commit
27fcf62011
@ -1,10 +1,10 @@
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[MASTER]
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extension-pkg-whitelist=numpy,talib
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extension-pkg-whitelist=numpy,talib,talib.abstract
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[BASIC]
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good-names=logger
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ignore=vendor
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[TYPECHECK]
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ignored-modules=numpy,talib
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ignored-modules=numpy,talib,talib.abstract
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@ -4,14 +4,14 @@ Functions to analyze ticker data with indicators and produce buy and sell signal
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import logging
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from datetime import timedelta
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from enum import Enum
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from typing import List, Dict
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from typing import Dict, List
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import arrow
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import talib.abstract as ta
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from pandas import DataFrame, to_datetime
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from freqtrade.exchange import get_ticker_history
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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from freqtrade.exchange import get_ticker_history
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logger = logging.getLogger(__name__)
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@ -1,7 +1,8 @@
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import logging
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from typing import List, Dict, Optional
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from typing import Dict, List, Optional
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from bittrex.bittrex import Bittrex as _Bittrex, API_V2_0, API_V1_1
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from bittrex.bittrex import Bittrex as _Bittrex
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from bittrex.bittrex import API_V1_1, API_V2_0
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from requests.exceptions import ContentDecodingError
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from freqtrade import OperationalException
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@ -1,5 +1,5 @@
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from abc import ABC, abstractmethod
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from typing import List, Dict, Optional
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from typing import Dict, List, Optional
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class Exchange(ABC):
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@ -1,5 +1,6 @@
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import logging
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import time
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from pymarketcap import Pymarketcap
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logger = logging.getLogger(__name__)
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@ -5,21 +5,21 @@ import logging
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import sys
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import time
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import traceback
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import arrow
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from datetime import datetime
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from typing import Dict, Optional, List
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from typing import Dict, List, Optional
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import arrow
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import requests
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from requests.adapters import TimeoutSauce
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from cachetools import cached, TTLCache
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from freqtrade import __version__, exchange, persistence, rpc, DependencyException, \
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OperationalException
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from freqtrade.analyze import get_signal, SignalType
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from freqtrade.misc import State, get_state, update_state, parse_args, throttle, \
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load_config
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from freqtrade.persistence import Trade
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from freqtrade import (DependencyException, OperationalException, __version__,
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exchange, persistence, rpc)
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from freqtrade.analyze import SignalType, get_signal
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from freqtrade.fiat_convert import CryptoToFiatConverter
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from freqtrade.misc import (State, get_state, load_config, parse_args,
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throttle, update_state)
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from freqtrade.persistence import Trade
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logger = logging.getLogger('freqtrade')
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@ -197,11 +197,11 @@ def execute_sell(trade: Trade, limit: float) -> None:
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profit_trade = trade.calc_profit(rate=limit)
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message = '*{exchange}:* Selling [{pair}]({pair_url}) with limit `{limit:.8f}`'.format(
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exchange=trade.exchange,
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pair=trade.pair.replace('_', '/'),
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pair_url=exchange.get_pair_detail_url(trade.pair),
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limit=limit
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)
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exchange=trade.exchange,
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pair=trade.pair.replace('_', '/'),
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pair_url=exchange.get_pair_detail_url(trade.pair),
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limit=limit
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)
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# For regular case, when the configuration exists
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if 'stake_currency' in _CONF and 'fiat_display_currency' in _CONF:
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@ -213,12 +213,12 @@ def execute_sell(trade: Trade, limit: float) -> None:
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)
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message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f} {coin}`' \
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'` / {profit_fiat:.3f} {fiat})`'.format(
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gain="profit" if fmt_exp_profit > 0 else "loss",
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profit_percent=fmt_exp_profit,
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profit_coin=profit_trade,
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coin=_CONF['stake_currency'],
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profit_fiat=profit_fiat,
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fiat=_CONF['fiat_display_currency'],
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gain="profit" if fmt_exp_profit > 0 else "loss",
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profit_percent=fmt_exp_profit,
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profit_coin=profit_trade,
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coin=_CONF['stake_currency'],
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profit_fiat=profit_fiat,
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fiat=_CONF['fiat_display_currency'],
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)
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# Because telegram._forcesell does not have the configuration
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# Ignore the FIAT value and does not show the stake_currency as well
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@ -3,10 +3,10 @@ import enum
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import json
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import logging
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import time
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from typing import Any, Callable, List, Dict
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from typing import Any, Callable, Dict, List
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from jsonschema import validate, Draft4Validator
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from jsonschema.exceptions import best_match, ValidationError
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from jsonschema import Draft4Validator, validate
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from jsonschema.exceptions import ValidationError, best_match
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from wrapt import synchronized
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from freqtrade import __version__
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@ -57,8 +57,8 @@ def load_config(path: str) -> Dict:
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try:
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validate(conf, CONF_SCHEMA)
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return conf
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except ValidationError as ex:
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logger.fatal('Invalid configuration. See config.json.example. Reason: %s', ex)
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except ValidationError as exception:
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logger.fatal('Invalid configuration. See config.json.example. Reason: %s', exception)
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raise ValidationError(
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best_match(Draft4Validator(CONF_SCHEMA).iter_errors(conf)).message
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)
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@ -81,7 +81,7 @@ def throttle(func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
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return result
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def parse_args_common(args: List[str], description: str):
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def common_args_parser(description: str):
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"""
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Parses given common arguments and returns them as a parsed object.
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"""
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@ -117,11 +117,11 @@ def parse_args(args: List[str], description: str):
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Parses given arguments and returns an argparse Namespace instance.
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Returns None if a sub command has been selected and executed.
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"""
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parser = parse_args_common(args, description)
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parser = common_args_parser(description)
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parser.add_argument(
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'--dry-run-db',
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help='Force dry run to use a local DB "tradesv3.dry_run.sqlite" instead of memory DB. Work only if dry_run is \
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enabled.', # noqa
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help='Force dry run to use a local DB "tradesv3.dry_run.sqlite" \
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instead of memory DB. Work only if dry_run is enabled.',
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action='store_true',
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dest='dry_run_db',
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)
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@ -135,7 +135,8 @@ def parse_args(args: List[str], description: str):
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)
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parser.add_argument(
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'--dynamic-whitelist',
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help='dynamically generate and update whitelist based on 24h BaseVolume (Default 20 currencies)', # noqa
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help='dynamically generate and update whitelist \
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based on 24h BaseVolume (Default 20 currencies)', # noqa
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dest='dynamic_whitelist',
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const=20,
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type=int,
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@ -1,20 +1,19 @@
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# pragma pylint: disable=missing-docstring,W0212
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import logging
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from typing import Tuple, Dict
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from typing import Dict, Tuple
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import arrow
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from pandas import DataFrame, Series
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from tabulate import tabulate
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import freqtrade.misc as misc
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import freqtrade.optimize as optimize
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from freqtrade import exchange
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from freqtrade.analyze import populate_buy_trend, populate_sell_trend
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from freqtrade.exchange import Bittrex
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from freqtrade.main import min_roi_reached
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import freqtrade.misc as misc
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from freqtrade.optimize import preprocess
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import freqtrade.optimize as optimize
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from freqtrade.persistence import Trade
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logger = logging.getLogger(__name__)
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@ -122,20 +121,20 @@ def backtest(stake_amount: float, processed: Dict[str, DataFrame],
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if min_roi_reached(trade, row2.close, row2.date) or \
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(row2.sell == 1 and use_sell_signal) or \
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current_profit_percent <= stoploss:
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current_profit_btc = trade.calc_profit(rate=row2.close)
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lock_pair_until = row2.Index
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current_profit_btc = trade.calc_profit(rate=row2.close)
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lock_pair_until = row2.Index
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trades.append(
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(
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pair,
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current_profit_percent,
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current_profit_btc,
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row2.Index - row.Index,
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current_profit_btc > 0,
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current_profit_btc < 0
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)
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trades.append(
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(
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pair,
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current_profit_percent,
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current_profit_btc,
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row2.Index - row.Index,
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current_profit_btc > 0,
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current_profit_btc < 0
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)
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break
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)
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break
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labels = ['currency', 'profit_percent', 'profit_BTC', 'duration', 'profit', 'loss']
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return DataFrame.from_records(trades, columns=labels)
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@ -193,6 +192,6 @@ def start(args):
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use_sell_signal=config.get('experimental', {}).get('use_sell_signal', False)
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)
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logger.info(
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'\n==================================== BACKTESTING REPORT ====================================\n%s', # noqa
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'\n==================================== BACKTESTING REPORT ====================================\n%s', # noqa
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generate_text_table(data, results, config['stake_currency'], args.ticker_interval)
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)
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@ -11,10 +11,11 @@ from functools import reduce
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from math import exp
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from operator import itemgetter
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from hyperopt import fmin, tpe, hp, Trials, STATUS_OK, STATUS_FAIL, space_eval
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from hyperopt import STATUS_FAIL, STATUS_OK, Trials, fmin, hp, space_eval, tpe
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from hyperopt.mongoexp import MongoTrials
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from pandas import DataFrame
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from freqtrade import main # noqa
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from freqtrade import exchange, optimize
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from freqtrade.exchange import Bittrex
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from freqtrade.misc import load_config
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@ -194,7 +195,7 @@ def format_results(results: DataFrame):
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results.profit_percent.mean() * 100.0,
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results.profit_BTC.sum(),
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results.duration.mean() * 5,
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)
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)
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def buy_strategy_generator(params):
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@ -15,10 +15,10 @@ def hyperopt_optimize_conf() -> dict:
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'stake_currency': 'BTC',
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'stake_amount': 0.01,
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"minimal_roi": {
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'40': 0.0,
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'30': 0.01,
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'20': 0.02,
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'0': 0.04,
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'40': 0.0,
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'30': 0.01,
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'20': 0.02,
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'0': 0.04,
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},
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'stoploss': -0.10,
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"bid_strategy": {
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|
@ -1,10 +1,11 @@
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import logging
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from datetime import datetime
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from decimal import Decimal, getcontext
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from typing import Optional, Dict
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from typing import Dict, Optional
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import arrow
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from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine
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from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String,
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create_engine)
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from sqlalchemy.engine import Engine
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from sqlalchemy.ext.declarative import declarative_base
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from sqlalchemy.orm.scoping import scoped_session
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|
@ -1,21 +1,21 @@
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import logging
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import re
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from datetime import datetime, timedelta
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from decimal import Decimal
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from datetime import timedelta, datetime
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from typing import Callable, Any
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from typing import Any, Callable
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import arrow
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from pandas import DataFrame
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from sqlalchemy import and_, func, text
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from tabulate import tabulate
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from telegram import ParseMode, Bot, Update, ReplyKeyboardMarkup
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from telegram import Bot, ParseMode, ReplyKeyboardMarkup, Update
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from telegram.error import NetworkError, TelegramError
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from telegram.ext import CommandHandler, Updater
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from freqtrade import exchange, __version__
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from freqtrade.misc import get_state, State, update_state
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from freqtrade.persistence import Trade
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from freqtrade import __version__, exchange
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from freqtrade.fiat_convert import CryptoToFiatConverter
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from freqtrade.misc import State, get_state, update_state
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from freqtrade.persistence import Trade
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# Remove noisy log messages
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logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO)
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@ -255,7 +255,7 @@ def _daily(bot: Bot, update: Update) -> None:
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),
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symbol=_CONF['fiat_display_currency']
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)
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]
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]
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for key, value in profit_days.items()
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]
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stats = tabulate(stats,
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|
@ -2,10 +2,10 @@
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from datetime import datetime
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from unittest.mock import MagicMock
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import pytest
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import arrow
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import pytest
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from jsonschema import validate
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from telegram import Message, Chat, Update
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from telegram import Chat, Message, Update
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from freqtrade.misc import CONF_SCHEMA
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@ -20,10 +20,10 @@ def default_conf():
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"fiat_display_currency": "USD",
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"dry_run": True,
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"minimal_roi": {
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"40": 0.0,
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"30": 0.01,
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"20": 0.02,
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"0": 0.04
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"40": 0.0,
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"30": 0.01,
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"20": 0.02,
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"0": 0.04
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},
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"stoploss": -0.10,
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"unfilledtimeout": 600,
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|
@ -32,7 +32,7 @@ def _stub_config():
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'secret': ''}
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class Fake_bittrex():
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class FakeBittrex():
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def __init__(self, success=True):
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self.success = True # Believe in yourself
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self.result = None
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@ -145,7 +145,7 @@ def test_exchange_bittrex_fee():
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def test_exchange_bittrex_buy_good(mocker):
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wb = make_wrap_bittrex()
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fb = Fake_bittrex()
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fb = FakeBittrex()
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uuid = wb.buy('BTC_ETH', 1, 1)
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assert uuid == fb.fake_buysell_limit(1, 2, 3)['result']['uuid']
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@ -156,7 +156,7 @@ def test_exchange_bittrex_buy_good(mocker):
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def test_exchange_bittrex_sell_good(mocker):
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wb = make_wrap_bittrex()
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fb = Fake_bittrex()
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fb = FakeBittrex()
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uuid = wb.sell('BTC_ETH', 1, 1)
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assert uuid == fb.fake_buysell_limit(1, 2, 3)['result']['uuid']
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@ -167,7 +167,7 @@ def test_exchange_bittrex_sell_good(mocker):
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def test_exchange_bittrex_get_balance(mocker):
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wb = make_wrap_bittrex()
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fb = Fake_bittrex()
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fb = FakeBittrex()
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bal = wb.get_balance('BTC_ETH')
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assert bal == fb.fake_get_balance(1)['result']['Balance']
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@ -178,7 +178,7 @@ def test_exchange_bittrex_get_balance(mocker):
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def test_exchange_bittrex_get_balances():
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wb = make_wrap_bittrex()
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fb = Fake_bittrex()
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fb = FakeBittrex()
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bals = wb.get_balances()
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assert bals == fb.fake_get_balances()['result']
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@ -189,7 +189,7 @@ def test_exchange_bittrex_get_balances():
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def test_exchange_bittrex_get_ticker():
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wb = make_wrap_bittrex()
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fb = Fake_bittrex()
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fb = FakeBittrex()
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# Poll ticker, which updates the cache
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tick = wb.get_ticker('BTC_ETH')
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@ -210,7 +210,7 @@ def test_exchange_bittrex_get_ticker():
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def test_exchange_bittrex_get_ticker_bad():
|
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wb = make_wrap_bittrex()
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fb = Fake_bittrex()
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fb = FakeBittrex()
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fb.result = {'success': True,
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'result': {'Bid': 1}} # incomplete result
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with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
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@ -222,15 +222,15 @@ def test_exchange_bittrex_get_ticker_bad():
|
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wb.get_ticker('BTC_ETH')
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|
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|
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def test_exchange_bittrex_get_ticker_historyOne():
|
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def test_exchange_bittrex_get_ticker_history_one():
|
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wb = make_wrap_bittrex()
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Fake_bittrex()
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FakeBittrex()
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assert wb.get_ticker_history('BTC_ETH', 1)
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|
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def test_exchange_bittrex_get_ticker_history():
|
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wb = make_wrap_bittrex()
|
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fb = Fake_bittrex()
|
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fb = FakeBittrex()
|
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assert wb.get_ticker_history('BTC_ETH', 5)
|
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with pytest.raises(ValueError, match=r'.*Cannot parse tick_interval.*'):
|
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wb.get_ticker_history('BTC_ETH', 2)
|
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@ -253,7 +253,7 @@ def test_exchange_bittrex_get_ticker_history():
|
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|
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def test_exchange_bittrex_get_order():
|
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wb = make_wrap_bittrex()
|
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fb = Fake_bittrex()
|
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fb = FakeBittrex()
|
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order = wb.get_order('someUUID')
|
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assert order['id'] == 'ABC123'
|
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fb.success = False
|
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@ -263,7 +263,7 @@ def test_exchange_bittrex_get_order():
|
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|
||||
def test_exchange_bittrex_cancel_order():
|
||||
wb = make_wrap_bittrex()
|
||||
fb = Fake_bittrex()
|
||||
fb = FakeBittrex()
|
||||
wb.cancel_order('someUUID')
|
||||
with pytest.raises(btx.OperationalException, match=r'no such order'):
|
||||
fb.success = False
|
||||
@ -284,7 +284,7 @@ def test_exchange_get_pair_detail_url():
|
||||
|
||||
def test_exchange_get_markets():
|
||||
wb = make_wrap_bittrex()
|
||||
fb = Fake_bittrex()
|
||||
fb = FakeBittrex()
|
||||
x = wb.get_markets()
|
||||
assert x == ['__']
|
||||
with pytest.raises(btx.OperationalException, match=r'market gone'):
|
||||
@ -294,7 +294,7 @@ def test_exchange_get_markets():
|
||||
|
||||
def test_exchange_get_market_summaries():
|
||||
wb = make_wrap_bittrex()
|
||||
fb = Fake_bittrex()
|
||||
fb = FakeBittrex()
|
||||
assert ['sum'] == wb.get_market_summaries()
|
||||
with pytest.raises(btx.OperationalException, match=r'no summary'):
|
||||
fb.success = False
|
||||
@ -303,7 +303,7 @@ def test_exchange_get_market_summaries():
|
||||
|
||||
def test_exchange_get_wallet_health():
|
||||
wb = make_wrap_bittrex()
|
||||
fb = Fake_bittrex()
|
||||
fb = FakeBittrex()
|
||||
x = wb.get_wallet_health()
|
||||
assert x[0]['Currency'] == 'BTC_ETH'
|
||||
with pytest.raises(btx.OperationalException, match=r'bad health'):
|
||||
|
@ -6,7 +6,7 @@ from shutil import copyfile
|
||||
from freqtrade import exchange, optimize
|
||||
from freqtrade.exchange import Bittrex
|
||||
from freqtrade.optimize.__init__ import make_testdata_path, download_pairs,\
|
||||
download_backtesting_testdata, load_tickerdata_file
|
||||
download_backtesting_testdata, load_tickerdata_file
|
||||
|
||||
# Change this if modifying BTC_UNITEST testdatafile
|
||||
_btc_unittest_length = 13681
|
||||
|
@ -7,17 +7,17 @@ from freqtrade.main import refresh_whitelist, gen_pair_whitelist
|
||||
|
||||
def whitelist_conf():
|
||||
return {
|
||||
"stake_currency": "BTC",
|
||||
"exchange": {
|
||||
"pair_whitelist": [
|
||||
"BTC_ETH",
|
||||
"BTC_TKN",
|
||||
"BTC_TRST",
|
||||
"BTC_SWT",
|
||||
"BTC_BCC"
|
||||
'stake_currency': 'BTC',
|
||||
'exchange': {
|
||||
'pair_whitelist': [
|
||||
'BTC_ETH',
|
||||
'BTC_TKN',
|
||||
'BTC_TRST',
|
||||
'BTC_SWT',
|
||||
'BTC_BCC'
|
||||
],
|
||||
"pair_blacklist": [
|
||||
"BTC_BLK"
|
||||
'pair_blacklist': [
|
||||
'BTC_BLK'
|
||||
],
|
||||
},
|
||||
}
|
||||
@ -25,52 +25,51 @@ def whitelist_conf():
|
||||
|
||||
def get_market_summaries():
|
||||
return [{
|
||||
"MarketName": "BTC-TKN",
|
||||
"High": 0.00000919,
|
||||
"Low": 0.00000820,
|
||||
"Volume": 74339.61396015,
|
||||
"Last": 0.00000820,
|
||||
"BaseVolume": 1664,
|
||||
"TimeStamp": "2014-07-09T07:19:30.15",
|
||||
"Bid": 0.00000820,
|
||||
"Ask": 0.00000831,
|
||||
"OpenBuyOrders": 15,
|
||||
"OpenSellOrders": 15,
|
||||
"PrevDay": 0.00000821,
|
||||
"Created": "2014-03-20T06:00:00",
|
||||
"DisplayMarketName": ""
|
||||
}, {
|
||||
"MarketName": "BTC-ETH",
|
||||
"High": 0.00000072,
|
||||
"Low": 0.00000001,
|
||||
"Volume": 166340678.42280999,
|
||||
"Last": 0.00000005,
|
||||
"BaseVolume": 42,
|
||||
"TimeStamp": "2014-07-09T07:21:40.51",
|
||||
"Bid": 0.00000004,
|
||||
"Ask": 0.00000005,
|
||||
"OpenBuyOrders": 18,
|
||||
"OpenSellOrders": 18,
|
||||
"PrevDay": 0.00000002,
|
||||
"Created": "2014-05-30T07:57:49.637",
|
||||
"DisplayMarketName": ""
|
||||
}, {
|
||||
"MarketName": "BTC-BLK",
|
||||
"High": 0.00000072,
|
||||
"Low": 0.00000001,
|
||||
"Volume": 166340678.42280999,
|
||||
"Last": 0.00000005,
|
||||
"BaseVolume": 3,
|
||||
"TimeStamp": "2014-07-09T07:21:40.51",
|
||||
"Bid": 0.00000004,
|
||||
"Ask": 0.00000005,
|
||||
"OpenBuyOrders": 18,
|
||||
"OpenSellOrders": 18,
|
||||
"PrevDay": 0.00000002,
|
||||
"Created": "2014-05-30T07:57:49.637",
|
||||
"DisplayMarketName": ""
|
||||
}
|
||||
]
|
||||
'MarketName': 'BTC-TKN',
|
||||
'High': 0.00000919,
|
||||
'Low': 0.00000820,
|
||||
'Volume': 74339.61396015,
|
||||
'Last': 0.00000820,
|
||||
'BaseVolume': 1664,
|
||||
'TimeStamp': '2014-07-09T07:19:30.15',
|
||||
'Bid': 0.00000820,
|
||||
'Ask': 0.00000831,
|
||||
'OpenBuyOrders': 15,
|
||||
'OpenSellOrders': 15,
|
||||
'PrevDay': 0.00000821,
|
||||
'Created': '2014-03-20T06:00:00',
|
||||
'DisplayMarketName': ''
|
||||
}, {
|
||||
'MarketName': 'BTC-ETH',
|
||||
'High': 0.00000072,
|
||||
'Low': 0.00000001,
|
||||
'Volume': 166340678.42280999,
|
||||
'Last': 0.00000005,
|
||||
'BaseVolume': 42,
|
||||
'TimeStamp': '2014-07-09T07:21:40.51',
|
||||
'Bid': 0.00000004,
|
||||
'Ask': 0.00000005,
|
||||
'OpenBuyOrders': 18,
|
||||
'OpenSellOrders': 18,
|
||||
'PrevDay': 0.00000002,
|
||||
'Created': '2014-05-30T07:57:49.637',
|
||||
'DisplayMarketName': ''
|
||||
}, {
|
||||
'MarketName': 'BTC-BLK',
|
||||
'High': 0.00000072,
|
||||
'Low': 0.00000001,
|
||||
'Volume': 166340678.42280999,
|
||||
'Last': 0.00000005,
|
||||
'BaseVolume': 3,
|
||||
'TimeStamp': '2014-07-09T07:21:40.51',
|
||||
'Bid': 0.00000004,
|
||||
'Ask': 0.00000005,
|
||||
'OpenBuyOrders': 18,
|
||||
'OpenSellOrders': 18,
|
||||
'PrevDay': 0.00000002,
|
||||
'Created': '2014-05-30T07:57:49.637',
|
||||
'DisplayMarketName': ''
|
||||
}]
|
||||
|
||||
|
||||
def get_health():
|
||||
@ -95,7 +94,8 @@ def test_refresh_market_pair_not_in_whitelist(mocker):
|
||||
mocker.patch.dict('freqtrade.main._CONF', conf)
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
get_wallet_health=get_health)
|
||||
refreshedwhitelist = refresh_whitelist(conf['exchange']['pair_whitelist'] + ['BTC_XXX'])
|
||||
refreshedwhitelist = refresh_whitelist(
|
||||
conf['exchange']['pair_whitelist'] + ['BTC_XXX'])
|
||||
# List ordered by BaseVolume
|
||||
whitelist = ['BTC_ETH', 'BTC_TKN']
|
||||
# Ensure all except those in whitelist are removed
|
||||
@ -123,7 +123,8 @@ def test_refresh_whitelist_dynamic(mocker):
|
||||
get_market_summaries=get_market_summaries)
|
||||
# argument: use the whitelist dynamically by exchange-volume
|
||||
whitelist = ['BTC_TKN', 'BTC_ETH']
|
||||
refreshedwhitelist = refresh_whitelist(gen_pair_whitelist(conf['stake_currency']))
|
||||
refreshedwhitelist = refresh_whitelist(
|
||||
gen_pair_whitelist(conf['stake_currency']))
|
||||
assert whitelist == refreshedwhitelist
|
||||
|
||||
|
||||
|
@ -6,8 +6,9 @@ import arrow
|
||||
import pytest
|
||||
from pandas import DataFrame
|
||||
|
||||
from freqtrade.analyze import parse_ticker_dataframe, populate_buy_trend, populate_indicators, \
|
||||
get_signal, SignalType, populate_sell_trend
|
||||
from freqtrade.analyze import (SignalType, get_signal, parse_ticker_dataframe,
|
||||
populate_buy_trend, populate_indicators,
|
||||
populate_sell_trend)
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
|
@ -1,7 +1,7 @@
|
||||
import pandas
|
||||
|
||||
from freqtrade import analyze
|
||||
import freqtrade.optimize
|
||||
from freqtrade import analyze
|
||||
|
||||
_pairs = ['BTC_ETH']
|
||||
|
||||
|
@ -1,10 +1,11 @@
|
||||
# pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors, C0103
|
||||
|
||||
import time
|
||||
import pytest
|
||||
from unittest.mock import MagicMock
|
||||
|
||||
from freqtrade.fiat_convert import CryptoToFiatConverter, CryptoFiat
|
||||
import pytest
|
||||
|
||||
from freqtrade.fiat_convert import CryptoFiat, CryptoToFiatConverter
|
||||
|
||||
|
||||
def test_pair_convertion_object():
|
||||
|
@ -1,28 +1,27 @@
|
||||
# pragma pylint: disable=missing-docstring,C0103
|
||||
import copy
|
||||
import logging
|
||||
from unittest.mock import MagicMock
|
||||
|
||||
import arrow
|
||||
import pytest
|
||||
import requests
|
||||
import logging
|
||||
import arrow
|
||||
from sqlalchemy import create_engine
|
||||
|
||||
import freqtrade.main as main
|
||||
from freqtrade import DependencyException, OperationalException
|
||||
from freqtrade.analyze import SignalType
|
||||
from freqtrade.exchange import Exchanges
|
||||
from freqtrade.main import create_trade, handle_trade, init, \
|
||||
get_target_bid, _process, execute_sell, check_handle_timedout
|
||||
from freqtrade.misc import get_state, State
|
||||
from freqtrade.main import (_process, check_handle_timedout, create_trade,
|
||||
execute_sell, get_target_bid, handle_trade, init)
|
||||
from freqtrade.misc import State, get_state
|
||||
from freqtrade.persistence import Trade
|
||||
import freqtrade.main as main
|
||||
|
||||
|
||||
# Test that main() can start backtesting or hyperopt.
|
||||
# and also ensure we can pass some specific arguments
|
||||
# argument parsing is done in test_misc.py
|
||||
|
||||
def test_parse_args_backtesting(mocker):
|
||||
""" Test that main() can start backtesting or hyperopt.
|
||||
and also ensure we can pass some specific arguments
|
||||
argument parsing is done in test_misc.py """
|
||||
backtesting_mock = mocker.patch(
|
||||
'freqtrade.optimize.backtesting.start', MagicMock())
|
||||
with pytest.raises(SystemExit, match=r'0'):
|
||||
@ -269,7 +268,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
|
||||
assert trade.close_date is not None
|
||||
|
||||
|
||||
def test_handle_trade_roi(default_conf, ticker, limit_buy_order, mocker, caplog):
|
||||
def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
|
||||
default_conf.update({'experimental': {'use_sell_signal': True}})
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
|
||||
@ -301,7 +300,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, mocker, caplog)
|
||||
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
|
||||
|
||||
|
||||
def test_handle_trade_experimental(default_conf, ticker, limit_buy_order, mocker, caplog):
|
||||
def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
|
||||
default_conf.update({'experimental': {'use_sell_signal': True}})
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
|
||||
@ -353,7 +352,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
|
||||
handle_trade(trade)
|
||||
|
||||
|
||||
def test_check_handle_timedout_buy(default_conf, ticker, health, limit_buy_order_old, mocker):
|
||||
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
cancel_order_mock = MagicMock()
|
||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||
@ -385,7 +384,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, health, limit_buy_order
|
||||
assert len(trades) == 0
|
||||
|
||||
|
||||
def test_check_handle_timedout_sell(default_conf, ticker, health, limit_sell_order_old, mocker):
|
||||
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
cancel_order_mock = MagicMock()
|
||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||
@ -418,7 +417,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, health, limit_sell_ord
|
||||
|
||||
|
||||
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
|
||||
health, mocker):
|
||||
mocker):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
cancel_order_mock = MagicMock()
|
||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||
@ -624,54 +623,54 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
|
||||
|
||||
|
||||
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
|
||||
default_conf['experimental'] = {
|
||||
'use_sell_signal': True,
|
||||
'sell_profit_only': True,
|
||||
}
|
||||
default_conf['experimental'] = {
|
||||
'use_sell_signal': True,
|
||||
'sell_profit_only': True,
|
||||
}
|
||||
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
|
||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=MagicMock(return_value={
|
||||
'bid': 0.00000172,
|
||||
'ask': 0.00000173,
|
||||
'last': 0.00000172
|
||||
}),
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
|
||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=MagicMock(return_value={
|
||||
'bid': 0.00000172,
|
||||
'ask': 0.00000173,
|
||||
'last': 0.00000172
|
||||
}),
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
create_trade(0.001)
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
create_trade(0.001)
|
||||
|
||||
trade = Trade.query.first()
|
||||
trade.update(limit_buy_order)
|
||||
assert handle_trade(trade) is False
|
||||
trade = Trade.query.first()
|
||||
trade.update(limit_buy_order)
|
||||
assert handle_trade(trade) is False
|
||||
|
||||
|
||||
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
|
||||
default_conf['experimental'] = {
|
||||
'use_sell_signal': True,
|
||||
'sell_profit_only': False,
|
||||
}
|
||||
default_conf['experimental'] = {
|
||||
'use_sell_signal': True,
|
||||
'sell_profit_only': False,
|
||||
}
|
||||
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
|
||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=MagicMock(return_value={
|
||||
'bid': 0.00000172,
|
||||
'ask': 0.00000173,
|
||||
'last': 0.00000172
|
||||
}),
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
|
||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=MagicMock(return_value={
|
||||
'bid': 0.00000172,
|
||||
'ask': 0.00000173,
|
||||
'last': 0.00000172
|
||||
}),
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
create_trade(0.001)
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
create_trade(0.001)
|
||||
|
||||
trade = Trade.query.first()
|
||||
trade.update(limit_buy_order)
|
||||
assert handle_trade(trade) is True
|
||||
trade = Trade.query.first()
|
||||
trade.update(limit_buy_order)
|
||||
assert handle_trade(trade) is True
|
||||
|
@ -1,14 +1,14 @@
|
||||
# pragma pylint: disable=missing-docstring,C0103
|
||||
import argparse
|
||||
import json
|
||||
import time
|
||||
import argparse
|
||||
from copy import deepcopy
|
||||
|
||||
import pytest
|
||||
from jsonschema import ValidationError
|
||||
|
||||
from freqtrade.misc import throttle, parse_args, load_config,\
|
||||
parse_args_common
|
||||
from freqtrade.misc import (common_args_parser, load_config, parse_args,
|
||||
throttle)
|
||||
|
||||
|
||||
def test_throttle():
|
||||
@ -39,12 +39,10 @@ def test_throttle_with_assets():
|
||||
assert result == -1
|
||||
|
||||
|
||||
# Parse common command-line-arguments
|
||||
# used for all tools
|
||||
|
||||
# Parse common command-line-arguments. Used for all tools
|
||||
|
||||
def test_parse_args_none():
|
||||
args = parse_args_common([], '')
|
||||
args = common_args_parser('')
|
||||
assert isinstance(args, argparse.ArgumentParser)
|
||||
|
||||
|
||||
@ -87,12 +85,12 @@ def test_parse_args_invalid():
|
||||
|
||||
def test_parse_args_dynamic_whitelist():
|
||||
args = parse_args(['--dynamic-whitelist'], '')
|
||||
assert args.dynamic_whitelist is 20
|
||||
assert args.dynamic_whitelist == 20
|
||||
|
||||
|
||||
def test_parse_args_dynamic_whitelist_10():
|
||||
args = parse_args(['--dynamic-whitelist', '10'], '')
|
||||
assert args.dynamic_whitelist is 10
|
||||
assert args.dynamic_whitelist == 10
|
||||
|
||||
|
||||
def test_parse_args_dynamic_whitelist_invalid_values():
|
||||
|
@ -1,9 +1,10 @@
|
||||
# pragma pylint: disable=missing-docstring
|
||||
import os
|
||||
|
||||
import pytest
|
||||
|
||||
import os
|
||||
from freqtrade.exchange import Exchanges
|
||||
from freqtrade.persistence import init, Trade
|
||||
from freqtrade.persistence import Trade, init
|
||||
|
||||
|
||||
def test_init_create_session(default_conf, mocker):
|
||||
|
@ -6,11 +6,11 @@ import matplotlib # Install PYQT5 manually if you want to test this helper func
|
||||
matplotlib.use("Qt5Agg")
|
||||
import matplotlib.pyplot as plt
|
||||
from freqtrade import exchange, analyze
|
||||
from freqtrade.misc import parse_args_common
|
||||
from freqtrade.misc import common_args_parser
|
||||
|
||||
|
||||
def plot_parse_args(args ):
|
||||
parser = parse_args_common(args, 'Graph utility')
|
||||
parser = common_args_parser(args, 'Graph utility')
|
||||
parser.add_argument(
|
||||
'-p', '--pair',
|
||||
help = 'What currency pair',
|
||||
|
Loading…
Reference in New Issue
Block a user