self): """ @@ -196,6 +213,7 @@ class ApiServer(RPC): msg = self._rpc_stopbuy() return self.rest_dump(msg) + @require_login @rpc_catch_errors def _version(self): """ @@ -203,6 +221,7 @@ class ApiServer(RPC): """ return self.rest_dump({"version": __version__}) + @require_login @rpc_catch_errors def _reload_conf(self): """ @@ -212,6 +231,7 @@ class ApiServer(RPC): msg = self._rpc_reload_conf() return self.rest_dump(msg) + @require_login @rpc_catch_errors def _count(self): """ @@ -221,6 +241,7 @@ class ApiServer(RPC): msg = self._rpc_count() return self.rest_dump(msg) + @require_login @rpc_catch_errors def _daily(self): """ @@ -238,6 +259,7 @@ class ApiServer(RPC): return self.rest_dump(stats) + @require_login @rpc_catch_errors def _edge(self): """ @@ -248,6 +270,7 @@ class ApiServer(RPC): return self.rest_dump(stats) + @require_login @rpc_catch_errors def _profit(self): """ @@ -264,6 +287,7 @@ class ApiServer(RPC): return self.rest_dump(stats) + @require_login @rpc_catch_errors def _performance(self): """ @@ -278,6 +302,7 @@ class ApiServer(RPC): return self.rest_dump(stats) + @require_login @rpc_catch_errors def _status(self): """ @@ -288,6 +313,7 @@ class ApiServer(RPC): results = self._rpc_trade_status() return self.rest_dump(results) + @require_login @rpc_catch_errors def _balance(self): """ @@ -298,6 +324,7 @@ class ApiServer(RPC): results = self._rpc_balance(self._config.get('fiat_display_currency', '')) return self.rest_dump(results) + @require_login @rpc_catch_errors def _whitelist(self): """ @@ -306,6 +333,7 @@ class ApiServer(RPC): results = self._rpc_whitelist() return self.rest_dump(results) + @require_login @rpc_catch_errors def _blacklist(self): """ @@ -315,6 +343,7 @@ class ApiServer(RPC): results = self._rpc_blacklist(add) return self.rest_dump(results) + @require_login @rpc_catch_errors def _forcebuy(self): """ @@ -328,6 +357,7 @@ class ApiServer(RPC): else: return self.rest_dump({"status": f"Error buying pair {asset}."}) + @require_login @rpc_catch_errors def _forcesell(self): """ From 04c35b465ed20284763227c0d28a0f6471e6713b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 14:13:59 +0200 Subject: [PATCH 224/417] Add authorization to tests --- freqtrade/tests/rpc/test_rpc_apiserver.py | 111 ++++++++++++++++------ 1 file changed, 82 insertions(+), 29 deletions(-) diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 5b9e538b5..620a7c34b 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -16,11 +16,19 @@ from freqtrade.tests.conftest import (get_patched_freqtradebot, log_has, patch_get_signal) +_TEST_USER = "FreqTrader" +_TEST_PASS = "SuperSecurePassword1!" + + @pytest.fixture def botclient(default_conf, mocker): default_conf.update({"api_server": {"enabled": True, "listen_ip_address": "127.0.0.1", - "listen_port": "8080"}}) + "listen_port": "8080", + "username": _TEST_USER, + "password": _TEST_PASS, + }}) + ftbot = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.rpc.api_server.ApiServer.run', MagicMock()) apiserver = ApiServer(ftbot) @@ -28,6 +36,21 @@ def botclient(default_conf, mocker): # Cleanup ... ? +def client_post(client, url, data={}): + headers = {"username": _TEST_USER, + "password": _TEST_PASS} + return client.post(url, + content_type="application/json", + data=data, + headers=headers) + + +def client_get(client, url): + headers = {"username": _TEST_USER, + "password": _TEST_PASS} + return client.get(url, headers=headers) + + def assert_response(response, expected_code=200): assert response.status_code == expected_code assert response.content_type == "application/json" @@ -36,7 +59,7 @@ def assert_response(response, expected_code=200): def test_api_not_found(botclient): ftbot, client = botclient - rc = client.post(f"{BASE_URI}/invalid_url") + rc = client_post(client, f"{BASE_URI}/invalid_url") assert_response(rc, 404) assert rc.json == {"status": "error", "reason": f"There's no API call for http://localhost{BASE_URI}/invalid_url.", @@ -44,27 +67,57 @@ def test_api_not_found(botclient): } +def test_api_unauthorized(botclient): + ftbot, client = botclient + # Don't send user/pass information + rc = client.get(f"{BASE_URI}/version") + assert_response(rc, 401) + assert rc.json == {'error': 'Unauthorized'} + + # Change only username + ftbot.config['api_server']['username'] = "Ftrader" + rc = client_get(client, f"{BASE_URI}/version") + assert_response(rc, 401) + assert rc.json == {'error': 'Unauthorized'} + + # Change only password + ftbot.config['api_server']['username'] = _TEST_USER + ftbot.config['api_server']['password'] = "WrongPassword" + rc = client_get(client, f"{BASE_URI}/version") + assert_response(rc, 401) + assert rc.json == {'error': 'Unauthorized'} + + ftbot.config['api_server']['username'] = "Ftrader" + ftbot.config['api_server']['password'] = "WrongPassword" + + rc = client_get(client, f"{BASE_URI}/version") + assert_response(rc, 401) + assert rc.json == {'error': 'Unauthorized'} + + + + def test_api_stop_workflow(botclient): ftbot, client = botclient assert ftbot.state == State.RUNNING - rc = client.post(f"{BASE_URI}/stop") + rc = client_post(client, f"{BASE_URI}/stop") assert_response(rc) assert rc.json == {'status': 'stopping trader ...'} assert ftbot.state == State.STOPPED # Stop bot again - rc = client.post(f"{BASE_URI}/stop") + rc = client_post(client, f"{BASE_URI}/stop") assert_response(rc) assert rc.json == {'status': 'already stopped'} # Start bot - rc = client.post(f"{BASE_URI}/start") + rc = client_post(client, f"{BASE_URI}/start") assert_response(rc) assert rc.json == {'status': 'starting trader ...'} assert ftbot.state == State.RUNNING # Call start again - rc = client.post(f"{BASE_URI}/start") + rc = client_post(client, f"{BASE_URI}/start") assert_response(rc) assert rc.json == {'status': 'already running'} @@ -153,7 +206,7 @@ def test_api_cleanup(default_conf, mocker, caplog): def test_api_reloadconf(botclient): ftbot, client = botclient - rc = client.post(f"{BASE_URI}/reload_conf") + rc = client_post(client, f"{BASE_URI}/reload_conf") assert_response(rc) assert rc.json == {'status': 'reloading config ...'} assert ftbot.state == State.RELOAD_CONF @@ -163,7 +216,7 @@ def test_api_stopbuy(botclient): ftbot, client = botclient assert ftbot.config['max_open_trades'] != 0 - rc = client.post(f"{BASE_URI}/stopbuy") + rc = client_post(client, f"{BASE_URI}/stopbuy") assert_response(rc) assert rc.json == {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} assert ftbot.config['max_open_trades'] == 0 @@ -193,7 +246,7 @@ def test_api_balance(botclient, mocker, rpc_balance): mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance) mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker) - rc = client.get(f"{BASE_URI}/balance") + rc = client_get(client, f"{BASE_URI}/balance") assert_response(rc) assert "currencies" in rc.json assert len(rc.json["currencies"]) == 5 @@ -216,7 +269,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets): get_fee=fee, markets=PropertyMock(return_value=markets) ) - rc = client.get(f"{BASE_URI}/count") + rc = client_get(client, f"{BASE_URI}/count") assert_response(rc) assert rc.json["current"] == 0 @@ -224,7 +277,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets): # Create some test data ftbot.create_trade() - rc = client.get(f"{BASE_URI}/count") + rc = client_get(client, f"{BASE_URI}/count") assert_response(rc) assert rc.json["current"] == 1.0 assert rc.json["max"] == 1.0 @@ -240,7 +293,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets): get_fee=fee, markets=PropertyMock(return_value=markets) ) - rc = client.get(f"{BASE_URI}/daily") + rc = client_get(client, f"{BASE_URI}/daily") assert_response(rc) assert len(rc.json) == 7 assert rc.json[0][0] == str(datetime.utcnow().date()) @@ -256,7 +309,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets): get_fee=fee, markets=PropertyMock(return_value=markets) ) - rc = client.get(f"{BASE_URI}/edge") + rc = client_get(client, f"{BASE_URI}/edge") assert_response(rc, 502) assert rc.json == {"error": "Error querying _edge: Edge is not enabled."} @@ -272,7 +325,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li markets=PropertyMock(return_value=markets) ) - rc = client.get(f"{BASE_URI}/profit") + rc = client_get(client, f"{BASE_URI}/profit") assert_response(rc, 502) assert len(rc.json) == 1 assert rc.json == {"error": "Error querying _profit: no closed trade"} @@ -282,7 +335,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li # Simulate fulfilled LIMIT_BUY order for trade trade.update(limit_buy_order) - rc = client.get(f"{BASE_URI}/profit") + rc = client_get(client, f"{BASE_URI}/profit") assert_response(rc, 502) assert rc.json == {"error": "Error querying _profit: no closed trade"} @@ -291,7 +344,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li trade.close_date = datetime.utcnow() trade.is_open = False - rc = client.get(f"{BASE_URI}/profit") + rc = client_get(client, f"{BASE_URI}/profit") assert_response(rc) assert rc.json == {'avg_duration': '0:00:00', 'best_pair': 'ETH/BTC', @@ -344,7 +397,7 @@ def test_api_performance(botclient, mocker, ticker, fee): Trade.session.add(trade) Trade.session.flush() - rc = client.get(f"{BASE_URI}/performance") + rc = client_get(client, f"{BASE_URI}/performance") assert_response(rc) assert len(rc.json) == 2 assert rc.json == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61}, @@ -362,12 +415,12 @@ def test_api_status(botclient, mocker, ticker, fee, markets): markets=PropertyMock(return_value=markets) ) - rc = client.get(f"{BASE_URI}/status") + rc = client_get(client, f"{BASE_URI}/status") assert_response(rc, 502) assert rc.json == {'error': 'Error querying _status: no active trade'} ftbot.create_trade() - rc = client.get(f"{BASE_URI}/status") + rc = client_get(client, f"{BASE_URI}/status") assert_response(rc) assert len(rc.json) == 1 assert rc.json == [{'amount': 90.99181074, @@ -394,7 +447,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets): def test_api_version(botclient): ftbot, client = botclient - rc = client.get(f"{BASE_URI}/version") + rc = client_get(client, f"{BASE_URI}/version") assert_response(rc) assert rc.json == {"version": __version__} @@ -402,15 +455,15 @@ def test_api_version(botclient): def test_api_blacklist(botclient, mocker): ftbot, client = botclient - rc = client.get(f"{BASE_URI}/blacklist") + rc = client_get(client, f"{BASE_URI}/blacklist") assert_response(rc) assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC"], "length": 2, "method": "StaticPairList"} # Add ETH/BTC to blacklist - rc = client.post(f"{BASE_URI}/blacklist", data='{"blacklist": ["ETH/BTC"]}', - content_type='application/json') + rc = client_post(client, f"{BASE_URI}/blacklist", + data='{"blacklist": ["ETH/BTC"]}') assert_response(rc) assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC"], "length": 3, @@ -420,7 +473,7 @@ def test_api_blacklist(botclient, mocker): def test_api_whitelist(botclient): ftbot, client = botclient - rc = client.get(f"{BASE_URI}/whitelist") + rc = client_get(client, f"{BASE_URI}/whitelist") assert_response(rc) assert rc.json == {"whitelist": ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'], "length": 4, @@ -430,7 +483,7 @@ def test_api_whitelist(botclient): def test_api_forcebuy(botclient, mocker, fee): ftbot, client = botclient - rc = client.post(f"{BASE_URI}/forcebuy", content_type='application/json', + rc = client_post(client, f"{BASE_URI}/forcebuy", data='{"pair": "ETH/BTC"}') assert_response(rc, 502) assert rc.json == {"error": "Error querying _forcebuy: Forcebuy not enabled."} @@ -440,7 +493,7 @@ def test_api_forcebuy(botclient, mocker, fee): fbuy_mock = MagicMock(return_value=None) mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock) - rc = client.post(f"{BASE_URI}/forcebuy", content_type="application/json", + rc = client_post(client, f"{BASE_URI}/forcebuy", data='{"pair": "ETH/BTC"}') assert_response(rc) assert rc.json == {"status": "Error buying pair ETH/BTC."} @@ -461,7 +514,7 @@ def test_api_forcebuy(botclient, mocker, fee): )) mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock) - rc = client.post(f"{BASE_URI}/forcebuy", content_type="application/json", + rc = client_post(client, f"{BASE_URI}/forcebuy", data='{"pair": "ETH/BTC"}') assert_response(rc) assert rc.json == {'amount': 1, @@ -491,14 +544,14 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets): ) patch_get_signal(ftbot, (True, False)) - rc = client.post(f"{BASE_URI}/forcesell", content_type="application/json", + rc = client_post(client, f"{BASE_URI}/forcesell", data='{"tradeid": "1"}') assert_response(rc, 502) assert rc.json == {"error": "Error querying _forcesell: invalid argument"} ftbot.create_trade() - rc = client.post(f"{BASE_URI}/forcesell", content_type="application/json", + rc = client_post(client, f"{BASE_URI}/forcesell", data='{"tradeid": "1"}') assert_response(rc) assert rc.json == {'result': 'Created sell order for trade 1.'} From 1fab884a2fcae07293a2d3139889d7dcb4462fe0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 14:14:09 +0200 Subject: [PATCH 225/417] use Authorization for client --- scripts/rest_client.py | 15 +++++++++++++-- 1 file changed, 13 insertions(+), 2 deletions(-) diff --git a/scripts/rest_client.py b/scripts/rest_client.py index b31a1de50..ca3da737e 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -26,10 +26,12 @@ logger = logging.getLogger("ft_rest_client") class FtRestClient(): - def __init__(self, serverurl): + def __init__(self, serverurl, username=None, password=None): self._serverurl = serverurl self._session = requests.Session() + self._username = username + self._password = password def _call(self, method, apipath, params: dict = None, data=None, files=None): @@ -41,6 +43,12 @@ class FtRestClient(): "Content-Type": "application/json" } + if self._username: + hd.update({"username": self._username}) + + if self._password: + hd.update({"password": self._password}) + # Split url schema, netloc, path, par, query, fragment = urlparse(basepath) # URLEncode query string @@ -244,8 +252,11 @@ def main(args): config = load_config(args["config"]) url = config.get("api_server", {}).get("server_url", "127.0.0.1") port = config.get("api_server", {}).get("listen_port", "8080") + username = config.get("api_server", {}).get("username") + password = config.get("api_server", {}).get("password") + server_url = f"http://{url}:{port}" - client = FtRestClient(server_url) + client = FtRestClient(server_url, username, password) m = [x for x, y in inspect.getmembers(client) if not x.startswith('_')] command = args["command"] From 5bbd3c61581cac89741fdc65b8786078610afd75 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 14:16:59 +0200 Subject: [PATCH 226/417] Add documentation --- docs/rest-api.md | 9 +++++++-- freqtrade/rpc/api_server.py | 2 +- 2 files changed, 8 insertions(+), 3 deletions(-) diff --git a/docs/rest-api.md b/docs/rest-api.md index 95eec3020..535163da4 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -10,12 +10,17 @@ Sample configuration: "api_server": { "enabled": true, "listen_ip_address": "127.0.0.1", - "listen_port": 8080 + "listen_port": 8080, + "username": "Freqtrader", + "password": "SuperSecret1!" }, ``` !!! Danger: Security warning - By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet, since others will potentially be able to control your bot. + By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet and choose a strong, unique password, since others will potentially be able to control your bot. + +!!! Danger: Password selection + Please make sure to select a very strong, unique password to protect your bot from unauthorized access. You can then access the API by going to `http://127.0.0.1:8080/api/v1/version` to check if the API is running correctly. diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 5e76e148c..d2001e91a 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -56,7 +56,7 @@ class ApiServer(RPC): def require_login(func): def func_wrapper(self, *args, **kwargs): - # Also works if no username/password is specified + # Also accepts empty username/password if it's missing in both config and request if (request.headers.get('username') == self._config['api_server'].get('username') and request.headers.get('password') == self._config['api_server'].get('password')): From 2da7145132956d4c0f02488e28133b9e35d16772 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 14:25:16 +0200 Subject: [PATCH 227/417] Switch auth to real basic auth --- freqtrade/rpc/api_server.py | 9 ++++++--- 1 file changed, 6 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index d2001e91a..14b15a3df 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -53,13 +53,16 @@ class ApiServer(RPC): return func_wrapper + def check_auth(self, username, password): + return (username == self._config['api_server'].get('username') and + password == self._config['api_server'].get('password')) + def require_login(func): def func_wrapper(self, *args, **kwargs): - # Also accepts empty username/password if it's missing in both config and request - if (request.headers.get('username') == self._config['api_server'].get('username') - and request.headers.get('password') == self._config['api_server'].get('password')): + auth = request.authorization + if auth and self.check_auth(auth.username, auth.password): return func(self, *args, **kwargs) else: return jsonify({"error": "Unauthorized"}), 401 From febcc3dddc043b568f9d067ca6ad1dc5c60bed7f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 14:25:36 +0200 Subject: [PATCH 228/417] Adapt tests and rest_client to basic_auth --- freqtrade/tests/rpc/test_rpc_apiserver.py | 11 +++-------- scripts/rest_client.py | 13 ++----------- 2 files changed, 5 insertions(+), 19 deletions(-) diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 620a7c34b..4c3aea89a 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -7,6 +7,7 @@ from unittest.mock import ANY, MagicMock, PropertyMock import pytest from flask import Flask +from requests.auth import _basic_auth_str from freqtrade.__init__ import __version__ from freqtrade.persistence import Trade @@ -37,18 +38,14 @@ def botclient(default_conf, mocker): def client_post(client, url, data={}): - headers = {"username": _TEST_USER, - "password": _TEST_PASS} return client.post(url, content_type="application/json", data=data, - headers=headers) + headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS)}) def client_get(client, url): - headers = {"username": _TEST_USER, - "password": _TEST_PASS} - return client.get(url, headers=headers) + return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS)}) def assert_response(response, expected_code=200): @@ -95,8 +92,6 @@ def test_api_unauthorized(botclient): assert rc.json == {'error': 'Unauthorized'} - - def test_api_stop_workflow(botclient): ftbot, client = botclient assert ftbot.state == State.RUNNING diff --git a/scripts/rest_client.py b/scripts/rest_client.py index ca3da737e..2261fba0b 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -30,8 +30,7 @@ class FtRestClient(): self._serverurl = serverurl self._session = requests.Session() - self._username = username - self._password = password + self._session.auth = (username, password) def _call(self, method, apipath, params: dict = None, data=None, files=None): @@ -43,12 +42,6 @@ class FtRestClient(): "Content-Type": "application/json" } - if self._username: - hd.update({"username": self._username}) - - if self._password: - hd.update({"password": self._password}) - # Split url schema, netloc, path, par, query, fragment = urlparse(basepath) # URLEncode query string @@ -57,9 +50,7 @@ class FtRestClient(): url = urlunparse((schema, netloc, path, par, query, fragment)) try: - resp = self._session.request(method, url, headers=hd, data=json.dumps(data), - # auth=self.session.auth - ) + resp = self._session.request(method, url, headers=hd, data=json.dumps(data)) # return resp.text return resp.json() except ConnectionError: From 90ece09ee98900b62e29562d4ccdd6f5d77d777e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 14:42:13 +0200 Subject: [PATCH 229/417] require username/password for API server --- freqtrade/constants.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 1b06eb726..4772952fc 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -166,8 +166,10 @@ CONF_SCHEMA = { "minimum": 1024, "maximum": 65535 }, + 'username': {'type': 'string'}, + 'password': {'type': 'string'}, }, - 'required': ['enabled', 'listen_ip_address', 'listen_port'] + 'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password'] }, 'db_url': {'type': 'string'}, 'initial_state': {'type': 'string', 'enum': ['running', 'stopped']}, From b6484cb2b42e9f7df977f5717180e2442ce42e5e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 15:54:35 +0200 Subject: [PATCH 230/417] Replace technical link --- Dockerfile.technical | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Dockerfile.technical b/Dockerfile.technical index 5339eb232..9431e72d0 100644 --- a/Dockerfile.technical +++ b/Dockerfile.technical @@ -3,4 +3,4 @@ FROM freqtradeorg/freqtrade:develop RUN apt-get update \ && apt-get -y install git \ && apt-get clean \ - && pip install git+https://github.com/berlinguyinca/technical + && pip install git+https://github.com/freqtrade/technical From 4394701de37853183b84d9d982745d29f8fe8a77 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 16:13:18 +0200 Subject: [PATCH 231/417] Seperate docker-documentation --- README.md | 1 - docs/docker.md | 204 +++++++++++++++++++++++++++++++++++++++++ docs/index.md | 7 +- docs/installation.md | 210 ++++--------------------------------------- 4 files changed, 226 insertions(+), 196 deletions(-) create mode 100644 docs/docker.md diff --git a/README.md b/README.md index 8f7578561..98dad1d2e 100644 --- a/README.md +++ b/README.md @@ -129,7 +129,6 @@ The project is currently setup in two main branches: - `master` - This branch contains the latest stable release. The bot 'should' be stable on this branch, and is generally well tested. - `feat/*` - These are feature branches, which are being worked on heavily. Please don't use these unless you want to test a specific feature. - ## A note on Binance For Binance, please add `"BNB/"` to your blacklist to avoid issues. diff --git a/docs/docker.md b/docs/docker.md new file mode 100644 index 000000000..767cabf01 --- /dev/null +++ b/docs/docker.md @@ -0,0 +1,204 @@ +# Using FreqTrade with Docker + +## Install Docker + +Start by downloading and installing Docker CE for your platform: + +* [Mac](https://docs.docker.com/docker-for-mac/install/) +* [Windows](https://docs.docker.com/docker-for-windows/install/) +* [Linux](https://docs.docker.com/install/) + +Once you have Docker installed, simply create the config file (e.g. `config.json`) and run the image for `freqtrade` as explained below. + +## Download the official FreqTrade docker image + +Pull the image from docker hub. + +Branches / tags available can be checked out on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/tags/). + +```bash +docker pull freqtradeorg/freqtrade:develop +# Optionally tag the repository so the run-commands remain shorter +docker tag freqtradeorg/freqtrade:develop freqtrade +``` + +To update the image, simply run the above commands again and restart your running container. + +Should you require additional libraries, please [build the image yourself](#build-your-own-docker-image). + +### Prepare the configuration files + +Even though you will use docker, you'll still need some files from the github repository. + +#### Clone the git repository + +Linux/Mac/Windows with WSL + +```bash +git clone https://github.com/freqtrade/freqtrade.git +``` + +Windows with docker + +```bash +git clone --config core.autocrlf=input https://github.com/freqtrade/freqtrade.git +``` + +#### Copy `config.json.example` to `config.json` + +```bash +cd freqtrade +cp -n config.json.example config.json +``` + +> To understand the configuration options, please refer to the [Bot Configuration](configuration.md) page. + +#### Create your database file + +Production + +```bash +touch tradesv3.sqlite +```` + +Dry-Run + +```bash +touch tradesv3.dryrun.sqlite +``` + +!!! Note + Make sure to use the path to this file when starting the bot in docker. + +### Build your own Docker image + +Best start by pulling the official docker image from dockerhub as explained [here](#download-the-official-docker-image) to speed up building. + +To add additional libaries to your docker image, best check out [Dockerfile.technical](https://github.com/freqtrade/freqtrade/blob/develop/Dockerfile.technical) which adds the [technical](https://github.com/freqtrade/technical) module to the image. + +```bash +docker build -t freqtrade -f Dockerfile.technical . +``` + +If you are developing using Docker, use `Dockerfile.develop` to build a dev Docker image, which will also set up develop dependencies: + +```bash +docker build -f Dockerfile.develop -t freqtrade-dev . +``` + +!!! Note + For security reasons, your configuration file will not be included in the image, you will need to bind mount it. It is also advised to bind mount an SQLite database file (see the "5. Run a restartable docker image" section) to keep it between updates. + +#### Verify the Docker image + +After the build process you can verify that the image was created with: + +```bash +docker images +``` + +The output should contain the freqtrade image. + +### Run the Docker image + +You can run a one-off container that is immediately deleted upon exiting with the following command (`config.json` must be in the current working directory): + +```bash +docker run --rm -v `pwd`/config.json:/freqtrade/config.json -it freqtrade +``` + +!!! Warning + In this example, the database will be created inside the docker instance and will be lost when you will refresh your image. + +#### Adjust timezone + +By default, the container will use UTC timezone. +Should you find this irritating please add the following to your docker commands: + +##### Linux + +``` bash +-v /etc/timezone:/etc/timezone:ro + +# Complete command: +docker run --rm -v /etc/timezone:/etc/timezone:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade +``` + +##### MacOS + +There is known issue in OSX Docker versions after 17.09.1, whereby `/etc/localtime` cannot be shared causing Docker to not start. A work-around for this is to start with the following cmd. + +```bash +docker run --rm -e TZ=`ls -la /etc/localtime | cut -d/ -f8-9` -v `pwd`/config.json:/freqtrade/config.json -it freqtrade +``` + +More information on this docker issue and work-around can be read [here](https://github.com/docker/for-mac/issues/2396). + +### Run a restartable docker image + +To run a restartable instance in the background (feel free to place your configuration and database files wherever it feels comfortable on your filesystem). + +#### Move your config file and database + +The following will assume that you place your configuration / database files to `~/.freqtrade`, which is a hidden folder in your home directory. Feel free to use a different folder and replace the folder in the upcomming commands. + +```bash +mkdir ~/.freqtrade +mv config.json ~/.freqtrade +mv tradesv3.sqlite ~/.freqtrade +``` + +#### Run the docker image + +```bash +docker run -d \ + --name freqtrade \ + -v ~/.freqtrade/config.json:/freqtrade/config.json \ + -v ~/.freqtrade/user_data/:/freqtrade/user_data \ + -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ + freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy +``` + +!!! Note + db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used. + To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite` + +!!! Note + All available command line arguments can be added to the end of the `docker run` command. + +### Monitor your Docker instance + +You can use the following commands to monitor and manage your container: + +```bash +docker logs freqtrade +docker logs -f freqtrade +docker restart freqtrade +docker stop freqtrade +docker start freqtrade +``` + +For more information on how to operate Docker, please refer to the [official Docker documentation](https://docs.docker.com/). + +!!! Note + You do not need to rebuild the image for configuration changes, it will suffice to edit `config.json` and restart the container. + +### Backtest with docker + +The following assumes that the download/setup of the docker image have been completed successfully. +Also, backtest-data should be available at `~/.freqtrade/user_data/`. + +```bash +docker run -d \ + --name freqtrade \ + -v /etc/localtime:/etc/localtime:ro \ + -v ~/.freqtrade/config.json:/freqtrade/config.json \ + -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ + -v ~/.freqtrade/user_data/:/freqtrade/user_data/ \ + freqtrade --strategy AwsomelyProfitableStrategy backtesting +``` + +Head over to the [Backtesting Documentation](backtesting.md) for more details. + +!!! Note + Additional parameters can be appended after the image name (`freqtrade` in the above example). diff --git a/docs/index.md b/docs/index.md index 9abc71747..a6ae6312d 100644 --- a/docs/index.md +++ b/docs/index.md @@ -36,12 +36,14 @@ Freqtrade is a cryptocurrency trading bot written in Python. - Daily summary of profit/loss: Receive the daily summary of your profit/loss. - Performance status report: Receive the performance status of your current trades. - ## Requirements + ### Up to date clock + The clock on the system running the bot must be accurate, synchronized to a NTP server frequently enough to avoid problems with communication to the exchanges. ### Hardware requirements + To run this bot we recommend you a cloud instance with a minimum of: - 2GB RAM @@ -49,6 +51,7 @@ To run this bot we recommend you a cloud instance with a minimum of: - 2vCPU ### Software requirements + - Python 3.6.x - pip (pip3) - git @@ -58,10 +61,12 @@ To run this bot we recommend you a cloud instance with a minimum of: ## Support + Help / Slack For any questions not covered by the documentation or for further information about the bot, we encourage you to join our Slack channel. Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) to join Slack channel. ## Ready to try? + Begin by reading our installation guide [here](installation). diff --git a/docs/installation.md b/docs/installation.md index 11ddc010d..ed38c1340 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -1,7 +1,9 @@ # Installation + This page explains how to prepare your environment for running the bot. ## Prerequisite + Before running your bot in production you will need to setup few external API. In production mode, the bot required valid Bittrex API credentials and a Telegram bot (optional but recommended). @@ -10,9 +12,11 @@ credentials and a Telegram bot (optional but recommended). - [Backtesting commands](#setup-your-telegram-bot) ### Setup your exchange account + *To be completed, please feel free to complete this section.* ### Setup your Telegram bot + The only things you need is a working Telegram bot and its API token. Below we explain how to create your Telegram Bot, and how to get your Telegram user id. @@ -35,7 +39,9 @@ Good. Now let's choose a username for your bot. It must end in `bot`. Like this, **1.5. Father bot will return you the token (API key)**
Copy it and keep it you will use it for the config parameter `token`. + *BotFather response:* + ```hl_lines="4" Done! Congratulations on your new bot. You will find it at t.me/My_own_freqtrade_bot. You can now add a description, about section and profile picture for your bot, see /help for a list of commands. By the way, when you've finished creating your cool bot, ping our Bot Support if you want a better username for it. Just make sure the bot is fully operational before you do this. @@ -44,15 +50,18 @@ Use this token to access the HTTP API: For a description of the Bot API, see this page: https://core.telegram.org/bots/api ``` + **1.6. Don't forget to start the conversation with your bot, by clicking /START button** ### 2. Get your user id + **2.1. Talk to https://telegram.me/userinfobot** **2.2. Get your "Id", you will use it for the config parameter `chat_id`.** -
+ ## Quick start + Freqtrade provides a Linux/MacOS script to install all dependencies and help you to configure the bot. ```bash @@ -61,9 +70,10 @@ cd freqtrade git checkout develop ./setup.sh --install ``` + !!! Note Windows installation is explained [here](#windows). -
+ ## Easy Installation - Linux Script If you are on Debian, Ubuntu or MacOS a freqtrade provides a script to Install, Update, Configure, and Reset your bot. @@ -101,193 +111,6 @@ Config parameter is a `config.json` configurator. This script will ask you quest ------ -## Automatic Installation - Docker - -Start by downloading Docker for your platform: - -* [Mac](https://www.docker.com/products/docker#/mac) -* [Windows](https://www.docker.com/products/docker#/windows) -* [Linux](https://www.docker.com/products/docker#/linux) - -Once you have Docker installed, simply create the config file (e.g. `config.json`) and then create a Docker image for `freqtrade` using the Dockerfile in this repo. - -### 1. Prepare the Bot - -**1.1. Clone the git repository** - -Linux/Mac/Windows with WSL -```bash -git clone https://github.com/freqtrade/freqtrade.git -``` - -Windows with docker -```bash -git clone --config core.autocrlf=input https://github.com/freqtrade/freqtrade.git -``` - -**1.2. (Optional) Checkout the develop branch** - -```bash -git checkout develop -``` - -**1.3. Go into the new directory** - -```bash -cd freqtrade -``` - -**1.4. Copy `config.json.example` to `config.json`** - -```bash -cp -n config.json.example config.json -``` - -> To edit the config please refer to the [Bot Configuration](configuration.md) page. - -**1.5. Create your database file *(optional - the bot will create it if it is missing)** - -Production - -```bash -touch tradesv3.sqlite -```` - -Dry-Run - -```bash -touch tradesv3.dryrun.sqlite -``` - -### 2. Download or build the docker image - -Either use the prebuilt image from docker hub - or build the image yourself if you would like more control on which version is used. - -Branches / tags available can be checked out on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/tags/). - -**2.1. Download the docker image** - -Pull the image from docker hub and (optionally) change the name of the image - -```bash -docker pull freqtradeorg/freqtrade:develop -# Optionally tag the repository so the run-commands remain shorter -docker tag freqtradeorg/freqtrade:develop freqtrade -``` - -To update the image, simply run the above commands again and restart your running container. - -**2.2. Build the Docker image** - -```bash -cd freqtrade -docker build -t freqtrade . -``` - -If you are developing using Docker, use `Dockerfile.develop` to build a dev Docker image, which will also set up develop dependencies: - -```bash -docker build -f ./Dockerfile.develop -t freqtrade-dev . -``` - -For security reasons, your configuration file will not be included in the image, you will need to bind mount it. It is also advised to bind mount an SQLite database file (see the "5. Run a restartable docker image" section) to keep it between updates. - -### 3. Verify the Docker image - -After the build process you can verify that the image was created with: - -```bash -docker images -``` - -### 4. Run the Docker image - -You can run a one-off container that is immediately deleted upon exiting with the following command (`config.json` must be in the current working directory): - -```bash -docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade -``` - -There is known issue in OSX Docker versions after 17.09.1, whereby /etc/localtime cannot be shared causing Docker to not start. A work-around for this is to start with the following cmd. - -```bash -docker run --rm -e TZ=`ls -la /etc/localtime | cut -d/ -f8-9` -v `pwd`/config.json:/freqtrade/config.json -it freqtrade -``` - -More information on this docker issue and work-around can be read [here](https://github.com/docker/for-mac/issues/2396). - -In this example, the database will be created inside the docker instance and will be lost when you will refresh your image. - -### 5. Run a restartable docker image - -To run a restartable instance in the background (feel free to place your configuration and database files wherever it feels comfortable on your filesystem). - -**5.1. Move your config file and database** - -```bash -mkdir ~/.freqtrade -mv config.json ~/.freqtrade -mv tradesv3.sqlite ~/.freqtrade -``` - -**5.2. Run the docker image** - -```bash -docker run -d \ - --name freqtrade \ - -v /etc/localtime:/etc/localtime:ro \ - -v ~/.freqtrade/config.json:/freqtrade/config.json \ - -v ~/.freqtrade/user_data/:/freqtrade/user_data \ - -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ - freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy -``` - -!!! Note - db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used. - To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite` - -!!! Note - All command line arguments can be added to the end of the `docker run` command. - -### 6. Monitor your Docker instance - -You can then use the following commands to monitor and manage your container: - -```bash -docker logs freqtrade -docker logs -f freqtrade -docker restart freqtrade -docker stop freqtrade -docker start freqtrade -``` - -For more information on how to operate Docker, please refer to the [official Docker documentation](https://docs.docker.com/). - -!!! Note - You do not need to rebuild the image for configuration changes, it will suffice to edit `config.json` and restart the container. - -### 7. Backtest with docker - -The following assumes that the above steps (1-4) have been completed successfully. -Also, backtest-data should be available at `~/.freqtrade/user_data/`. - -```bash -docker run -d \ - --name freqtrade \ - -v /etc/localtime:/etc/localtime:ro \ - -v ~/.freqtrade/config.json:/freqtrade/config.json \ - -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ - -v ~/.freqtrade/user_data/:/freqtrade/user_data/ \ - freqtrade --strategy AwsomelyProfitableStrategy backtesting -``` - -Head over to the [Backtesting Documentation](backtesting.md) for more details. - -!!! Note - Additional parameters can be appended after the image name (`freqtrade` in the above example). - ------- - ## Custom Installation We've included/collected install instructions for Ubuntu 16.04, MacOS, and Windows. These are guidelines and your success may vary with other distros. @@ -413,7 +236,7 @@ If this is the first time you run the bot, ensure you are running it in Dry-run python3.6 freqtrade -c config.json ``` -*Note*: If you run the bot on a server, you should consider using [Docker](#automatic-installation---docker) a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout. +*Note*: If you run the bot on a server, you should consider using [Docker](docker.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout. #### 7. [Optional] Configure `freqtrade` as a `systemd` service @@ -441,14 +264,13 @@ The `freqtrade.service.watchdog` file contains an example of the service unit co as the watchdog. !!! Note - The sd_notify communication between the bot and the systemd service manager will not work if the bot runs in a - Docker container. + The sd_notify communication between the bot and the systemd service manager will not work if the bot runs in a Docker container. ------ ## Windows -We recommend that Windows users use [Docker](#docker) as this will work much easier and smoother (also more secure). +We recommend that Windows users use [Docker](docker.md) as this will work much easier and smoother (also more secure). If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work. If that is not available on your system, feel free to try the instructions below, which led to success for some. @@ -492,7 +314,7 @@ error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Unfortunately, many packages requiring compilation don't provide a pre-build wheel. It is therefore mandatory to have a C/C++ compiler installed and available for your python environment to use. -The easiest way is to download install Microsoft Visual Studio Community [here](https://visualstudio.microsoft.com/downloads/) and make sure to install "Common Tools for Visual C++" to enable building c code on Windows. Unfortunately, this is a heavy download / dependency (~4Gb) so you might want to consider WSL or docker first. +The easiest way is to download install Microsoft Visual Studio Community [here](https://visualstudio.microsoft.com/downloads/) and make sure to install "Common Tools for Visual C++" to enable building c code on Windows. Unfortunately, this is a heavy download / dependency (~4Gb) so you might want to consider WSL or [docker](docker.md) first. --- From 3e0a71f69f99ef82ebc6ad4730259ed4e780d106 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 16:27:18 +0200 Subject: [PATCH 232/417] Add docker install script to mkdocs index --- mkdocs.yml | 1 + 1 file changed, 1 insertion(+) diff --git a/mkdocs.yml b/mkdocs.yml index 9932ff316..489107f2e 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -2,6 +2,7 @@ site_name: Freqtrade nav: - About: index.md - Installation: installation.md + - Installation Docker: docker.md - Configuration: configuration.md - Strategy Customization: strategy-customization.md - Stoploss: stoploss.md From 26a8cdcc031d6fa7cba4dc2a3f7ada3807d5a297 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 16:27:36 +0200 Subject: [PATCH 233/417] Move telegram-setup to telegram page --- docs/installation.md | 52 +++--------------------------------------- docs/telegram-usage.md | 43 ++++++++++++++++++++++++++++++---- 2 files changed, 42 insertions(+), 53 deletions(-) diff --git a/docs/installation.md b/docs/installation.md index ed38c1340..d215dc8d6 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -5,60 +5,14 @@ This page explains how to prepare your environment for running the bot. ## Prerequisite Before running your bot in production you will need to setup few -external API. In production mode, the bot required valid Bittrex API -credentials and a Telegram bot (optional but recommended). +external API. In production mode, the bot will require valid Exchange API +credentials. We also reccomend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot) (optional but recommended). - [Setup your exchange account](#setup-your-exchange-account) -- [Backtesting commands](#setup-your-telegram-bot) ### Setup your exchange account -*To be completed, please feel free to complete this section.* - -### Setup your Telegram bot - -The only things you need is a working Telegram bot and its API token. -Below we explain how to create your Telegram Bot, and how to get your -Telegram user id. - -### 1. Create your Telegram bot - -**1.1. Start a chat with https://telegram.me/BotFather** - -**1.2. Send the message `/newbot`. ** *BotFather response:* -``` -Alright, a new bot. How are we going to call it? Please choose a name for your bot. -``` - -**1.3. Choose the public name of your bot (e.x. `Freqtrade bot`)** -*BotFather response:* -``` -Good. Now let's choose a username for your bot. It must end in `bot`. Like this, for example: TetrisBot or tetris_bot. -``` -**1.4. Choose the name id of your bot (e.x "`My_own_freqtrade_bot`")** - -**1.5. Father bot will return you the token (API key)**
-Copy it and keep it you will use it for the config parameter `token`. - -*BotFather response:* - -```hl_lines="4" -Done! Congratulations on your new bot. You will find it at t.me/My_own_freqtrade_bot. You can now add a description, about section and profile picture for your bot, see /help for a list of commands. By the way, when you've finished creating your cool bot, ping our Bot Support if you want a better username for it. Just make sure the bot is fully operational before you do this. - -Use this token to access the HTTP API: -521095879:AAEcEZEL7ADJ56FtG_qD0bQJSKETbXCBCi0 - -For a description of the Bot API, see this page: https://core.telegram.org/bots/api -``` - -**1.6. Don't forget to start the conversation with your bot, by clicking /START button** - -### 2. Get your user id - -**2.1. Talk to https://telegram.me/userinfobot** - -**2.2. Get your "Id", you will use it for the config parameter -`chat_id`.** +You will need to create API Keys (Usually you get `key` and `secret`) from the Exchange website and insert this into the appropriate fields in the configuration or when asked by the installation script. ## Quick start diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index 3947168c5..e06d4fdfc 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -1,10 +1,45 @@ # Telegram usage -## Prerequisite +## Setup your Telegram bot -To control your bot with Telegram, you need first to -[set up a Telegram bot](installation.md) -and add your Telegram API keys into your config file. +Below we explain how to create your Telegram Bot, and how to get your +Telegram user id. + +### 1. Create your Telegram bot + +Start a chat with the [Telegram BotFather](https://telegram.me/BotFather) + +Send the message `/newbot`. + +*BotFather response:* + +> Alright, a new bot. How are we going to call it? Please choose a name for your bot. + +Choose the public name of your bot (e.x. `Freqtrade bot`) + +*BotFather response:* + +> Good. Now let's choose a username for your bot. It must end in `bot`. Like this, for example: TetrisBot or tetris_bot. + +Choose the name id of your bot and send it to the BotFather (e.g. "`My_own_freqtrade_bot`") + +*BotFather response:* + +> Done! Congratulations on your new bot. You will find it at `t.me/yourbots_name_bot`. You can now add a description, about section and profile picture for your bot, see /help for a list of commands. By the way, when you've finished creating your cool bot, ping our Bot Support if you want a better username for it. Just make sure the bot is fully operational before you do this. + +> Use this token to access the HTTP API: `22222222:APITOKEN` + +> For a description of the Bot API, see this page: https://core.telegram.org/bots/api Father bot will return you the token (API key) + +Copy the API Token (`22222222:APITOKEN` in the above example) and keep use it for the config parameter `token`. + +Don't forget to start the conversation with your bot, by clicking `/START` button + +### 2. Get your user id + +Talk to the [userinfobot](https://telegram.me/userinfobot) + +Get your "Id", you will use it for the config parameter `chat_id`. ## Telegram commands From 9225cdea8a770453c59b203fb8c2b8f8fbb40fe2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 16:51:52 +0200 Subject: [PATCH 234/417] Move validate_backtest_data and get_timeframe to histoyr --- freqtrade/data/history.py | 44 ++++++++++++++++++++++++++++--- freqtrade/edge/__init__.py | 4 +-- freqtrade/optimize/__init__.py | 48 ---------------------------------- 3 files changed, 42 insertions(+), 54 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 3bec63926..e0f9f67db 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -5,19 +5,21 @@ Includes: * load data for a pair (or a list of pairs) from disk * download data from exchange and store to disk """ + import logging +import operator +from datetime import datetime from pathlib import Path -from typing import Optional, List, Dict, Tuple, Any +from typing import Any, Dict, List, Optional, Tuple import arrow from pandas import DataFrame -from freqtrade import misc, OperationalException +from freqtrade import OperationalException, misc from freqtrade.arguments import TimeRange from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.exchange import Exchange, timeframe_to_minutes - logger = logging.getLogger(__name__) @@ -243,3 +245,39 @@ def download_pair_history(datadir: Optional[Path], f'Error: {e}' ) return False + + +def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: + """ + Get the maximum timeframe for the given backtest data + :param data: dictionary with preprocessed backtesting data + :return: tuple containing min_date, max_date + """ + timeframe = [ + (arrow.get(frame['date'].min()), arrow.get(frame['date'].max())) + for frame in data.values() + ] + return min(timeframe, key=operator.itemgetter(0))[0], \ + max(timeframe, key=operator.itemgetter(1))[1] + + +def validate_backtest_data(data: Dict[str, DataFrame], min_date: datetime, + max_date: datetime, ticker_interval_mins: int) -> bool: + """ + Validates preprocessed backtesting data for missing values and shows warnings about it that. + + :param data: dictionary with preprocessed backtesting data + :param min_date: start-date of the data + :param max_date: end-date of the data + :param ticker_interval_mins: ticker interval in minutes + """ + # total difference in minutes / interval-minutes + expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins) + found_missing = False + for pair, df in data.items(): + dflen = len(df) + if dflen < expected_frames: + found_missing = True + logger.warning("%s has missing frames: expected %s, got %s, that's %s missing values", + pair, expected_frames, dflen, expected_frames - dflen) + return found_missing diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py index 053be6bc3..3ddff4772 100644 --- a/freqtrade/edge/__init__.py +++ b/freqtrade/edge/__init__.py @@ -13,7 +13,6 @@ from freqtrade import constants, OperationalException from freqtrade.arguments import Arguments from freqtrade.arguments import TimeRange from freqtrade.data import history -from freqtrade.optimize import get_timeframe from freqtrade.strategy.interface import SellType @@ -49,7 +48,6 @@ class Edge(): self.strategy = strategy self.ticker_interval = self.strategy.ticker_interval self.tickerdata_to_dataframe = self.strategy.tickerdata_to_dataframe - self.get_timeframe = get_timeframe self.advise_sell = self.strategy.advise_sell self.advise_buy = self.strategy.advise_buy @@ -117,7 +115,7 @@ class Edge(): preprocessed = self.tickerdata_to_dataframe(data) # Print timeframe - min_date, max_date = self.get_timeframe(preprocessed) + min_date, max_date = history.get_timeframe(preprocessed) logger.info( 'Measuring data from %s up to %s (%s days) ...', min_date.isoformat(), diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index 19b8dd90a..f4f31720b 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -1,49 +1 @@ -# pragma pylint: disable=missing-docstring - -import logging -from datetime import datetime -from typing import Dict, Tuple -import operator - -import arrow -from pandas import DataFrame - from freqtrade.optimize.default_hyperopt import DefaultHyperOpts # noqa: F401 - -logger = logging.getLogger(__name__) - - -def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: - """ - Get the maximum timeframe for the given backtest data - :param data: dictionary with preprocessed backtesting data - :return: tuple containing min_date, max_date - """ - timeframe = [ - (arrow.get(frame['date'].min()), arrow.get(frame['date'].max())) - for frame in data.values() - ] - return min(timeframe, key=operator.itemgetter(0))[0], \ - max(timeframe, key=operator.itemgetter(1))[1] - - -def validate_backtest_data(data: Dict[str, DataFrame], min_date: datetime, - max_date: datetime, ticker_interval_mins: int) -> bool: - """ - Validates preprocessed backtesting data for missing values and shows warnings about it that. - - :param data: dictionary with preprocessed backtesting data - :param min_date: start-date of the data - :param max_date: end-date of the data - :param ticker_interval_mins: ticker interval in minutes - """ - # total difference in minutes / interval-minutes - expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins) - found_missing = False - for pair, df in data.items(): - dflen = len(df) - if dflen < expected_frames: - found_missing = True - logger.warning("%s has missing frames: expected %s, got %s, that's %s missing values", - pair, expected_frames, dflen, expected_frames - dflen) - return found_missing From b38c43141c44d26702cb69f88ce58b85c111e577 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 16:53:35 +0200 Subject: [PATCH 235/417] Adjust imports to new location --- freqtrade/optimize/backtesting.py | 7 +++---- freqtrade/optimize/hyperopt.py | 3 +-- freqtrade/tests/data/test_converter.py | 3 +-- freqtrade/tests/optimize/test_backtest_detail.py | 12 ++++++------ freqtrade/tests/optimize/test_backtesting.py | 6 +++--- freqtrade/tests/optimize/test_hyperopt.py | 2 +- freqtrade/tests/optimize/test_optimize.py | 15 +++++++-------- 7 files changed, 22 insertions(+), 26 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 51122cfb2..c7ce29120 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -13,7 +13,6 @@ from typing import Any, Dict, List, NamedTuple, Optional from pandas import DataFrame from tabulate import tabulate -from freqtrade import optimize from freqtrade import DependencyException, constants from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration @@ -440,10 +439,10 @@ class Backtesting(object): logger.info("Running backtesting for Strategy %s", strat.get_strategy_name()) self._set_strategy(strat) - min_date, max_date = optimize.get_timeframe(data) + min_date, max_date = history.get_timeframe(data) # Validate dataframe for missing values (mainly at start and end, as fillup is called) - optimize.validate_backtest_data(data, min_date, max_date, - timeframe_to_minutes(self.ticker_interval)) + history.validate_backtest_data(data, min_date, max_date, + timeframe_to_minutes(self.ticker_interval)) logger.info( 'Backtesting with data from %s up to %s (%s days)..', min_date.isoformat(), diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 92589aed2..68c7b2508 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -23,9 +23,8 @@ from skopt.space import Dimension from freqtrade import DependencyException from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration -from freqtrade.data.history import load_data +from freqtrade.data.history import load_data, get_timeframe, validate_backtest_data from freqtrade.exchange import timeframe_to_minutes -from freqtrade.optimize import get_timeframe, validate_backtest_data from freqtrade.optimize.backtesting import Backtesting from freqtrade.state import RunMode from freqtrade.resolvers import HyperOptResolver diff --git a/freqtrade/tests/data/test_converter.py b/freqtrade/tests/data/test_converter.py index 46d564003..4c8de575d 100644 --- a/freqtrade/tests/data/test_converter.py +++ b/freqtrade/tests/data/test_converter.py @@ -2,8 +2,7 @@ import logging from freqtrade.data.converter import parse_ticker_dataframe, ohlcv_fill_up_missing_data -from freqtrade.data.history import load_pair_history -from freqtrade.optimize import validate_backtest_data, get_timeframe +from freqtrade.data.history import load_pair_history, validate_backtest_data, get_timeframe from freqtrade.tests.conftest import log_has diff --git a/freqtrade/tests/optimize/test_backtest_detail.py b/freqtrade/tests/optimize/test_backtest_detail.py index b98369533..32c6bd09b 100644 --- a/freqtrade/tests/optimize/test_backtest_detail.py +++ b/freqtrade/tests/optimize/test_backtest_detail.py @@ -2,17 +2,17 @@ import logging from unittest.mock import MagicMock -from pandas import DataFrame import pytest +from pandas import DataFrame - -from freqtrade.optimize import get_timeframe +from freqtrade.data.history import get_timeframe from freqtrade.optimize.backtesting import Backtesting from freqtrade.strategy.interface import SellType -from freqtrade.tests.optimize import (BTrade, BTContainer, _build_backtest_dataframe, - _get_frame_time_from_offset, tests_ticker_interval) from freqtrade.tests.conftest import patch_exchange - +from freqtrade.tests.optimize import (BTContainer, BTrade, + _build_backtest_dataframe, + _get_frame_time_from_offset, + tests_ticker_interval) # Test 1 Minus 8% Close # Test with Stop-loss at 1% diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 6a39deed4..07ad7eaff 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -17,7 +17,7 @@ from freqtrade.data import history from freqtrade.data.btanalysis import evaluate_result_multi from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.dataprovider import DataProvider -from freqtrade.optimize import get_timeframe +from freqtrade.data.history import get_timeframe from freqtrade.optimize.backtesting import (Backtesting, setup_configuration, start) from freqtrade.state import RunMode @@ -472,7 +472,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None: return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) mocker.patch('freqtrade.data.history.load_data', mocked_load_data) - mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe) + mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe) mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock()) patch_exchange(mocker) mocker.patch.multiple( @@ -507,7 +507,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None: return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={})) - mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe) + mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe) mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock()) patch_exchange(mocker) mocker.patch.multiple( diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index f50f58e5b..9d1789171 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -12,7 +12,7 @@ from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.history import load_tickerdata_file from freqtrade.optimize.default_hyperopt import DefaultHyperOpts from freqtrade.optimize.hyperopt import Hyperopt, setup_configuration, start -from freqtrade.resolvers import HyperOptResolver +from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver from freqtrade.state import RunMode from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange from freqtrade.tests.optimize.test_backtesting import get_args diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index d746aa44f..401592b53 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -1,5 +1,4 @@ # pragma pylint: disable=missing-docstring, protected-access, C0103 -from freqtrade import optimize from freqtrade.arguments import TimeRange from freqtrade.data import history from freqtrade.exchange import timeframe_to_minutes @@ -18,7 +17,7 @@ def test_get_timeframe(default_conf, mocker) -> None: pairs=['UNITTEST/BTC'] ) ) - min_date, max_date = optimize.get_timeframe(data) + min_date, max_date = history.get_timeframe(data) assert min_date.isoformat() == '2017-11-04T23:02:00+00:00' assert max_date.isoformat() == '2017-11-14T22:58:00+00:00' @@ -35,10 +34,10 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None: fill_up_missing=False ) ) - min_date, max_date = optimize.get_timeframe(data) + min_date, max_date = history.get_timeframe(data) caplog.clear() - assert optimize.validate_backtest_data(data, min_date, max_date, - timeframe_to_minutes('1m')) + assert history.validate_backtest_data(data, min_date, max_date, + timeframe_to_minutes('1m')) assert len(caplog.record_tuples) == 1 assert log_has( "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values", @@ -59,8 +58,8 @@ def test_validate_backtest_data(default_conf, mocker, caplog) -> None: ) ) - min_date, max_date = optimize.get_timeframe(data) + min_date, max_date = history.get_timeframe(data) caplog.clear() - assert not optimize.validate_backtest_data(data, min_date, max_date, - timeframe_to_minutes('5m')) + assert not history.validate_backtest_data(data, min_date, max_date, + timeframe_to_minutes('5m')) assert len(caplog.record_tuples) == 0 From 236c392d282fc1516f05531651546c732b520b84 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 20:00:31 +0200 Subject: [PATCH 236/417] Don't load hyperopts / optimize dependency tree if that module is not used --- freqtrade/arguments.py | 6 +- freqtrade/optimize/__init__.py | 100 +++++++++++++++++++++++++++++- freqtrade/optimize/backtesting.py | 42 +------------ freqtrade/optimize/hyperopt.py | 66 +------------------- freqtrade/resolvers/__init__.py | 3 +- 5 files changed, 106 insertions(+), 111 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 5afa8fa06..e79d0c6d4 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -340,13 +340,13 @@ class Arguments(object): Builds and attaches all subcommands :return: None """ - from freqtrade.optimize import backtesting, hyperopt, edge_cli + from freqtrade.optimize import start_backtesting, start_hyperopt, edge_cli subparsers = self.parser.add_subparsers(dest='subparser') # Add backtesting subcommand backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.') - backtesting_cmd.set_defaults(func=backtesting.start) + backtesting_cmd.set_defaults(func=start_backtesting) self.optimizer_shared_options(backtesting_cmd) self.backtesting_options(backtesting_cmd) @@ -358,7 +358,7 @@ class Arguments(object): # Add hyperopt subcommand hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.') - hyperopt_cmd.set_defaults(func=hyperopt.start) + hyperopt_cmd.set_defaults(func=start_hyperopt) self.optimizer_shared_options(hyperopt_cmd) self.hyperopt_options(hyperopt_cmd) diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index f4f31720b..34076ee43 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -1 +1,99 @@ -from freqtrade.optimize.default_hyperopt import DefaultHyperOpts # noqa: F401 +import logging +from argparse import Namespace +from typing import Any, Dict + +from filelock import FileLock, Timeout + +from freqtrade import DependencyException, constants +from freqtrade.configuration import Configuration +from freqtrade.state import RunMode + +logger = logging.getLogger(__name__) + + +def setup_configuration(args: Namespace, method: RunMode) -> Dict[str, Any]: + """ + Prepare the configuration for the Hyperopt module + :param args: Cli args from Arguments() + :return: Configuration + """ + configuration = Configuration(args, method) + config = configuration.load_config() + + # Ensure we do not use Exchange credentials + config['exchange']['key'] = '' + config['exchange']['secret'] = '' + + if method == RunMode.BACKTEST: + if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT: + raise DependencyException('stake amount could not be "%s" for backtesting' % + constants.UNLIMITED_STAKE_AMOUNT) + + if method == RunMode.HYPEROPT: + # Special cases for Hyperopt + if config.get('strategy') and config.get('strategy') != 'DefaultStrategy': + logger.error("Please don't use --strategy for hyperopt.") + logger.error( + "Read the documentation at " + "https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md " + "to understand how to configure hyperopt.") + raise DependencyException("--strategy configured but not supported for hyperopt") + + return config + + +def start_backtesting(args: Namespace) -> None: + """ + Start Backtesting script + :param args: Cli args from Arguments() + :return: None + """ + # Import here to avoid loading backtesting module when it's not used + from freqtrade.optimize.backtesting import Backtesting + + # Initialize configuration + config = setup_configuration(args, RunMode.BACKTEST) + + logger.info('Starting freqtrade in Backtesting mode') + + # Initialize backtesting object + backtesting = Backtesting(config) + backtesting.start() + + +def start_hyperopt(args: Namespace) -> None: + """ + Start hyperopt script + :param args: Cli args from Arguments() + :return: None + """ + # Import here to avoid loading hyperopt module when it's not used + from freqtrade.optimize.hyperopt import Hyperopt, HYPEROPT_LOCKFILE + + # Initialize configuration + config = setup_configuration(args, RunMode.HYPEROPT) + + logger.info('Starting freqtrade in Hyperopt mode') + + lock = FileLock(HYPEROPT_LOCKFILE) + + try: + with lock.acquire(timeout=1): + + # Remove noisy log messages + logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING) + logging.getLogger('filelock').setLevel(logging.WARNING) + + # Initialize backtesting object + hyperopt = Hyperopt(config) + hyperopt.start() + + except Timeout: + logger.info("Another running instance of freqtrade Hyperopt detected.") + logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. " + "Hyperopt module is resource hungry. Please run your Hyperopts sequentially " + "or on separate machines.") + logger.info("Quitting now.") + # TODO: return False here in order to help freqtrade to exit + # with non-zero exit code... + # Same in Edge and Backtesting start() functions. diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index c7ce29120..bdd42943b 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -4,7 +4,6 @@ This module contains the backtesting logic """ import logging -from argparse import Namespace from copy import deepcopy from datetime import datetime, timedelta from pathlib import Path @@ -13,9 +12,7 @@ from typing import Any, Dict, List, NamedTuple, Optional from pandas import DataFrame from tabulate import tabulate -from freqtrade import DependencyException, constants from freqtrade.arguments import Arguments -from freqtrade.configuration import Configuration from freqtrade.data import history from freqtrade.data.dataprovider import DataProvider from freqtrade.exchange import timeframe_to_minutes @@ -23,8 +20,7 @@ from freqtrade.misc import file_dump_json from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.state import RunMode -from freqtrade.strategy.interface import SellType, IStrategy - +from freqtrade.strategy.interface import IStrategy, SellType logger = logging.getLogger(__name__) @@ -485,39 +481,3 @@ class Backtesting(object): print(' Strategy Summary '.center(133, '=')) print(self._generate_text_table_strategy(all_results)) print('\nFor more details, please look at the detail tables above') - - -def setup_configuration(args: Namespace) -> Dict[str, Any]: - """ - Prepare the configuration for the backtesting - :param args: Cli args from Arguments() - :return: Configuration - """ - configuration = Configuration(args, RunMode.BACKTEST) - config = configuration.get_config() - - # Ensure we do not use Exchange credentials - config['exchange']['key'] = '' - config['exchange']['secret'] = '' - - if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT: - raise DependencyException('stake amount could not be "%s" for backtesting' % - constants.UNLIMITED_STAKE_AMOUNT) - - return config - - -def start(args: Namespace) -> None: - """ - Start Backtesting script - :param args: Cli args from Arguments() - :return: None - """ - # Initialize configuration - config = setup_configuration(args) - - logger.info('Starting freqtrade in Backtesting mode') - - # Initialize backtesting object - backtesting = Backtesting(config) - backtesting.start() diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 68c7b2508..d19d54031 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -7,27 +7,22 @@ This module contains the hyperopt logic import logging import os import sys -from argparse import Namespace from math import exp from operator import itemgetter from pathlib import Path from pprint import pprint from typing import Any, Dict, List -from filelock import Timeout, FileLock from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count from pandas import DataFrame from skopt import Optimizer from skopt.space import Dimension -from freqtrade import DependencyException from freqtrade.arguments import Arguments -from freqtrade.configuration import Configuration from freqtrade.data.history import load_data, get_timeframe, validate_backtest_data from freqtrade.exchange import timeframe_to_minutes from freqtrade.optimize.backtesting import Backtesting -from freqtrade.state import RunMode -from freqtrade.resolvers import HyperOptResolver +from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver logger = logging.getLogger(__name__) @@ -342,62 +337,3 @@ class Hyperopt(Backtesting): self.save_trials() self.log_trials_result() - - -def setup_configuration(args: Namespace) -> Dict[str, Any]: - """ - Prepare the configuration for the Hyperopt module - :param args: Cli args from Arguments() - :return: Configuration - """ - configuration = Configuration(args, RunMode.HYPEROPT) - config = configuration.load_config() - - # Ensure we do not use Exchange credentials - config['exchange']['key'] = '' - config['exchange']['secret'] = '' - - if config.get('strategy') and config.get('strategy') != 'DefaultStrategy': - logger.error("Please don't use --strategy for hyperopt.") - logger.error( - "Read the documentation at " - "https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md " - "to understand how to configure hyperopt.") - raise DependencyException("--strategy configured but not supported for hyperopt") - - return config - - -def start(args: Namespace) -> None: - """ - Start Backtesting script - :param args: Cli args from Arguments() - :return: None - """ - # Initialize configuration - config = setup_configuration(args) - - logger.info('Starting freqtrade in Hyperopt mode') - - lock = FileLock(HYPEROPT_LOCKFILE) - - try: - with lock.acquire(timeout=1): - - # Remove noisy log messages - logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING) - logging.getLogger('filelock').setLevel(logging.WARNING) - - # Initialize backtesting object - hyperopt = Hyperopt(config) - hyperopt.start() - - except Timeout: - logger.info("Another running instance of freqtrade Hyperopt detected.") - logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. " - "Hyperopt module is resource hungry. Please run your Hyperopts sequentially " - "or on separate machines.") - logger.info("Quitting now.") - # TODO: return False here in order to help freqtrade to exit - # with non-zero exit code... - # Same in Edge and Backtesting start() functions. diff --git a/freqtrade/resolvers/__init__.py b/freqtrade/resolvers/__init__.py index 5cf6c616a..8f79349fe 100644 --- a/freqtrade/resolvers/__init__.py +++ b/freqtrade/resolvers/__init__.py @@ -1,5 +1,6 @@ from freqtrade.resolvers.iresolver import IResolver # noqa: F401 from freqtrade.resolvers.exchange_resolver import ExchangeResolver # noqa: F401 -from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver # noqa: F401 +# Don't import HyperoptResolver to avoid loading the whole Optimize tree +# from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver # noqa: F401 from freqtrade.resolvers.pairlist_resolver import PairListResolver # noqa: F401 from freqtrade.resolvers.strategy_resolver import StrategyResolver # noqa: F401 From 65a4862d1f420b9a1df673ba6bfe32a6457db639 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 20:01:43 +0200 Subject: [PATCH 237/417] Adapt tests to load start_* methods from optimize --- freqtrade/tests/optimize/test_backtesting.py | 16 ++++++++-------- freqtrade/tests/optimize/test_hyperopt.py | 13 +++++++------ freqtrade/tests/test_main.py | 4 ++-- 3 files changed, 17 insertions(+), 16 deletions(-) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 07ad7eaff..5b42cae34 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -18,8 +18,8 @@ from freqtrade.data.btanalysis import evaluate_result_multi from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.dataprovider import DataProvider from freqtrade.data.history import get_timeframe -from freqtrade.optimize.backtesting import (Backtesting, setup_configuration, - start) +from freqtrade.optimize import setup_configuration, start_backtesting +from freqtrade.optimize.backtesting import Backtesting from freqtrade.state import RunMode from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.strategy.interface import SellType @@ -178,7 +178,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> 'backtesting' ] - config = setup_configuration(get_args(args)) + config = setup_configuration(get_args(args), RunMode.BACKTEST) assert 'max_open_trades' in config assert 'stake_currency' in config assert 'stake_amount' in config @@ -228,7 +228,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) -> '--export-filename', 'foo_bar.json' ] - config = setup_configuration(get_args(args)) + config = setup_configuration(get_args(args), RunMode.BACKTEST) assert 'max_open_trades' in config assert 'stake_currency' in config assert 'stake_amount' in config @@ -290,7 +290,7 @@ def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog ] with pytest.raises(DependencyException, match=r'.*stake amount.*'): - setup_configuration(get_args(args)) + setup_configuration(get_args(args), RunMode.BACKTEST) def test_start(mocker, fee, default_conf, caplog) -> None: @@ -307,7 +307,7 @@ def test_start(mocker, fee, default_conf, caplog) -> None: 'backtesting' ] args = get_args(args) - start(args) + start_backtesting(args) assert log_has( 'Starting freqtrade in Backtesting mode', caplog.record_tuples @@ -847,7 +847,7 @@ def test_backtest_start_live(default_conf, mocker, caplog): '--disable-max-market-positions' ] args = get_args(args) - start(args) + start_backtesting(args) # check the logs, that will contain the backtest result exists = [ 'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', @@ -901,7 +901,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog): 'TestStrategy', ] args = get_args(args) - start(args) + start_backtesting(args) # 2 backtests, 4 tables assert backtestmock.call_count == 2 assert gen_table_mock.call_count == 4 diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 9d1789171..9128efa0c 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -11,7 +11,8 @@ from freqtrade import DependencyException from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.history import load_tickerdata_file from freqtrade.optimize.default_hyperopt import DefaultHyperOpts -from freqtrade.optimize.hyperopt import Hyperopt, setup_configuration, start +from freqtrade.optimize.hyperopt import Hyperopt +from freqtrade.optimize import setup_configuration, start_hyperopt from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver from freqtrade.state import RunMode from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange @@ -52,7 +53,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca 'hyperopt' ] - config = setup_configuration(get_args(args)) + config = setup_configuration(get_args(args), RunMode.HYPEROPT) assert 'max_open_trades' in config assert 'stake_currency' in config assert 'stake_amount' in config @@ -100,7 +101,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo '--print-all' ] - config = setup_configuration(get_args(args)) + config = setup_configuration(get_args(args), RunMode.HYPEROPT) assert 'max_open_trades' in config assert 'stake_currency' in config assert 'stake_amount' in config @@ -183,7 +184,7 @@ def test_start(mocker, default_conf, caplog) -> None: '--epochs', '5' ] args = get_args(args) - start(args) + start_hyperopt(args) import pprint pprint.pprint(caplog.record_tuples) @@ -214,7 +215,7 @@ def test_start_no_data(mocker, default_conf, caplog) -> None: '--epochs', '5' ] args = get_args(args) - start(args) + start_hyperopt(args) import pprint pprint.pprint(caplog.record_tuples) @@ -239,7 +240,7 @@ def test_start_failure(mocker, default_conf, caplog) -> None: ] args = get_args(args) with pytest.raises(DependencyException): - start(args) + start_hyperopt(args) assert log_has( "Please don't use --strategy for hyperopt.", caplog.record_tuples diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index e4ffc5fae..1292fd24d 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -19,7 +19,7 @@ def test_parse_args_backtesting(mocker) -> None: Test that main() can start backtesting and also ensure we can pass some specific arguments further argument parsing is done in test_arguments.py """ - backtesting_mock = mocker.patch('freqtrade.optimize.backtesting.start', MagicMock()) + backtesting_mock = mocker.patch('freqtrade.optimize.start_backtesting', MagicMock()) main(['backtesting']) assert backtesting_mock.call_count == 1 call_args = backtesting_mock.call_args[0][0] @@ -32,7 +32,7 @@ def test_parse_args_backtesting(mocker) -> None: def test_main_start_hyperopt(mocker) -> None: - hyperopt_mock = mocker.patch('freqtrade.optimize.hyperopt.start', MagicMock()) + hyperopt_mock = mocker.patch('freqtrade.optimize.start_hyperopt', MagicMock()) main(['hyperopt']) assert hyperopt_mock.call_count == 1 call_args = hyperopt_mock.call_args[0][0] From 104f1212e6134973ff89b00f042552c389499bb4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 20:05:19 +0200 Subject: [PATCH 238/417] Move edge_cli_start to optimize --- freqtrade/arguments.py | 4 ++-- freqtrade/optimize/__init__.py | 16 ++++++++++++++++ freqtrade/optimize/edge_cli.py | 34 ---------------------------------- 3 files changed, 18 insertions(+), 36 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index e79d0c6d4..d6f0063d0 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -340,7 +340,7 @@ class Arguments(object): Builds and attaches all subcommands :return: None """ - from freqtrade.optimize import start_backtesting, start_hyperopt, edge_cli + from freqtrade.optimize import start_backtesting, start_hyperopt, start_edgecli subparsers = self.parser.add_subparsers(dest='subparser') @@ -352,7 +352,7 @@ class Arguments(object): # Add edge subcommand edge_cmd = subparsers.add_parser('edge', help='Edge module.') - edge_cmd.set_defaults(func=edge_cli.start) + edge_cmd.set_defaults(func=start_edgecli) self.optimizer_shared_options(edge_cmd) self.edge_options(edge_cmd) diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index 34076ee43..cb01950b4 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -97,3 +97,19 @@ def start_hyperopt(args: Namespace) -> None: # TODO: return False here in order to help freqtrade to exit # with non-zero exit code... # Same in Edge and Backtesting start() functions. + + +def start_edgecli(args: Namespace) -> None: + """ + Start Edge script + :param args: Cli args from Arguments() + :return: None + """ + from freqtrade.optimize.edge_cli import EdgeCli + # Initialize configuration + config = setup_configuration(args, RunMode.EDGECLI) + logger.info('Starting freqtrade in Edge mode') + + # Initialize Edge object + edge_cli = EdgeCli(config) + edge_cli.start() diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py index d37b930b8..8232c79c9 100644 --- a/freqtrade/optimize/edge_cli.py +++ b/freqtrade/optimize/edge_cli.py @@ -4,16 +4,13 @@ This module contains the edge backtesting interface """ import logging -from argparse import Namespace from typing import Dict, Any from tabulate import tabulate from freqtrade.edge import Edge from freqtrade.arguments import Arguments -from freqtrade.configuration import Configuration from freqtrade.exchange import Exchange from freqtrade.resolvers import StrategyResolver -from freqtrade.state import RunMode logger = logging.getLogger(__name__) @@ -77,34 +74,3 @@ class EdgeCli(object): if result: print('') # blank line for readability print(self._generate_edge_table(self.edge._cached_pairs)) - - -def setup_configuration(args: Namespace) -> Dict[str, Any]: - """ - Prepare the configuration for edge backtesting - :param args: Cli args from Arguments() - :return: Configuration - """ - configuration = Configuration(args, RunMode.EDGECLI) - config = configuration.get_config() - - # Ensure we do not use Exchange credentials - config['exchange']['key'] = '' - config['exchange']['secret'] = '' - - return config - - -def start(args: Namespace) -> None: - """ - Start Edge script - :param args: Cli args from Arguments() - :return: None - """ - # Initialize configuration - config = setup_configuration(args) - logger.info('Starting freqtrade in Edge mode') - - # Initialize Edge object - edge_cli = EdgeCli(config) - edge_cli.start() From 8ad30e262578f076c7b9bf8f2399fdbcadc1aa06 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 20:06:18 +0200 Subject: [PATCH 239/417] Adapt tests --- freqtrade/tests/optimize/test_edge_cli.py | 9 +++++---- 1 file changed, 5 insertions(+), 4 deletions(-) diff --git a/freqtrade/tests/optimize/test_edge_cli.py b/freqtrade/tests/optimize/test_edge_cli.py index 488d552c8..dc40cc85c 100644 --- a/freqtrade/tests/optimize/test_edge_cli.py +++ b/freqtrade/tests/optimize/test_edge_cli.py @@ -7,7 +7,8 @@ from unittest.mock import MagicMock from freqtrade.arguments import Arguments from freqtrade.edge import PairInfo -from freqtrade.optimize.edge_cli import EdgeCli, setup_configuration, start +from freqtrade.optimize import start_edgecli, setup_configuration +from freqtrade.optimize.edge_cli import EdgeCli from freqtrade.state import RunMode from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange @@ -27,7 +28,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> 'edge' ] - config = setup_configuration(get_args(args)) + config = setup_configuration(get_args(args), RunMode.EDGECLI) assert config['runmode'] == RunMode.EDGECLI assert 'max_open_trades' in config @@ -67,7 +68,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N '--stoplosses=-0.01,-0.10,-0.001' ] - config = setup_configuration(get_args(args)) + config = setup_configuration(get_args(args), RunMode.EDGECLI) assert 'max_open_trades' in config assert 'stake_currency' in config assert 'stake_amount' in config @@ -106,7 +107,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None: 'edge' ] args = get_args(args) - start(args) + start_edgecli(args) assert log_has( 'Starting freqtrade in Edge mode', caplog.record_tuples From 71447e55aac787dce881adf32da776c747838791 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 20:14:31 +0200 Subject: [PATCH 240/417] Update missing import --- scripts/plot_dataframe.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 7fdc607e0..8a87d971c 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -41,9 +41,10 @@ from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data from freqtrade.exchange import Exchange -from freqtrade.optimize.backtesting import setup_configuration +from freqtrade.optimize import setup_configuration from freqtrade.persistence import Trade from freqtrade.resolvers import StrategyResolver +from freqtrade.state import RunMode logger = logging.getLogger(__name__) _CONF: Dict[str, Any] = {} @@ -107,7 +108,7 @@ def get_trading_env(args: Namespace): global _CONF # Load the configuration - _CONF.update(setup_configuration(args)) + _CONF.update(setup_configuration(args, RunMode.BACKTEST)) print(_CONF) pairs = args.pairs.split(',') From 201e02e73fbb39da0ee2b9a0687339edc489b49a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 20:25:59 +0200 Subject: [PATCH 241/417] Add test for Timeout - move tests to test_history --- freqtrade/tests/data/test_history.py | 70 +++++++++++++++++++++-- freqtrade/tests/optimize/test_hyperopt.py | 25 +++++++- freqtrade/tests/optimize/test_optimize.py | 65 --------------------- 3 files changed, 89 insertions(+), 71 deletions(-) delete mode 100644 freqtrade/tests/optimize/test_optimize.py diff --git a/freqtrade/tests/data/test_history.py b/freqtrade/tests/data/test_history.py index 0d4210d3a..4d70d4cdd 100644 --- a/freqtrade/tests/data/test_history.py +++ b/freqtrade/tests/data/test_history.py @@ -2,24 +2,25 @@ import json import os -from pathlib import Path import uuid +from pathlib import Path from shutil import copyfile import arrow -from pandas import DataFrame import pytest +from pandas import DataFrame from freqtrade import OperationalException from freqtrade.arguments import TimeRange from freqtrade.data import history from freqtrade.data.history import (download_pair_history, load_cached_data_for_updating, - load_tickerdata_file, - make_testdata_path, + load_tickerdata_file, make_testdata_path, trim_tickerlist) +from freqtrade.exchange import timeframe_to_minutes from freqtrade.misc import file_dump_json -from freqtrade.tests.conftest import get_patched_exchange, log_has +from freqtrade.strategy.default_strategy import DefaultStrategy +from freqtrade.tests.conftest import get_patched_exchange, log_has, patch_exchange # Change this if modifying UNITTEST/BTC testdatafile _BTC_UNITTEST_LENGTH = 13681 @@ -495,3 +496,62 @@ def test_file_dump_json_tofile() -> None: # Remove the file _clean_test_file(file) + + +def test_get_timeframe(default_conf, mocker) -> None: + patch_exchange(mocker) + strategy = DefaultStrategy(default_conf) + + data = strategy.tickerdata_to_dataframe( + history.load_data( + datadir=None, + ticker_interval='1m', + pairs=['UNITTEST/BTC'] + ) + ) + min_date, max_date = history.get_timeframe(data) + assert min_date.isoformat() == '2017-11-04T23:02:00+00:00' + assert max_date.isoformat() == '2017-11-14T22:58:00+00:00' + + +def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None: + patch_exchange(mocker) + strategy = DefaultStrategy(default_conf) + + data = strategy.tickerdata_to_dataframe( + history.load_data( + datadir=None, + ticker_interval='1m', + pairs=['UNITTEST/BTC'], + fill_up_missing=False + ) + ) + min_date, max_date = history.get_timeframe(data) + caplog.clear() + assert history.validate_backtest_data(data, min_date, max_date, + timeframe_to_minutes('1m')) + assert len(caplog.record_tuples) == 1 + assert log_has( + "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values", + caplog.record_tuples) + + +def test_validate_backtest_data(default_conf, mocker, caplog) -> None: + patch_exchange(mocker) + strategy = DefaultStrategy(default_conf) + + timerange = TimeRange('index', 'index', 200, 250) + data = strategy.tickerdata_to_dataframe( + history.load_data( + datadir=None, + ticker_interval='5m', + pairs=['UNITTEST/BTC'], + timerange=timerange + ) + ) + + min_date, max_date = history.get_timeframe(data) + caplog.clear() + assert not history.validate_backtest_data(data, min_date, max_date, + timeframe_to_minutes('5m')) + assert len(caplog.record_tuples) == 0 diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 9128efa0c..b41f8ac36 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -3,6 +3,7 @@ import json import os from datetime import datetime from unittest.mock import MagicMock +from filelock import Timeout import pandas as pd import pytest @@ -11,7 +12,7 @@ from freqtrade import DependencyException from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.history import load_tickerdata_file from freqtrade.optimize.default_hyperopt import DefaultHyperOpts -from freqtrade.optimize.hyperopt import Hyperopt +from freqtrade.optimize.hyperopt import Hyperopt, HYPEROPT_LOCKFILE from freqtrade.optimize import setup_configuration, start_hyperopt from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver from freqtrade.state import RunMode @@ -247,6 +248,28 @@ def test_start_failure(mocker, default_conf, caplog) -> None: ) +def test_start_filelock(mocker, default_conf, caplog) -> None: + start_mock = MagicMock(side_effect=Timeout(HYPEROPT_LOCKFILE)) + mocker.patch( + 'freqtrade.configuration.Configuration._load_config_file', + lambda *args, **kwargs: default_conf + ) + mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock) + patch_exchange(mocker) + + args = [ + '--config', 'config.json', + 'hyperopt', + '--epochs', '5' + ] + args = get_args(args) + start_hyperopt(args) + assert log_has( + "Another running instance of freqtrade Hyperopt detected.", + caplog.record_tuples + ) + + def test_loss_calculation_prefer_correct_trade_count(hyperopt) -> None: correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20) diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py deleted file mode 100644 index 401592b53..000000000 --- a/freqtrade/tests/optimize/test_optimize.py +++ /dev/null @@ -1,65 +0,0 @@ -# pragma pylint: disable=missing-docstring, protected-access, C0103 -from freqtrade.arguments import TimeRange -from freqtrade.data import history -from freqtrade.exchange import timeframe_to_minutes -from freqtrade.strategy.default_strategy import DefaultStrategy -from freqtrade.tests.conftest import log_has, patch_exchange - - -def test_get_timeframe(default_conf, mocker) -> None: - patch_exchange(mocker) - strategy = DefaultStrategy(default_conf) - - data = strategy.tickerdata_to_dataframe( - history.load_data( - datadir=None, - ticker_interval='1m', - pairs=['UNITTEST/BTC'] - ) - ) - min_date, max_date = history.get_timeframe(data) - assert min_date.isoformat() == '2017-11-04T23:02:00+00:00' - assert max_date.isoformat() == '2017-11-14T22:58:00+00:00' - - -def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None: - patch_exchange(mocker) - strategy = DefaultStrategy(default_conf) - - data = strategy.tickerdata_to_dataframe( - history.load_data( - datadir=None, - ticker_interval='1m', - pairs=['UNITTEST/BTC'], - fill_up_missing=False - ) - ) - min_date, max_date = history.get_timeframe(data) - caplog.clear() - assert history.validate_backtest_data(data, min_date, max_date, - timeframe_to_minutes('1m')) - assert len(caplog.record_tuples) == 1 - assert log_has( - "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values", - caplog.record_tuples) - - -def test_validate_backtest_data(default_conf, mocker, caplog) -> None: - patch_exchange(mocker) - strategy = DefaultStrategy(default_conf) - - timerange = TimeRange('index', 'index', 200, 250) - data = strategy.tickerdata_to_dataframe( - history.load_data( - datadir=None, - ticker_interval='5m', - pairs=['UNITTEST/BTC'], - timerange=timerange - ) - ) - - min_date, max_date = history.get_timeframe(data) - caplog.clear() - assert not history.validate_backtest_data(data, min_date, max_date, - timeframe_to_minutes('5m')) - assert len(caplog.record_tuples) == 0 From 0e228acbfb5f2605c099696e37915e8d8a8fe005 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 25 May 2019 22:42:17 +0300 Subject: [PATCH 242/417] minor: exchange debug logging humanized --- freqtrade/exchange/exchange.py | 19 +++++++++++++++---- freqtrade/tests/exchange/test_exchange.py | 2 +- 2 files changed, 16 insertions(+), 5 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 66857a7a5..72a0efb1f 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -510,7 +510,11 @@ class Exchange(object): _LIMIT = 500 one_call = timeframe_to_msecs(ticker_interval) * _LIMIT - logger.debug("one_call: %s msecs", one_call) + logger.debug( + "one_call: %s msecs (%s)", + one_call, + arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True) + ) input_coroutines = [self._async_get_candle_history( pair, ticker_interval, since) for since in range(since_ms, arrow.utcnow().timestamp * 1000, one_call)] @@ -541,7 +545,10 @@ class Exchange(object): or self._now_is_time_to_refresh(pair, ticker_interval)): input_coroutines.append(self._async_get_candle_history(pair, ticker_interval)) else: - logger.debug("Using cached ohlcv data for %s, %s ...", pair, ticker_interval) + logger.debug( + "Using cached ohlcv data for pair %s, interval %s ...", + pair, ticker_interval + ) tickers = asyncio.get_event_loop().run_until_complete( asyncio.gather(*input_coroutines, return_exceptions=True)) @@ -578,7 +585,11 @@ class Exchange(object): """ try: # fetch ohlcv asynchronously - logger.debug("fetching %s, %s since %s ...", pair, ticker_interval, since_ms) + s = '(' + arrow.get(since_ms // 1000).isoformat() + ') ' if since_ms is not None else '' + logger.debug( + "Fetching pair %s, interval %s, since %s %s...", + pair, ticker_interval, since_ms, s + ) data = await self._api_async.fetch_ohlcv(pair, timeframe=ticker_interval, since=since_ms) @@ -593,7 +604,7 @@ class Exchange(object): except IndexError: logger.exception("Error loading %s. Result was %s.", pair, data) return pair, ticker_interval, [] - logger.debug("done fetching %s, %s ...", pair, ticker_interval) + logger.debug("Done fetching pair %s, interval %s ...", pair, ticker_interval) return pair, ticker_interval, data except ccxt.NotSupported as e: diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py index 924ed538f..fda9c8241 100644 --- a/freqtrade/tests/exchange/test_exchange.py +++ b/freqtrade/tests/exchange/test_exchange.py @@ -1016,7 +1016,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None: exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]) assert exchange._api_async.fetch_ohlcv.call_count == 2 - assert log_has(f"Using cached ohlcv data for {pairs[0][0]}, {pairs[0][1]} ...", + assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, interval {pairs[0][1]} ...", caplog.record_tuples) From e335e6c480350e8b7c91939cfae99e5ec9c91170 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 May 2019 13:40:07 +0200 Subject: [PATCH 243/417] Fix some wordings --- docs/docker.md | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/docs/docker.md b/docs/docker.md index 767cabf01..939ab3f7d 100644 --- a/docs/docker.md +++ b/docs/docker.md @@ -8,7 +8,7 @@ Start by downloading and installing Docker CE for your platform: * [Windows](https://docs.docker.com/docker-for-windows/install/) * [Linux](https://docs.docker.com/install/) -Once you have Docker installed, simply create the config file (e.g. `config.json`) and run the image for `freqtrade` as explained below. +Once you have Docker installed, simply prepare the config file (e.g. `config.json`) and run the image for `freqtrade` as explained below. ## Download the official FreqTrade docker image @@ -74,7 +74,7 @@ touch tradesv3.dryrun.sqlite Best start by pulling the official docker image from dockerhub as explained [here](#download-the-official-docker-image) to speed up building. -To add additional libaries to your docker image, best check out [Dockerfile.technical](https://github.com/freqtrade/freqtrade/blob/develop/Dockerfile.technical) which adds the [technical](https://github.com/freqtrade/technical) module to the image. +To add additional libraries to your docker image, best check out [Dockerfile.technical](https://github.com/freqtrade/freqtrade/blob/develop/Dockerfile.technical) which adds the [technical](https://github.com/freqtrade/technical) module to the image. ```bash docker build -t freqtrade -f Dockerfile.technical . @@ -164,7 +164,7 @@ docker run -d \ To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite` !!! Note - All available command line arguments can be added to the end of the `docker run` command. + All available bot command line parameters can be added to the end of the `docker run` command. ### Monitor your Docker instance @@ -201,4 +201,4 @@ docker run -d \ Head over to the [Backtesting Documentation](backtesting.md) for more details. !!! Note - Additional parameters can be appended after the image name (`freqtrade` in the above example). + Additional bot command line parameters can be appended after the image name (`freqtrade` in the above example). From dab4307e04dd3ccbe3f860113a4ace43463d4fb9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 May 2019 14:40:03 +0200 Subject: [PATCH 244/417] Add secure way to genreate password, warn if no password is defined --- docs/rest-api.md | 7 +++++++ freqtrade/rpc/api_server.py | 4 ++++ freqtrade/tests/rpc/test_rpc_apiserver.py | 10 +++++++--- 3 files changed, 18 insertions(+), 3 deletions(-) diff --git a/docs/rest-api.md b/docs/rest-api.md index 535163da4..0508f83e4 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -24,6 +24,13 @@ Sample configuration: You can then access the API by going to `http://127.0.0.1:8080/api/v1/version` to check if the API is running correctly. +To generate a secure password, either use a password manager, or use the below code snipped. + +``` python +import secrets +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. diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 14b15a3df..711202b27 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -106,6 +106,10 @@ class ApiServer(RPC): logger.warning("SECURITY WARNING - This is insecure please set to your loopback," "e.g 127.0.0.1 in config.json") + if not self._config['api_server'].get('password'): + logger.warning("SECURITY WARNING - No password for local REST Server defined. " + "Please make sure that this is intentional!") + # Run the Server logger.info('Starting Local Rest Server.') try: diff --git a/freqtrade/tests/rpc/test_rpc_apiserver.py b/freqtrade/tests/rpc/test_rpc_apiserver.py index 4c3aea89a..b7721fd8e 100644 --- a/freqtrade/tests/rpc/test_rpc_apiserver.py +++ b/freqtrade/tests/rpc/test_rpc_apiserver.py @@ -156,7 +156,9 @@ def test_api_run(default_conf, mocker, caplog): server_mock.reset_mock() apiserver._config.update({"api_server": {"enabled": True, "listen_ip_address": "0.0.0.0", - "listen_port": "8089"}}) + "listen_port": "8089", + "password": "", + }}) apiserver.run() assert server_mock.call_count == 1 @@ -170,13 +172,15 @@ def test_api_run(default_conf, mocker, caplog): assert log_has("SECURITY WARNING - This is insecure please set to your loopback," "e.g 127.0.0.1 in config.json", caplog.record_tuples) + assert log_has("SECURITY WARNING - No password for local REST Server defined. " + "Please make sure that this is intentional!", + caplog.record_tuples) # Test crashing flask caplog.clear() mocker.patch('freqtrade.rpc.api_server.make_server', MagicMock(side_effect=Exception)) apiserver.run() - assert log_has("Api server failed to start.", - caplog.record_tuples) + assert log_has("Api server failed to start.", caplog.record_tuples) def test_api_cleanup(default_conf, mocker, caplog): From 1988662607842601b7d1813c074a07bcf9b48a13 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 May 2019 20:19:06 +0200 Subject: [PATCH 245/417] Update plot-script to work with exported trades --- scripts/plot_dataframe.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 7fdc607e0..cc54bfff2 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -74,7 +74,7 @@ def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFram file = Path(args.exportfilename) if file.exists(): - load_backtest_data(file) + trades = load_backtest_data(file) else: trades = pd.DataFrame([], columns=BT_DATA_COLUMNS) From 196a1bcc267696379efb539136a37f29399c92d9 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 27 May 2019 15:29:06 +0000 Subject: [PATCH 246/417] Update ccxt from 1.18.551 to 1.18.578 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 3f755b8c0..1defdf19e 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.551 +ccxt==1.18.578 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.2 From bfb6dc4a8ea4eb031ef554c0b299fc4b9d380327 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 27 May 2019 15:29:07 +0000 Subject: [PATCH 247/417] Update cachetools from 3.1.0 to 3.1.1 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 1defdf19e..e885e3e0f 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -4,7 +4,7 @@ ccxt==1.18.578 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.2 -cachetools==3.1.0 +cachetools==3.1.1 requests==2.22.0 urllib3==1.24.2 # pyup: ignore wrapt==1.11.1 From 09e037c96ec2a0b1edaefef1f3641f0b7e8b6bc5 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 27 May 2019 15:29:09 +0000 Subject: [PATCH 248/417] Update scikit-learn from 0.21.1 to 0.21.2 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index e885e3e0f..b149abacd 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -8,7 +8,7 @@ cachetools==3.1.1 requests==2.22.0 urllib3==1.24.2 # pyup: ignore wrapt==1.11.1 -scikit-learn==0.21.1 +scikit-learn==0.21.2 joblib==0.13.2 jsonschema==3.0.1 TA-Lib==0.4.17 From f7766d305b73d01ee90d7f45bfca5bbee30dfefd Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 27 May 2019 19:42:12 +0200 Subject: [PATCH 249/417] Improve plotting documentation --- docs/plotting.md | 55 +++++++++++++++++++++++++++++++----------------- 1 file changed, 36 insertions(+), 19 deletions(-) diff --git a/docs/plotting.md b/docs/plotting.md index 60c642ab3..20183ab9c 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -1,63 +1,79 @@ # Plotting + This page explains how to plot prices, indicator, profits. ## Installation Plotting scripts use Plotly library. Install/upgrade it with: -``` -pip install --upgrade plotly +``` bash +pip install -U -r requirements-plot.txt ``` At least version 2.3.0 is required. ## Plot price and indicators + Usage for the price plotter: -``` -script/plot_dataframe.py [-h] [-p pairs] [--live] +``` bash +python3 script/plot_dataframe.py [-h] [-p pairs] [--live] ``` Example -``` -python scripts/plot_dataframe.py -p BTC/ETH + +``` bash +python3 scripts/plot_dataframe.py -p BTC/ETH ``` The `-p` pairs argument, can be used to specify pairs you would like to plot. -**Advanced use** +### Advanced use To plot multiple pairs, separate them with a comma: -``` -python scripts/plot_dataframe.py -p BTC/ETH,XRP/ETH + +``` bash +python3 scripts/plot_dataframe.py -p BTC/ETH,XRP/ETH ``` To plot the current live price use the `--live` flag: -``` -python scripts/plot_dataframe.py -p BTC/ETH --live + +``` bash +python3 scripts/plot_dataframe.py -p BTC/ETH --live ``` To plot a timerange (to zoom in): + +``` bash +python3 scripts/plot_dataframe.py -p BTC/ETH --timerange=100-200 ``` -python scripts/plot_dataframe.py -p BTC/ETH --timerange=100-200 -``` + Timerange doesn't work with live data. To plot trades stored in a database use `--db-url` argument: + +``` bash +python3 scripts/plot_dataframe.py --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH ``` -python scripts/plot_dataframe.py --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH + +To polt trades from a backtesting result, use `--export-filename ` + +``` bash +python3 scripts/plot_dataframe.py --export-filename user_data/backtest_data/backtest-result.json -p BTC/ETH ``` To plot a test strategy the strategy should have first be backtested. The results may then be plotted with the -s argument: -``` -python scripts/plot_dataframe.py -s Strategy_Name -p BTC/ETH --datadir user_data/data// + +``` bash +python3 scripts/plot_dataframe.py -s Strategy_Name -p BTC/ETH --datadir user_data/data// ``` ## Plot profit The profit plotter show a picture with three plots: + 1) Average closing price for all pairs 2) The summarized profit made by backtesting. Note that this is not the real-world profit, but @@ -76,13 +92,14 @@ that makes profit spikes. Usage for the profit plotter: -``` -script/plot_profit.py [-h] [-p pair] [--datadir directory] [--ticker_interval num] +``` bash +python3 script/plot_profit.py [-h] [-p pair] [--datadir directory] [--ticker_interval num] ``` The `-p` pair argument, can be used to plot a single pair Example -``` + +``` bash python3 scripts/plot_profit.py --datadir ../freqtrade/freqtrade/tests/testdata-20171221/ -p LTC/BTC ``` From 8b028068bbe22b3aa0988c830aeb85316ee844e0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 28 May 2019 07:06:26 +0200 Subject: [PATCH 250/417] Fix typos, add section for custom indicators --- docs/plotting.md | 20 ++++++++++++-------- 1 file changed, 12 insertions(+), 8 deletions(-) diff --git a/docs/plotting.md b/docs/plotting.md index 20183ab9c..eb72b0502 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -1,6 +1,6 @@ # Plotting -This page explains how to plot prices, indicator, profits. +This page explains how to plot prices, indicators and profits. ## Installation @@ -10,8 +10,6 @@ Plotting scripts use Plotly library. Install/upgrade it with: pip install -U -r requirements-plot.txt ``` -At least version 2.3.0 is required. - ## Plot price and indicators Usage for the price plotter: @@ -26,8 +24,14 @@ Example python3 scripts/plot_dataframe.py -p BTC/ETH ``` -The `-p` pairs argument, can be used to specify -pairs you would like to plot. +The `-p` pairs argument can be used to specify pairs you would like to plot. + +Specify custom indicators. +Use `--indicators1` for the main plot and `--indicators2` for the subplot below (if values are in a different range than prices). + +``` bash +python3 scripts/plot_dataframe.py -p BTC/ETH --indicators1 sma,ema --indicators2 macd +``` ### Advanced use @@ -57,13 +61,13 @@ To plot trades stored in a database use `--db-url` argument: python3 scripts/plot_dataframe.py --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH ``` -To polt trades from a backtesting result, use `--export-filename ` +To plot trades from a backtesting result, use `--export-filename ` ``` bash python3 scripts/plot_dataframe.py --export-filename user_data/backtest_data/backtest-result.json -p BTC/ETH ``` -To plot a test strategy the strategy should have first be backtested. +To plot a custom strategy the strategy should have first be backtested. The results may then be plotted with the -s argument: ``` bash @@ -72,7 +76,7 @@ python3 scripts/plot_dataframe.py -s Strategy_Name -p BTC/ETH --datadir user_dat ## Plot profit -The profit plotter show a picture with three plots: +The profit plotter shows a picture with three plots: 1) Average closing price for all pairs 2) The summarized profit made by backtesting. From 89f44c10a1d17e673a105b062d98857e0ee948ab Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 28 May 2019 19:20:41 +0200 Subject: [PATCH 251/417] Fix grammar error --- docs/plotting.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/plotting.md b/docs/plotting.md index eb72b0502..6dc3d13b1 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -87,7 +87,7 @@ The profit plotter shows a picture with three plots: The first graph is good to get a grip of how the overall market progresses. -The second graph will show how you algorithm works or doesnt. +The second graph will show how your algorithm works or doesn't. Perhaps you want an algorithm that steadily makes small profits, or one that acts less seldom, but makes big swings. From 55bdd2643954a38cfe6ebb144edfc04b84339894 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 28 May 2019 19:25:01 +0200 Subject: [PATCH 252/417] Edgecli -> Edge for Runmode and start_edge() --- freqtrade/arguments.py | 4 ++-- freqtrade/optimize/__init__.py | 4 ++-- freqtrade/state.py | 4 ++-- freqtrade/tests/optimize/test_edge_cli.py | 12 ++++++------ 4 files changed, 12 insertions(+), 12 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index d6f0063d0..ddc0dc489 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -340,7 +340,7 @@ class Arguments(object): Builds and attaches all subcommands :return: None """ - from freqtrade.optimize import start_backtesting, start_hyperopt, start_edgecli + from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge subparsers = self.parser.add_subparsers(dest='subparser') @@ -352,7 +352,7 @@ class Arguments(object): # Add edge subcommand edge_cmd = subparsers.add_parser('edge', help='Edge module.') - edge_cmd.set_defaults(func=start_edgecli) + edge_cmd.set_defaults(func=start_edge) self.optimizer_shared_options(edge_cmd) self.edge_options(edge_cmd) diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index cb01950b4..475aaa82f 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -99,7 +99,7 @@ def start_hyperopt(args: Namespace) -> None: # Same in Edge and Backtesting start() functions. -def start_edgecli(args: Namespace) -> None: +def start_edge(args: Namespace) -> None: """ Start Edge script :param args: Cli args from Arguments() @@ -107,7 +107,7 @@ def start_edgecli(args: Namespace) -> None: """ from freqtrade.optimize.edge_cli import EdgeCli # Initialize configuration - config = setup_configuration(args, RunMode.EDGECLI) + config = setup_configuration(args, RunMode.EDGE) logger.info('Starting freqtrade in Edge mode') # Initialize Edge object diff --git a/freqtrade/state.py b/freqtrade/state.py index b69c26cb5..ce2683a77 100644 --- a/freqtrade/state.py +++ b/freqtrade/state.py @@ -18,11 +18,11 @@ class State(Enum): class RunMode(Enum): """ Bot running mode (backtest, hyperopt, ...) - can be "live", "dry-run", "backtest", "edgecli", "hyperopt". + can be "live", "dry-run", "backtest", "edge", "hyperopt". """ LIVE = "live" DRY_RUN = "dry_run" BACKTEST = "backtest" - EDGECLI = "edgecli" + EDGE = "edge" HYPEROPT = "hyperopt" OTHER = "other" # Used for plotting scripts and test diff --git a/freqtrade/tests/optimize/test_edge_cli.py b/freqtrade/tests/optimize/test_edge_cli.py index dc40cc85c..5d16b0f2d 100644 --- a/freqtrade/tests/optimize/test_edge_cli.py +++ b/freqtrade/tests/optimize/test_edge_cli.py @@ -7,7 +7,7 @@ from unittest.mock import MagicMock from freqtrade.arguments import Arguments from freqtrade.edge import PairInfo -from freqtrade.optimize import start_edgecli, setup_configuration +from freqtrade.optimize import start_edge, setup_configuration from freqtrade.optimize.edge_cli import EdgeCli from freqtrade.state import RunMode from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange @@ -28,8 +28,8 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> 'edge' ] - config = setup_configuration(get_args(args), RunMode.EDGECLI) - assert config['runmode'] == RunMode.EDGECLI + config = setup_configuration(get_args(args), RunMode.EDGE) + assert config['runmode'] == RunMode.EDGE assert 'max_open_trades' in config assert 'stake_currency' in config @@ -68,14 +68,14 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N '--stoplosses=-0.01,-0.10,-0.001' ] - config = setup_configuration(get_args(args), RunMode.EDGECLI) + config = setup_configuration(get_args(args), RunMode.EDGE) assert 'max_open_trades' in config assert 'stake_currency' in config assert 'stake_amount' in config assert 'exchange' in config assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config - assert config['runmode'] == RunMode.EDGECLI + assert config['runmode'] == RunMode.EDGE assert log_has( 'Using data folder: {} ...'.format(config['datadir']), caplog.record_tuples @@ -107,7 +107,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None: 'edge' ] args = get_args(args) - start_edgecli(args) + start_edge(args) assert log_has( 'Starting freqtrade in Edge mode', caplog.record_tuples From 536c8fa4549715ab6bd63d35ef7b0b4a1223f385 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 28 May 2019 23:04:39 +0300 Subject: [PATCH 253/417] move python version check to the top --- freqtrade/main.py | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 809ab3c7a..35fbccfa3 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -3,8 +3,14 @@ Main Freqtrade bot script. Read the documentation to know what cli arguments you need. """ -import logging + import sys +# check min. python version +if sys.version_info < (3, 6): + sys.exit("Freqtrade requires Python version >= 3.6") + +# flake8: noqa E402 +import logging from argparse import Namespace from typing import List @@ -26,10 +32,6 @@ def main(sysargv: List[str]) -> None: worker = None return_code = 1 - # check min. python version - if sys.version_info < (3, 6): - raise SystemError("Freqtrade requires Python version >= 3.6") - arguments = Arguments( sysargv, 'Free, open source crypto trading bot' From 58477dcd8205784ba58c69233229f285fb272c20 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 28 May 2019 23:25:19 +0300 Subject: [PATCH 254/417] cleanup: return after cmd removed in main() --- freqtrade/main.py | 9 ++++----- 1 file changed, 4 insertions(+), 5 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 35fbccfa3..d8c447800 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -44,11 +44,10 @@ def main(sysargv: List[str]) -> None: args.func(args) # TODO: fetch return_code as returned by the command function here return_code = 0 - return - - # Load and run worker - worker = Worker(args) - worker.run() + else: + # Load and run worker + worker = Worker(args) + worker.run() except KeyboardInterrupt: logger.info('SIGINT received, aborting ...') From db2e6f2d1c9a25c077f660c1738bc65b64f26a7e Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 28 May 2019 23:25:53 +0300 Subject: [PATCH 255/417] tests adjusted --- freqtrade/tests/test_main.py | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index e4ffc5fae..9e7cc4a66 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -20,7 +20,9 @@ def test_parse_args_backtesting(mocker) -> None: further argument parsing is done in test_arguments.py """ backtesting_mock = mocker.patch('freqtrade.optimize.backtesting.start', MagicMock()) - main(['backtesting']) + # it's sys.exit(0) at the end of backtesting + with pytest.raises(SystemExit): + main(['backtesting']) assert backtesting_mock.call_count == 1 call_args = backtesting_mock.call_args[0][0] assert call_args.config == ['config.json'] @@ -33,7 +35,9 @@ def test_parse_args_backtesting(mocker) -> None: def test_main_start_hyperopt(mocker) -> None: hyperopt_mock = mocker.patch('freqtrade.optimize.hyperopt.start', MagicMock()) - main(['hyperopt']) + # it's sys.exit(0) at the end of hyperopt + with pytest.raises(SystemExit): + main(['hyperopt']) assert hyperopt_mock.call_count == 1 call_args = hyperopt_mock.call_args[0][0] assert call_args.config == ['config.json'] From ea83b2b1d0542adc299513c2876963a433cea987 Mon Sep 17 00:00:00 2001 From: Misagh Date: Wed, 29 May 2019 14:17:09 +0200 Subject: [PATCH 256/417] legacy code removed. --- user_data/strategies/test_strategy.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py index 3cb78842f..66a5f8c09 100644 --- a/user_data/strategies/test_strategy.py +++ b/user_data/strategies/test_strategy.py @@ -51,7 +51,7 @@ class TestStrategy(IStrategy): ticker_interval = '5m' # run "populate_indicators" only for new candle - ta_on_candle = False + process_only_new_candles = False # Experimental settings (configuration will overide these if set) use_sell_signal = False From 7406edfd8fcad1b5104e470f43c862cf70ed4cc1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 14:51:50 +0200 Subject: [PATCH 257/417] Move set_loggers to main() --- freqtrade/__main__.py | 1 - freqtrade/main.py | 18 +++++++++++++++++- 2 files changed, 17 insertions(+), 2 deletions(-) diff --git a/freqtrade/__main__.py b/freqtrade/__main__.py index 7d271dfd1..628fc930f 100644 --- a/freqtrade/__main__.py +++ b/freqtrade/__main__.py @@ -11,5 +11,4 @@ import sys from freqtrade import main if __name__ == '__main__': - main.set_loggers() main.main(sys.argv[1:]) diff --git a/freqtrade/main.py b/freqtrade/main.py index d8c447800..d0e783808 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -28,7 +28,24 @@ def main(sysargv: List[str]) -> None: This function will initiate the bot and start the trading loop. :return: None """ + set_loggers() + arguments = Arguments( + sysargv, + 'Free, open source crypto trading bot' + ) + args: Namespace = arguments.get_parsed_arg() + + # A subcommand has been issued. + # Means if Backtesting or Hyperopt have been called we exit the bot + if hasattr(args, 'func'): + args.func(args) + return + + worker = None + return_code = 1 try: + set_loggers() + worker = None return_code = 1 @@ -64,5 +81,4 @@ def main(sysargv: List[str]) -> None: if __name__ == '__main__': - set_loggers() main(sys.argv[1:]) From 17d614c66a4ab39484b13582061e846d637d7b4f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 15:07:52 +0200 Subject: [PATCH 258/417] Remove binary script - allow None arguemnts --- bin/freqtrade | 7 ------- freqtrade/__main__.py | 4 +--- freqtrade/main.py | 4 ++-- 3 files changed, 3 insertions(+), 12 deletions(-) delete mode 100755 bin/freqtrade diff --git a/bin/freqtrade b/bin/freqtrade deleted file mode 100755 index e7ae7a4ca..000000000 --- a/bin/freqtrade +++ /dev/null @@ -1,7 +0,0 @@ -#!/usr/bin/env python3 - -import sys - -from freqtrade.main import main, set_loggers -set_loggers() -main(sys.argv[1:]) diff --git a/freqtrade/__main__.py b/freqtrade/__main__.py index 628fc930f..97ed9ae67 100644 --- a/freqtrade/__main__.py +++ b/freqtrade/__main__.py @@ -6,9 +6,7 @@ To launch Freqtrade as a module > python -m freqtrade (with Python >= 3.6) """ -import sys - from freqtrade import main if __name__ == '__main__': - main.main(sys.argv[1:]) + main.main() diff --git a/freqtrade/main.py b/freqtrade/main.py index d0e783808..9fc8c9d0c 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -23,7 +23,7 @@ from freqtrade.worker import Worker logger = logging.getLogger('freqtrade') -def main(sysargv: List[str]) -> None: +def main(sysargv: List[str] = None) -> None: """ This function will initiate the bot and start the trading loop. :return: None @@ -81,4 +81,4 @@ def main(sysargv: List[str]) -> None: if __name__ == '__main__': - main(sys.argv[1:]) + main() From c5ef700eb700dd30d58d6b4d0236e1ec352e361d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 15:08:35 +0200 Subject: [PATCH 259/417] Use autogenerated entrypoint --- setup.py | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/setup.py b/setup.py index 35fdb2938..ca2f81d1f 100644 --- a/setup.py +++ b/setup.py @@ -17,7 +17,6 @@ setup(name='freqtrade', author_email='michael.egger@tsn.at', license='GPLv3', packages=['freqtrade'], - scripts=['bin/freqtrade'], setup_requires=['pytest-runner', 'numpy'], tests_require=['pytest', 'pytest-mock', 'pytest-cov'], install_requires=[ @@ -43,6 +42,11 @@ setup(name='freqtrade', ], include_package_data=True, zip_safe=False, + entry_points={ + 'console_scripts': [ + 'freqtrade = freqtrade.main:main', + ], + }, classifiers=[ 'Programming Language :: Python :: 3.6', 'License :: OSI Approved :: GNU General Public License v3 (GPLv3)', From 22144d89fc3cf4c69a7bef6db3b9a33b0dd9e6ac Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 May 2019 15:31:30 +0200 Subject: [PATCH 260/417] Fix mypy error --- freqtrade/arguments.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index ddc0dc489..89b587c6f 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -27,7 +27,7 @@ class Arguments(object): Arguments Class. Manage the arguments received by the cli """ - def __init__(self, args: List[str], description: str) -> None: + def __init__(self, args: Optional[List[str]], description: str) -> None: self.args = args self.parsed_arg: Optional[argparse.Namespace] = None self.parser = argparse.ArgumentParser(description=description) From 9e4dd6f37f7f698c4ae92a91b2293bd9fa2a46ba Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 27 May 2019 19:27:24 +0200 Subject: [PATCH 261/417] Read bin/freqtrade with deprecation warning --- bin/freqtrade | 13 +++++++++++++ 1 file changed, 13 insertions(+) create mode 100755 bin/freqtrade diff --git a/bin/freqtrade b/bin/freqtrade new file mode 100755 index 000000000..b9e3a7008 --- /dev/null +++ b/bin/freqtrade @@ -0,0 +1,13 @@ +#!/usr/bin/env python3 + +import sys +import warnings + +from freqtrade.main import main, set_loggers + +set_loggers() + +warnings.warn( + "Deprecated - To continue to run the bot like this, please run `pip install -e .` again.", + DeprecationWarning) +main(sys.argv[1:]) From 7b367818fc79366c883ee06a6de6b8b57b75e95e Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 29 May 2019 19:46:46 +0200 Subject: [PATCH 262/417] Remove duplicate code --- freqtrade/main.py | 14 -------------- 1 file changed, 14 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 9fc8c9d0c..4b1decdc5 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -28,21 +28,7 @@ def main(sysargv: List[str] = None) -> None: This function will initiate the bot and start the trading loop. :return: None """ - set_loggers() - arguments = Arguments( - sysargv, - 'Free, open source crypto trading bot' - ) - args: Namespace = arguments.get_parsed_arg() - # A subcommand has been issued. - # Means if Backtesting or Hyperopt have been called we exit the bot - if hasattr(args, 'func'): - args.func(args) - return - - worker = None - return_code = 1 try: set_loggers() From d7bebc4385cf833aa69732343ec7d62fd36f6762 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 29 May 2019 19:54:47 +0200 Subject: [PATCH 263/417] persistence.init does not need the config dict --- freqtrade/freqtradebot.py | 2 +- freqtrade/persistence.py | 5 ++--- freqtrade/tests/test_persistence.py | 24 ++++++++++++------------ scripts/plot_dataframe.py | 2 +- 4 files changed, 16 insertions(+), 17 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 8b29d6d40..1a5187d8c 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -73,7 +73,7 @@ class FreqtradeBot(object): self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist'] - persistence.init(self.config) + persistence.init(self.config.get('db_url', None), self.config.get('dry_run', False)) # Set initial bot state from config initial_state = self.config.get('initial_state') diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index e64e0b89c..5218b793a 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -25,7 +25,7 @@ _DECL_BASE: Any = declarative_base() _SQL_DOCS_URL = 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls' -def init(config: Dict) -> None: +def init(db_url: str, dry_run: bool = False) -> None: """ Initializes this module with the given config, registers all known command handlers @@ -33,7 +33,6 @@ def init(config: Dict) -> None: :param config: config to use :return: None """ - db_url = config.get('db_url', None) kwargs = {} # Take care of thread ownership if in-memory db @@ -57,7 +56,7 @@ def init(config: Dict) -> None: check_migrate(engine) # Clean dry_run DB if the db is not in-memory - if config.get('dry_run', False) and db_url != 'sqlite://': + if dry_run and db_url != 'sqlite://': clean_dry_run_db() diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py index 8c15fa8e8..7e47abf39 100644 --- a/freqtrade/tests/test_persistence.py +++ b/freqtrade/tests/test_persistence.py @@ -13,12 +13,12 @@ from freqtrade.tests.conftest import log_has @pytest.fixture(scope='function') def init_persistence(default_conf): - init(default_conf) + init(default_conf['db_url'], default_conf['dry_run']) def test_init_create_session(default_conf): # Check if init create a session - init(default_conf) + init(default_conf['db_url'], default_conf['dry_run']) assert hasattr(Trade, 'session') assert 'Session' in type(Trade.session).__name__ @@ -28,7 +28,7 @@ def test_init_custom_db_url(default_conf, mocker): default_conf.update({'db_url': 'sqlite:///tmp/freqtrade2_test.sqlite'}) create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) - init(default_conf) + init(default_conf['db_url'], default_conf['dry_run']) assert create_engine_mock.call_count == 1 assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite' @@ -37,7 +37,7 @@ def test_init_invalid_db_url(default_conf): # Update path to a value other than default, but still in-memory default_conf.update({'db_url': 'unknown:///some.url'}) with pytest.raises(OperationalException, match=r'.*no valid database URL*'): - init(default_conf) + init(default_conf['db_url'], default_conf['dry_run']) def test_init_prod_db(default_conf, mocker): @@ -46,7 +46,7 @@ def test_init_prod_db(default_conf, mocker): create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) - init(default_conf) + init(default_conf['db_url'], default_conf['dry_run']) assert create_engine_mock.call_count == 1 assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite' @@ -57,7 +57,7 @@ def test_init_dryrun_db(default_conf, mocker): create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) - init(default_conf) + init(default_conf['db_url'], default_conf['dry_run']) assert create_engine_mock.call_count == 1 assert create_engine_mock.mock_calls[0][1][0] == 'sqlite://' @@ -336,8 +336,8 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee): assert trade.calc_profit_percent(fee=0.003) == 0.06147824 +@pytest.mark.usefixtures("init_persistence") def test_clean_dry_run_db(default_conf, fee): - init(default_conf) # Simulate dry_run entries trade = Trade( @@ -424,7 +424,7 @@ def test_migrate_old(mocker, default_conf, fee): engine.execute(create_table_old) engine.execute(insert_table_old) # Run init to test migration - init(default_conf) + init(default_conf['db_url'], default_conf['dry_run']) assert len(Trade.query.filter(Trade.id == 1).all()) == 1 trade = Trade.query.filter(Trade.id == 1).first() @@ -497,7 +497,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog): engine.execute("create table trades_bak1 as select * from trades") # Run init to test migration - init(default_conf) + init(default_conf['db_url'], default_conf['dry_run']) assert len(Trade.query.filter(Trade.id == 1).all()) == 1 trade = Trade.query.filter(Trade.id == 1).first() @@ -566,7 +566,7 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog): engine.execute(insert_table_old) # Run init to test migration - init(default_conf) + init(default_conf['db_url'], default_conf['dry_run']) assert len(Trade.query.filter(Trade.id == 1).all()) == 1 trade = Trade.query.filter(Trade.id == 1).first() @@ -668,8 +668,8 @@ def test_adjust_min_max_rates(fee): assert trade.min_rate == 0.96 +@pytest.mark.usefixtures("init_persistence") def test_get_open(default_conf, fee): - init(default_conf) # Simulate dry_run entries trade = Trade( @@ -713,8 +713,8 @@ def test_get_open(default_conf, fee): assert len(Trade.get_open_trades()) == 2 +@pytest.mark.usefixtures("init_persistence") def test_to_json(default_conf, fee): - init(default_conf) # Simulate dry_run entries trade = Trade( diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index ba549deb5..49ae857b6 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -55,7 +55,7 @@ timeZone = pytz.UTC def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFrame: trades: pd.DataFrame = pd.DataFrame() if args.db_url: - persistence.init(_CONF) + persistence.init(args.db_url, True) columns = ["pair", "profit", "open_time", "close_time", "open_rate", "close_rate", "duration"] From c2f6897d8b722a1c92cd845f63adfe1270c7bff7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 29 May 2019 20:10:48 +0200 Subject: [PATCH 264/417] Move download of live data to load_data Avoids code duplication in backtesting and plot_dataframe --- freqtrade/data/history.py | 26 +++++++++++++++++--------- freqtrade/optimize/backtesting.py | 29 +++++++++++------------------ 2 files changed, 28 insertions(+), 27 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index e0f9f67db..29a7f3478 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -122,21 +122,29 @@ def load_data(datadir: Optional[Path], refresh_pairs: bool = False, exchange: Optional[Exchange] = None, timerange: TimeRange = TimeRange(None, None, 0, 0), - fill_up_missing: bool = True) -> Dict[str, DataFrame]: + fill_up_missing: bool = True, + live: bool = False + ) -> Dict[str, DataFrame]: """ Loads ticker history data for a list of pairs the given parameters :return: dict(:) """ result = {} + if live: + logger.info('Live: Downloading data for all defined pairs ...') + exchange.refresh_latest_ohlcv([(pair, ticker_interval) for pair in pairs]) + result = {key[0]: value for key, value in exchange._klines.items() if value is not None} + else: + logger.info('Using local backtesting data ...') - for pair in pairs: - hist = load_pair_history(pair=pair, ticker_interval=ticker_interval, - datadir=datadir, timerange=timerange, - refresh_pairs=refresh_pairs, - exchange=exchange, - fill_up_missing=fill_up_missing) - if hist is not None: - result[pair] = hist + for pair in pairs: + hist = load_pair_history(pair=pair, ticker_interval=ticker_interval, + datadir=datadir, timerange=timerange, + refresh_pairs=refresh_pairs, + exchange=exchange, + fill_up_missing=fill_up_missing) + if hist is not None: + result[pair] = hist return result diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index bdd42943b..76c6556fa 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -401,24 +401,17 @@ class Backtesting(object): logger.info('Using stake_currency: %s ...', self.config['stake_currency']) logger.info('Using stake_amount: %s ...', self.config['stake_amount']) - if self.config.get('live'): - logger.info('Downloading data for all pairs in whitelist ...') - self.exchange.refresh_latest_ohlcv([(pair, self.ticker_interval) for pair in pairs]) - data = {key[0]: value for key, value in self.exchange._klines.items()} - - else: - logger.info('Using local backtesting data (using whitelist in given config) ...') - - timerange = Arguments.parse_timerange(None if self.config.get( - 'timerange') is None else str(self.config.get('timerange'))) - data = history.load_data( - datadir=Path(self.config['datadir']) if self.config.get('datadir') else None, - pairs=pairs, - ticker_interval=self.ticker_interval, - refresh_pairs=self.config.get('refresh_pairs', False), - exchange=self.exchange, - timerange=timerange - ) + timerange = Arguments.parse_timerange(None if self.config.get( + 'timerange') is None else str(self.config.get('timerange'))) + data = history.load_data( + datadir=Path(self.config['datadir']) if self.config.get('datadir') else None, + pairs=pairs, + ticker_interval=self.ticker_interval, + refresh_pairs=self.config.get('refresh_pairs', False), + exchange=self.exchange, + timerange=timerange, + live=self.config.get('live', False) + ) if not data: logger.critical("No data found. Terminating.") From 15984b5c432b0f19fc1a8ace8ab6f36427b16e02 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 29 May 2019 20:25:07 +0200 Subject: [PATCH 265/417] Adjust some tests - implement new "live" method to plot_script --- freqtrade/data/history.py | 13 ++++++--- freqtrade/tests/data/test_history.py | 29 +++++++++++++++++++- freqtrade/tests/optimize/test_backtesting.py | 7 ++--- scripts/plot_dataframe.py | 24 ++++++---------- 4 files changed, 49 insertions(+), 24 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 29a7f3478..2dacce8c6 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -129,11 +129,16 @@ def load_data(datadir: Optional[Path], Loads ticker history data for a list of pairs the given parameters :return: dict(:) """ - result = {} + result: Dict[str, DataFrame] = {} if live: - logger.info('Live: Downloading data for all defined pairs ...') - exchange.refresh_latest_ohlcv([(pair, ticker_interval) for pair in pairs]) - result = {key[0]: value for key, value in exchange._klines.items() if value is not None} + if exchange: + logger.info('Live: Downloading data for all defined pairs ...') + exchange.refresh_latest_ohlcv([(pair, ticker_interval) for pair in pairs]) + result = {key[0]: value for key, value in exchange._klines.items() if value is not None} + else: + raise OperationalException( + "Exchange needs to be initialized when using live data." + ) else: logger.info('Using local backtesting data ...') diff --git a/freqtrade/tests/data/test_history.py b/freqtrade/tests/data/test_history.py index 4d70d4cdd..a13bc34af 100644 --- a/freqtrade/tests/data/test_history.py +++ b/freqtrade/tests/data/test_history.py @@ -5,6 +5,7 @@ import os import uuid from pathlib import Path from shutil import copyfile +from unittest.mock import MagicMock import arrow import pytest @@ -20,7 +21,8 @@ from freqtrade.data.history import (download_pair_history, from freqtrade.exchange import timeframe_to_minutes from freqtrade.misc import file_dump_json from freqtrade.strategy.default_strategy import DefaultStrategy -from freqtrade.tests.conftest import get_patched_exchange, log_has, patch_exchange +from freqtrade.tests.conftest import (get_patched_exchange, log_has, + patch_exchange) # Change this if modifying UNITTEST/BTC testdatafile _BTC_UNITTEST_LENGTH = 13681 @@ -136,6 +138,31 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau _clean_test_file(file) +def test_load_data_live(default_conf, mocker, caplog) -> None: + refresh_mock = MagicMock() + mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock) + exchange = get_patched_exchange(mocker, default_conf) + + history.load_data(datadir=None, ticker_interval='5m', + pairs=['UNITTEST/BTC', 'UNITTEST2/BTC'], + live=True, + exchange=exchange) + assert refresh_mock.call_count == 1 + assert len(refresh_mock.call_args_list[0][0][0]) == 2 + assert log_has('Live: Downloading data for all defined pairs ...', caplog.record_tuples) + + +def test_load_data_live_noexchange(default_conf, mocker, caplog) -> None: + + with pytest.raises(OperationalException, + match=r'Exchange needs to be initialized when using live data.'): + history.load_data(datadir=None, ticker_interval='5m', + pairs=['UNITTEST/BTC', 'UNITTEST2/BTC'], + exchange=None, + live=True, + ) + + def test_testdata_path() -> None: assert str(Path('freqtrade') / 'tests' / 'testdata') in str(make_testdata_path(None)) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 5b42cae34..3f88a8d6c 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -105,7 +105,7 @@ def simple_backtest(config, contour, num_results, mocker) -> None: def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, - timerange=None, exchange=None): + timerange=None, exchange=None, live=False): tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange) pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', fill_missing=True)} return pairdata @@ -492,7 +492,6 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None: backtesting.start() # check the logs, that will contain the backtest result exists = [ - 'Using local backtesting data (using whitelist in given config) ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', 'Backtesting with data from 2017-11-14T21:17:00+00:00 ' @@ -857,7 +856,7 @@ def test_backtest_start_live(default_conf, mocker, caplog): 'Using data folder: freqtrade/tests/testdata ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', - 'Downloading data for all pairs in whitelist ...', + 'Live: Downloading data for all defined pairs ...', 'Backtesting with data from 2017-11-14T19:31:00+00:00 ' 'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'Parameter --enable-position-stacking detected ...' @@ -916,7 +915,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog): 'Using data folder: freqtrade/tests/testdata ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', - 'Downloading data for all pairs in whitelist ...', + 'Live: Downloading data for all defined pairs ...', 'Backtesting with data from 2017-11-14T19:31:00+00:00 ' 'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'Parameter --enable-position-stacking detected ...', diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index ba549deb5..27932b559 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -139,21 +139,15 @@ def get_tickers_data(strategy, exchange, pairs: List[str], args): ticker_interval = strategy.ticker_interval timerange = Arguments.parse_timerange(args.timerange) - tickers = {} - if args.live: - logger.info('Downloading pairs.') - exchange.refresh_latest_ohlcv([(pair, ticker_interval) for pair in pairs]) - for pair in pairs: - tickers[pair] = exchange.klines((pair, ticker_interval)) - else: - tickers = history.load_data( - datadir=Path(str(_CONF.get("datadir"))), - pairs=pairs, - ticker_interval=ticker_interval, - refresh_pairs=_CONF.get('refresh_pairs', False), - timerange=timerange, - exchange=Exchange(_CONF) - ) + tickers = history.load_data( + datadir=Path(str(_CONF.get("datadir"))), + pairs=pairs, + ticker_interval=ticker_interval, + refresh_pairs=_CONF.get('refresh_pairs', False), + timerange=timerange, + exchange=Exchange(_CONF), + live=args.live, + ) # No ticker found, impossible to download, len mismatch for pair, data in tickers.copy().items(): From fb88953be330d3e7bbb0d8f15de39087e4737096 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 29 May 2019 21:57:14 +0300 Subject: [PATCH 266/417] refactoring download_backtest_data.py --- freqtrade/arguments.py | 47 +++++++----- freqtrade/configuration.py | 31 +++++--- freqtrade/tests/test_arguments.py | 8 +-- scripts/download_backtest_data.py | 116 +++++++++++++++++------------- 4 files changed, 119 insertions(+), 83 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index ddc0dc489..c94c02a8b 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -47,7 +47,7 @@ class Arguments(object): return self.parsed_arg - def parse_args(self) -> argparse.Namespace: + def parse_args(self, no_default_config: bool = False) -> argparse.Namespace: """ Parses given arguments and returns an argparse Namespace instance. """ @@ -55,7 +55,7 @@ class Arguments(object): # Workaround issue in argparse with action='append' and default value # (see https://bugs.python.org/issue16399) - if parsed_arg.config is None: + if parsed_arg.config is None and not no_default_config: parsed_arg.config = [constants.DEFAULT_CONFIG] return parsed_arg @@ -427,26 +427,24 @@ class Arguments(object): default=None ) - def testdata_dl_options(self) -> None: + def download_data_options(self) -> None: """ Parses given arguments for testdata download """ self.parser.add_argument( - '--pairs-file', - help='File containing a list of pairs to download.', - dest='pairs_file', - default=None, - metavar='PATH', + '-v', '--verbose', + help='Verbose mode (-vv for more, -vvv to get all messages).', + action='count', + dest='loglevel', + default=0, ) - self.parser.add_argument( - '--export', - help='Export files to given dir.', - dest='export', - default=None, - metavar='PATH', + '--logfile', + help='Log to the file specified', + dest='logfile', + type=str, + metavar='FILE' ) - self.parser.add_argument( '-c', '--config', help='Specify configuration file (default: %(default)s). ' @@ -456,7 +454,21 @@ class Arguments(object): type=str, metavar='PATH', ) - + self.parser.add_argument( + '-d', '--datadir', + help='Path to backtest data.', + dest='datadir', + default=None, + type=str, + metavar='PATH', + ) + self.parser.add_argument( + '--pairs-file', + help='File containing a list of pairs to download.', + dest='pairs_file', + default=None, + metavar='PATH', + ) self.parser.add_argument( '--days', help='Download data for given number of days.', @@ -465,7 +477,6 @@ class Arguments(object): metavar='INT', default=None ) - self.parser.add_argument( '--exchange', help='Exchange name (default: %(default)s). Only valid if no config is provided.', @@ -473,7 +484,6 @@ class Arguments(object): type=str, default='bittrex' ) - self.parser.add_argument( '-t', '--timeframes', help='Specify which tickers to download. Space separated list. \ @@ -484,7 +494,6 @@ class Arguments(object): nargs='+', dest='timeframes', ) - self.parser.add_argument( '--erase', help='Clean all existing data for the selected exchange/pairs/timeframes.', diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index c19580c36..58fd1d6d9 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -122,12 +122,11 @@ class Configuration(object): return conf - def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]: + def _load_logging_config(self, config: Dict[str, Any]) -> None: """ - Extract information for sys.argv and load common configuration - :return: configuration as dictionary + Extract information for sys.argv and load logging configuration: + the --loglevel, --logfile options """ - # Log level if 'loglevel' in self.args and self.args.loglevel: config.update({'verbosity': self.args.loglevel}) @@ -153,6 +152,13 @@ class Configuration(object): set_loggers(config['verbosity']) logger.info('Verbosity set to %s', config['verbosity']) + def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]: + """ + Extract information for sys.argv and load common configuration + :return: configuration as dictionary + """ + self._load_logging_config(config) + # Support for sd_notify if self.args.sd_notify: config['internals'].update({'sd_notify': True}) @@ -228,6 +234,17 @@ class Configuration(object): else: logger.info(logstring.format(config[argname])) + def _load_datadir_config(self, config: Dict[str, Any]) -> None: + """ + Extract information for sys.argv and load datadir configuration: + the --datadir option + """ + if 'datadir' in self.args and self.args.datadir: + config.update({'datadir': self._create_datadir(config, self.args.datadir)}) + else: + config.update({'datadir': self._create_datadir(config, None)}) + logger.info('Using data folder: %s ...', config.get('datadir')) + def _load_optimize_config(self, config: Dict[str, Any]) -> Dict[str, Any]: """ Extract information for sys.argv and load Optimize configuration @@ -263,11 +280,7 @@ class Configuration(object): self._args_to_config(config, argname='timerange', logstring='Parameter --timerange detected: {} ...') - if 'datadir' in self.args and self.args.datadir: - config.update({'datadir': self._create_datadir(config, self.args.datadir)}) - else: - config.update({'datadir': self._create_datadir(config, None)}) - logger.info('Using data folder: %s ...', config.get('datadir')) + self._load_datadir_config(config) self._args_to_config(config, argname='refresh_pairs', logstring='Parameter -r/--refresh-pairs-cached detected ...') diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index ecd108b5e..afa42f287 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -170,18 +170,18 @@ def test_parse_args_hyperopt_custom() -> None: assert call_args.func is not None -def test_testdata_dl_options() -> None: +def test_download_data_options() -> None: args = [ '--pairs-file', 'file_with_pairs', - '--export', 'export/folder', + '--datadir', 'datadir/folder', '--days', '30', '--exchange', 'binance' ] arguments = Arguments(args, '') - arguments.testdata_dl_options() + arguments.download_data_options() args = arguments.parse_args() assert args.pairs_file == 'file_with_pairs' - assert args.export == 'export/folder' + assert args.datadir == 'datadir/folder' assert args.days == 30 assert args.exchange == 'binance' diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py index 42b305778..acf86d0d8 100755 --- a/scripts/download_backtest_data.py +++ b/scripts/download_backtest_data.py @@ -1,39 +1,39 @@ #!/usr/bin/env python3 """ -This script generates json data +This script generates json files with pairs history data """ +import arrow import json import sys from pathlib import Path -import arrow -from typing import Any, Dict +from typing import Any, Dict, List -from freqtrade.arguments import Arguments -from freqtrade.arguments import TimeRange -from freqtrade.exchange import Exchange +from freqtrade.arguments import Arguments, TimeRange +from freqtrade.configuration import Configuration from freqtrade.data.history import download_pair_history -from freqtrade.configuration import Configuration, set_loggers +from freqtrade.exchange import Exchange from freqtrade.misc import deep_merge_dicts import logging -logging.basicConfig( - level=logging.INFO, - format='%(asctime)s - %(name)s - %(levelname)s - %(message)s', -) -set_loggers(0) + +logger = logging.getLogger('download_backtest_data') DEFAULT_DL_PATH = 'user_data/data' arguments = Arguments(sys.argv[1:], 'download utility') -arguments.testdata_dl_options() -args = arguments.parse_args() +arguments.download_data_options() + +# Do not read the default config if config is not specified +# in the command line options explicitely +args = arguments.parse_args(no_default_config=True) timeframes = args.timeframes +pairs: List = [] + +configuration = Configuration(args) +config: Dict[str, Any] = {} if args.config: - configuration = Configuration(args) - - config: Dict[str, Any] = {} # Now expecting a list of config filenames here, not a string for path in args.config: print(f"Using config: {path}...") @@ -42,9 +42,19 @@ if args.config: config['stake_currency'] = '' # Ensure we do not use Exchange credentials + config['exchange']['dry_run'] = True config['exchange']['key'] = '' config['exchange']['secret'] = '' + + if args.exchange: + config['exchange']['name'] = args.exchange + + pairs = config['exchange']['pair_whitelist'] + timeframes = [config['ticker_interval']] + else: + if not args.exchange: + sys.exit("No exchange specified.") config = { 'stake_currency': '', 'dry_run': True, @@ -60,55 +70,59 @@ else: } } +configuration._load_logging_config(config) +configuration._load_datadir_config(config) -dl_path = Path(DEFAULT_DL_PATH).joinpath(config['exchange']['name']) -if args.export: - dl_path = Path(args.export) - -if not dl_path.is_dir(): - sys.exit(f'Directory {dl_path} does not exist.') +dl_path = Path(config['datadir']) pairs_file = Path(args.pairs_file) if args.pairs_file else dl_path.joinpath('pairs.json') -if not pairs_file.exists(): - sys.exit(f'No pairs file found with path {pairs_file}.') -with pairs_file.open() as file: - PAIRS = list(set(json.load(file))) +if not pairs or args.pairs_file: + print(f'Reading pairs file "{pairs_file}".') + # Download pairs from the pairs file if no config is specified + # or if pairs file is specified explicitely + if not pairs_file.exists(): + sys.exit(f'No pairs file found with path "{pairs_file}".') -PAIRS.sort() + with pairs_file.open() as file: + pairs = list(set(json.load(file))) + pairs.sort() timerange = TimeRange() if args.days: time_since = arrow.utcnow().shift(days=-args.days).strftime("%Y%m%d") timerange = arguments.parse_timerange(f'{time_since}-') +print(f'About to download pairs: {pairs}, intervals: {timeframes} to {dl_path}') -print(f'About to download pairs: {PAIRS} to {dl_path}') - -# Init exchange -exchange = Exchange(config) pairs_not_available = [] -for pair in PAIRS: - if pair not in exchange._api.markets: - pairs_not_available.append(pair) - print(f"skipping pair {pair}") - continue - for ticker_interval in timeframes: - pair_print = pair.replace('/', '_') - filename = f'{pair_print}-{ticker_interval}.json' - dl_file = dl_path.joinpath(filename) - if args.erase and dl_file.exists(): - print(f'Deleting existing data for pair {pair}, interval {ticker_interval}') - dl_file.unlink() +try: + # Init exchange + exchange = Exchange(config) - print(f'downloading pair {pair}, interval {ticker_interval}') - download_pair_history(datadir=dl_path, exchange=exchange, - pair=pair, - ticker_interval=ticker_interval, - timerange=timerange) + for pair in pairs: + if pair not in exchange._api.markets: + pairs_not_available.append(pair) + print(f"skipping pair {pair}") + continue + for ticker_interval in timeframes: + pair_print = pair.replace('/', '_') + filename = f'{pair_print}-{ticker_interval}.json' + dl_file = dl_path.joinpath(filename) + if args.erase and dl_file.exists(): + print(f'Deleting existing data for pair {pair}, interval {ticker_interval}') + dl_file.unlink() + print(f'downloading pair {pair}, interval {ticker_interval}') + download_pair_history(datadir=dl_path, exchange=exchange, + pair=pair, ticker_interval=ticker_interval, + timerange=timerange) -if pairs_not_available: - print(f"Pairs [{','.join(pairs_not_available)}] not availble.") +except KeyboardInterrupt: + sys.exit("SIGINT received, aborting ...") + +finally: + if pairs_not_available: + print(f"Pairs [{','.join(pairs_not_available)}] not availble.") From d6cf3144813a6f1d14a50c195f109a1ff027c9bc Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 May 2019 06:30:06 +0200 Subject: [PATCH 267/417] Don't default to false for init() --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 1a5187d8c..dfffc21b3 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -73,7 +73,7 @@ class FreqtradeBot(object): self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist'] - persistence.init(self.config.get('db_url', None), self.config.get('dry_run', False)) + persistence.init(self.config.get('db_url', None), self.config.get('dry_run')) # Set initial bot state from config initial_state = self.config.get('initial_state') From b6e8fecbf50b3f22c7efdbabe7e3f75230d8c166 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 May 2019 06:31:34 +0200 Subject: [PATCH 268/417] Change persistence.init parameter It should describe what it does --- freqtrade/freqtradebot.py | 3 ++- freqtrade/persistence.py | 8 +++++--- scripts/plot_dataframe.py | 2 +- 3 files changed, 8 insertions(+), 5 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index dfffc21b3..3f8c1e106 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -73,7 +73,8 @@ class FreqtradeBot(object): self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist'] - persistence.init(self.config.get('db_url', None), self.config.get('dry_run')) + persistence.init(self.config.get('db_url', None), + clean_open_orders=self.config.get('dry_run', False)) # Set initial bot state from config initial_state = self.config.get('initial_state') diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 5218b793a..3d86d4f4d 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -25,12 +25,14 @@ _DECL_BASE: Any = declarative_base() _SQL_DOCS_URL = 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls' -def init(db_url: str, dry_run: bool = False) -> None: +def init(db_url: str, clean_open_orders: bool = False) -> None: """ Initializes this module with the given config, registers all known command handlers and starts polling for message updates - :param config: config to use + :param db_url: Database to use + :param clean_open_orders: Remove open orders from the database. + Useful for dry-run or if all orders have been reset on the exchange. :return: None """ kwargs = {} @@ -56,7 +58,7 @@ def init(db_url: str, dry_run: bool = False) -> None: check_migrate(engine) # Clean dry_run DB if the db is not in-memory - if dry_run and db_url != 'sqlite://': + if clean_open_orders and db_url != 'sqlite://': clean_dry_run_db() diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 49ae857b6..74e8573e5 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -55,7 +55,7 @@ timeZone = pytz.UTC def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFrame: trades: pd.DataFrame = pd.DataFrame() if args.db_url: - persistence.init(args.db_url, True) + persistence.init(args.db_url, False) columns = ["pair", "profit", "open_time", "close_time", "open_rate", "close_rate", "duration"] From f463817c883a8510054bbc486c5c18bfe8da9eab Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 30 May 2019 09:51:32 +0300 Subject: [PATCH 269/417] change metavar for --pairs-file --- freqtrade/arguments.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index c94c02a8b..711975fd0 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -467,7 +467,7 @@ class Arguments(object): help='File containing a list of pairs to download.', dest='pairs_file', default=None, - metavar='PATH', + metavar='FILE', ) self.parser.add_argument( '--days', From 11f535e79f74d0fd41632768c65773595356c75d Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 30 May 2019 09:54:58 +0300 Subject: [PATCH 270/417] change prints to logging --- scripts/download_backtest_data.py | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py index acf86d0d8..acdfb25ac 100755 --- a/scripts/download_backtest_data.py +++ b/scripts/download_backtest_data.py @@ -36,7 +36,7 @@ config: Dict[str, Any] = {} if args.config: # Now expecting a list of config filenames here, not a string for path in args.config: - print(f"Using config: {path}...") + logger.info(f"Using config: {path}...") # Merge config options, overwriting old values config = deep_merge_dicts(configuration._load_config_file(path), config) @@ -78,7 +78,7 @@ dl_path = Path(config['datadir']) pairs_file = Path(args.pairs_file) if args.pairs_file else dl_path.joinpath('pairs.json') if not pairs or args.pairs_file: - print(f'Reading pairs file "{pairs_file}".') + logger.info(f'Reading pairs file "{pairs_file}".') # Download pairs from the pairs file if no config is specified # or if pairs file is specified explicitely if not pairs_file.exists(): @@ -94,7 +94,7 @@ if args.days: time_since = arrow.utcnow().shift(days=-args.days).strftime("%Y%m%d") timerange = arguments.parse_timerange(f'{time_since}-') -print(f'About to download pairs: {pairs}, intervals: {timeframes} to {dl_path}') +logger.info(f'About to download pairs: {pairs}, intervals: {timeframes} to {dl_path}') pairs_not_available = [] @@ -105,17 +105,17 @@ try: for pair in pairs: if pair not in exchange._api.markets: pairs_not_available.append(pair) - print(f"skipping pair {pair}") + logger.info(f"skipping pair {pair}") continue for ticker_interval in timeframes: pair_print = pair.replace('/', '_') filename = f'{pair_print}-{ticker_interval}.json' dl_file = dl_path.joinpath(filename) if args.erase and dl_file.exists(): - print(f'Deleting existing data for pair {pair}, interval {ticker_interval}') + logger.info(f'Deleting existing data for pair {pair}, interval {ticker_interval}') dl_file.unlink() - print(f'downloading pair {pair}, interval {ticker_interval}') + logger.info(f'downloading pair {pair}, interval {ticker_interval}') download_pair_history(datadir=dl_path, exchange=exchange, pair=pair, ticker_interval=ticker_interval, timerange=timerange) @@ -125,4 +125,4 @@ except KeyboardInterrupt: finally: if pairs_not_available: - print(f"Pairs [{','.join(pairs_not_available)}] not availble.") + logger.info(f"Pairs [{','.join(pairs_not_available)}] not availble.") From 39932627bd25d5fde92242a6e307574846e372c4 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 30 May 2019 11:03:17 +0300 Subject: [PATCH 271/417] typo in log message fixed --- scripts/download_backtest_data.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py index acdfb25ac..b7c302437 100755 --- a/scripts/download_backtest_data.py +++ b/scripts/download_backtest_data.py @@ -125,4 +125,4 @@ except KeyboardInterrupt: finally: if pairs_not_available: - logger.info(f"Pairs [{','.join(pairs_not_available)}] not availble.") + logger.info(f"Pairs [{','.join(pairs_not_available)}] not available.") From ef15f2bdc67c65ec2d05f730006502f536a8cde4 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 30 May 2019 11:07:31 +0300 Subject: [PATCH 272/417] log messages slightly improved --- scripts/download_backtest_data.py | 11 +++++++---- 1 file changed, 7 insertions(+), 4 deletions(-) diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py index b7c302437..196af5bed 100755 --- a/scripts/download_backtest_data.py +++ b/scripts/download_backtest_data.py @@ -105,17 +105,18 @@ try: for pair in pairs: if pair not in exchange._api.markets: pairs_not_available.append(pair) - logger.info(f"skipping pair {pair}") + logger.info(f"Skipping pair {pair}...") continue for ticker_interval in timeframes: pair_print = pair.replace('/', '_') filename = f'{pair_print}-{ticker_interval}.json' dl_file = dl_path.joinpath(filename) if args.erase and dl_file.exists(): - logger.info(f'Deleting existing data for pair {pair}, interval {ticker_interval}') + logger.info( + f'Deleting existing data for pair {pair}, interval {ticker_interval}.') dl_file.unlink() - logger.info(f'downloading pair {pair}, interval {ticker_interval}') + logger.info(f'Downloading pair {pair}, interval {ticker_interval}.') download_pair_history(datadir=dl_path, exchange=exchange, pair=pair, ticker_interval=ticker_interval, timerange=timerange) @@ -125,4 +126,6 @@ except KeyboardInterrupt: finally: if pairs_not_available: - logger.info(f"Pairs [{','.join(pairs_not_available)}] not available.") + logger.info( + f"Pairs [{','.join(pairs_not_available)}] not available " + f"on exchange {config['exchange']['name']}.") From 6b144150c757e81cda5db8e66f681859fce2f02c Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 30 May 2019 20:38:04 +0300 Subject: [PATCH 273/417] fix handling of SystemExit --- freqtrade/main.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 4b1decdc5..f693bba5c 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -52,13 +52,15 @@ def main(sysargv: List[str] = None) -> None: worker = Worker(args) worker.run() + except SystemExit as e: + return_code = e except KeyboardInterrupt: logger.info('SIGINT received, aborting ...') return_code = 0 except OperationalException as e: logger.error(str(e)) return_code = 2 - except BaseException: + except Exception: logger.exception('Fatal exception!') finally: if worker: From e4e22167bb575e608775caac2b93281d199891c8 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 30 May 2019 21:00:16 +0300 Subject: [PATCH 274/417] make mypy happy --- freqtrade/main.py | 7 +++---- 1 file changed, 3 insertions(+), 4 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index f693bba5c..6f073f5d4 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -12,7 +12,7 @@ if sys.version_info < (3, 6): # flake8: noqa E402 import logging from argparse import Namespace -from typing import List +from typing import Any, List from freqtrade import OperationalException from freqtrade.arguments import Arguments @@ -29,12 +29,11 @@ def main(sysargv: List[str] = None) -> None: :return: None """ + return_code: Any = 1 + worker = None try: set_loggers() - worker = None - return_code = 1 - arguments = Arguments( sysargv, 'Free, open source crypto trading bot' From 1add432673aa76c378bed6030ce0f53939353443 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 30 May 2019 23:00:19 +0300 Subject: [PATCH 275/417] docs adjusted --- docs/backtesting.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index a25d3c1d5..5a25bc255 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -123,11 +123,12 @@ python scripts/download_backtest_data.py --exchange binance This will download ticker data for all the currency pairs you defined in `pairs.json`. -- To use a different folder than the exchange specific default, use `--export user_data/data/some_directory`. +- To use a different folder than the exchange specific default, use `--datadir user_data/data/some_directory`. - To change the exchange used to download the tickers, use `--exchange`. Default is `bittrex`. - To use `pairs.json` from some other folder, use `--pairs-file some_other_dir/pairs.json`. - To download ticker data for only 10 days, use `--days 10`. - Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers. +- To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with other options. For help about backtesting usage, please refer to [Backtesting commands](#backtesting-commands). From 338f2a2322b87affc4c34f63517f31773e4ef131 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 1 Jun 2019 06:26:03 +0200 Subject: [PATCH 276/417] Use kwarg to call persistence.init() --- scripts/plot_dataframe.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 74e8573e5..9316c953b 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -55,7 +55,8 @@ timeZone = pytz.UTC def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFrame: trades: pd.DataFrame = pd.DataFrame() if args.db_url: - persistence.init(args.db_url, False) + persistence.init(args.db_url, clean_open_orders=False) + columns = ["pair", "profit", "open_time", "close_time", "open_rate", "close_rate", "duration"] From 199426460a4b1ba6bae242eff2b7b07e9f5ddfcc Mon Sep 17 00:00:00 2001 From: Yuliyan Perfanov Date: Sun, 2 Jun 2019 13:25:09 +0300 Subject: [PATCH 277/417] implemented DataProvider.orderbook() --- freqtrade/data/dataprovider.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index df4accf93..2852cbcb0 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -85,8 +85,7 @@ class DataProvider(object): """ return latest orderbook data """ - # TODO: Implement me - pass + return self._exchange.get_order_book(pair, max) @property def runmode(self) -> RunMode: From c68fe7a6857468c8c39c4aec1110c393663b2883 Mon Sep 17 00:00:00 2001 From: Yuliyan Perfanov Date: Sun, 2 Jun 2019 13:27:44 +0300 Subject: [PATCH 278/417] example how to use best bid and ask in strategy --- user_data/strategies/test_strategy.py | 9 +++++++++ 1 file changed, 9 insertions(+) diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py index 66a5f8c09..7edaead14 100644 --- a/user_data/strategies/test_strategy.py +++ b/user_data/strategies/test_strategy.py @@ -253,6 +253,15 @@ class TestStrategy(IStrategy): dataframe['ha_low'] = heikinashi['low'] """ + # Retrieve best bid and best ask + # ------------------------------------ + """ + ob = self.dp.orderbook(metadata['pair'], 1) + print(ob) + dataframe['best_bid'] = ob['bids'][0][0] + dataframe['best_ask'] = ob['asks'][0][0] + """ + return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: From 36dae7cc6c513e590ff8cbeb36be5b82b8393664 Mon Sep 17 00:00:00 2001 From: Misagh Date: Sun, 2 Jun 2019 13:27:31 +0200 Subject: [PATCH 279/417] trailing stoploss reason fixed --- freqtrade/strategy/interface.py | 5 +++-- freqtrade/tests/test_freqtradebot.py | 32 ++++++++++++++++++++++------ 2 files changed, 28 insertions(+), 9 deletions(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index caf56f13e..db266d95f 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -329,8 +329,9 @@ class IStrategy(ABC): (not self.order_types.get('stoploss_on_exchange'))): selltype = SellType.STOP_LOSS - # If Trailing stop (and max-rate did move above open rate) - if trailing_stop and trade.open_rate != trade.max_rate: + + # If initial stoploss is not the same as current one then it is trailing. + if trade.initial_stop_loss != trade.stop_loss: selltype = SellType.TRAILING_STOP_LOSS logger.debug( f"HIT STOP: current price at {current_rate:.6f}, " diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 67b05ac3e..790e90641 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -2493,9 +2493,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog, mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_ticker=MagicMock(return_value={ - 'bid': 0.00000102, - 'ask': 0.00000103, - 'last': 0.00000102 + 'bid': 0.00001099, + 'ask': 0.00001099, + 'last': 0.00001099 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, @@ -2507,15 +2507,33 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog, freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.create_trade() - trade = Trade.query.first() - trade.update(limit_buy_order) - trade.max_rate = trade.open_rate * 1.003 + assert freqtrade.handle_trade(trade) is False + + # Raise ticker above buy price + mocker.patch('freqtrade.exchange.Exchange.get_ticker', + MagicMock(return_value={ + 'bid': 0.00001099 * 1.5, + 'ask': 0.00001099 * 1.5, + 'last': 0.00001099 * 1.5 + })) + + # Stoploss should be adjusted + assert freqtrade.handle_trade(trade) is False + + # Price fell + mocker.patch('freqtrade.exchange.Exchange.get_ticker', + MagicMock(return_value={ + 'bid': 0.00001099 * 1.1, + 'ask': 0.00001099 * 1.1, + 'last': 0.00001099 * 1.1 + })) + caplog.set_level(logging.DEBUG) # Sell as trailing-stop is reached assert freqtrade.handle_trade(trade) is True assert log_has( - f'HIT STOP: current price at 0.000001, stop loss is {trade.stop_loss:.6f}, ' + f'HIT STOP: current price at 0.000012, stop loss is 0.000015, ' f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value From 107c3beb200fefe805f97b02223b3e0159935af2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 2 Jun 2019 15:28:29 +0200 Subject: [PATCH 280/417] Fix test-failure introduced in #1891 --- freqtrade/tests/conftest.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 59989d604..a907b33ed 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -96,7 +96,7 @@ def patch_freqtradebot(mocker, config) -> None: :return: None """ mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - persistence.init(config) + persistence.init(config['db_url']) patch_exchange(mocker, None) mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock()) From bd8edd61fd29f304bdfdb6c03fcc81b6a45cfaf4 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 3 Jun 2019 17:19:12 +0200 Subject: [PATCH 281/417] Update numpy from 1.16.3 to 1.16.4 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index da87f56d9..52442fb19 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,6 +1,6 @@ # Load common requirements -r requirements-common.txt -numpy==1.16.3 +numpy==1.16.4 pandas==0.24.2 scipy==1.3.0 From c04a8a102469a099230e09c85b8fb4e48798c5d0 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 3 Jun 2019 17:19:13 +0200 Subject: [PATCH 282/417] Update ccxt from 1.18.578 to 1.18.615 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 434944aad..7620ddada 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.578 +ccxt==1.18.615 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 arrow==0.13.2 From 51113dae0e2d21fee9095ddaa5b03ddf931ff86d Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 3 Jun 2019 17:19:16 +0200 Subject: [PATCH 283/417] Update sqlalchemy from 1.3.3 to 1.3.4 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 7620ddada..ee8b08b75 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,7 +1,7 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs ccxt==1.18.615 -SQLAlchemy==1.3.3 +SQLAlchemy==1.3.4 python-telegram-bot==11.1.0 arrow==0.13.2 cachetools==3.1.1 From 4ef8a74977acf7fb55a8350269f2be00e7a616fd Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 3 Jun 2019 17:19:19 +0200 Subject: [PATCH 284/417] Update arrow from 0.13.2 to 0.14.1 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index ee8b08b75..bf21c6e59 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -3,7 +3,7 @@ ccxt==1.18.615 SQLAlchemy==1.3.4 python-telegram-bot==11.1.0 -arrow==0.13.2 +arrow==0.14.1 cachetools==3.1.1 requests==2.22.0 urllib3==1.24.2 # pyup: ignore From 3c1ae07f92d1399cbc336f37d32db1afb9801050 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 3 Jun 2019 17:19:20 +0200 Subject: [PATCH 285/417] Update flask from 1.0.2 to 1.0.3 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index bf21c6e59..9e854e4af 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -29,4 +29,4 @@ python-rapidjson==0.7.1 sdnotify==0.3.2 # Api server -flask==1.0.2 +flask==1.0.3 From a132517f0abeb60071608ba39b405cdaa7838f60 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 3 Jun 2019 17:19:24 +0200 Subject: [PATCH 286/417] Update pytest from 4.5.0 to 4.6.1 --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index fa52a4869..531d99940 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -4,7 +4,7 @@ flake8==3.7.7 flake8-type-annotations==0.1.0 flake8-tidy-imports==2.0.0 -pytest==4.5.0 +pytest==4.6.1 pytest-mock==1.10.4 pytest-asyncio==0.10.0 pytest-cov==2.7.1 From f75e97e9b0e15cc114101051ab4d57a038b7ddc3 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 3 Jun 2019 17:19:25 +0200 Subject: [PATCH 287/417] Update coveralls from 1.7.0 to 1.8.0 --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 531d99940..effa714e9 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -8,5 +8,5 @@ pytest==4.6.1 pytest-mock==1.10.4 pytest-asyncio==0.10.0 pytest-cov==2.7.1 -coveralls==1.7.0 +coveralls==1.8.0 mypy==0.701 From 7134273918e927d010283a4626380c7cdcf532c5 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 3 Jun 2019 17:19:26 +0200 Subject: [PATCH 288/417] Update plotly from 3.9.0 to 3.10.0 --- requirements-plot.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-plot.txt b/requirements-plot.txt index 23daee258..d4e4fc165 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,5 +1,5 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==3.9.0 +plotly==3.10.0 From 2e6ded06a91d8b51930d25ec9b77380c115b15a2 Mon Sep 17 00:00:00 2001 From: Yuliyan Perfanov Date: Thu, 6 Jun 2019 18:25:58 +0300 Subject: [PATCH 289/417] removed redundant print() --- user_data/strategies/test_strategy.py | 13 +++++++------ 1 file changed, 7 insertions(+), 6 deletions(-) diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py index 7edaead14..6b7770a8f 100644 --- a/user_data/strategies/test_strategy.py +++ b/user_data/strategies/test_strategy.py @@ -253,15 +253,16 @@ class TestStrategy(IStrategy): dataframe['ha_low'] = heikinashi['low'] """ - # Retrieve best bid and best ask + # Retrieve best bid and best ask # ------------------------------------ """ - ob = self.dp.orderbook(metadata['pair'], 1) - print(ob) - dataframe['best_bid'] = ob['bids'][0][0] - dataframe['best_ask'] = ob['asks'][0][0] + # first check if dataprovider is available + if self.dp: + ob = self.dp.orderbook(metadata['pair'], 1) + dataframe['best_bid'] = ob['bids'][0][0] + dataframe['best_ask'] = ob['asks'][0][0] """ - + return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: From a9ed5da369d606da23223b16bf7fcc834bb13949 Mon Sep 17 00:00:00 2001 From: Yuliyan Perfanov Date: Thu, 6 Jun 2019 18:48:26 +0300 Subject: [PATCH 290/417] added doc for DataProvider.orderbook() --- docs/strategy-customization.md | 13 +++++++++++++ 1 file changed, 13 insertions(+) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 51540f690..b44775dfb 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -298,6 +298,18 @@ if self.dp: !!! Warning Warning in hyperopt This option cannot currently be used during hyperopt. +#### Orderbook + +``` python +if self.dp: + if self.dp.runmode in ('live', 'dry_run'): + ob = self.dp.orderbook(metadata['pair'], 1) + dataframe['best_bid'] = ob['bids'][0][0] + dataframe['best_ask'] = ob['asks'][0][0] +``` +!Warning The order book is not part of the historic data which means backtesting and hyperopt will not work if this + method is used. + #### Available Pairs ``` python @@ -306,6 +318,7 @@ if self.dp: print(f"available {pair}, {ticker}") ``` + #### Get data for non-tradeable pairs Data for additional, informative pairs (reference pairs) can be beneficial for some strategies. From f9fe2663644cd003224919540cc95bddbee8fc36 Mon Sep 17 00:00:00 2001 From: Yuliyan Perfanov Date: Thu, 6 Jun 2019 18:52:14 +0300 Subject: [PATCH 291/417] check for runmode before retrieving the orderbook --- user_data/strategies/test_strategy.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py index 6b7770a8f..2415e43eb 100644 --- a/user_data/strategies/test_strategy.py +++ b/user_data/strategies/test_strategy.py @@ -258,9 +258,10 @@ class TestStrategy(IStrategy): """ # first check if dataprovider is available if self.dp: - ob = self.dp.orderbook(metadata['pair'], 1) - dataframe['best_bid'] = ob['bids'][0][0] - dataframe['best_ask'] = ob['asks'][0][0] + if self.dp.runmode in ('live', 'dry_run'): + ob = self.dp.orderbook(metadata['pair'], 1) + dataframe['best_bid'] = ob['bids'][0][0] + dataframe['best_ask'] = ob['asks'][0][0] """ return dataframe From 5273540a93fd8ce33b998a2674024a0a1d133702 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Jun 2019 19:32:31 +0200 Subject: [PATCH 292/417] Fix test failure (double-trailing newlines are removed now) --- freqtrade/tests/optimize/test_hyperopt.py | 15 ++++++++------- 1 file changed, 8 insertions(+), 7 deletions(-) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index b41f8ac36..a51d74dbb 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -372,20 +372,21 @@ def test_start_calls_optimizer(mocker, default_conf, caplog) -> None: ) patch_exchange(mocker) - default_conf.update({'config': 'config.json.example'}) - default_conf.update({'epochs': 1}) - default_conf.update({'timerange': None}) - default_conf.update({'spaces': 'all'}) - default_conf.update({'hyperopt_jobs': 1}) + default_conf.update({'config': 'config.json.example', + 'epochs': 1, + 'timerange': None, + 'spaces': 'all', + 'hyperopt_jobs': 1, }) hyperopt = Hyperopt(default_conf) hyperopt.strategy.tickerdata_to_dataframe = MagicMock() hyperopt.start() parallel.assert_called_once() - - assert 'Best result:\nfoo result\nwith values:\n\n' in caplog.text + assert log_has('Best result:\nfoo result\nwith values:\n', caplog.record_tuples) assert dumper.called + # Should be called twice, once for tickerdata, once to save evaluations + assert dumper.call_count == 2 def test_format_results(hyperopt): From adc12ed043320a9aee2884cdfad6aa5e86cb3069 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Jun 2019 20:26:25 +0200 Subject: [PATCH 293/417] Fix new test after develop merge --- freqtrade/tests/test_persistence.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py index 57f054dee..bb00fa8f4 100644 --- a/freqtrade/tests/test_persistence.py +++ b/freqtrade/tests/test_persistence.py @@ -780,7 +780,7 @@ def test_to_json(default_conf, fee): def test_stoploss_reinitialization(default_conf, fee): - init(default_conf) + init(default_conf['db_url']) trade = Trade( pair='ETH/BTC', stake_amount=0.001, From d7c63347e12f41a99e3caaed498669f0230ea16e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 9 Jun 2019 13:19:01 +0200 Subject: [PATCH 294/417] Use kwarg for parse_ticker_dataframe --- freqtrade/data/history.py | 2 +- freqtrade/tests/conftest.py | 4 ++-- freqtrade/tests/strategy/test_interface.py | 2 +- 3 files changed, 4 insertions(+), 4 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 2dacce8c6..72f7111f6 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -106,7 +106,7 @@ def load_pair_history(pair: str, logger.warning('Missing data at end for pair %s, data ends at %s', pair, arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S')) - return parse_ticker_dataframe(pairdata, ticker_interval, fill_up_missing) + return parse_ticker_dataframe(pairdata, ticker_interval, fill_missing=fill_up_missing) else: logger.warning( f'No history data for pair: "{pair}", interval: {ticker_interval}. ' diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index a907b33ed..dcc69fcb1 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -649,7 +649,7 @@ def ticker_history_list(): @pytest.fixture def ticker_history(ticker_history_list): - return parse_ticker_dataframe(ticker_history_list, "5m", True) + return parse_ticker_dataframe(ticker_history_list, "5m", fill_missing=True) @pytest.fixture @@ -854,7 +854,7 @@ def tickers(): @pytest.fixture def result(): with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file: - return parse_ticker_dataframe(json.load(data_file), '1m', True) + return parse_ticker_dataframe(json.load(data_file), '1m', fill_missing=True) # FIX: # Create an fixture/function diff --git a/freqtrade/tests/strategy/test_interface.py b/freqtrade/tests/strategy/test_interface.py index d6ef0c8e7..e384003dc 100644 --- a/freqtrade/tests/strategy/test_interface.py +++ b/freqtrade/tests/strategy/test_interface.py @@ -111,7 +111,7 @@ def test_tickerdata_to_dataframe(default_conf) -> None: timerange = TimeRange(None, 'line', 0, -100) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) - tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', True)} + tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)} data = strategy.tickerdata_to_dataframe(tickerlist) assert len(data['UNITTEST/BTC']) == 102 # partial candle was removed From 9c497bf15c597921bb1c5509236f50414bbc4df4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 9 Jun 2019 14:04:19 +0200 Subject: [PATCH 295/417] Improve docstring for deep_merge_dicts --- freqtrade/misc.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 9d37214e4..460e20e91 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -117,6 +117,8 @@ def format_ms_time(date: int) -> str: def deep_merge_dicts(source, destination): """ + Values from Source override destination, destination is returned (and modified!!) + Sample: >>> a = { 'first' : { 'rows' : { 'pass' : 'dog', 'number' : '1' } } } >>> b = { 'first' : { 'rows' : { 'fail' : 'cat', 'number' : '5' } } } >>> merge(b, a) == { 'first' : { 'rows' : { 'pass' : 'dog', 'fail' : 'cat', 'number' : '5' } } } From 7108a2e57d557b4fc2580ec0defb2693c7e96164 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 9 Jun 2019 14:05:36 +0200 Subject: [PATCH 296/417] Add deep_merge for _ft_has and test --- freqtrade/exchange/exchange.py | 31 +++++++++++++++-------- freqtrade/tests/exchange/test_exchange.py | 27 ++++++++++++++++++++ 2 files changed, 47 insertions(+), 11 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 72a0efb1f..07a5e9037 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -2,23 +2,24 @@ """ Cryptocurrency Exchanges support """ -import logging +import asyncio import inspect -from random import randint -from typing import List, Dict, Tuple, Any, Optional +import logging +from copy import deepcopy from datetime import datetime -from math import floor, ceil +from math import ceil, floor +from random import randint +from typing import Any, Dict, List, Optional, Tuple import arrow -import asyncio import ccxt import ccxt.async_support as ccxt_async from pandas import DataFrame -from freqtrade import (constants, DependencyException, OperationalException, - TemporaryError, InvalidOrderException) +from freqtrade import (DependencyException, InvalidOrderException, + OperationalException, TemporaryError, constants) from freqtrade.data.converter import parse_ticker_dataframe - +from freqtrade.misc import deep_merge_dicts logger = logging.getLogger(__name__) @@ -68,12 +69,13 @@ class Exchange(object): _params: Dict = {} # Dict to specify which options each exchange implements - # TODO: this should be merged with attributes from subclasses - # To avoid having to copy/paste this to all subclasses. - _ft_has: Dict = { + # This defines defaults, which can be selectively overridden by subclasses using _ft_has + # or by specifying them in the configuration. + _ft_has_default: Dict = { "stoploss_on_exchange": False, "order_time_in_force": ["gtc"], } + _ft_has: Dict = {} def __init__(self, config: dict) -> None: """ @@ -100,6 +102,13 @@ class Exchange(object): logger.info('Instance is running with dry_run enabled') exchange_config = config['exchange'] + + # Deep merge ft_has with default ft_has options + self._ft_has = deep_merge_dicts(self._ft_has, deepcopy(self._ft_has_default)) + if exchange_config.get("_ft_has_params"): + self._ft_has = deep_merge_dicts(exchange_config.get("_ft_has_params"), + self._ft_has) + self._api: ccxt.Exchange = self._init_ccxt( exchange_config, ccxt_kwargs=exchange_config.get('ccxt_config')) self._api_async: ccxt_async.Exchange = self._init_ccxt( diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py index fda9c8241..f0dc96626 100644 --- a/freqtrade/tests/exchange/test_exchange.py +++ b/freqtrade/tests/exchange/test_exchange.py @@ -1435,3 +1435,30 @@ def test_stoploss_limit_order_dry_run(default_conf, mocker): assert order['type'] == order_type assert order['price'] == 220 assert order['amount'] == 1 + + +def test_merge_ft_has_dict(default_conf, mocker): + mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=MagicMock())) + mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) + ex = Exchange(default_conf) + assert ex._ft_has == Exchange._ft_has_default + + ex = Kraken(default_conf) + assert ex._ft_has == Exchange._ft_has_default + + # Binance defines different values + ex = Binance(default_conf) + assert ex._ft_has != Exchange._ft_has_default + assert ex._ft_has['stoploss_on_exchange'] + assert ex._ft_has['order_time_in_force'] == ['gtc', 'fok', 'ioc'] + + conf = copy.deepcopy(default_conf) + conf['exchange']['_ft_has_params'] = {"DeadBeef": 20, + "stoploss_on_exchange": False} + # Use settings from configuration (overriding stoploss_on_exchange) + ex = Binance(conf) + assert ex._ft_has != Exchange._ft_has_default + assert not ex._ft_has['stoploss_on_exchange'] + assert ex._ft_has['DeadBeef'] == 20 From 3fe5388d4cdce72a03f7420a5585eaf8edddbd21 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 9 Jun 2019 14:13:03 +0200 Subject: [PATCH 297/417] Document _ft_has_params override --- docs/configuration.md | 18 +++++++++++++++++- 1 file changed, 17 insertions(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index df116b3c2..bbadb87e8 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -301,8 +301,24 @@ This configuration enables binance, as well as rate limiting to avoid bans from !!! Note Optimal settings for rate limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings. - We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step. + We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step. +#### Advanced FreqTrade Exchange configuration + +Advanced options can be configured using the `_ft_has_params` setting, which will override Defaults and exchange-specific behaviours. + +Available options are listed in the exchange-class as `_ft_has_default`. + +For example, to test the order type `FOK` with Kraken: + +```json +"exchange": { + "name": "kraken", + "_ft_has_params": {"order_time_in_force": ["gtc", "fok"]} +``` + +!!! Warning + Please make sure to fully understand the impacts of these settings before modifying them. ### What values can be used for fiat_display_currency? From fdbbefdddd8442f1439256b84ddb24f804e1490c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 9 Jun 2019 14:35:58 +0200 Subject: [PATCH 298/417] Make drop_incomplete optional --- freqtrade/data/converter.py | 12 ++++++++---- freqtrade/exchange/exchange.py | 8 +++++++- 2 files changed, 15 insertions(+), 5 deletions(-) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 77a3447da..dc566070d 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -10,14 +10,16 @@ from pandas import DataFrame, to_datetime logger = logging.getLogger(__name__) -def parse_ticker_dataframe(ticker: list, ticker_interval: str, - fill_missing: bool = True) -> DataFrame: +def parse_ticker_dataframe(ticker: list, ticker_interval: str, *, + fill_missing: bool = True, + drop_incomplete: bool = True) -> DataFrame: """ Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe :param ticker: ticker list, as returned by exchange.async_get_candle_history :param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data :param fill_missing: fill up missing candles with 0 candles (see ohlcv_fill_up_missing_data for details) + :param drop_incomplete: Drop the last candle of the dataframe, assuming it's incomplete :return: DataFrame """ logger.debug("Parsing tickerlist to dataframe") @@ -43,8 +45,10 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str, 'close': 'last', 'volume': 'max', }) - frame.drop(frame.tail(1).index, inplace=True) # eliminate partial candle - logger.debug('Dropping last candle') + # eliminate partial candle + if drop_incomplete: + frame.drop(frame.tail(1).index, inplace=True) + logger.debug('Dropping last candle') if fill_missing: return ohlcv_fill_up_missing_data(frame, ticker_interval) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 07a5e9037..401a3571f 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -74,6 +74,7 @@ class Exchange(object): _ft_has_default: Dict = { "stoploss_on_exchange": False, "order_time_in_force": ["gtc"], + "ohlcv_partial_candle": True, } _ft_has: Dict = {} @@ -108,7 +109,12 @@ class Exchange(object): if exchange_config.get("_ft_has_params"): self._ft_has = deep_merge_dicts(exchange_config.get("_ft_has_params"), self._ft_has) + logger.info("Overriding exchange._ft_has with config params, result: %s", self._ft_has) + # Assign this directly for easy access + self._drop_incomplete = self._ft_has['ohlcv_partial_candle'] + + # Initialize ccxt objects self._api: ccxt.Exchange = self._init_ccxt( exchange_config, ccxt_kwargs=exchange_config.get('ccxt_config')) self._api_async: ccxt_async.Exchange = self._init_ccxt( @@ -575,7 +581,7 @@ class Exchange(object): self._pairs_last_refresh_time[(pair, ticker_interval)] = ticks[-1][0] // 1000 # keeping parsed dataframe in cache self._klines[(pair, ticker_interval)] = parse_ticker_dataframe( - ticks, ticker_interval, fill_missing=True) + ticks, ticker_interval, fill_missing=True, drop_incomplete=self._drop_incomplete) return tickers def _now_is_time_to_refresh(self, pair: str, ticker_interval: str) -> bool: From 6ad94684d501af503cf070edb714e21f54ce2886 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 9 Jun 2019 14:36:08 +0200 Subject: [PATCH 299/417] Add WIP document of steps to test a new exchange --- docs/developer.md | 44 ++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 44 insertions(+) diff --git a/docs/developer.md b/docs/developer.md index e7f79bc1c..ccd5cdd8f 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -81,6 +81,50 @@ Please also run `self._validate_whitelist(pairs)` and to check and remove pairs This is a simple method used by `VolumePairList` - however serves as a good example. It implements caching (`@cached(TTLCache(maxsize=1, ttl=1800))`) as well as a configuration option to allow different (but similar) strategies to work with the same PairListProvider. +## Implement a new Exchange (WIP) + +!!! Note + This section is a Work in Progress and is not a complete guide on how to test a new exchange with FreqTrade. + +Most exchanges supported by CCXT should work out of the box. + +### Stoploss On Exchange + +Check if the new exchange supports Stoploss on Exchange orders through their API. + +Since CCXT does not provide unification for Stoploss On Exchange yet, we'll need to implement the exchange-specific parameters ourselfs. Best look at `binance.py` for an example implementation of this. You'll need to dig through the documentation of the Exchange's API on how exactly this can be done. [CCXT Issues](https://github.com/ccxt/ccxt/issues) may also provide great help, since others may have implemented something similar for their projects. + +### Incomplete candles + +While fetching OHLCV data, we're may end up getting incomplete candles (Depending on the exchange). +To demonstrate this, we'll use daily candles (`"1d"`) to keep things simple. +We query the api (`ct.fetch_ohlcv()`) for the timeframe and look at the date of the last entry. If this entry changes or shows the date of a "incomplete" candle, then we should drop this since having incomplete candles is problematic because indicators assume that only complete candles are passed to them, and will generate a lot of false buy signals. By default, we're therefore removing the last candle assuming it's incomplete. + +To check how the new exchange behaves, you can use the following snippet: + +``` python +import ccxt +from datetime import datetime +from freqtrade.data.converter import parse_ticker_dataframe +ct = ccxt.binance() +timeframe = "1d" +raw = ct.fetch_ohlcv(pair, timeframe=timeframe) + +# convert to dataframe +df1 = parse_ticker_dataframe(raw, timeframe, drop_incomplete=False) + +print(df1["date"].tail(1)) +print(datetime.utcnow()) +``` + +``` output +19 2019-06-08 00:00:00+00:00 +2019-06-09 12:30:27.873327 +``` + +The output will show the last entry from the Exchange as well as the current UTC date. +If the day shows the same day, then the last candle can be assumed as incomplete and should be dropped (leave the setting `"ohlcv_partial_candle"` from the exchange-class untouched / True). Otherwise, set `"ohlcv_partial_candle"` to `False` to not drop Candles (shown in the example above). + ## Creating a release This part of the documentation is aimed at maintainers, and shows how to create a release. From ce317b62f9b3d523ccaa9e8474f99be2c36966a3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 9 Jun 2019 14:40:45 +0200 Subject: [PATCH 300/417] Add docstrings to load_pair_history --- freqtrade/data/history.py | 16 ++++++++++++++-- 1 file changed, 14 insertions(+), 2 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 72f7111f6..67f942119 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -81,10 +81,20 @@ def load_pair_history(pair: str, timerange: TimeRange = TimeRange(None, None, 0, 0), refresh_pairs: bool = False, exchange: Optional[Exchange] = None, - fill_up_missing: bool = True + fill_up_missing: bool = True, + drop_incomplete: bool = True ) -> DataFrame: """ Loads cached ticker history for the given pair. + :param pair: Pair to load data for + :param ticker_interval: Ticker-interval (e.g. "5m") + :param datadir: Path to the data storage location. + :param timerange: Limit data to be loaded to this timerange + :param refresh_pairs: Refresh pairs from exchange. + (Note: Requires exchange to be passed as well.) + :param exchange: Exchange object (needed when using "refresh_pairs") + :param fill_up_missing: Fill missing values with "No action"-candles + :param drop_incomplete: Drop last candle assuming it may be incomplete. :return: DataFrame with ohlcv data """ @@ -106,7 +116,9 @@ def load_pair_history(pair: str, logger.warning('Missing data at end for pair %s, data ends at %s', pair, arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S')) - return parse_ticker_dataframe(pairdata, ticker_interval, fill_missing=fill_up_missing) + return parse_ticker_dataframe(pairdata, ticker_interval, + fill_missing=fill_up_missing, + drop_incomplete=drop_incomplete) else: logger.warning( f'No history data for pair: "{pair}", interval: {ticker_interval}. ' From 3380543878f664089038357d7554d947cafcfd4e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 9 Jun 2019 14:51:58 +0200 Subject: [PATCH 301/417] Add test for drop_incomplete option --- freqtrade/tests/data/test_converter.py | 47 ++++++++++++++++++++++++++ 1 file changed, 47 insertions(+) diff --git a/freqtrade/tests/data/test_converter.py b/freqtrade/tests/data/test_converter.py index 4c8de575d..8a0761f1c 100644 --- a/freqtrade/tests/data/test_converter.py +++ b/freqtrade/tests/data/test_converter.py @@ -96,3 +96,50 @@ def test_ohlcv_fill_up_missing_data2(caplog): assert log_has(f"Missing data fillup: before: {len(data)} - after: {len(data2)}", caplog.record_tuples) + + +def test_ohlcv_drop_incomplete(caplog): + ticker_interval = '1d' + ticks = [[ + 1559750400000, # 2019-06-04 + 8.794e-05, # open + 8.948e-05, # high + 8.794e-05, # low + 8.88e-05, # close + 2255, # volume (in quote currency) + ], + [ + 1559836800000, # 2019-06-05 + 8.88e-05, + 8.942e-05, + 8.88e-05, + 8.893e-05, + 9911, + ], + [ + 1559923200000, # 2019-06-06 + 8.891e-05, + 8.893e-05, + 8.875e-05, + 8.877e-05, + 2251 + ], + [ + 1560009600000, # 2019-06-07 + 8.877e-05, + 8.883e-05, + 8.895e-05, + 8.817e-05, + 123551 + ] + ] + caplog.set_level(logging.DEBUG) + data = parse_ticker_dataframe(ticks, ticker_interval, fill_missing=False, drop_incomplete=False) + assert len(data) == 4 + assert not log_has("Dropping last candle", caplog.record_tuples) + + # Drop last candle + data = parse_ticker_dataframe(ticks, ticker_interval, fill_missing=False, drop_incomplete=True) + assert len(data) == 3 + + assert log_has("Dropping last candle", caplog.record_tuples) From 9f2e0b11d19772cfbe165ad6f8e67099ab98c175 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 9 Jun 2019 14:52:17 +0200 Subject: [PATCH 302/417] Parametrize ohlcv_candle_limit (per call) --- docs/configuration.md | 7 +++++-- freqtrade/exchange/exchange.py | 11 ++++++----- 2 files changed, 11 insertions(+), 7 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index bbadb87e8..98953d73f 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -309,12 +309,15 @@ Advanced options can be configured using the `_ft_has_params` setting, which wil Available options are listed in the exchange-class as `_ft_has_default`. -For example, to test the order type `FOK` with Kraken: +For example, to test the order type `FOK` with Kraken, and modify candle_limit to 200 (so you only get 200 candles per call): ```json "exchange": { "name": "kraken", - "_ft_has_params": {"order_time_in_force": ["gtc", "fok"]} + "_ft_has_params": { + "order_time_in_force": ["gtc", "fok"], + "ohlcv_candle_limit": 200 + } ``` !!! Warning diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 401a3571f..ea6996efb 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -74,6 +74,7 @@ class Exchange(object): _ft_has_default: Dict = { "stoploss_on_exchange": False, "order_time_in_force": ["gtc"], + "ohlcv_candle_limit": 500, "ohlcv_partial_candle": True, } _ft_has: Dict = {} @@ -112,7 +113,8 @@ class Exchange(object): logger.info("Overriding exchange._ft_has with config params, result: %s", self._ft_has) # Assign this directly for easy access - self._drop_incomplete = self._ft_has['ohlcv_partial_candle'] + self._ohlcv_candle_limit = self._ft_has['ohlcv_candle_limit'] + self._ohlcv_partial_candle = self._ft_has['ohlcv_partial_candle'] # Initialize ccxt objects self._api: ccxt.Exchange = self._init_ccxt( @@ -521,10 +523,8 @@ class Exchange(object): async def _async_get_history(self, pair: str, ticker_interval: str, since_ms: int) -> List: - # Assume exchange returns 500 candles - _LIMIT = 500 - one_call = timeframe_to_msecs(ticker_interval) * _LIMIT + one_call = timeframe_to_msecs(ticker_interval) * self._ohlcv_candle_limit logger.debug( "one_call: %s msecs (%s)", one_call, @@ -581,7 +581,8 @@ class Exchange(object): self._pairs_last_refresh_time[(pair, ticker_interval)] = ticks[-1][0] // 1000 # keeping parsed dataframe in cache self._klines[(pair, ticker_interval)] = parse_ticker_dataframe( - ticks, ticker_interval, fill_missing=True, drop_incomplete=self._drop_incomplete) + ticks, ticker_interval, fill_missing=True, + drop_incomplete=self._ohlcv_partial_candle) return tickers def _now_is_time_to_refresh(self, pair: str, ticker_interval: str) -> bool: From 792390e8159a7f6f6e211f0a10146de4cc3741f2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 9 Jun 2019 15:03:26 +0200 Subject: [PATCH 303/417] Add missing parameter for exchange-verify snippet --- docs/developer.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/developer.md b/docs/developer.md index ccd5cdd8f..6ecb7f156 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -108,6 +108,7 @@ from datetime import datetime from freqtrade.data.converter import parse_ticker_dataframe ct = ccxt.binance() timeframe = "1d" +pair = "XLM/BTC" # Make sure to use a pair that exists on that exchange! raw = ct.fetch_ohlcv(pair, timeframe=timeframe) # convert to dataframe From 90b0f1daa860fc27d2edb37ed3fa2eefddd5f0f9 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 10 Jun 2019 02:08:54 +0300 Subject: [PATCH 304/417] minor optimize cleanup --- freqtrade/edge/__init__.py | 12 ++++-------- freqtrade/optimize/backtesting.py | 9 +++------ freqtrade/optimize/hyperopt.py | 5 +++-- 3 files changed, 10 insertions(+), 16 deletions(-) diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py index 3ddff4772..4bc8bb493 100644 --- a/freqtrade/edge/__init__.py +++ b/freqtrade/edge/__init__.py @@ -46,10 +46,6 @@ class Edge(): self.config = config self.exchange = exchange self.strategy = strategy - self.ticker_interval = self.strategy.ticker_interval - self.tickerdata_to_dataframe = self.strategy.tickerdata_to_dataframe - self.advise_sell = self.strategy.advise_sell - self.advise_buy = self.strategy.advise_buy self.edge_config = self.config.get('edge', {}) self._cached_pairs: Dict[str, Any] = {} # Keeps a list of pairs @@ -100,7 +96,7 @@ class Edge(): data = history.load_data( datadir=Path(self.config['datadir']) if self.config.get('datadir') else None, pairs=pairs, - ticker_interval=self.ticker_interval, + ticker_interval=self.strategy.ticker_interval, refresh_pairs=self._refresh_pairs, exchange=self.exchange, timerange=self._timerange @@ -112,7 +108,7 @@ class Edge(): logger.critical("No data found. Edge is stopped ...") return False - preprocessed = self.tickerdata_to_dataframe(data) + preprocessed = self.strategy.tickerdata_to_dataframe(data) # Print timeframe min_date, max_date = history.get_timeframe(preprocessed) @@ -130,8 +126,8 @@ class Edge(): pair_data = pair_data.sort_values(by=['date']) pair_data = pair_data.reset_index(drop=True) - ticker_data = self.advise_sell( - self.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy() + ticker_data = self.strategy.advise_sell( + self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy() trades += self._find_trades_for_stoploss_range(ticker_data, pair, self._stoploss_range) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 76c6556fa..47933668c 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -72,18 +72,16 @@ class Backtesting(object): IStrategy.dp = self.dataprovider if self.config.get('strategy_list', None): - # Force one interval - self.ticker_interval = str(self.config.get('ticker_interval')) - self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval) for strat in list(self.config['strategy_list']): stratconf = deepcopy(self.config) stratconf['strategy'] = strat self.strategylist.append(StrategyResolver(stratconf).strategy) else: - # only one strategy + # No strategy list specified, only one strategy self.strategylist.append(StrategyResolver(self.config).strategy) - # Load one strategy + + # Load one (first) strategy self._set_strategy(self.strategylist[0]) def _set_strategy(self, strategy): @@ -94,7 +92,6 @@ class Backtesting(object): self.ticker_interval = self.config.get('ticker_interval') self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval) - self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe self.advise_buy = strategy.advise_buy self.advise_sell = strategy.advise_sell # Set stoploss_on_exchange to false for backtesting, diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index d19d54031..28b9ce789 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -45,7 +45,6 @@ class Hyperopt(Backtesting): """ def __init__(self, config: Dict[str, Any]) -> None: super().__init__(config) - self.config = config self.custom_hyperopt = HyperOptResolver(self.config).hyperopt # set TARGET_TRADES to suit your number concurrent trades so its realistic @@ -296,7 +295,9 @@ class Hyperopt(Backtesting): self.strategy.advise_indicators = \ self.custom_hyperopt.populate_indicators # type: ignore - dump(self.strategy.tickerdata_to_dataframe(data), TICKERDATA_PICKLE) + preprocessed = self.strategy.tickerdata_to_dataframe(data) + + dump(preprocessed, TICKERDATA_PICKLE) # We don't need exchange instance anymore while running hyperopt self.exchange = None # type: ignore From 4dc3a0ca1d3d8900bc78cca3ea31a4ca3f2e32b5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 10 Jun 2019 16:20:19 +0200 Subject: [PATCH 305/417] Small cleanup to reduce dict lookups during backtesting/hyperopt --- freqtrade/optimize/backtesting.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 47933668c..6cc78ad2b 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -232,10 +232,9 @@ class Backtesting(object): def _get_sell_trade_entry( self, pair: str, buy_row: DataFrame, - partial_ticker: List, trade_count_lock: Dict, args: Dict) -> Optional[BacktestResult]: + partial_ticker: List, trade_count_lock: Dict, + stake_amount: float, max_open_trades: int) -> Optional[BacktestResult]: - stake_amount = args['stake_amount'] - max_open_trades = args.get('max_open_trades', 0) trade = Trade( open_rate=buy_row.open, open_date=buy_row.date, @@ -251,8 +250,7 @@ class Backtesting(object): # Increase trade_count_lock for every iteration trade_count_lock[sell_row.date] = trade_count_lock.get(sell_row.date, 0) + 1 - buy_signal = sell_row.buy - sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, buy_signal, + sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, sell_row.buy, sell_row.sell, low=sell_row.low, high=sell_row.high) if sell.sell_flag: @@ -325,6 +323,7 @@ class Backtesting(object): :return: DataFrame """ processed = args['processed'] + stake_amount = args['stake_amount'] max_open_trades = args.get('max_open_trades', 0) position_stacking = args.get('position_stacking', False) start_date = args['start_date'] @@ -375,7 +374,8 @@ class Backtesting(object): trade_count_lock[row.date] = trade_count_lock.get(row.date, 0) + 1 trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][indexes[pair]:], - trade_count_lock, args) + trade_count_lock, stake_amount, + max_open_trades) if trade_entry: lock_pair_until[pair] = trade_entry.close_time From 5c5b0effc18275bbae44c65fe9f62a6d4dd11f3a Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 10 Jun 2019 15:19:05 +0000 Subject: [PATCH 306/417] Update ccxt from 1.18.615 to 1.18.667 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 9e854e4af..d24ac4336 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.615 +ccxt==1.18.667 SQLAlchemy==1.3.4 python-telegram-bot==11.1.0 arrow==0.14.1 From 9961c0e15b6ccab9edd1f202be314c387aaba2f2 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 10 Jun 2019 15:19:06 +0000 Subject: [PATCH 307/417] Update arrow from 0.14.1 to 0.14.2 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index d24ac4336..5100f3235 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -3,7 +3,7 @@ ccxt==1.18.667 SQLAlchemy==1.3.4 python-telegram-bot==11.1.0 -arrow==0.14.1 +arrow==0.14.2 cachetools==3.1.1 requests==2.22.0 urllib3==1.24.2 # pyup: ignore From 1a41d4e6cd5f1cf74dc79300e2e8c1e471651c7a Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 10 Jun 2019 15:19:08 +0000 Subject: [PATCH 308/417] Update python-rapidjson from 0.7.1 to 0.7.2 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 5100f3235..8b44e9d28 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -23,7 +23,7 @@ filelock==3.0.12 py_find_1st==1.1.3 #Load ticker files 30% faster -python-rapidjson==0.7.1 +python-rapidjson==0.7.2 # Notify systemd sdnotify==0.3.2 From 6636f0c71bc4097b2d2afc3b1c96b8b9402b6b91 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 10 Jun 2019 15:19:09 +0000 Subject: [PATCH 309/417] Update pytest from 4.6.1 to 4.6.2 --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index effa714e9..315033847 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -4,7 +4,7 @@ flake8==3.7.7 flake8-type-annotations==0.1.0 flake8-tidy-imports==2.0.0 -pytest==4.6.1 +pytest==4.6.2 pytest-mock==1.10.4 pytest-asyncio==0.10.0 pytest-cov==2.7.1 From dc0326db2737ba1bc213bab7f76bbffcc922c810 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 11 Jun 2019 10:09:30 +0300 Subject: [PATCH 310/417] fix handling --exchange --- freqtrade/arguments.py | 8 +------- scripts/download_backtest_data.py | 17 +++++++++++------ 2 files changed, 12 insertions(+), 13 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 711975fd0..0d4288ef3 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -443,7 +443,7 @@ class Arguments(object): help='Log to the file specified', dest='logfile', type=str, - metavar='FILE' + metavar='FILE', ) self.parser.add_argument( '-c', '--config', @@ -458,15 +458,12 @@ class Arguments(object): '-d', '--datadir', help='Path to backtest data.', dest='datadir', - default=None, - type=str, metavar='PATH', ) self.parser.add_argument( '--pairs-file', help='File containing a list of pairs to download.', dest='pairs_file', - default=None, metavar='FILE', ) self.parser.add_argument( @@ -475,14 +472,11 @@ class Arguments(object): dest='days', type=int, metavar='INT', - default=None ) self.parser.add_argument( '--exchange', help='Exchange name (default: %(default)s). Only valid if no config is provided.', dest='exchange', - type=str, - default='bittrex' ) self.parser.add_argument( '-t', '--timeframes', diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py index 196af5bed..278879fb0 100755 --- a/scripts/download_backtest_data.py +++ b/scripts/download_backtest_data.py @@ -27,6 +27,9 @@ arguments.download_data_options() # in the command line options explicitely args = arguments.parse_args(no_default_config=True) +# Use bittrex as default exchange +exchange_name = args.exchange or 'bittrex' + timeframes = args.timeframes pairs: List = [] @@ -46,20 +49,15 @@ if args.config: config['exchange']['key'] = '' config['exchange']['secret'] = '' - if args.exchange: - config['exchange']['name'] = args.exchange - pairs = config['exchange']['pair_whitelist'] timeframes = [config['ticker_interval']] else: - if not args.exchange: - sys.exit("No exchange specified.") config = { 'stake_currency': '', 'dry_run': True, 'exchange': { - 'name': args.exchange, + 'name': exchange_name, 'key': '', 'secret': '', 'pair_whitelist': [], @@ -71,6 +69,13 @@ else: } configuration._load_logging_config(config) + +if args.config and args.exchange: + logger.warning("The --exchange option is ignored, using exchange settings from the configuration file.") + +# Check if the exchange set by the user is supported +configuration.check_exchange(config) + configuration._load_datadir_config(config) dl_path = Path(config['datadir']) From cd60d6d99adc61ca030f418d3a60de9bfbd43fd1 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 11 Jun 2019 10:10:21 +0300 Subject: [PATCH 311/417] make --days positive int only --- freqtrade/arguments.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 0d4288ef3..09fea5e63 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -470,7 +470,7 @@ class Arguments(object): '--days', help='Download data for given number of days.', dest='days', - type=int, + type=Arguments.check_int_positive, metavar='INT', ) self.parser.add_argument( From d55f2be942b5f9a58cd085e815c5a11311f802c0 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 11 Jun 2019 10:21:59 +0300 Subject: [PATCH 312/417] make flake happy --- scripts/download_backtest_data.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py index 278879fb0..76b2c415b 100755 --- a/scripts/download_backtest_data.py +++ b/scripts/download_backtest_data.py @@ -71,7 +71,8 @@ else: configuration._load_logging_config(config) if args.config and args.exchange: - logger.warning("The --exchange option is ignored, using exchange settings from the configuration file.") + logger.warning("The --exchange option is ignored, " + "using exchange settings from the configuration file.") # Check if the exchange set by the user is supported configuration.check_exchange(config) From 4801af4c77afbb10a8ec756e6c22955521b08a17 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 11 Jun 2019 10:42:14 +0300 Subject: [PATCH 313/417] debug logging for IStrategy.advise_*() added --- freqtrade/strategy/interface.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index db266d95f..4e2d96c55 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -378,6 +378,7 @@ class IStrategy(ABC): :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ + logger.debug(f"Populating indicators for pair {metadata.get('pair')}.") if self._populate_fun_len == 2: warnings.warn("deprecated - check out the Sample strategy to see " "the current function headers!", DeprecationWarning) @@ -393,6 +394,7 @@ class IStrategy(ABC): :param pair: Additional information, like the currently traded pair :return: DataFrame with buy column """ + logger.debug(f"Populating buy signals for pair {metadata.get('pair')}.") if self._buy_fun_len == 2: warnings.warn("deprecated - check out the Sample strategy to see " "the current function headers!", DeprecationWarning) @@ -408,6 +410,7 @@ class IStrategy(ABC): :param pair: Additional information, like the currently traded pair :return: DataFrame with sell column """ + logger.debug(f"Populating sell signals for pair {metadata.get('pair')}.") if self._sell_fun_len == 2: warnings.warn("deprecated - check out the Sample strategy to see " "the current function headers!", DeprecationWarning) From 7322a34fa426d0eb42f7ad5711b997ad356c19fa Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 11 Jun 2019 10:58:19 +0300 Subject: [PATCH 314/417] fix metadata in tests --- freqtrade/tests/strategy/test_strategy.py | 11 +++++------ 1 file changed, 5 insertions(+), 6 deletions(-) diff --git a/freqtrade/tests/strategy/test_strategy.py b/freqtrade/tests/strategy/test_strategy.py index 2ed2567f9..b96f9c79e 100644 --- a/freqtrade/tests/strategy/test_strategy.py +++ b/freqtrade/tests/strategy/test_strategy.py @@ -63,15 +63,14 @@ def test_search_strategy(): def test_load_strategy(result): resolver = StrategyResolver({'strategy': 'TestStrategy'}) - metadata = {'pair': 'ETH/BTC'} - assert 'adx' in resolver.strategy.advise_indicators(result, metadata=metadata) + assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) def test_load_strategy_byte64(result): with open("freqtrade/tests/strategy/test_strategy.py", "r") as file: encoded_string = urlsafe_b64encode(file.read().encode("utf-8")).decode("utf-8") resolver = StrategyResolver({'strategy': 'TestStrategy:{}'.format(encoded_string)}) - assert 'adx' in resolver.strategy.advise_indicators(result, 'ETH/BTC') + assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) def test_load_strategy_invalid_directory(result, caplog): @@ -371,7 +370,7 @@ def test_deprecate_populate_indicators(result): with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") - indicators = resolver.strategy.advise_indicators(result, 'ETH/BTC') + indicators = resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) assert len(w) == 1 assert issubclass(w[-1].category, DeprecationWarning) assert "deprecated - check out the Sample strategy to see the current function headers!" \ @@ -380,7 +379,7 @@ def test_deprecate_populate_indicators(result): with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") - resolver.strategy.advise_buy(indicators, 'ETH/BTC') + resolver.strategy.advise_buy(indicators, {'pair': 'ETH/BTC'}) assert len(w) == 1 assert issubclass(w[-1].category, DeprecationWarning) assert "deprecated - check out the Sample strategy to see the current function headers!" \ @@ -389,7 +388,7 @@ def test_deprecate_populate_indicators(result): with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") - resolver.strategy.advise_sell(indicators, 'ETH_BTC') + resolver.strategy.advise_sell(indicators, {'pair': 'ETH_BTC'}) assert len(w) == 1 assert issubclass(w[-1].category, DeprecationWarning) assert "deprecated - check out the Sample strategy to see the current function headers!" \ From 676e7300132e15aa55a8cdb844e2f3b582140184 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 11 Jun 2019 13:18:35 +0300 Subject: [PATCH 315/417] enhance check_exchange --- freqtrade/configuration.py | 41 +++++++++++++++++++++------ freqtrade/exchange/__init__.py | 6 ++-- freqtrade/exchange/exchange.py | 18 ++++++++---- freqtrade/tests/test_configuration.py | 2 +- 4 files changed, 50 insertions(+), 17 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index c19580c36..90393cae2 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -13,7 +13,8 @@ from jsonschema import Draft4Validator, validators from jsonschema.exceptions import ValidationError, best_match from freqtrade import OperationalException, constants -from freqtrade.exchange import is_exchange_supported, supported_exchanges +from freqtrade.exchange import (is_exchange_bad, is_exchange_known, + is_exchange_officially_supported, known_exchanges) from freqtrade.misc import deep_merge_dicts from freqtrade.state import RunMode @@ -375,22 +376,44 @@ class Configuration(object): return self.config - def check_exchange(self, config: Dict[str, Any]) -> bool: + def check_exchange(self, config: Dict[str, Any], check_for_bad: bool = True) -> bool: """ Check if the exchange name in the config file is supported by Freqtrade - :return: True or raised an exception if the exchange if not supported + :param check_for_bad: if True, check the exchange against the list of known 'bad' + exchanges + :return: False if exchange is 'bad', i.e. is known to work with the bot with + critical issues or does not work at all, crashes, etc. True otherwise. + raises an exception if the exchange if not supported by ccxt + and thus is not known for the Freqtrade at all. """ - exchange = config.get('exchange', {}).get('name').lower() - if not is_exchange_supported(exchange): + logger.info("Checking exchange...") - exception_msg = f'Exchange "{exchange}" not supported.\n' \ - f'The following exchanges are supported: ' \ - f'{", ".join(supported_exchanges())}' + exchange = config.get('exchange', {}).get('name').lower() + if not is_exchange_known(exchange): + exception_msg = f'Exchange "{exchange}" is not supported by ccxt ' \ + f'and not known for the bot.\n' \ + f'The following exchanges are supported by ccxt: ' \ + f'{", ".join(known_exchanges())}' logger.critical(exception_msg) raise OperationalException( exception_msg ) - logger.debug('Exchange "%s" supported', exchange) + logger.info(f'Exchange "{exchange}" is supported by ccxt and known for the bot.') + + if is_exchange_officially_supported(exchange): + logger.info(f'Exchange "{exchange}" is officially supported ' + f'by the Freqtrade development team.') + else: + logger.warning(f'Exchange "{exchange}" is not officially supported ' + f'by the Freqtrade development team. ' + f'It may work with serious issues or not work at all. ' + f'Use it at your own discretion.') + + if check_for_bad and is_exchange_bad(exchange): + logger.warning(f'Exchange "{exchange}" is known to not work with Freqtrade yet. ' + f'Use it only for development and testing purposes.') + return False + return True diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 3c90e69ee..29e50e29c 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -1,6 +1,8 @@ from freqtrade.exchange.exchange import Exchange # noqa: F401 -from freqtrade.exchange.exchange import (is_exchange_supported, # noqa: F401 - supported_exchanges) +from freqtrade.exchange.exchange import (is_exchange_bad, # noqa: F401 + is_exchange_known, + is_exchange_officially_supported, + known_exchanges) from freqtrade.exchange.exchange import (timeframe_to_seconds, # noqa: F401 timeframe_to_minutes, timeframe_to_msecs) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index ea6996efb..1196f5efe 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -156,8 +156,8 @@ class Exchange(object): # Find matching class for the given exchange name name = exchange_config['name'] - if not is_exchange_supported(name, ccxt_module): - raise OperationalException(f'Exchange {name} is not supported') +# if not is_exchange_supported(name, ccxt_module): +# raise OperationalException(f'Exchange {name} is not supported') ex_config = { 'apiKey': exchange_config.get('key'), @@ -722,11 +722,19 @@ class Exchange(object): raise OperationalException(e) -def is_exchange_supported(exchange: str, ccxt_module=None) -> bool: - return exchange in supported_exchanges(ccxt_module) +def is_exchange_bad(exchange: str) -> bool: + return exchange in ['bitmex'] -def supported_exchanges(ccxt_module=None) -> List[str]: +def is_exchange_known(exchange: str, ccxt_module=None) -> bool: + return exchange in known_exchanges(ccxt_module) + + +def is_exchange_officially_supported(exchange: str) -> bool: + return exchange in ['bittrex', 'binance'] + + +def known_exchanges(ccxt_module=None) -> List[str]: return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index aee0dfadd..03f0c004c 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -484,7 +484,7 @@ def test_check_exchange(default_conf, caplog) -> None: with pytest.raises( OperationalException, - match=r'.*Exchange "unknown_exchange" not supported.*' + match=r'.*Exchange "unknown_exchange" is not supported by ccxt and not known for the bot.*' ): configuration.check_exchange(default_conf) From db6ccef6bdad38d3438bc08554ee91d500a514c1 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 11 Jun 2019 13:43:29 +0300 Subject: [PATCH 316/417] return back check in init_ccxt() --- freqtrade/exchange/exchange.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 1196f5efe..0d4ed364d 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -156,8 +156,8 @@ class Exchange(object): # Find matching class for the given exchange name name = exchange_config['name'] -# if not is_exchange_supported(name, ccxt_module): -# raise OperationalException(f'Exchange {name} is not supported') + if not is_exchange_known(name, ccxt_module): + raise OperationalException(f'Exchange {name} is not supported by ccxt') ex_config = { 'apiKey': exchange_config.get('key'), From dc7f8837518e280ee950b811c9d2ee8e7826d810 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 11 Jun 2019 13:47:04 +0300 Subject: [PATCH 317/417] no need to duplicate this long error message --- freqtrade/configuration.py | 11 ++++------- 1 file changed, 4 insertions(+), 7 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 90393cae2..bd4717894 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -390,14 +390,11 @@ class Configuration(object): exchange = config.get('exchange', {}).get('name').lower() if not is_exchange_known(exchange): - exception_msg = f'Exchange "{exchange}" is not supported by ccxt ' \ - f'and not known for the bot.\n' \ - f'The following exchanges are supported by ccxt: ' \ - f'{", ".join(known_exchanges())}' - - logger.critical(exception_msg) raise OperationalException( - exception_msg + f'Exchange "{exchange}" is not supported by ccxt ' + f'and not known for the bot.\n' + f'The following exchanges are supported by ccxt: ' + f'{", ".join(known_exchanges())}' ) logger.info(f'Exchange "{exchange}" is supported by ccxt and known for the bot.') From 9c64965808d02fc8e100a48e76f34022858f9a9e Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 12 Jun 2019 12:33:20 +0300 Subject: [PATCH 318/417] list-exchanges subcommand added --- freqtrade/arguments.py | 18 +++++++++++++++++ freqtrade/utils.py | 44 ++++++++++++++++++++++++++++++++++++++++++ 2 files changed, 62 insertions(+) create mode 100644 freqtrade/utils.py diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 89b587c6f..101d927bf 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -335,12 +335,25 @@ class Arguments(object): metavar='INT', ) + @staticmethod + def list_exchanges_options(parser: argparse.ArgumentParser) -> None: + """ + Parses given arguments for the list-exchanges command. + """ + parser.add_argument( + '-1', + help='Print exchanges in one column', + action='store_true', + dest='print_one_column', + ) + def _build_subcommands(self) -> None: """ Builds and attaches all subcommands :return: None """ from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge + from freqtrade.utils import start_list_exchanges subparsers = self.parser.add_subparsers(dest='subparser') @@ -362,6 +375,11 @@ class Arguments(object): self.optimizer_shared_options(hyperopt_cmd) self.hyperopt_options(hyperopt_cmd) + # Add list-exchanges subcommand + list_exchanges_cmd = subparsers.add_parser('list-exchanges', help='List known exchanges.') + list_exchanges_cmd.set_defaults(func=start_list_exchanges) + self.list_exchanges_options(list_exchanges_cmd) + @staticmethod def parse_timerange(text: Optional[str]) -> TimeRange: """ diff --git a/freqtrade/utils.py b/freqtrade/utils.py new file mode 100644 index 000000000..944287001 --- /dev/null +++ b/freqtrade/utils.py @@ -0,0 +1,44 @@ +import logging +from argparse import Namespace +from typing import Any, Dict + +from freqtrade.configuration import Configuration +from freqtrade.exchange import supported_exchanges +from freqtrade.state import RunMode + + +logger = logging.getLogger(__name__) + + +def setup_configuration(args: Namespace, method: RunMode) -> Dict[str, Any]: + """ + Prepare the configuration for the Hyperopt module + :param args: Cli args from Arguments() + :return: Configuration + """ + configuration = Configuration(args, method) + config = configuration.load_config() + + # Ensure we do not use Exchange credentials + config['exchange']['key'] = '' + config['exchange']['secret'] = '' + + return config + + +def start_list_exchanges(args: Namespace) -> None: + """ + Start listing known exchanges + :param args: Cli args from Arguments() + :return: None + """ + + # Initialize configuration + config = setup_configuration(args, RunMode.OTHER) + + logger.debug('Starting freqtrade in cli-util mode') + + if args.print_one_column: + print('\n'.join(supported_exchanges())) + else: + print(f"Supported exchanges: {', '.join(supported_exchanges())}") From 8df40a6ff945fbf679ad3484bc8aec93b46d271b Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Wed, 12 Jun 2019 22:40:50 +0300 Subject: [PATCH 319/417] make flake happy --- freqtrade/utils.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 944287001..394507059 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -34,7 +34,7 @@ def start_list_exchanges(args: Namespace) -> None: """ # Initialize configuration - config = setup_configuration(args, RunMode.OTHER) + _ = setup_configuration(args, RunMode.OTHER) logger.debug('Starting freqtrade in cli-util mode') From 0cc2210f222d54127ba58b7fdf7173b32fe0746d Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 12 Jun 2019 22:37:43 +0300 Subject: [PATCH 320/417] wording fixed --- freqtrade/configuration.py | 20 ++++++++++---------- freqtrade/exchange/__init__.py | 4 ++-- freqtrade/exchange/exchange.py | 8 ++++---- 3 files changed, 16 insertions(+), 16 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index bd4717894..b85345b45 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -13,8 +13,8 @@ from jsonschema import Draft4Validator, validators from jsonschema.exceptions import ValidationError, best_match from freqtrade import OperationalException, constants -from freqtrade.exchange import (is_exchange_bad, is_exchange_known, - is_exchange_officially_supported, known_exchanges) +from freqtrade.exchange import (is_exchange_bad, is_exchange_available, + is_exchange_officially_supported, available_exchanges) from freqtrade.misc import deep_merge_dicts from freqtrade.state import RunMode @@ -389,27 +389,27 @@ class Configuration(object): logger.info("Checking exchange...") exchange = config.get('exchange', {}).get('name').lower() - if not is_exchange_known(exchange): + if not is_exchange_available(exchange): raise OperationalException( f'Exchange "{exchange}" is not supported by ccxt ' - f'and not known for the bot.\n' + f'and therefore not available for the bot.\n' f'The following exchanges are supported by ccxt: ' - f'{", ".join(known_exchanges())}' + f'{", ".join(available_exchanges())}' ) - logger.info(f'Exchange "{exchange}" is supported by ccxt and known for the bot.') + logger.info(f'Exchange "{exchange}" is supported by ccxt ' + f'and therefore available for the bot.') if is_exchange_officially_supported(exchange): logger.info(f'Exchange "{exchange}" is officially supported ' f'by the Freqtrade development team.') else: - logger.warning(f'Exchange "{exchange}" is not officially supported ' - f'by the Freqtrade development team. ' - f'It may work with serious issues or not work at all. ' + logger.warning(f'Exchange "{exchange}" is not officially supported. ' + f'It may work flawlessly (please report back) or have serious issues. ' f'Use it at your own discretion.') if check_for_bad and is_exchange_bad(exchange): - logger.warning(f'Exchange "{exchange}" is known to not work with Freqtrade yet. ' + logger.warning(f'Exchange "{exchange}" is known to not work with the bot yet. ' f'Use it only for development and testing purposes.') return False diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 29e50e29c..5c58320f6 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -1,8 +1,8 @@ from freqtrade.exchange.exchange import Exchange # noqa: F401 from freqtrade.exchange.exchange import (is_exchange_bad, # noqa: F401 - is_exchange_known, + is_exchange_available, is_exchange_officially_supported, - known_exchanges) + available_exchanges) from freqtrade.exchange.exchange import (timeframe_to_seconds, # noqa: F401 timeframe_to_minutes, timeframe_to_msecs) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 0d4ed364d..194e1d883 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -156,7 +156,7 @@ class Exchange(object): # Find matching class for the given exchange name name = exchange_config['name'] - if not is_exchange_known(name, ccxt_module): + if not is_exchange_available(name, ccxt_module): raise OperationalException(f'Exchange {name} is not supported by ccxt') ex_config = { @@ -726,15 +726,15 @@ def is_exchange_bad(exchange: str) -> bool: return exchange in ['bitmex'] -def is_exchange_known(exchange: str, ccxt_module=None) -> bool: - return exchange in known_exchanges(ccxt_module) +def is_exchange_available(exchange: str, ccxt_module=None) -> bool: + return exchange in available_exchanges(ccxt_module) def is_exchange_officially_supported(exchange: str) -> bool: return exchange in ['bittrex', 'binance'] -def known_exchanges(ccxt_module=None) -> List[str]: +def available_exchanges(ccxt_module=None) -> List[str]: return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges From a65c89f09074c7c2eba664afe6335f3186788b03 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 12 Jun 2019 23:03:16 +0300 Subject: [PATCH 321/417] test adjusted --- freqtrade/tests/test_configuration.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index 03f0c004c..c8beb3512 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -484,7 +484,8 @@ def test_check_exchange(default_conf, caplog) -> None: with pytest.raises( OperationalException, - match=r'.*Exchange "unknown_exchange" is not supported by ccxt and not known for the bot.*' + match=r'.*Exchange "unknown_exchange" is not supported by ccxt ' + r'and therefore not available for the bot.*' ): configuration.check_exchange(default_conf) From a4d8424268f0d2ed8fdb03d6cc3f16b51b888215 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Jun 2019 19:34:46 +0200 Subject: [PATCH 322/417] trailing_stop_positive should only be set when needed, and none/undefined otherwise --- user_data/strategies/test_strategy.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py index 66a5f8c09..1dd6406b4 100644 --- a/user_data/strategies/test_strategy.py +++ b/user_data/strategies/test_strategy.py @@ -44,8 +44,8 @@ class TestStrategy(IStrategy): # trailing stoploss trailing_stop = False - trailing_stop_positive = 0.01 - trailing_stop_positive_offset = 0.0 # Disabled / not configured + # trailing_stop_positive = 0.01 + # trailing_stop_positive_offset = 0.0 # Disabled / not configured # Optimal ticker interval for the strategy ticker_interval = '5m' From b64b6a2583f55f1f1d139a45a59f70bc633c4c61 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Jun 2019 19:35:20 +0200 Subject: [PATCH 323/417] Support trailing_stop_positive options in BTContainer --- freqtrade/tests/optimize/__init__.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/freqtrade/tests/optimize/__init__.py b/freqtrade/tests/optimize/__init__.py index 457113cb7..41500051f 100644 --- a/freqtrade/tests/optimize/__init__.py +++ b/freqtrade/tests/optimize/__init__.py @@ -29,6 +29,10 @@ class BTContainer(NamedTuple): trades: List[BTrade] profit_perc: float trailing_stop: bool = False + trailing_only_offset_is_reached: bool = False + trailing_stop_positive: float = None + trailing_stop_positive_offset: float = 0.0 + use_sell_signal: bool = False def _get_frame_time_from_offset(offset): From 578180f45b986aaa5dade8425102aee0baa59dbb Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Jun 2019 20:00:56 +0200 Subject: [PATCH 324/417] Add test for sell-signal sell --- .../tests/optimize/test_backtest_detail.py | 25 ++++++++++++++++++- 1 file changed, 24 insertions(+), 1 deletion(-) diff --git a/freqtrade/tests/optimize/test_backtest_detail.py b/freqtrade/tests/optimize/test_backtest_detail.py index 32c6bd09b..35f705e16 100644 --- a/freqtrade/tests/optimize/test_backtest_detail.py +++ b/freqtrade/tests/optimize/test_backtest_detail.py @@ -14,6 +14,21 @@ from freqtrade.tests.optimize import (BTContainer, BTrade, _get_frame_time_from_offset, tests_ticker_interval) +# Test 0 Sell signal sell +# Test with Stop-loss at 1% +# TC0: Sell signal in candle 3 +tc0 = BTContainer(data=[ + # D O H L C V B S + [0, 5000, 5025, 4975, 4987, 6172, 1, 0], + [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) + [2, 4987, 5012, 4986, 4600, 6172, 0, 0], # exit with stoploss hit + [3, 5010, 5000, 4980, 5010, 6172, 0, 1], + [4, 5010, 4987, 4977, 4995, 6172, 0, 0], + [5, 4995, 4995, 4995, 4950, 6172, 0, 0]], + stop_loss=-0.01, roi=1, profit_perc=0.002, use_sell_signal=True, + trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] +) + # Test 1 Minus 8% Close # Test with Stop-loss at 1% # TC1: Stop-Loss Triggered 1% loss @@ -146,7 +161,7 @@ tc8 = BTContainer(data=[ # Test 9 - trailing_stop should raise - high and low in same candle. # Candle Data for test 9 # Set stop-loss at 10%, ROI at 10% (should not apply) -# TC9: Trailing stoploss - stoploss should be adjusted candle 2 +# TC9: Trailing stoploss - stoploss should be adjusted candle 3 tc9 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5050, 4950, 5000, 6172, 1, 0], @@ -159,6 +174,7 @@ tc9 = BTContainer(data=[ ) TESTS = [ + tc0, tc1, tc2, tc3, @@ -180,6 +196,13 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: default_conf["minimal_roi"] = {"0": data.roi} default_conf["ticker_interval"] = tests_ticker_interval default_conf["trailing_stop"] = data.trailing_stop + default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached + # Only add this to configuration If it's necessary + if data.trailing_stop_positive: + default_conf["trailing_stop_positive"] = data.trailing_stop_positive + default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset + default_conf["experimental"] = {"use_sell_signal": data.use_sell_signal} + mocker.patch("freqtrade.exchange.Exchange.get_fee", MagicMock(return_value=0.0)) patch_exchange(mocker) frame = _build_backtest_dataframe(data.data) From 160894c0312cf5c778a3d04b8968f62b28aecd4c Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Jun 2019 20:04:52 +0200 Subject: [PATCH 325/417] Calculate profit_high to make sure stoploss_positive_offset is correct --- freqtrade/strategy/interface.py | 8 +++++--- 1 file changed, 5 insertions(+), 3 deletions(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index db266d95f..8570c354f 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -308,14 +308,16 @@ class IStrategy(ABC): if trailing_stop: # trailing stoploss handling - sl_offset = self.config.get('trailing_stop_positive_offset') or 0.0 tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False) + # Make sure current_profit is calculated using high for backtesting. + high_profit = current_profit if not high else trade.calc_profit_percent(high) + # Don't update stoploss if trailing_only_offset_is_reached is true. - if not (tsl_only_offset and current_profit < sl_offset): + if not (tsl_only_offset and high_profit < sl_offset): # Specific handling for trailing_stop_positive - if 'trailing_stop_positive' in self.config and current_profit > sl_offset: + if 'trailing_stop_positive' in self.config and high_profit > sl_offset: # Ignore mypy error check in configuration that this is a float stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore logger.debug(f"using positive stop loss: {stop_loss_value} " From 550fbad53e7fc64074744945fea988273c0ebad8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Jun 2019 20:05:49 +0200 Subject: [PATCH 326/417] Add test-cases with trailing_stop_offsets --- .../tests/optimize/test_backtest_detail.py | 54 +++++++++++++++++++ 1 file changed, 54 insertions(+) diff --git a/freqtrade/tests/optimize/test_backtest_detail.py b/freqtrade/tests/optimize/test_backtest_detail.py index 35f705e16..402e22391 100644 --- a/freqtrade/tests/optimize/test_backtest_detail.py +++ b/freqtrade/tests/optimize/test_backtest_detail.py @@ -173,6 +173,57 @@ tc9 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] ) +# Test 10 - trailing_stop should raise so candle 3 causes a stoploss +# without applying trailing_stop_positive since stoploss_offset is at 10%. +# Set stop-loss at 10%, ROI at 10% (should not apply) +# TC10: Trailing stoploss - stoploss should be adjusted candle 2 +tc10 = BTContainer(data=[ + # D O H L C V B S + [0, 5000, 5050, 4950, 5000, 6172, 1, 0], + [1, 5000, 5050, 4950, 5100, 6172, 0, 0], + [2, 5100, 5251, 5100, 5100, 6172, 0, 0], + [3, 4850, 5050, 4650, 4750, 6172, 0, 0], + [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], + stop_loss=-0.10, roi=0.10, profit_perc=-0.1, trailing_stop=True, + trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10, + trailing_stop_positive=0.03, + trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=4)] +) + +# Test 11 - trailing_stop should raise so candle 3 causes a stoploss +# applying a positive trailing stop of 3% since stop_positive_offset is reached. +# Set stop-loss at 10%, ROI at 10% (should not apply) +# TC11: Trailing stoploss - stoploss should be adjusted candle 2, +tc11 = BTContainer(data=[ + # D O H L C V B S + [0, 5000, 5050, 4950, 5000, 6172, 1, 0], + [1, 5000, 5050, 4950, 5100, 6172, 0, 0], + [2, 5100, 5251, 5100, 5100, 6172, 0, 0], + [3, 4850, 5050, 4650, 4750, 6172, 0, 0], + [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], + stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True, + trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, + trailing_stop_positive=0.03, + trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] +) + +# Test 12 - trailing_stop should raise in candle 2 and cause a stoploss in the same candle +# applying a positive trailing stop of 3% since stop_positive_offset is reached. +# Set stop-loss at 10%, ROI at 10% (should not apply) +# TC12: Trailing stoploss - stoploss should be adjusted candle 2, +tc12 = BTContainer(data=[ + # D O H L C V B S + [0, 5000, 5050, 4950, 5000, 6172, 1, 0], + [1, 5000, 5050, 4950, 5100, 6172, 0, 0], + [2, 5100, 5251, 4650, 5100, 6172, 0, 0], + [3, 4850, 5050, 4650, 4750, 6172, 0, 0], + [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], + stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True, + trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, + trailing_stop_positive=0.03, + trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] +) + TESTS = [ tc0, tc1, @@ -184,6 +235,9 @@ TESTS = [ tc7, tc8, tc9, + tc10, + tc11, + tc12, ] From e08fda074ad2ea504b830c8760ad1a5e198e9b0e Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Jun 2019 20:26:47 +0200 Subject: [PATCH 327/417] Fix bug with timeframe handling --- scripts/download_backtest_data.py | 7 +++++-- 1 file changed, 5 insertions(+), 2 deletions(-) diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py index 76b2c415b..8493c0872 100755 --- a/scripts/download_backtest_data.py +++ b/scripts/download_backtest_data.py @@ -30,7 +30,6 @@ args = arguments.parse_args(no_default_config=True) # Use bittrex as default exchange exchange_name = args.exchange or 'bittrex' -timeframes = args.timeframes pairs: List = [] configuration = Configuration(args) @@ -50,7 +49,9 @@ if args.config: config['exchange']['secret'] = '' pairs = config['exchange']['pair_whitelist'] - timeframes = [config['ticker_interval']] + + # Don't fail if ticker_interval is not in the configuration + timeframes = [config.get('ticker_interval')] else: config = { @@ -68,6 +69,8 @@ else: } } +timeframes = args.timeframes + configuration._load_logging_config(config) if args.config and args.exchange: From 9657b1a17f454fcd81f66f91c2c8949c7495acfd Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Jun 2019 20:37:17 +0200 Subject: [PATCH 328/417] explict parse to string for ticker-interval --- scripts/download_backtest_data.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py index 8493c0872..a39500d0e 100755 --- a/scripts/download_backtest_data.py +++ b/scripts/download_backtest_data.py @@ -127,7 +127,7 @@ try: logger.info(f'Downloading pair {pair}, interval {ticker_interval}.') download_pair_history(datadir=dl_path, exchange=exchange, - pair=pair, ticker_interval=ticker_interval, + pair=pair, ticker_interval=str(ticker_interval), timerange=timerange) except KeyboardInterrupt: From 04ea66c97722901caeae519fd0b38feb886bae1e Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 14 Jun 2019 02:58:34 +0300 Subject: [PATCH 329/417] fix handling timeframes --- freqtrade/arguments.py | 1 - scripts/download_backtest_data.py | 9 +++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 09fea5e63..46fb9e7b3 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -484,7 +484,6 @@ class Arguments(object): Default: %(default)s.', choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '1d', '3d', '1w'], - default=['1m', '5m'], nargs='+', dest='timeframes', ) diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py index a39500d0e..6263d0e2f 100755 --- a/scripts/download_backtest_data.py +++ b/scripts/download_backtest_data.py @@ -50,8 +50,10 @@ if args.config: pairs = config['exchange']['pair_whitelist'] - # Don't fail if ticker_interval is not in the configuration - timeframes = [config.get('ticker_interval')] + if config.get('ticker_interval'): + timeframes = args.timeframes or [config.get('ticker_interval')] + else: + timeframes = args.timeframes or ['1m', '5m'] else: config = { @@ -68,8 +70,7 @@ else: } } } - -timeframes = args.timeframes + timeframes = args.timeframes or ['1m', '5m'] configuration._load_logging_config(config) From ee113ab8edb29269221fd0a10830c1a5339cafde Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 14 Jun 2019 18:40:02 +0300 Subject: [PATCH 330/417] log messages aligned --- freqtrade/configuration.py | 21 ++++++++++----------- 1 file changed, 10 insertions(+), 11 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index b85345b45..28faacf90 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -397,20 +397,19 @@ class Configuration(object): f'{", ".join(available_exchanges())}' ) - logger.info(f'Exchange "{exchange}" is supported by ccxt ' - f'and therefore available for the bot.') - - if is_exchange_officially_supported(exchange): - logger.info(f'Exchange "{exchange}" is officially supported ' - f'by the Freqtrade development team.') - else: - logger.warning(f'Exchange "{exchange}" is not officially supported. ' - f'It may work flawlessly (please report back) or have serious issues. ' - f'Use it at your own discretion.') - if check_for_bad and is_exchange_bad(exchange): logger.warning(f'Exchange "{exchange}" is known to not work with the bot yet. ' f'Use it only for development and testing purposes.') return False + if is_exchange_officially_supported(exchange): + logger.info(f'Exchange "{exchange}" is officially supported ' + f'by the Freqtrade development team.') + else: + logger.warning(f'Exchange "{exchange}" is supported by ccxt ' + f'and therefore available for the bot but not officially supported ' + f'by the Freqtrade development team. ' + f'It may work flawlessly (please report back) or have serious issues. ' + f'Use it at your own discretion.') + return True From 941fb4ebbb3c7f3d53bc3741e20d086b7545b072 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 14 Jun 2019 18:40:25 +0300 Subject: [PATCH 331/417] tests added --- freqtrade/tests/test_configuration.py | 18 +++++++++++++++--- 1 file changed, 15 insertions(+), 3 deletions(-) diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index c8beb3512..82167125c 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -470,15 +470,27 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None: def test_check_exchange(default_conf, caplog) -> None: configuration = Configuration(Namespace()) - # Test a valid exchange + # Test an officially supported by Freqtrade team exchange default_conf.get('exchange').update({'name': 'BITTREX'}) assert configuration.check_exchange(default_conf) - # Test a valid exchange + # Test an officially supported by Freqtrade team exchange default_conf.get('exchange').update({'name': 'binance'}) assert configuration.check_exchange(default_conf) - # Test a invalid exchange + # Test an available exchange, supported by ccxt + default_conf.get('exchange').update({'name': 'kraken'}) + assert configuration.check_exchange(default_conf) + + # Test a 'bad' exchange, which known to have serious problems + default_conf.get('exchange').update({'name': 'bitmex'}) + assert not configuration.check_exchange(default_conf) + + # Test a 'bad' exchange with check_for_bad=False + default_conf.get('exchange').update({'name': 'bitmex'}) + assert configuration.check_exchange(default_conf, False) + + # Test an invalid exchange default_conf.get('exchange').update({'name': 'unknown_exchange'}) configuration.config = default_conf From 1afe6c1437c7e7704834f55badf1b40fa0408a4d Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 14 Jun 2019 19:37:54 +0200 Subject: [PATCH 332/417] Don't run validation per strategy, it's only eneded once --- freqtrade/optimize/backtesting.py | 21 +++++++++++---------- 1 file changed, 11 insertions(+), 10 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 6cc78ad2b..b9d874fc0 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -421,20 +421,21 @@ class Backtesting(object): max_open_trades = 0 all_results = {} + min_date, max_date = history.get_timeframe(data) + # Validate dataframe for missing values (mainly at start and end, as fillup is called) + history.validate_backtest_data(data, min_date, max_date, + timeframe_to_minutes(self.ticker_interval)) + logger.info( + 'Backtesting with data from %s up to %s (%s days)..', + min_date.isoformat(), + max_date.isoformat(), + (max_date - min_date).days + ) + for strat in self.strategylist: logger.info("Running backtesting for Strategy %s", strat.get_strategy_name()) self._set_strategy(strat) - min_date, max_date = history.get_timeframe(data) - # Validate dataframe for missing values (mainly at start and end, as fillup is called) - history.validate_backtest_data(data, min_date, max_date, - timeframe_to_minutes(self.ticker_interval)) - logger.info( - 'Backtesting with data from %s up to %s (%s days)..', - min_date.isoformat(), - max_date.isoformat(), - (max_date - min_date).days - ) # need to reprocess data every time to populate signals preprocessed = self.strategy.tickerdata_to_dataframe(data) From cedd38455f0e2da85a25cbae32b6bf11e02a9490 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 14 Jun 2019 21:54:38 +0300 Subject: [PATCH 333/417] remove configuration from list-exchanges --- freqtrade/utils.py | 10 +++------- 1 file changed, 3 insertions(+), 7 deletions(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 394507059..45bd9fd3f 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -28,17 +28,13 @@ def setup_configuration(args: Namespace, method: RunMode) -> Dict[str, Any]: def start_list_exchanges(args: Namespace) -> None: """ - Start listing known exchanges + Print available exchanges :param args: Cli args from Arguments() :return: None """ - # Initialize configuration - _ = setup_configuration(args, RunMode.OTHER) - - logger.debug('Starting freqtrade in cli-util mode') - if args.print_one_column: print('\n'.join(supported_exchanges())) else: - print(f"Supported exchanges: {', '.join(supported_exchanges())}") + print(f"Exchanges supported by ccxt and available for Freqtrade: " + f"{', '.join(supported_exchanges())}") From 1af988711b9020d78866c6bbdcb065fe58eeeaf2 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 14 Jun 2019 21:59:16 +0300 Subject: [PATCH 334/417] add --one-column as an alias option --- freqtrade/arguments.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 101d927bf..a8e8af2ad 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -341,7 +341,7 @@ class Arguments(object): Parses given arguments for the list-exchanges command. """ parser.add_argument( - '-1', + '-1', '--one-column', help='Print exchanges in one column', action='store_true', dest='print_one_column', @@ -376,7 +376,7 @@ class Arguments(object): self.hyperopt_options(hyperopt_cmd) # Add list-exchanges subcommand - list_exchanges_cmd = subparsers.add_parser('list-exchanges', help='List known exchanges.') + list_exchanges_cmd = subparsers.add_parser('list-exchanges', help='Print available exchanges.') list_exchanges_cmd.set_defaults(func=start_list_exchanges) self.list_exchanges_options(list_exchanges_cmd) From 09cd7db9b17f251212d9db7dc53660089b08b933 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 14 Jun 2019 22:04:29 +0300 Subject: [PATCH 335/417] make flake happy --- freqtrade/arguments.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index a8e8af2ad..4f512e40e 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -376,7 +376,10 @@ class Arguments(object): self.hyperopt_options(hyperopt_cmd) # Add list-exchanges subcommand - list_exchanges_cmd = subparsers.add_parser('list-exchanges', help='Print available exchanges.') + list_exchanges_cmd = subparsers.add_parser( + 'list-exchanges', + help='Print available exchanges.' + ) list_exchanges_cmd.set_defaults(func=start_list_exchanges) self.list_exchanges_options(list_exchanges_cmd) From ad9dc349e46fc0cc6438939f944cedc12aef07cc Mon Sep 17 00:00:00 2001 From: Misagh Date: Sat, 15 Jun 2019 12:20:32 +0200 Subject: [PATCH 336/417] edge cli should override stake_amount --- freqtrade/optimize/edge_cli.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py index 8232c79c9..231493e4d 100644 --- a/freqtrade/optimize/edge_cli.py +++ b/freqtrade/optimize/edge_cli.py @@ -6,6 +6,7 @@ This module contains the edge backtesting interface import logging from typing import Dict, Any from tabulate import tabulate +from freqtrade import constants from freqtrade.edge import Edge from freqtrade.arguments import Arguments @@ -32,6 +33,7 @@ class EdgeCli(object): self.config['exchange']['secret'] = '' self.config['exchange']['password'] = '' self.config['exchange']['uid'] = '' + self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT self.config['dry_run'] = True self.exchange = Exchange(self.config) self.strategy = StrategyResolver(self.config).strategy From 707118a63684290287fbfc53c6dcfd60e7e7f5e3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Jun 2019 13:04:15 +0200 Subject: [PATCH 337/417] Test stake changed to unlimited --- freqtrade/tests/optimize/test_edge_cli.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/freqtrade/tests/optimize/test_edge_cli.py b/freqtrade/tests/optimize/test_edge_cli.py index 5d16b0f2d..49d3cdd55 100644 --- a/freqtrade/tests/optimize/test_edge_cli.py +++ b/freqtrade/tests/optimize/test_edge_cli.py @@ -117,8 +117,10 @@ def test_start(mocker, fee, edge_conf, caplog) -> None: def test_edge_init(mocker, edge_conf) -> None: patch_exchange(mocker) + edge_conf['stake_amount'] = 20 edge_cli = EdgeCli(edge_conf) assert edge_cli.config == edge_conf + assert edge_cli.config['stake_amount'] == 'unlimited' assert callable(edge_cli.edge.calculate) From a77d75eb431c29123b537b7dc1056bca1809560c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Jun 2019 13:14:07 +0200 Subject: [PATCH 338/417] Check log output since that's whats shown to users --- freqtrade/tests/test_configuration.py | 20 +++++++++++++++++++- 1 file changed, 19 insertions(+), 1 deletion(-) diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index 82167125c..38f17fbea 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -15,7 +15,7 @@ from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration, set_loggers from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL from freqtrade.state import RunMode -from freqtrade.tests.conftest import log_has +from freqtrade.tests.conftest import log_has, log_has_re @pytest.fixture(scope="function") @@ -473,22 +473,40 @@ def test_check_exchange(default_conf, caplog) -> None: # Test an officially supported by Freqtrade team exchange default_conf.get('exchange').update({'name': 'BITTREX'}) assert configuration.check_exchange(default_conf) + assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.", + caplog.record_tuples) + caplog.clear() # Test an officially supported by Freqtrade team exchange default_conf.get('exchange').update({'name': 'binance'}) assert configuration.check_exchange(default_conf) + assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.", + caplog.record_tuples) + caplog.clear() # Test an available exchange, supported by ccxt default_conf.get('exchange').update({'name': 'kraken'}) assert configuration.check_exchange(default_conf) + assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported " + r"by the Freqtrade development team\. .*", + caplog.record_tuples) + caplog.clear() # Test a 'bad' exchange, which known to have serious problems default_conf.get('exchange').update({'name': 'bitmex'}) assert not configuration.check_exchange(default_conf) + assert log_has_re(r"Exchange .* is known to not work with the bot yet\. " + r"Use it only for development and testing purposes\.", + caplog.record_tuples) + caplog.clear() # Test a 'bad' exchange with check_for_bad=False default_conf.get('exchange').update({'name': 'bitmex'}) assert configuration.check_exchange(default_conf, False) + assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported " + r"by the Freqtrade development team\. .*", + caplog.record_tuples) + caplog.clear() # Test an invalid exchange default_conf.get('exchange').update({'name': 'unknown_exchange'}) From 36dd061be759167f1b376fbf94ec6bd93e77cfd7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Jun 2019 13:19:18 +0200 Subject: [PATCH 339/417] Update slack link since the old one expired --- CONTRIBUTING.md | 2 +- README.md | 4 ++-- docs/developer.md | 2 +- docs/index.md | 2 +- docs/strategy-customization.md | 2 +- 5 files changed, 6 insertions(+), 6 deletions(-) diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md index 3c511f44d..e15059f56 100644 --- a/CONTRIBUTING.md +++ b/CONTRIBUTING.md @@ -11,7 +11,7 @@ Few pointers for contributions: - Create your PR against the `develop` branch, not `master`. - New features need to contain unit tests and must be PEP8 conformant (max-line-length = 100). -If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) +If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR. ## Getting started diff --git a/README.md b/README.md index 98dad1d2e..240b4f917 100644 --- a/README.md +++ b/README.md @@ -141,7 +141,7 @@ Accounts having BNB accounts use this to pay for fees - if your first trade happ For any questions not covered by the documentation or for further information about the bot, we encourage you to join our slack channel. -- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE). +- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg). ### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue) @@ -172,7 +172,7 @@ to understand the requirements before sending your pull-requests. Coding is not a neccessity to contribute - maybe start with improving our documentation? Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase. -**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it. +**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it. **Important:** Always create your PR against the `develop` branch, not `master`. diff --git a/docs/developer.md b/docs/developer.md index 6ecb7f156..7f3dc76f6 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -2,7 +2,7 @@ This page is intended for developers of FreqTrade, people who want to contribute to the FreqTrade codebase or documentation, or people who want to understand the source code of the application they're running. -All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel in [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) where you can ask questions. +All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel in [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) where you can ask questions. ## Documentation diff --git a/docs/index.md b/docs/index.md index 9fbc0519c..63d6be75e 100644 --- a/docs/index.md +++ b/docs/index.md @@ -64,7 +64,7 @@ To run this bot we recommend you a cloud instance with a minimum of: Help / Slack For any questions not covered by the documentation or for further information about the bot, we encourage you to join our Slack channel. -Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) to join Slack channel. +Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) to join Slack channel. ## Ready to try? diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index fd9760bda..57c646aed 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -410,7 +410,7 @@ To get additional Ideas for strategies, head over to our [strategy repository](h Feel free to use any of them as inspiration for your own strategies. We're happy to accept Pull Requests containing new Strategies to that repo. -We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) which is a great place to get and/or share ideas. +We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) which is a great place to get and/or share ideas. ## Next step From 01b5ece64247cc906e18023fba285824fc82ca6c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Jun 2019 13:31:14 +0200 Subject: [PATCH 340/417] Log missing data filllup if necessary --- freqtrade/data/converter.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index dc566070d..d1b8277ea 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -84,7 +84,10 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str) -> Da 'low': df['close'], }) df.reset_index(inplace=True) - logger.debug(f"Missing data fillup: before: {len(dataframe)} - after: {len(df)}") + len_before = len(dataframe) + len_after = len(df) + if len_before != len_after: + logger.info(f"Missing data fillup: before: {len_before} - after: {len_after}") return df From cd4cf215e1f83ae52d8c02ddfbb0985dc9a9bba7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Jun 2019 13:31:27 +0200 Subject: [PATCH 341/417] Convert validate_backtest_data to take dataframe directly --- freqtrade/data/history.py | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 67f942119..83ea84284 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -286,12 +286,13 @@ def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow] max(timeframe, key=operator.itemgetter(1))[1] -def validate_backtest_data(data: Dict[str, DataFrame], min_date: datetime, +def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime, max_date: datetime, ticker_interval_mins: int) -> bool: """ Validates preprocessed backtesting data for missing values and shows warnings about it that. - :param data: dictionary with preprocessed backtesting data + :param data: preprocessed backtesting data (as DataFrame) + :param pair: pair used for log output. :param min_date: start-date of the data :param max_date: end-date of the data :param ticker_interval_mins: ticker interval in minutes @@ -299,10 +300,9 @@ def validate_backtest_data(data: Dict[str, DataFrame], min_date: datetime, # total difference in minutes / interval-minutes expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins) found_missing = False - for pair, df in data.items(): - dflen = len(df) - if dflen < expected_frames: - found_missing = True - logger.warning("%s has missing frames: expected %s, got %s, that's %s missing values", - pair, expected_frames, dflen, expected_frames - dflen) + dflen = len(data) + if dflen < expected_frames: + found_missing = True + logger.warning("%s has missing frames: expected %s, got %s, that's %s missing values", + pair, expected_frames, dflen, expected_frames - dflen) return found_missing From d047a9d8361d5ce1a93d9b2179dd57876c4b106f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Jun 2019 13:32:05 +0200 Subject: [PATCH 342/417] Adapt tests for new validate_backtest signature --- freqtrade/tests/data/test_converter.py | 4 ++-- freqtrade/tests/data/test_history.py | 8 ++++---- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/tests/data/test_converter.py b/freqtrade/tests/data/test_converter.py index 8a0761f1c..032f32390 100644 --- a/freqtrade/tests/data/test_converter.py +++ b/freqtrade/tests/data/test_converter.py @@ -37,8 +37,8 @@ def test_ohlcv_fill_up_missing_data(caplog): # Test fillup actually fixes invalid backtest data min_date, max_date = get_timeframe({'UNITTEST/BTC': data}) - assert validate_backtest_data({'UNITTEST/BTC': data}, min_date, max_date, 1) - assert not validate_backtest_data({'UNITTEST/BTC': data2}, min_date, max_date, 1) + assert validate_backtest_data(data, 'UNITTEST/BTC', min_date, max_date, 1) + assert not validate_backtest_data(data2, 'UNITTEST/BTC', min_date, max_date, 1) def test_ohlcv_fill_up_missing_data2(caplog): diff --git a/freqtrade/tests/data/test_history.py b/freqtrade/tests/data/test_history.py index a13bc34af..46bcf06c4 100644 --- a/freqtrade/tests/data/test_history.py +++ b/freqtrade/tests/data/test_history.py @@ -555,8 +555,8 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None: ) min_date, max_date = history.get_timeframe(data) caplog.clear() - assert history.validate_backtest_data(data, min_date, max_date, - timeframe_to_minutes('1m')) + assert history.validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC', + min_date, max_date, timeframe_to_minutes('1m')) assert len(caplog.record_tuples) == 1 assert log_has( "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values", @@ -579,6 +579,6 @@ def test_validate_backtest_data(default_conf, mocker, caplog) -> None: min_date, max_date = history.get_timeframe(data) caplog.clear() - assert not history.validate_backtest_data(data, min_date, max_date, - timeframe_to_minutes('5m')) + assert not history.validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC', + min_date, max_date, timeframe_to_minutes('5m')) assert len(caplog.record_tuples) == 0 From 55079831a13af3d95913343f025bdde2b1e7ecca Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Jun 2019 13:45:50 +0200 Subject: [PATCH 343/417] Don't explicitly validate backtest data (it's done while loading now). --- freqtrade/optimize/backtesting.py | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index b9d874fc0..bb72cbada 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -350,7 +350,7 @@ class Backtesting(object): row = ticker[pair][indexes[pair]] except IndexError: # missing Data for one pair at the end. - # Warnings for this are shown by `validate_backtest_data` + # Warnings for this are shown during data loading continue # Waits until the time-counter reaches the start of the data for this pair. @@ -422,9 +422,7 @@ class Backtesting(object): all_results = {} min_date, max_date = history.get_timeframe(data) - # Validate dataframe for missing values (mainly at start and end, as fillup is called) - history.validate_backtest_data(data, min_date, max_date, - timeframe_to_minutes(self.ticker_interval)) + logger.info( 'Backtesting with data from %s up to %s (%s days)..', min_date.isoformat(), From 89ff614e1d7e5deb04347849ba5b2f3060b180de Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Jun 2019 13:46:19 +0200 Subject: [PATCH 344/417] Add pair as parameter, and warn when fillup was necessary --- freqtrade/data/converter.py | 8 ++++---- freqtrade/data/history.py | 2 +- freqtrade/exchange/exchange.py | 2 +- freqtrade/optimize/hyperopt.py | 7 ++----- 4 files changed, 8 insertions(+), 11 deletions(-) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index d1b8277ea..43c91a843 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -10,7 +10,7 @@ from pandas import DataFrame, to_datetime logger = logging.getLogger(__name__) -def parse_ticker_dataframe(ticker: list, ticker_interval: str, *, +def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *, fill_missing: bool = True, drop_incomplete: bool = True) -> DataFrame: """ @@ -51,12 +51,12 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str, *, logger.debug('Dropping last candle') if fill_missing: - return ohlcv_fill_up_missing_data(frame, ticker_interval) + return ohlcv_fill_up_missing_data(frame, ticker_interval, pair) else: return frame -def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str) -> DataFrame: +def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str, pair: str) -> DataFrame: """ Fills up missing data with 0 volume rows, using the previous close as price for "open", "high" "low" and "close", volume is set to 0 @@ -87,7 +87,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str) -> Da len_before = len(dataframe) len_after = len(df) if len_before != len_after: - logger.info(f"Missing data fillup: before: {len_before} - after: {len_after}") + logger.info(f"Missing data fillup for {pair}: before: {len_before} - after: {len_after}") return df diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 83ea84284..655034b33 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -116,7 +116,7 @@ def load_pair_history(pair: str, logger.warning('Missing data at end for pair %s, data ends at %s', pair, arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S')) - return parse_ticker_dataframe(pairdata, ticker_interval, + return parse_ticker_dataframe(pairdata, ticker_interval, pair=pair, fill_missing=fill_up_missing, drop_incomplete=drop_incomplete) else: diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index ea6996efb..db264d1bc 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -581,7 +581,7 @@ class Exchange(object): self._pairs_last_refresh_time[(pair, ticker_interval)] = ticks[-1][0] // 1000 # keeping parsed dataframe in cache self._klines[(pair, ticker_interval)] = parse_ticker_dataframe( - ticks, ticker_interval, fill_missing=True, + ticks, ticker_interval, pair=pair, fill_missing=True, drop_incomplete=self._ohlcv_partial_candle) return tickers diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 28b9ce789..7fd9bf5d9 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -19,8 +19,7 @@ from skopt import Optimizer from skopt.space import Dimension from freqtrade.arguments import Arguments -from freqtrade.data.history import load_data, get_timeframe, validate_backtest_data -from freqtrade.exchange import timeframe_to_minutes +from freqtrade.data.history import load_data, get_timeframe from freqtrade.optimize.backtesting import Backtesting from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver @@ -281,9 +280,7 @@ class Hyperopt(Backtesting): return min_date, max_date = get_timeframe(data) - # Validate dataframe for missing values (mainly at start and end, as fillup is called) - validate_backtest_data(data, min_date, max_date, - timeframe_to_minutes(self.ticker_interval)) + logger.info( 'Hyperopting with data from %s up to %s (%s days)..', min_date.isoformat(), From 4a916125a0ad7b1fe5af327b230f7dfa718c4166 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Jun 2019 13:47:20 +0200 Subject: [PATCH 345/417] Tests need to pass pair to parse_ticker_dataframe --- docs/developer.md | 2 +- freqtrade/data/converter.py | 1 + freqtrade/tests/conftest.py | 5 +++-- freqtrade/tests/data/test_converter.py | 20 +++++++++++-------- freqtrade/tests/edge/test_edge.py | 6 +++--- freqtrade/tests/optimize/test_backtesting.py | 9 ++++++--- freqtrade/tests/optimize/test_hyperopt.py | 6 ++++-- .../tests/strategy/test_default_strategy.py | 3 ++- freqtrade/tests/strategy/test_interface.py | 3 ++- freqtrade/tests/test_misc.py | 6 ++++-- 10 files changed, 38 insertions(+), 23 deletions(-) diff --git a/docs/developer.md b/docs/developer.md index 6ecb7f156..74535234d 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -112,7 +112,7 @@ pair = "XLM/BTC" # Make sure to use a pair that exists on that exchange! raw = ct.fetch_ohlcv(pair, timeframe=timeframe) # convert to dataframe -df1 = parse_ticker_dataframe(raw, timeframe, drop_incomplete=False) +df1 = parse_ticker_dataframe(raw, timeframe, pair=pair, drop_incomplete=False) print(df1["date"].tail(1)) print(datetime.utcnow()) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 43c91a843..b530b3bce 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -17,6 +17,7 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *, Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe :param ticker: ticker list, as returned by exchange.async_get_candle_history :param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data + :param pair: Pair this data is for (used to warn if fillup was necessary) :param fill_missing: fill up missing candles with 0 candles (see ohlcv_fill_up_missing_data for details) :param drop_incomplete: Drop the last candle of the dataframe, assuming it's incomplete diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index dd0148bd8..808d128ad 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -650,7 +650,7 @@ def ticker_history_list(): @pytest.fixture def ticker_history(ticker_history_list): - return parse_ticker_dataframe(ticker_history_list, "5m", fill_missing=True) + return parse_ticker_dataframe(ticker_history_list, "5m", pair="UNITTEST/BTC", fill_missing=True) @pytest.fixture @@ -855,7 +855,8 @@ def tickers(): @pytest.fixture def result(): with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file: - return parse_ticker_dataframe(json.load(data_file), '1m', fill_missing=True) + return parse_ticker_dataframe(json.load(data_file), '1m', + pair="UNITTEST/BTC", fill_missing=True) # FIX: # Create an fixture/function diff --git a/freqtrade/tests/data/test_converter.py b/freqtrade/tests/data/test_converter.py index 032f32390..e64b4e84c 100644 --- a/freqtrade/tests/data/test_converter.py +++ b/freqtrade/tests/data/test_converter.py @@ -15,7 +15,8 @@ def test_parse_ticker_dataframe(ticker_history_list, caplog): caplog.set_level(logging.DEBUG) # Test file with BV data - dataframe = parse_ticker_dataframe(ticker_history_list, '5m', fill_missing=True) + dataframe = parse_ticker_dataframe(ticker_history_list, '5m', + pair="UNITTEST/BTC", fill_missing=True) assert dataframe.columns.tolist() == columns assert log_has('Parsing tickerlist to dataframe', caplog.record_tuples) @@ -27,12 +28,13 @@ def test_ohlcv_fill_up_missing_data(caplog): pair='UNITTEST/BTC', fill_up_missing=False) caplog.set_level(logging.DEBUG) - data2 = ohlcv_fill_up_missing_data(data, '1m') + data2 = ohlcv_fill_up_missing_data(data, '1m', 'UNITTEST/BTC') assert len(data2) > len(data) # Column names should not change assert (data.columns == data2.columns).all() - assert log_has(f"Missing data fillup: before: {len(data)} - after: {len(data2)}", + assert log_has(f"Missing data fillup for UNITTEST/BTC: before: " + f"{len(data)} - after: {len(data2)}", caplog.record_tuples) # Test fillup actually fixes invalid backtest data @@ -78,10 +80,10 @@ def test_ohlcv_fill_up_missing_data2(caplog): ] # Generate test-data without filling missing - data = parse_ticker_dataframe(ticks, ticker_interval, fill_missing=False) + data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC", fill_missing=False) assert len(data) == 3 caplog.set_level(logging.DEBUG) - data2 = ohlcv_fill_up_missing_data(data, ticker_interval) + data2 = ohlcv_fill_up_missing_data(data, ticker_interval, "UNITTEST/BTC") assert len(data2) == 4 # 3rd candle has been filled row = data2.loc[2, :] @@ -94,7 +96,7 @@ def test_ohlcv_fill_up_missing_data2(caplog): # Column names should not change assert (data.columns == data2.columns).all() - assert log_has(f"Missing data fillup: before: {len(data)} - after: {len(data2)}", + assert log_has(f"Missing data fillup for UNITTEST/BTC: before: {len(data)} - after: {len(data2)}", caplog.record_tuples) @@ -134,12 +136,14 @@ def test_ohlcv_drop_incomplete(caplog): ] ] caplog.set_level(logging.DEBUG) - data = parse_ticker_dataframe(ticks, ticker_interval, fill_missing=False, drop_incomplete=False) + data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC", + fill_missing=False, drop_incomplete=False) assert len(data) == 4 assert not log_has("Dropping last candle", caplog.record_tuples) # Drop last candle - data = parse_ticker_dataframe(ticks, ticker_interval, fill_missing=False, drop_incomplete=True) + data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC", + fill_missing=False, drop_incomplete=True) assert len(data) == 3 assert log_has("Dropping last candle", caplog.record_tuples) diff --git a/freqtrade/tests/edge/test_edge.py b/freqtrade/tests/edge/test_edge.py index a14e3282e..45b8e609e 100644 --- a/freqtrade/tests/edge/test_edge.py +++ b/freqtrade/tests/edge/test_edge.py @@ -263,7 +263,7 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals hz = 0.1 base = 0.001 - ETHBTC = [ + NEOBTC = [ [ ticker_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000, math.sin(x * hz) / 1000 + base, @@ -285,8 +285,8 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals 123.45 ] for x in range(0, 500)] - pairdata = {'NEO/BTC': parse_ticker_dataframe(ETHBTC, '1h', fill_missing=True), - 'LTC/BTC': parse_ticker_dataframe(LTCBTC, '1h', fill_missing=True)} + pairdata = {'NEO/BTC': parse_ticker_dataframe(NEOBTC, '1h', pair="NEO/BTC", fill_missing=True), + 'LTC/BTC': parse_ticker_dataframe(LTCBTC, '1h', pair="LTC/BTC", fill_missing=True)} return pairdata diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 3f88a8d6c..98e8808a8 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -78,7 +78,8 @@ def load_data_test(what): pair[x][5] # Keep old volume ] for x in range(0, datalen) ] - return {'UNITTEST/BTC': parse_ticker_dataframe(data, '1m', fill_missing=True)} + return {'UNITTEST/BTC': parse_ticker_dataframe(data, '1m', pair="UNITTEST/BTC", + fill_missing=True)} def simple_backtest(config, contour, num_results, mocker) -> None: @@ -107,7 +108,8 @@ def simple_backtest(config, contour, num_results, mocker) -> None: def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, timerange=None, exchange=None, live=False): tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange) - pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', fill_missing=True)} + pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC", + fill_missing=True)} return pairdata @@ -355,7 +357,8 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker) -> None: patch_exchange(mocker) timerange = TimeRange(None, 'line', 0, -100) tick = history.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) - tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)} + tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC", + fill_missing=True)} backtesting = Backtesting(default_conf) data = backtesting.strategy.tickerdata_to_dataframe(tickerlist) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index a51d74dbb..2c601e0fa 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -427,7 +427,8 @@ def test_has_space(hyperopt): def test_populate_indicators(hyperopt) -> None: tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') - tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)} + tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC", + fill_missing=True)} dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist) dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'], {'pair': 'UNITTEST/BTC'}) @@ -440,7 +441,8 @@ def test_populate_indicators(hyperopt) -> None: def test_buy_strategy_generator(hyperopt) -> None: tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') - tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)} + tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC", + fill_missing=True)} dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist) dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'], {'pair': 'UNITTEST/BTC'}) diff --git a/freqtrade/tests/strategy/test_default_strategy.py b/freqtrade/tests/strategy/test_default_strategy.py index be514f2d1..74c81882a 100644 --- a/freqtrade/tests/strategy/test_default_strategy.py +++ b/freqtrade/tests/strategy/test_default_strategy.py @@ -10,7 +10,8 @@ from freqtrade.strategy.default_strategy import DefaultStrategy @pytest.fixture def result(): with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file: - return parse_ticker_dataframe(json.load(data_file), '1m', fill_missing=True) + return parse_ticker_dataframe(json.load(data_file), '1m', pair="UNITTEST/BTC", + fill_missing=True) def test_default_strategy_structure(): diff --git a/freqtrade/tests/strategy/test_interface.py b/freqtrade/tests/strategy/test_interface.py index e384003dc..fe7fd2193 100644 --- a/freqtrade/tests/strategy/test_interface.py +++ b/freqtrade/tests/strategy/test_interface.py @@ -111,7 +111,8 @@ def test_tickerdata_to_dataframe(default_conf) -> None: timerange = TimeRange(None, 'line', 0, -100) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) - tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)} + tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC", + fill_missing=True)} data = strategy.tickerdata_to_dataframe(tickerlist) assert len(data['UNITTEST/BTC']) == 102 # partial candle was removed diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py index c7bcf7edf..7a7b15cf2 100644 --- a/freqtrade/tests/test_misc.py +++ b/freqtrade/tests/test_misc.py @@ -17,7 +17,8 @@ def test_shorten_date() -> None: def test_datesarray_to_datetimearray(ticker_history_list): - dataframes = parse_ticker_dataframe(ticker_history_list, "5m", fill_missing=True) + dataframes = parse_ticker_dataframe(ticker_history_list, "5m", pair="UNITTEST/BTC", + fill_missing=True) dates = datesarray_to_datetimearray(dataframes['date']) assert isinstance(dates[0], datetime.datetime) @@ -34,7 +35,8 @@ def test_datesarray_to_datetimearray(ticker_history_list): def test_common_datearray(default_conf) -> None: strategy = DefaultStrategy(default_conf) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') - tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, "1m", fill_missing=True)} + tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, "1m", pair="UNITTEST/BTC", + fill_missing=True)} dataframes = strategy.tickerdata_to_dataframe(tickerlist) dates = common_datearray(dataframes) From 472e7f80a0f6add32d2e212fd8f2ed9b57f3fcb9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Jun 2019 16:58:17 +0200 Subject: [PATCH 346/417] Fix Line too long error --- freqtrade/tests/data/test_converter.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/tests/data/test_converter.py b/freqtrade/tests/data/test_converter.py index e64b4e84c..f68224e0e 100644 --- a/freqtrade/tests/data/test_converter.py +++ b/freqtrade/tests/data/test_converter.py @@ -96,7 +96,8 @@ def test_ohlcv_fill_up_missing_data2(caplog): # Column names should not change assert (data.columns == data2.columns).all() - assert log_has(f"Missing data fillup for UNITTEST/BTC: before: {len(data)} - after: {len(data2)}", + assert log_has(f"Missing data fillup for UNITTEST/BTC: before: " + f"{len(data)} - after: {len(data2)}", caplog.record_tuples) From e6cab6d7106d00bce437fa728475e8603fbfb81d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 10:13:12 +0200 Subject: [PATCH 347/417] Move get_args from multiple locations to conftest --- freqtrade/tests/conftest.py | 6 ++++++ freqtrade/tests/optimize/test_backtesting.py | 9 ++------- freqtrade/tests/optimize/test_edge_cli.py | 10 ++-------- freqtrade/tests/optimize/test_hyperopt.py | 3 +-- 4 files changed, 11 insertions(+), 17 deletions(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index dcc69fcb1..5693d4d80 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -4,6 +4,7 @@ import logging import re from datetime import datetime from functools import reduce +from typing import List from unittest.mock import MagicMock, PropertyMock import arrow @@ -11,6 +12,7 @@ import pytest from telegram import Chat, Message, Update from freqtrade import constants, persistence +from freqtrade.arguments import Arguments from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.edge import Edge, PairInfo from freqtrade.exchange import Exchange @@ -35,6 +37,10 @@ def log_has_re(line, logs): False) +def get_args(args) -> List[str]: + return Arguments(args, '').get_parsed_arg() + + def patch_exchange(mocker, api_mock=None, id='bittrex') -> None: mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 3f88a8d6c..cf32934c7 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -3,7 +3,6 @@ import json import math import random -from typing import List from unittest.mock import MagicMock import numpy as np @@ -12,7 +11,7 @@ import pytest from arrow import Arrow from freqtrade import DependencyException, constants -from freqtrade.arguments import Arguments, TimeRange +from freqtrade.arguments import TimeRange from freqtrade.data import history from freqtrade.data.btanalysis import evaluate_result_multi from freqtrade.data.converter import parse_ticker_dataframe @@ -23,11 +22,7 @@ from freqtrade.optimize.backtesting import Backtesting from freqtrade.state import RunMode from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.strategy.interface import SellType -from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange - - -def get_args(args) -> List[str]: - return Arguments(args, '').get_parsed_arg() +from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange def trim_dictlist(dict_list, num): diff --git a/freqtrade/tests/optimize/test_edge_cli.py b/freqtrade/tests/optimize/test_edge_cli.py index 5d16b0f2d..b46f353d8 100644 --- a/freqtrade/tests/optimize/test_edge_cli.py +++ b/freqtrade/tests/optimize/test_edge_cli.py @@ -2,19 +2,13 @@ # pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments import json -from typing import List from unittest.mock import MagicMock -from freqtrade.arguments import Arguments from freqtrade.edge import PairInfo -from freqtrade.optimize import start_edge, setup_configuration +from freqtrade.optimize import setup_configuration, start_edge from freqtrade.optimize.edge_cli import EdgeCli from freqtrade.state import RunMode -from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange - - -def get_args(args) -> List[str]: - return Arguments(args, '').get_parsed_arg() +from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None: diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index a51d74dbb..baa5da545 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -16,8 +16,7 @@ from freqtrade.optimize.hyperopt import Hyperopt, HYPEROPT_LOCKFILE from freqtrade.optimize import setup_configuration, start_hyperopt from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver from freqtrade.state import RunMode -from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange -from freqtrade.tests.optimize.test_backtesting import get_args +from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange @pytest.fixture(scope='function') From 442339cd279118dba4292a78ef2ca4fe2d25f144 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 10:13:24 +0200 Subject: [PATCH 348/417] Add tests for utils.py --- freqtrade/tests/test_utils.py | 41 +++++++++++++++++++++++++++++++++++ 1 file changed, 41 insertions(+) create mode 100644 freqtrade/tests/test_utils.py diff --git a/freqtrade/tests/test_utils.py b/freqtrade/tests/test_utils.py new file mode 100644 index 000000000..3526026e6 --- /dev/null +++ b/freqtrade/tests/test_utils.py @@ -0,0 +1,41 @@ +from freqtrade.utils import setup_configuration, start_list_exchanges +from freqtrade.tests.conftest import get_args, log_has, log_has_re +from freqtrade.state import RunMode + +import re + + +def test_setup_configuration(): + args = [ + '--config', 'config.json.example', + ] + + config = setup_configuration(get_args(args), RunMode.OTHER) + assert "exchange" in config + assert config['exchange']['key'] == '' + assert config['exchange']['secret'] == '' + + +def test_list_exchanges(capsys): + + args = [ + "list-exchanges", + ] + + start_list_exchanges(get_args(args)) + captured = capsys.readouterr() + assert re.match(r"Exchanges supported by ccxt and available.*", captured.out) + assert re.match(r".*binance,.*", captured.out) + assert re.match(r".*bittrex,.*", captured.out) + + # Test with --one-column + args = [ + "list-exchanges", + "--one-column", + ] + + start_list_exchanges(get_args(args)) + captured = capsys.readouterr() + assert not re.match(r"Exchanges supported by ccxt and available.*", captured.out) + assert re.search(r"^binance$", captured.out, re.MULTILINE) + assert re.search(r"^bittrex$", captured.out, re.MULTILINE) From 114de8a0259914804750fc5b341ac0cc45832e34 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 10:13:56 +0200 Subject: [PATCH 349/417] Remove unused imports --- freqtrade/tests/test_utils.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/tests/test_utils.py b/freqtrade/tests/test_utils.py index 3526026e6..7550efb23 100644 --- a/freqtrade/tests/test_utils.py +++ b/freqtrade/tests/test_utils.py @@ -1,5 +1,5 @@ from freqtrade.utils import setup_configuration, start_list_exchanges -from freqtrade.tests.conftest import get_args, log_has, log_has_re +from freqtrade.tests.conftest import get_args from freqtrade.state import RunMode import re From 9035e0b695e710b4bab719e35b57e5620c450cf7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 10:39:43 +0200 Subject: [PATCH 350/417] Update function due to merge of #1926 --- freqtrade/utils.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 45bd9fd3f..324b54a4e 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -3,7 +3,7 @@ from argparse import Namespace from typing import Any, Dict from freqtrade.configuration import Configuration -from freqtrade.exchange import supported_exchanges +from freqtrade.exchange import available_exchanges from freqtrade.state import RunMode @@ -34,7 +34,7 @@ def start_list_exchanges(args: Namespace) -> None: """ if args.print_one_column: - print('\n'.join(supported_exchanges())) + print('\n'.join(available_exchanges())) else: print(f"Exchanges supported by ccxt and available for Freqtrade: " - f"{', '.join(supported_exchanges())}") + f"{', '.join(available_exchanges())}") From 583d70ec9c535d6b2ad6275818096bcb2b9fac49 Mon Sep 17 00:00:00 2001 From: xmatthias Date: Sat, 23 Jun 2018 14:18:30 +0200 Subject: [PATCH 351/417] add plot module proto --- freqtrade/plot/__init__.py | 0 freqtrade/plot/plotting.py | 13 +++++++++++++ 2 files changed, 13 insertions(+) create mode 100644 freqtrade/plot/__init__.py create mode 100644 freqtrade/plot/plotting.py diff --git a/freqtrade/plot/__init__.py b/freqtrade/plot/__init__.py new file mode 100644 index 000000000..e69de29bb diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py new file mode 100644 index 000000000..e04b51726 --- /dev/null +++ b/freqtrade/plot/plotting.py @@ -0,0 +1,13 @@ +import logging + + +logger = logging.getLogger(__name__) + + +try: + from plotly import tools + from plotly.offline import plot + import plotly.graph_objs as go +except ImportError: + logger.exception("Module plotly not found \n Please install using `pip install plotly`") + exit() From 68af6d415157183a33472eb8dfd2070d3db2e3f3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 28 May 2019 07:00:57 +0200 Subject: [PATCH 352/417] Move plot-functions to plotting module --- freqtrade/plot/plotting.py | 177 +++++++++++++++++++++++++++++++++++++ scripts/plot_dataframe.py | 170 ++--------------------------------- 2 files changed, 185 insertions(+), 162 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index e04b51726..7e815bdd7 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -1,5 +1,7 @@ import logging +from typing import List +import pandas as pd logger = logging.getLogger(__name__) @@ -11,3 +13,178 @@ try: except ImportError: logger.exception("Module plotly not found \n Please install using `pip install plotly`") exit() + + +def generate_row(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.make_subplots: + """ + Generator all the indicator selected by the user for a specific row + :param fig: Plot figure to append to + :param row: row number for this plot + :param indicators: List of indicators present in the dataframe + :param data: candlestick DataFrame + """ + for indicator in indicators: + if indicator in data: + # TODO: Replace all Scatter with Scattergl for performance!! + scattergl = go.Scatter( + x=data['date'], + y=data[indicator], + mode='lines', + name=indicator + ) + fig.append_trace(scattergl, row, 1) + else: + logger.info( + 'Indicator "%s" ignored. Reason: This indicator is not found ' + 'in your strategy.', + indicator + ) + + return fig + + +def plot_trades(fig, trades: pd.DataFrame): + """ + Plot trades to "fig" + """ + # Trades can be empty + if trades is not None: + trade_buys = go.Scatter( + x=trades["open_time"], + y=trades["open_rate"], + mode='markers', + name='trade_buy', + marker=dict( + symbol='square-open', + size=11, + line=dict(width=2), + color='green' + ) + ) + trade_sells = go.Scatter( + x=trades["close_time"], + y=trades["close_rate"], + mode='markers', + name='trade_sell', + marker=dict( + symbol='square-open', + size=11, + line=dict(width=2), + color='red' + ) + ) + fig.append_trace(trade_buys, 1, 1) + fig.append_trace(trade_sells, 1, 1) + return fig + + +def generate_graph( + pair: str, + data: pd.DataFrame, + trades: pd.DataFrame = None, + indicators1: List[str] = [], + indicators2: List[str] = [], +) -> tools.make_subplots: + """ + Generate the graph from the data generated by Backtesting or from DB + Volume will always be ploted in row2, so Row 1 and are to our disposal for custom indicators + :param pair: Pair to Display on the graph + :param data: OHLCV DataFrame containing indicators and buy/sell signals + :param trades: All trades created + :param indicators1: List containing Main plot indicators + :param indicators2: List containing Sub plot indicators + :return: None + """ + + # Define the graph + fig = tools.make_subplots( + rows=3, + cols=1, + shared_xaxes=True, + row_width=[1, 1, 4], + vertical_spacing=0.0001, + ) + fig['layout'].update(title=pair) + fig['layout']['yaxis1'].update(title='Price') + fig['layout']['yaxis2'].update(title='Volume') + fig['layout']['yaxis3'].update(title='Other') + fig['layout']['xaxis']['rangeslider'].update(visible=False) + + # Common information + candles = go.Candlestick( + x=data.date, + open=data.open, + high=data.high, + low=data.low, + close=data.close, + name='Price' + ) + fig.append_trace(candles, 1, 1) + + if 'buy' in data.columns: + df_buy = data[data['buy'] == 1] + buys = go.Scatter( + x=df_buy.date, + y=df_buy.close, + mode='markers', + name='buy', + marker=dict( + symbol='triangle-up-dot', + size=9, + line=dict(width=1), + color='green', + ) + ) + fig.append_trace(buys, 1, 1) + + if 'sell' in data.columns: + df_sell = data[data['sell'] == 1] + sells = go.Scatter( + x=df_sell.date, + y=df_sell.close, + mode='markers', + name='sell', + marker=dict( + symbol='triangle-down-dot', + size=9, + line=dict(width=1), + color='red', + ) + ) + fig.append_trace(sells, 1, 1) + + if 'bb_lowerband' in data and 'bb_upperband' in data: + bb_lower = go.Scatter( + x=data.date, + y=data.bb_lowerband, + name='BB lower', + line={'color': 'rgba(255,255,255,0)'}, + ) + bb_upper = go.Scatter( + x=data.date, + y=data.bb_upperband, + name='BB upper', + fill="tonexty", + fillcolor="rgba(0,176,246,0.2)", + line={'color': 'rgba(255,255,255,0)'}, + ) + fig.append_trace(bb_lower, 1, 1) + fig.append_trace(bb_upper, 1, 1) + + # Add indicators to main plot + fig = generate_row(fig=fig, row=1, indicators=indicators1, data=data) + + fig = plot_trades(fig, trades) + + # Volume goes to row 2 + volume = go.Bar( + x=data['date'], + y=data['volume'], + name='Volume' + ) + fig.append_trace(volume, 2, 1) + + # Add indicators to seperate row + fig = generate_row(fig=fig, row=3, indicators=indicators2, data=data) + + return fig diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 4f8ffb32b..897b0c917 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -31,15 +31,14 @@ from pathlib import Path from typing import Any, Dict, List import pandas as pd -import plotly.graph_objs as go import pytz -from plotly import tools from plotly.offline import plot from freqtrade import persistence from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data +from freqtrade.plot.plotting import generate_graph from freqtrade.exchange import Exchange from freqtrade.optimize import setup_configuration from freqtrade.persistence import Trade @@ -96,7 +95,10 @@ def generate_plot_file(fig, pair, ticker_interval, is_last) -> None: Path("user_data/plots").mkdir(parents=True, exist_ok=True) - plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)), auto_open=False) + plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)), + auto_open=False, + include_plotlyjs='https://cdn.plot.ly/plotly-1.47.4.min.js' + ) if is_last: plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')), auto_open=False) @@ -186,162 +188,6 @@ def extract_trades_of_period(dataframe, trades) -> pd.DataFrame: return trades -def generate_graph( - pair: str, - trades: pd.DataFrame, - data: pd.DataFrame, - indicators1: str, - indicators2: str - ) -> tools.make_subplots: - """ - Generate the graph from the data generated by Backtesting or from DB - :param pair: Pair to Display on the graph - :param trades: All trades created - :param data: Dataframe - :indicators1: String Main plot indicators - :indicators2: String Sub plot indicators - :return: None - """ - - # Define the graph - fig = tools.make_subplots( - rows=3, - cols=1, - shared_xaxes=True, - row_width=[1, 1, 4], - vertical_spacing=0.0001, - ) - fig['layout'].update(title=pair) - fig['layout']['yaxis1'].update(title='Price') - fig['layout']['yaxis2'].update(title='Volume') - fig['layout']['yaxis3'].update(title='Other') - fig['layout']['xaxis']['rangeslider'].update(visible=False) - - # Common information - candles = go.Candlestick( - x=data.date, - open=data.open, - high=data.high, - low=data.low, - close=data.close, - name='Price' - ) - - df_buy = data[data['buy'] == 1] - buys = go.Scattergl( - x=df_buy.date, - y=df_buy.close, - mode='markers', - name='buy', - marker=dict( - symbol='triangle-up-dot', - size=9, - line=dict(width=1), - color='green', - ) - ) - df_sell = data[data['sell'] == 1] - sells = go.Scattergl( - x=df_sell.date, - y=df_sell.close, - mode='markers', - name='sell', - marker=dict( - symbol='triangle-down-dot', - size=9, - line=dict(width=1), - color='red', - ) - ) - - trade_buys = go.Scattergl( - x=trades["open_time"], - y=trades["open_rate"], - mode='markers', - name='trade_buy', - marker=dict( - symbol='square-open', - size=11, - line=dict(width=2), - color='green' - ) - ) - trade_sells = go.Scattergl( - x=trades["close_time"], - y=trades["close_rate"], - mode='markers', - name='trade_sell', - marker=dict( - symbol='square-open', - size=11, - line=dict(width=2), - color='red' - ) - ) - - # Row 1 - fig.append_trace(candles, 1, 1) - - if 'bb_lowerband' in data and 'bb_upperband' in data: - bb_lower = go.Scatter( - x=data.date, - y=data.bb_lowerband, - name='BB lower', - line={'color': 'rgba(255,255,255,0)'}, - ) - bb_upper = go.Scatter( - x=data.date, - y=data.bb_upperband, - name='BB upper', - fill="tonexty", - fillcolor="rgba(0,176,246,0.2)", - line={'color': 'rgba(255,255,255,0)'}, - ) - fig.append_trace(bb_lower, 1, 1) - fig.append_trace(bb_upper, 1, 1) - - fig = generate_row(fig=fig, row=1, raw_indicators=indicators1, data=data) - fig.append_trace(buys, 1, 1) - fig.append_trace(sells, 1, 1) - fig.append_trace(trade_buys, 1, 1) - fig.append_trace(trade_sells, 1, 1) - - # Row 2 - volume = go.Bar( - x=data['date'], - y=data['volume'], - name='Volume' - ) - fig.append_trace(volume, 2, 1) - - # Row 3 - fig = generate_row(fig=fig, row=3, raw_indicators=indicators2, data=data) - - return fig - - -def generate_row(fig, row, raw_indicators, data) -> tools.make_subplots: - """ - Generator all the indicator selected by the user for a specific row - """ - for indicator in raw_indicators.split(','): - if indicator in data: - scattergl = go.Scattergl( - x=data['date'], - y=data[indicator], - name=indicator - ) - fig.append_trace(scattergl, row, 1) - else: - logger.info( - 'Indicator "%s" ignored. Reason: This indicator is not found ' - 'in your strategy.', - indicator - ) - - return fig - - def plot_parse_args(args: List[str]) -> Namespace: """ Parse args passed to the script @@ -411,10 +257,10 @@ def analyse_and_plot_pairs(args: Namespace): fig = generate_graph( pair=pair, - trades=trades, data=dataframe, - indicators1=args.indicators1, - indicators2=args.indicators2 + trades=trades, + indicators1=args.indicators1.split(","), + indicators2=args.indicators2.split(",") ) is_last = (False, True)[pair_counter == len(tickers)] From 6df0b39f8151c31b89d4acbf06a9654fa6c56976 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 28 May 2019 20:02:17 +0200 Subject: [PATCH 353/417] Cleanup plot_dataframe a bit --- scripts/plot_dataframe.py | 99 +++++++++++++++++++-------------------- 1 file changed, 48 insertions(+), 51 deletions(-) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 897b0c917..1d3b24449 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -51,7 +51,7 @@ _CONF: Dict[str, Any] = {} timeZone = pytz.UTC -def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFrame: +def load_trades(args: Namespace, pair: str) -> pd.DataFrame: trades: pd.DataFrame = pd.DataFrame() if args.db_url: persistence.init(args.db_url, clean_open_orders=False) @@ -96,9 +96,7 @@ def generate_plot_file(fig, pair, ticker_interval, is_last) -> None: Path("user_data/plots").mkdir(parents=True, exist_ok=True) plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)), - auto_open=False, - include_plotlyjs='https://cdn.plot.ly/plotly-1.47.4.min.js' - ) + auto_open=False) if is_last: plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')), auto_open=False) @@ -133,14 +131,13 @@ def get_trading_env(args: Namespace): return [strategy, exchange, pairs] -def get_tickers_data(strategy, exchange, pairs: List[str], args): +def get_tickers_data(strategy, exchange, pairs: List[str], timerange: TimeRange, live: bool): """ Get tickers data for each pairs on live or local, option defined in args - :return: dictinnary of tickers. output format: {'pair': tickersdata} + :return: dictionary of tickers. output format: {'pair': tickersdata} """ ticker_interval = strategy.ticker_interval - timerange = Arguments.parse_timerange(args.timerange) tickers = history.load_data( datadir=Path(str(_CONF.get("datadir"))), @@ -184,10 +181,53 @@ def extract_trades_of_period(dataframe, trades) -> pd.DataFrame: Compare trades and backtested pair DataFrames to get trades performed on backtested period :return: the DataFrame of a trades of period """ - trades = trades.loc[trades['open_time'] >= dataframe.iloc[0]['date']] + trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) & + (trades['close_time'] <= dataframe.iloc[-1]['date'])] return trades +def analyse_and_plot_pairs(args: Namespace): + """ + From arguments provided in cli: + -Initialise backtest env + -Get tickers data + -Generate Dafaframes populated with indicators and signals + -Load trades excecuted on same periods + -Generate Plotly plot objects + -Generate plot files + :return: None + """ + strategy, exchange, pairs = get_trading_env(args) + # Set timerange to use + timerange = Arguments.parse_timerange(args.timerange) + ticker_interval = strategy.ticker_interval + + tickers = get_tickers_data(strategy, exchange, pairs, timerange, args.live) + pair_counter = 0 + for pair, data in tickers.items(): + pair_counter += 1 + logger.info("analyse pair %s", pair) + tickers = {} + tickers[pair] = data + dataframe = generate_dataframe(strategy, tickers, pair) + + trades = load_trades(args, pair) + trades = extract_trades_of_period(dataframe, trades) + + fig = generate_graph( + pair=pair, + data=dataframe, + trades=trades, + indicators1=args.indicators1.split(","), + indicators2=args.indicators2.split(",") + ) + + is_last = (False, True)[pair_counter == len(tickers)] + generate_plot_file(fig, pair, ticker_interval, is_last) + + logger.info('End of ploting process %s plots generated', pair_counter) + + def plot_parse_args(args: List[str]) -> Namespace: """ Parse args passed to the script @@ -226,49 +266,6 @@ def plot_parse_args(args: List[str]) -> Namespace: arguments.backtesting_options(arguments.parser) return arguments.parse_args() - -def analyse_and_plot_pairs(args: Namespace): - """ - From arguments provided in cli: - -Initialise backtest env - -Get tickers data - -Generate Dafaframes populated with indicators and signals - -Load trades excecuted on same periods - -Generate Plotly plot objects - -Generate plot files - :return: None - """ - strategy, exchange, pairs = get_trading_env(args) - # Set timerange to use - timerange = Arguments.parse_timerange(args.timerange) - ticker_interval = strategy.ticker_interval - - tickers = get_tickers_data(strategy, exchange, pairs, args) - pair_counter = 0 - for pair, data in tickers.items(): - pair_counter += 1 - logger.info("analyse pair %s", pair) - tickers = {} - tickers[pair] = data - dataframe = generate_dataframe(strategy, tickers, pair) - - trades = load_trades(args, pair, timerange) - trades = extract_trades_of_period(dataframe, trades) - - fig = generate_graph( - pair=pair, - data=dataframe, - trades=trades, - indicators1=args.indicators1.split(","), - indicators2=args.indicators2.split(",") - ) - - is_last = (False, True)[pair_counter == len(tickers)] - generate_plot_file(fig, pair, ticker_interval, is_last) - - logger.info('End of ploting process %s plots generated', pair_counter) - - def main(sysargv: List[str]) -> None: """ This function will initiate the bot and start the trading loop. From e0a1e5417fbb8e36bc947e29398f05754b565959 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 28 May 2019 20:23:16 +0200 Subject: [PATCH 354/417] sanity checks before plotting, cleanup --- freqtrade/plot/plotting.py | 63 ++++++++++++++++++++------------------ scripts/plot_dataframe.py | 29 +++++++++++------- 2 files changed, 52 insertions(+), 40 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 7e815bdd7..a18b7bf70 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -25,8 +25,7 @@ def generate_row(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.m """ for indicator in indicators: if indicator in data: - # TODO: Replace all Scatter with Scattergl for performance!! - scattergl = go.Scatter( + scattergl = go.Scattergl( x=data['date'], y=data[indicator], mode='lines', @@ -48,7 +47,7 @@ def plot_trades(fig, trades: pd.DataFrame): Plot trades to "fig" """ # Trades can be empty - if trades is not None: + if trades is not None and len(trades) > 0: trade_buys = go.Scatter( x=trades["open_time"], y=trades["open_rate"], @@ -123,44 +122,50 @@ def generate_graph( if 'buy' in data.columns: df_buy = data[data['buy'] == 1] - buys = go.Scatter( - x=df_buy.date, - y=df_buy.close, - mode='markers', - name='buy', - marker=dict( - symbol='triangle-up-dot', - size=9, - line=dict(width=1), - color='green', + if len(df_buy) > 0: + buys = go.Scattergl( + x=df_buy.date, + y=df_buy.close, + mode='markers', + name='buy', + marker=dict( + symbol='triangle-up-dot', + size=9, + line=dict(width=1), + color='green', + ) ) - ) - fig.append_trace(buys, 1, 1) + fig.append_trace(buys, 1, 1) + else: + logger.warning("No buy-signals found.") if 'sell' in data.columns: df_sell = data[data['sell'] == 1] - sells = go.Scatter( - x=df_sell.date, - y=df_sell.close, - mode='markers', - name='sell', - marker=dict( - symbol='triangle-down-dot', - size=9, - line=dict(width=1), - color='red', + if len(df_sell) > 0: + sells = go.Scattergl( + x=df_sell.date, + y=df_sell.close, + mode='markers', + name='sell', + marker=dict( + symbol='triangle-down-dot', + size=9, + line=dict(width=1), + color='red', + ) ) - ) - fig.append_trace(sells, 1, 1) + fig.append_trace(sells, 1, 1) + else: + logger.warning("No sell-signals found.") if 'bb_lowerband' in data and 'bb_upperband' in data: - bb_lower = go.Scatter( + bb_lower = go.Scattergl( x=data.date, y=data.bb_lowerband, name='BB lower', line={'color': 'rgba(255,255,255,0)'}, ) - bb_upper = go.Scatter( + bb_upper = go.Scattergl( x=data.date, y=data.bb_upperband, name='BB upper', diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 1d3b24449..84e18e5cd 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -51,11 +51,18 @@ _CONF: Dict[str, Any] = {} timeZone = pytz.UTC -def load_trades(args: Namespace, pair: str) -> pd.DataFrame: - trades: pd.DataFrame = pd.DataFrame() - if args.db_url: - persistence.init(args.db_url, clean_open_orders=False) +def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame: + """ + Load trades, either from a DB (using dburl) or via a backtest export file. + :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite) + :param exportfilename: Path to a file exported from backtesting + :returns: Dataframe containing Trades + """ + # TODO: Document and move to btanalysis + trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS) + if db_url: + persistence.init(db_url, clean_open_orders=False) columns = ["pair", "profit", "open_time", "close_time", "open_rate", "close_rate", "duration"] @@ -68,18 +75,15 @@ def load_trades(args: Namespace, pair: str) -> pd.DataFrame: t.open_rate, t.close_rate, t.close_date.timestamp() - t.open_date.timestamp() if t.close_date else None) - for t in Trade.query.filter(Trade.pair.is_(pair)).all()], + for t in Trade.query.all()], columns=columns) - elif args.exportfilename: + elif exportfilename: - file = Path(args.exportfilename) + file = Path(exportfilename) if file.exists(): trades = load_backtest_data(file) - else: - trades = pd.DataFrame([], columns=BT_DATA_COLUMNS) - return trades @@ -181,6 +185,7 @@ def extract_trades_of_period(dataframe, trades) -> pd.DataFrame: Compare trades and backtested pair DataFrames to get trades performed on backtested period :return: the DataFrame of a trades of period """ + # TODO: Document and move to btanalysis (?) trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) & (trades['close_time'] <= dataframe.iloc[-1]['date'])] return trades @@ -211,7 +216,9 @@ def analyse_and_plot_pairs(args: Namespace): tickers[pair] = data dataframe = generate_dataframe(strategy, tickers, pair) - trades = load_trades(args, pair) + trades = load_trades(pair, db_url=args.db_url, + exportfilename=args.exportfilename) + trades = trades.loc[trades['pair'] == pair] trades = extract_trades_of_period(dataframe, trades) fig = generate_graph( From b1a01345f9db4bf45b128e31464498fd14af003e Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 29 May 2019 07:19:21 +0200 Subject: [PATCH 355/417] Add better hover tip --- freqtrade/plot/plotting.py | 19 +++++++++++++------ scripts/plot_dataframe.py | 2 +- 2 files changed, 14 insertions(+), 7 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index a18b7bf70..a8bd032ab 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -1,6 +1,7 @@ import logging - from typing import List + +import arrow import pandas as pd logger = logging.getLogger(__name__) @@ -12,7 +13,7 @@ try: import plotly.graph_objs as go except ImportError: logger.exception("Module plotly not found \n Please install using `pip install plotly`") - exit() + exit(1) def generate_row(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.make_subplots: @@ -25,9 +26,10 @@ def generate_row(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.m """ for indicator in indicators: if indicator in data: - scattergl = go.Scattergl( + # TODO: Figure out why scattergl causes problems + scattergl = go.Scatter( x=data['date'], - y=data[indicator], + y=data[indicator].values, mode='lines', name=indicator ) @@ -60,9 +62,14 @@ def plot_trades(fig, trades: pd.DataFrame): color='green' ) ) + # Create description for sell summarizing the trade + desc = trades.apply(lambda row: f"{round(row['profitperc'], 3)}%, {row['sell_reason']}, " + f"{row['duration']}min", + axis=1) trade_sells = go.Scatter( x=trades["close_time"], y=trades["close_rate"], + text=desc, mode='markers', name='trade_sell', marker=dict( @@ -123,7 +130,7 @@ def generate_graph( if 'buy' in data.columns: df_buy = data[data['buy'] == 1] if len(df_buy) > 0: - buys = go.Scattergl( + buys = go.Scatter( x=df_buy.date, y=df_buy.close, mode='markers', @@ -142,7 +149,7 @@ def generate_graph( if 'sell' in data.columns: df_sell = data[data['sell'] == 1] if len(df_sell) > 0: - sells = go.Scattergl( + sells = go.Scatter( x=df_sell.date, y=df_sell.close, mode='markers', diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 84e18e5cd..7457aadc4 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -216,7 +216,7 @@ def analyse_and_plot_pairs(args: Namespace): tickers[pair] = data dataframe = generate_dataframe(strategy, tickers, pair) - trades = load_trades(pair, db_url=args.db_url, + trades = load_trades(db_url=args.db_url, exportfilename=args.exportfilename) trades = trades.loc[trades['pair'] == pair] trades = extract_trades_of_period(dataframe, trades) From 6347161975591e6cb0d9721df52de98003c13ef2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 May 2019 20:26:46 +0200 Subject: [PATCH 356/417] don't use print in plot_dataframe --- scripts/plot_dataframe.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 7457aadc4..a20d8abae 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -67,7 +67,7 @@ def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame: "open_rate", "close_rate", "duration"] for x in Trade.query.all(): - print("date: {}".format(x.open_date)) + logger.info("date: {}".format(x.open_date)) trades = pd.DataFrame([(t.pair, t.calc_profit(), t.open_date.replace(tzinfo=timeZone), @@ -114,7 +114,6 @@ def get_trading_env(args: Namespace): # Load the configuration _CONF.update(setup_configuration(args, RunMode.BACKTEST)) - print(_CONF) pairs = args.pairs.split(',') if pairs is None: @@ -161,7 +160,7 @@ def get_tickers_data(strategy, exchange, pairs: List[str], timerange: TimeRange, if data.empty: del tickers[pair] logger.info( - 'An issue occured while retreiving datas of %s pair, please retry ' + 'An issue occured while retreiving data of %s pair, please retry ' 'using -l option for live or --refresh-pairs-cached', pair) return tickers @@ -273,6 +272,7 @@ def plot_parse_args(args: List[str]) -> Namespace: arguments.backtesting_options(arguments.parser) return arguments.parse_args() + def main(sysargv: List[str]) -> None: """ This function will initiate the bot and start the trading loop. From cae218546087552ba890cb39425e6f6820058ad7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 31 May 2019 06:41:55 +0200 Subject: [PATCH 357/417] Move generate_plot to plotting.py --- freqtrade/plot/plotting.py | 20 ++++++++++++++++++++ scripts/plot_dataframe.py | 22 ++-------------------- 2 files changed, 22 insertions(+), 20 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index a8bd032ab..037516a27 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -3,6 +3,7 @@ from typing import List import arrow import pandas as pd +from pathlib import Path logger = logging.getLogger(__name__) @@ -200,3 +201,22 @@ def generate_graph( fig = generate_row(fig=fig, row=3, indicators=indicators2, data=data) return fig + + +def generate_plot_file(fig, pair, ticker_interval) -> None: + """ + Generate a plot html file from pre populated fig plotly object + :param fig: Plotly Figure to plot + :param pair: Pair to plot (used as filename and Plot title) + :param ticker_interval: Used as part of the filename + :return: None + """ + logger.info('Generate plot file for %s', pair) + + pair_name = pair.replace("/", "_") + file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html' + + Path("user_data/plots").mkdir(parents=True, exist_ok=True) + + plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)), + auto_open=False) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index a20d8abae..bccf98261 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -38,7 +38,7 @@ from freqtrade import persistence from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data -from freqtrade.plot.plotting import generate_graph +from freqtrade.plot.plotting import generate_graph, generate_plot_file from freqtrade.exchange import Exchange from freqtrade.optimize import setup_configuration from freqtrade.persistence import Trade @@ -87,23 +87,6 @@ def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame: return trades -def generate_plot_file(fig, pair, ticker_interval, is_last) -> None: - """ - Generate a plot html file from pre populated fig plotly object - :return: None - """ - logger.info('Generate plot file for %s', pair) - - pair_name = pair.replace("/", "_") - file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html' - - Path("user_data/plots").mkdir(parents=True, exist_ok=True) - - plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)), - auto_open=False) - if is_last: - plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')), auto_open=False) - def get_trading_env(args: Namespace): """ @@ -228,8 +211,7 @@ def analyse_and_plot_pairs(args: Namespace): indicators2=args.indicators2.split(",") ) - is_last = (False, True)[pair_counter == len(tickers)] - generate_plot_file(fig, pair, ticker_interval, is_last) + generate_plot_file(fig, pair, ticker_interval) logger.info('End of ploting process %s plots generated', pair_counter) From 2891d7cccbc61835cc28d40f62fb9cce3bda8720 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 10 Jun 2019 20:17:23 +0200 Subject: [PATCH 358/417] Add initial plotting test --- freqtrade/plot/plotting.py | 2 +- freqtrade/tests/test_plotting.py | 52 ++++++++++++++++++++++++++++++++ scripts/plot_dataframe.py | 4 +-- 3 files changed, 54 insertions(+), 4 deletions(-) create mode 100644 freqtrade/tests/test_plotting.py diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 037516a27..b1e32c4fb 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -91,7 +91,7 @@ def generate_graph( trades: pd.DataFrame = None, indicators1: List[str] = [], indicators2: List[str] = [], -) -> tools.make_subplots: +) -> go.Figure: """ Generate the graph from the data generated by Backtesting or from DB Volume will always be ploted in row2, so Row 1 and are to our disposal for custom indicators diff --git a/freqtrade/tests/test_plotting.py b/freqtrade/tests/test_plotting.py new file mode 100644 index 000000000..1f4873f4a --- /dev/null +++ b/freqtrade/tests/test_plotting.py @@ -0,0 +1,52 @@ + +from unittest.mock import MagicMock + +import plotly.graph_objs as go + +from freqtrade.arguments import Arguments, TimeRange +from freqtrade.data import history +from freqtrade.plot.plotting import (generate_graph, generate_plot_file, + generate_row, plot_trades) + + +def fig_generating_mock(fig, *args, **kwargs): + """ Return Fig - used to mock generate_row and plot_trades""" + return fig + + +def test_generate_row(): + # TODO: implement me + pass + + +def test_plot_trades(): + # TODO: implement me + pass + + +def test_generate_graph(default_conf, mocker): + row_mock = mocker.patch('freqtrade.plot.plotting.generate_row', + MagicMock(side_effect=fig_generating_mock)) + trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades', + MagicMock(side_effect=fig_generating_mock)) + + timerange = TimeRange(None, 'line', 0, -100) + data = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='1m', + datadir=None, timerange=timerange) + + indicators1 = [] + indicators2 = [] + fig = generate_graph(pair="UNITTEST/BTC", data=data, trades=None, + indicators1=indicators1, indicators2=indicators2) + assert isinstance(fig, go.Figure) + assert fig.layout.title.text == "UNITTEST/BTC" + figure = fig.layout.figure + # Candlesticks are plotted first + assert isinstance(figure.data[0], go.Candlestick) + assert figure.data[0].name == "Price" + + assert isinstance(figure.data[1], go.Bar) + assert figure.data[1].name == "Volume" + + assert row_mock.call_count == 2 + assert trades_mock.call_count == 1 diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index bccf98261..8bed81985 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -32,7 +32,6 @@ from typing import Any, Dict, List import pandas as pd import pytz -from plotly.offline import plot from freqtrade import persistence from freqtrade.arguments import Arguments, TimeRange @@ -87,7 +86,6 @@ def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame: return trades - def get_trading_env(args: Namespace): """ Initalize freqtrade Exchange and Strategy, split pairs recieved in parameter @@ -132,7 +130,7 @@ def get_tickers_data(strategy, exchange, pairs: List[str], timerange: TimeRange, refresh_pairs=_CONF.get('refresh_pairs', False), timerange=timerange, exchange=Exchange(_CONF), - live=args.live, + live=live, ) # No ticker found, impossible to download, len mismatch From 6db4e05aef7a97531041b20417448c0551974753 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 11 Jun 2019 06:45:36 +0200 Subject: [PATCH 359/417] Improve plotting tests --- freqtrade/tests/test_plotting.py | 83 +++++++++++++++++++++++++++----- requirements-dev.txt | 1 + 2 files changed, 73 insertions(+), 11 deletions(-) diff --git a/freqtrade/tests/test_plotting.py b/freqtrade/tests/test_plotting.py index 1f4873f4a..d9fb3b338 100644 --- a/freqtrade/tests/test_plotting.py +++ b/freqtrade/tests/test_plotting.py @@ -7,13 +7,19 @@ from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history from freqtrade.plot.plotting import (generate_graph, generate_plot_file, generate_row, plot_trades) - +from freqtrade.strategy.default_strategy import DefaultStrategy +from freqtrade.tests.conftest import log_has, log_has_re def fig_generating_mock(fig, *args, **kwargs): """ Return Fig - used to mock generate_row and plot_trades""" return fig +def find_trace_in_fig_data(data, search_string: str): + matches = filter(lambda x: x.name == search_string, data) + return next(matches) + + def test_generate_row(): # TODO: implement me pass @@ -24,29 +30,84 @@ def test_plot_trades(): pass -def test_generate_graph(default_conf, mocker): +def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog): row_mock = mocker.patch('freqtrade.plot.plotting.generate_row', MagicMock(side_effect=fig_generating_mock)) trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades', MagicMock(side_effect=fig_generating_mock)) - timerange = TimeRange(None, 'line', 0, -100) - data = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='1m', + pair = "UNITTEST/BTC" + timerange = TimeRange(None, 'line', 0, -1000) + data = history.load_pair_history(pair=pair, ticker_interval='1m', datadir=None, timerange=timerange) + data['buy'] = 0 + data['sell'] = 0 indicators1 = [] indicators2 = [] - fig = generate_graph(pair="UNITTEST/BTC", data=data, trades=None, + fig = generate_graph(pair=pair, data=data, trades=None, indicators1=indicators1, indicators2=indicators2) assert isinstance(fig, go.Figure) - assert fig.layout.title.text == "UNITTEST/BTC" + assert fig.layout.title.text == pair figure = fig.layout.figure - # Candlesticks are plotted first - assert isinstance(figure.data[0], go.Candlestick) - assert figure.data[0].name == "Price" - assert isinstance(figure.data[1], go.Bar) - assert figure.data[1].name == "Volume" + assert len(figure.data) == 2 + # Candlesticks are plotted first + candles = find_trace_in_fig_data(figure.data, "Price") + assert isinstance(candles, go.Candlestick) + + volume = find_trace_in_fig_data(figure.data, "Volume") + assert isinstance(volume, go.Bar) + + assert row_mock.call_count == 2 + assert trades_mock.call_count == 1 + + assert log_has("No buy-signals found.", caplog.record_tuples) + assert log_has("No sell-signals found.", caplog.record_tuples) + + +def test_generate_graph_no_trades(default_conf, mocker): + row_mock = mocker.patch('freqtrade.plot.plotting.generate_row', + MagicMock(side_effect=fig_generating_mock)) + trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades', + MagicMock(side_effect=fig_generating_mock)) + pair = 'UNITTEST/BTC' + timerange = TimeRange(None, 'line', 0, -1000) + data = history.load_pair_history(pair=pair, ticker_interval='1m', + datadir=None, timerange=timerange) + + # Generate buy/sell signals and indicators + strat = DefaultStrategy(default_conf) + data = strat.analyze_ticker(data, {'pair': pair}) + + indicators1 = [] + indicators2 = [] + fig = generate_graph(pair=pair, data=data, trades=None, + indicators1=indicators1, indicators2=indicators2) + assert isinstance(fig, go.Figure) + assert fig.layout.title.text == pair + figure = fig.layout.figure + + assert len(figure.data) == 6 + # Candlesticks are plotted first + candles = find_trace_in_fig_data(figure.data, "Price") + assert isinstance(candles, go.Candlestick) + + volume = find_trace_in_fig_data(figure.data, "Volume") + assert isinstance(volume, go.Bar) + + buy = find_trace_in_fig_data(figure.data, "buy") + assert isinstance(buy, go.Scatter) + # All buy-signals should be plotted + assert int(data.buy.sum()) == len(buy.x) + + sell = find_trace_in_fig_data(figure.data, "sell") + assert isinstance(sell, go.Scatter) + # All buy-signals should be plotted + assert int(data.sell.sum()) == len(sell.x) + + assert find_trace_in_fig_data(figure.data, "BB lower") + assert find_trace_in_fig_data(figure.data, "BB upper") assert row_mock.call_count == 2 assert trades_mock.call_count == 1 diff --git a/requirements-dev.txt b/requirements-dev.txt index 315033847..c8dd8b0b9 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -1,5 +1,6 @@ # Include all requirements to run the bot. -r requirements.txt +-r requirements-plot.txt flake8==3.7.7 flake8-type-annotations==0.1.0 From 9f5ca82f485bece4452b46c5a1c4ea7d2315cdb6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 10:32:12 +0200 Subject: [PATCH 360/417] Add more tests --- freqtrade/tests/test_plotting.py | 54 +++++++++++++++++++++++++++++--- 1 file changed, 49 insertions(+), 5 deletions(-) diff --git a/freqtrade/tests/test_plotting.py b/freqtrade/tests/test_plotting.py index d9fb3b338..e264ef6b3 100644 --- a/freqtrade/tests/test_plotting.py +++ b/freqtrade/tests/test_plotting.py @@ -1,7 +1,9 @@ from unittest.mock import MagicMock +from plotly import tools import plotly.graph_objs as go +from copy import deepcopy from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history @@ -10,6 +12,7 @@ from freqtrade.plot.plotting import (generate_graph, generate_plot_file, from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.tests.conftest import log_has, log_has_re + def fig_generating_mock(fig, *args, **kwargs): """ Return Fig - used to mock generate_row and plot_trades""" return fig @@ -20,14 +23,55 @@ def find_trace_in_fig_data(data, search_string: str): return next(matches) -def test_generate_row(): - # TODO: implement me - pass +def generage_empty_figure(): + return tools.make_subplots( + rows=3, + cols=1, + shared_xaxes=True, + row_width=[1, 1, 4], + vertical_spacing=0.0001, + ) + +def test_generate_row(default_conf, caplog): + pair = "UNITTEST/BTC" + timerange = TimeRange(None, 'line', 0, -1000) + + data = history.load_pair_history(pair=pair, ticker_interval='1m', + datadir=None, timerange=timerange) + indicators1 = ["ema10"] + indicators2 = ["macd"] + + # Generate buy/sell signals and indicators + strat = DefaultStrategy(default_conf) + data = strat.analyze_ticker(data, {'pair': pair}) + fig = generage_empty_figure() + + # Row 1 + fig1 = generate_row(fig=deepcopy(fig), row=1, indicators=indicators1, data=data) + figure = fig1.layout.figure + ema10 = find_trace_in_fig_data(figure.data, "ema10") + assert isinstance(ema10, go.Scatter) + assert ema10.yaxis == "y" + + fig2 = generate_row(fig=deepcopy(fig), row=3, indicators=indicators2, data=data) + figure = fig2.layout.figure + macd = find_trace_in_fig_data(figure.data, "macd") + assert isinstance(macd, go.Scatter) + assert macd.yaxis == "y3" + + # No indicator found + fig3 = generate_row(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data) + assert fig == fig3 + assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog.record_tuples) def test_plot_trades(): - # TODO: implement me - pass + fig1 = generage_empty_figure() + # nothing happens when no trades are available + fig = plot_trades(fig1, None) + assert fig == fig1 + + # TODO: implement tests that do something def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog): From c7643e142b7e6ba0c7e9cbc422409caa38608952 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 10:41:05 +0200 Subject: [PATCH 361/417] Move load_trades to bt_anlaysis --- freqtrade/data/btanalysis.py | 43 ++++++++++++++++++++++++++++++++++++ scripts/plot_dataframe.py | 43 +----------------------------------- 2 files changed, 44 insertions(+), 42 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 6fce4361b..fb120e521 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -1,12 +1,18 @@ """ Helpers when analyzing backtest data """ +import logging from pathlib import Path import numpy as np import pandas as pd +import pytz +from freqtrade import persistence from freqtrade.misc import json_load +from freqtrade.persistence import Trade + +logger = logging.getLogger(__name__) # must align with columns in backtest.py BT_DATA_COLUMNS = ["pair", "profitperc", "open_time", "close_time", "index", "duration", @@ -65,3 +71,40 @@ def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int df2 = df2.set_index('date') df_final = df2.resample(freq)[['pair']].count() return df_final[df_final['pair'] > max_open_trades] + + +def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame: + """ + Load trades, either from a DB (using dburl) or via a backtest export file. + :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite) + :param exportfilename: Path to a file exported from backtesting + :returns: Dataframe containing Trades + """ + timeZone = pytz.UTC + + trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS) + + if db_url: + persistence.init(db_url, clean_open_orders=False) + columns = ["pair", "profit", "open_time", "close_time", + "open_rate", "close_rate", "duration"] + + for x in Trade.query.all(): + logger.info("date: {}".format(x.open_date)) + + trades = pd.DataFrame([(t.pair, t.calc_profit(), + t.open_date.replace(tzinfo=timeZone), + t.close_date.replace(tzinfo=timeZone) if t.close_date else None, + t.open_rate, t.close_rate, + t.close_date.timestamp() - t.open_date.timestamp() + if t.close_date else None) + for t in Trade.query.all()], + columns=columns) + + elif exportfilename: + + file = Path(exportfilename) + if file.exists(): + trades = load_backtest_data(file) + + return trades diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 8bed81985..005148d3b 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -31,60 +31,19 @@ from pathlib import Path from typing import Any, Dict, List import pandas as pd -import pytz -from freqtrade import persistence from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history -from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data +from freqtrade.data.btanalysis import load_trades from freqtrade.plot.plotting import generate_graph, generate_plot_file from freqtrade.exchange import Exchange from freqtrade.optimize import setup_configuration -from freqtrade.persistence import Trade from freqtrade.resolvers import StrategyResolver from freqtrade.state import RunMode logger = logging.getLogger(__name__) _CONF: Dict[str, Any] = {} -timeZone = pytz.UTC - - -def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame: - """ - Load trades, either from a DB (using dburl) or via a backtest export file. - :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite) - :param exportfilename: Path to a file exported from backtesting - :returns: Dataframe containing Trades - """ - # TODO: Document and move to btanalysis - trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS) - - if db_url: - persistence.init(db_url, clean_open_orders=False) - columns = ["pair", "profit", "open_time", "close_time", - "open_rate", "close_rate", "duration"] - - for x in Trade.query.all(): - logger.info("date: {}".format(x.open_date)) - - trades = pd.DataFrame([(t.pair, t.calc_profit(), - t.open_date.replace(tzinfo=timeZone), - t.close_date.replace(tzinfo=timeZone) if t.close_date else None, - t.open_rate, t.close_rate, - t.close_date.timestamp() - t.open_date.timestamp() - if t.close_date else None) - for t in Trade.query.all()], - columns=columns) - - elif exportfilename: - - file = Path(exportfilename) - if file.exists(): - trades = load_backtest_data(file) - - return trades - def get_trading_env(args: Namespace): """ From 1c53aa5687c7b714b5bd7043a3e977f82e9f5ea2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 10:57:21 +0200 Subject: [PATCH 362/417] Add tests for load_trades --- freqtrade/tests/data/test_btanalysis.py | 28 ++++++++- freqtrade/tests/test_persistence.py | 84 +++++++++++++------------ 2 files changed, 72 insertions(+), 40 deletions(-) diff --git a/freqtrade/tests/data/test_btanalysis.py b/freqtrade/tests/data/test_btanalysis.py index dd7cbe0d9..4a8babf1d 100644 --- a/freqtrade/tests/data/test_btanalysis.py +++ b/freqtrade/tests/data/test_btanalysis.py @@ -1,8 +1,11 @@ import pytest +from unittest.mock import MagicMock from pandas import DataFrame -from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data +from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data, load_trades from freqtrade.data.history import make_testdata_path +from freqtrade.persistence import init, Trade +from freqtrade.tests.test_persistence import init_persistence, create_mock_trades def test_load_backtest_data(): @@ -19,3 +22,26 @@ def test_load_backtest_data(): with pytest.raises(ValueError, match=r"File .* does not exist\."): load_backtest_data(str("filename") + "nofile") + + +def test_load_trades_file(default_conf, fee, mocker): + # Real testing of load_backtest_data is done in test_load_backtest_data + lbt = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock()) + filename = make_testdata_path(None) / "backtest-result_test.json" + load_trades(db_url=None, exportfilename=filename) + assert lbt.call_count == 1 + + +@pytest.mark.usefixtures("init_persistence") +def test_load_trades_db(default_conf, fee, mocker): + + create_mock_trades(fee) + # remove init so it does not init again + init_mock = mocker.patch('freqtrade.persistence.init', MagicMock()) + + trades = load_trades(db_url=default_conf['db_url'], exportfilename=None) + assert init_mock.call_count == 1 + assert len(trades) == 3 + assert isinstance(trades, DataFrame) + assert "pair" in trades.columns + assert "open_time" in trades.columns diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py index bb00fa8f4..381f04bd1 100644 --- a/freqtrade/tests/test_persistence.py +++ b/freqtrade/tests/test_persistence.py @@ -16,6 +16,50 @@ def init_persistence(default_conf): init(default_conf['db_url'], default_conf['dry_run']) +def create_mock_trades(fee): + """ + Create some fake trades ... + """ + # Simulate dry_run entries + trade = Trade( + pair='ETH/BTC', + stake_amount=0.001, + amount=123.0, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_rate=0.123, + exchange='bittrex', + open_order_id='dry_run_buy_12345' + ) + Trade.session.add(trade) + + trade = Trade( + pair='ETC/BTC', + stake_amount=0.001, + amount=123.0, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_rate=0.123, + exchange='bittrex', + is_open=False, + open_order_id='dry_run_sell_12345' + ) + Trade.session.add(trade) + + # Simulate prod entry + trade = Trade( + pair='ETC/BTC', + stake_amount=0.001, + amount=123.0, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_rate=0.123, + exchange='bittrex', + open_order_id='prod_buy_12345' + ) + Trade.session.add(trade) + + def test_init_create_session(default_conf): # Check if init create a session init(default_conf['db_url'], default_conf['dry_run']) @@ -671,45 +715,7 @@ def test_adjust_min_max_rates(fee): @pytest.mark.usefixtures("init_persistence") def test_get_open(default_conf, fee): - # Simulate dry_run entries - trade = Trade( - pair='ETH/BTC', - stake_amount=0.001, - amount=123.0, - fee_open=fee.return_value, - fee_close=fee.return_value, - open_rate=0.123, - exchange='bittrex', - open_order_id='dry_run_buy_12345' - ) - Trade.session.add(trade) - - trade = Trade( - pair='ETC/BTC', - stake_amount=0.001, - amount=123.0, - fee_open=fee.return_value, - fee_close=fee.return_value, - open_rate=0.123, - exchange='bittrex', - is_open=False, - open_order_id='dry_run_sell_12345' - ) - Trade.session.add(trade) - - # Simulate prod entry - trade = Trade( - pair='ETC/BTC', - stake_amount=0.001, - amount=123.0, - fee_open=fee.return_value, - fee_close=fee.return_value, - open_rate=0.123, - exchange='bittrex', - open_order_id='prod_buy_12345' - ) - Trade.session.add(trade) - + create_mock_trades(fee) assert len(Trade.get_open_trades()) == 2 From 1cd84157230c4416a106215460f7da8a0192cb28 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 11:12:19 +0200 Subject: [PATCH 363/417] Move extract_trades_of_period to btanlaysis --- freqtrade/data/btanalysis.py | 10 +++++ freqtrade/tests/data/test_btanalysis.py | 53 ++++++++++++++++++++++--- scripts/plot_dataframe.py | 14 +------ 3 files changed, 59 insertions(+), 18 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index fb120e521..e1ddd1638 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -108,3 +108,13 @@ def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame: trades = load_backtest_data(file) return trades + + +def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame: + """ + Compare trades and backtested pair DataFrames to get trades performed on backtested period + :return: the DataFrame of a trades of period + """ + trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) & + (trades['close_time'] <= dataframe.iloc[-1]['date'])] + return trades diff --git a/freqtrade/tests/data/test_btanalysis.py b/freqtrade/tests/data/test_btanalysis.py index 4a8babf1d..aa066557b 100644 --- a/freqtrade/tests/data/test_btanalysis.py +++ b/freqtrade/tests/data/test_btanalysis.py @@ -1,11 +1,18 @@ -import pytest from unittest.mock import MagicMock -from pandas import DataFrame -from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data, load_trades -from freqtrade.data.history import make_testdata_path -from freqtrade.persistence import init, Trade -from freqtrade.tests.test_persistence import init_persistence, create_mock_trades +from arrow import Arrow +import pytest +from pandas import DataFrame, to_datetime + +from freqtrade.arguments import Arguments, TimeRange +from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, + extract_trades_of_period, + load_backtest_data, load_trades) +from freqtrade.data.history import load_pair_history, make_testdata_path +from freqtrade.persistence import Trade, init +from freqtrade.strategy.interface import SellType +from freqtrade.tests.test_persistence import (create_mock_trades, + init_persistence) def test_load_backtest_data(): @@ -45,3 +52,37 @@ def test_load_trades_db(default_conf, fee, mocker): assert isinstance(trades, DataFrame) assert "pair" in trades.columns assert "open_time" in trades.columns + + +def test_extract_trades_of_period(): + pair = "UNITTEST/BTC" + timerange = TimeRange(None, 'line', 0, -1000) + + data = load_pair_history(pair=pair, ticker_interval='1m', + datadir=None, timerange=timerange) + + # timerange = 2017-11-14 06:07 - 2017-11-14 22:58:00 + trades = DataFrame( + {'pair': [pair, pair, pair, pair], + 'profit_percent': [0.0, 0.1, -0.2, -0.5], + 'profit_abs': [0.0, 1, -2, -5], + 'open_time': to_datetime([Arrow(2017, 11, 13, 15, 40, 0).datetime, + Arrow(2017, 11, 14, 9, 41, 0).datetime, + Arrow(2017, 11, 14, 14, 20, 0).datetime, + Arrow(2017, 11, 15, 3, 40, 0).datetime, + ], utc=True + ), + 'close_time': to_datetime([Arrow(2017, 11, 13, 16, 40, 0).datetime, + Arrow(2017, 11, 14, 10, 41, 0).datetime, + Arrow(2017, 11, 14, 15, 25, 0).datetime, + Arrow(2017, 11, 15, 3, 55, 0).datetime, + ], utc=True) + }) + trades1 = extract_trades_of_period(data, trades) + # First and last trade are dropped as they are out of range + assert len(trades1) == 2 + assert trades1.iloc[0].open_time == Arrow(2017, 11, 14, 9, 41, 0).datetime + assert trades1.iloc[0].close_time == Arrow(2017, 11, 14, 10, 41, 0).datetime + assert trades1.iloc[-1].open_time == Arrow(2017, 11, 14, 14, 20, 0).datetime + assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime + diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 005148d3b..6d2e545ce 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -35,9 +35,10 @@ import pandas as pd from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history from freqtrade.data.btanalysis import load_trades -from freqtrade.plot.plotting import generate_graph, generate_plot_file from freqtrade.exchange import Exchange from freqtrade.optimize import setup_configuration +from freqtrade.plot.plotting import (extract_trades_of_period, generate_graph, + generate_plot_file) from freqtrade.resolvers import StrategyResolver from freqtrade.state import RunMode @@ -119,17 +120,6 @@ def generate_dataframe(strategy, tickers, pair) -> pd.DataFrame: return dataframe -def extract_trades_of_period(dataframe, trades) -> pd.DataFrame: - """ - Compare trades and backtested pair DataFrames to get trades performed on backtested period - :return: the DataFrame of a trades of period - """ - # TODO: Document and move to btanalysis (?) - trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) & - (trades['close_time'] <= dataframe.iloc[-1]['date'])] - return trades - - def analyse_and_plot_pairs(args: Namespace): """ From arguments provided in cli: From bf2c0390e7cc01020dbd10d2990a3606f75adaa1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 12:54:27 +0200 Subject: [PATCH 364/417] Adjust some imports --- freqtrade/tests/conftest.py | 5 +++++ freqtrade/tests/data/test_btanalysis.py | 8 ++------ freqtrade/tests/test_persistence.py | 5 ----- 3 files changed, 7 insertions(+), 11 deletions(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 034cb5f8b..e956d89c4 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -151,6 +151,11 @@ def patch_coinmarketcap(mocker) -> None: ) +@pytest.fixture(scope='function') +def init_persistence(default_conf): + persistence.init(default_conf['db_url'], default_conf['dry_run']) + + @pytest.fixture(scope="function") def default_conf(): """ Returns validated configuration suitable for most tests """ diff --git a/freqtrade/tests/data/test_btanalysis.py b/freqtrade/tests/data/test_btanalysis.py index aa066557b..6fa529394 100644 --- a/freqtrade/tests/data/test_btanalysis.py +++ b/freqtrade/tests/data/test_btanalysis.py @@ -4,15 +4,12 @@ from arrow import Arrow import pytest from pandas import DataFrame, to_datetime -from freqtrade.arguments import Arguments, TimeRange +from freqtrade.arguments import TimeRange from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, extract_trades_of_period, load_backtest_data, load_trades) from freqtrade.data.history import load_pair_history, make_testdata_path -from freqtrade.persistence import Trade, init -from freqtrade.strategy.interface import SellType -from freqtrade.tests.test_persistence import (create_mock_trades, - init_persistence) +from freqtrade.tests.test_persistence import create_mock_trades def test_load_backtest_data(): @@ -85,4 +82,3 @@ def test_extract_trades_of_period(): assert trades1.iloc[0].close_time == Arrow(2017, 11, 14, 10, 41, 0).datetime assert trades1.iloc[-1].open_time == Arrow(2017, 11, 14, 14, 20, 0).datetime assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime - diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py index 381f04bd1..32425ef7b 100644 --- a/freqtrade/tests/test_persistence.py +++ b/freqtrade/tests/test_persistence.py @@ -11,11 +11,6 @@ from freqtrade.persistence import Trade, clean_dry_run_db, init from freqtrade.tests.conftest import log_has -@pytest.fixture(scope='function') -def init_persistence(default_conf): - init(default_conf['db_url'], default_conf['dry_run']) - - def create_mock_trades(fee): """ Create some fake trades ... From 0300128cb82f4a109902ac78770345474a41793a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 19:35:15 +0200 Subject: [PATCH 365/417] Move plot-options to arguments.py --- freqtrade/arguments.py | 32 ++++++++++++++++++++++++++++++- freqtrade/tests/test_arguments.py | 14 ++++++++++++++ scripts/plot_dataframe.py | 30 +++-------------------------- 3 files changed, 48 insertions(+), 28 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 35d388432..fde372b63 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -55,7 +55,7 @@ class Arguments(object): # Workaround issue in argparse with action='append' and default value # (see https://bugs.python.org/issue16399) - if parsed_arg.config is None and not no_default_config: + if not no_default_config and parsed_arg.config is None: parsed_arg.config = [constants.DEFAULT_CONFIG] return parsed_arg @@ -514,3 +514,33 @@ class Arguments(object): dest='erase', action='store_true' ) + + def plot_dataframe_options(self) -> None: + """ + Parses given arguments for plot_dataframe + """ + self.parser.add_argument( + '--indicators1', + help='Set indicators from your strategy you want in the first row of the graph. Separate ' + 'them with a comma. E.g: ema3,ema5 (default: %(default)s)', + type=str, + default='sma,ema3,ema5', + dest='indicators1', + ) + + self.parser.add_argument( + '--indicators2', + help='Set indicators from your strategy you want in the third row of the graph. Separate ' + 'them with a comma. E.g: macd,fastd,fastk (default: %(default)s)', + type=str, + default='macd,macdsignal', + dest='indicators2', + ) + self.parser.add_argument( + '--plot-limit', + help='Specify tick limit for plotting - too high values cause huge files - ' + 'Default: %(default)s', + dest='plot_limit', + default=750, + type=int, + ) diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index afa42f287..d1b96a923 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -186,6 +186,20 @@ def test_download_data_options() -> None: assert args.exchange == 'binance' +def test_plot_dataframe_options() -> None: + args = [ + '--indicators1', 'sma10,sma100', + '--indicators2', 'macd,fastd,fastk', + '--plot-limit', '30', + ] + arguments = Arguments(args, '') + arguments.plot_dataframe_options() + args = arguments.parse_args(True) + assert args.indicators1 == "sma10,sma100" + assert args.indicators2 == "macd,fastd,fastk" + assert args.plot_limit == 30 + + def test_check_int_positive() -> None: assert Arguments.check_int_positive("3") == 3 diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 6d2e545ce..d37d63c32 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -34,10 +34,10 @@ import pandas as pd from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history -from freqtrade.data.btanalysis import load_trades +from freqtrade.data.btanalysis import load_trades, extract_trades_of_period from freqtrade.exchange import Exchange from freqtrade.optimize import setup_configuration -from freqtrade.plot.plotting import (extract_trades_of_period, generate_graph, +from freqtrade.plot.plotting import (generate_graph, generate_plot_file) from freqtrade.resolvers import StrategyResolver from freqtrade.state import RunMode @@ -171,31 +171,7 @@ def plot_parse_args(args: List[str]) -> Namespace: """ arguments = Arguments(args, 'Graph dataframe') arguments.scripts_options() - arguments.parser.add_argument( - '--indicators1', - help='Set indicators from your strategy you want in the first row of the graph. Separate ' - 'them with a coma. E.g: ema3,ema5 (default: %(default)s)', - type=str, - default='sma,ema3,ema5', - dest='indicators1', - ) - - arguments.parser.add_argument( - '--indicators2', - help='Set indicators from your strategy you want in the third row of the graph. Separate ' - 'them with a coma. E.g: fastd,fastk (default: %(default)s)', - type=str, - default='macd,macdsignal', - dest='indicators2', - ) - arguments.parser.add_argument( - '--plot-limit', - help='Specify tick limit for plotting - too high values cause huge files - ' - 'Default: %(default)s', - dest='plot_limit', - default=750, - type=int, - ) + arguments.plot_dataframe_options() arguments.common_args_parser() arguments.optimizer_shared_options(arguments.parser) arguments.backtesting_options(arguments.parser) From 3f04930f383272f588bd33d455b10f832cf16c18 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 13:19:06 +0200 Subject: [PATCH 366/417] Require pairs argument --- freqtrade/arguments.py | 7 +++++++ freqtrade/tests/test_arguments.py | 17 +++++++++++++---- scripts/plot_dataframe.py | 5 +++-- 3 files changed, 23 insertions(+), 6 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index fde372b63..cef38784d 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -519,6 +519,13 @@ class Arguments(object): """ Parses given arguments for plot_dataframe """ + self.parser.add_argument( + '-p', '--pairs', + help='Show profits for only this pairs. Pairs are comma-separated.', + dest='pairs', + required=True, + default=None + ) self.parser.add_argument( '--indicators1', help='Set indicators from your strategy you want in the first row of the graph. Separate ' diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index d1b96a923..d584a9e01 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -191,13 +191,22 @@ def test_plot_dataframe_options() -> None: '--indicators1', 'sma10,sma100', '--indicators2', 'macd,fastd,fastk', '--plot-limit', '30', + '-p', 'UNITTEST/BTC', ] arguments = Arguments(args, '') arguments.plot_dataframe_options() - args = arguments.parse_args(True) - assert args.indicators1 == "sma10,sma100" - assert args.indicators2 == "macd,fastd,fastk" - assert args.plot_limit == 30 + pargs = arguments.parse_args(True) + assert pargs.indicators1 == "sma10,sma100" + assert pargs.indicators2 == "macd,fastd,fastk" + assert pargs.plot_limit == 30 + assert pargs.pairs == "UNITTEST/BTC" + + # Pop pairs argument + args = args[:-2] + arguments = Arguments(args, '') + arguments.plot_dataframe_options() + with pytest.raises(SystemExit, match=r'2'): + arguments.parse_args(True) def test_check_int_positive() -> None: diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index d37d63c32..c44f2aa4b 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -89,7 +89,7 @@ def get_tickers_data(strategy, exchange, pairs: List[str], timerange: TimeRange, ticker_interval=ticker_interval, refresh_pairs=_CONF.get('refresh_pairs', False), timerange=timerange, - exchange=Exchange(_CONF), + exchange=exchange, live=live, ) @@ -132,6 +132,8 @@ def analyse_and_plot_pairs(args: Namespace): :return: None """ strategy, exchange, pairs = get_trading_env(args) + pairs = args.pairs.split(',') + # Set timerange to use timerange = Arguments.parse_timerange(args.timerange) ticker_interval = strategy.ticker_interval @@ -170,7 +172,6 @@ def plot_parse_args(args: List[str]) -> Namespace: :return: args: Array with all arguments """ arguments = Arguments(args, 'Graph dataframe') - arguments.scripts_options() arguments.plot_dataframe_options() arguments.common_args_parser() arguments.optimizer_shared_options(arguments.parser) From 907c2f1e6b5a8ed53649640d09f62b5939d71236 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 13:31:24 +0200 Subject: [PATCH 367/417] Copy plot options to config --- freqtrade/configuration.py | 23 +++++++++++++++++++++++ 1 file changed, 23 insertions(+) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 82d96313d..c63e99318 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -98,6 +98,9 @@ class Configuration(object): # Load Optimize configurations config = self._load_optimize_config(config) + # Add plotting options if available + config = self._load_plot_config(config) + # Set runmode if not self.runmode: # Handle real mode, infer dry/live from config @@ -332,6 +335,26 @@ class Configuration(object): return config + def _load_plot_config(self, config: Dict[str, Any]) -> Dict[str, Any]: + """ + Extract information for sys.argv Plotting configuration + :return: configuration as dictionary + """ + + self._args_to_config(config, argname='pairs', + logstring='Using pairs {}') + + self._args_to_config(config, argname='indicators1', + logstring='Using indicators1: {}') + + self._args_to_config(config, argname='indicators2', + logstring='Using indicators2: {}') + + self._args_to_config(config, argname='plot_limit', + logstring='Limiting plot to: {}') + + return config + def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]: """ Validate the configuration follow the Config Schema From 488bb971ffa25a6a277e4d494b098401d9c9d870 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 13:41:36 +0200 Subject: [PATCH 368/417] Get rid of global conf object --- scripts/plot_dataframe.py | 70 ++++++++++++++------------------------- 1 file changed, 25 insertions(+), 45 deletions(-) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index c44f2aa4b..e54a78124 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -35,47 +35,17 @@ import pandas as pd from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history from freqtrade.data.btanalysis import load_trades, extract_trades_of_period -from freqtrade.exchange import Exchange from freqtrade.optimize import setup_configuration from freqtrade.plot.plotting import (generate_graph, generate_plot_file) -from freqtrade.resolvers import StrategyResolver +from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.state import RunMode logger = logging.getLogger(__name__) -_CONF: Dict[str, Any] = {} -def get_trading_env(args: Namespace): - """ - Initalize freqtrade Exchange and Strategy, split pairs recieved in parameter - :return: Strategy - """ - global _CONF - - # Load the configuration - _CONF.update(setup_configuration(args, RunMode.BACKTEST)) - - pairs = args.pairs.split(',') - if pairs is None: - logger.critical('Parameter --pairs mandatory;. E.g --pairs ETH/BTC,XRP/BTC') - exit() - - # Load the strategy - try: - strategy = StrategyResolver(_CONF).strategy - exchange = Exchange(_CONF) - except AttributeError: - logger.critical( - 'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"', - args.strategy - ) - exit() - - return [strategy, exchange, pairs] - - -def get_tickers_data(strategy, exchange, pairs: List[str], timerange: TimeRange, live: bool): +def get_tickers_data(strategy, exchange, pairs: List[str], timerange: TimeRange, + datadir: Path, refresh_pairs: bool, live: bool): """ Get tickers data for each pairs on live or local, option defined in args :return: dictionary of tickers. output format: {'pair': tickersdata} @@ -84,10 +54,10 @@ def get_tickers_data(strategy, exchange, pairs: List[str], timerange: TimeRange, ticker_interval = strategy.ticker_interval tickers = history.load_data( - datadir=Path(str(_CONF.get("datadir"))), + datadir=datadir, pairs=pairs, ticker_interval=ticker_interval, - refresh_pairs=_CONF.get('refresh_pairs', False), + refresh_pairs=refresh_pairs, timerange=timerange, exchange=exchange, live=live, @@ -120,7 +90,7 @@ def generate_dataframe(strategy, tickers, pair) -> pd.DataFrame: return dataframe -def analyse_and_plot_pairs(args: Namespace): +def analyse_and_plot_pairs(config: Dict[str, Any]): """ From arguments provided in cli: -Initialise backtest env @@ -131,14 +101,20 @@ def analyse_and_plot_pairs(args: Namespace): -Generate plot files :return: None """ - strategy, exchange, pairs = get_trading_env(args) - pairs = args.pairs.split(',') + exchange_name = config.get('exchange', {}).get('name').title() + exchange = ExchangeResolver(exchange_name, config).exchange + + strategy = StrategyResolver(config).strategy + pairs = config["pairs"].split(',') # Set timerange to use - timerange = Arguments.parse_timerange(args.timerange) + timerange = Arguments.parse_timerange(config["timerange"]) ticker_interval = strategy.ticker_interval - tickers = get_tickers_data(strategy, exchange, pairs, timerange, args.live) + tickers = get_tickers_data(strategy, exchange, pairs, timerange, + datadir=Path(str(config.get("datadir"))), + refresh_pairs=config.get('refresh_pairs', False), + live=config.get("live", False)) pair_counter = 0 for pair, data in tickers.items(): pair_counter += 1 @@ -147,8 +123,8 @@ def analyse_and_plot_pairs(args: Namespace): tickers[pair] = data dataframe = generate_dataframe(strategy, tickers, pair) - trades = load_trades(db_url=args.db_url, - exportfilename=args.exportfilename) + trades = load_trades(db_url=config["db_url"], + exportfilename=config["exportfilename"]) trades = trades.loc[trades['pair'] == pair] trades = extract_trades_of_period(dataframe, trades) @@ -156,8 +132,8 @@ def analyse_and_plot_pairs(args: Namespace): pair=pair, data=dataframe, trades=trades, - indicators1=args.indicators1.split(","), - indicators2=args.indicators2.split(",") + indicators1=config["indicators1"].split(","), + indicators2=config["indicators2"].split(",") ) generate_plot_file(fig, pair, ticker_interval) @@ -176,7 +152,11 @@ def plot_parse_args(args: List[str]) -> Namespace: arguments.common_args_parser() arguments.optimizer_shared_options(arguments.parser) arguments.backtesting_options(arguments.parser) - return arguments.parse_args() + parsed_args = arguments.parse_args() + + # Load the configuration + config = setup_configuration(parsed_args, RunMode.BACKTEST) + return config def main(sysargv: List[str]) -> None: From 4b7dfc64c66afa33f2723be1214668b16f42f327 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 14:03:55 +0200 Subject: [PATCH 369/417] Add test for generate_plot_file --- freqtrade/plot/plotting.py | 1 - freqtrade/tests/test_plotting.py | 12 ++++++++++++ 2 files changed, 12 insertions(+), 1 deletion(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index b1e32c4fb..dcea3291f 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -1,7 +1,6 @@ import logging from typing import List -import arrow import pandas as pd from pathlib import Path diff --git a/freqtrade/tests/test_plotting.py b/freqtrade/tests/test_plotting.py index e264ef6b3..b1dad5d5c 100644 --- a/freqtrade/tests/test_plotting.py +++ b/freqtrade/tests/test_plotting.py @@ -32,6 +32,7 @@ def generage_empty_figure(): vertical_spacing=0.0001, ) + def test_generate_row(default_conf, caplog): pair = "UNITTEST/BTC" timerange = TimeRange(None, 'line', 0, -1000) @@ -155,3 +156,14 @@ def test_generate_graph_no_trades(default_conf, mocker): assert row_mock.call_count == 2 assert trades_mock.call_count == 1 + + +def test_generate_plot_file(mocker, caplog): + fig = generage_empty_figure() + plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock()) + generate_plot_file(fig, "UNITTEST/BTC", "5m") + + assert plot_mock.call_count == 1 + assert plot_mock.call_args[0][0] == fig + assert (plot_mock.call_args_list[0][1]['filename'] + == "user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html") From fc3e3c468c3a79dacb05259f8b4c2cdeedfb3212 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 19:26:43 +0200 Subject: [PATCH 370/417] File existence is checked in load_backtest_data --- freqtrade/data/btanalysis.py | 4 +--- 1 file changed, 1 insertion(+), 3 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index e1ddd1638..4aecf8ecf 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -103,9 +103,7 @@ def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame: elif exportfilename: - file = Path(exportfilename) - if file.exists(): - trades = load_backtest_data(file) + trades = load_backtest_data(Path(exportfilename)) return trades From 0eb109f8f7a01d8962f76cd89a111c9aa8ab3a7a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 19:53:48 +0200 Subject: [PATCH 371/417] Improve some tests --- freqtrade/arguments.py | 8 ++++---- freqtrade/tests/test_plotting.py | 23 +++++++++++++++++++++-- scripts/plot_dataframe.py | 2 +- 3 files changed, 26 insertions(+), 7 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index cef38784d..3f21709c9 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -528,8 +528,8 @@ class Arguments(object): ) self.parser.add_argument( '--indicators1', - help='Set indicators from your strategy you want in the first row of the graph. Separate ' - 'them with a comma. E.g: ema3,ema5 (default: %(default)s)', + help='Set indicators from your strategy you want in the first row of the graph. ' + 'Separate them with a comma. E.g: ema3,ema5 (default: %(default)s)', type=str, default='sma,ema3,ema5', dest='indicators1', @@ -537,8 +537,8 @@ class Arguments(object): self.parser.add_argument( '--indicators2', - help='Set indicators from your strategy you want in the third row of the graph. Separate ' - 'them with a comma. E.g: macd,fastd,fastk (default: %(default)s)', + help='Set indicators from your strategy you want in the third row of the graph. ' + 'Separate them with a comma. E.g: macd,fastd,fastk (default: %(default)s)', type=str, default='macd,macdsignal', dest='indicators2', diff --git a/freqtrade/tests/test_plotting.py b/freqtrade/tests/test_plotting.py index b1dad5d5c..15ab698d8 100644 --- a/freqtrade/tests/test_plotting.py +++ b/freqtrade/tests/test_plotting.py @@ -5,8 +5,9 @@ from plotly import tools import plotly.graph_objs as go from copy import deepcopy -from freqtrade.arguments import Arguments, TimeRange +from freqtrade.arguments import TimeRange from freqtrade.data import history +from freqtrade.data.btanalysis import load_backtest_data from freqtrade.plot.plotting import (generate_graph, generate_plot_file, generate_row, plot_trades) from freqtrade.strategy.default_strategy import DefaultStrategy @@ -71,8 +72,26 @@ def test_plot_trades(): # nothing happens when no trades are available fig = plot_trades(fig1, None) assert fig == fig1 + pair = "ADA/BTC" + filename = history.make_testdata_path(None) / "backtest-result_test.json" + trades = load_backtest_data(filename) + trades = trades.loc[trades['pair'] == pair] - # TODO: implement tests that do something + fig = plot_trades(fig, trades) + figure = fig1.layout.figure + + # Check buys - color, should be in first graph, ... + trade_buy = find_trace_in_fig_data(figure.data, "trade_buy") + assert isinstance(trade_buy, go.Scatter) + assert trade_buy.yaxis == 'y' + assert len(trades) == len(trade_buy.x) + assert trade_buy.marker.color == 'green' + + trade_sell = find_trace_in_fig_data(figure.data, "trade_sell") + assert isinstance(trade_sell, go.Scatter) + assert trade_sell.yaxis == 'y' + assert len(trades) == len(trade_sell.x) + assert trade_sell.marker.color == 'red' def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog): diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index e54a78124..54ce199f4 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -141,7 +141,7 @@ def analyse_and_plot_pairs(config: Dict[str, Any]): logger.info('End of ploting process %s plots generated', pair_counter) -def plot_parse_args(args: List[str]) -> Namespace: +def plot_parse_args(args: List[str]) -> Dict[str, Any]: """ Parse args passed to the script :param args: Cli arguments From 765eff23f018c6532fa169505d354f175f0f08b3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Jun 2019 20:14:31 +0200 Subject: [PATCH 372/417] Fix typo --- freqtrade/plot/plotting.py | 2 +- scripts/plot_dataframe.py | 1 - 2 files changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index dcea3291f..94c0830bf 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -93,7 +93,7 @@ def generate_graph( ) -> go.Figure: """ Generate the graph from the data generated by Backtesting or from DB - Volume will always be ploted in row2, so Row 1 and are to our disposal for custom indicators + Volume will always be ploted in row2, so Row 1 and 3 are to our disposal for custom indicators :param pair: Pair to Display on the graph :param data: OHLCV DataFrame containing indicators and buy/sell signals :param trades: All trades created diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 54ce199f4..eebe20be2 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -26,7 +26,6 @@ Example of usage: """ import logging import sys -from argparse import Namespace from pathlib import Path from typing import Any, Dict, List From 813c008af22d78a854c11f6dd04cda50e579b325 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 16 Jun 2019 21:37:43 +0300 Subject: [PATCH 373/417] setup_configuration() cleanup --- freqtrade/optimize/__init__.py | 10 +++------- freqtrade/utils.py | 5 +++-- 2 files changed, 6 insertions(+), 9 deletions(-) diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index 475aaa82f..8b548eefe 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -5,8 +5,9 @@ from typing import Any, Dict from filelock import FileLock, Timeout from freqtrade import DependencyException, constants -from freqtrade.configuration import Configuration from freqtrade.state import RunMode +from freqtrade.utils import setup_utils_configuration + logger = logging.getLogger(__name__) @@ -17,12 +18,7 @@ def setup_configuration(args: Namespace, method: RunMode) -> Dict[str, Any]: :param args: Cli args from Arguments() :return: Configuration """ - configuration = Configuration(args, method) - config = configuration.load_config() - - # Ensure we do not use Exchange credentials - config['exchange']['key'] = '' - config['exchange']['secret'] = '' + config = setup_utils_configuration(args, method) if method == RunMode.BACKTEST: if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT: diff --git a/freqtrade/utils.py b/freqtrade/utils.py index 324b54a4e..d550ef43c 100644 --- a/freqtrade/utils.py +++ b/freqtrade/utils.py @@ -10,15 +10,16 @@ from freqtrade.state import RunMode logger = logging.getLogger(__name__) -def setup_configuration(args: Namespace, method: RunMode) -> Dict[str, Any]: +def setup_utils_configuration(args: Namespace, method: RunMode) -> Dict[str, Any]: """ - Prepare the configuration for the Hyperopt module + Prepare the configuration for utils subcommands :param args: Cli args from Arguments() :return: Configuration """ configuration = Configuration(args, method) config = configuration.load_config() + config['exchange']['dry_run'] = True # Ensure we do not use Exchange credentials config['exchange']['key'] = '' config['exchange']['secret'] = '' From 195bf5a4ccdbfffb3c997e64332af7177f1ef9da Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 16 Jun 2019 21:37:59 +0300 Subject: [PATCH 374/417] tests adjusted --- freqtrade/tests/test_utils.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/freqtrade/tests/test_utils.py b/freqtrade/tests/test_utils.py index 7550efb23..a12b709d7 100644 --- a/freqtrade/tests/test_utils.py +++ b/freqtrade/tests/test_utils.py @@ -1,17 +1,18 @@ -from freqtrade.utils import setup_configuration, start_list_exchanges +from freqtrade.utils import setup_utils_configuration, start_list_exchanges from freqtrade.tests.conftest import get_args from freqtrade.state import RunMode import re -def test_setup_configuration(): +def test_setup_utils_configuration(): args = [ '--config', 'config.json.example', ] - config = setup_configuration(get_args(args), RunMode.OTHER) + config = setup_utils_configuration(get_args(args), RunMode.OTHER) assert "exchange" in config + assert config['exchange']['dry_run'] is True assert config['exchange']['key'] == '' assert config['exchange']['secret'] == '' From d217f32bbcde1b751ea45eceed79f50d267dfd71 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 17 Jun 2019 04:35:39 +0300 Subject: [PATCH 375/417] minor: fix typo in freqtradebot.py --- freqtrade/freqtradebot.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 471e9d218..e6eb74c21 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -205,19 +205,19 @@ class FreqtradeBot(object): else: stake_amount = self.config['stake_amount'] - avaliable_amount = self.wallets.get_free(self.config['stake_currency']) + available_amount = self.wallets.get_free(self.config['stake_currency']) if stake_amount == constants.UNLIMITED_STAKE_AMOUNT: open_trades = len(Trade.get_open_trades()) if open_trades >= self.config['max_open_trades']: logger.warning('Can\'t open a new trade: max number of trades is reached') return None - return avaliable_amount / (self.config['max_open_trades'] - open_trades) + return available_amount / (self.config['max_open_trades'] - open_trades) # Check if stake_amount is fulfilled - if avaliable_amount < stake_amount: + if available_amount < stake_amount: raise DependencyException( - f"Available balance({avaliable_amount} {self.config['stake_currency']}) is " + f"Available balance({available_amount} {self.config['stake_currency']}) is " f"lower than stake amount({stake_amount} {self.config['stake_currency']})" ) From 475e76b272593ab9bd96db00d8ca3173bf57d978 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 17 Jun 2019 06:55:30 +0200 Subject: [PATCH 376/417] Add order_type to buy_notification --- freqtrade/rpc/telegram.py | 2 +- freqtrade/tests/rpc/test_rpc_telegram.py | 6 ++++-- freqtrade/tests/rpc/test_rpc_webhook.py | 1 + 3 files changed, 6 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 497c117ac..41d3ca0e9 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -132,7 +132,7 @@ class Telegram(RPC): msg['stake_amount_fiat'] = 0 message = ("*{exchange}:* Buying {pair}\n" - "with limit `{limit:.8f}\n" + "at rate `{limit:.8f}\n" "({stake_amount:.6f} {stake_currency}").format(**msg) if msg.get('fiat_currency', None): diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index 46ef15f56..f1615d0d5 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -1188,6 +1188,7 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None: 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'limit': 1.099e-05, + 'order_type': 'limit', 'stake_amount': 0.001, 'stake_amount_fiat': 0.0, 'stake_currency': 'BTC', @@ -1195,7 +1196,7 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None: }) assert msg_mock.call_args[0][0] \ == '*Bittrex:* Buying ETH/BTC\n' \ - 'with limit `0.00001099\n' \ + 'at rate `0.00001099\n' \ '(0.001000 BTC,0.000 USD)`' @@ -1339,6 +1340,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None: 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'limit': 1.099e-05, + 'order_type': 'limit', 'stake_amount': 0.001, 'stake_amount_fiat': 0.0, 'stake_currency': 'BTC', @@ -1346,7 +1348,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None: }) assert msg_mock.call_args[0][0] \ == '*Bittrex:* Buying ETH/BTC\n' \ - 'with limit `0.00001099\n' \ + 'at rate `0.00001099\n' \ '(0.001000 BTC)`' diff --git a/freqtrade/tests/rpc/test_rpc_webhook.py b/freqtrade/tests/rpc/test_rpc_webhook.py index da7aec0a6..a9129529c 100644 --- a/freqtrade/tests/rpc/test_rpc_webhook.py +++ b/freqtrade/tests/rpc/test_rpc_webhook.py @@ -126,6 +126,7 @@ def test_exception_send_msg(default_conf, mocker, caplog): 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'limit': 0.005, + 'order_type': 'limit', 'stake_amount': 0.8, 'stake_amount_fiat': 500, 'stake_currency': 'BTC', From 557122921a876044aedccdf3ee54335d7e9b69c1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 17 Jun 2019 06:55:54 +0200 Subject: [PATCH 377/417] Add order_type to sell-notification --- freqtrade/freqtradebot.py | 7 ++++--- freqtrade/tests/rpc/test_rpc_telegram.py | 6 ++++++ freqtrade/tests/rpc/test_rpc_webhook.py | 1 + freqtrade/tests/test_freqtradebot.py | 5 +++++ 4 files changed, 16 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index e6eb74c21..305a97ba6 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -345,8 +345,8 @@ class FreqtradeBot(object): return False amount = stake_amount / buy_limit_requested - - order = self.exchange.buy(pair=pair, ordertype=self.strategy.order_types['buy'], + order_type = self.strategy.order_types['buy'] + order = self.exchange.buy(pair=pair, ordertype=order_type, amount=amount, rate=buy_limit_requested, time_in_force=time_in_force) order_id = order['id'] @@ -356,7 +356,6 @@ class FreqtradeBot(object): buy_limit_filled_price = buy_limit_requested if order_status == 'expired' or order_status == 'rejected': - order_type = self.strategy.order_types['buy'] order_tif = self.strategy.order_time_in_force['buy'] # return false if the order is not filled @@ -390,6 +389,7 @@ class FreqtradeBot(object): 'exchange': self.exchange.name.capitalize(), 'pair': pair_s, 'limit': buy_limit_filled_price, + 'order_type': order_type, 'stake_amount': stake_amount, 'stake_currency': stake_currency, 'fiat_currency': fiat_currency @@ -875,6 +875,7 @@ class FreqtradeBot(object): 'pair': trade.pair, 'gain': gain, 'limit': trade.close_rate_requested, + 'order_type': self.strategy.order_types['sell'], 'amount': trade.amount, 'open_rate': trade.open_rate, 'current_rate': current_rate, diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index f1615d0d5..9bc2ba06e 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -756,6 +756,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee, 'gain': 'profit', 'limit': 1.172e-05, 'amount': 90.99181073703367, + 'order_type': 'limit', 'open_rate': 1.099e-05, 'current_rate': 1.172e-05, 'profit_amount': 6.126e-05, @@ -810,6 +811,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee, 'gain': 'loss', 'limit': 1.044e-05, 'amount': 90.99181073703367, + 'order_type': 'limit', 'open_rate': 1.099e-05, 'current_rate': 1.044e-05, 'profit_amount': -5.492e-05, @@ -855,6 +857,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker 'gain': 'loss', 'limit': 1.098e-05, 'amount': 90.99181073703367, + 'order_type': 'limit', 'open_rate': 1.099e-05, 'current_rate': 1.098e-05, 'profit_amount': -5.91e-06, @@ -1218,6 +1221,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: 'gain': 'loss', 'limit': 3.201e-05, 'amount': 1333.3333333333335, + 'order_type': 'market', 'open_rate': 7.5e-05, 'current_rate': 3.201e-05, 'profit_amount': -0.05746268, @@ -1243,6 +1247,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: 'gain': 'loss', 'limit': 3.201e-05, 'amount': 1333.3333333333335, + 'order_type': 'market', 'open_rate': 7.5e-05, 'current_rate': 3.201e-05, 'profit_amount': -0.05746268, @@ -1369,6 +1374,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None: 'gain': 'loss', 'limit': 3.201e-05, 'amount': 1333.3333333333335, + 'order_type': 'limit', 'open_rate': 7.5e-05, 'current_rate': 3.201e-05, 'profit_amount': -0.05746268, diff --git a/freqtrade/tests/rpc/test_rpc_webhook.py b/freqtrade/tests/rpc/test_rpc_webhook.py index a9129529c..a2dcd9b31 100644 --- a/freqtrade/tests/rpc/test_rpc_webhook.py +++ b/freqtrade/tests/rpc/test_rpc_webhook.py @@ -74,6 +74,7 @@ def test_send_msg(default_conf, mocker): 'gain': "profit", 'limit': 0.005, 'amount': 0.8, + 'order_type': 'limit', 'open_rate': 0.004, 'current_rate': 0.005, 'profit_amount': 0.001, diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 6566e4036..ceb695423 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -1994,6 +1994,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc 'gain': 'profit', 'limit': 1.172e-05, 'amount': 90.99181073703367, + 'order_type': 'limit', 'open_rate': 1.099e-05, 'current_rate': 1.172e-05, 'profit_amount': 6.126e-05, @@ -2040,6 +2041,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, 'gain': 'loss', 'limit': 1.044e-05, 'amount': 90.99181073703367, + 'order_type': 'limit', 'open_rate': 1.099e-05, 'current_rate': 1.044e-05, 'profit_amount': -5.492e-05, @@ -2094,6 +2096,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe 'gain': 'loss', 'limit': 1.08801e-05, 'amount': 90.99181073703367, + 'order_type': 'limit', 'open_rate': 1.099e-05, 'current_rate': 1.044e-05, 'profit_amount': -1.498e-05, @@ -2265,6 +2268,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee, 'gain': 'profit', 'limit': 1.172e-05, 'amount': 90.99181073703367, + 'order_type': 'limit', 'open_rate': 1.099e-05, 'current_rate': 1.172e-05, 'profit_amount': 6.126e-05, @@ -2312,6 +2316,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee, 'gain': 'loss', 'limit': 1.044e-05, 'amount': 90.99181073703367, + 'order_type': 'market', 'open_rate': 1.099e-05, 'current_rate': 1.044e-05, 'profit_amount': -5.492e-05, From 06afb3f155420c85221998f7e3b41b8a609147cf Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 17 Jun 2019 07:01:17 +0200 Subject: [PATCH 378/417] Don't use "limit" for sell-orders either --- freqtrade/rpc/telegram.py | 2 +- freqtrade/tests/rpc/test_rpc_telegram.py | 6 +++--- freqtrade/tests/test_freqtradebot.py | 2 +- 3 files changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 41d3ca0e9..3eb060074 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -144,7 +144,7 @@ class Telegram(RPC): msg['profit_percent'] = round(msg['profit_percent'] * 100, 2) message = ("*{exchange}:* Selling {pair}\n" - "*Limit:* `{limit:.8f}`\n" + "*Rate:* `{limit:.8f}`\n" "*Amount:* `{amount:.8f}`\n" "*Open Rate:* `{open_rate:.8f}`\n" "*Current Rate:* `{current_rate:.8f}`\n" diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index 9bc2ba06e..b34e214af 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -1232,7 +1232,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: }) assert msg_mock.call_args[0][0] \ == ('*Binance:* Selling KEY/ETH\n' - '*Limit:* `0.00003201`\n' + '*Rate:* `0.00003201`\n' '*Amount:* `1333.33333333`\n' '*Open Rate:* `0.00007500`\n' '*Current Rate:* `0.00003201`\n' @@ -1257,7 +1257,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: }) assert msg_mock.call_args[0][0] \ == ('*Binance:* Selling KEY/ETH\n' - '*Limit:* `0.00003201`\n' + '*Rate:* `0.00003201`\n' '*Amount:* `1333.33333333`\n' '*Open Rate:* `0.00007500`\n' '*Current Rate:* `0.00003201`\n' @@ -1385,7 +1385,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None: }) assert msg_mock.call_args[0][0] \ == '*Binance:* Selling KEY/ETH\n' \ - '*Limit:* `0.00003201`\n' \ + '*Rate:* `0.00003201`\n' \ '*Amount:* `1333.33333333`\n' \ '*Open Rate:* `0.00007500`\n' \ '*Current Rate:* `0.00003201`\n' \ diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index ceb695423..65225689b 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -2316,7 +2316,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee, 'gain': 'loss', 'limit': 1.044e-05, 'amount': 90.99181073703367, - 'order_type': 'market', + 'order_type': 'limit', 'open_rate': 1.099e-05, 'current_rate': 1.044e-05, 'profit_amount': -5.492e-05, From 7cd36239a461b332bc53699c3a66a17a0ca1a968 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 17 Jun 2019 07:03:33 +0200 Subject: [PATCH 379/417] UPdate documentation with new value --- docs/webhook-config.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/docs/webhook-config.md b/docs/webhook-config.md index 811b57f9b..112f8a77e 100644 --- a/docs/webhook-config.md +++ b/docs/webhook-config.md @@ -43,6 +43,7 @@ Possible parameters are: * `stake_amount` * `stake_currency` * `fiat_currency` +* `order_type` ### Webhooksell @@ -61,6 +62,7 @@ Possible parameters are: * `stake_currency` * `fiat_currency` * `sell_reason` +* `order_type` ### Webhookstatus From ba4890d303348f29af540bfb9dff05d6f9f52f65 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 17 Jun 2019 14:34:45 +0200 Subject: [PATCH 380/417] Fix tests on windows --- freqtrade/tests/conftest.py | 3 ++- freqtrade/tests/strategy/test_strategy.py | 8 ++------ 2 files changed, 4 insertions(+), 7 deletions(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 034cb5f8b..7424d5ece 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -5,6 +5,7 @@ import re from copy import deepcopy from datetime import datetime from functools import reduce +from pathlib import Path from typing import List from unittest.mock import MagicMock, PropertyMock @@ -860,7 +861,7 @@ def tickers(): @pytest.fixture def result(): - with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file: + with Path('freqtrade/tests/testdata/UNITTEST_BTC-1m.json').open('r') as data_file: return parse_ticker_dataframe(json.load(data_file), '1m', fill_missing=True) # FIX: diff --git a/freqtrade/tests/strategy/test_strategy.py b/freqtrade/tests/strategy/test_strategy.py index b96f9c79e..15d1c18ef 100644 --- a/freqtrade/tests/strategy/test_strategy.py +++ b/freqtrade/tests/strategy/test_strategy.py @@ -75,14 +75,10 @@ def test_load_strategy_byte64(result): def test_load_strategy_invalid_directory(result, caplog): resolver = StrategyResolver() - extra_dir = path.join('some', 'path') + extra_dir = Path.cwd() / 'some/path' resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir) - assert ( - 'freqtrade.resolvers.strategy_resolver', - logging.WARNING, - 'Path "{}" does not exist'.format(extra_dir), - ) in caplog.record_tuples + assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog.record_tuples) assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) From 25755f6adfb2e4307ed478ff9fbf4ab0dd051a20 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 17 Jun 2019 15:23:13 +0000 Subject: [PATCH 381/417] Update ccxt from 1.18.667 to 1.18.725 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 8b44e9d28..ed3f052a9 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.667 +ccxt==1.18.725 SQLAlchemy==1.3.4 python-telegram-bot==11.1.0 arrow==0.14.2 From 6973087d5b2dad8e74263eaeebf86cd17bf631a1 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 17 Jun 2019 15:23:14 +0000 Subject: [PATCH 382/417] Update pytest from 4.6.2 to 4.6.3 --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 315033847..a8ba6f6c0 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -4,7 +4,7 @@ flake8==3.7.7 flake8-type-annotations==0.1.0 flake8-tidy-imports==2.0.0 -pytest==4.6.2 +pytest==4.6.3 pytest-mock==1.10.4 pytest-asyncio==0.10.0 pytest-cov==2.7.1 From 0e7ea1dadad4d57eb355b0fa799e04b973596882 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 17 Jun 2019 15:23:15 +0000 Subject: [PATCH 383/417] Update coveralls from 1.8.0 to 1.8.1 --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index a8ba6f6c0..21bb899b3 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -8,5 +8,5 @@ pytest==4.6.3 pytest-mock==1.10.4 pytest-asyncio==0.10.0 pytest-cov==2.7.1 -coveralls==1.8.0 +coveralls==1.8.1 mypy==0.701 From 6f950bbd66eb02a2a99df48dd791999a483679f8 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 18 Jun 2019 01:46:30 +0300 Subject: [PATCH 384/417] json validator cosmetics --- freqtrade/configuration.py | 18 +++++++++++------- 1 file changed, 11 insertions(+), 7 deletions(-) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 82d96313d..01bbb955d 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -34,13 +34,17 @@ def set_loggers(log_level: int = 0) -> None: logging.getLogger('telegram').setLevel(logging.INFO) -def _extend_with_default(validator_class): - validate_properties = validator_class.VALIDATORS["properties"] +def _extend_validator(validator_class): + """ + Extended validator for the Freqtrade configuration JSON Schema. + Currently it only handles defaults for subschemas. + """ + validate_properties = validator_class.VALIDATORS['properties'] def set_defaults(validator, properties, instance, schema): for prop, subschema in properties.items(): - if "default" in subschema: - instance.setdefault(prop, subschema["default"]) + if 'default' in subschema: + instance.setdefault(prop, subschema['default']) for error in validate_properties( validator, properties, instance, schema, @@ -48,11 +52,11 @@ def _extend_with_default(validator_class): yield error return validators.extend( - validator_class, {"properties": set_defaults}, + validator_class, {'properties': set_defaults} ) -ValidatorWithDefaults = _extend_with_default(Draft4Validator) +FreqtradeValidator = _extend_validator(Draft4Validator) class Configuration(object): @@ -339,7 +343,7 @@ class Configuration(object): :return: Returns the config if valid, otherwise throw an exception """ try: - ValidatorWithDefaults(constants.CONF_SCHEMA).validate(conf) + FreqtradeValidator(constants.CONF_SCHEMA).validate(conf) return conf except ValidationError as exception: logger.critical( From 8c40a406b6830e13bbc76a96c51ca57fa5b17c10 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 19 Jun 2019 01:53:38 +0300 Subject: [PATCH 385/417] arguments cleanup --- freqtrade/arguments.py | 174 +++++++++++++++--------------- freqtrade/tests/test_arguments.py | 4 +- scripts/download_backtest_data.py | 3 +- scripts/plot_dataframe.py | 35 ++---- scripts/plot_profit.py | 9 +- 5 files changed, 102 insertions(+), 123 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 35d388432..5b65443de 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -33,7 +33,8 @@ class Arguments(object): self.parser = argparse.ArgumentParser(description=description) def _load_args(self) -> None: - self.common_args_parser() + self.common_options() + self.main_options() self._build_subcommands() def get_parsed_arg(self) -> argparse.Namespace: @@ -60,62 +61,65 @@ class Arguments(object): return parsed_arg - def common_args_parser(self) -> None: + def common_options(self) -> None: """ - Parses given common arguments and returns them as a parsed object. + Parses arguments that are common for the main Freqtrade, all subcommands and scripts. """ - self.parser.add_argument( + parser = self.parser + + parser.add_argument( '-v', '--verbose', help='Verbose mode (-vv for more, -vvv to get all messages).', action='count', dest='loglevel', default=0, ) - self.parser.add_argument( + parser.add_argument( '--logfile', help='Log to the file specified', dest='logfile', - type=str, - metavar='FILE' + metavar='FILE', ) - self.parser.add_argument( + parser.add_argument( '--version', action='version', version=f'%(prog)s {__version__}' ) - self.parser.add_argument( + parser.add_argument( '-c', '--config', help='Specify configuration file (default: %(default)s). ' 'Multiple --config options may be used.', dest='config', action='append', - type=str, metavar='PATH', ) - self.parser.add_argument( + parser.add_argument( '-d', '--datadir', help='Path to backtest data.', dest='datadir', - default=None, - type=str, metavar='PATH', ) - self.parser.add_argument( + + def main_options(self) -> None: + """ + Parses arguments for the main Freqtrade. + """ + parser = self.parser + + parser.add_argument( '-s', '--strategy', help='Specify strategy class name (default: %(default)s).', dest='strategy', default='DefaultStrategy', - type=str, metavar='NAME', ) - self.parser.add_argument( + parser.add_argument( '--strategy-path', help='Specify additional strategy lookup path.', dest='strategy_path', - type=str, metavar='PATH', ) - self.parser.add_argument( + parser.add_argument( '--dynamic-whitelist', help='Dynamically generate and update whitelist' ' based on 24h BaseVolume (default: %(const)s).' @@ -126,52 +130,46 @@ class Arguments(object): metavar='INT', nargs='?', ) - self.parser.add_argument( + parser.add_argument( '--db-url', help='Override trades database URL, this is useful if dry_run is enabled' ' or in custom deployments (default: %(default)s).', dest='db_url', - type=str, metavar='PATH', ) - self.parser.add_argument( + parser.add_argument( '--sd-notify', help='Notify systemd service manager.', action='store_true', dest='sd_notify', ) - @staticmethod - def optimizer_shared_options(parser: argparse.ArgumentParser) -> None: + def common_optimize_options(self, subparser: argparse.ArgumentParser = None) -> None: """ - Parses given common arguments for Backtesting, Edge and Hyperopt modules. + Parses arguments common for Backtesting, Edge and Hyperopt modules. :param parser: - :return: """ + parser = subparser or self.parser + parser.add_argument( '-i', '--ticker-interval', help='Specify ticker interval (1m, 5m, 30m, 1h, 1d).', dest='ticker_interval', - type=str, ) parser.add_argument( '--timerange', help='Specify what timerange of data to use.', - default=None, - type=str, dest='timerange', ) parser.add_argument( '--max_open_trades', help='Specify max_open_trades to use.', - default=None, type=int, dest='max_open_trades', ) parser.add_argument( '--stake_amount', help='Specify stake_amount.', - default=None, type=float, dest='stake_amount', ) @@ -184,11 +182,12 @@ class Arguments(object): dest='refresh_pairs', ) - @staticmethod - def backtesting_options(parser: argparse.ArgumentParser) -> None: + def backtesting_options(self, subparser: argparse.ArgumentParser = None) -> None: """ Parses given arguments for Backtesting module. """ + parser = subparser or self.parser + parser.add_argument( '--eps', '--enable-position-stacking', help='Allow buying the same pair multiple times (position stacking).', @@ -224,8 +223,6 @@ class Arguments(object): '--export', help='Export backtest results, argument are: trades. ' 'Example --export=trades', - type=str, - default=None, dest='export', ) parser.add_argument( @@ -234,37 +231,36 @@ class Arguments(object): requires --export to be set as well\ Example --export-filename=user_data/backtest_data/backtest_today.json\ (default: %(default)s)', - type=str, default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'), dest='exportfilename', metavar='PATH', ) - @staticmethod - def edge_options(parser: argparse.ArgumentParser) -> None: + def edge_options(self, subparser: argparse.ArgumentParser = None) -> None: """ Parses given arguments for Edge module. """ + parser = subparser or self.parser + parser.add_argument( '--stoplosses', help='Defines a range of stoploss against which edge will assess the strategy ' 'the format is "min,max,step" (without any space).' 'example: --stoplosses=-0.01,-0.1,-0.001', - type=str, dest='stoploss_range', ) - @staticmethod - def hyperopt_options(parser: argparse.ArgumentParser) -> None: + def hyperopt_options(self, subparser: argparse.ArgumentParser = None) -> None: """ Parses given arguments for Hyperopt module. """ + parser = subparser or self.parser + parser.add_argument( '--customhyperopt', help='Specify hyperopt class name (default: %(default)s).', dest='hyperopt', default=constants.DEFAULT_HYPEROPT, - type=str, metavar='NAME', ) parser.add_argument( @@ -321,7 +317,6 @@ class Arguments(object): '--random-state', help='Set random state to some positive integer for reproducible hyperopt results.', dest='hyperopt_random_state', - default=None, type=Arguments.check_int_positive, metavar='INT', ) @@ -335,11 +330,12 @@ class Arguments(object): metavar='INT', ) - @staticmethod - def list_exchanges_options(parser: argparse.ArgumentParser) -> None: + def list_exchanges_options(self, subparser: argparse.ArgumentParser = None) -> None: """ Parses given arguments for the list-exchanges command. """ + parser = subparser or self.parser + parser.add_argument( '-1', '--one-column', help='Print exchanges in one column', @@ -349,7 +345,7 @@ class Arguments(object): def _build_subcommands(self) -> None: """ - Builds and attaches all subcommands + Builds and attaches all subcommands. :return: None """ from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge @@ -360,19 +356,19 @@ class Arguments(object): # Add backtesting subcommand backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.') backtesting_cmd.set_defaults(func=start_backtesting) - self.optimizer_shared_options(backtesting_cmd) + self.common_optimize_options(backtesting_cmd) self.backtesting_options(backtesting_cmd) # Add edge subcommand edge_cmd = subparsers.add_parser('edge', help='Edge module.') edge_cmd.set_defaults(func=start_edge) - self.optimizer_shared_options(edge_cmd) + self.common_optimize_options(edge_cmd) self.edge_options(edge_cmd) # Add hyperopt subcommand hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.') hyperopt_cmd.set_defaults(func=start_hyperopt) - self.optimizer_shared_options(hyperopt_cmd) + self.common_optimize_options(hyperopt_cmd) self.hyperopt_options(hyperopt_cmd) # Add list-exchanges subcommand @@ -437,69 +433,43 @@ class Arguments(object): ) return uint - def scripts_options(self) -> None: + def common_scripts_options(self, subparser: argparse.ArgumentParser = None) -> None: """ - Parses given arguments for scripts. + Parses arguments common for scripts. """ - self.parser.add_argument( + parser = subparser or self.parser + + parser.add_argument( '-p', '--pairs', help='Show profits for only this pairs. Pairs are comma-separated.', dest='pairs', - default=None ) def download_data_options(self) -> None: """ - Parses given arguments for testdata download + Parses given arguments for testdata download script """ - self.parser.add_argument( - '-v', '--verbose', - help='Verbose mode (-vv for more, -vvv to get all messages).', - action='count', - dest='loglevel', - default=0, - ) - self.parser.add_argument( - '--logfile', - help='Log to the file specified', - dest='logfile', - type=str, - metavar='FILE', - ) - self.parser.add_argument( - '-c', '--config', - help='Specify configuration file (default: %(default)s). ' - 'Multiple --config options may be used.', - dest='config', - action='append', - type=str, - metavar='PATH', - ) - self.parser.add_argument( - '-d', '--datadir', - help='Path to backtest data.', - dest='datadir', - metavar='PATH', - ) - self.parser.add_argument( + parser = self.parser + + parser.add_argument( '--pairs-file', help='File containing a list of pairs to download.', dest='pairs_file', metavar='FILE', ) - self.parser.add_argument( + parser.add_argument( '--days', help='Download data for given number of days.', dest='days', type=Arguments.check_int_positive, metavar='INT', ) - self.parser.add_argument( + parser.add_argument( '--exchange', help='Exchange name (default: %(default)s). Only valid if no config is provided.', dest='exchange', ) - self.parser.add_argument( + parser.add_argument( '-t', '--timeframes', help='Specify which tickers to download. Space separated list. \ Default: %(default)s.', @@ -508,9 +478,39 @@ class Arguments(object): nargs='+', dest='timeframes', ) - self.parser.add_argument( + parser.add_argument( '--erase', help='Clean all existing data for the selected exchange/pairs/timeframes.', dest='erase', action='store_true' ) + + def plot_dataframe_options(self) -> None: + """ + Parses given arguments for plot dataframe script + """ + parser = self.parser + + parser.add_argument( + '--indicators1', + help='Set indicators from your strategy you want in the first row of the graph. Separate ' + 'them with a coma. E.g: ema3,ema5 (default: %(default)s)', + default='sma,ema3,ema5', + dest='indicators1', + ) + + parser.add_argument( + '--indicators2', + help='Set indicators from your strategy you want in the third row of the graph. Separate ' + 'them with a coma. E.g: fastd,fastk (default: %(default)s)', + default='macd,macdsignal', + dest='indicators2', + ) + parser.add_argument( + '--plot-limit', + help='Specify tick limit for plotting - too high values cause huge files - ' + 'Default: %(default)s', + dest='plot_limit', + default=750, + type=int, + ) diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index afa42f287..7a5047507 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -47,9 +47,9 @@ def test_parse_args_verbose() -> None: assert args.loglevel == 1 -def test_scripts_options() -> None: +def test_common_scripts_options() -> None: arguments = Arguments(['-p', 'ETH/BTC'], '') - arguments.scripts_options() + arguments.common_scripts_options() args = arguments.get_parsed_arg() assert args.pairs == 'ETH/BTC' diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py index 6263d0e2f..dd4627c14 100755 --- a/scripts/download_backtest_data.py +++ b/scripts/download_backtest_data.py @@ -20,7 +20,8 @@ logger = logging.getLogger('download_backtest_data') DEFAULT_DL_PATH = 'user_data/data' -arguments = Arguments(sys.argv[1:], 'download utility') +arguments = Arguments(sys.argv[1:], 'Download backtest data') +arguments.common_options() arguments.download_data_options() # Do not read the default config if config is not specified diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 4f8ffb32b..19a4d3506 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -349,35 +349,12 @@ def plot_parse_args(args: List[str]) -> Namespace: :return: args: Array with all arguments """ arguments = Arguments(args, 'Graph dataframe') - arguments.scripts_options() - arguments.parser.add_argument( - '--indicators1', - help='Set indicators from your strategy you want in the first row of the graph. Separate ' - 'them with a coma. E.g: ema3,ema5 (default: %(default)s)', - type=str, - default='sma,ema3,ema5', - dest='indicators1', - ) - - arguments.parser.add_argument( - '--indicators2', - help='Set indicators from your strategy you want in the third row of the graph. Separate ' - 'them with a coma. E.g: fastd,fastk (default: %(default)s)', - type=str, - default='macd,macdsignal', - dest='indicators2', - ) - arguments.parser.add_argument( - '--plot-limit', - help='Specify tick limit for plotting - too high values cause huge files - ' - 'Default: %(default)s', - dest='plot_limit', - default=750, - type=int, - ) - arguments.common_args_parser() - arguments.optimizer_shared_options(arguments.parser) - arguments.backtesting_options(arguments.parser) + arguments.common_options() + arguments.main_options() + arguments.common_optimize_options() + arguments.backtesting_options() + arguments.common_scripts_options() + arguments.plot_dataframe_options() return arguments.parse_args() diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py index 5f7d42c87..fd98c120c 100755 --- a/scripts/plot_profit.py +++ b/scripts/plot_profit.py @@ -206,10 +206,11 @@ def plot_parse_args(args: List[str]) -> Namespace: :return: args: Array with all arguments """ arguments = Arguments(args, 'Graph profits') - arguments.scripts_options() - arguments.common_args_parser() - arguments.optimizer_shared_options(arguments.parser) - arguments.backtesting_options(arguments.parser) + arguments.common_options() + arguments.main_options() + arguments.common_optimize_options() + arguments.backtesting_options() + arguments.common_scripts_options() return arguments.parse_args() From c6fed4e4931d1b9e4cbab813a1b1eb48cdc8c108 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 19 Jun 2019 02:42:29 +0300 Subject: [PATCH 386/417] make flake happy --- freqtrade/arguments.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 5b65443de..01182f2df 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -493,16 +493,16 @@ class Arguments(object): parser.add_argument( '--indicators1', - help='Set indicators from your strategy you want in the first row of the graph. Separate ' - 'them with a coma. E.g: ema3,ema5 (default: %(default)s)', + help='Set indicators from your strategy you want in the first row of the graph. ' + 'Separate them with a coma. E.g: ema3,ema5 (default: %(default)s)', default='sma,ema3,ema5', dest='indicators1', ) parser.add_argument( '--indicators2', - help='Set indicators from your strategy you want in the third row of the graph. Separate ' - 'them with a coma. E.g: fastd,fastk (default: %(default)s)', + help='Set indicators from your strategy you want in the third row of the graph. ' + 'Separate them with a coma. E.g: fastd,fastk (default: %(default)s)', default='macd,macdsignal', dest='indicators2', ) From 860e05636699bdd890fb4646418da7c1702a06bf Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 19 Jun 2019 02:49:12 +0300 Subject: [PATCH 387/417] --datadir is now handled in arguments.common_options() --- freqtrade/tests/test_arguments.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index 7a5047507..89c910a28 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -178,6 +178,7 @@ def test_download_data_options() -> None: '--exchange', 'binance' ] arguments = Arguments(args, '') + arguments.common_options() arguments.download_data_options() args = arguments.parse_args() assert args.pairs_file == 'file_with_pairs' From 0866b5f29f37545e85dc642d595a0a96ee045eaf Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 20 Jun 2019 00:04:11 +0300 Subject: [PATCH 388/417] allow reading config from stdin --- docs/bot-usage.md | 3 ++- freqtrade/arguments.py | 5 +++-- freqtrade/configuration.py | 4 +++- 3 files changed, 8 insertions(+), 4 deletions(-) diff --git a/docs/bot-usage.md b/docs/bot-usage.md index cb98e1ea5..b215d7b7c 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -26,7 +26,8 @@ optional arguments: --version show program's version number and exit -c PATH, --config PATH Specify configuration file (default: None). Multiple - --config options may be used. + --config options may be used. Can be set to '-' to + read config from stdin. -d PATH, --datadir PATH Path to backtest data. -s NAME, --strategy NAME diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 35d388432..0e92f8845 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -85,8 +85,9 @@ class Arguments(object): ) self.parser.add_argument( '-c', '--config', - help='Specify configuration file (default: %(default)s). ' - 'Multiple --config options may be used.', + help="Specify configuration file (default: %(default)s). " + "Multiple --config options may be used. " + "Can be set to '-' to read config from stdin.", dest='config', action='append', type=str, diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 01bbb955d..47b4bb8f7 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -79,6 +79,7 @@ class Configuration(object): # Now expecting a list of config filenames here, not a string for path in self.args.config: logger.info('Using config: %s ...', path) + # Merge config options, overwriting old values config = deep_merge_dicts(self._load_config_file(path), config) @@ -118,7 +119,8 @@ class Configuration(object): :return: configuration as dictionary """ try: - with open(path) as file: + # Read config from stdin if requested in the options + with open(path) if path != '-' else sys.stdin as file: conf = json.load(file) except FileNotFoundError: raise OperationalException( From 911e71cd9b5c87c0c04930c8324966296ec06ad0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 20 Jun 2019 20:30:05 +0200 Subject: [PATCH 389/417] remove redundant test-functions --- freqtrade/tests/conftest.py | 12 ++++++++ freqtrade/tests/test_freqtradebot.py | 41 +++------------------------- 2 files changed, 16 insertions(+), 37 deletions(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 034cb5f8b..c857d33e3 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -110,11 +110,23 @@ def patch_freqtradebot(mocker, config) -> None: def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: + """ + This function patches _init_modules() to not call dependencies + :param mocker: a Mocker object to apply patches + :param config: Config to pass to the bot + :return: FreqtradeBot + """ patch_freqtradebot(mocker, config) return FreqtradeBot(config) def get_patched_worker(mocker, config) -> Worker: + """ + This function patches _init_modules() to not call dependencies + :param mocker: a Mocker object to apply patches + :param config: Config to pass to the bot + :return: Worker + """ patch_freqtradebot(mocker, config) return Worker(args=None, config=config) diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 65225689b..31c4a791a 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -19,47 +19,14 @@ from freqtrade.persistence import Trade from freqtrade.rpc import RPCMessageType from freqtrade.state import State from freqtrade.strategy.interface import SellCheckTuple, SellType -from freqtrade.tests.conftest import (log_has, log_has_re, patch_edge, - patch_exchange, patch_get_signal, +from freqtrade.tests.conftest import (get_patched_freqtradebot, + get_patched_worker, log_has, log_has_re, + patch_edge, patch_exchange, + patch_freqtradebot, patch_get_signal, patch_wallet) from freqtrade.worker import Worker -# Functions for recurrent object patching -def patch_freqtradebot(mocker, config) -> None: - """ - This function patches _init_modules() to not call dependencies - :param mocker: a Mocker object to apply patches - :param config: Config to pass to the bot - :return: None - """ - mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) - patch_exchange(mocker) - - -def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: - """ - This function patches _init_modules() to not call dependencies - :param mocker: a Mocker object to apply patches - :param config: Config to pass to the bot - :return: FreqtradeBot - """ - patch_freqtradebot(mocker, config) - return FreqtradeBot(config) - - -def get_patched_worker(mocker, config) -> Worker: - """ - This function patches _init_modules() to not call dependencies - :param mocker: a Mocker object to apply patches - :param config: Config to pass to the bot - :return: Worker - """ - patch_freqtradebot(mocker, config) - return Worker(args=None, config=config) - - def patch_RPCManager(mocker) -> MagicMock: """ This function mock RPC manager to avoid repeating this code in almost every tests From dd379c4192771dd7d56a80be162862b911906986 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 20 Jun 2019 20:32:46 +0200 Subject: [PATCH 390/417] Cancelling stoploss order should not kill the bot --- freqtrade/freqtradebot.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 305a97ba6..0c6ebdeff 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -843,7 +843,10 @@ class FreqtradeBot(object): # First cancelling stoploss on exchange ... if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id: - self.exchange.cancel_order(trade.stoploss_order_id, trade.pair) + try: + self.exchange.cancel_order(trade.stoploss_order_id, trade.pair) + except InvalidOrderException: + logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}") # Execute sell and update trade record order_id = self.exchange.sell(pair=str(trade.pair), From a8dcfc05c58d7d74a20f79122db4b079f1629e9c Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 20 Jun 2019 20:36:39 +0200 Subject: [PATCH 391/417] Add test to verify InvalidOrder is handled correctly --- freqtrade/tests/test_freqtradebot.py | 29 ++++++++++++++++++++++++++++ 1 file changed, 29 insertions(+) diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 31c4a791a..5229eb2c6 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -2075,6 +2075,35 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe } == last_msg +def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, markets, caplog) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf) + mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException()) + sellmock = MagicMock() + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + _load_markets=MagicMock(return_value={}), + get_ticker=ticker, + get_fee=fee, + markets=PropertyMock(return_value=markets), + sell=sellmock + ) + + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + patch_get_signal(freqtrade) + freqtrade.create_trade() + + trade = Trade.query.first() + Trade.session = MagicMock() + + freqtrade.config['dry_run'] = False + trade.stoploss_order_id = "abcd" + + freqtrade.execute_sell(trade=trade, limit=1234, + sell_reason=SellType.STOP_LOSS) + assert sellmock.call_count == 1 + assert log_has('Could not cancel stoploss order abcd', caplog.record_tuples) + + def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None: From 63640518da73fa8722dc70d5b7f73c3db5e69305 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 20 Jun 2019 20:56:58 +0200 Subject: [PATCH 392/417] Gracefully handle errosr when cancelling stoploss orders fixes #1933 --- freqtrade/freqtradebot.py | 11 ++++++++++- 1 file changed, 10 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 0c6ebdeff..c601465d9 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -691,13 +691,22 @@ class FreqtradeBot(object): # cancelling the current stoploss on exchange first logger.info('Trailing stoploss: cancelling current stoploss on exchange (id:{%s})' 'in order to add another one ...', order['id']) - if self.exchange.cancel_order(order['id'], trade.pair): + try: + self.exchange.cancel_order(order['id'], trade.pair) + except InvalidOrderException: + logger.exception(f"Could not cancel stoploss order {order['id']} " + f"for pair {trade.pair}") + + try: # creating the new one stoploss_order_id = self.exchange.stoploss_limit( pair=trade.pair, amount=trade.amount, stop_price=trade.stop_loss, rate=trade.stop_loss * 0.99 )['id'] trade.stoploss_order_id = str(stoploss_order_id) + except DependencyException: + logger.exception(f"Could create trailing stoploss order " + f"for pair {trade.pair}.") def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool: if self.edge: From 89ba649ddb7e053fae0350e98689d43f9ade004e Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 20 Jun 2019 20:57:15 +0200 Subject: [PATCH 393/417] Test handling errors while trailing stop loss --- freqtrade/tests/test_freqtradebot.py | 77 ++++++++++++++++++++++++++-- 1 file changed, 74 insertions(+), 3 deletions(-) diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 5229eb2c6..87b344853 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -22,8 +22,7 @@ from freqtrade.strategy.interface import SellCheckTuple, SellType from freqtrade.tests.conftest import (get_patched_freqtradebot, get_patched_worker, log_has, log_has_re, patch_edge, patch_exchange, - patch_freqtradebot, patch_get_signal, - patch_wallet) + patch_get_signal, patch_wallet) from freqtrade.worker import Worker @@ -1143,6 +1142,77 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog, stop_price=0.00002344 * 0.95) +def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog, + markets, limit_buy_order, + limit_sell_order) -> None: + # When trailing stoploss is set + stoploss_limit = MagicMock(return_value={'id': 13434334}) + patch_exchange(mocker) + + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_ticker=MagicMock(return_value={ + 'bid': 0.00001172, + 'ask': 0.00001173, + 'last': 0.00001172 + }), + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + sell=MagicMock(return_value={'id': limit_sell_order['id']}), + get_fee=fee, + markets=PropertyMock(return_value=markets), + stoploss_limit=stoploss_limit + ) + + # enabling TSL + default_conf['trailing_stop'] = True + + freqtrade = get_patched_freqtradebot(mocker, default_conf) + # enabling stoploss on exchange + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + + # setting stoploss + freqtrade.strategy.stoploss = -0.05 + + # setting stoploss_on_exchange_interval to 60 seconds + freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60 + patch_get_signal(freqtrade) + freqtrade.create_trade() + trade = Trade.query.first() + trade.is_open = True + trade.open_order_id = None + trade.stoploss_order_id = "abcd" + trade.stop_loss = 0.2 + trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime.replace(tzinfo=None) + + stoploss_order_hanging = { + 'id': "abcd", + 'status': 'open', + 'type': 'stop_loss_limit', + 'price': 3, + 'average': 2, + 'info': { + 'stopPrice': '0.1' + } + } + mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException()) + mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging) + freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) + assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", + caplog.record_tuples) + + # Still try to create order + assert stoploss_limit.call_count == 1 + + # Fail creating stoploss order + caplog.clear() + cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_order", MagicMock()) + mocker.patch("freqtrade.exchange.Exchange.stoploss_limit", side_effect=DependencyException()) + freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) + assert cancel_mock.call_count == 1 + assert log_has_re(r"Could create trailing stoploss order for pair ETH/BTC\..*", + caplog.record_tuples) + + def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, markets, limit_buy_order, limit_sell_order) -> None: @@ -2075,7 +2145,8 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe } == last_msg -def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, markets, caplog) -> None: +def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, + markets, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException()) sellmock = MagicMock() From f907a487c87c2d3ee1ddc30066d2cfdabacda48d Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Jun 2019 07:06:54 +0200 Subject: [PATCH 394/417] make ticker_interval available to hyperopt functions --- docs/hyperopt.md | 7 ++++++- freqtrade/resolvers/hyperopt_resolver.py | 3 +++ 2 files changed, 9 insertions(+), 1 deletion(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 79ea4771b..15b02b56f 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -12,7 +12,7 @@ and still take a long time. ## Prepare Hyperopting Before we start digging into Hyperopt, we recommend you to take a look at -an example hyperopt file located into [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/test_hyperopt.py) +an example hyperopt file located into [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt.py) Configuring hyperopt is similar to writing your own strategy, and many tasks will be similar and a lot of code can be copied across from the strategy. @@ -71,6 +71,11 @@ Place the corresponding settings into the following methods The configuration and rules are the same than for buy signals. To avoid naming collisions in the search-space, please prefix all sell-spaces with `sell-`. +#### Using ticker-interval as part of the Strategy + +The Strategy exposes the ticker-interval as `self.ticker_interval`. The same value is available as class-attribute `HyperoptName.ticker_interval`. +In the case of the linked sample-value this would be `SampleHyperOpts.ticker_interval`. + ## Solving a Mystery Let's say you are curious: should you use MACD crossings or lower Bollinger diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py index e7683bc78..638148ee2 100644 --- a/freqtrade/resolvers/hyperopt_resolver.py +++ b/freqtrade/resolvers/hyperopt_resolver.py @@ -32,6 +32,9 @@ class HyperOptResolver(IResolver): hyperopt_name = config.get('hyperopt') or DEFAULT_HYPEROPT self.hyperopt = self._load_hyperopt(hyperopt_name, extra_dir=config.get('hyperopt_path')) + # Assign ticker_interval to be used in hyperopt + self.hyperopt.__class__.ticker_interval = config.get('ticker_interval') + if not hasattr(self.hyperopt, 'populate_buy_trend'): logger.warning("Custom Hyperopt does not provide populate_buy_trend. " "Using populate_buy_trend from DefaultStrategy.") From 1a27ae8a817632a446d0a8b139d79055ff5120f4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Jun 2019 07:07:39 +0200 Subject: [PATCH 395/417] Add tests to verify that ticker_interval is there --- freqtrade/tests/optimize/test_hyperopt.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index baa5da545..c40baccbc 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -167,6 +167,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None: "Using populate_sell_trend from DefaultStrategy.", caplog.record_tuples) assert log_has("Custom Hyperopt does not provide populate_buy_trend. " "Using populate_buy_trend from DefaultStrategy.", caplog.record_tuples) + assert hasattr(x, "ticker_interval") def test_start(mocker, default_conf, caplog) -> None: From 7a0d86660e5d02658c0201203bcd503d14add826 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Jun 2019 07:10:30 +0200 Subject: [PATCH 396/417] Mypy type errors --- freqtrade/optimize/hyperopt_interface.py | 1 + freqtrade/resolvers/hyperopt_resolver.py | 2 +- 2 files changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py index 622de3015..08823ece0 100644 --- a/freqtrade/optimize/hyperopt_interface.py +++ b/freqtrade/optimize/hyperopt_interface.py @@ -20,6 +20,7 @@ class IHyperOpt(ABC): stoploss -> float: optimal stoploss designed for the strategy ticker_interval -> int: value of the ticker interval to use for the strategy """ + ticker_interval: str @staticmethod @abstractmethod diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py index 638148ee2..9333bb09a 100644 --- a/freqtrade/resolvers/hyperopt_resolver.py +++ b/freqtrade/resolvers/hyperopt_resolver.py @@ -33,7 +33,7 @@ class HyperOptResolver(IResolver): self.hyperopt = self._load_hyperopt(hyperopt_name, extra_dir=config.get('hyperopt_path')) # Assign ticker_interval to be used in hyperopt - self.hyperopt.__class__.ticker_interval = config.get('ticker_interval') + self.hyperopt.__class__.ticker_interval = str(config['ticker_interval']) if not hasattr(self.hyperopt, 'populate_buy_trend'): logger.warning("Custom Hyperopt does not provide populate_buy_trend. " From a581ca66bf33e0e9fa4b3a36eea0b56804fd33df Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Jun 2019 19:31:18 +0200 Subject: [PATCH 397/417] Adapt test after merging develop --- freqtrade/arguments.py | 1 + freqtrade/tests/test_arguments.py | 2 ++ 2 files changed, 3 insertions(+) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 3075dd0fe..59123a14b 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -444,6 +444,7 @@ class Arguments(object): '-p', '--pairs', help='Show profits for only this pairs. Pairs are comma-separated.', dest='pairs', + required=True ) def download_data_options(self) -> None: diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index 78ca9d055..4c2bf708d 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -195,6 +195,7 @@ def test_plot_dataframe_options() -> None: '-p', 'UNITTEST/BTC', ] arguments = Arguments(args, '') + arguments.common_scripts_options() arguments.plot_dataframe_options() pargs = arguments.parse_args(True) assert pargs.indicators1 == "sma10,sma100" @@ -205,6 +206,7 @@ def test_plot_dataframe_options() -> None: # Pop pairs argument args = args[:-2] arguments = Arguments(args, '') + arguments.common_scripts_options() arguments.plot_dataframe_options() with pytest.raises(SystemExit, match=r'2'): arguments.parse_args(True) From db17b20e26a563048838d98ca5c6cc4f35381fc1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Jun 2019 20:21:03 +0200 Subject: [PATCH 398/417] Don't require pairs but fall back to pair_whitelist instead --- freqtrade/arguments.py | 1 - freqtrade/tests/test_arguments.py | 8 -------- scripts/plot_dataframe.py | 5 ++++- 3 files changed, 4 insertions(+), 10 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 59123a14b..3075dd0fe 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -444,7 +444,6 @@ class Arguments(object): '-p', '--pairs', help='Show profits for only this pairs. Pairs are comma-separated.', dest='pairs', - required=True ) def download_data_options(self) -> None: diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index 4c2bf708d..d9292bdb5 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -203,14 +203,6 @@ def test_plot_dataframe_options() -> None: assert pargs.plot_limit == 30 assert pargs.pairs == "UNITTEST/BTC" - # Pop pairs argument - args = args[:-2] - arguments = Arguments(args, '') - arguments.common_scripts_options() - arguments.plot_dataframe_options() - with pytest.raises(SystemExit, match=r'2'): - arguments.parse_args(True) - def test_check_int_positive() -> None: diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index a17076085..4aacc99dd 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -104,7 +104,10 @@ def analyse_and_plot_pairs(config: Dict[str, Any]): exchange = ExchangeResolver(exchange_name, config).exchange strategy = StrategyResolver(config).strategy - pairs = config["pairs"].split(',') + if "pairs" in config: + pairs = config["pairs"].split(',') + else: + pairs = config["exchange"]["pair_whitelist"] # Set timerange to use timerange = Arguments.parse_timerange(config["timerange"]) From de38aea16439ab7e92c90da69ed6f0505224b371 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Jun 2019 15:45:20 +0200 Subject: [PATCH 399/417] Fix sequence of loading trades --- freqtrade/data/btanalysis.py | 38 +++++++++++++++++++------------- freqtrade/plot/plotting.py | 2 ++ freqtrade/tests/test_plotting.py | 3 ++- scripts/plot_dataframe.py | 5 +++-- 4 files changed, 30 insertions(+), 18 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 4aecf8ecf..5efb10433 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -73,37 +73,45 @@ def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int return df_final[df_final['pair'] > max_open_trades] -def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame: +def load_trades_from_db(db_url: str) -> pd.DataFrame: """ - Load trades, either from a DB (using dburl) or via a backtest export file. + Load trades from a DB (using dburl) :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite) - :param exportfilename: Path to a file exported from backtesting :returns: Dataframe containing Trades """ - timeZone = pytz.UTC - trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS) + persistence.init(db_url, clean_open_orders=False) + columns = ["pair", "profit", "open_time", "close_time", + "open_rate", "close_rate", "duration"] - if db_url: - persistence.init(db_url, clean_open_orders=False) - columns = ["pair", "profit", "open_time", "close_time", - "open_rate", "close_rate", "duration"] - - for x in Trade.query.all(): - logger.info("date: {}".format(x.open_date)) + for x in Trade.query.all(): + logger.info("date: {}".format(x.open_date)) trades = pd.DataFrame([(t.pair, t.calc_profit(), - t.open_date.replace(tzinfo=timeZone), - t.close_date.replace(tzinfo=timeZone) if t.close_date else None, + t.open_date.replace(tzinfo=pytz.UTC), + t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None, t.open_rate, t.close_rate, t.close_date.timestamp() - t.open_date.timestamp() if t.close_date else None) for t in Trade.query.all()], columns=columns) - elif exportfilename: + return trades + +def load_trades(exportfilename: str = None, db_url: str = None) -> pd.DataFrame: + """ + Load trades, either from a DB (using dburl) or via a backtest export file. + :param exportfilename: Path to a file exported from backtesting + :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite) + :returns: Dataframe containing Trades + """ + + trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS) + if exportfilename: trades = load_backtest_data(Path(exportfilename)) + elif db_url: + trades = load_trades_from_db(db_url) return trades diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 94c0830bf..c058f7fb2 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -81,6 +81,8 @@ def plot_trades(fig, trades: pd.DataFrame): ) fig.append_trace(trade_buys, 1, 1) fig.append_trace(trade_sells, 1, 1) + else: + logger.warning("No trades found.") return fig diff --git a/freqtrade/tests/test_plotting.py b/freqtrade/tests/test_plotting.py index 15ab698d8..ec81b93b8 100644 --- a/freqtrade/tests/test_plotting.py +++ b/freqtrade/tests/test_plotting.py @@ -67,11 +67,12 @@ def test_generate_row(default_conf, caplog): assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog.record_tuples) -def test_plot_trades(): +def test_plot_trades(caplog): fig1 = generage_empty_figure() # nothing happens when no trades are available fig = plot_trades(fig1, None) assert fig == fig1 + assert log_has("No trades found.", caplog.record_tuples) pair = "ADA/BTC" filename = history.make_testdata_path(None) / "backtest-result_test.json" trades = load_backtest_data(filename) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 4aacc99dd..99ba60d40 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -125,8 +125,9 @@ def analyse_and_plot_pairs(config: Dict[str, Any]): tickers[pair] = data dataframe = generate_dataframe(strategy, tickers, pair) - trades = load_trades(db_url=config["db_url"], - exportfilename=config["exportfilename"]) + trades = load_trades(exportfilename=config["exportfilename"], + db_url=config["db_url"], + ) trades = trades.loc[trades['pair'] == pair] trades = extract_trades_of_period(dataframe, trades) From 8758218b09152f90286dba5fa0bfafa01441ea29 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Jun 2019 16:18:22 +0200 Subject: [PATCH 400/417] Add data-analysis documentation --- docs/backtesting.md | 18 +----------------- docs/data-analysis.md | 44 +++++++++++++++++++++++++++++++++++++++++++ mkdocs.yml | 1 + 3 files changed, 46 insertions(+), 17 deletions(-) create mode 100644 docs/data-analysis.md diff --git a/docs/backtesting.md b/docs/backtesting.md index 5a25bc255..8d8ea8030 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -221,24 +221,8 @@ strategies, your configuration, and the crypto-currency you have set up. ### Further backtest-result analysis To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file). -You can then load the trades to perform further analysis. +You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section. -A good way for this is using Jupyter (notebook or lab) - which provides an interactive environment to analyze the data. - -Freqtrade provides an easy to load the backtest results, which is `load_backtest_data` - and takes a path to the backtest-results file. - -``` python -from freqtrade.data.btanalysis import load_backtest_data -df = load_backtest_data("user_data/backtest-result.json") - -# Show value-counts per pair -df.groupby("pair")["sell_reason"].value_counts() - -``` - -This will allow you to drill deeper into your backtest results, and perform analysis which would make the regular backtest-output unreadable. - -If you have some ideas for interesting / helpful backtest data analysis ideas, please submit a PR so the community can benefit from it. ## Backtesting multiple strategies diff --git a/docs/data-analysis.md b/docs/data-analysis.md new file mode 100644 index 000000000..ef3a02355 --- /dev/null +++ b/docs/data-analysis.md @@ -0,0 +1,44 @@ +# Analyzing bot data + +After performing backtests, or after running the bot for some time, it will be interresting to analyze the results your bot generated. + +A good way for this is using Jupyter (notebook or lab) - which provides an interactive environment to analyze the data. + +The following helpers will help you loading the data into Pandas DataFrames, and may also give you some starting points in analyzing the results. + +## Backtesting + +To analyze your backtest results, you can [export the trades](#exporting-trades-to-file). +You can then load the trades to perform further analysis. + +A good way for this is using Jupyter (notebook or lab) - which provides an interactive environment to analyze the data. + +Freqtrade provides an easy to load the backtest results, which is `load_backtest_data` - and takes a path to the backtest-results file. + +``` python +from freqtrade.data.btanalysis import load_backtest_data +df = load_backtest_data("user_data/backtest-result.json") + +# Show value-counts per pair +df.groupby("pair")["sell_reason"].value_counts() + +``` + +This will allow you to drill deeper into your backtest results, and perform analysis which would make the regular backtest-output unreadable. + +If you have some ideas for interesting / helpful backtest data analysis ideas, please submit a PR so the community can benefit from it. + +## Live data + +To analyze the trades your bot generated, you can load them to a DataFrame as follwos: + +``` python +from freqtrade.data.btanalysis import load_trades_from_db + +df = load_trades_from_db("sqlite:///tradesv3.sqlite") + +df.groupby("pair")["sell_reason"].value_counts() + +``` + +Feel free to submit an issue or Pull Request if you would like to share ideas on how to best analyze the data. diff --git a/mkdocs.yml b/mkdocs.yml index 6b445ee3a..b5e759432 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -17,6 +17,7 @@ nav: - Plotting: plotting.md - Deprecated features: deprecated.md - FAQ: faq.md + - Data Analysis: data-analysis.md - SQL Cheatsheet: sql_cheatsheet.md - Sandbox testing: sandbox-testing.md - Contributors guide: developer.md From 3e61ada34a0e1d2b7545e640453991c52f6ff5d5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Jun 2019 16:18:49 +0200 Subject: [PATCH 401/417] Be explicit in what is used, db or trades --- freqtrade/arguments.py | 7 +++++++ freqtrade/configuration.py | 3 ++- scripts/plot_dataframe.py | 14 ++++++++------ 3 files changed, 17 insertions(+), 7 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 3075dd0fe..d623b7d7a 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -515,3 +515,10 @@ class Arguments(object): default=750, type=int, ) + parser.add_argument( + '--trade-source', + help='Specify the source for trades (Can be DB or file (backtest file)) Default: %(default)s', + dest='trade_source', + default="file", + choices=["DB", "file"] + ) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index b2c35c977..d74b712c3 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -358,7 +358,8 @@ class Configuration(object): self._args_to_config(config, argname='plot_limit', logstring='Limiting plot to: {}') - + self._args_to_config(config, argname='trade_source', + logstring='Using trades from: {}') return config def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]: diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 99ba60d40..828373cb2 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -33,10 +33,10 @@ import pandas as pd from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history -from freqtrade.data.btanalysis import load_trades, extract_trades_of_period +from freqtrade.data.btanalysis import (extract_trades_of_period, + load_backtest_data, load_trades_from_db) from freqtrade.optimize import setup_configuration -from freqtrade.plot.plotting import (generate_graph, - generate_plot_file) +from freqtrade.plot.plotting import generate_graph, generate_plot_file from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.state import RunMode @@ -124,10 +124,12 @@ def analyse_and_plot_pairs(config: Dict[str, Any]): tickers = {} tickers[pair] = data dataframe = generate_dataframe(strategy, tickers, pair) + trades = None + if config["trade_source"] == "DB": + trades = load_trades_from_db(config["db_url"]) + elif config["trade_source"] == "file": + trades = load_backtest_data(Path(config["exportfilename"])) - trades = load_trades(exportfilename=config["exportfilename"], - db_url=config["db_url"], - ) trades = trades.loc[trades['pair'] == pair] trades = extract_trades_of_period(dataframe, trades) From 559d5ebd1deae0f4cf521d2d88077e0dbdb8c552 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Jun 2019 16:20:41 +0200 Subject: [PATCH 402/417] Remove combined load-method since it's confusing --- docs/plotting.md | 2 +- freqtrade/data/btanalysis.py | 43 ++++++++----------------- freqtrade/tests/data/test_btanalysis.py | 12 ++----- 3 files changed, 17 insertions(+), 40 deletions(-) diff --git a/docs/plotting.md b/docs/plotting.md index 6dc3d13b1..b8e041d61 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -58,7 +58,7 @@ Timerange doesn't work with live data. To plot trades stored in a database use `--db-url` argument: ``` bash -python3 scripts/plot_dataframe.py --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH +python3 scripts/plot_dataframe.py --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB ``` To plot trades from a backtesting result, use `--export-filename ` diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 5efb10433..9d6d90cf3 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -82,36 +82,21 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS) persistence.init(db_url, clean_open_orders=False) columns = ["pair", "profit", "open_time", "close_time", - "open_rate", "close_rate", "duration"] + "open_rate", "close_rate", "duration", "sell_reason", + "max_rate", "min_rate"] - for x in Trade.query.all(): - logger.info("date: {}".format(x.open_date)) - - trades = pd.DataFrame([(t.pair, t.calc_profit(), - t.open_date.replace(tzinfo=pytz.UTC), - t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None, - t.open_rate, t.close_rate, - t.close_date.timestamp() - t.open_date.timestamp() - if t.close_date else None) - for t in Trade.query.all()], - columns=columns) - - return trades - - -def load_trades(exportfilename: str = None, db_url: str = None) -> pd.DataFrame: - """ - Load trades, either from a DB (using dburl) or via a backtest export file. - :param exportfilename: Path to a file exported from backtesting - :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite) - :returns: Dataframe containing Trades - """ - - trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS) - if exportfilename: - trades = load_backtest_data(Path(exportfilename)) - elif db_url: - trades = load_trades_from_db(db_url) + trades = pd.DataFrame([(t.pair, t.calc_profit(), + t.open_date.replace(tzinfo=pytz.UTC), + t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None, + t.open_rate, t.close_rate, + t.close_date.timestamp() - t.open_date.timestamp() + if t.close_date else None, + t.sell_reason, + t.max_rate, + t.min_rate, + ) + for t in Trade.query.all()], + columns=columns) return trades diff --git a/freqtrade/tests/data/test_btanalysis.py b/freqtrade/tests/data/test_btanalysis.py index 6fa529394..1cb48393d 100644 --- a/freqtrade/tests/data/test_btanalysis.py +++ b/freqtrade/tests/data/test_btanalysis.py @@ -7,7 +7,7 @@ from pandas import DataFrame, to_datetime from freqtrade.arguments import TimeRange from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, extract_trades_of_period, - load_backtest_data, load_trades) + load_backtest_data, load_trades_from_db) from freqtrade.data.history import load_pair_history, make_testdata_path from freqtrade.tests.test_persistence import create_mock_trades @@ -28,14 +28,6 @@ def test_load_backtest_data(): load_backtest_data(str("filename") + "nofile") -def test_load_trades_file(default_conf, fee, mocker): - # Real testing of load_backtest_data is done in test_load_backtest_data - lbt = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock()) - filename = make_testdata_path(None) / "backtest-result_test.json" - load_trades(db_url=None, exportfilename=filename) - assert lbt.call_count == 1 - - @pytest.mark.usefixtures("init_persistence") def test_load_trades_db(default_conf, fee, mocker): @@ -43,7 +35,7 @@ def test_load_trades_db(default_conf, fee, mocker): # remove init so it does not init again init_mock = mocker.patch('freqtrade.persistence.init', MagicMock()) - trades = load_trades(db_url=default_conf['db_url'], exportfilename=None) + trades = load_trades_from_db(db_url=default_conf['db_url']) assert init_mock.call_count == 1 assert len(trades) == 3 assert isinstance(trades, DataFrame) From cc56d0e0fc75bc7de7afdb140ae9618d71a0ee78 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Jun 2019 16:40:33 +0200 Subject: [PATCH 403/417] Remove unneeded initialization --- freqtrade/arguments.py | 3 ++- scripts/plot_dataframe.py | 1 - 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index d623b7d7a..f6fb2dedb 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -517,7 +517,8 @@ class Arguments(object): ) parser.add_argument( '--trade-source', - help='Specify the source for trades (Can be DB or file (backtest file)) Default: %(default)s', + help='Specify the source for trades (Can be DB or file (backtest file)) ' + 'Default: %(default)s', dest='trade_source', default="file", choices=["DB", "file"] diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 828373cb2..e5cc6ef89 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -124,7 +124,6 @@ def analyse_and_plot_pairs(config: Dict[str, Any]): tickers = {} tickers[pair] = data dataframe = generate_dataframe(strategy, tickers, pair) - trades = None if config["trade_source"] == "DB": trades = load_trades_from_db(config["db_url"]) elif config["trade_source"] == "file": From 026784efac660d2a891ef1e1ee99dfa17b861a16 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Jun 2019 16:45:38 +0200 Subject: [PATCH 404/417] remove get_tickers_data from plot_dataframe --- scripts/plot_dataframe.py | 48 +++++++++------------------------------ 1 file changed, 11 insertions(+), 37 deletions(-) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 4aacc99dd..23e70a987 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -31,7 +31,7 @@ from typing import Any, Dict, List import pandas as pd -from freqtrade.arguments import Arguments, TimeRange +from freqtrade.arguments import Arguments from freqtrade.data import history from freqtrade.data.btanalysis import load_trades, extract_trades_of_period from freqtrade.optimize import setup_configuration @@ -43,38 +43,6 @@ from freqtrade.state import RunMode logger = logging.getLogger(__name__) -def get_tickers_data(strategy, exchange, pairs: List[str], timerange: TimeRange, - datadir: Path, refresh_pairs: bool, live: bool): - """ - Get tickers data for each pairs on live or local, option defined in args - :return: dictionary of tickers. output format: {'pair': tickersdata} - """ - - ticker_interval = strategy.ticker_interval - - tickers = history.load_data( - datadir=datadir, - pairs=pairs, - ticker_interval=ticker_interval, - refresh_pairs=refresh_pairs, - timerange=timerange, - exchange=exchange, - live=live, - ) - - # No ticker found, impossible to download, len mismatch - for pair, data in tickers.copy().items(): - logger.debug("checking tickers data of pair: %s", pair) - logger.debug("data.empty: %s", data.empty) - logger.debug("len(data): %s", len(data)) - if data.empty: - del tickers[pair] - logger.info( - 'An issue occured while retreiving data of %s pair, please retry ' - 'using -l option for live or --refresh-pairs-cached', pair) - return tickers - - def generate_dataframe(strategy, tickers, pair) -> pd.DataFrame: """ Get tickers then Populate strategy indicators and signals, then return the full dataframe @@ -113,10 +81,16 @@ def analyse_and_plot_pairs(config: Dict[str, Any]): timerange = Arguments.parse_timerange(config["timerange"]) ticker_interval = strategy.ticker_interval - tickers = get_tickers_data(strategy, exchange, pairs, timerange, - datadir=Path(str(config.get("datadir"))), - refresh_pairs=config.get('refresh_pairs', False), - live=config.get("live", False)) + tickers = history.load_data( + datadir=Path(str(config.get("datadir"))), + pairs=pairs, + ticker_interval=config['ticker_interval'], + refresh_pairs=config.get('refresh_pairs', False), + timerange=timerange, + exchange=exchange, + live=config.get("live", False), + ) + pair_counter = 0 for pair, data in tickers.items(): pair_counter += 1 From 4cbcb5f36f365bab31d6a16e12f2ceeb885201d2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Jun 2019 16:52:14 +0200 Subject: [PATCH 405/417] Move .title to ExchangeResolver (it does not make sense to do this over and over again) --- freqtrade/freqtradebot.py | 3 +-- freqtrade/optimize/backtesting.py | 3 +-- freqtrade/resolvers/exchange_resolver.py | 1 + freqtrade/tests/conftest.py | 2 +- freqtrade/tests/exchange/test_exchange.py | 4 ++-- scripts/plot_dataframe.py | 3 +-- 6 files changed, 7 insertions(+), 9 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 305a97ba6..480bb680f 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -53,8 +53,7 @@ class FreqtradeBot(object): self.rpc: RPCManager = RPCManager(self) - exchange_name = self.config.get('exchange', {}).get('name').title() - self.exchange = ExchangeResolver(exchange_name, self.config).exchange + self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange self.wallets = Wallets(self.config, self.exchange) self.dataprovider = DataProvider(self.config, self.exchange) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 6cc78ad2b..8bdf66f92 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -63,8 +63,7 @@ class Backtesting(object): self.config['dry_run'] = True self.strategylist: List[IStrategy] = [] - exchange_name = self.config.get('exchange', {}).get('name').title() - self.exchange = ExchangeResolver(exchange_name, self.config).exchange + self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange self.fee = self.exchange.get_fee() if self.config.get('runmode') != RunMode.HYPEROPT: diff --git a/freqtrade/resolvers/exchange_resolver.py b/freqtrade/resolvers/exchange_resolver.py index 8d1845c71..25a86dd0e 100644 --- a/freqtrade/resolvers/exchange_resolver.py +++ b/freqtrade/resolvers/exchange_resolver.py @@ -22,6 +22,7 @@ class ExchangeResolver(IResolver): Load the custom class from config parameter :param config: configuration dictionary """ + exchange_name = exchange_name.title() try: self.exchange = self._load_exchange(exchange_name, kwargs={'config': config}) except ImportError: diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index e956d89c4..3523b44c4 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -60,7 +60,7 @@ def get_patched_exchange(mocker, config, api_mock=None, id='bittrex') -> Exchang patch_exchange(mocker, api_mock, id) config["exchange"]["name"] = id try: - exchange = ExchangeResolver(id.title(), config).exchange + exchange = ExchangeResolver(id, config).exchange except ImportError: exchange = Exchange(config) return exchange diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py index f0dc96626..48a8538a9 100644 --- a/freqtrade/tests/exchange/test_exchange.py +++ b/freqtrade/tests/exchange/test_exchange.py @@ -124,14 +124,14 @@ def test_exchange_resolver(default_conf, mocker, caplog): caplog.record_tuples) caplog.clear() - exchange = ExchangeResolver('Kraken', default_conf).exchange + exchange = ExchangeResolver('kraken', default_conf).exchange assert isinstance(exchange, Exchange) assert isinstance(exchange, Kraken) assert not isinstance(exchange, Binance) assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog.record_tuples) - exchange = ExchangeResolver('Binance', default_conf).exchange + exchange = ExchangeResolver('binance', default_conf).exchange assert isinstance(exchange, Exchange) assert isinstance(exchange, Binance) assert not isinstance(exchange, Kraken) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 23e70a987..3792233de 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -68,8 +68,7 @@ def analyse_and_plot_pairs(config: Dict[str, Any]): -Generate plot files :return: None """ - exchange_name = config.get('exchange', {}).get('name').title() - exchange = ExchangeResolver(exchange_name, config).exchange + exchange = ExchangeResolver(config.get('exchange', {}).get('name'), config).exchange strategy = StrategyResolver(config).strategy if "pairs" in config: From 451d4a400e3b92236cb40eee10463691b7eff77e Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 22 Jun 2019 23:51:29 +0300 Subject: [PATCH 406/417] fix help strings shown to the user --- freqtrade/arguments.py | 39 ++++++++++++++++++++------------------- freqtrade/constants.py | 2 ++ 2 files changed, 22 insertions(+), 19 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 3075dd0fe..aa1a3e6da 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -87,9 +87,9 @@ class Arguments(object): ) parser.add_argument( '-c', '--config', - help="Specify configuration file (default: %(default)s). " - "Multiple --config options may be used. " - "Can be set to '-' to read config from stdin.", + help=f'Specify configuration file (default: {constants.DEFAULT_CONFIG}). ' + f'Multiple --config options may be used. ' + f'Can be set to `-` to read config from stdin.', dest='config', action='append', metavar='PATH', @@ -122,9 +122,9 @@ class Arguments(object): ) parser.add_argument( '--dynamic-whitelist', - help='Dynamically generate and update whitelist' - ' based on 24h BaseVolume (default: %(const)s).' - ' DEPRECATED.', + help='Dynamically generate and update whitelist ' + 'based on 24h BaseVolume (default: %(const)s). ' + 'DEPRECATED.', dest='dynamic_whitelist', const=constants.DYNAMIC_WHITELIST, type=int, @@ -133,8 +133,8 @@ class Arguments(object): ) parser.add_argument( '--db-url', - help='Override trades database URL, this is useful if dry_run is enabled' - ' or in custom deployments (default: %(default)s).', + help=f'Override trades database URL, this is useful if dry_run is enabled ' + f'or in custom deployments (default: {constants.DEFAULT_DB_DRYRUN_URL}.', dest='db_url', metavar='PATH', ) @@ -228,10 +228,10 @@ class Arguments(object): ) parser.add_argument( '--export-filename', - help='Save backtest results to this filename \ - requires --export to be set as well\ - Example --export-filename=user_data/backtest_data/backtest_today.json\ - (default: %(default)s)', + help='Save backtest results to this filename ' + 'requires --export to be set as well. ' + 'Example --export-filename=user_data/backtest_data/backtest_today.json ' + '(default: %(default)s)', default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'), dest='exportfilename', metavar='PATH', @@ -246,8 +246,8 @@ class Arguments(object): parser.add_argument( '--stoplosses', help='Defines a range of stoploss against which edge will assess the strategy ' - 'the format is "min,max,step" (without any space).' - 'example: --stoplosses=-0.01,-0.1,-0.001', + 'the format is "min,max,step" (without any space). ' + 'Example: --stoplosses=-0.01,-0.1,-0.001', dest='stoploss_range', ) @@ -289,8 +289,8 @@ class Arguments(object): ) parser.add_argument( '-s', '--spaces', - help='Specify which parameters to hyperopt. Space separate list. \ - Default: %(default)s.', + help='Specify which parameters to hyperopt. Space separate list. ' + 'Default: %(default)s.', choices=['all', 'buy', 'sell', 'roi', 'stoploss'], default='all', nargs='+', @@ -467,13 +467,14 @@ class Arguments(object): ) parser.add_argument( '--exchange', - help='Exchange name (default: %(default)s). Only valid if no config is provided.', + help=f'Exchange name (default: {constants.DEFAULT_EXCHANGE}). ' + f'Only valid if no config is provided.', dest='exchange', ) parser.add_argument( '-t', '--timeframes', - help='Specify which tickers to download. Space separated list. \ - Default: %(default)s.', + help=f'Specify which tickers to download. Space separated list. ' + f'Default: {constants.DEFAULT_DOWNLOAD_TICKER_INTERVALS}.', choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '1d', '3d', '1w'], nargs='+', diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 4772952fc..7a487fcc7 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -4,6 +4,7 @@ bot constants """ DEFAULT_CONFIG = 'config.json' +DEFAULT_EXCHANGE = 'bittrex' DYNAMIC_WHITELIST = 20 # pairs PROCESS_THROTTLE_SECS = 5 # sec DEFAULT_TICKER_INTERVAL = 5 # min @@ -21,6 +22,7 @@ ORDERTYPE_POSSIBILITIES = ['limit', 'market'] ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc'] AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList'] DRY_RUN_WALLET = 999.9 +DEFAULT_DOWNLOAD_TICKER_INTERVALS = '1m 5m' TICKER_INTERVALS = [ '1m', '3m', '5m', '15m', '30m', From 3716c04ed4c0e77c3b0e4016928ea4a88ed2d76a Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 23 Jun 2019 20:34:53 +0300 Subject: [PATCH 407/417] fix help string for --db-url --- freqtrade/arguments.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index aa1a3e6da..d945c998e 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -133,8 +133,9 @@ class Arguments(object): ) parser.add_argument( '--db-url', - help=f'Override trades database URL, this is useful if dry_run is enabled ' - f'or in custom deployments (default: {constants.DEFAULT_DB_DRYRUN_URL}.', + help=f'Override trades database URL, this is useful in custom deployments ' + f'(default: `{constants.DEFAULT_DB_PROD_URL}` for Live Run mode, ' + f'`{constants.DEFAULT_DB_DRYRUN_URL}` for Dry Run).', dest='db_url', metavar='PATH', ) From 7f018839f82a13f05dc52a291256c4a8db8b976b Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 23 Jun 2019 21:42:46 +0300 Subject: [PATCH 408/417] diverse cosmetics to options help strings --- freqtrade/arguments.py | 53 +++++++++++++++++++++--------------------- 1 file changed, 26 insertions(+), 27 deletions(-) diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index d945c998e..07b4bbb2d 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -76,7 +76,7 @@ class Arguments(object): ) parser.add_argument( '--logfile', - help='Log to the file specified', + help='Log to the file specified.', dest='logfile', metavar='FILE', ) @@ -87,7 +87,7 @@ class Arguments(object): ) parser.add_argument( '-c', '--config', - help=f'Specify configuration file (default: {constants.DEFAULT_CONFIG}). ' + help=f'Specify configuration file (default: `{constants.DEFAULT_CONFIG}`). ' f'Multiple --config options may be used. ' f'Can be set to `-` to read config from stdin.', dest='config', @@ -109,7 +109,7 @@ class Arguments(object): parser.add_argument( '-s', '--strategy', - help='Specify strategy class name (default: %(default)s).', + help='Specify strategy class name (default: `%(default)s`).', dest='strategy', default='DefaultStrategy', metavar='NAME', @@ -155,7 +155,7 @@ class Arguments(object): parser.add_argument( '-i', '--ticker-interval', - help='Specify ticker interval (1m, 5m, 30m, 1h, 1d).', + help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).', dest='ticker_interval', ) parser.add_argument( @@ -213,26 +213,25 @@ class Arguments(object): ) parser.add_argument( '--strategy-list', - help='Provide a commaseparated list of strategies to backtest ' + help='Provide a comma-separated list of strategies to backtest. ' 'Please note that ticker-interval needs to be set either in config ' - 'or via command line. When using this together with --export trades, ' + 'or via command line. When using this together with `--export trades`, ' 'the strategy-name is injected into the filename ' - '(so backtest-data.json becomes backtest-data-DefaultStrategy.json', + '(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`', nargs='+', dest='strategy_list', ) parser.add_argument( '--export', help='Export backtest results, argument are: trades. ' - 'Example --export=trades', + 'Example: `--export=trades`', dest='export', ) parser.add_argument( '--export-filename', - help='Save backtest results to this filename ' - 'requires --export to be set as well. ' - 'Example --export-filename=user_data/backtest_data/backtest_today.json ' - '(default: %(default)s)', + help='Save backtest results to the file with this filename (default: `%(default)s`). ' + 'Requires `--export` to be set as well. ' + 'Example: `--export-filename=user_data/backtest_data/backtest_today.json`', default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'), dest='exportfilename', metavar='PATH', @@ -246,9 +245,9 @@ class Arguments(object): parser.add_argument( '--stoplosses', - help='Defines a range of stoploss against which edge will assess the strategy ' - 'the format is "min,max,step" (without any space). ' - 'Example: --stoplosses=-0.01,-0.1,-0.001', + help='Defines a range of stoploss values against which edge will assess the strategy. ' + 'The format is "min,max,step" (without any space). ' + 'Example: `--stoplosses=-0.01,-0.1,-0.001`', dest='stoploss_range', ) @@ -260,7 +259,7 @@ class Arguments(object): parser.add_argument( '--customhyperopt', - help='Specify hyperopt class name (default: %(default)s).', + help='Specify hyperopt class name (default: `%(default)s`).', dest='hyperopt', default=constants.DEFAULT_HYPEROPT, metavar='NAME', @@ -290,8 +289,8 @@ class Arguments(object): ) parser.add_argument( '-s', '--spaces', - help='Specify which parameters to hyperopt. Space separate list. ' - 'Default: %(default)s.', + help='Specify which parameters to hyperopt. Space-separated list. ' + 'Default: `%(default)s`.', choices=['all', 'buy', 'sell', 'roi', 'stoploss'], default='all', nargs='+', @@ -340,7 +339,7 @@ class Arguments(object): parser.add_argument( '-1', '--one-column', - help='Print exchanges in one column', + help='Print exchanges in one column.', action='store_true', dest='print_one_column', ) @@ -443,7 +442,7 @@ class Arguments(object): parser.add_argument( '-p', '--pairs', - help='Show profits for only this pairs. Pairs are comma-separated.', + help='Show profits for only these pairs. Pairs are comma-separated.', dest='pairs', ) @@ -468,14 +467,14 @@ class Arguments(object): ) parser.add_argument( '--exchange', - help=f'Exchange name (default: {constants.DEFAULT_EXCHANGE}). ' + help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). ' f'Only valid if no config is provided.', dest='exchange', ) parser.add_argument( '-t', '--timeframes', - help=f'Specify which tickers to download. Space separated list. ' - f'Default: {constants.DEFAULT_DOWNLOAD_TICKER_INTERVALS}.', + help=f'Specify which tickers to download. Space-separated list. ' + f'Default: `{constants.DEFAULT_DOWNLOAD_TICKER_INTERVALS}`.', choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '1d', '3d', '1w'], nargs='+', @@ -497,7 +496,7 @@ class Arguments(object): parser.add_argument( '--indicators1', help='Set indicators from your strategy you want in the first row of the graph. ' - 'Separate them with a coma. E.g: ema3,ema5 (default: %(default)s)', + 'Comma-separated list. Example: `ema3,ema5`. Default: `%(default)s`.', default='sma,ema3,ema5', dest='indicators1', ) @@ -505,14 +504,14 @@ class Arguments(object): parser.add_argument( '--indicators2', help='Set indicators from your strategy you want in the third row of the graph. ' - 'Separate them with a coma. E.g: fastd,fastk (default: %(default)s)', + 'Comma-separated list. Example: `fastd,fastk`. Default: `%(default)s`.', default='macd,macdsignal', dest='indicators2', ) parser.add_argument( '--plot-limit', - help='Specify tick limit for plotting - too high values cause huge files - ' - 'Default: %(default)s', + help='Specify tick limit for plotting. Notice: too high values cause huge files. ' + 'Default: %(default)s.', dest='plot_limit', default=750, type=int, From 5b84cb39ac0ec5589cef99ccc8cea4b66edbaa54 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sun, 23 Jun 2019 22:51:33 +0300 Subject: [PATCH 409/417] typo fixed --- docs/installation.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/installation.md b/docs/installation.md index d215dc8d6..f0c536ade 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -6,7 +6,7 @@ This page explains how to prepare your environment for running the bot. Before running your bot in production you will need to setup few external API. In production mode, the bot will require valid Exchange API -credentials. We also reccomend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot) (optional but recommended). +credentials. We also recommend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot) (optional but recommended). - [Setup your exchange account](#setup-your-exchange-account) From 116d8e853e40783a6f23a5ba576fc5f433d5a0ad Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 23 Jun 2019 23:10:37 +0300 Subject: [PATCH 410/417] typos in docstrings fixed --- freqtrade/data/btanalysis.py | 4 ++-- freqtrade/data/history.py | 2 +- freqtrade/strategy/interface.py | 4 ++-- scripts/rest_client.py | 32 ++++++++++++++++---------------- 4 files changed, 21 insertions(+), 21 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 4aecf8ecf..f78ca3fa8 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -23,7 +23,7 @@ def load_backtest_data(filename) -> pd.DataFrame: """ Load backtest data file. :param filename: pathlib.Path object, or string pointing to the file. - :return a dataframe with the analysis results + :return: a dataframe with the analysis results """ if isinstance(filename, str): filename = Path(filename) @@ -78,7 +78,7 @@ def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame: Load trades, either from a DB (using dburl) or via a backtest export file. :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite) :param exportfilename: Path to a file exported from backtesting - :returns: Dataframe containing Trades + :return: Dataframe containing Trades """ timeZone = pytz.UTC diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 67f942119..e9694b90f 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -63,7 +63,7 @@ def load_tickerdata_file( timerange: Optional[TimeRange] = None) -> Optional[list]: """ Load a pair from file, either .json.gz or .json - :return tickerlist or None if unsuccesful + :return: tickerlist or None if unsuccesful """ filename = pair_data_filename(datadir, pair, ticker_interval) pairdata = misc.file_load_json(filename) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 68e0a7b37..949a88b91 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -158,7 +158,7 @@ class IStrategy(ABC): """ Parses the given ticker history and returns a populated DataFrame add several TA indicators and buy signal to it - :return DataFrame with ticker data and indicator data + :return: DataFrame with ticker data and indicator data """ pair = str(metadata.get('pair')) @@ -351,7 +351,7 @@ class IStrategy(ABC): """ Based an earlier trade and current price and ROI configuration, decides whether bot should sell. Requires current_profit to be in percent!! - :return True if bot should sell at current rate + :return: True if bot should sell at current rate """ # Check if time matches and current rate is above threshold diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 2261fba0b..a46b3ebfb 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -65,14 +65,14 @@ class FtRestClient(): def start(self): """ Start the bot if it's in stopped state. - :returns: json object + :return: json object """ return self._post("start") def stop(self): """ Stop the bot. Use start to restart - :returns: json object + :return: json object """ return self._post("stop") @@ -80,77 +80,77 @@ class FtRestClient(): """ Stop buying (but handle sells gracefully). use reload_conf to reset - :returns: json object + :return: json object """ return self._post("stopbuy") def reload_conf(self): """ Reload configuration - :returns: json object + :return: json object """ return self._post("reload_conf") def balance(self): """ Get the account balance - :returns: json object + :return: json object """ return self._get("balance") def count(self): """ Returns the amount of open trades - :returns: json object + :return: json object """ return self._get("count") def daily(self, days=None): """ Returns the amount of open trades - :returns: json object + :return: json object """ return self._get("daily", params={"timescale": days} if days else None) def edge(self): """ Returns information about edge - :returns: json object + :return: json object """ return self._get("edge") def profit(self): """ Returns the profit summary - :returns: json object + :return: json object """ return self._get("profit") def performance(self): """ Returns the performance of the different coins - :returns: json object + :return: json object """ return self._get("performance") def status(self): """ Get the status of open trades - :returns: json object + :return: json object """ return self._get("status") def version(self): """ Returns the version of the bot - :returns: json object containing the version + :return: json object containing the version """ return self._get("version") def whitelist(self): """ Show the current whitelist - :returns: json object + :return: json object """ return self._get("whitelist") @@ -158,7 +158,7 @@ class FtRestClient(): """ Show the current blacklist :param add: List of coins to add (example: "BNB/BTC") - :returns: json object + :return: json object """ if not args: return self._get("blacklist") @@ -170,7 +170,7 @@ class FtRestClient(): Buy an asset :param pair: Pair to buy (ETH/BTC) :param price: Optional - price to buy - :returns: json object of the trade + :return: json object of the trade """ data = {"pair": pair, "price": price @@ -181,7 +181,7 @@ class FtRestClient(): """ Force-sell a trade :param tradeid: Id of the trade (can be received via status command) - :returns: json object + :return: json object """ return self._post("forcesell", data={"tradeid": tradeid}) From 11d39bb0d3f3a151ea41bba085f9b031d552ea09 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 24 Jun 2019 17:20:41 +0200 Subject: [PATCH 411/417] Improve wording --- docs/data-analysis.md | 14 ++++++-------- 1 file changed, 6 insertions(+), 8 deletions(-) diff --git a/docs/data-analysis.md b/docs/data-analysis.md index ef3a02355..6d440ffa6 100644 --- a/docs/data-analysis.md +++ b/docs/data-analysis.md @@ -1,6 +1,6 @@ # Analyzing bot data -After performing backtests, or after running the bot for some time, it will be interresting to analyze the results your bot generated. +After performing backtests, or after running the bot for some time, it will be interesting to analyze the results your bot generated. A good way for this is using Jupyter (notebook or lab) - which provides an interactive environment to analyze the data. @@ -11,9 +11,7 @@ The following helpers will help you loading the data into Pandas DataFrames, and To analyze your backtest results, you can [export the trades](#exporting-trades-to-file). You can then load the trades to perform further analysis. -A good way for this is using Jupyter (notebook or lab) - which provides an interactive environment to analyze the data. - -Freqtrade provides an easy to load the backtest results, which is `load_backtest_data` - and takes a path to the backtest-results file. +Freqtrade provides the `load_backtest_data()` helper function to easily load the backtest results, which takes the path to the the backtest-results file as parameter. ``` python from freqtrade.data.btanalysis import load_backtest_data @@ -24,13 +22,13 @@ df.groupby("pair")["sell_reason"].value_counts() ``` -This will allow you to drill deeper into your backtest results, and perform analysis which would make the regular backtest-output unreadable. +This will allow you to drill deeper into your backtest results, and perform analysis which would make the regular backtest-output very difficult to digest due to information overload. -If you have some ideas for interesting / helpful backtest data analysis ideas, please submit a PR so the community can benefit from it. +If you have some ideas for interesting / helpful backtest data analysis ideas, please submit a Pull Request so the community can benefit from it. ## Live data -To analyze the trades your bot generated, you can load them to a DataFrame as follwos: +To analyze the trades your bot generated, you can load them to a DataFrame as follows: ``` python from freqtrade.data.btanalysis import load_trades_from_db @@ -41,4 +39,4 @@ df.groupby("pair")["sell_reason"].value_counts() ``` -Feel free to submit an issue or Pull Request if you would like to share ideas on how to best analyze the data. +Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data. From 5a30f0462f00d7d9215c949ac1d5e935a8accbad Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 24 Jun 2019 15:24:06 +0000 Subject: [PATCH 412/417] Update ccxt from 1.18.725 to 1.18.805 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index ed3f052a9..bc54c9a0a 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.725 +ccxt==1.18.805 SQLAlchemy==1.3.4 python-telegram-bot==11.1.0 arrow==0.14.2 From e8429bd2300e7f1cef2564f34a4da9134ab7391a Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 24 Jun 2019 15:24:07 +0000 Subject: [PATCH 413/417] Update sqlalchemy from 1.3.4 to 1.3.5 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index bc54c9a0a..a05bfd122 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,7 +1,7 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs ccxt==1.18.805 -SQLAlchemy==1.3.4 +SQLAlchemy==1.3.5 python-telegram-bot==11.1.0 arrow==0.14.2 cachetools==3.1.1 From 90ada0649ccee4b3296b9806be1ca7a74eac4a53 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 24 Jun 2019 15:24:08 +0000 Subject: [PATCH 414/417] Update wrapt from 1.11.1 to 1.11.2 --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index a05bfd122..6913217ff 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -7,7 +7,7 @@ arrow==0.14.2 cachetools==3.1.1 requests==2.22.0 urllib3==1.24.2 # pyup: ignore -wrapt==1.11.1 +wrapt==1.11.2 scikit-learn==0.21.2 joblib==0.13.2 jsonschema==3.0.1 From d6dbb21a343f6ad28249efb3e2fbaf769f16e4b8 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Mon, 24 Jun 2019 15:24:09 +0000 Subject: [PATCH 415/417] Update mypy from 0.701 to 0.710 --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index ce05b47f0..1232d4dd4 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -10,4 +10,4 @@ pytest-mock==1.10.4 pytest-asyncio==0.10.0 pytest-cov==2.7.1 coveralls==1.8.1 -mypy==0.701 +mypy==0.710 From e83f8941a19ba5282fdeed105c7475afbecd6f71 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 24 Jun 2019 19:20:42 +0200 Subject: [PATCH 416/417] Fix documentation grammar --- docs/data-analysis.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/data-analysis.md b/docs/data-analysis.md index 6d440ffa6..1940fa3e6 100644 --- a/docs/data-analysis.md +++ b/docs/data-analysis.md @@ -22,7 +22,7 @@ df.groupby("pair")["sell_reason"].value_counts() ``` -This will allow you to drill deeper into your backtest results, and perform analysis which would make the regular backtest-output very difficult to digest due to information overload. +This will allow you to drill deeper into your backtest results, and perform analysis which otherwise would make the regular backtest-output very difficult to digest due to information overload. If you have some ideas for interesting / helpful backtest data analysis ideas, please submit a Pull Request so the community can benefit from it. From 56e62948730fa65086c7018fabd3030669042128 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 24 Jun 2019 19:44:14 +0200 Subject: [PATCH 417/417] Version bump to 2019.6 --- freqtrade/__init__.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index 340d5b515..a5ae200d4 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -1,5 +1,5 @@ """ FreqTrade bot """ -__version__ = '0.18.5-dev' +__version__ = '2019.6' class DependencyException(Exception):