Merge branch 'develop' into ccxt-async

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

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

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,

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')

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
 
 

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

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])

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 ..

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