diff --git a/Dockerfile b/Dockerfile index 309763d2a..e959b9296 100644 --- a/Dockerfile +++ b/Dockerfile @@ -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 diff --git a/docs/installation.md b/docs/installation.md index 7a7719fc0..4de05c121 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -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 diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 87e354455..b30add71b 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -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, diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 8fb01d074..6eaa5008a 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -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') diff --git a/freqtrade/tests/test_dataframe.py b/freqtrade/tests/test_dataframe.py index ce144e118..dc030d630 100644 --- a/freqtrade/tests/test_dataframe.py +++ b/freqtrade/tests/test_dataframe.py @@ -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 diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py index 26932136a..e52500071 100644 --- a/freqtrade/tests/test_persistence.py +++ b/freqtrade/tests/test_persistence.py @@ -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 diff --git a/freqtrade/tests/test_talib.py b/freqtrade/tests/test_talib.py new file mode 100644 index 000000000..093c3023c --- /dev/null +++ b/freqtrade/tests/test_talib.py @@ -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]) diff --git a/install_ta-lib.sh b/install_ta-lib.sh index 21e69cbba..18e7b8bbb 100755 --- a/install_ta-lib.sh +++ b/install_ta-lib.sh @@ -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 .. diff --git a/requirements.txt b/requirements.txt index 7ea2242b8..56cf7d730 100644 --- a/requirements.txt +++ b/requirements.txt @@ -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