adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into pr/cyberjunky/6615

Browse Source
This commit is contained in:
Matthias 2022-04-10 09:22:03 +02:00
commit 2653d83fee
32 changed files with 371 additions and 107 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

21
.pre-commit-config.yaml Normal file
View File

@ -0,0 +1,21 @@
# See https://pre-commit.com for more information
# See https://pre-commit.com/hooks.html for more hooks
repos:
- repo: https://github.com/pycqa/flake8
rev: '4.0.1'
hooks:
- id: flake8
# stages: [push]
- repo: https://github.com/pre-commit/mirrors-mypy
rev: 'v0.942'
hooks:
- id: mypy
# stages: [push]
- repo: https://github.com/pycqa/isort
rev: '5.10.1'
hooks:
- id: isort
name: isort (python)
# stages: [push]

1
config_examples/config_full.example.json
View File

@ -182,6 +182,7 @@
"disable_dataframe_checks": false,
"strategy": "SampleStrategy",
"strategy_path": "user_data/strategies/",
"add_config_files": [],
"dataformat_ohlcv": "json",
"dataformat_trades": "jsongz"
}

24
docs/configuration.md
View File

@ -53,14 +53,33 @@ FREQTRADE__EXCHANGE__SECRET=<yourExchangeSecret>
Multiple configuration files can be specified and used by the bot or the bot can read its configuration parameters from the process standard input stream.
You can specify additional configuration files in `add_config_files`. Files specified in this parameter will be loaded and merged with the initial config file. The files are resolved relative to the initial configuration file.
This is similar to using multiple `--config` parameters, but simpler in usage as you don't have to specify all files for all commands.
!!! Tip "Use multiple configuration files to keep secrets secret"
You can use a 2nd configuration file containing your secrets. That way you can share your "primary" configuration file, while still keeping your API keys for yourself.
``` json title="user_data/config.json"
"add_config_files": [
"config-private.json"
]
```
``` bash
freqtrade trade --config user_data/config.json <...>
```
The 2nd file should only specify what you intend to override.
If a key is in more than one of the configurations, then the "last specified configuration" wins (in the above example, `config-private.json`).
For one-off commands, you can also use the below syntax by specifying multiple "--config" parameters.
``` bash
freqtrade trade --config user_data/config.json --config user_data/config-private.json <...>
```
The 2nd file should only specify what you intend to override.
If a key is in more than one of the configurations, then the "last specified configuration" wins (in the above example, `config-private.json`).
This is equivalent to the example above - but `config-private.json` is specified as cli argument.
## Configuration parameters
@ -175,6 +194,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. <br> **Datatype:** Boolean
| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. <br> **Datatype:** String
| `user_data_dir` | Directory containing user data. <br> *Defaults to `./user_data/`*. <br> **Datatype:** String
| `add_config_files` | Additional config files. These files will be loaded and merged with the current config file. The files are resolved relative to the initial file.<br> *Defaults to `[]`*. <br> **Datatype:** List of strings
| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
| `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
| `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean

3
docs/developer.md
View File

@ -26,6 +26,9 @@ Alternatively (e.g. if your system is not supported by the setup.sh script), fol
This will install all required tools for development, including `pytest`, `flake8`, `mypy`, and `coveralls`.
Then install the git hook scripts by running `pre-commit install`, so your changes will be verified locally before committing.
This avoids a lot of waiting for CI already, as some basic formatting checks are done locally on your machine.
Before opening a pull request, please familiarize yourself with our [Contributing Guidelines](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md).
### Devcontainer setup

5
docs/plotting.md
View File

@ -96,7 +96,7 @@ Strategy arguments:
Example:
``` bash
freqtrade plot-dataframe -p BTC/ETH
freqtrade plot-dataframe -p BTC/ETH --strategy AwesomeStrategy
```
The `-p/--pairs` argument can be used to specify pairs you would like to plot.
@ -107,9 +107,6 @@ 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).
!!! Tip
You will almost certainly want to specify a custom strategy! This can be done by adding `-s Classname` / `--strategy ClassName` to the command.
``` bash
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --indicators1 sma ema --indicators2 macd
```

5
docs/strategy-callbacks.md
View File

@ -88,10 +88,11 @@ Allows to define custom exit signals, indicating that specified position should
For example you could implement a 1:2 risk-reward ROI with `custom_exit()`.
Using custom_exit() signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
Using `custom_exit()` signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
!!! Note
Returning a (none-empty) `string` or `True` from this method is equal to setting exit signal on a candle at specified time. This method is not called when exit signal is set already, or if exit signals are disabled (`use_exit_signal=False` or `exit_profit_only=True` while profit is below `exit_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
Returning a (none-empty) `string` or `True` from this method is equal to setting exit signal on a candle at specified time. This method is not called when exit signal is set already, or if exit signals are disabled (`use_exit_signal=False`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
`custom_exit()` will ignore `exit_profit_only`, and will always be called unless `use_exit_signal=False`, even if there is a new enter signal.
An example of how we can use different indicators depending on the current profit and also exit trades that were open longer than one day:

5
docs/strategy_migration.md
View File

@ -9,7 +9,7 @@ You can use the quick summary as checklist. Please refer to the detailed section
## Quick summary / migration checklist
Note : `force_exit`, `force_enter`, `emergency_exit` are changed to `force_exit`, `force_enter`, `emergency_exit` respectively.
Note : `forcesell`, `forcebuy`, `emergencysell` are changed to `force_exit`, `force_enter`, `emergency_exit` respectively.
* Strategy methods:
* [`populate_buy_trend()` -> `populate_entry_trend()`](#populate_buy_trend)
@ -145,6 +145,9 @@ Please refer to the [Strategy documentation](strategy-customization.md#exit-sign
### `custom_sell`
`custom_sell` has been renamed to `custom_exit`.
It's now also being called for every iteration, independent of current profit and `exit_profit_only` settings.
``` python hl_lines="2"
class AwesomeStrategy(IStrategy):
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,

38
freqtrade/configuration/load_config.py
View File

@ -75,19 +75,41 @@ def load_config_file(path: str) -> Dict[str, Any]:
return config
def load_from_files(files: List[str]) -> Dict[str, Any]:
def load_from_files(files: List[str], base_path: Path = None, level: int = 0) -> Dict[str, Any]:
"""
Recursively load configuration files if specified.
Sub-files are assumed to be relative to the initial config.
"""
config: Dict[str, Any] = {}
if level > 5:
raise OperationalException("Config loop detected.")
if not files:
return deepcopy(MINIMAL_CONFIG)
files_loaded = []
# We expect here a list of config filenames
for path in files:
logger.info(f'Using config: {path} ...')
# Merge config options, overwriting old values
config = deep_merge_dicts(load_config_file(path), config)
for filename in files:
logger.info(f'Using config: {filename} ...')
if filename == '-':
# Immediately load stdin and return
return load_config_file(filename)
file = Path(filename)
if base_path:
# Prepend basepath to allow for relative assignments
file = base_path / file
config['config_files'] = files
config_tmp = load_config_file(str(file))
if 'add_config_files' in config_tmp:
config_sub = load_from_files(
config_tmp['add_config_files'], file.resolve().parent, level + 1)
files_loaded.extend(config_sub.get('config_files', []))
deep_merge_dicts(config_sub, config_tmp)
files_loaded.insert(0, str(file))
# Merge config options, overwriting prior values
config = deep_merge_dicts(config_tmp, config)
config['config_files'] = files_loaded
return config

17
freqtrade/constants.py
View File

@ -91,15 +91,14 @@ SUPPORTED_FIAT = [
]
MINIMAL_CONFIG = {
'stake_currency': '',
'dry_run': True,
'exchange': {
'name': '',
'key': '',
'secret': '',
'pair_whitelist': [],
'ccxt_async_config': {
'enableRateLimit': True,
"stake_currency": "",
"dry_run": True,
"exchange": {
"name": "",
"key": "",
"secret": "",
"pair_whitelist": [],
"ccxt_async_config": {
}
}
}

8
freqtrade/exchange/exchange.py
View File

@ -341,15 +341,11 @@ class Exchange:
return sorted(set([x['quote'] for _, x in markets.items()]))
def get_pair_quote_currency(self, pair: str) -> str:
"""
Return a pair's quote currency
"""
""" Return a pair's quote currency (base/quote:settlement) """
return self.markets.get(pair, {}).get('quote', '')
def get_pair_base_currency(self, pair: str) -> str:
"""
Return a pair's base currency
"""
""" Return a pair's base currency (base/quote:settlement) """
return self.markets.get(pair, {}).get('base', '')
def market_is_future(self, market: Dict[str, Any]) -> bool:

4
freqtrade/freqtradebot.py
View File

@ -598,6 +598,7 @@ class FreqtradeBot(LoggingMixin):
pair, price, stake_amount, trade_side, enter_tag, trade)
if not stake_amount:
logger.info(f"No stake amount to enter a trade for {pair}.")
return False
if pos_adjust:
@ -675,6 +676,7 @@ class FreqtradeBot(LoggingMixin):
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
base_currency = self.exchange.get_pair_base_currency(pair)
open_date = datetime.now(timezone.utc)
funding_fees = self.exchange.get_funding_fees(
pair=pair, amount=amount, is_short=is_short, open_date=open_date)
@ -682,6 +684,8 @@ class FreqtradeBot(LoggingMixin):
if trade is None:
trade = Trade(
pair=pair,
base_currency=base_currency,
stake_currency=self.config['stake_currency'],
stake_amount=stake_amount,
amount=amount,
is_open=True,

3
freqtrade/optimize/backtesting.py
View File

@ -726,6 +726,7 @@ class Backtesting:
if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
self.order_id_counter += 1
base_currency = self.exchange.get_pair_base_currency(pair)
amount = round((stake_amount / propose_rate) * leverage, 8)
is_short = (direction == 'short')
# Necessary for Margin trading. Disabled until support is enabled.
@ -738,6 +739,8 @@ class Backtesting:
id=self.trade_id_counter,
open_order_id=self.order_id_counter,
pair=pair,
base_currency=base_currency,
stake_currency=self.config['stake_currency'],
open_rate=propose_rate,
open_rate_requested=propose_rate,
open_date=current_time,

40
freqtrade/persistence/migrations.py
View File

@ -3,6 +3,8 @@ from typing import List
from sqlalchemy import inspect, text
from freqtrade.exceptions import OperationalException
logger = logging.getLogger(__name__)
@ -58,6 +60,8 @@ def migrate_trades_and_orders_table(
decl_base, inspector, engine,
trade_back_name: str, cols: List,
order_back_name: str, cols_order: List):
base_currency = get_column_def(cols, 'base_currency', 'null')
stake_currency = get_column_def(cols, 'stake_currency', 'null')
fee_open = get_column_def(cols, 'fee_open', 'fee')
fee_open_cost = get_column_def(cols, 'fee_open_cost', 'null')
fee_open_currency = get_column_def(cols, 'fee_open_currency', 'null')
@ -130,7 +134,7 @@ def migrate_trades_and_orders_table(
# Copy data back - following the correct schema
with engine.begin() as connection:
connection.execute(text(f"""insert into trades
(id, exchange, pair, is_open,
(id, exchange, pair, base_currency, stake_currency, is_open,
fee_open, fee_open_cost, fee_open_currency,
fee_close, fee_close_cost, fee_close_currency, open_rate,
open_rate_requested, close_rate, close_rate_requested, close_profit,
@ -142,7 +146,8 @@ def migrate_trades_and_orders_table(
trading_mode, leverage, liquidation_price, is_short,
interest_rate, funding_fees
)
select id, lower(exchange), pair,
select id, lower(exchange), pair, {base_currency} base_currency,
{stake_currency} stake_currency,
is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost,
{fee_open_currency} fee_open_currency, {fee_close} fee_close,
{fee_close_cost} fee_close_cost, {fee_close_currency} fee_close_currency,
@ -173,23 +178,6 @@ def migrate_trades_and_orders_table(
set_sequence_ids(engine, order_id, trade_id)
def migrate_open_orders_to_trades(engine):
with engine.begin() as connection:
connection.execute(text("""
insert into orders (ft_trade_id, ft_pair, order_id, ft_order_side, ft_is_open)
select id ft_trade_id, pair ft_pair, open_order_id,
case when close_rate_requested is null then 'buy'
else 'sell' end ft_order_side, 1 ft_is_open
from trades
where open_order_id is not null
union all
select id ft_trade_id, pair ft_pair, stoploss_order_id order_id,
'stoploss' ft_order_side, 1 ft_is_open
from trades
where stoploss_order_id is not null
"""))
def drop_orders_table(engine, table_back_name: str):
# Drop and recreate orders table as backup
# This drops foreign keys, too.
@ -230,7 +218,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
"""
inspector = inspect(engine)
cols = inspector.get_columns('trades')
cols_trades = inspector.get_columns('trades')
cols_orders = inspector.get_columns('orders')
tabs = get_table_names_for_table(inspector, 'trades')
table_back_name = get_backup_name(tabs, 'trades_bak')
@ -241,13 +229,17 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
# Migrates both trades and orders table!
# if ('orders' not in previous_tables
# or not has_column(cols_orders, 'leverage')):
if not has_column(cols, 'exit_order_status'):
if not has_column(cols_trades, 'base_currency'):
logger.info(f"Running database migration for trades - "
f"backup: {table_back_name}, {order_table_bak_name}")
migrate_trades_and_orders_table(
decl_base, inspector, engine, table_back_name, cols, order_table_bak_name, cols_orders)
decl_base, inspector, engine, table_back_name, cols_trades,
order_table_bak_name, cols_orders)
if 'orders' not in previous_tables and 'trades' in previous_tables:
logger.info('Moving open orders to Orders table.')
migrate_open_orders_to_trades(engine)
raise OperationalException(
"Your database seems to be very old. "
"Please update to freqtrade 2022.3 to migrate this database or "
"start with a fresh database.")
set_sqlite_to_wal(engine)

26
freqtrade/persistence/models.py
View File

@ -279,6 +279,8 @@ class LocalTrade():
exchange: str = ''
pair: str = ''
base_currency: str = ''
stake_currency: str = ''
is_open: bool = True
fee_open: float = 0.0
fee_open_cost: Optional[float] = None
@ -397,6 +399,26 @@ class LocalTrade():
else:
return "long"
@property
def safe_base_currency(self) -> str:
"""
Compatibility layer for asset - which can be empty for old trades.
"""
try:
return self.base_currency or self.pair.split('/')[0]
except IndexError:
return ''
@property
def safe_quote_currency(self) -> str:
"""
Compatibility layer for asset - which can be empty for old trades.
"""
try:
return self.stake_currency or self.pair.split('/')[1].split(':')[0]
except IndexError:
return ''
def __init__(self, **kwargs):
for key in kwargs:
setattr(self, key, kwargs[key])
@ -423,6 +445,8 @@ class LocalTrade():
return {
'trade_id': self.id,
'pair': self.pair,
'base_currency': self.safe_base_currency,
'quote_currency': self.safe_quote_currency,
'is_open': self.is_open,
'exchange': self.exchange,
'amount': round(self.amount, 8),
@ -1051,6 +1075,8 @@ class Trade(_DECL_BASE, LocalTrade):
exchange = Column(String(25), nullable=False)
pair = Column(String(25), nullable=False, index=True)
base_currency = Column(String(25), nullable=True)
stake_currency = Column(String(25), nullable=True)
is_open = Column(Boolean, nullable=False, default=True, index=True)
fee_open = Column(Float, nullable=False, default=0.0)
fee_open_cost = Column(Float, nullable=True)

2
freqtrade/rpc/api_server/api_schemas.py
View File

@ -203,6 +203,8 @@ class OrderSchema(BaseModel):
class TradeSchema(BaseModel):
trade_id: int
pair: str
base_currency: str
quote_currency: str
is_open: bool
is_short: bool
exchange: str

12
freqtrade/rpc/rpc.py
View File

@ -197,7 +197,6 @@ class RPC:
trade_dict = trade.to_json()
trade_dict.update(dict(
base_currency=self._freqtrade.config['stake_currency'],
close_profit=trade.close_profit if trade.close_profit is not None else None,
current_rate=current_rate,
current_profit=current_profit, # Deprecated
@ -223,6 +222,7 @@ class RPC:
def _rpc_status_table(self, stake_currency: str,
fiat_display_currency: str) -> Tuple[List, List, float]:
trades: List[Trade] = Trade.get_open_trades()
nonspot = self._config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT
if not trades:
raise RPCException('no active trade')
else:
@ -237,7 +237,7 @@ class RPC:
current_rate = NAN
trade_profit = trade.calc_profit(current_rate)
profit_str = f'{trade.calc_profit_ratio(current_rate):.2%}'
direction_str = 'S' if trade.is_short else 'L'
direction_str = ('S' if trade.is_short else 'L') if nonspot else ''
if self._fiat_converter:
fiat_profit = self._fiat_converter.convert_amount(
trade_profit,
@ -267,7 +267,11 @@ class RPC:
if self._fiat_converter:
profitcol += " (" + fiat_display_currency + ")"
columns = ['ID L/S', 'Pair', 'Since', profitcol]
columns = [
'ID L/S' if nonspot else 'ID',
'Pair',
'Since',
profitcol]
if self._config.get('position_adjustment_enable', False):
columns.append('# Entries')
return trades_list, columns, fiat_profit_sum
@ -791,7 +795,7 @@ class RPC:
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
return trade
else:
return None
raise RPCException(f'Failed to enter position for {pair}.')
def _rpc_delete(self, trade_id: int) -> Dict[str, Union[str, int]]:
"""

2
freqtrade/rpc/telegram.py
View File

@ -509,7 +509,7 @@ class Telegram(RPCHandler):
lines.append("*Open Order:* `{open_order}`")
lines_detail = self._prepare_entry_details(
r['orders'], r['base_currency'], r['is_open'])
r['orders'], r['quote_currency'], r['is_open'])
lines.extend(lines_detail if lines_detail else "")
# Filter empty lines using list-comprehension

16
freqtrade/strategy/interface.py
View File

@ -881,14 +881,10 @@ class IStrategy(ABC, HyperStrategyMixin):
current_rate = rate
current_profit = trade.calc_profit_ratio(current_rate)
if (self.exit_profit_only and current_profit <= self.exit_profit_offset):
# exit_profit_only and profit doesn't reach the offset - ignore sell signal
pass
elif self.use_exit_signal and not enter:
if exit_:
if self.use_exit_signal:
if exit_ and not enter:
exit_signal = ExitType.EXIT_SIGNAL
else:
trade_type = "exit_short" if trade.is_short else "sell"
custom_reason = strategy_safe_wrapper(self.custom_exit, default_retval=False)(
pair=trade.pair, trade=trade, current_time=current_time,
current_rate=current_rate, current_profit=current_profit)
@ -896,13 +892,17 @@ class IStrategy(ABC, HyperStrategyMixin):
exit_signal = ExitType.CUSTOM_EXIT
if isinstance(custom_reason, str):
if len(custom_reason) > CUSTOM_EXIT_MAX_LENGTH:
logger.warning(f'Custom {trade_type} reason returned from '
logger.warning(f'Custom exit reason returned from '
f'custom_exit is too long and was trimmed'
f'to {CUSTOM_EXIT_MAX_LENGTH} characters.')
custom_reason = custom_reason[:CUSTOM_EXIT_MAX_LENGTH]
else:
custom_reason = None
if exit_signal in (ExitType.CUSTOM_EXIT, ExitType.EXIT_SIGNAL):
if (
exit_signal == ExitType.CUSTOM_EXIT
or (exit_signal == ExitType.EXIT_SIGNAL
and (not self.exit_profit_only or current_profit > self.exit_profit_offset))
):
logger.debug(f"{trade.pair} - Sell signal received. "
f"exit_type=ExitType.{exit_signal.name}" +
(f", custom_reason={custom_reason}" if custom_reason else ""))

1
requirements-dev.txt
View File

@ -7,6 +7,7 @@ coveralls==3.3.1
flake8==4.0.1
flake8-tidy-imports==4.6.0
mypy==0.942
pre-commit==2.18.1
pytest==7.1.1
pytest-asyncio==0.18.3
pytest-cov==3.0.0

8
setup.sh
View File

@ -51,6 +51,7 @@ function updateenv() {
echo "pip install in-progress. Please wait..."
${PYTHON} -m pip install --upgrade pip
read -p "Do you want to install dependencies for dev [y/N]? "
dev=$REPLY
if [[ $REPLY =~ ^[Yy]$ ]]
then
REQUIREMENTS=requirements-dev.txt
@ -88,6 +89,13 @@ function updateenv() {
fi
echo "pip install completed"
echo
if [[ $dev =~ ^[Yy]$ ]]; then
${PYTHON} -m pre-commit install
if [ $? -ne 0 ]; then
echo "Failed installing pre-commit"
exit 1
fi
fi
}
# Install tab lib

8
tests/rpc/test_rpc.py
View File

@ -52,7 +52,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
assert results[0] == {
'trade_id': 1,
'pair': 'ETH/BTC',
'base_currency': 'BTC',
'base_currency': 'ETH',
'quote_currency': 'BTC',
'open_date': ANY,
'open_timestamp': ANY,
'is_open': ANY,
@ -135,7 +136,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
assert results[0] == {
'trade_id': 1,
'pair': 'ETH/BTC',
'base_currency': 'BTC',
'base_currency': 'ETH',
'quote_currency': 'BTC',
'open_date': ANY,
'open_timestamp': ANY,
'is_open': ANY,
@ -1230,8 +1232,8 @@ def test_rpc_force_entry(mocker, default_conf, ticker, fee, limit_buy_order_open
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
pair = 'TKN/BTC'
with pytest.raises(RPCException, match=r"Failed to enter position for TKN/BTC."):
trade = rpc._rpc_force_entry(pair, None)
assert trade is None
def test_rpc_force_entry_stopped(mocker, default_conf) -> None:

8
tests/rpc/test_rpc_apiserver.py
View File

@ -931,6 +931,8 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
'open_order': None,
'open_rate': 0.123,
'pair': 'ETH/BTC',
'base_currency': 'ETH',
'quote_currency': 'BTC',
'stake_amount': 0.001,
'stop_loss_abs': ANY,
'stop_loss_pct': ANY,
@ -1097,7 +1099,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
# Test creating trade
fbuy_mock = MagicMock(return_value=Trade(
pair='ETH/ETH',
pair='ETH/BTC',
amount=1,
amount_requested=1,
exchange='binance',
@ -1130,7 +1132,9 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
'open_date': ANY,
'open_timestamp': ANY,
'open_rate': 0.245441,
'pair': 'ETH/ETH',
'pair': 'ETH/BTC',
'base_currency': 'ETH',
'quote_currency': 'BTC',
'stake_amount': 1,
'stop_loss_abs': None,
'stop_loss_pct': None,

9
tests/rpc/test_rpc_telegram.py
View File

@ -184,7 +184,8 @@ def test_telegram_status(default_conf, update, mocker) -> None:
_rpc_trade_status=MagicMock(return_value=[{
'trade_id': 1,
'pair': 'ETH/BTC',
'base_currency': 'BTC',
'base_currency': 'ETH',
'quote_currency': 'BTC',
'open_date': arrow.utcnow(),
'close_date': None,
'open_rate': 1.099e-05,
@ -398,8 +399,8 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
fields = re.sub('[ ]+', ' ', line[2].strip()).split(' ')
assert int(fields[0]) == 1
assert 'L' in fields[1]
assert 'ETH/BTC' in fields[2]
# assert 'L' in fields[1]
assert 'ETH/BTC' in fields[1]
assert msg_mock.call_count == 1
@ -1253,7 +1254,7 @@ def test_force_exit_no_pair(default_conf, update, ticker, fee, mocker) -> None:
assert reduce(lambda acc, x: acc + len(x), keyboard, 0) == 5
assert keyboard[-1][0].text == "Cancel"
assert keyboard[1][0].callback_data == 'force_exit__2 L'
assert keyboard[1][0].callback_data == 'force_exit__2 '
update = MagicMock()
update.callback_query = MagicMock()
update.callback_query.data = keyboard[1][0].callback_data

2
tests/strategy/test_interface.py
View File

@ -523,7 +523,7 @@ def test_custom_exit(default_conf, fee, caplog) -> None:
assert res.exit_type == ExitType.CUSTOM_EXIT
assert res.exit_flag is True
assert res.exit_reason == 'h' * 64
assert log_has_re('Custom sell reason returned from custom_exit is too long.*', caplog)
assert log_has_re('Custom exit reason returned from custom_exit is too long.*', caplog)
@pytest.mark.parametrize('side', TRADE_SIDES)

29
tests/test_configuration.py
View File

@ -18,7 +18,8 @@ from freqtrade.configuration.deprecated_settings import (check_conflicting_setti
process_removed_setting,
process_temporary_deprecated_settings)
from freqtrade.configuration.environment_vars import flat_vars_to_nested_dict
from freqtrade.configuration.load_config import load_config_file, load_file, log_config_error_range
from freqtrade.configuration.load_config import (load_config_file, load_file, load_from_files,
log_config_error_range)
from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL, ENV_VAR_PREFIX
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
@ -206,6 +207,32 @@ def test_from_config(default_conf, mocker, caplog) -> None:
assert isinstance(validated_conf['user_data_dir'], Path)
def test_from_recursive_files(testdatadir) -> None:
files = testdatadir / "testconfigs/testconfig.json"
conf = Configuration.from_files([files])
assert conf
# Exchange comes from "the first config"
assert conf['exchange']
# Pricing comes from the 2nd config
assert conf['entry_pricing']
assert conf['entry_pricing']['price_side'] == "same"
assert conf['exit_pricing']
# The other key comes from pricing2, which is imported by pricing.json
assert conf['exit_pricing']['price_side'] == "other"
assert len(conf['config_files']) == 4
assert 'testconfig.json' in conf['config_files'][0]
assert 'test_pricing_conf.json' in conf['config_files'][1]
assert 'test_base_config.json' in conf['config_files'][2]
assert 'test_pricing2_conf.json' in conf['config_files'][3]
files = testdatadir / "testconfigs/recursive.json"
with pytest.raises(OperationalException, match="Config loop detected."):
load_from_files([files])
def test_print_config(default_conf, mocker, caplog) -> None:
conf1 = deepcopy(default_conf)
# Delete non-json elements from default_conf

8
tests/test_freqtradebot.py
View File

@ -3663,6 +3663,7 @@ def test_exit_profit_only(
})
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.custom_exit = MagicMock(return_value=None)
if exit_type == ExitType.EXIT_SIGNAL.value:
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
else:
@ -3671,10 +3672,15 @@ def test_exit_profit_only(
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_short = is_short
assert trade.is_short == is_short
oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_trade(oobj)
freqtrade.wallets.update()
if profit_only:
assert freqtrade.handle_trade(trade) is False
# Custom-exit is called
freqtrade.strategy.custom_exit.call_count == 1
patch_get_signal(freqtrade, enter_long=False, exit_short=is_short, exit_long=not is_short)
assert freqtrade.handle_trade(trade) is handle_first

102
tests/test_persistence.py
View File

@ -1209,6 +1209,27 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
create_table_order = """CREATE TABLE orders (
id INTEGER NOT NULL,
ft_trade_id INTEGER,
ft_order_side VARCHAR(25) NOT NULL,
ft_pair VARCHAR(25) NOT NULL,
ft_is_open BOOLEAN NOT NULL,
order_id VARCHAR(255) NOT NULL,
status VARCHAR(255),
symbol VARCHAR(25),
order_type VARCHAR(50),
side VARCHAR(25),
price FLOAT,
amount FLOAT,
filled FLOAT,
remaining FLOAT,
cost FLOAT,
order_date DATETIME,
order_filled_date DATETIME,
order_update_date DATETIME,
PRIMARY KEY (id)
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, stake_amount, amount, open_date,
stop_loss, initial_stop_loss, max_rate, ticker_interval,
@ -1222,15 +1243,66 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
stake=default_conf.get("stake_amount"),
amount=amount
)
insert_orders = f"""
insert into orders (
ft_trade_id,
ft_order_side,
ft_pair,
ft_is_open,
order_id,
status,
symbol,
order_type,
side,
price,
amount,
filled,
remaining,
cost)
values (
1,
'buy',
'ETC/BTC',
0,
'buy_order',
'closed',
'ETC/BTC',
'limit',
'buy',
0.00258580,
{amount},
{amount},
0,
{amount * 0.00258580}
),
(
1,
'stoploss',
'ETC/BTC',
0,
'stop_order_id222',
'closed',
'ETC/BTC',
'limit',
'sell',
0.00258580,
{amount},
{amount},
0,
{amount * 0.00258580}
)
"""
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
# Create table using the old format
with engine.begin() as connection:
connection.execute(text(create_table_old))
connection.execute(text(create_table_order))
connection.execute(text("create index ix_trades_is_open on trades(is_open)"))
connection.execute(text("create index ix_trades_pair on trades(pair)"))
connection.execute(text(insert_table_old))
connection.execute(text(insert_orders))
# fake previous backup
connection.execute(text("create table trades_bak as select * from trades"))
@ -1267,8 +1339,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.open_trade_value == trade._calc_open_trade_value()
assert trade.close_profit_abs is None
assert log_has("Moving open orders to Orders table.", caplog)
orders = Order.query.all()
orders = trade.orders
assert len(orders) == 2
assert orders[0].order_id == 'buy_order'
assert orders[0].ft_order_side == 'buy'
@ -1277,7 +1348,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert orders[1].ft_order_side == 'stoploss'
def test_migrate_mid_state(mocker, default_conf, fee, caplog):
def test_migrate_too_old(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
@ -1301,6 +1372,7 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
open_rate, stake_amount, amount, open_date)
VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
@ -1319,27 +1391,9 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
connection.execute(text(insert_table_old))
# Run init to test migration
with pytest.raises(OperationalException, match=r'Your database seems to be very old'):
init_db(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()
assert trade.fee_open == fee.return_value
assert trade.fee_close == fee.return_value
assert trade.open_rate_requested is None
assert trade.close_rate_requested is None
assert trade.is_open == 1
assert trade.amount == amount
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.open_trade_value == trade._calc_open_trade_value()
assert log_has("trying trades_bak0", caplog)
assert log_has("Running database migration for trades - backup: trades_bak0, orders_bak0",
caplog)
def test_migrate_get_last_sequence_ids():
engine = MagicMock()
@ -1561,6 +1615,8 @@ def test_to_json(fee):
assert result == {'trade_id': None,
'pair': 'ADA/USDT',
'base_currency': 'ADA',
'quote_currency': 'USDT',
'is_open': None,
'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
'open_timestamp': int(trade.open_date.timestamp() * 1000),
@ -1637,6 +1693,8 @@ def test_to_json(fee):
assert result == {'trade_id': None,
'pair': 'XRP/BTC',
'base_currency': 'XRP',
'quote_currency': 'BTC',
'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
'open_timestamp': int(trade.open_date.timestamp() * 1000),
'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"),

6
tests/testdata/testconfigs/recursive.json vendored Normal file
View File

@ -0,0 +1,6 @@
{
// This file fails as it's loading itself over and over
"add_config_files": [
"./recursive.json"
]
}

12
tests/testdata/testconfigs/test_base_config.json vendored Normal file
View File

@ -0,0 +1,12 @@
{
"stake_currency": "",
"dry_run": true,
"exchange": {
"name": "",
"key": "",
"secret": "",
"pair_whitelist": [],
"ccxt_async_config": {
}
}
}

18
tests/testdata/testconfigs/test_pricing2_conf.json vendored Normal file
View File

@ -0,0 +1,18 @@
{
"entry_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing":{
"price_side": "other",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0
}
}

21
tests/testdata/testconfigs/test_pricing_conf.json vendored Normal file
View File

@ -0,0 +1,21 @@
{
"entry_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing":{
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0
},
"add_config_files": [
"./test_pricing2_conf.json"
]
}

6
tests/testdata/testconfigs/testconfig.json vendored Normal file
View File

@ -0,0 +1,6 @@
{
"add_config_files": [
"test_base_config.json",
"test_pricing_conf.json"
]
}