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Merge branch 'develop' into ccxt-async

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This commit is contained in:
misagh 2018-08-09 13:04:01 +02:00
commit 280ead7bdb
9 changed files with 36 additions and 10 deletions
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1
Dockerfile
View File

@ -5,6 +5,7 @@ RUN apt-get update && apt-get -y install curl build-essential && apt-get clean
RUN curl -L http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz | \
tar xzvf - && \
cd ta-lib && \
sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && \
./configure && make && make install && \
cd .. && rm -rf ta-lib
ENV LD_LIBRARY_PATH /usr/local/lib

1
docs/installation.md
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@ -267,6 +267,7 @@ Official webpage: https://mrjbq7.github.io/ta-lib/install.html
wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
tar xvzf ta-lib-0.4.0-src.tar.gz
cd ta-lib
sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h
./configure --prefix=/usr
make
make install

4
freqtrade/constants.py
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@ -36,7 +36,7 @@ SUPPORTED_FIAT = [
"EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY",
"KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN",
"RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD",
"BTC", "ETH", "XRP", "LTC", "BCH", "USDT"
"BTC", "XBT", "ETH", "XRP", "LTC", "BCH", "USDT"
]
# Required json-schema for user specified config
@ -45,7 +45,7 @@ CONF_SCHEMA = {
'properties': {
'max_open_trades': {'type': 'integer', 'minimum': 0},
'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT', 'EUR', 'USD']},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
'stake_amount': {
"type": ["number", "string"],
"minimum": 0.0005,

2
freqtrade/persistence.py
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@ -82,7 +82,7 @@ def check_migrate(engine) -> None:
logger.info(f'trying {table_back_name}')
# Check for latest column
if not has_column(cols, 'max_rate'):
if not has_column(cols, 'ticker_interval'):
fee_open = get_column_def(cols, 'fee_open', 'fee')
fee_close = get_column_def(cols, 'fee_close', 'fee')
open_rate_requested = get_column_def(cols, 'open_rate_requested', 'null')

2
freqtrade/tests/test_dataframe.py
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@ -14,7 +14,7 @@ def load_dataframe_pair(pairs, strategy):
assert isinstance(pairs[0], str)
dataframe = ld[pairs[0]]
dataframe = strategy.analyze_ticker(dataframe, pairs[0])
dataframe = strategy.analyze_ticker(dataframe, {'pair': pairs[0]})
return dataframe

12
freqtrade/tests/test_persistence.py
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@ -404,6 +404,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
Test Database migration (starting with new pairformat)
"""
amount = 103.223
# Always create all columns apart from the last!
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
id INTEGER NOT NULL,
exchange VARCHAR NOT NULL,
@ -418,14 +419,21 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
open_date DATETIME NOT NULL,
close_date DATETIME,
open_order_id VARCHAR,
stop_loss FLOAT,
initial_stop_loss FLOAT,
max_rate FLOAT,
sell_reason VARCHAR,
strategy VARCHAR,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, stake_amount, amount, open_date)
open_rate, stake_amount, amount, open_date,
stop_loss, initial_stop_loss, max_rate)
VALUES ('binance', 'ETC/BTC', 1, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000')
'2019-11-28 12:44:24.000000',
0.0, 0.0, 0.0)
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount

16
freqtrade/tests/test_talib.py Normal file
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@ -0,0 +1,16 @@
import talib.abstract as ta
import pandas as pd
def test_talib_bollingerbands_near_zero_values():
inputs = pd.DataFrame([
{'close': 0.00000010},
{'close': 0.00000011},
{'close': 0.00000012},
{'close': 0.00000013},
{'close': 0.00000014}
])
bollinger = ta.BBANDS(inputs, matype=0, timeperiod=2)
assert (bollinger['upperband'][3] != bollinger['middleband'][3])

2
install_ta-lib.sh
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@ -1,6 +1,6 @@
if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then
tar zxvf ta-lib-0.4.0-src.tar.gz
cd ta-lib && ./configure && make && sudo make install && cd ..
cd ta-lib && sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && ./configure && make && sudo make install && cd ..
else
echo "TA-lib already installed, skipping download and build."
cd ta-lib && sudo make install && cd ..

6
requirements.txt
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@ -1,4 +1,4 @@
ccxt==1.17.63
ccxt==1.17.86
SQLAlchemy==1.2.10
python-telegram-bot==10.1.0
arrow==0.12.1
@ -6,13 +6,13 @@ cachetools==2.1.0
requests==2.19.1
urllib3==1.22
wrapt==1.10.11
pandas==0.23.3
pandas==0.23.4
scikit-learn==0.19.2
scipy==1.1.0
jsonschema==2.6.0
numpy==1.15.0
TA-Lib==0.4.17
pytest==3.7.0
pytest==3.7.1
pytest-mock==1.10.0
pytest-cov==2.5.1
pytest-asyncio==0.9.0