diff --git a/.coveragerc b/.coveragerc index 95eea4f8f..4bd5b63fa 100644 --- a/.coveragerc +++ b/.coveragerc @@ -2,4 +2,5 @@ omit = scripts/* freqtrade/tests/* - freqtrade/vendor/* \ No newline at end of file + freqtrade/vendor/* + freqtrade/__main__.py diff --git a/.github/ISSUE_TEMPLATE.md b/.github/ISSUE_TEMPLATE.md index 2cbbc59cb..94d998310 100644 --- a/.github/ISSUE_TEMPLATE.md +++ b/.github/ISSUE_TEMPLATE.md @@ -1,15 +1,17 @@ ## Step 1: Have you search for this issue before posting it? -If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/gcarq/freqtrade/issues?q=is%3Aissue). +If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue). If it hasn't been reported, please create a new issue. ## Step 2: Describe your environment * Python Version: _____ (`python -V`) + * CCXT version: _____ (`pip freeze | grep ccxt`) * Branch: Master | Develop * Last Commit ID: _____ (`git log --format="%H" -n 1`) - + ## Step 3: Describe the problem: + *Explain the problem you have encountered* ### Steps to reproduce: diff --git a/.github/PULL_REQUEST_TEMPLATE.md b/.github/PULL_REQUEST_TEMPLATE.md index ae79dd8f0..20ef27f0f 100644 --- a/.github/PULL_REQUEST_TEMPLATE.md +++ b/.github/PULL_REQUEST_TEMPLATE.md @@ -1,5 +1,5 @@ Thank you for sending your pull request. But first, have you included -unit tests, and is your code PEP8 conformant? [More details](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md) +unit tests, and is your code PEP8 conformant? [More details](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md) ## Summary Explain in one sentence the goal of this PR diff --git a/.gitignore b/.gitignore index c1bb0be68..b52a31d8e 100644 --- a/.gitignore +++ b/.gitignore @@ -1,13 +1,14 @@ # Freqtrade rules freqtrade/tests/testdata/*.json hyperopt_conf.py -config.json +config*.json *.sqlite .hyperopt logfile.txt hyperopt_trials.pickle user_data/ freqtrade-plot.html +freqtrade-profit-plot.html # Byte-compiled / optimized / DLL files __pycache__/ @@ -90,3 +91,4 @@ target/ .vscode .pytest_cache/ +.mypy_cache/ diff --git a/.pyup.yml b/.pyup.yml new file mode 100644 index 000000000..a0833af39 --- /dev/null +++ b/.pyup.yml @@ -0,0 +1,4 @@ +# autogenerated pyup.io config file +# see https://pyup.io/docs/configuration/ for all available options + +schedule: every day diff --git a/.travis.yml b/.travis.yml index 6554f2095..88121945f 100644 --- a/.travis.yml +++ b/.travis.yml @@ -13,21 +13,22 @@ addons: install: - ./install_ta-lib.sh - export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH -- pip install --upgrade flake8 coveralls pytest-random-order +- pip install --upgrade flake8 coveralls pytest-random-order mypy - pip install -r requirements.txt - pip install -e . jobs: include: - - script: pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/ + - script: + - pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/ + - coveralls - script: - cp config.json.example config.json - - python freqtrade/main.py backtesting + - python freqtrade/main.py --datadir freqtrade/tests/testdata backtesting - script: - cp config.json.example config.json - - python freqtrade/main.py hyperopt -e 5 + - python freqtrade/main.py --datadir freqtrade/tests/testdata hyperopt -e 5 - script: flake8 freqtrade -after_success: -- coveralls + - script: mypy freqtrade notifications: slack: secure: 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 diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md index 967f57b65..b5b01e020 100644 --- a/CONTRIBUTING.md +++ b/CONTRIBUTING.md @@ -7,7 +7,7 @@ Feel like our bot is missing a feature? We welcome your pull requests! Few point conformant (max-line-length = 100). If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) -or in a [issue](https://github.com/gcarq/freqtrade/issues) before a PR. +or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR. **Before sending the PR:** @@ -42,4 +42,21 @@ pip3.6 install flake8 coveralls flake8 freqtrade ``` +We receive a lot of code that fails the `flake8` checks. +To help with that, we encourage you to install the git pre-commit +hook that will warn you when you try to commit code that fails these checks. +Guide for installing them is [here](http://flake8.pycqa.org/en/latest/user/using-hooks.html). +## 3. Test if all type-hints are correct + +**Install packages** (If not already installed) + +``` bash +pip3.6 install mypy +``` + +**Run mypy** + +``` bash +mypy freqtrade +``` diff --git a/README.md b/README.md index 1caa34a85..929d40292 100644 --- a/README.md +++ b/README.md @@ -1,14 +1,14 @@ # freqtrade -[![Build Status](https://travis-ci.org/gcarq/freqtrade.svg?branch=develop)](https://travis-ci.org/gcarq/freqtrade) -[![Coverage Status](https://coveralls.io/repos/github/gcarq/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/gcarq/freqtrade?branch=develop) -[![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/gcarq/freqtrade/maintainability) +[![Build Status](https://travis-ci.org/freqtrade/freqtrade.svg?branch=develop)](https://travis-ci.org/freqtrade/freqtrade) +[![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop) +[![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability) Simple High frequency trading bot for crypto currencies designed to support multi exchanges and be controlled via Telegram. -![freqtrade](https://raw.githubusercontent.com/gcarq/freqtrade/develop/docs/assets/freqtrade-screenshot.png) +![freqtrade](https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docs/assets/freqtrade-screenshot.png) ## Disclaimer This software is for educational purposes only. Do not risk money which @@ -22,33 +22,10 @@ expect. We strongly recommend you to have coding and Python knowledge. Do not hesitate to read the source code and understand the mechanism of this bot. -## Table of Contents -- [Features](#features) -- [Quick start](#quick-start) -- [Documentations](https://github.com/gcarq/freqtrade/blob/develop/docs/index.md) - - [Installation](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md) - - [Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) - - [Strategy Optimization](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md) - - [Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md) - - [Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md) -- [Support](#support) - - [Help](#help--slack) - - [Bugs](#bugs--issues) - - [Feature Requests](#feature-requests) - - [Pull Requests](#pull-requests) -- [Basic Usage](#basic-usage) - - [Bot commands](#bot-commands) - - [Telegram RPC commands](#telegram-rpc-commands) -- [Requirements](#requirements) - - [Min hardware required](#min-hardware-required) - - [Software requirements](#software-requirements) - -## Branches -The project is currently setup in two main branches: -- `develop` - This branch has often new features, but might also cause -breaking changes. -- `master` - This branch contains the latest stable release. The bot -'should' be stable on this branch, and is generally well tested. +## Exchange marketplaces supported +- [X] [Bittrex](https://bittrex.com/) +- [X] [Binance](https://www.binance.com/) +- [ ] [113 others to tests](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_ ## Features - [x] **Based on Python 3.6+**: For botting on any operating system - @@ -56,96 +33,68 @@ Windows, macOS and Linux - [x] **Persistence**: Persistence is achieved through sqlite - [x] **Dry-run**: Run the bot without playing money. - [x] **Backtesting**: Run a simulation of your buy/sell strategy. -- [x] **Strategy Optimization**: Optimize your buy/sell strategy -parameters with Hyperopts. -- [x] **Whitelist crypto-currencies**: Select which crypto-currency you -want to trade. -- [x] **Blacklist crypto-currencies**: Select which crypto-currency you -want to avoid. +- [x] **Strategy Optimization by machine learning**: Use machine learning to optimize your buy/sell +strategy parameters with real exchange data. +- [x] **Whitelist crypto-currencies**: Select which crypto-currency you want to trade. +- [x] **Blacklist crypto-currencies**: Select which crypto-currency you want to avoid. - [x] **Manageable via Telegram**: Manage the bot with Telegram -- [x] **Display profit/loss in fiat**: Display your profit/loss in -33 fiat. -- [x] **Daily summary of profit/loss**: Provide a daily summary - of your profit/loss. -- [x] **Performance status report**: Provide a performance status of -your current trades. +- [x] **Display profit/loss in fiat**: Display your profit/loss in 33 fiat. +- [x] **Daily summary of profit/loss**: Provide a daily summary of your profit/loss. +- [x] **Performance status report**: Provide a performance status of your current trades. -### Exchange supported -- [x] Bittrex -- [ ] Binance -- [ ] Others +## Table of Contents +- [Quick start](#quick-start) +- [Documentations](https://github.com/freqtrade/freqtrade/blob/develop/docs/index.md) + - [Installation](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md) + - [Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md) + - [Strategy Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md) + - [Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md) + - [Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md) +- [Basic Usage](#basic-usage) + - [Bot commands](#bot-commands) + - [Telegram RPC commands](#telegram-rpc-commands) +- [Support](#support) + - [Help](#help--slack) + - [Bugs](#bugs--issues) + - [Feature Requests](#feature-requests) + - [Pull Requests](#pull-requests) +- [Requirements](#requirements) + - [Min hardware required](#min-hardware-required) + - [Software requirements](#software-requirements) ## Quick start -This quick start section is a very short explanation on how to test the -bot in dry-run. We invite you to read the -[bot documentation](https://github.com/gcarq/freqtrade/blob/develop/docs/index.md) -to ensure you understand how the bot is working. - -### Easy installation -The script below will install all dependencies and help you to configure the bot. +Freqtrade provides a Linux/macOS script to install all dependencies and help you to configure the bot. ```bash -./setup.sh --install -``` - -### Manual installation -The following steps are made for Linux/MacOS environment - -**1. Clone the repo** -```bash -git clone git@github.com:gcarq/freqtrade.git +git clone git@github.com:freqtrade/freqtrade.git git checkout develop cd freqtrade +./setup.sh --install ``` -**2. Create the config file** -Switch `"dry_run": true,` -```bash -cp config.json.example config.json -vi config.json -``` -**3. Build your docker image and run it** -```bash -docker build -t freqtrade . -docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade -``` +_Windows installation is explained in [Installation doc](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md)_ -### Help / Slack -For any questions not covered by the documentation or for further -information about the bot, we encourage you to join our slack channel. -- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE). +## Documentation +We invite you to read the bot documentation to ensure you understand how the bot is working. +- [Index](https://github.com/freqtrade/freqtrade/blob/develop/docs/index.md) +- [Installation](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md) +- [Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md) +- [Bot usage](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md) + - [How to run the bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#bot-commands) + - [How to use Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands) + - [How to use Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands) +- [Strategy Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md) +- [Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md) +- [Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md) -### [Bugs / Issues](https://github.com/gcarq/freqtrade/issues?q=is%3Aissue) -If you discover a bug in the bot, please -[search our issue tracker](https://github.com/gcarq/freqtrade/issues?q=is%3Aissue) -first. If it hasn't been reported, please -[create a new issue](https://github.com/gcarq/freqtrade/issues/new) and -ensure you follow the template guide so that our team can assist you as -quickly as possible. - -### [Feature Requests](https://github.com/gcarq/freqtrade/labels/enhancement) -Have you a great idea to improve the bot you want to share? Please, -first search if this feature was not [already discussed](https://github.com/gcarq/freqtrade/labels/enhancement). -If it hasn't been requested, please -[create a new request](https://github.com/gcarq/freqtrade/issues/new) -and ensure you follow the template guide so that it does not get lost -in the bug reports. - -### [Pull Requests](https://github.com/gcarq/freqtrade/pulls) -Feel like our bot is missing a feature? We welcome your pull requests! -Please read our -[Contributing document](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md) -to understand the requirements before sending your pull-requests. - -**Important:** Always create your PR against the `develop` branch, not -`master`. ## Basic Usage ### Bot commands ```bash -usage: main.py [-h] [-v] [--version] [-c PATH] [--dry-run-db] [--datadir PATH] - [--dynamic-whitelist [INT]] +usage: main.py [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME] + [--strategy-path PATH] [--dynamic-whitelist [INT]] + [--dry-run-db] {backtesting,hyperopt} ... Simple High Frequency Trading Bot for crypto currencies @@ -161,23 +110,24 @@ optional arguments: --version show program's version number and exit -c PATH, --config PATH specify configuration file (default: config.json) - --dry-run-db Force dry run to use a local DB - "tradesv3.dry_run.sqlite" instead of memory DB. Work - only if dry_run is enabled. - --datadir PATH path to backtest data (default freqdata/tests/testdata + -d PATH, --datadir PATH + path to backtest data (default: + freqtrade/tests/testdata + -s NAME, --strategy NAME + specify strategy class name (default: DefaultStrategy) + --strategy-path PATH specify additional strategy lookup path --dynamic-whitelist [INT] dynamically generate and update whitelist based on 24h BaseVolume (Default 20 currencies) + --dry-run-db Force dry run to use a local DB + "tradesv3.dry_run.sqlite" instead of memory DB. Work + only if dry_run is enabled. ``` -More details on: -- [How to run the bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#bot-commands) -- [How to use Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands) -- [How to use Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands) - + ### Telegram RPC commands Telegram is not mandatory. However, this is a great way to control your bot. More details on our -[documentation](https://github.com/gcarq/freqtrade/blob/develop/docs/index.md) +[documentation](https://github.com/freqtrade/freqtrade/blob/develop/docs/index.md) - `/start`: Starts the trader - `/stop`: Stops the trader @@ -192,6 +142,48 @@ bot. More details on our - `/help`: Show help message - `/version`: Show version + +## Development branches +The project is currently setup in two main branches: +- `develop` - This branch has often new features, but might also cause +breaking changes. +- `master` - This branch contains the latest stable release. The bot +'should' be stable on this branch, and is generally well tested. + + +## Support +### Help / Slack +For any questions not covered by the documentation or for further +information about the bot, we encourage you to join our slack channel. +- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE). + +### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue) +If you discover a bug in the bot, please +[search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue) +first. If it hasn't been reported, please +[create a new issue](https://github.com/freqtrade/freqtrade/issues/new) and +ensure you follow the template guide so that our team can assist you as +quickly as possible. + +### [Feature Requests](https://github.com/freqtrade/freqtrade/labels/enhancement) +Have you a great idea to improve the bot you want to share? Please, +first search if this feature was not [already discussed](https://github.com/freqtrade/freqtrade/labels/enhancement). +If it hasn't been requested, please +[create a new request](https://github.com/freqtrade/freqtrade/issues/new) +and ensure you follow the template guide so that it does not get lost +in the bug reports. + +### [Pull Requests](https://github.com/freqtrade/freqtrade/pulls) +Feel like our bot is missing a feature? We welcome your pull requests! +Please read our +[Contributing document](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md) +to understand the requirements before sending your pull-requests. + +**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it. + +**Important:** Always create your PR against the `develop` branch, not +`master`. + ## Requirements ### Min hardware required diff --git a/config.json.example b/config.json.example index 2c464a925..e5bdc95b1 100644 --- a/config.json.example +++ b/config.json.example @@ -3,6 +3,7 @@ "stake_currency": "BTC", "stake_amount": 0.05, "fiat_display_currency": "USD", + "ticker_interval" : "5m", "dry_run": false, "unfilledtimeout": 600, "bid_strategy": { @@ -13,24 +14,25 @@ "key": "your_exchange_key", "secret": "your_exchange_secret", "pair_whitelist": [ - "BTC_ETH", - "BTC_LTC", - "BTC_ETC", - "BTC_DASH", - "BTC_ZEC", - "BTC_XLM", - "BTC_NXT", - "BTC_POWR", - "BTC_ADA", - "BTC_XMR" + "ETH/BTC", + "LTC/BTC", + "ETC/BTC", + "DASH/BTC", + "ZEC/BTC", + "XLM/BTC", + "NXT/BTC", + "POWR/BTC", + "ADA/BTC", + "XMR/BTC" ], "pair_blacklist": [ - "BTC_DOGE" + "DOGE/BTC" ] }, "experimental": { "use_sell_signal": false, - "sell_profit_only": false + "sell_profit_only": false, + "ignore_roi_if_buy_signal": false }, "telegram": { "enabled": true, diff --git a/config_full.json.example b/config_full.json.example index 1d9a48762..231384acc 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -4,7 +4,7 @@ "stake_amount": 0.05, "fiat_display_currency": "USD", "dry_run": false, - "ticker_interval": 5, + "ticker_interval": "5m", "minimal_roi": { "40": 0.0, "30": 0.01, @@ -21,30 +21,32 @@ "key": "your_exchange_key", "secret": "your_exchange_secret", "pair_whitelist": [ - "BTC_ETH", - "BTC_LTC", - "BTC_ETC", - "BTC_DASH", - "BTC_ZEC", - "BTC_XLM", - "BTC_NXT", - "BTC_POWR", - "BTC_ADA", - "BTC_XMR" + "ETH/BTC", + "LTC/BTC", + "ETC/BTC", + "DASH/BTC", + "ZEC/BTC", + "XLM/BTC", + "NXT/BTC", + "POWR/BTC", + "ADA/BTC", + "XMR/BTC" ], "pair_blacklist": [ - "BTC_DOGE" + "DOGE/BTC" ] }, "experimental": { "use_sell_signal": false, - "sell_profit_only": false + "sell_profit_only": false, + "ignore_roi_if_buy_signal": false }, "telegram": { "enabled": true, "token": "your_telegram_token", "chat_id": "your_telegram_chat_id" }, + "db_url": "sqlite:///tradesv3.sqlite", "initial_state": "running", "internals": { "process_throttle_secs": 5 diff --git a/docs/backtesting.md b/docs/backtesting.md index b8da09226..1efb46b43 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -1,137 +1,186 @@ # Backtesting + This page explains how to validate your strategy performance by using Backtesting. ## Table of Contents + - [Test your strategy with Backtesting](#test-your-strategy-with-backtesting) - [Understand the backtesting result](#understand-the-backtesting-result) ## Test your strategy with Backtesting + Now you have good Buy and Sell strategies, you want to test it against real data. This is what we call [backtesting](https://en.wikipedia.org/wiki/Backtesting). - Backtesting will use the crypto-currencies (pair) from your config file and load static tickers located in -[/freqtrade/tests/testdata](https://github.com/gcarq/freqtrade/tree/develop/freqtrade/tests/testdata). +[/freqtrade/tests/testdata](https://github.com/freqtrade/freqtrade/tree/develop/freqtrade/tests/testdata). If the 5 min and 1 min ticker for the crypto-currencies to test is not already in the `testdata` folder, backtesting will download them automatically. Testdata files will not be updated until you specify it. -The result of backtesting will confirm you if your bot as more chance to -make a profit than a loss. - +The result of backtesting will confirm you if your bot has better odds of making a profit than a loss. The backtesting is very easy with freqtrade. ### Run a backtesting against the currencies listed in your config file -**With 5 min tickers (Per default)** +#### With 5 min tickers (Per default) + ```bash python3 ./freqtrade/main.py backtesting --realistic-simulation ``` -**With 1 min tickers** +#### With 1 min tickers + ```bash -python3 ./freqtrade/main.py backtesting --realistic-simulation --ticker-interval 1 +python3 ./freqtrade/main.py backtesting --realistic-simulation --ticker-interval 1m ``` -**Reload your testdata files** +#### Update cached pairs with the latest data + ```bash python3 ./freqtrade/main.py backtesting --realistic-simulation --refresh-pairs-cached ``` -**With live data (do not alter your testdata files)** +#### With live data (do not alter your testdata files) + ```bash python3 ./freqtrade/main.py backtesting --realistic-simulation --live ``` -**Using a different on-disk ticker-data source** +#### Using a different on-disk ticker-data source + ```bash python3 ./freqtrade/main.py backtesting --datadir freqtrade/tests/testdata-20180101 ``` -**With a (custom) strategy file** -```bash -python3 ./freqtrade/main.py -s currentstrategy backtesting -``` -Where `-s currentstrategy` refers to a filename `currentstrategy.py` in `freqtrade/user_data/strategies` +#### With a (custom) strategy file + +```bash +python3 ./freqtrade/main.py -s TestStrategy backtesting +``` + +Where `-s TestStrategy` refers to the class name within the strategy file `test_strategy.py` found in the `freqtrade/user_data/strategies` directory + +#### Exporting trades to file -**Exporting trades to file** ```bash python3 ./freqtrade/main.py backtesting --export trades ``` -**Running backtest with smaller testset** +#### Exporting trades to file specifying a custom filename + +```bash +python3 ./freqtrade/main.py backtesting --export trades --export-filename=backtest_teststrategy.json +``` + +#### Running backtest with smaller testset + Use the `--timerange` argument to change how much of the testset you want to use. The last N ticks/timeframes will be used. Example: + ```bash python3 ./freqtrade/main.py backtesting --timerange=-200 ``` -***Advanced use of timerange*** +#### Advanced use of timerange + Doing `--timerange=-200` will get the last 200 timeframes from your inputdata. You can also specify specific dates, or a range span indexed by start and stop. The full timerange specification: + - Use last 123 tickframes of data: `--timerange=-123` - Use first 123 tickframes of data: `--timerange=123-` - Use tickframes from line 123 through 456: `--timerange=123-456` +- Use tickframes till 2018/01/31: `--timerange=-20180131` +- Use tickframes since 2018/01/31: `--timerange=20180131-` +- Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301` +- Use tickframes between POSIX timestamps 1527595200 1527618600: + `--timerange=1527595200-1527618600` +#### Downloading new set of ticker data -Incoming feature, not implemented yet: -- `--timerange=-20180131` -- `--timerange=20180101-` -- `--timerange=20180101-20181231` +To download new set of backtesting ticker data, you can use a download script. +If you are using Binance for example: -**Update testdata directory** -To update your testdata directory, or download into another testdata directory: -```bash -mkdir -p user_data/data/testdata-20180113 -cp freqtrade/tests/testdata/pairs.json user_data/data-20180113 -cd user_data/data-20180113 -``` - -Possibly edit pairs.json file to include/exclude pairs +- create a folder `user_data/data/binance` and copy `pairs.json` in that folder. +- update the `pairs.json` to contain the currency pairs you are interested in. ```bash -python3 freqtrade/tests/testdata/download_backtest_data.py -p pairs.json +mkdir -p user_data/data/binance +cp freqtrade/tests/testdata/pairs.json user_data/data/binance ``` -The script will read your pairs.json file, and download ticker data -into the current working directory. +Then run: +```bash +python scripts/download_backtest_data --exchange binance +``` -For help about backtesting usage, please refer to -[Backtesting commands](#backtesting-commands). +This will download ticker data for all the currency pairs you defined in `pairs.json`. + +- To use a different folder than the exchange specific default, use `--export user_data/data/some_directory`. +- To change the exchange used to download the tickers, use `--exchange`. Default is `bittrex`. +- To use `pairs.json` from some other folder, use `--pairs-file some_other_dir/pairs.json`. +- To download ticker data for only 10 days, use `--days 10`. +- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers. + +For help about backtesting usage, please refer to [Backtesting commands](#backtesting-commands). ## Understand the backtesting result + The most important in the backtesting is to understand the result. A backtesting result will look like that: + ``` -====================== BACKTESTING REPORT ================================ -pair buy count avg profit % total profit BTC avg duration --------- ----------- -------------- ------------------ -------------- -BTC_ETH 56 -0.67 -0.00075455 62.3 -BTC_LTC 38 -0.48 -0.00036315 57.9 -BTC_ETC 42 -1.15 -0.00096469 67.0 -BTC_DASH 72 -0.62 -0.00089368 39.9 -BTC_ZEC 45 -0.46 -0.00041387 63.2 -BTC_XLM 24 -0.88 -0.00041846 47.7 -BTC_NXT 24 0.68 0.00031833 40.2 -BTC_POWR 35 0.98 0.00064887 45.3 -BTC_ADA 43 -0.39 -0.00032292 55.0 -BTC_XMR 40 -0.40 -0.00032181 47.4 -TOTAL 419 -0.41 -0.00348593 52.9 +======================================== BACKTESTING REPORT ========================================= +| pair | buy count | avg profit % | total profit BTC | avg duration | profit | loss | +|:---------|------------:|---------------:|-------------------:|---------------:|---------:|-------:| +| ETH/BTC | 44 | 0.18 | 0.00159118 | 50.9 | 44 | 0 | +| LTC/BTC | 27 | 0.10 | 0.00051931 | 103.1 | 26 | 1 | +| ETC/BTC | 24 | 0.05 | 0.00022434 | 166.0 | 22 | 2 | +| DASH/BTC | 29 | 0.18 | 0.00103223 | 192.2 | 29 | 0 | +| ZEC/BTC | 65 | -0.02 | -0.00020621 | 202.7 | 62 | 3 | +| XLM/BTC | 35 | 0.02 | 0.00012877 | 242.4 | 32 | 3 | +| BCH/BTC | 12 | 0.62 | 0.00149284 | 50.0 | 12 | 0 | +| POWR/BTC | 21 | 0.26 | 0.00108215 | 134.8 | 21 | 0 | +| ADA/BTC | 54 | -0.19 | -0.00205202 | 191.3 | 47 | 7 | +| XMR/BTC | 24 | -0.43 | -0.00206013 | 120.6 | 20 | 4 | +| TOTAL | 335 | 0.03 | 0.00175246 | 157.9 | 315 | 20 | +2018-06-13 06:57:27,347 - freqtrade.optimize.backtesting - INFO - +====================================== LEFT OPEN TRADES REPORT ====================================== +| pair | buy count | avg profit % | total profit BTC | avg duration | profit | loss | +|:---------|------------:|---------------:|-------------------:|---------------:|---------:|-------:| +| ETH/BTC | 3 | 0.16 | 0.00009619 | 25.0 | 3 | 0 | +| LTC/BTC | 1 | -1.00 | -0.00020118 | 1085.0 | 0 | 1 | +| ETC/BTC | 2 | -1.80 | -0.00071933 | 1092.5 | 0 | 2 | +| DASH/BTC | 0 | nan | 0.00000000 | nan | 0 | 0 | +| ZEC/BTC | 3 | -4.27 | -0.00256826 | 1301.7 | 0 | 3 | +| XLM/BTC | 3 | -1.11 | -0.00066744 | 965.0 | 0 | 3 | +| BCH/BTC | 0 | nan | 0.00000000 | nan | 0 | 0 | +| POWR/BTC | 0 | nan | 0.00000000 | nan | 0 | 0 | +| ADA/BTC | 7 | -3.58 | -0.00503604 | 850.0 | 0 | 7 | +| XMR/BTC | 4 | -3.79 | -0.00303456 | 291.2 | 0 | 4 | +| TOTAL | 23 | -2.63 | -0.01213062 | 750.4 | 3 | 20 | + ``` +The 1st table will contain all trades the bot made. + +The 2nd table will contain all trades the bot had to `forcesell` at the end of the backtest period to prsent a full picture. +These trades are also included in the first table, but are extracted separately for clarity. + The last line will give you the overall performance of your strategy, here: + ``` TOTAL 419 -0.41 -0.00348593 52.9 ``` @@ -147,6 +196,7 @@ strategy, your sell strategy, and also by the `minimal_roi` and As for an example if your minimal_roi is only `"0": 0.01`. You cannot expect the bot to make more profit than 1% (because it will sell every time a trade will reach 1%). + ```json "minimal_roi": { "0": 0.01 @@ -159,6 +209,7 @@ profit. Hence, keep in mind that your performance is a mix of your strategies, your configuration, and the crypto-currency you have set up. ## Next step + Great, your strategy is profitable. What if the bot can give your the optimal parameters to use for your strategy? -Your next step is to learn [how to find optimal parameters with Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md) +Your next step is to learn [how to find optimal parameters with Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md) diff --git a/docs/bot-optimization.md b/docs/bot-optimization.md index b9ff3fe40..d7b628fd4 100644 --- a/docs/bot-optimization.md +++ b/docs/bot-optimization.md @@ -1,8 +1,10 @@ # Bot Optimization -This page explains where to customize your strategies, and add new -indicators. + +This page explains where to customize your strategies, and add new +indicators. ## Table of Contents + - [Install a custom strategy file](#install-a-custom-strategy-file) - [Customize your strategy](#change-your-strategy) - [Add more Indicator](#add-more-indicator) @@ -11,10 +13,12 @@ indicators. Since the version `0.16.0` the bot allows using custom strategy file. ## Install a custom strategy file -This is very simple. Copy paste your strategy file into the folder + +This is very simple. Copy paste your strategy file into the folder `user_data/strategies`. Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`: + 1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py` 2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name) @@ -23,12 +27,14 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy ``` ## Change your strategy -The bot includes a default strategy file. However, we recommend you to + +The bot includes a default strategy file. However, we recommend you to use your own file to not have to lose your parameters every time the default strategy file will be updated on Github. Put your custom strategy file into the folder `user_data/strategies`. A strategy file contains all the information needed to build a good strategy: + - Buy strategy rules - Sell strategy rules - Minimal ROI recommended @@ -37,26 +43,29 @@ A strategy file contains all the information needed to build a good strategy: The bot also include a sample strategy called `TestStrategy` you can update: `user_data/strategies/test_strategy.py`. You can test it with the parameter: `--strategy TestStrategy` - -```bash + +``` bash python3 ./freqtrade/main.py --strategy AwesomeStrategy ``` ### Specify custom strategy location + If you want to use a strategy from a different folder you can pass `--strategy-path` ```bash python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/folder ``` -**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py) +**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py) file as reference.** -### Buy strategy -Edit the method `populate_buy_trend()` into your strategy file to +### Buy strategy + +Edit the method `populate_buy_trend()` into your strategy file to update your buy strategy. -Sample from `user_data/strategies/test_strategy.py`: +Sample from `user_data/strategies/test_strategy.py`: + ```python def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: """ @@ -76,10 +85,11 @@ def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: ``` ### Sell strategy -Edit the method `populate_sell_trend()` into your strategy file to -update your sell strategy. -Sample from `user_data/strategies/test_strategy.py`: +Edit the method `populate_sell_trend()` into your strategy file to update your sell strategy. + +Sample from `user_data/strategies/test_strategy.py`: + ```python def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: """ @@ -98,11 +108,13 @@ def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: ``` ## Add more Indicator -As you have seen, buy and sell strategies need indicators. You can add + +As you have seen, buy and sell strategies need indicators. You can add more indicators by extending the list contained in the method `populate_indicators()` from your strategy file. Sample: + ```python def populate_indicators(dataframe: DataFrame) -> DataFrame: """ @@ -137,16 +149,25 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame: return dataframe ``` -**Want more indicators example?** -Look into the [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py). +### Want more indicator examples + +Look into the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py). Then uncomment indicators you need. - ### Where is the default strategy? -The default buy strategy is located in the file -[freqtrade/default_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/strategy/default_strategy.py). +The default buy strategy is located in the file +[freqtrade/default_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/strategy/default_strategy.py). + +### Further strategy ideas + +To get additional Ideas for strategies, head over to our [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk. +Feel free to use any of them as inspiration for your own strategies. +We're happy to accept Pull Requests containing new Strategies to that repo. + +We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) which is a great place to get and/or share ideas. ## Next step -Now you have a perfect strategy you probably want to backtesting it. -Your next step is to learn [How to use the Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md). + +Now you have a perfect strategy you probably want to backtest it. +Your next step is to learn [How to use the Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md). diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 0ed073933..25fc78f0a 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -9,9 +9,10 @@ it. ## Bot commands ``` -usage: main.py [-h] [-c PATH] [-v] [--version] [--dynamic-whitelist [INT]] - [--dry-run-db] - {backtesting,hyperopt} ... +usage: freqtrade [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME] + [--strategy-path PATH] [--dynamic-whitelist [INT]] + [--db-url PATH] + {backtesting,hyperopt} ... Simple High Frequency Trading Bot for crypto currencies @@ -26,17 +27,17 @@ optional arguments: --version show program's version number and exit -c PATH, --config PATH specify configuration file (default: config.json) + -d PATH, --datadir PATH + path to backtest data -s NAME, --strategy NAME specify strategy class name (default: DefaultStrategy) --strategy-path PATH specify additional strategy lookup path - --dry-run-db Force dry run to use a local DB - "tradesv3.dry_run.sqlite" instead of memory DB. Work - only if dry_run is enabled. - --datadir PATH - path to backtest data (default freqdata/tests/testdata --dynamic-whitelist [INT] dynamically generate and update whitelist based on 24h - BaseVolume (Default 20 currencies) + BaseVolume (default: 20) + --db-url PATH Override trades database URL, this is useful if + dry_run is enabled or in custom deployments (default: + sqlite:///tradesv3.sqlite) ``` ### How to use a different config file? @@ -66,7 +67,7 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy If the bot does not find your strategy file, it will display in an error message the reason (File not found, or errors in your code). -Learn more about strategy file in [optimize your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md). +Learn more about strategy file in [optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md). ### How to use --strategy-path? This parameter allows you to add an additional strategy lookup path, which gets @@ -100,14 +101,14 @@ python3 ./freqtrade/main.py --dynamic-whitelist 30 negative value (e.g -2), `--dynamic-whitelist` will use the default value (20). -### How to use --dry-run-db? +### How to use --db-url? When you run the bot in Dry-run mode, per default no transactions are stored in a database. If you want to store your bot actions in a DB -using `--dry-run-db`. This command will use a separate database file -`tradesv3.dry_run.sqlite` +using `--db-url`. This can also be used to specify a custom database +in production mode. Example command: ```bash -python3 ./freqtrade/main.py -c config.json --dry-run-db +python3 ./freqtrade/main.py -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite ``` @@ -116,21 +117,32 @@ python3 ./freqtrade/main.py -c config.json --dry-run-db Backtesting also uses the config specified via `-c/--config`. ``` -usage: freqtrade backtesting [-h] [-l] [-i INT] [--realistic-simulation] - [-r] +usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--realistic-simulation] + [--timerange TIMERANGE] [-l] [-r] [--export EXPORT] + [--export-filename EXPORTFILENAME] + optional arguments: -h, --help show this help message and exit - -l, --live using live data - -i INT, --ticker-interval INT - specify ticker interval in minutes (default: 5) + -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL + specify ticker interval (1m, 5m, 30m, 1h, 1d) --realistic-simulation uses max_open_trades from config to simulate real world limitations + --timerange TIMERANGE + specify what timerange of data to use. + -l, --live using live data -r, --refresh-pairs-cached - refresh the pairs files in tests/testdata with - the latest data from Bittrex. Use it if you want - to run your backtesting with up-to-date data. + refresh the pairs files in tests/testdata with the + latest data from the exchange. Use it if you want to + run your backtesting with up-to-date data. + --export EXPORT export backtest results, argument are: trades Example + --export=trades + --export-filename EXPORTFILENAME + Save backtest results to this filename requires + --export to be set as well Example --export- + filename=backtest_today.json (default: backtest- + result.json ``` ### How to use --refresh-pairs-cached parameter? @@ -148,26 +160,33 @@ the parameter `-l` or `--live`. ## Hyperopt commands -It is possible to use hyperopt for trading strategy optimization. -Hyperopt uses an internal json config return by `hyperopt_optimize_conf()` -located in `freqtrade/optimize/hyperopt_conf.py`. +To optimize your strategy, you can use hyperopt parameter hyperoptimization +to find optimal parameter values for your stategy. ``` -usage: freqtrade hyperopt [-h] [-e INT] [--use-mongodb] +usage: main.py hyperopt [-h] [-i TICKER_INTERVAL] [--realistic-simulation] + [--timerange TIMERANGE] [-e INT] + [-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]] optional arguments: -h, --help show this help message and exit + -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL + specify ticker interval (1m, 5m, 30m, 1h, 1d) + --realistic-simulation + uses max_open_trades from config to simulate real + world limitations + --timerange TIMERANGE specify what timerange of data to use. -e INT, --epochs INT specify number of epochs (default: 100) - --use-mongodb parallelize evaluations with mongodb (requires mongod - in PATH) - + -s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...], --spaces {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...] + Specify which parameters to hyperopt. Space separate + list. Default: all ``` ## A parameter missing in the configuration? All parameters for `main.py`, `backtesting`, `hyperopt` are referenced -in [misc.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/misc.py#L84) +in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L84) ## Next step The optimal strategy of the bot will change with time depending of the market trends. The next step is to -[optimize your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md). +[optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md). diff --git a/docs/configuration.md b/docs/configuration.md index 311205dad..5279ed06e 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -16,31 +16,40 @@ The table below will list all configuration parameters. |----------|---------|----------|-------------| | `max_open_trades` | 3 | Yes | Number of trades open your bot will have. | `stake_currency` | BTC | Yes | Crypto-currency used for trading. -| `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. -| `ticker_interval` | [1, 5, 30, 60, 1440] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Defaut is 5 minutes +| `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to 'unlimited' to allow the bot to use all avaliable balance. +| `ticker_interval` | [1m, 5m, 30m, 1h, 1d] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Default is 5 minutes | `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below. | `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode. | `minimal_roi` | See below | No | Set the threshold in percent the bot will use to sell a trade. More information below. If set, this parameter will override `minimal_roi` from your strategy file. | `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. If set, this parameter will override `stoploss` from your strategy file. | `unfilledtimeout` | 0 | No | How long (in minutes) the bot will wait for an unfilled order to complete, after which the order will be cancelled. | `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below. -| `exchange.name` | bittrex | Yes | Name of the exchange class to use. +| `exchange.name` | bittrex | Yes | Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). | `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode. | `exchange.secret` | secret | No | API secret to use for the exchange. Only required when you are in production mode. | `exchange.pair_whitelist` | [] | No | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param. | `exchange.pair_blacklist` | [] | No | List of currency the bot must avoid. Useful when using `--dynamic-whitelist` param. | `experimental.use_sell_signal` | false | No | Use your sell strategy in addition of the `minimal_roi`. | `experimental.sell_profit_only` | false | No | waits until you have made a positive profit before taking a sell decision. +| `experimental.ignore_roi_if_buy_signal` | false | No | Does not sell if the buy-signal is still active. Takes preference over `minimal_roi` and `use_sell_signal` | `telegram.enabled` | true | Yes | Enable or not the usage of Telegram. | `telegram.token` | token | No | Your Telegram bot token. Only required if `telegram.enabled` is `true`. | `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. +| `db_url` | `sqlite:///tradesv3.sqlite` | No | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`. | `initial_state` | running | No | Defines the initial application state. More information below. | `strategy` | DefaultStrategy | No | Defines Strategy class to use. | `strategy_path` | null | No | Adds an additional strategy lookup path (must be a folder). | `internals.process_throttle_secs` | 5 | Yes | Set the process throttle. Value in second. The definition of each config parameters is in -[misc.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/misc.py#L205). +[misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L205). + +### Understand stake_amount +`stake_amount` is an amount of crypto-currency your bot will use for each trade. +The minimal value is 0.0005. If there is not enough crypto-currency in +the account an exception is generated. +To allow the bot to trade all the avaliable `stake_currency` in your account set `stake_amount` = `unlimited`. +In this case a trade amount is calclulated as `currency_balanse / (max_open_trades - current_open_trades)`. ### Understand minimal_roi `minimal_roi` is a JSON object where the key is a duration @@ -73,15 +82,35 @@ value. This parameter is optional. If you use it, it will take over the Possible values are `running` or `stopped`. (default=`running`) If the value is `stopped` the bot has to be started with `/start` first. +### Understand process_throttle_secs +`process_throttle_secs` is an optional field that defines in seconds how long the bot should wait +before asking the strategy if we should buy or a sell an asset. After each wait period, the strategy is asked again for +every opened trade wether or not we should sell, and for all the remaining pairs (either the dynamic list of pairs or +the static list of pairs) if we should buy. + ### Understand ask_last_balance `ask_last_balance` sets the bidding price. Value `0.0` will use `ask` price, `1.0` will use the `last` price and values between those interpolate between ask and last price. Using `ask` price will guarantee quick success in bid, but bot will also end up paying more then would probably have been necessary. +### What values for exchange.name? +Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports 115 cryptocurrency +exchange markets and trading APIs. The complete up-to-date list can be found in the +[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python). However, the bot was tested +with only Bittrex and Binance. + +The bot was tested with the following exchanges: +- [Bittrex](https://bittrex.com/): "bittrex" +- [Binance](https://www.binance.com/): "binance" + +Feel free to test other exchanges and submit your PR to improve the bot. + ### What values for fiat_display_currency? -`fiat_display_currency` set the fiat to use for the conversion form coin to fiat in Telegram. -The valid value are: "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD". +`fiat_display_currency` set the base currency to use for the conversion from coin to fiat in Telegram. +The valid values are: "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD". +In addition to central bank currencies, a range of cryto currencies are supported. +The valid values are: "BTC", "ETH", "XRP", "LTC", "BCH", "USDT". ## Switch to dry-run mode We recommend starting the bot in dry-run mode to see how your bot will @@ -91,12 +120,13 @@ creating trades. ### To switch your bot in Dry-run mode: 1. Edit your `config.json` file -2. Switch dry-run to true +2. Switch dry-run to true and specify db_url for a persistent db ```json "dry_run": true, +"db_url": "sqlite///tradesv3.dryrun.sqlite", ``` -3. Remove your Bittrex API key (change them by fake api credentials) +3. Remove your Exchange API key (change them by fake api credentials) ```json "exchange": { "name": "bittrex", @@ -117,24 +147,23 @@ you run it in production mode. ### To switch your bot in production mode: 1. Edit your `config.json` file -2. Switch dry-run to false +2. Switch dry-run to false and don't forget to adapt your database URL if set ```json "dry_run": false, ``` -3. Insert your Bittrex API key (change them by fake api keys) +3. Insert your Exchange API key (change them by fake api keys) ```json "exchange": { "name": "bittrex", "key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b", "secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5", ... -} +} ``` If you have not your Bittrex API key yet, -[see our tutorial](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md). - +[see our tutorial](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md). ## Next step Now you have configured your config.json, the next step is to -[start your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md). +[start your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md). diff --git a/docs/faq.md b/docs/faq.md index b3f15613a..31a302067 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -27,7 +27,7 @@ like pauses. You can stop your bot, adjust settings and start it again. #### I want to improve the bot with a new strategy That's great. We have a nice backtesting and hyperoptimizing setup. See -the tutorial [here|Testing-new-strategies-with-Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands). +the tutorial [here|Testing-new-strategies-with-Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands). #### Is there a setting to only SELL the coins being held and not perform anymore BUYS? diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 0bfa9ae2d..2ad94896a 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -9,18 +9,17 @@ parameters with Hyperopt. - [Advanced Hyperopt notions](#advanced-notions) - [Understand the Guards and Triggers](#understand-the-guards-and-triggers) - [Execute Hyperopt](#execute-hyperopt) - - [Hyperopt with MongoDB](#hyperopt-with-mongoDB) - [Understand the hyperopts result](#understand-the-backtesting-result) ## Prepare Hyperopt Before we start digging in Hyperopt, we recommend you to take a look at -your strategy file located into [user_data/strategies/](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py) +your strategy file located into [user_data/strategies/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py) ### 1. Configure your Guards and Triggers There are two places you need to change in your strategy file to add a new buy strategy for testing: -- Inside [populate_buy_trend()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L278-L294). -- Inside [hyperopt_space()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297) known as `SPACE`. +- Inside [populate_buy_trend()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L278-L294). +- Inside [hyperopt_space()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297) known as `SPACE`. There you have two different type of indicators: 1. `guards` and 2. `triggers`. @@ -110,13 +109,13 @@ cannot use your config file. It is also made on purpose to allow you testing your strategy with different configurations. The Hyperopt configuration is located in -[user_data/hyperopt_conf.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/hyperopt_conf.py). +[user_data/hyperopt_conf.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopt_conf.py). ## Advanced notions ### Understand the Guards and Triggers When you need to add the new guards and triggers to be hyperopt -parameters, you do this by adding them into the [hyperopt_space()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297). +parameters, you do this by adding them into the [hyperopt_space()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297). If it's a trigger, you add one line to the 'trigger' choice group and that's it. @@ -194,41 +193,6 @@ Legal values are: - `stoploss`: search for the best stoploss value - space-separated list of any of the above values for example `--spaces roi stoploss` -### Hyperopt with MongoDB -Hyperopt with MongoDB, is like Hyperopt under steroids. As you saw by -executing the previous command is the execution takes a long time. -To accelerate it you can use hyperopt with MongoDB. - -To run hyperopt with MongoDb you will need 3 terminals. - -**Terminal 1: Start MongoDB** -```bash -cd -source .env/bin/activate -python3 scripts/start-mongodb.py -``` - -**Terminal 2: Start Hyperopt worker** -```bash -cd -source .env/bin/activate -python3 scripts/start-hyperopt-worker.py -``` - -**Terminal 3: Start Hyperopt with MongoDB** -```bash -cd -source .env/bin/activate -python3 ./freqtrade/main.py -c config.json hyperopt --use-mongodb -``` - -**Re-run an Hyperopt** -To re-run Hyperopt you have to delete the existing MongoDB table. -```bash -cd -rm -rf .hyperopt/mongodb/ -``` - ## Understand the hyperopts result Once Hyperopt is completed you can use the result to adding new buy signal. Given following result from hyperopt: @@ -312,4 +276,4 @@ def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: ## Next step Now you have a perfect bot and want to control it from Telegram. Your -next step is to learn the [Telegram usage](https://github.com/gcarq/freqtrade/blob/develop/docs/telegram-usage.md). +next step is to learn the [Telegram usage](https://github.com/freqtrade/freqtrade/blob/develop/docs/telegram-usage.md). diff --git a/docs/index.md b/docs/index.md index ed940d132..afde2d5eb 100644 --- a/docs/index.md +++ b/docs/index.md @@ -6,27 +6,27 @@ Pull-request. Do not hesitate to reach us on if you do not find the answer to your questions. ## Table of Contents -- [Pre-requisite](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md) - - [Setup your Bittrex account](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-bittrex-account) - - [Setup your Telegram bot](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-telegram-bot) -- [Bot Installation](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md) - - [Install with Docker (all platforms)](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#docker) - - [Install on Linux Ubuntu](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#21-linux---ubuntu-1604) - - [Install on MacOS](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#23-macos-installation) - - [Install on Windows](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#windows) -- [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) -- [Bot usage (Start your bot)](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md) - - [Bot commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#bot-commands) - - [Backtesting commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands) - - [Hyperopt commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands) -- [Bot Optimization](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md) - - [Change your strategy](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md#change-your-strategy) - - [Add more Indicator](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md#add-more-indicator) - - [Test your strategy with Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md) - - [Find optimal parameters with Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md) -- [Control the bot with telegram](https://github.com/gcarq/freqtrade/blob/develop/docs/telegram-usage.md) -- [Contribute to the project](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md) - - [How to contribute](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md) - - [Run tests & Check PEP8 compliance](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md) -- [FAQ](https://github.com/gcarq/freqtrade/blob/develop/docs/faq.md) - - [SQL cheatsheet](https://github.com/gcarq/freqtrade/blob/develop/docs/sql_cheatsheet.md) \ No newline at end of file +- [Pre-requisite](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md) + - [Setup your Bittrex account](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-bittrex-account) + - [Setup your Telegram bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-telegram-bot) +- [Bot Installation](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md) + - [Install with Docker (all platforms)](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#docker) + - [Install on Linux Ubuntu](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#21-linux---ubuntu-1604) + - [Install on MacOS](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#23-macos-installation) + - [Install on Windows](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#windows) +- [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md) +- [Bot usage (Start your bot)](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md) + - [Bot commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#bot-commands) + - [Backtesting commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands) + - [Hyperopt commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands) +- [Bot Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md) + - [Change your strategy](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#change-your-strategy) + - [Add more Indicator](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#add-more-indicator) + - [Test your strategy with Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md) + - [Find optimal parameters with Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md) +- [Control the bot with telegram](https://github.com/freqtrade/freqtrade/blob/develop/docs/telegram-usage.md) +- [Contribute to the project](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md) + - [How to contribute](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md) + - [Run tests & Check PEP8 compliance](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md) +- [FAQ](https://github.com/freqtrade/freqtrade/blob/develop/docs/faq.md) + - [SQL cheatsheet](https://github.com/freqtrade/freqtrade/blob/develop/docs/sql_cheatsheet.md) diff --git a/docs/installation.md b/docs/installation.md index a7e61bbe5..e5724a7dc 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -2,12 +2,13 @@ This page explains how to prepare your environment for running the bot. -To understand how to set up the bot please read the [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) page. +To understand how to set up the bot please read the [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md) page. ## Table of Contents * [Table of Contents](#table-of-contents) * [Easy Installation - Linux Script](#easy-installation---linux-script) +* [Manual installation](#manual-installation) * [Automatic Installation - Docker](#automatic-installation---docker) * [Custom Linux MacOS Installation](#custom-installation) - [Requirements](#requirements) @@ -15,7 +16,6 @@ To understand how to set up the bot please read the [Bot Configuration](https:// - [MacOS](#macos) - [Setup Config and virtual env](#setup-config-and-virtual-env) * [Windows](#windows) - @@ -35,7 +35,9 @@ usage: ``` ### --install + This script will install everything you need to run the bot: + * Mandatory software as: `Python3`, `ta-lib`, `wget` * Setup your virtualenv * Configure your `config.json` file @@ -43,14 +45,39 @@ This script will install everything you need to run the bot: This script is a combination of `install script` `--reset`, `--config` ### --update + Update parameter will pull the last version of your current branch and update your virtualenv. ### --reset + Reset parameter will hard reset your branch (only if you are on `master` or `develop`) and recreate your virtualenv. ### --config + Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`. + +## Manual installation - Linux/MacOS +The following steps are made for Linux/MacOS environment + +**1. Clone the repo** +```bash +git clone git@github.com:freqtrade/freqtrade.git +git checkout develop +cd freqtrade +``` +**2. Create the config file** +Switch `"dry_run": true,` +```bash +cp config.json.example config.json +vi config.json +``` +**3. Build your docker image and run it** +```bash +docker build -t freqtrade . +docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade +``` + ------ ## Automatic Installation - Docker @@ -63,13 +90,12 @@ Start by downloading Docker for your platform: Once you have Docker installed, simply create the config file (e.g. `config.json`) and then create a Docker image for `freqtrade` using the Dockerfile in this repo. - ### 1. Prepare the Bot #### 1.1. Clone the git repository ```bash -git clone https://github.com/gcarq/freqtrade.git +git clone https://github.com/freqtrade/freqtrade.git ``` #### 1.2. (Optional) Checkout the develop branch @@ -90,21 +116,22 @@ cd freqtrade cp -n config.json.example config.json ``` -> To edit the config please refer to the [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) page. +> To edit the config please refer to the [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md) page. #### 1.5. Create your database file *(optional - the bot will create it if it is missing)* Production + ```bash touch tradesv3.sqlite ```` Dry-Run + ```bash touch tradesv3.dryrun.sqlite ``` - ### 2. Build the Docker image ```bash @@ -114,7 +141,6 @@ docker build -t freqtrade . For security reasons, your configuration file will not be included in the image, you will need to bind mount it. It is also advised to bind mount an SQLite database file (see the "5. Run a restartable docker image" section) to keep it between updates. - ### 3. Verify the Docker image After the build process you can verify that the image was created with: @@ -123,7 +149,6 @@ After the build process you can verify that the image was created with: docker images ``` - ### 4. Run the Docker image You can run a one-off container that is immediately deleted upon exiting with the following command (`config.json` must be in the current working directory): @@ -132,8 +157,15 @@ You can run a one-off container that is immediately deleted upon exiting with th docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade ``` -In this example, the database will be created inside the docker instance and will be lost when you will refresh your image. +There is known issue in OSX Docker versions after 17.09.1, whereby /etc/localtime cannot be shared causing Docker to not start. A work-around for this is to start with the following cmd. +```bash +docker run --rm -e TZ=`ls -la /etc/localtime | cut -d/ -f8-9` -v `pwd`/config.json:/freqtrade/config.json -it freqtrade +``` + +More information on this docker issue and work-around can be read [here](https://github.com/docker/for-mac/issues/2396) + +In this example, the database will be created inside the docker instance and will be lost when you will refresh your image. ### 5. Run a restartable docker image @@ -155,10 +187,11 @@ docker run -d \ -v /etc/localtime:/etc/localtime:ro \ -v ~/.freqtrade/config.json:/freqtrade/config.json \ -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ - freqtrade + freqtrade --db-url sqlite:///tradesv3.sqlite ``` -If you are using `dry_run=True` it's not necessary to mount `tradesv3.sqlite`, but you can mount `tradesv3.dryrun.sqlite` if you plan to use the dry run mode with the param `--dry-run-db`. +NOTE: db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used. +To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite` ### 6. Monitor your Docker instance @@ -174,6 +207,26 @@ docker start freqtrade You do not need to rebuild the image for configuration changes, it will suffice to edit `config.json` and restart the container. +### 7. Backtest with docker + +The following assumes that the above steps (1-4) have been completed successfully. +Also, backtest-data should be available at `~/.freqtrade/user_data/`. + + +``` bash +docker run -d \ + --name freqtrade \ + -v /etc/localtime:/etc/localtime:ro \ + -v ~/.freqtrade/config.json:/freqtrade/config.json \ + -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ + -v ~/.freqtrade/user_data/:/freqtrade/user_data/ \ + freqtrade --strategy AwsomelyProfitableStrategy backtesting +``` + +Head over to the [Backtesting Documentation](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md) for more details. + +*Note*: Additional parameters can be appended after the image name (`freqtrade` in the above example). + ------ ## Custom Installation @@ -183,13 +236,13 @@ We've included/collected install instructions for Ubuntu 16.04, MacOS, and Windo ### Requirements Click each one for install guide: + * [Python 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/), note the bot was not tested on Python >= 3.7.x * [pip](https://pip.pypa.io/en/stable/installing/) * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git) * [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended) * [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) - ### Linux - Ubuntu 16.04 #### 1. Install Python 3.6, Git, and wget @@ -215,35 +268,20 @@ cd .. rm -rf ./ta-lib* ``` -#### 3. [Optional] Install MongoDB - -Install MongoDB if you plan to optimize your strategy with Hyperopt. - -```bash -sudo apt-get install mongodb-org -``` - -> Complete tutorial from Digital Ocean: [How to Install MongoDB on Ubuntu 16.04](https://www.digitalocean.com/community/tutorials/how-to-install-mongodb-on-ubuntu-16-04). - -#### 4. Install FreqTrade +#### 3. Install FreqTrade Clone the git repository: ```bash -git clone https://github.com/gcarq/freqtrade.git +git clone https://github.com/freqtrade/freqtrade.git ``` -Optionally checkout the develop branch: - -```bash -git checkout develop -``` - -#### 5. Configure `freqtrade` as a `systemd` service +#### 4. Configure `freqtrade` as a `systemd` service From the freqtrade repo... copy `freqtrade.service` to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup. After that you can start the daemon with: + ```bash systemctl --user start freqtrade ``` @@ -254,7 +292,6 @@ For this to be persistent (run when user is logged out) you'll need to enable `l sudo loginctl enable-linger "$USER" ``` - ### MacOS #### 1. Install Python 3.6, git, wget and ta-lib @@ -263,24 +300,12 @@ sudo loginctl enable-linger "$USER" brew install python3 git wget ta-lib ``` -#### 2. [Optional] Install MongoDB - -Install MongoDB if you plan to optimize your strategy with Hyperopt. - -```bash -curl -O https://fastdl.mongodb.org/osx/mongodb-osx-ssl-x86_64-3.4.10.tgz -tar -zxvf mongodb-osx-ssl-x86_64-3.4.10.tgz -mkdir -p /env/mongodb -cp -R -n mongodb-osx-x86_64-3.4.10/ /env/mongodb -export PATH=/env/mongodb/bin:$PATH -``` - -#### 3. Install FreqTrade +#### 2. Install FreqTrade Clone the git repository: ```bash -git clone https://github.com/gcarq/freqtrade.git +git clone https://github.com/freqtrade/freqtrade.git ``` Optionally checkout the develop branch: @@ -289,7 +314,6 @@ Optionally checkout the develop branch: git checkout develop ``` - ### Setup Config and virtual env #### 1. Initialize the configuration @@ -299,8 +323,7 @@ cd freqtrade cp config.json.example config.json ``` -> *To edit the config please refer to [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md).* - +> *To edit the config please refer to [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md).* #### 2. Setup your Python virtual environment (virtualenv) @@ -324,27 +347,41 @@ python3.6 ./freqtrade/main.py -c config.json ## Windows -We recommend that Windows users use [Docker](#docker) as this will work -much easier and smoother (also more secure). +We recommend that Windows users use [Docker](#docker) as this will work much easier and smoother (also more secure). -### Install freqtrade +If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work. +If that is not available on your system, feel free to try the instructions below, which led to success for some. + +### Install freqtrade manually + +#### Clone the git repository + +```bash +git clone https://github.com/freqtrade/freqtrade.git +``` copy paste `config.json` to ``\path\freqtrade-develop\freqtrade` +#### install ta-lib + +Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows). + +As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of inofficial precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl` (make sure to use the version matching your python version) + ```cmd >cd \path\freqtrade-develop >python -m venv .env >cd .env\Scripts >activate.bat >cd \path\freqtrade-develop +REM optionally install ta-lib from wheel +REM >pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl >pip install -r requirements.txt >pip install -e . ->cd freqtrade ->python main.py +>python freqtrade\main.py ``` -> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/gcarq/freqtrade/issues/222) - +> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/freqtrade/freqtrade/issues/222) Now you have an environment ready, the next step is -[Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md)... +[Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)... diff --git a/docs/plotting.md b/docs/plotting.md index 80ab6866e..242d80005 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -43,6 +43,16 @@ python scripts/plot_dataframe.py -p BTC_ETH --timerange=100-200 ``` Timerange doesn't work with live data. +To plot trades stored in a database use `--db-url` argument: +``` +python scripts/plot_dataframe.py --db-url tradesv3.dry_run.sqlite -p BTC_ETH +``` + +To plot a test strategy the strategy should have first be backtested. +The results may then be plotted with the -s argument: +``` +python scripts/plot_dataframe.py -s Strategy_Name -p BTC/ETH --datadir user_data/data// +``` ## Plot profit diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index 065f264f1..ba26f1707 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -32,9 +32,12 @@ CREATE TABLE trades ( exchange VARCHAR NOT NULL, pair VARCHAR NOT NULL, is_open BOOLEAN NOT NULL, - fee FLOAT NOT NULL, + fee_open FLOAT NOT NULL, + fee_close FLOAT NOT NULL, open_rate FLOAT, + open_rate_requested FLOAT, close_rate FLOAT, + close_rate_requested FLOAT, close_profit FLOAT, stake_amount FLOAT NOT NULL, amount FLOAT, @@ -71,20 +74,20 @@ WHERE id=31; ```sql INSERT -INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date) -VALUES ('BITTREX', 'BTC_', 1, 0.0025, , , , '') +INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date) +VALUES ('BITTREX', 'BTC_', 1, 0.0025, 0.0025, , , , '') ``` **Example:** ```sql -INSERT INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date) VALUES ('BITTREX', 'BTC_ETC', 1, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000') +INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date) VALUES ('BITTREX', 'BTC_ETC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000') ``` ## Fix wrong fees in the table If your DB was created before -[PR#200](https://github.com/gcarq/freqtrade/pull/200) was merged +[PR#200](https://github.com/freqtrade/freqtrade/pull/200) was merged (before 12/23/17). ```sql UPDATE trades SET fee=0.0025 WHERE fee=0.005; -``` \ No newline at end of file +``` diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index cfbebdca0..ca764c9b4 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -4,7 +4,7 @@ This page explains how to command your bot with Telegram. ## Pre-requisite To control your bot with Telegram, you need first to -[set up a Telegram bot](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md) +[set up a Telegram bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md) and add your Telegram API keys into your config file. ## Telegram commands @@ -16,6 +16,7 @@ official commands. You can ask at any moment for help with `/help`. |----------|---------|-------------| | `/start` | | Starts the trader | `/stop` | | Stops the trader +| `/reload_conf` | | Reloads the configuration file | `/status` | | Lists all open trades | `/status table` | | List all open trades in a table format | `/count` | | Displays number of trades used and available @@ -42,7 +43,7 @@ Below, example of Telegram message you will receive for each command. For each open trade, the bot will send you the following message. > **Trade ID:** `123` -> **Current Pair:** BTC_CVC +> **Current Pair:** CVC/BTC > **Open Since:** `1 days ago` > **Amount:** `26.64180098` > **Open Rate:** `0.00007489` @@ -57,8 +58,8 @@ Return the status of all open trades in a table format. ``` ID Pair Since Profit ---- -------- ------- -------- - 67 BTC_SC 1 d 13.33% - 123 BTC_CVC 1 h 12.95% + 67 SC/BTC 1 d 13.33% + 123 CVC/BTC 1 h 12.95% ``` ## /count @@ -83,7 +84,7 @@ Return a summary of your profit/loss and performance. > **First Trade opened:** `3 days ago` > **Latest Trade opened:** `2 minutes ago` > **Avg. Duration:** `2:33:45` -> **Best Performing:** `BTC_PAY: 50.23%` +> **Best Performing:** `PAY/BTC: 50.23%` ## /forcesell @@ -92,11 +93,11 @@ Return a summary of your profit/loss and performance. ## /performance Return the performance of each crypto-currency the bot has sold. > Performance: -> 1. `BTC_RCN 57.77%` -> 2. `BTC_PAY 56.91%` -> 3. `BTC_VIB 47.07%` -> 4. `BTC_SALT 30.24%` -> 5. `BTC_STORJ 27.24%` +> 1. `RCN/BTC 57.77%` +> 2. `PAY/BTC 56.91%` +> 3. `VIB/BTC 47.07%` +> 4. `SALT/BTC 30.24%` +> 5. `STORJ/BTC 27.24%` > ... ## /balance @@ -129,12 +130,8 @@ Day Profit BTC Profit USD > **Version:** `0.14.3` ### using proxy with telegram -in [freqtrade/freqtrade/rpc/telegram.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/rpc/telegram.py) replace ``` -self._updater = Updater(token=self._config['telegram']['token'], workers=0) -``` - -with -``` -self._updater = Updater(token=self._config['telegram']['token'], request_kwargs={'proxy_url': 'socks5://127.0.0.1:1080/'}, workers=0) +$ export HTTP_PROXY="http://addr:port" +$ export HTTPS_PROXY="http://addr:port" +$ freqtrade ``` diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index ae8e57fd5..7cf0fa996 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -1,5 +1,5 @@ """ FreqTrade bot """ -__version__ = '0.16.1' +__version__ = '0.17.0' class DependencyException(BaseException): @@ -12,5 +12,14 @@ class DependencyException(BaseException): class OperationalException(BaseException): """ Requires manual intervention. - This happens when an exchange returns an unexpected error during runtime. + This happens when an exchange returns an unexpected error during runtime + or given configuration is invalid. + """ + + +class TemporaryError(BaseException): + """ + Temporary network or exchange related error. + This could happen when an exchange is congested, unavailable, or the user + has networking problems. Usually resolves itself after a time. """ diff --git a/freqtrade/__main__.py b/freqtrade/__main__.py new file mode 100644 index 000000000..fe1318a35 --- /dev/null +++ b/freqtrade/__main__.py @@ -0,0 +1,15 @@ +#!/usr/bin/env python3 +""" +__main__.py for Freqtrade +To launch Freqtrade as a module + +> python -m freqtrade (with Python >= 3.6) +""" + +import sys +from freqtrade import main + + +if __name__ == '__main__': + main.set_loggers() + main.main(sys.argv[1:]) diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index 47edd289e..36e00dd0e 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -9,9 +9,10 @@ from typing import Dict, List, Tuple import arrow from pandas import DataFrame, to_datetime -from freqtrade.exchange import get_ticker_history +from freqtrade import constants +from freqtrade.exchange import Exchange from freqtrade.persistence import Trade -from freqtrade.strategy.resolver import StrategyResolver +from freqtrade.strategy.resolver import StrategyResolver, IStrategy logger = logging.getLogger(__name__) @@ -36,7 +37,7 @@ class Analyze(object): :param config: Bot configuration (use the one from Configuration()) """ self.config = config - self.strategy = StrategyResolver(self.config).strategy + self.strategy: IStrategy = StrategyResolver(self.config).strategy @staticmethod def parse_ticker_dataframe(ticker: list) -> DataFrame: @@ -45,21 +46,23 @@ class Analyze(object): :param ticker: See exchange.get_ticker_history :return: DataFrame """ - columns = {'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'} - frame = DataFrame(ticker).rename(columns=columns) - if 'BV' in frame: - frame.drop('BV', axis=1, inplace=True) + cols = ['date', 'open', 'high', 'low', 'close', 'volume'] + frame = DataFrame(ticker, columns=cols) - frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True) + frame['date'] = to_datetime(frame['date'], + unit='ms', + utc=True, + infer_datetime_format=True) # group by index and aggregate results to eliminate duplicate ticks frame = frame.groupby(by='date', as_index=False, sort=True).agg({ - 'close': 'last', + 'open': 'first', 'high': 'max', 'low': 'min', - 'open': 'first', + 'close': 'last', 'volume': 'max', }) + frame.drop(frame.tail(1).index, inplace=True) # eliminate partial candle return frame def populate_indicators(self, dataframe: DataFrame) -> DataFrame: @@ -88,13 +91,20 @@ class Analyze(object): """ return self.strategy.populate_sell_trend(dataframe=dataframe) - def get_ticker_interval(self) -> int: + def get_ticker_interval(self) -> str: """ Return ticker interval to use :return: Ticker interval value to use """ return self.strategy.ticker_interval + def get_stoploss(self) -> float: + """ + Return stoploss to use + :return: Strategy stoploss value to use + """ + return self.strategy.stoploss + def analyze_ticker(self, ticker_history: List[Dict]) -> DataFrame: """ Parses the given ticker history and returns a populated DataFrame @@ -107,14 +117,14 @@ class Analyze(object): dataframe = self.populate_sell_trend(dataframe) return dataframe - def get_signal(self, pair: str, interval: int) -> Tuple[bool, bool]: + def get_signal(self, exchange: Exchange, pair: str, interval: str) -> Tuple[bool, bool]: """ Calculates current signal based several technical analysis indicators - :param pair: pair in format BTC_ANT or BTC-ANT + :param pair: pair in format ANT/BTC :param interval: Interval to use (in min) :return: (Buy, Sell) A bool-tuple indicating buy/sell signal """ - ticker_hist = get_ticker_history(pair, interval) + ticker_hist = exchange.get_ticker_history(pair, interval) if not ticker_hist: logger.warning('Empty ticker history for pair %s', pair) return False, False @@ -144,7 +154,8 @@ class Analyze(object): # Check if dataframe is out of date signal_date = arrow.get(latest['date']) - if signal_date < arrow.utcnow() - timedelta(minutes=(interval + 5)): + interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval] + if signal_date < (arrow.utcnow() - timedelta(minutes=(interval_minutes + 5))): logger.warning( 'Outdated history for pair %s. Last tick is %s minutes old', pair, @@ -168,33 +179,45 @@ class Analyze(object): if the threshold is reached and updates the trade record. :return: True if trade should be sold, False otherwise """ + current_profit = trade.calc_profit_percent(rate) + if self.stop_loss_reached(current_profit=current_profit): + return True + + experimental = self.config.get('experimental', {}) + + if buy and experimental.get('ignore_roi_if_buy_signal', False): + logger.debug('Buy signal still active - not selling.') + return False + # Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee) - if self.min_roi_reached(trade=trade, current_rate=rate, current_time=date): + if self.min_roi_reached(trade=trade, current_profit=current_profit, current_time=date): logger.debug('Required profit reached. Selling..') return True - # Experimental: Check if the trade is profitable before selling it (avoid selling at loss) - if self.config.get('experimental', {}).get('sell_profit_only', False): + if experimental.get('sell_profit_only', False): logger.debug('Checking if trade is profitable..') if trade.calc_profit(rate=rate) <= 0: return False - - if sell and not buy and self.config.get('experimental', {}).get('use_sell_signal', False): + if sell and not buy and experimental.get('use_sell_signal', False): logger.debug('Sell signal received. Selling..') return True return False - def min_roi_reached(self, trade: Trade, current_rate: float, current_time: datetime) -> bool: + def stop_loss_reached(self, current_profit: float) -> bool: + """Based on current profit of the trade and configured stoploss, decides to sell or not""" + + if self.strategy.stoploss is not None and current_profit < self.strategy.stoploss: + logger.debug('Stop loss hit.') + return True + return False + + def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool: """ Based an earlier trade and current price and ROI configuration, decides whether bot should sell :return True if bot should sell at current rate """ - current_profit = trade.calc_profit_percent(current_rate) - if self.strategy.stoploss is not None and current_profit < self.strategy.stoploss: - logger.debug('Stop loss hit.') - return True # Check if time matches and current rate is above threshold time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60 diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 791ef85f2..31232f1ff 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -2,23 +2,36 @@ This module contains the argument manager class """ +import os import argparse import logging -import os import re -from typing import List, Tuple, Optional +import arrow +from typing import List, Optional, NamedTuple from freqtrade import __version__, constants +class TimeRange(NamedTuple): + """ + NamedTuple Defining timerange inputs. + [start/stop]type defines if [start/stop]ts shall be used. + if *type is none, don't use corresponding startvalue. + """ + starttype: Optional[str] = None + stoptype: Optional[str] = None + startts: int = 0 + stopts: int = 0 + + class Arguments(object): """ Arguments Class. Manage the arguments received by the cli """ - def __init__(self, args: List[str], description: str): + def __init__(self, args: List[str], description: str) -> None: self.args = args - self.parsed_arg = None + self.parsed_arg: Optional[argparse.Namespace] = None self.parser = argparse.ArgumentParser(description=description) def _load_args(self) -> None: @@ -59,7 +72,7 @@ class Arguments(object): self.parser.add_argument( '--version', action='version', - version='%(prog)s {}'.format(__version__), + version=f'%(prog)s {__version__}' ) self.parser.add_argument( '-c', '--config', @@ -71,9 +84,9 @@ class Arguments(object): ) self.parser.add_argument( '-d', '--datadir', - help='path to backtest data (default: %(default)s', + help='path to backtest data', dest='datadir', - default=os.path.join('freqtrade', 'tests', 'testdata'), + default=None, type=str, metavar='PATH', ) @@ -94,8 +107,8 @@ class Arguments(object): ) self.parser.add_argument( '--dynamic-whitelist', - help='dynamically generate and update whitelist \ - based on 24h BaseVolume (Default 20 currencies)', # noqa + help='dynamically generate and update whitelist' + ' based on 24h BaseVolume (default: %(const)s)', dest='dynamic_whitelist', const=constants.DYNAMIC_WHITELIST, type=int, @@ -103,11 +116,13 @@ class Arguments(object): nargs='?', ) self.parser.add_argument( - '--dry-run-db', - help='Force dry run to use a local DB "tradesv3.dry_run.sqlite" \ - instead of memory DB. Work only if dry_run is enabled.', - action='store_true', - dest='dry_run_db', + '--db-url', + help='Override trades database URL, this is useful if dry_run is enabled' + ' or in custom deployments (default: %(default)s)', + dest='db_url', + default=constants.DEFAULT_DB_PROD_URL, + type=str, + metavar='PATH', ) @staticmethod @@ -123,8 +138,8 @@ class Arguments(object): ) parser.add_argument( '-r', '--refresh-pairs-cached', - help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \ - Use it if you want to run your backtesting with up-to-date data.', + help='refresh the pairs files in tests/testdata with the latest data from the ' + 'exchange. Use it if you want to run your backtesting with up-to-date data.', action='store_true', dest='refresh_pairs', ) @@ -136,15 +151,30 @@ class Arguments(object): default=None, dest='export', ) + parser.add_argument( + '--export-filename', + help='Save backtest results to this filename \ + requires --export to be set as well\ + Example --export-filename=user_data/backtest_data/backtest_today.json\ + (default: %(default)s)', + type=str, + default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'), + dest='exportfilename', + metavar='PATH', + ) @staticmethod def optimizer_shared_options(parser: argparse.ArgumentParser) -> None: + """ + Parses given common arguments for Backtesting and Hyperopt scripts. + :param parser: + :return: + """ parser.add_argument( '-i', '--ticker-interval', - help='specify ticker interval in minutes (1, 5, 30, 60, 1440)', + help='specify ticker interval (1m, 5m, 30m, 1h, 1d)', dest='ticker_interval', - type=int, - metavar='INT', + type=str, ) parser.add_argument( '--realistic-simulation', @@ -173,12 +203,6 @@ class Arguments(object): type=int, metavar='INT', ) - parser.add_argument( - '--use-mongodb', - help='parallelize evaluations with mongodb (requires mongod in PATH)', - dest='mongodb', - action='store_true', - ) parser.add_argument( '-s', '--spaces', help='Specify which parameters to hyperopt. Space separate list. \ @@ -211,17 +235,20 @@ class Arguments(object): self.hyperopt_options(hyperopt_cmd) @staticmethod - def parse_timerange(text: str) -> Optional[Tuple[List, int, int]]: + def parse_timerange(text: Optional[str]) -> TimeRange: """ Parse the value of the argument --timerange to determine what is the range desired :param text: value from --timerange :return: Start and End range period """ if text is None: - return None + return TimeRange(None, None, 0, 0) syntax = [(r'^-(\d{8})$', (None, 'date')), (r'^(\d{8})-$', ('date', None)), (r'^(\d{8})-(\d{8})$', ('date', 'date')), + (r'^-(\d{10})$', (None, 'date')), + (r'^(\d{10})-$', ('date', None)), + (r'^(\d{10})-(\d{10})$', ('date', 'date')), (r'^(-\d+)$', (None, 'line')), (r'^(\d+)-$', ('line', None)), (r'^(\d+)-(\d+)$', ('index', 'index'))] @@ -231,23 +258,27 @@ class Arguments(object): if match: # Regex has matched rvals = match.groups() index = 0 - start = None - stop = None + start: int = 0 + stop: int = 0 if stype[0]: - start = rvals[index] - if stype[0] != 'date': - start = int(start) + starts = rvals[index] + if stype[0] == 'date' and len(starts) == 8: + start = arrow.get(starts, 'YYYYMMDD').timestamp + else: + start = int(starts) index += 1 if stype[1]: - stop = rvals[index] - if stype[1] != 'date': - stop = int(stop) - return stype, start, stop + stops = rvals[index] + if stype[1] == 'date' and len(stops) == 8: + stop = arrow.get(stops, 'YYYYMMDD').timestamp + else: + stop = int(stops) + return TimeRange(stype[0], stype[1], start, stop) raise Exception('Incorrect syntax for timerange "%s"' % text) def scripts_options(self) -> None: """ - Parses given arguments for plot scripts. + Parses given arguments for scripts. """ self.parser.add_argument( '-p', '--pair', @@ -255,3 +286,51 @@ class Arguments(object): dest='pair', default=None ) + + def testdata_dl_options(self) -> None: + """ + Parses given arguments for testdata download + """ + self.parser.add_argument( + '--pairs-file', + help='File containing a list of pairs to download', + dest='pairs_file', + default=None, + metavar='PATH', + ) + + self.parser.add_argument( + '--export', + help='Export files to given dir', + dest='export', + default=None, + metavar='PATH', + ) + + self.parser.add_argument( + '--days', + help='Download data for number of days', + dest='days', + type=int, + metavar='INT', + default=None + ) + + self.parser.add_argument( + '--exchange', + help='Exchange name (default: %(default)s)', + dest='exchange', + type=str, + default='bittrex' + ) + + self.parser.add_argument( + '-t', '--timeframes', + help='Specify which tickers to download. Space separated list. \ + Default: %(default)s', + choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', + '6h', '8h', '12h', '1d', '3d', '1w'], + default=['1m', '5m'], + nargs='+', + dest='timeframes', + ) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index fd9f31ad2..7c3a5eb4b 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -1,16 +1,16 @@ """ This module contains the configuration class """ - +import os import json import logging from argparse import Namespace -from typing import Dict, Any - +from typing import Optional, Dict, Any from jsonschema import Draft4Validator, validate from jsonschema.exceptions import ValidationError, best_match +import ccxt -from freqtrade import constants +from freqtrade import OperationalException, constants logger = logging.getLogger(__name__) @@ -23,7 +23,7 @@ class Configuration(object): """ def __init__(self, args: Namespace) -> None: self.args = args - self.config = None + self.config: Optional[Dict[str, Any]] = None def load_config(self) -> Dict[str, Any]: """ @@ -61,11 +61,9 @@ class Configuration(object): with open(path) as file: conf = json.load(file) except FileNotFoundError: - logger.critical( - 'Config file "%s" not found. Please create your config file', - path - ) - exit(0) + raise OperationalException( + 'Config file "{}" not found!' + ' Please create a config file or check whether it exists.'.format(path)) if 'internals' not in conf: conf['internals'] = {} @@ -97,19 +95,35 @@ class Configuration(object): '(not applicable with Backtesting and Hyperopt)' ) - # Add dry_run_db if found and the bot in dry run - if self.args.dry_run_db and config.get('dry_run', False): - config.update({'dry_run_db': True}) - logger.info('Parameter --dry-run-db detected ...') + if self.args.db_url != constants.DEFAULT_DB_PROD_URL: + config.update({'db_url': self.args.db_url}) + logger.info('Parameter --db-url detected ...') - if config.get('dry_run_db', False): - if config.get('dry_run', False): - logger.info('Dry_run will use the DB file: "tradesv3.dry_run.sqlite"') - else: - logger.info('Dry run is disabled. (--dry_run_db ignored)') + if config.get('dry_run', False): + logger.info('Dry run is enabled') + if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]: + # Default to in-memory db for dry_run if not specified + config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL + else: + if not config.get('db_url', None): + config['db_url'] = constants.DEFAULT_DB_PROD_URL + logger.info('Dry run is disabled') + + logger.info('Using DB: "{}"'.format(config['db_url'])) + + # Check if the exchange set by the user is supported + self.check_exchange(config) return config + def _create_default_datadir(self, config: Dict[str, Any]) -> str: + exchange_name = config.get('exchange', {}).get('name').lower() + default_path = os.path.join('user_data', 'data', exchange_name) + if not os.path.isdir(default_path): + os.makedirs(default_path) + logger.info(f'Created data directory: {default_path}') + return default_path + def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]: """ Extract information for sys.argv and load Backtesting configuration @@ -121,7 +135,7 @@ class Configuration(object): if 'ticker_interval' in self.args and self.args.ticker_interval: config.update({'ticker_interval': self.args.ticker_interval}) logger.info('Parameter -i/--ticker-interval detected ...') - logger.info('Using ticker_interval: %d ...', config.get('ticker_interval')) + logger.info('Using ticker_interval: %s ...', config.get('ticker_interval')) # If -l/--live is used we add it to the configuration if 'live' in self.args and self.args.live: @@ -142,7 +156,9 @@ class Configuration(object): # If --datadir is used we add it to the configuration if 'datadir' in self.args and self.args.datadir: config.update({'datadir': self.args.datadir}) - logger.info('Parameter --datadir detected: %s ...', self.args.datadir) + else: + config.update({'datadir': self._create_default_datadir(config)}) + logger.info('Using data folder: %s ...', config.get('datadir')) # If -r/--refresh-pairs-cached is used we add it to the configuration if 'refresh_pairs' in self.args and self.args.refresh_pairs: @@ -154,6 +170,11 @@ class Configuration(object): config.update({'export': self.args.export}) logger.info('Parameter --export detected: %s ...', self.args.export) + # If --export-filename is used we add it to the configuration + if 'export' in config and 'exportfilename' in self.args and self.args.exportfilename: + config.update({'exportfilename': self.args.exportfilename}) + logger.info('Storing backtest results to %s ...', self.args.exportfilename) + return config def _load_hyperopt_config(self, config: Dict[str, Any]) -> Dict[str, Any]: @@ -167,11 +188,6 @@ class Configuration(object): logger.info('Parameter --epochs detected ...') logger.info('Will run Hyperopt with for %s epochs ...', config.get('epochs')) - # If --mongodb is used we add it to the configuration - if 'mongodb' in self.args and self.args.mongodb: - config.update({'mongodb': self.args.mongodb}) - logger.info('Parameter --use-mongodb detected ...') - # If --spaces is used we add it to the configuration if 'spaces' in self.args and self.args.spaces: config.update({'spaces': self.args.spaces}) @@ -189,7 +205,7 @@ class Configuration(object): validate(conf, constants.CONF_SCHEMA) return conf except ValidationError as exception: - logger.fatal( + logger.critical( 'Invalid configuration. See config.json.example. Reason: %s', exception ) @@ -206,3 +222,22 @@ class Configuration(object): self.config = self.load_config() return self.config + + def check_exchange(self, config: Dict[str, Any]) -> bool: + """ + Check if the exchange name in the config file is supported by Freqtrade + :return: True or raised an exception if the exchange if not supported + """ + exchange = config.get('exchange', {}).get('name').lower() + if exchange not in ccxt.exchanges: + + exception_msg = f'Exchange "{exchange}" not supported.\n' \ + f'The following exchanges are supported: {", ".join(ccxt.exchanges)}' + + logger.critical(exception_msg) + raise OperationalException( + exception_msg + ) + + logger.debug('Exchange "%s" supported', exchange) + return True diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 382f19ef1..0f12905e3 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -9,23 +9,49 @@ TICKER_INTERVAL = 5 # min HYPEROPT_EPOCH = 100 # epochs RETRY_TIMEOUT = 30 # sec DEFAULT_STRATEGY = 'DefaultStrategy' +DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite' +DEFAULT_DB_DRYRUN_URL = 'sqlite://' +UNLIMITED_STAKE_AMOUNT = 'unlimited' + + +TICKER_INTERVAL_MINUTES = { + '1m': 1, + '3m': 3, + '5m': 5, + '15m': 15, + '30m': 30, + '1h': 60, + '2h': 120, + '4h': 240, + '6h': 360, + '8h': 480, + '12h': 720, + '1d': 1440, + '3d': 4320, + '1w': 10080, +} + +SUPPORTED_FIAT = [ + "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", + "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" + ] # Required json-schema for user specified config CONF_SCHEMA = { 'type': 'object', 'properties': { - 'max_open_trades': {'type': 'integer', 'minimum': 1}, - 'ticker_interval': {'type': 'integer', 'enum': [1, 5, 30, 60, 1440]}, - 'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']}, - 'stake_amount': {'type': 'number', 'minimum': 0.0005}, - 'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF', - 'CLP', 'CNY', 'CZK', 'DKK', - 'EUR', 'GBP', 'HKD', 'HUF', - 'IDR', 'ILS', 'INR', 'JPY', - 'KRW', 'MXN', 'MYR', 'NOK', - 'NZD', 'PHP', 'PKR', 'PLN', - 'RUB', 'SEK', 'SGD', 'THB', - 'TRY', 'TWD', 'ZAR', 'USD']}, + '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_amount': { + "type": ["number", "string"], + "minimum": 0.0005, + "pattern": UNLIMITED_STAKE_AMOUNT + }, + 'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT}, 'dry_run': {'type': 'boolean'}, 'minimal_roi': { 'type': 'object', @@ -53,7 +79,8 @@ CONF_SCHEMA = { 'type': 'object', 'properties': { 'use_sell_signal': {'type': 'boolean'}, - 'sell_profit_only': {'type': 'boolean'} + 'sell_profit_only': {'type': 'boolean'}, + "ignore_roi_if_buy_signal_true": {'type': 'boolean'} } }, 'telegram': { @@ -65,6 +92,7 @@ CONF_SCHEMA = { }, 'required': ['enabled', 'token', 'chat_id'] }, + 'db_url': {'type': 'string'}, 'initial_state': {'type': 'string', 'enum': ['running', 'stopped']}, 'internals': { 'type': 'object', @@ -85,7 +113,7 @@ CONF_SCHEMA = { 'type': 'array', 'items': { 'type': 'string', - 'pattern': '^[0-9A-Z]+_[0-9A-Z]+$' + 'pattern': '^[0-9A-Z]+/[0-9A-Z]+$' }, 'uniqueItems': True }, @@ -93,7 +121,7 @@ CONF_SCHEMA = { 'type': 'array', 'items': { 'type': 'string', - 'pattern': '^[0-9A-Z]+_[0-9A-Z]+$' + 'pattern': '^[0-9A-Z]+/[0-9A-Z]+$' }, 'uniqueItems': True } diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index dc85bfedb..acfefdad4 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -1,185 +1,417 @@ # pragma pylint: disable=W0603 """ Cryptocurrency Exchanges support """ -import enum import logging from random import randint from typing import List, Dict, Any, Optional +from datetime import datetime +import ccxt import arrow -import requests -from cachetools import cached, TTLCache -from freqtrade import OperationalException -from freqtrade.exchange.bittrex import Bittrex -from freqtrade.exchange.interface import Exchange +from freqtrade import constants, OperationalException, DependencyException, TemporaryError logger = logging.getLogger(__name__) -# Current selected exchange -_API: Exchange = None -_CONF: dict = {} - -# Holds all open sell orders for dry_run -_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {} +API_RETRY_COUNT = 4 -class Exchanges(enum.Enum): - """ - Maps supported exchange names to correspondent classes. - """ - BITTREX = Bittrex +# Urls to exchange markets, insert quote and base with .format() +_EXCHANGE_URLS = { + ccxt.bittrex.__name__: '/Market/Index?MarketName={quote}-{base}', + ccxt.binance.__name__: '/tradeDetail.html?symbol={base}_{quote}' +} -def init(config: dict) -> None: - """ - Initializes this module with the given config, - it does basic validation whether the specified - exchange and pairs are valid. - :param config: config to use - :return: None - """ - global _CONF, _API - - _CONF.update(config) - - if config['dry_run']: - logger.info('Instance is running with dry_run enabled') - - exchange_config = config['exchange'] - - # Find matching class for the given exchange name - name = exchange_config['name'] - try: - exchange_class = Exchanges[name.upper()].value - except KeyError: - raise OperationalException('Exchange {} is not supported'.format(name)) - - _API = exchange_class(exchange_config) - - # Check if all pairs are available - validate_pairs(config['exchange']['pair_whitelist']) +def retrier(f): + def wrapper(*args, **kwargs): + count = kwargs.pop('count', API_RETRY_COUNT) + try: + return f(*args, **kwargs) + except (TemporaryError, DependencyException) as ex: + logger.warning('%s() returned exception: "%s"', f.__name__, ex) + if count > 0: + count -= 1 + kwargs.update({'count': count}) + logger.warning('retrying %s() still for %s times', f.__name__, count) + return wrapper(*args, **kwargs) + else: + logger.warning('Giving up retrying: %s()', f.__name__) + raise ex + return wrapper -def validate_pairs(pairs: List[str]) -> None: - """ - Checks if all given pairs are tradable on the current exchange. - Raises OperationalException if one pair is not available. - :param pairs: list of pairs - :return: None - """ - try: - markets = _API.get_markets() - except requests.exceptions.RequestException as e: - logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e) - return +class Exchange(object): - stake_cur = _CONF['stake_currency'] - for pair in pairs: - if not pair.startswith(stake_cur): + # Current selected exchange + _api: ccxt.Exchange = None + _conf: Dict = {} + _cached_ticker: Dict[str, Any] = {} + + # Holds all open sell orders for dry_run + _dry_run_open_orders: Dict[str, Any] = {} + + def __init__(self, config: dict) -> None: + """ + Initializes this module with the given config, + it does basic validation whether the specified + exchange and pairs are valid. + :return: None + """ + self._conf.update(config) + + if config['dry_run']: + logger.info('Instance is running with dry_run enabled') + + exchange_config = config['exchange'] + self._api = self._init_ccxt(exchange_config) + + logger.info('Using Exchange "%s"', self.name) + + # Check if all pairs are available + self.validate_pairs(config['exchange']['pair_whitelist']) + + def _init_ccxt(self, exchange_config: dict) -> ccxt.Exchange: + """ + Initialize ccxt with given config and return valid + ccxt instance. + """ + # Find matching class for the given exchange name + name = exchange_config['name'] + + if name not in ccxt.exchanges: + raise OperationalException(f'Exchange {name} is not supported') + try: + api = getattr(ccxt, name.lower())({ + 'apiKey': exchange_config.get('key'), + 'secret': exchange_config.get('secret'), + 'password': exchange_config.get('password'), + 'uid': exchange_config.get('uid', ''), + 'enableRateLimit': True, + }) + except (KeyError, AttributeError): + raise OperationalException(f'Exchange {name} is not supported') + + return api + + @property + def name(self) -> str: + """exchange Name (from ccxt)""" + return self._api.name + + @property + def id(self) -> str: + """exchange ccxt id""" + return self._api.id + + def validate_pairs(self, pairs: List[str]) -> None: + """ + Checks if all given pairs are tradable on the current exchange. + Raises OperationalException if one pair is not available. + :param pairs: list of pairs + :return: None + """ + + try: + markets = self._api.load_markets() + except ccxt.BaseError as e: + logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e) + return + + stake_cur = self._conf['stake_currency'] + for pair in pairs: + # Note: ccxt has BaseCurrency/QuoteCurrency format for pairs + # TODO: add a support for having coins in BTC/USDT format + if not pair.endswith(stake_cur): + raise OperationalException( + f'Pair {pair} not compatible with stake_currency: {stake_cur}') + if pair not in markets: + raise OperationalException( + f'Pair {pair} is not available at {self.name}') + + def exchange_has(self, endpoint: str) -> bool: + """ + Checks if exchange implements a specific API endpoint. + Wrapper around ccxt 'has' attribute + :param endpoint: Name of endpoint (e.g. 'fetchOHLCV', 'fetchTickers') + :return: bool + """ + return endpoint in self._api.has and self._api.has[endpoint] + + def buy(self, pair: str, rate: float, amount: float) -> Dict: + if self._conf['dry_run']: + order_id = f'dry_run_buy_{randint(0, 10**6)}' + self._dry_run_open_orders[order_id] = { + 'pair': pair, + 'price': rate, + 'amount': amount, + 'type': 'limit', + 'side': 'buy', + 'remaining': 0.0, + 'datetime': arrow.utcnow().isoformat(), + 'status': 'closed', + 'fee': None + } + return {'id': order_id} + + try: + return self._api.create_limit_buy_order(pair, amount, rate) + except ccxt.InsufficientFunds as e: + raise DependencyException( + f'Insufficient funds to create limit buy order on market {pair}.' + f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).' + f'Message: {e}') + except ccxt.InvalidOrder as e: + raise DependencyException( + f'Could not create limit buy order on market {pair}.' + f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).' + f'Message: {e}') + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not place buy order due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) + + def sell(self, pair: str, rate: float, amount: float) -> Dict: + if self._conf['dry_run']: + order_id = f'dry_run_sell_{randint(0, 10**6)}' + self._dry_run_open_orders[order_id] = { + 'pair': pair, + 'price': rate, + 'amount': amount, + 'type': 'limit', + 'side': 'sell', + 'remaining': 0.0, + 'datetime': arrow.utcnow().isoformat(), + 'status': 'closed' + } + return {'id': order_id} + + try: + return self._api.create_limit_sell_order(pair, amount, rate) + except ccxt.InsufficientFunds as e: + raise DependencyException( + f'Insufficient funds to create limit sell order on market {pair}.' + f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).' + f'Message: {e}') + except ccxt.InvalidOrder as e: + raise DependencyException( + f'Could not create limit sell order on market {pair}.' + f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).' + f'Message: {e}') + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) + + @retrier + def get_balance(self, currency: str) -> float: + if self._conf['dry_run']: + return 999.9 + + # ccxt exception is already handled by get_balances + balances = self.get_balances() + balance = balances.get(currency) + if balance is None: + raise TemporaryError( + f'Could not get {currency} balance due to malformed exchange response: {balances}') + return balance['free'] + + @retrier + def get_balances(self) -> dict: + if self._conf['dry_run']: + return {} + + try: + balances = self._api.fetch_balance() + # Remove additional info from ccxt results + balances.pop("info", None) + balances.pop("free", None) + balances.pop("total", None) + balances.pop("used", None) + + return balances + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not get balance due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) + + @retrier + def get_tickers(self) -> Dict: + try: + return self._api.fetch_tickers() + except ccxt.NotSupported as e: raise OperationalException( - 'Pair {} not compatible with stake_currency: {}'.format(pair, stake_cur) - ) - if pair not in markets: + f'Exchange {self._api.name} does not support fetching tickers in batch.' + f'Message: {e}') + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not load tickers due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) + + @retrier + def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict: + if refresh or pair not in self._cached_ticker.keys(): + try: + data = self._api.fetch_ticker(pair) + try: + self._cached_ticker[pair] = { + 'bid': float(data['bid']), + 'ask': float(data['ask']), + } + except KeyError: + logger.debug("Could not cache ticker data for %s", pair) + return data + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) + else: + logger.info("returning cached ticker-data for %s", pair) + return self._cached_ticker[pair] + + @retrier + def get_ticker_history(self, pair: str, tick_interval: str, + since_ms: Optional[int] = None) -> List[Dict]: + try: + # last item should be in the time interval [now - tick_interval, now] + till_time_ms = arrow.utcnow().shift( + minutes=-constants.TICKER_INTERVAL_MINUTES[tick_interval] + ).timestamp * 1000 + # it looks as if some exchanges return cached data + # and they update it one in several minute, so 10 mins interval + # is necessary to skeep downloading of an empty array when all + # chached data was already downloaded + till_time_ms = min(till_time_ms, arrow.utcnow().shift(minutes=-10).timestamp * 1000) + + data: List[Dict[Any, Any]] = [] + while not since_ms or since_ms < till_time_ms: + data_part = self._api.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms) + + # Because some exchange sort Tickers ASC and other DESC. + # Ex: Bittrex returns a list of tickers ASC (oldest first, newest last) + # when GDAX returns a list of tickers DESC (newest first, oldest last) + data_part = sorted(data_part, key=lambda x: x[0]) + + if not data_part: + break + + logger.debug('Downloaded data for %s time range [%s, %s]', + pair, + arrow.get(data_part[0][0] / 1000).format(), + arrow.get(data_part[-1][0] / 1000).format()) + + data.extend(data_part) + since_ms = data[-1][0] + 1 + + return data + except ccxt.NotSupported as e: raise OperationalException( - 'Pair {} is not available at {}'.format(pair, _API.name.lower())) + f'Exchange {self._api.name} does not support fetching historical candlestick data.' + f'Message: {e}') + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(f'Could not fetch ticker data. Msg: {e}') + @retrier + def cancel_order(self, order_id: str, pair: str) -> None: + if self._conf['dry_run']: + return -def buy(pair: str, rate: float, amount: float) -> str: - if _CONF['dry_run']: - global _DRY_RUN_OPEN_ORDERS - order_id = 'dry_run_buy_{}'.format(randint(0, 10**6)) - _DRY_RUN_OPEN_ORDERS[order_id] = { - 'pair': pair, - 'rate': rate, - 'amount': amount, - 'type': 'LIMIT_BUY', - 'remaining': 0.0, - 'opened': arrow.utcnow().datetime, - 'closed': arrow.utcnow().datetime, - } - return order_id + try: + return self._api.cancel_order(order_id, pair) + except ccxt.InvalidOrder as e: + raise DependencyException( + f'Could not cancel order. Message: {e}') + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) - return _API.buy(pair, rate, amount) + @retrier + def get_order(self, order_id: str, pair: str) -> Dict: + if self._conf['dry_run']: + order = self._dry_run_open_orders[order_id] + order.update({ + 'id': order_id + }) + return order + try: + return self._api.fetch_order(order_id, pair) + except ccxt.InvalidOrder as e: + raise DependencyException( + f'Could not get order. Message: {e}') + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not get order due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) + @retrier + def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List: + if self._conf['dry_run']: + return [] + if not self.exchange_has('fetchMyTrades'): + return [] + try: + my_trades = self._api.fetch_my_trades(pair, since.timestamp()) + matched_trades = [trade for trade in my_trades if trade['order'] == order_id] -def sell(pair: str, rate: float, amount: float) -> str: - if _CONF['dry_run']: - global _DRY_RUN_OPEN_ORDERS - order_id = 'dry_run_sell_{}'.format(randint(0, 10**6)) - _DRY_RUN_OPEN_ORDERS[order_id] = { - 'pair': pair, - 'rate': rate, - 'amount': amount, - 'type': 'LIMIT_SELL', - 'remaining': 0.0, - 'opened': arrow.utcnow().datetime, - 'closed': arrow.utcnow().datetime, - } - return order_id + return matched_trades - return _API.sell(pair, rate, amount) + except ccxt.NetworkError as e: + raise TemporaryError( + f'Could not get trades due to networking error. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) + def get_pair_detail_url(self, pair: str) -> str: + try: + url_base = self._api.urls.get('www') + base, quote = pair.split('/') -def get_balance(currency: str) -> float: - if _CONF['dry_run']: - return 999.9 + return url_base + _EXCHANGE_URLS[self._api.id].format(base=base, quote=quote) + except KeyError: + logger.warning('Could not get exchange url for %s', self.name) + return "" - return _API.get_balance(currency) + @retrier + def get_markets(self) -> List[dict]: + try: + return self._api.fetch_markets() + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not load markets due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) + @retrier + def get_fee(self, symbol='ETH/BTC', type='', side='', amount=1, + price=1, taker_or_maker='maker') -> float: + try: + # validate that markets are loaded before trying to get fee + if self._api.markets is None or len(self._api.markets) == 0: + self._api.load_markets() -def get_balances(): - if _CONF['dry_run']: - return [] + return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount, + price=price, takerOrMaker=taker_or_maker)['rate'] + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) - return _API.get_balances() - - -def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict: - return _API.get_ticker(pair, refresh) - - -@cached(TTLCache(maxsize=100, ttl=30)) -def get_ticker_history(pair: str, tick_interval) -> List[Dict]: - return _API.get_ticker_history(pair, tick_interval) - - -def cancel_order(order_id: str) -> None: - if _CONF['dry_run']: - return - - return _API.cancel_order(order_id) - - -def get_order(order_id: str) -> Dict: - if _CONF['dry_run']: - order = _DRY_RUN_OPEN_ORDERS[order_id] - order.update({ - 'id': order_id - }) - return order - - return _API.get_order(order_id) - - -def get_pair_detail_url(pair: str) -> str: - return _API.get_pair_detail_url(pair) - - -def get_markets() -> List[str]: - return _API.get_markets() - - -def get_market_summaries() -> List[Dict]: - return _API.get_market_summaries() - - -def get_name() -> str: - return _API.name - - -def get_fee() -> float: - return _API.fee - - -def get_wallet_health() -> List[Dict]: - return _API.get_wallet_health() + def get_amount_lots(self, pair: str, amount: float) -> float: + """ + get buyable amount rounding, .. + """ + # validate that markets are loaded before trying to get fee + if not self._api.markets: + self._api.load_markets() + return self._api.amount_to_lots(pair, amount) diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py deleted file mode 100644 index 0cba621af..000000000 --- a/freqtrade/exchange/bittrex.py +++ /dev/null @@ -1,211 +0,0 @@ -import logging -from typing import Dict, List, Optional - -from bittrex.bittrex import API_V1_1, API_V2_0 -from bittrex.bittrex import Bittrex as _Bittrex -from requests.exceptions import ContentDecodingError - -from freqtrade import OperationalException -from freqtrade.exchange.interface import Exchange - -logger = logging.getLogger(__name__) - -_API: _Bittrex = None -_API_V2: _Bittrex = None -_EXCHANGE_CONF: dict = {} - - -class Bittrex(Exchange): - """ - Bittrex API wrapper. - """ - # Base URL and API endpoints - BASE_URL: str = 'https://www.bittrex.com' - PAIR_DETAIL_METHOD: str = BASE_URL + '/Market/Index' - - def __init__(self, config: dict) -> None: - global _API, _API_V2, _EXCHANGE_CONF - - _EXCHANGE_CONF.update(config) - _API = _Bittrex( - api_key=_EXCHANGE_CONF['key'], - api_secret=_EXCHANGE_CONF['secret'], - calls_per_second=1, - api_version=API_V1_1, - ) - _API_V2 = _Bittrex( - api_key=_EXCHANGE_CONF['key'], - api_secret=_EXCHANGE_CONF['secret'], - calls_per_second=1, - api_version=API_V2_0, - ) - self.cached_ticker = {} - - @staticmethod - def _validate_response(response) -> None: - """ - Validates the given bittrex response - and raises a ContentDecodingError if a non-fatal issue happened. - """ - temp_error_messages = [ - 'NO_API_RESPONSE', - 'MIN_TRADE_REQUIREMENT_NOT_MET', - ] - if response['message'] in temp_error_messages: - raise ContentDecodingError(response['message']) - - @property - def fee(self) -> float: - # 0.25 %: See https://bittrex.com/fees - return 0.0025 - - def buy(self, pair: str, rate: float, amount: float) -> str: - data = _API.buy_limit(pair.replace('_', '-'), amount, rate) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format( - message=data['message'], - pair=pair, - rate=rate, - amount=amount)) - return data['result']['uuid'] - - def sell(self, pair: str, rate: float, amount: float) -> str: - data = _API.sell_limit(pair.replace('_', '-'), amount, rate) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format( - message=data['message'], - pair=pair, - rate=rate, - amount=amount)) - return data['result']['uuid'] - - def get_balance(self, currency: str) -> float: - data = _API.get_balance(currency) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({currency})'.format( - message=data['message'], - currency=currency)) - return float(data['result']['Balance'] or 0.0) - - def get_balances(self): - data = _API.get_balances() - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message}'.format(message=data['message'])) - return data['result'] - - def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict: - if refresh or pair not in self.cached_ticker.keys(): - data = _API.get_ticker(pair.replace('_', '-')) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({pair})'.format( - message=data['message'], - pair=pair)) - keys = ['Bid', 'Ask', 'Last'] - if not data.get('result') or\ - not all(key in data.get('result', {}) for key in keys) or\ - not all(data.get('result', {})[key] is not None for key in keys): - raise ContentDecodingError('Invalid response from Bittrex params=({pair})'.format( - pair=pair)) - # Update the pair - self.cached_ticker[pair] = { - 'bid': float(data['result']['Bid']), - 'ask': float(data['result']['Ask']), - 'last': float(data['result']['Last']), - } - return self.cached_ticker[pair] - - def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]: - if tick_interval == 1: - interval = 'oneMin' - elif tick_interval == 5: - interval = 'fiveMin' - elif tick_interval == 30: - interval = 'thirtyMin' - elif tick_interval == 60: - interval = 'hour' - elif tick_interval == 1440: - interval = 'Day' - else: - raise ValueError('Unknown tick_interval: {}'.format(tick_interval)) - - data = _API_V2.get_candles(pair.replace('_', '-'), interval) - - # These sanity check are necessary because bittrex cannot keep their API stable. - if not data.get('result'): - raise ContentDecodingError('Invalid response from Bittrex params=({pair})'.format( - pair=pair)) - - for prop in ['C', 'V', 'O', 'H', 'L', 'T']: - for tick in data['result']: - if prop not in tick.keys(): - raise ContentDecodingError('Required property {} not present ' - 'in response params=({})'.format(prop, pair)) - - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({pair})'.format( - message=data['message'], - pair=pair)) - - return data['result'] - - def get_order(self, order_id: str) -> Dict: - data = _API.get_order(order_id) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({order_id})'.format( - message=data['message'], - order_id=order_id)) - data = data['result'] - return { - 'id': data['OrderUuid'], - 'type': data['Type'], - 'pair': data['Exchange'].replace('-', '_'), - 'opened': data['Opened'], - 'rate': data['PricePerUnit'], - 'amount': data['Quantity'], - 'remaining': data['QuantityRemaining'], - 'closed': data['Closed'], - } - - def cancel_order(self, order_id: str) -> None: - data = _API.cancel(order_id) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({order_id})'.format( - message=data['message'], - order_id=order_id)) - - def get_pair_detail_url(self, pair: str) -> str: - return self.PAIR_DETAIL_METHOD + '?MarketName={}'.format(pair.replace('_', '-')) - - def get_markets(self) -> List[str]: - data = _API.get_markets() - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException(data['message']) - return [m['MarketName'].replace('-', '_') for m in data['result']] - - def get_market_summaries(self) -> List[Dict]: - data = _API.get_market_summaries() - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException(data['message']) - return data['result'] - - def get_wallet_health(self) -> List[Dict]: - data = _API_V2.get_wallet_health() - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException(data['message']) - return [{ - 'Currency': entry['Health']['Currency'], - 'IsActive': entry['Health']['IsActive'], - 'LastChecked': entry['Health']['LastChecked'], - 'Notice': entry['Currency'].get('Notice'), - } for entry in data['result']] diff --git a/freqtrade/exchange/interface.py b/freqtrade/exchange/interface.py deleted file mode 100644 index 6121a98b3..000000000 --- a/freqtrade/exchange/interface.py +++ /dev/null @@ -1,172 +0,0 @@ -from abc import ABC, abstractmethod -from typing import Dict, List, Optional - - -class Exchange(ABC): - @property - def name(self) -> str: - """ - Name of the exchange. - :return: str representation of the class name - """ - return self.__class__.__name__ - - @property - def fee(self) -> float: - """ - Fee for placing an order - :return: percentage in float - """ - - @abstractmethod - def buy(self, pair: str, rate: float, amount: float) -> str: - """ - Places a limit buy order. - :param pair: Pair as str, format: BTC_ETH - :param rate: Rate limit for order - :param amount: The amount to purchase - :return: order_id of the placed buy order - """ - - @abstractmethod - def sell(self, pair: str, rate: float, amount: float) -> str: - """ - Places a limit sell order. - :param pair: Pair as str, format: BTC_ETH - :param rate: Rate limit for order - :param amount: The amount to sell - :return: order_id of the placed sell order - """ - - @abstractmethod - def get_balance(self, currency: str) -> float: - """ - Gets account balance. - :param currency: Currency as str, format: BTC - :return: float - """ - - @abstractmethod - def get_balances(self) -> List[dict]: - """ - Gets account balances across currencies - :return: List of dicts, format: [ - { - 'Currency': str, - 'Balance': float, - 'Available': float, - 'Pending': float, - } - ... - ] - """ - - @abstractmethod - def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict: - """ - Gets ticker for given pair. - :param pair: Pair as str, format: BTC_ETC - :param refresh: Shall we query a new value or a cached value is enough - :return: dict, format: { - 'bid': float, - 'ask': float, - 'last': float - } - """ - - @abstractmethod - def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]: - """ - Gets ticker history for given pair. - :param pair: Pair as str, format: BTC_ETC - :param tick_interval: ticker interval in minutes - :return: list, format: [ - { - 'O': float, (Open) - 'H': float, (High) - 'L': float, (Low) - 'C': float, (Close) - 'V': float, (Volume) - 'T': datetime, (Time) - 'BV': float, (Base Volume) - }, - ... - ] - """ - - def get_order(self, order_id: str) -> Dict: - """ - Get order details for the given order_id. - :param order_id: ID as str - :return: dict, format: { - 'id': str, - 'type': str, - 'pair': str, - 'opened': str ISO 8601 datetime, - 'closed': str ISO 8601 datetime, - 'rate': float, - 'amount': float, - 'remaining': int - } - """ - - @abstractmethod - def cancel_order(self, order_id: str) -> None: - """ - Cancels order for given order_id. - :param order_id: ID as str - :return: None - """ - - @abstractmethod - def get_pair_detail_url(self, pair: str) -> str: - """ - Returns the market detail url for the given pair. - :param pair: Pair as str, format: BTC_ETC - :return: URL as str - """ - - @abstractmethod - def get_markets(self) -> List[str]: - """ - Returns all available markets. - :return: List of all available pairs - """ - - @abstractmethod - def get_market_summaries(self) -> List[Dict]: - """ - Returns a 24h market summary for all available markets - :return: list, format: [ - { - 'MarketName': str, - 'High': float, - 'Low': float, - 'Volume': float, - 'Last': float, - 'TimeStamp': datetime, - 'BaseVolume': float, - 'Bid': float, - 'Ask': float, - 'OpenBuyOrders': int, - 'OpenSellOrders': int, - 'PrevDay': float, - 'Created': datetime - }, - ... - ] - """ - - @abstractmethod - def get_wallet_health(self) -> List[Dict]: - """ - Returns a list of all wallet health information - :return: list, format: [ - { - 'Currency': str, - 'IsActive': bool, - 'LastChecked': str, - 'Notice': str - }, - ... - """ diff --git a/freqtrade/fiat_convert.py b/freqtrade/fiat_convert.py index b86b56ec5..44a4f3054 100644 --- a/freqtrade/fiat_convert.py +++ b/freqtrade/fiat_convert.py @@ -5,8 +5,11 @@ e.g BTC to USD import logging import time +from typing import Dict, List from coinmarketcap import Market +from requests.exceptions import RequestException +from freqtrade.constants import SUPPORTED_FIAT logger = logging.getLogger(__name__) @@ -32,7 +35,7 @@ class CryptoFiat(object): self.price = 0.0 # Private attributes - self._expiration = 0 + self._expiration = 0.0 self.crypto_symbol = crypto_symbol.upper() self.fiat_symbol = fiat_symbol.upper() @@ -63,21 +66,9 @@ class CryptoToFiatConverter(object): This object is also a Singleton """ __instance = None - _coinmarketcap = None + _coinmarketcap: Market = None - # Constants - SUPPORTED_FIAT = [ - "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", - "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", - "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", - "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD" - ] - - CRYPTOMAP = { - 'BTC': 'bitcoin', - 'ETH': 'ethereum', - 'USDT': 'thether' - } + _cryptomap: Dict = {} def __new__(cls): if CryptoToFiatConverter.__instance is None: @@ -89,7 +80,19 @@ class CryptoToFiatConverter(object): return CryptoToFiatConverter.__instance def __init__(self) -> None: - self._pairs = [] + self._pairs: List[CryptoFiat] = [] + self._load_cryptomap() + + def _load_cryptomap(self) -> None: + try: + coinlistings = self._coinmarketcap.listings() + self._cryptomap = dict(map(lambda coin: (coin["symbol"], str(coin["id"])), + coinlistings["data"])) + except (ValueError, RequestException) as exception: + logger.error( + "Could not load FIAT Cryptocurrency map for the following problem: %s", + exception + ) def convert_amount(self, crypto_amount: float, crypto_symbol: str, fiat_symbol: str) -> float: """ @@ -99,6 +102,8 @@ class CryptoToFiatConverter(object): :param fiat_symbol: fiat to convert to :return: float, value in fiat of the crypto-currency amount """ + if crypto_symbol == fiat_symbol: + return crypto_amount price = self.get_price(crypto_symbol=crypto_symbol, fiat_symbol=fiat_symbol) return float(crypto_amount) * float(price) @@ -114,7 +119,7 @@ class CryptoToFiatConverter(object): # Check if the fiat convertion you want is supported if not self._is_supported_fiat(fiat=fiat_symbol): - raise ValueError('The fiat {} is not supported.'.format(fiat_symbol)) + raise ValueError(f'The fiat {fiat_symbol} is not supported.') # Get the pair that interest us and return the price in fiat for pair in self._pairs: @@ -166,7 +171,7 @@ class CryptoToFiatConverter(object): fiat = fiat.upper() - return fiat in self.SUPPORTED_FIAT + return fiat in SUPPORTED_FIAT def _find_price(self, crypto_symbol: str, fiat_symbol: str) -> float: """ @@ -177,17 +182,24 @@ class CryptoToFiatConverter(object): """ # Check if the fiat convertion you want is supported if not self._is_supported_fiat(fiat=fiat_symbol): - raise ValueError('The fiat {} is not supported.'.format(fiat_symbol)) + raise ValueError(f'The fiat {fiat_symbol} is not supported.') + + # No need to convert if both crypto and fiat are the same + if crypto_symbol == fiat_symbol: + return 1.0 + + if crypto_symbol not in self._cryptomap: + # return 0 for unsupported stake currencies (fiat-convert should not break the bot) + logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol) + return 0.0 - if crypto_symbol not in self.CRYPTOMAP: - raise ValueError( - 'The crypto symbol {} is not supported.'.format(crypto_symbol)) try: return float( self._coinmarketcap.ticker( - currency=self.CRYPTOMAP[crypto_symbol], + currency=self._cryptomap[crypto_symbol], convert=fiat_symbol - )[0]['price_' + fiat_symbol.lower()] + )['data']['quotes'][fiat_symbol.upper()]['price'] ) - except BaseException: + except BaseException as exception: + logger.error("Error in _find_price: %s", exception) return 0.0 diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 9daaa7d14..e25ed66cf 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -3,7 +3,6 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade() """ import copy -import json import logging import time import traceback @@ -12,19 +11,19 @@ from typing import Dict, List, Optional, Any, Callable import arrow import requests -from cachetools import cached, TTLCache +from cachetools import TTLCache, cached from freqtrade import ( - DependencyException, OperationalException, exchange, persistence, __version__ + DependencyException, OperationalException, TemporaryError, persistence, __version__, ) -from freqtrade.analyze import Analyze from freqtrade import constants +from freqtrade.analyze import Analyze +from freqtrade.exchange import Exchange from freqtrade.fiat_convert import CryptoToFiatConverter from freqtrade.persistence import Trade from freqtrade.rpc.rpc_manager import RPCManager from freqtrade.state import State - logger = logging.getLogger(__name__) @@ -34,12 +33,11 @@ class FreqtradeBot(object): This is from here the bot start its logic. """ - def __init__(self, config: Dict[str, Any], db_url: Optional[str] = None): + def __init__(self, config: Dict[str, Any])-> None: """ Init all variables and object the bot need to work :param config: configuration dict, you can use the Configuration.get_config() method to get the config dict. - :param db_url: database connector string for sqlalchemy (Optional) """ logger.info( @@ -52,27 +50,22 @@ class FreqtradeBot(object): # Init objects self.config = config - self.analyze = None - self.fiat_converter = None - self.rpc = None + self.analyze = Analyze(self.config) + self.fiat_converter = CryptoToFiatConverter() + self.rpc: RPCManager = RPCManager(self) self.persistence = None - self.exchange = None + self.exchange = Exchange(self.config) - self._init_modules(db_url=db_url) + self._init_modules() - def _init_modules(self, db_url: Optional[str] = None) -> None: + def _init_modules(self) -> None: """ Initializes all modules and updates the config - :param db_url: database connector string for sqlalchemy (Optional) :return: None """ # Initialize all modules - self.analyze = Analyze(self.config) - self.fiat_converter = CryptoToFiatConverter() - self.rpc = RPCManager(self) - persistence.init(self.config, db_url) - exchange.init(self.config) + persistence.init(self.config) # Set initial application state initial_state = self.config.get('initial_state') @@ -82,19 +75,16 @@ class FreqtradeBot(object): else: self.state = State.STOPPED - def clean(self) -> bool: + def cleanup(self) -> None: """ - Cleanup the application state und finish all pending tasks + Cleanup pending resources on an already stopped bot :return: None """ - self.rpc.send_msg('*Status:* `Stopping trader...`') - logger.info('Stopping trader and cleaning up modules...') - self.state = State.STOPPED + logger.info('Cleaning up modules ...') self.rpc.cleanup() persistence.cleanup() - return True - def worker(self, old_state: None) -> State: + def worker(self, old_state: State = None) -> State: """ Trading routine that must be run at each loop :param old_state: the previous service state from the previous call @@ -103,7 +93,7 @@ class FreqtradeBot(object): # Log state transition state = self.state if state != old_state: - self.rpc.send_msg('*Status:* `{}`'.format(state.name.lower())) + self.rpc.send_msg(f'*Status:* `{state.name.lower()}`') logger.info('Changing state to: %s', state.name) if state == State.STOPPED: @@ -173,66 +163,74 @@ class FreqtradeBot(object): self.check_handle_timedout(self.config['unfilledtimeout']) Trade.session.flush() - except (requests.exceptions.RequestException, json.JSONDecodeError) as error: + except TemporaryError as error: logger.warning('%s, retrying in 30 seconds...', error) time.sleep(constants.RETRY_TIMEOUT) except OperationalException: + tb = traceback.format_exc() + hint = 'Issue `/start` if you think it is safe to restart.' self.rpc.send_msg( - '*Status:* OperationalException:\n```\n{traceback}```{hint}' - .format( - traceback=traceback.format_exc(), - hint='Issue `/start` if you think it is safe to restart.' - ) + f'*Status:* OperationalException:\n```\n{tb}```{hint}' ) logger.exception('OperationalException. Stopping trader ...') self.state = State.STOPPED return state_changed @cached(TTLCache(maxsize=1, ttl=1800)) - def _gen_pair_whitelist(self, base_currency: str, key: str = 'BaseVolume') -> List[str]: + def _gen_pair_whitelist(self, base_currency: str, key: str = 'quoteVolume') -> List[str]: """ Updates the whitelist with with a dynamically generated list :param base_currency: base currency as str - :param key: sort key (defaults to 'BaseVolume') + :param key: sort key (defaults to 'quoteVolume') :return: List of pairs """ - summaries = sorted( - (s for s in exchange.get_market_summaries() if - s['MarketName'].startswith(base_currency)), - key=lambda s: s.get(key) or 0.0, - reverse=True - ) - return [s['MarketName'].replace('-', '_') for s in summaries] + if not self.exchange.exchange_has('fetchTickers'): + raise OperationalException( + 'Exchange does not support dynamic whitelist.' + 'Please edit your config and restart the bot' + ) + + tickers = self.exchange.get_tickers() + # check length so that we make sure that '/' is actually in the string + tickers = [v for k, v in tickers.items() + if len(k.split('/')) == 2 and k.split('/')[1] == base_currency] + + sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key]) + pairs = [s['symbol'] for s in sorted_tickers] + return pairs def _refresh_whitelist(self, whitelist: List[str]) -> List[str]: """ - Check wallet health and remove pair from whitelist if necessary + Check available markets and remove pair from whitelist if necessary :param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to trade :return: the list of pairs the user wants to trade without the one unavailable or black_listed """ sanitized_whitelist = whitelist - health = exchange.get_wallet_health() + markets = self.exchange.get_markets() + + markets = [m for m in markets if m['quote'] == self.config['stake_currency']] known_pairs = set() - for status in health: - pair = '{}_{}'.format(self.config['stake_currency'], status['Currency']) + for market in markets: + pair = market['symbol'] # pair is not int the generated dynamic market, or in the blacklist ... ignore it if pair not in whitelist or pair in self.config['exchange'].get('pair_blacklist', []): continue # else the pair is valid known_pairs.add(pair) # Market is not active - if not status['IsActive']: + if not market['active']: sanitized_whitelist.remove(pair) logger.info( - 'Ignoring %s from whitelist (reason: %s).', - pair, status.get('Notice') or 'wallet is not active' + 'Ignoring %s from whitelist. Market is not active.', + pair ) # We need to remove pairs that are unknown final_list = [x for x in sanitized_whitelist if x in known_pairs] + return final_list def get_target_bid(self, ticker: Dict[str, float]) -> float: @@ -246,27 +244,75 @@ class FreqtradeBot(object): balance = self.config['bid_strategy']['ask_last_balance'] return ticker['ask'] + balance * (ticker['last'] - ticker['ask']) + def _get_trade_stake_amount(self) -> Optional[float]: + stake_amount = self.config['stake_amount'] + avaliable_amount = self.exchange.get_balance(self.config['stake_currency']) + + if stake_amount == constants.UNLIMITED_STAKE_AMOUNT: + open_trades = len(Trade.query.filter(Trade.is_open.is_(True)).all()) + if open_trades >= self.config['max_open_trades']: + logger.warning('Can\'t open a new trade: max number of trades is reached') + return None + return avaliable_amount / (self.config['max_open_trades'] - open_trades) + + # Check if stake_amount is fulfilled + if avaliable_amount < stake_amount: + raise DependencyException( + 'Available balance(%f %s) is lower than stake amount(%f %s)' % ( + avaliable_amount, self.config['stake_currency'], + stake_amount, self.config['stake_currency']) + ) + + return stake_amount + + def _get_min_pair_stake_amount(self, pair: str, price: float) -> Optional[float]: + markets = self.exchange.get_markets() + markets = [m for m in markets if m['symbol'] == pair] + if not markets: + raise ValueError(f'Can\'t get market information for symbol {pair}') + + market = markets[0] + + if 'limits' not in market: + return None + + min_stake_amounts = [] + if 'cost' in market['limits'] and 'min' in market['limits']['cost']: + min_stake_amounts.append(market['limits']['cost']['min']) + + if 'amount' in market['limits'] and 'min' in market['limits']['amount']: + min_stake_amounts.append(market['limits']['amount']['min'] * price) + + if not min_stake_amounts: + return None + + amount_reserve_percent = 1 - 0.05 # reserve 5% + stoploss + if self.analyze.get_stoploss() is not None: + amount_reserve_percent += self.analyze.get_stoploss() + # it should not be more than 50% + amount_reserve_percent = max(amount_reserve_percent, 0.5) + return min(min_stake_amounts)/amount_reserve_percent + def create_trade(self) -> bool: """ Checks the implemented trading indicator(s) for a randomly picked pair, if one pair triggers the buy_signal a new trade record gets created - :param stake_amount: amount of btc to spend - :param interval: Ticker interval used for Analyze :return: True if a trade object has been created and persisted, False otherwise """ - stake_amount = self.config['stake_amount'] interval = self.analyze.get_ticker_interval() + stake_amount = self._get_trade_stake_amount() + + if not stake_amount: + return False + stake_currency = self.config['stake_currency'] + fiat_currency = self.config['fiat_display_currency'] + exc_name = self.exchange.name logger.info( 'Checking buy signals to create a new trade with stake_amount: %f ...', stake_amount ) whitelist = copy.deepcopy(self.config['exchange']['pair_whitelist']) - # Check if stake_amount is fulfilled - if exchange.get_balance(self.config['stake_currency']) < stake_amount: - raise DependencyException( - 'stake amount is not fulfilled (currency={})'.format(self.config['stake_currency']) - ) # Remove currently opened and latest pairs from whitelist for trade in Trade.query.filter(Trade.is_open.is_(True)).all(): @@ -277,50 +323,56 @@ class FreqtradeBot(object): if not whitelist: raise DependencyException('No currency pairs in whitelist') - # Pick pair based on StochRSI buy signals + # Pick pair based on buy signals for _pair in whitelist: - (buy, sell) = self.analyze.get_signal(_pair, interval) + (buy, sell) = self.analyze.get_signal(self.exchange, _pair, interval) if buy and not sell: pair = _pair break else: return False + pair_s = pair.replace('_', '/') + pair_url = self.exchange.get_pair_detail_url(pair) # Calculate amount - buy_limit = self.get_target_bid(exchange.get_ticker(pair)) + buy_limit = self.get_target_bid(self.exchange.get_ticker(pair)) + + min_stake_amount = self._get_min_pair_stake_amount(pair_s, buy_limit) + if min_stake_amount is not None and min_stake_amount > stake_amount: + logger.warning( + f'Can\'t open a new trade for {pair_s}: stake amount' + f' is too small ({stake_amount} < {min_stake_amount})' + ) + return False + amount = stake_amount / buy_limit - order_id = exchange.buy(pair, buy_limit, amount) + order_id = self.exchange.buy(pair, buy_limit, amount)['id'] stake_amount_fiat = self.fiat_converter.convert_amount( stake_amount, - self.config['stake_currency'], - self.config['fiat_display_currency'] + stake_currency, + fiat_currency ) # Create trade entity and return self.rpc.send_msg( - '*{}:* Buying [{}]({}) with limit `{:.8f} ({:.6f} {}, {:.3f} {})` ' - .format( - exchange.get_name().upper(), - pair.replace('_', '/'), - exchange.get_pair_detail_url(pair), - buy_limit, - stake_amount, - self.config['stake_currency'], - stake_amount_fiat, - self.config['fiat_display_currency'] - ) + f"""*{exc_name}:* Buying [{pair_s}]({pair_url}) \ +with limit `{buy_limit:.8f} ({stake_amount:.6f} \ +{stake_currency}, {stake_amount_fiat:.3f} {fiat_currency})`""" ) # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL + fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker') trade = Trade( pair=pair, stake_amount=stake_amount, amount=amount, - fee=exchange.get_fee(), + fee_open=fee, + fee_close=fee, open_rate=buy_limit, + open_rate_requested=buy_limit, open_date=datetime.utcnow(), - exchange=exchange.get_name().upper(), + exchange=self.exchange.id, open_order_id=order_id ) Trade.session.add(trade) @@ -348,32 +400,91 @@ class FreqtradeBot(object): Tries to execute a sell trade :return: True if executed """ - # Get order details for actual price per unit - if trade.open_order_id: - # Update trade with order values - logger.info('Found open order for %s', trade) - trade.update(exchange.get_order(trade.open_order_id)) + try: + # Get order details for actual price per unit + if trade.open_order_id: + # Update trade with order values + logger.info('Found open order for %s', trade) + order = self.exchange.get_order(trade.open_order_id, trade.pair) + # Try update amount (binance-fix) + try: + new_amount = self.get_real_amount(trade, order) + if order['amount'] != new_amount: + order['amount'] = new_amount + # Fee was applied, so set to 0 + trade.fee_open = 0 - if trade.is_open and trade.open_order_id is None: - # Check if we can sell our current pair - return self.handle_trade(trade) + except OperationalException as exception: + logger.warning("could not update trade amount: %s", exception) + + trade.update(order) + + if trade.is_open and trade.open_order_id is None: + # Check if we can sell our current pair + return self.handle_trade(trade) + except DependencyException as exception: + logger.warning('Unable to sell trade: %s', exception) return False + def get_real_amount(self, trade: Trade, order: Dict) -> float: + """ + Get real amount for the trade + Necessary for self.exchanges which charge fees in base currency (e.g. binance) + """ + order_amount = order['amount'] + # Only run for closed orders + if trade.fee_open == 0 or order['status'] == 'open': + return order_amount + + # use fee from order-dict if possible + if 'fee' in order and order['fee'] and (order['fee'].keys() >= {'currency', 'cost'}): + if trade.pair.startswith(order['fee']['currency']): + new_amount = order_amount - order['fee']['cost'] + logger.info("Applying fee on amount for %s (from %s to %s) from Order", + trade, order['amount'], new_amount) + return new_amount + + # Fallback to Trades + trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair, + trade.open_date) + + if len(trades) == 0: + logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade) + return order_amount + amount = 0 + fee_abs = 0 + for exectrade in trades: + amount += exectrade['amount'] + if "fee" in exectrade and (exectrade['fee'].keys() >= {'currency', 'cost'}): + # only applies if fee is in quote currency! + if trade.pair.startswith(exectrade['fee']['currency']): + fee_abs += exectrade['fee']['cost'] + + if amount != order_amount: + logger.warning(f"amount {amount} does not match amount {trade.amount}") + raise OperationalException("Half bought? Amounts don't match") + real_amount = amount - fee_abs + if fee_abs != 0: + logger.info(f"""Applying fee on amount for {trade} \ +(from {order_amount} to {real_amount}) from Trades""") + return real_amount + def handle_trade(self, trade: Trade) -> bool: """ Sells the current pair if the threshold is reached and updates the trade record. :return: True if trade has been sold, False otherwise """ if not trade.is_open: - raise ValueError('attempt to handle closed trade: {}'.format(trade)) + raise ValueError(f'attempt to handle closed trade: {trade}') logger.debug('Handling %s ...', trade) - current_rate = exchange.get_ticker(trade.pair)['bid'] + current_rate = self.exchange.get_ticker(trade.pair)['bid'] (buy, sell) = (False, False) - - if self.config.get('experimental', {}).get('use_sell_signal'): - (buy, sell) = self.analyze.get_signal(trade.pair, self.analyze.get_ticker_interval()) + experimental = self.config.get('experimental', {}) + if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'): + (buy, sell) = self.analyze.get_signal(self.exchange, + trade.pair, self.analyze.get_ticker_interval()) if self.analyze.should_sell(trade, current_rate, datetime.utcnow(), buy, sell): self.execute_sell(trade, current_rate) @@ -391,22 +502,28 @@ class FreqtradeBot(object): for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all(): try: - order = exchange.get_order(trade.open_order_id) + # FIXME: Somehow the query above returns results + # where the open_order_id is in fact None. + # This is probably because the record got + # updated via /forcesell in a different thread. + if not trade.open_order_id: + continue + order = self.exchange.get_order(trade.open_order_id, trade.pair) except requests.exceptions.RequestException: logger.info( 'Cannot query order for %s due to %s', trade, traceback.format_exc()) continue - ordertime = arrow.get(order['opened']) + ordertime = arrow.get(order['datetime']).datetime # Check if trade is still actually open if int(order['remaining']) == 0: continue - if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold: + if order['side'] == 'buy' and ordertime < timeoutthreashold: self.handle_timedout_limit_buy(trade, order) - elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold: + elif order['side'] == 'sell' and ordertime < timeoutthreashold: self.handle_timedout_limit_sell(trade, order) # FIX: 20180110, why is cancel.order unconditionally here, whereas @@ -416,16 +533,14 @@ class FreqtradeBot(object): """Buy timeout - cancel order :return: True if order was fully cancelled """ - exchange.cancel_order(trade.open_order_id) + pair_s = trade.pair.replace('_', '/') + self.exchange.cancel_order(trade.open_order_id, trade.pair) if order['remaining'] == order['amount']: # if trade is not partially completed, just delete the trade Trade.session.delete(trade) - # FIX? do we really need to flush, caller of - # check_handle_timedout will flush afterwards Trade.session.flush() logger.info('Buy order timeout for %s.', trade) - self.rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format( - trade.pair.replace('_', '/'))) + self.rpc.send_msg(f'*Timeout:* Unfilled buy order for {pair_s} cancelled') return True # if trade is partially complete, edit the stake details for the trade @@ -434,8 +549,7 @@ class FreqtradeBot(object): trade.stake_amount = trade.amount * trade.open_rate trade.open_order_id = None logger.info('Partial buy order timeout for %s.', trade) - self.rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format( - trade.pair.replace('_', '/'))) + self.rpc.send_msg(f'*Timeout:* Remaining buy order for {pair_s} cancelled') return False # FIX: 20180110, should cancel_order() be cond. or unconditionally called? @@ -444,16 +558,16 @@ class FreqtradeBot(object): Sell timeout - cancel order and update trade :return: True if order was fully cancelled """ + pair_s = trade.pair.replace('_', '/') if order['remaining'] == order['amount']: # if trade is not partially completed, just cancel the trade - exchange.cancel_order(trade.open_order_id) + self.exchange.cancel_order(trade.open_order_id, trade.pair) trade.close_rate = None trade.close_profit = None trade.close_date = None trade.is_open = True trade.open_order_id = None - self.rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format( - trade.pair.replace('_', '/'))) + self.rpc.send_msg(f'*Timeout:* Unfilled sell order for {pair_s} cancelled') logger.info('Sell order timeout for %s.', trade) return True @@ -467,51 +581,42 @@ class FreqtradeBot(object): :param limit: limit rate for the sell order :return: None """ + exc = trade.exchange + pair = trade.pair # Execute sell and update trade record - order_id = exchange.sell(str(trade.pair), limit, trade.amount) + order_id = self.exchange.sell(str(trade.pair), limit, trade.amount)['id'] trade.open_order_id = order_id + trade.close_rate_requested = limit fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2) profit_trade = trade.calc_profit(rate=limit) - current_rate = exchange.get_ticker(trade.pair, False)['bid'] - profit = trade.calc_profit_percent(current_rate) + current_rate = self.exchange.get_ticker(trade.pair)['bid'] + profit = trade.calc_profit_percent(limit) + pair_url = self.exchange.get_pair_detail_url(trade.pair) + gain = "profit" if fmt_exp_profit > 0 else "loss" - message = "*{exchange}:* Selling\n" \ - "*Current Pair:* [{pair}]({pair_url})\n" \ - "*Limit:* `{limit}`\n" \ - "*Amount:* `{amount}`\n" \ - "*Open Rate:* `{open_rate:.8f}`\n" \ - "*Current Rate:* `{current_rate:.8f}`\n" \ - "*Profit:* `{profit:.2f}%`" \ - "".format( - exchange=trade.exchange, - pair=trade.pair, - pair_url=exchange.get_pair_detail_url(trade.pair), - limit=limit, - open_rate=trade.open_rate, - current_rate=current_rate, - amount=round(trade.amount, 8), - profit=round(profit * 100, 2), - ) + message = f"*{exc}:* Selling\n" \ + f"*Current Pair:* [{pair}]({pair_url})\n" \ + f"*Limit:* `{limit}`\n" \ + f"*Amount:* `{round(trade.amount, 8)}`\n" \ + f"*Open Rate:* `{trade.open_rate:.8f}`\n" \ + f"*Current Rate:* `{current_rate:.8f}`\n" \ + f"*Profit:* `{round(profit * 100, 2):.2f}%`" \ + "" # For regular case, when the configuration exists if 'stake_currency' in self.config and 'fiat_display_currency' in self.config: + stake = self.config['stake_currency'] + fiat = self.config['fiat_display_currency'] fiat_converter = CryptoToFiatConverter() profit_fiat = fiat_converter.convert_amount( profit_trade, - self.config['stake_currency'], - self.config['fiat_display_currency'] + stake, + fiat ) - message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f} {coin}`' \ - '` / {profit_fiat:.3f} {fiat})`' \ - ''.format( - gain="profit" if fmt_exp_profit > 0 else "loss", - profit_percent=fmt_exp_profit, - profit_coin=profit_trade, - coin=self.config['stake_currency'], - profit_fiat=profit_fiat, - fiat=self.config['fiat_display_currency'], - ) + message += f'` ({gain}: {fmt_exp_profit:.2f}%, {profit_trade:.8f} {stake}`' \ + f'` / {profit_fiat:.3f} {fiat})`'\ + '' # Because telegram._forcesell does not have the configuration # Ignore the FIAT value and does not show the stake_currency as well else: diff --git a/freqtrade/indicator_helpers.py b/freqtrade/indicator_helpers.py index 14519d7a2..50586578a 100644 --- a/freqtrade/indicator_helpers.py +++ b/freqtrade/indicator_helpers.py @@ -13,7 +13,7 @@ def went_down(series: Series) -> bool: return series < series.shift(1) -def ehlers_super_smoother(series: Series, smoothing: float = 6) -> type(Series): +def ehlers_super_smoother(series: Series, smoothing: float = 6) -> Series: magic = pi * sqrt(2) / smoothing a1 = exp(-magic) coeff2 = 2 * a1 * cos(magic) diff --git a/freqtrade/main.py b/freqtrade/main.py index 9639922f9..9d17a403a 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -5,11 +5,14 @@ Read the documentation to know what cli arguments you need. """ import logging import sys +from argparse import Namespace from typing import List +from freqtrade import OperationalException from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.freqtradebot import FreqtradeBot +from freqtrade.state import State logger = logging.getLogger('freqtrade') @@ -43,24 +46,48 @@ def main(sysargv: List[str]) -> None: state = None while 1: state = freqtrade.worker(old_state=state) + if state == State.RELOAD_CONF: + freqtrade = reconfigure(freqtrade, args) except KeyboardInterrupt: logger.info('SIGINT received, aborting ...') return_code = 0 + except OperationalException as e: + logger.error(str(e)) + return_code = 2 except BaseException: logger.exception('Fatal exception!') finally: if freqtrade: - freqtrade.clean() + freqtrade.rpc.send_msg('*Status:* `Process died ...`') + freqtrade.cleanup() sys.exit(return_code) +def reconfigure(freqtrade: FreqtradeBot, args: Namespace) -> FreqtradeBot: + """ + Cleans up current instance, reloads the configuration and returns the new instance + """ + # Clean up current modules + freqtrade.cleanup() + + # Create new instance + freqtrade = FreqtradeBot(Configuration(args).get_config()) + freqtrade.rpc.send_msg( + '*Status:* `Config reloaded ...`'.format( + freqtrade.state.name.lower() + ) + ) + return freqtrade + + def set_loggers() -> None: """ Set the logger level for Third party libs :return: None """ logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO) + logging.getLogger('ccxt.base.exchange').setLevel(logging.INFO) logging.getLogger('telegram').setLevel(logging.INFO) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index f5d045c44..90a1db42b 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -5,6 +5,7 @@ Various tool function for Freqtrade and scripts import json import logging import re +import gzip from datetime import datetime from typing import Dict @@ -63,12 +64,28 @@ def common_datearray(dfs: Dict[str, DataFrame]) -> np.ndarray: return np.sort(arr, axis=0) -def file_dump_json(filename, data) -> None: +def file_dump_json(filename, data, is_zip=False) -> None: """ Dump JSON data into a file :param filename: file to create :param data: JSON Data to save :return: """ - with open(filename, 'w') as fp: - json.dump(data, fp, default=str) + print(f'dumping json to "{filename}"') + + if is_zip: + if not filename.endswith('.gz'): + filename = filename + '.gz' + with gzip.open(filename, 'w') as fp: + json.dump(data, fp, default=str) + else: + with open(filename, 'w') as fp: + json.dump(data, fp, default=str) + + +def format_ms_time(date: int) -> str: + """ + convert MS date to readable format. + : epoch-string in ms + """ + return datetime.fromtimestamp(date/1000.0).strftime('%Y-%m-%dT%H:%M:%S') diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index bfdfceab1..1e76808e7 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -4,38 +4,59 @@ import gzip import json import logging import os -from typing import Optional, List, Dict, Tuple +from typing import Optional, List, Dict, Tuple, Any +import arrow -from freqtrade import misc -from freqtrade.exchange import get_ticker_history -from user_data.hyperopt_conf import hyperopt_optimize_conf +from freqtrade import misc, constants, OperationalException +from freqtrade.exchange import Exchange +from freqtrade.arguments import TimeRange logger = logging.getLogger(__name__) -def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -> List[Dict]: - stype, start, stop = timerange - if stype == (None, 'line'): - return tickerlist[stop:] - elif stype == ('line', None): - return tickerlist[0:start] - elif stype == ('index', 'index'): - return tickerlist[start:stop] +def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]: + if not tickerlist: + return tickerlist - return tickerlist + start_index = 0 + stop_index = len(tickerlist) + + if timerange.starttype == 'line': + stop_index = timerange.startts + if timerange.starttype == 'index': + start_index = timerange.startts + elif timerange.starttype == 'date': + while (start_index < len(tickerlist) and + tickerlist[start_index][0] < timerange.startts * 1000): + start_index += 1 + + if timerange.stoptype == 'line': + start_index = len(tickerlist) + timerange.stopts + if timerange.stoptype == 'index': + stop_index = timerange.stopts + elif timerange.stoptype == 'date': + while (stop_index > 0 and + tickerlist[stop_index-1][0] > timerange.stopts * 1000): + stop_index -= 1 + + if start_index > stop_index: + raise ValueError(f'The timerange [{timerange.startts},{timerange.stopts}] is incorrect') + + return tickerlist[start_index:stop_index] def load_tickerdata_file( datadir: str, pair: str, - ticker_interval: int, - timerange: Optional[Tuple[Tuple, int, int]] = None) -> Optional[List[Dict]]: + ticker_interval: str, + timerange: Optional[TimeRange] = None) -> Optional[List[Dict]]: """ Load a pair from file, :return dict OR empty if unsuccesful """ path = make_testdata_path(datadir) + pair_file_string = pair.replace('/', '_') file = os.path.join(path, '{pair}-{ticker_interval}.json'.format( - pair=pair, + pair=pair_file_string, ticker_interval=ticker_interval, )) gzipfile = file + '.gz' @@ -58,31 +79,38 @@ def load_tickerdata_file( return pairdata -def load_data(datadir: str, ticker_interval: int, - pairs: Optional[List[str]] = None, +def load_data(datadir: str, + ticker_interval: str, + pairs: List[str], refresh_pairs: Optional[bool] = False, - timerange: Optional[Tuple[Tuple, int, int]] = None) -> Dict[str, List]: + exchange: Optional[Exchange] = None, + timerange: TimeRange = TimeRange(None, None, 0, 0)) -> Dict[str, List]: """ Loads ticker history data for the given parameters :return: dict """ result = {} - _pairs = pairs or hyperopt_optimize_conf()['exchange']['pair_whitelist'] - # If the user force the refresh of pairs if refresh_pairs: logger.info('Download data for all pairs and store them in %s', datadir) - download_pairs(datadir, _pairs, ticker_interval) + if not exchange: + raise OperationalException("Exchange needs to be initialized when " + "calling load_data with refresh_pairs=True") + download_pairs(datadir, exchange, pairs, ticker_interval, timerange=timerange) - for pair in _pairs: + for pair in pairs: pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange) - if not pairdata: - # download the tickerdata from exchange - download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) - # and retry reading the pair - pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange) - result[pair] = pairdata + if pairdata: + result[pair] = pairdata + else: + logger.warning( + 'No data for pair: "%s", Interval: %s. ' + 'Use --refresh-pairs-cached to download the data', + pair, + ticker_interval + ) + return result @@ -95,14 +123,20 @@ def make_testdata_path(datadir: str) -> str: ) -def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool: +def download_pairs(datadir, exchange: Exchange, pairs: List[str], + ticker_interval: str, + timerange: TimeRange = TimeRange(None, None, 0, 0)) -> bool: """For each pairs passed in parameters, download the ticker intervals""" for pair in pairs: try: - download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) + download_backtesting_testdata(datadir, + exchange=exchange, + pair=pair, + tick_interval=ticker_interval, + timerange=timerange) except BaseException: logger.info( - 'Failed to download the pair: "%s", Interval: %s min', + 'Failed to download the pair: "%s", Interval: %s', pair, ticker_interval ) @@ -110,39 +144,89 @@ def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool: return True -# FIX: 20180110, suggest rename interval to tick_interval -def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> None: +def load_cached_data_for_updating(filename: str, + tick_interval: str, + timerange: Optional[TimeRange]) -> Tuple[ + List[Any], + Optional[int]]: """ - Download the latest 1 and 5 ticker intervals from Bittrex for the pairs passed in parameters - Based on @Rybolov work: https://github.com/rybolov/freqtrade-data + Load cached data and choose what part of the data should be updated """ - path = make_testdata_path(datadir) - logger.info( - 'Download the pair: "%s", Interval: %s min', pair, interval - ) + since_ms = None - filename = os.path.join(path, '{pair}-{interval}.json'.format( - pair=pair.replace("-", "_"), - interval=interval, - )) + # user sets timerange, so find the start time + if timerange: + if timerange.starttype == 'date': + since_ms = timerange.startts * 1000 + elif timerange.stoptype == 'line': + num_minutes = timerange.stopts * constants.TICKER_INTERVAL_MINUTES[tick_interval] + since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000 + # read the cached file if os.path.isfile(filename): with open(filename, "rt") as file: data = json.load(file) + # remove the last item, because we are not sure if it is correct + # it could be fetched when the candle was incompleted + if data: + data.pop() else: data = [] - logger.debug('Current Start: %s', data[1]['T'] if data else None) - logger.debug('Current End: %s', data[-1:][0]['T'] if data else None) + if data: + if since_ms and since_ms < data[0][0]: + # the data is requested for earlier period than the cache has + # so fully redownload all the data + data = [] + else: + # a part of the data was already downloaded, so + # download unexist data only + since_ms = data[-1][0] + 1 - # Extend data with new ticker history - data.extend([ - row for row in get_ticker_history(pair=pair, tick_interval=int(interval)) - if row not in data - ]) + return (data, since_ms) + + +def download_backtesting_testdata(datadir: str, + exchange: Exchange, + pair: str, + tick_interval: str = '5m', + timerange: Optional[TimeRange] = None) -> None: + + """ + Download the latest ticker intervals from the exchange for the pairs passed in parameters + The data is downloaded starting from the last correct ticker interval data that + esists in a cache. If timerange starts earlier than the data in the cache, + the full data will be redownloaded + + Based on @Rybolov work: https://github.com/rybolov/freqtrade-data + :param pairs: list of pairs to download + :param tick_interval: ticker interval + :param timerange: range of time to download + :return: None + + """ + + path = make_testdata_path(datadir) + filepair = pair.replace("/", "_") + filename = os.path.join(path, f'{filepair}-{tick_interval}.json') + + logger.info( + 'Download the pair: "%s", Interval: %s', + pair, + tick_interval + ) + + data, since_ms = load_cached_data_for_updating(filename, tick_interval, timerange) + + logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None') + logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None') + + new_data = exchange.get_ticker_history(pair=pair, tick_interval=tick_interval, + since_ms=since_ms) + data.extend(new_data) + + logger.debug("New Start: %s", misc.format_ms_time(data[0][0])) + logger.debug("New End: %s", misc.format_ms_time(data[-1][0])) - data = sorted(data, key=lambda _data: _data['T']) - logger.debug('New Start: %s', data[1]['T']) - logger.debug('New End: %s', data[-1:][0]['T']) misc.file_dump_json(filename, data) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index cf140637c..6982b36cb 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -6,25 +6,40 @@ This module contains the backtesting logic import logging import operator from argparse import Namespace -from typing import Dict, Tuple, Any, List, Optional +from datetime import datetime +from typing import Dict, Tuple, Any, List, Optional, NamedTuple import arrow from pandas import DataFrame from tabulate import tabulate import freqtrade.optimize as optimize -from freqtrade import exchange +from freqtrade import constants, DependencyException +from freqtrade.exchange import Exchange from freqtrade.analyze import Analyze from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration -from freqtrade.exchange import Bittrex from freqtrade.misc import file_dump_json from freqtrade.persistence import Trade - logger = logging.getLogger(__name__) +class BacktestResult(NamedTuple): + """ + NamedTuple Defining BacktestResults inputs. + """ + pair: str + profit_percent: float + profit_abs: float + open_time: datetime + close_time: datetime + open_index: int + close_index: int + trade_duration: float + open_at_end: bool + + class Backtesting(object): """ Backtesting class, this class contains all the logic to run a backtest @@ -35,24 +50,20 @@ class Backtesting(object): """ def __init__(self, config: Dict[str, Any]) -> None: self.config = config - self.analyze = None - self.ticker_interval = None - self.tickerdata_to_dataframe = None - self.populate_buy_trend = None - self.populate_sell_trend = None - self._init() - - def _init(self) -> None: - """ - Init objects required for backtesting - :return: None - """ self.analyze = Analyze(self.config) self.ticker_interval = self.analyze.strategy.ticker_interval self.tickerdata_to_dataframe = self.analyze.tickerdata_to_dataframe self.populate_buy_trend = self.analyze.populate_buy_trend self.populate_sell_trend = self.analyze.populate_sell_trend - exchange._API = Bittrex({'key': '', 'secret': ''}) + + # Reset keys for backtesting + self.config['exchange']['key'] = '' + self.config['exchange']['secret'] = '' + self.config['exchange']['password'] = '' + self.config['exchange']['uid'] = '' + self.config['dry_run'] = True + self.exchange = Exchange(self.config) + self.fee = self.exchange.get_fee() @staticmethod def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: @@ -73,22 +84,22 @@ class Backtesting(object): Generates and returns a text table for the given backtest data and the results dataframe :return: pretty printed table with tabulate as str """ - stake_currency = self.config.get('stake_currency') + stake_currency = str(self.config.get('stake_currency')) floatfmt = ('s', 'd', '.2f', '.8f', '.1f') tabular_data = [] headers = ['pair', 'buy count', 'avg profit %', 'total profit ' + stake_currency, 'avg duration', 'profit', 'loss'] for pair in data: - result = results[results.currency == pair] + result = results[results.pair == pair] tabular_data.append([ pair, len(result.index), result.profit_percent.mean() * 100.0, - result.profit_BTC.sum(), - result.duration.mean(), - len(result[result.profit_BTC > 0]), - len(result[result.profit_BTC < 0]) + result.profit_abs.sum(), + result.trade_duration.mean(), + len(result[result.profit_abs > 0]), + len(result[result.profit_abs < 0]) ]) # Append Total @@ -96,16 +107,28 @@ class Backtesting(object): 'TOTAL', len(results.index), results.profit_percent.mean() * 100.0, - results.profit_BTC.sum(), - results.duration.mean(), - len(results[results.profit_BTC > 0]), - len(results[results.profit_BTC < 0]) + results.profit_abs.sum(), + results.trade_duration.mean(), + len(results[results.profit_abs > 0]), + len(results[results.profit_abs < 0]) ]) - return tabulate(tabular_data, headers=headers, floatfmt=floatfmt) + return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe") + + def _store_backtest_result(self, recordfilename: Optional[str], results: DataFrame) -> None: + + records = [(trade_entry.pair, trade_entry.profit_percent, + trade_entry.open_time.timestamp(), + trade_entry.close_time.timestamp(), + trade_entry.open_index - 1, trade_entry.trade_duration) + for index, trade_entry in results.iterrows()] + + if records: + logger.info('Dumping backtest results to %s', recordfilename) + file_dump_json(recordfilename, records) def _get_sell_trade_entry( self, pair: str, buy_row: DataFrame, - partial_ticker: List, trade_count_lock: Dict, args: Dict) -> Optional[Tuple]: + partial_ticker: List, trade_count_lock: Dict, args: Dict) -> Optional[BacktestResult]: stake_amount = args['stake_amount'] max_open_trades = args.get('max_open_trades', 0) @@ -114,7 +137,8 @@ class Backtesting(object): open_date=buy_row.date, stake_amount=stake_amount, amount=stake_amount / buy_row.open, - fee=exchange.get_fee() + fee_open=self.fee, + fee_close=self.fee ) # calculate win/lose forwards from buy point @@ -126,15 +150,33 @@ class Backtesting(object): buy_signal = sell_row.buy if self.analyze.should_sell(trade, sell_row.close, sell_row.date, buy_signal, sell_row.sell): - return \ - sell_row, \ - ( - pair, - trade.calc_profit_percent(rate=sell_row.close), - trade.calc_profit(rate=sell_row.close), - (sell_row.date - buy_row.date).seconds // 60 - ), \ - sell_row.date + + return BacktestResult(pair=pair, + profit_percent=trade.calc_profit_percent(rate=sell_row.close), + profit_abs=trade.calc_profit(rate=sell_row.close), + open_time=buy_row.date, + close_time=sell_row.date, + trade_duration=(sell_row.date - buy_row.date).seconds // 60, + open_index=buy_row.Index, + close_index=sell_row.Index, + open_at_end=False + ) + if partial_ticker: + # no sell condition found - trade stil open at end of backtest period + sell_row = partial_ticker[-1] + btr = BacktestResult(pair=pair, + profit_percent=trade.calc_profit_percent(rate=sell_row.close), + profit_abs=trade.calc_profit(rate=sell_row.close), + open_time=buy_row.date, + close_time=sell_row.date, + trade_duration=(sell_row.date - buy_row.date).seconds // 60, + open_index=buy_row.Index, + close_index=sell_row.Index, + open_at_end=True + ) + logger.debug('Force_selling still open trade %s with %s perc - %s', btr.pair, + btr.profit_percent, btr.profit_abs) + return btr return None def backtest(self, args: Dict) -> DataFrame: @@ -150,22 +192,28 @@ class Backtesting(object): processed: a processed dictionary with format {pair, data} max_open_trades: maximum number of concurrent trades (default: 0, disabled) realistic: do we try to simulate realistic trades? (default: True) - sell_profit_only: sell if profit only - use_sell_signal: act on sell-signal :return: DataFrame """ headers = ['date', 'buy', 'open', 'close', 'sell'] processed = args['processed'] max_open_trades = args.get('max_open_trades', 0) realistic = args.get('realistic', False) - record = args.get('record', None) - records = [] trades = [] - trade_count_lock = {} + trade_count_lock: Dict = {} for pair, pair_data in processed.items(): pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run - ticker_data = self.populate_sell_trend(self.populate_buy_trend(pair_data))[headers] + ticker_data = self.populate_sell_trend( + self.populate_buy_trend(pair_data))[headers].copy() + + # to avoid using data from future, we buy/sell with signal from previous candle + ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1) + ticker_data.loc[:, 'sell'] = ticker_data['sell'].shift(1) + + ticker_data.drop(ticker_data.head(1).index, inplace=True) + + # Convert from Pandas to list for performance reasons + # (Looping Pandas is slow.) ticker = [x for x in ticker_data.itertuples()] lock_pair_until = None @@ -183,28 +231,18 @@ class Backtesting(object): trade_count_lock[row.date] = trade_count_lock.get(row.date, 0) + 1 - ret = self._get_sell_trade_entry(pair, row, ticker[index + 1:], - trade_count_lock, args) + trade_entry = self._get_sell_trade_entry(pair, row, ticker[index + 1:], + trade_count_lock, args) - if ret: - row2, trade_entry, next_date = ret - lock_pair_until = next_date + if trade_entry: + lock_pair_until = trade_entry.close_time trades.append(trade_entry) - if record: - # Note, need to be json.dump friendly - # record a tuple of pair, current_profit_percent, - # entry-date, duration - records.append((pair, trade_entry[1], - row.date.strftime('%s'), - row2.date.strftime('%s'), - index, trade_entry[3])) - # For now export inside backtest(), maybe change so that backtest() - # returns a tuple like: (dataframe, records, logs, etc) - if record and record.find('trades') >= 0: - logger.info('Dumping backtest results') - file_dump_json('backtest-result.json', records) - labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] - return DataFrame.from_records(trades, columns=labels) + else: + # Set lock_pair_until to end of testing period if trade could not be closed + # This happens only if the buy-signal was with the last candle + lock_pair_until = ticker_data.iloc[-1].date + + return DataFrame.from_records(trades, columns=BacktestResult._fields) def start(self) -> None: """ @@ -219,19 +257,24 @@ class Backtesting(object): if self.config.get('live'): logger.info('Downloading data for all pairs in whitelist ...') for pair in pairs: - data[pair] = exchange.get_ticker_history(pair, self.ticker_interval) + data[pair] = self.exchange.get_ticker_history(pair, self.ticker_interval) else: logger.info('Using local backtesting data (using whitelist in given config) ...') - timerange = Arguments.parse_timerange(self.config.get('timerange')) + timerange = Arguments.parse_timerange(None if self.config.get( + 'timerange') is None else str(self.config.get('timerange'))) data = optimize.load_data( self.config['datadir'], pairs=pairs, ticker_interval=self.ticker_interval, refresh_pairs=self.config.get('refresh_pairs', False), + exchange=self.exchange, timerange=timerange ) + if not data: + logger.critical("No data found. Terminating.") + return # Ignore max_open_trades in backtesting, except realistic flag was passed if self.config.get('realistic_simulation', False): max_open_trades = self.config['max_open_trades'] @@ -251,23 +294,22 @@ class Backtesting(object): ) # Execute backtest and print results - sell_profit_only = self.config.get('experimental', {}).get('sell_profit_only', False) - use_sell_signal = self.config.get('experimental', {}).get('use_sell_signal', False) results = self.backtest( { 'stake_amount': self.config.get('stake_amount'), 'processed': preprocessed, 'max_open_trades': max_open_trades, 'realistic': self.config.get('realistic_simulation', False), - 'sell_profit_only': sell_profit_only, - 'use_sell_signal': use_sell_signal, - 'record': self.config.get('export') } ) + + if self.config.get('export', False): + self._store_backtest_result(self.config.get('exportfilename'), results) + logger.info( - '\n==================================== ' + '\n======================================== ' 'BACKTESTING REPORT' - ' ====================================\n' + ' =========================================\n' '%s', self._generate_text_table( data, @@ -275,6 +317,17 @@ class Backtesting(object): ) ) + logger.info( + '\n====================================== ' + 'LEFT OPEN TRADES REPORT' + ' ======================================\n' + '%s', + self._generate_text_table( + data, + results.loc[results.open_at_end] + ) + ) + def setup_configuration(args: Namespace) -> Dict[str, Any]: """ @@ -289,6 +342,10 @@ def setup_configuration(args: Namespace) -> Dict[str, Any]: config['exchange']['key'] = '' config['exchange']['secret'] = '' + if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT: + raise DependencyException('stake amount could not be "%s" for backtesting' % + constants.UNLIMITED_STAKE_AMOUNT) + return config diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index fb1d882be..7a313a3ac 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -14,12 +14,11 @@ from argparse import Namespace from functools import reduce from math import exp from operator import itemgetter -from typing import Dict, Any, Callable +from typing import Dict, Any, Callable, Optional import numpy import talib.abstract as ta from hyperopt import STATUS_FAIL, STATUS_OK, Trials, fmin, hp, space_eval, tpe -from hyperopt.mongoexp import MongoTrials from pandas import DataFrame import freqtrade.vendor.qtpylib.indicators as qtpylib @@ -27,8 +26,6 @@ from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.optimize import load_data from freqtrade.optimize.backtesting import Backtesting -from user_data.hyperopt_conf import hyperopt_optimize_conf - logger = logging.getLogger(__name__) @@ -42,7 +39,6 @@ class Hyperopt(Backtesting): hyperopt.start() """ def __init__(self, config: Dict[str, Any]) -> None: - super().__init__(config) # set TARGET_TRADES to suit your number concurrent trades so its realistic # to the number of days @@ -61,7 +57,7 @@ class Hyperopt(Backtesting): self.expected_max_profit = 3.0 # Configuration and data used by hyperopt - self.processed = None + self.processed: Optional[Dict[str, Any]] = None # Hyperopt Trials self.trials_file = os.path.join('user_data', 'hyperopt_trials.pickle') @@ -345,7 +341,7 @@ class Hyperopt(Backtesting): """ Return the space to use during Hyperopt """ - spaces = {} + spaces: Dict = {} if self.has_space('buy'): spaces = {**spaces, **Hyperopt.indicator_space()} if self.has_space('roi'): @@ -452,10 +448,11 @@ class Hyperopt(Backtesting): total_profit = results.profit_percent.sum() trade_count = len(results.index) - trade_duration = results.duration.mean() + trade_duration = results.trade_duration.mean() if trade_count == 0 or trade_duration > self.max_accepted_trade_duration: print('.', end='') + sys.stdout.flush() return { 'status': STATUS_FAIL, 'loss': float('inf') @@ -480,59 +477,48 @@ class Hyperopt(Backtesting): 'result': result_explanation, } - @staticmethod - def format_results(results: DataFrame) -> str: + def format_results(self, results: DataFrame) -> str: """ Return the format result in a string """ return ('{:6d} trades. Avg profit {: 5.2f}%. ' - 'Total profit {: 11.8f} BTC ({:.4f}Σ%). Avg duration {:5.1f} mins.').format( + 'Total profit {: 11.8f} {} ({:.4f}Σ%). Avg duration {:5.1f} mins.').format( len(results.index), results.profit_percent.mean() * 100.0, - results.profit_BTC.sum(), + results.profit_abs.sum(), + self.config['stake_currency'], results.profit_percent.sum(), - results.duration.mean(), + results.trade_duration.mean(), ) def start(self) -> None: - timerange = Arguments.parse_timerange(self.config.get('timerange')) + timerange = Arguments.parse_timerange(None if self.config.get( + 'timerange') is None else str(self.config.get('timerange'))) data = load_data( - datadir=self.config.get('datadir'), + datadir=str(self.config.get('datadir')), pairs=self.config['exchange']['pair_whitelist'], ticker_interval=self.ticker_interval, timerange=timerange ) if self.has_space('buy'): - self.analyze.populate_indicators = Hyperopt.populate_indicators + self.analyze.populate_indicators = Hyperopt.populate_indicators # type: ignore self.processed = self.tickerdata_to_dataframe(data) - if self.config.get('mongodb'): - logger.info('Using mongodb ...') + logger.info('Preparing Trials..') + signal.signal(signal.SIGINT, self.signal_handler) + # read trials file if we have one + if os.path.exists(self.trials_file) and os.path.getsize(self.trials_file) > 0: + self.trials = self.read_trials() + + self.current_tries = len(self.trials.results) + self.total_tries += self.current_tries logger.info( - 'Start scripts/start-mongodb.sh and start-hyperopt-worker.sh manually!' + 'Continuing with trials. Current: %d, Total: %d', + self.current_tries, + self.total_tries ) - db_name = 'freqtrade_hyperopt' - self.trials = MongoTrials( - arg='mongo://127.0.0.1:1234/{}/jobs'.format(db_name), - exp_key='exp1' - ) - else: - logger.info('Preparing Trials..') - signal.signal(signal.SIGINT, self.signal_handler) - # read trials file if we have one - if os.path.exists(self.trials_file) and os.path.getsize(self.trials_file) > 0: - self.trials = self.read_trials() - - self.current_tries = len(self.trials.results) - self.total_tries += self.current_tries - logger.info( - 'Continuing with trials. Current: %d, Total: %d', - self.current_tries, - self.total_tries - ) - try: best_parameters = fmin( fn=self.generate_optimizer, @@ -588,18 +574,14 @@ def start(args: Namespace) -> None: """ # Remove noisy log messages - logging.getLogger('hyperopt.mongoexp').setLevel(logging.WARNING) logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING) # Initialize configuration # Monkey patch the configuration with hyperopt_conf.py configuration = Configuration(args) logger.info('Starting freqtrade in Hyperopt mode') + config = configuration.load_config() - optimize_config = hyperopt_optimize_conf() - config = configuration._load_common_config(optimize_config) - config = configuration._load_backtesting_config(config) - config = configuration._load_hyperopt_config(config) config['exchange']['key'] = '' config['exchange']['secret'] = '' diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 56fe336d2..20a7db4bb 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -5,57 +5,111 @@ This module contains the class to persist trades into SQLite import logging from datetime import datetime from decimal import Decimal, getcontext -from typing import Dict, Optional +from typing import Dict, Optional, Any import arrow from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String, create_engine) -from sqlalchemy.engine import Engine +from sqlalchemy import inspect +from sqlalchemy.exc import NoSuchModuleError from sqlalchemy.ext.declarative import declarative_base from sqlalchemy.orm.scoping import scoped_session from sqlalchemy.orm.session import sessionmaker from sqlalchemy.pool import StaticPool +from freqtrade import OperationalException + logger = logging.getLogger(__name__) -_CONF = {} -_DECL_BASE = declarative_base() +_DECL_BASE: Any = declarative_base() -def init(config: dict, engine: Optional[Engine] = None) -> None: +def init(config: Dict) -> None: """ Initializes this module with the given config, registers all known command handlers and starts polling for message updates :param config: config to use - :param engine: database engine for sqlalchemy (Optional) :return: None """ - _CONF.update(config) - if not engine: - if _CONF.get('dry_run', False): - # the user wants dry run to use a DB - if _CONF.get('dry_run_db', False): - engine = create_engine('sqlite:///tradesv3.dry_run.sqlite') - # Otherwise dry run will store in memory - else: - engine = create_engine('sqlite://', - connect_args={'check_same_thread': False}, - poolclass=StaticPool, - echo=False) - else: - engine = create_engine('sqlite:///tradesv3.sqlite') + db_url = config.get('db_url', None) + kwargs = {} + + # Take care of thread ownership if in-memory db + if db_url == 'sqlite://': + kwargs.update({ + 'connect_args': {'check_same_thread': False}, + 'poolclass': StaticPool, + 'echo': False, + }) + + try: + engine = create_engine(db_url, **kwargs) + except NoSuchModuleError: + error = 'Given value for db_url: \'{}\' is no valid database URL! (See {}).'.format( + db_url, 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls' + ) + raise OperationalException(error) session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True)) Trade.session = session() Trade.query = session.query_property() _DECL_BASE.metadata.create_all(engine) + check_migrate(engine) - # Clean dry_run DB - if _CONF.get('dry_run', False) and _CONF.get('dry_run_db', False): + # Clean dry_run DB if the db is not in-memory + if config.get('dry_run', False) and db_url != 'sqlite://': clean_dry_run_db() +def has_column(columns, searchname: str) -> bool: + return len(list(filter(lambda x: x["name"] == searchname, columns))) == 1 + + +def check_migrate(engine) -> None: + """ + Checks if migration is necessary and migrates if necessary + """ + inspector = inspect(engine) + + cols = inspector.get_columns('trades') + + if not has_column(cols, 'fee_open'): + # Schema migration necessary + engine.execute("alter table trades rename to trades_bak") + # let SQLAlchemy create the schema as required + _DECL_BASE.metadata.create_all(engine) + + # Copy data back - following the correct schema + engine.execute("""insert into trades + (id, exchange, pair, is_open, fee_open, fee_close, open_rate, + open_rate_requested, close_rate, close_rate_requested, close_profit, + stake_amount, amount, open_date, close_date, open_order_id) + select id, lower(exchange), + case + when instr(pair, '_') != 0 then + substr(pair, instr(pair, '_') + 1) || '/' || + substr(pair, 1, instr(pair, '_') - 1) + else pair + end + pair, + is_open, fee fee_open, fee fee_close, + open_rate, null open_rate_requested, close_rate, + null close_rate_requested, close_profit, + stake_amount, amount, open_date, close_date, open_order_id + from trades_bak + """) + + # Reread columns - the above recreated the table! + inspector = inspect(engine) + cols = inspector.get_columns('trades') + + if not has_column(cols, 'open_rate_requested'): + engine.execute("alter table trades add open_rate_requested float") + if not has_column(cols, 'close_rate_requested'): + engine.execute("alter table trades add close_rate_requested float") + + def cleanup() -> None: """ Flushes all pending operations to disk. @@ -85,9 +139,12 @@ class Trade(_DECL_BASE): exchange = Column(String, nullable=False) pair = Column(String, nullable=False) is_open = Column(Boolean, nullable=False, default=True) - fee = Column(Float, nullable=False, default=0.0) + fee_open = Column(Float, nullable=False, default=0.0) + fee_close = Column(Float, nullable=False, default=0.0) open_rate = Column(Float) + open_rate_requested = Column(Float) close_rate = Column(Float) + close_rate_requested = Column(Float) close_profit = Column(Float) stake_amount = Column(Float, nullable=False) amount = Column(Float) @@ -111,20 +168,20 @@ class Trade(_DECL_BASE): :return: None """ # Ignore open and cancelled orders - if not order['closed'] or order['rate'] is None: + if order['status'] == 'open' or order['price'] is None: return logger.info('Updating trade (id=%d) ...', self.id) getcontext().prec = 8 # Bittrex do not go above 8 decimal - if order['type'] == 'LIMIT_BUY': + if order['type'] == 'limit' and order['side'] == 'buy': # Update open rate and actual amount - self.open_rate = Decimal(order['rate']) + self.open_rate = Decimal(order['price']) self.amount = Decimal(order['amount']) logger.info('LIMIT_BUY has been fulfilled for %s.', self) self.open_order_id = None - elif order['type'] == 'LIMIT_SELL': - self.close(order['rate']) + elif order['type'] == 'limit' and order['side'] == 'sell': + self.close(order['price']) else: raise ValueError('Unknown order type: {}'.format(order['type'])) cleanup() @@ -156,7 +213,7 @@ class Trade(_DECL_BASE): getcontext().prec = 8 buy_trade = (Decimal(self.amount) * Decimal(self.open_rate)) - fees = buy_trade * Decimal(fee or self.fee) + fees = buy_trade * Decimal(fee or self.fee_open) return float(buy_trade + fees) def calc_close_trade_price( @@ -177,7 +234,7 @@ class Trade(_DECL_BASE): return 0.0 sell_trade = (Decimal(self.amount) * Decimal(rate or self.close_rate)) - fees = sell_trade * Decimal(fee or self.fee) + fees = sell_trade * Decimal(fee or self.fee_close) return float(sell_trade - fees) def calc_profit( @@ -195,7 +252,7 @@ class Trade(_DECL_BASE): open_trade_price = self.calc_open_trade_price() close_trade_price = self.calc_close_trade_price( rate=(rate or self.close_rate), - fee=(fee or self.fee) + fee=(fee or self.fee_close) ) return float("{0:.8f}".format(close_trade_price - open_trade_price)) @@ -215,7 +272,7 @@ class Trade(_DECL_BASE): open_trade_price = self.calc_open_trade_price() close_trade_price = self.calc_close_trade_price( rate=(rate or self.close_rate), - fee=(fee or self.fee) + fee=(fee or self.fee_close) ) return float("{0:.8f}".format((close_trade_price / open_trade_price) - 1)) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 860d3ba43..ee6ecb770 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -2,23 +2,33 @@ This module contains class to define a RPC communications """ import logging -from datetime import datetime, timedelta +from abc import abstractmethod +from datetime import datetime, timedelta, date from decimal import Decimal -from typing import Tuple, Any +from typing import Dict, Tuple, Any, List import arrow import sqlalchemy as sql +from numpy import mean, nan_to_num from pandas import DataFrame -from freqtrade import exchange from freqtrade.misc import shorten_date from freqtrade.persistence import Trade from freqtrade.state import State - logger = logging.getLogger(__name__) +class RPCException(Exception): + """ + Should be raised with a rpc-formatted message in an _rpc_* method + if the required state is wrong, i.e.: + + raise RPCException('*Status:* `no active trade`') + """ + pass + + class RPC(object): """ RPC class can be used to have extra feature, like bot data, and access to DB data @@ -29,28 +39,40 @@ class RPC(object): :param freqtrade: Instance of a freqtrade bot :return: None """ - self.freqtrade = freqtrade + self._freqtrade = freqtrade - def rpc_trade_status(self) -> Tuple[bool, Any]: + @abstractmethod + def cleanup(self) -> None: + """ Cleanup pending module resources """ + + @property + @abstractmethod + def name(self) -> str: + """ Returns the lowercase name of this module """ + + @abstractmethod + def send_msg(self, msg: str) -> None: + """ Sends a message to all registered rpc modules """ + + def _rpc_trade_status(self) -> List[str]: """ Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is a remotely exposed function - :return: """ # Fetch open trade trades = Trade.query.filter(Trade.is_open.is_(True)).all() - if self.freqtrade.state != State.RUNNING: - return True, '*Status:* `trader is not running`' + if self._freqtrade.state != State.RUNNING: + raise RPCException('*Status:* `trader is not running`') elif not trades: - return True, '*Status:* `no active trade`' + raise RPCException('*Status:* `no active trade`') else: result = [] for trade in trades: order = None if trade.open_order_id: - order = exchange.get_order(trade.open_order_id) + order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair) # calculate profit and send message to user - current_rate = exchange.get_ticker(trade.pair, False)['bid'] + current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid'] current_profit = trade.calc_profit_percent(current_rate) fmt_close_profit = '{:.2f}%'.format( round(trade.close_profit * 100, 2) @@ -68,7 +90,7 @@ class RPC(object): .format( trade_id=trade.id, pair=trade.pair, - market_url=exchange.get_pair_detail_url(trade.pair), + market_url=self._freqtrade.exchange.get_pair_detail_url(trade.pair), date=arrow.get(trade.open_date).humanize(), open_rate=trade.open_rate, close_rate=trade.close_rate, @@ -76,24 +98,24 @@ class RPC(object): amount=round(trade.amount, 8), close_profit=fmt_close_profit, current_profit=round(current_profit * 100, 2), - open_order='({} rem={:.8f})'.format( - order['type'], order['remaining'] + open_order='({} {} rem={:.8f})'.format( + order['type'], order['side'], order['remaining'] ) if order else None, ) result.append(message) - return False, result + return result - def rpc_status_table(self) -> Tuple[bool, Any]: + def _rpc_status_table(self) -> DataFrame: trades = Trade.query.filter(Trade.is_open.is_(True)).all() - if self.freqtrade.state != State.RUNNING: - return True, '*Status:* `trader is not running`' + if self._freqtrade.state != State.RUNNING: + raise RPCException('*Status:* `trader is not running`') elif not trades: - return True, '*Status:* `no active order`' + raise RPCException('*Status:* `no active order`') else: trades_list = [] for trade in trades: # calculate profit and send message to user - current_rate = exchange.get_ticker(trade.pair, False)['bid'] + current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid'] trades_list.append([ trade.id, trade.pair, @@ -104,22 +126,18 @@ class RPC(object): columns = ['ID', 'Pair', 'Since', 'Profit'] df_statuses = DataFrame.from_records(trades_list, columns=columns) df_statuses = df_statuses.set_index(columns[0]) - # The style used throughout is to return a tuple - # consisting of (error_occured?, result) - # Another approach would be to just return the - # result, or raise error - return False, df_statuses + return df_statuses - def rpc_daily_profit( + def _rpc_daily_profit( self, timescale: int, - stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]: + stake_currency: str, fiat_display_currency: str) -> List[List[Any]]: today = datetime.utcnow().date() - profit_days = {} + profit_days: Dict[date, Dict] = {} if not (isinstance(timescale, int) and timescale > 0): - return True, '*Daily [n]:* `must be an integer greater than 0`' + raise RPCException('*Daily [n]:* `must be an integer greater than 0`') - fiat = self.freqtrade.fiat_converter + fiat = self._freqtrade.fiat_converter for day in range(0, timescale): profitday = today - timedelta(days=day) trades = Trade.query \ @@ -134,7 +152,7 @@ class RPC(object): 'trades': len(trades) } - stats = [ + return [ [ key, '{value:.8f} {symbol}'.format( @@ -156,13 +174,10 @@ class RPC(object): ] for key, value in profit_days.items() ] - return False, stats - def rpc_trade_statistics( - self, stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]: - """ - :return: cumulative profit statistics. - """ + def _rpc_trade_statistics( + self, stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]: + """ Returns cumulative profit statistics """ trades = Trade.query.order_by(Trade.id).all() profit_all_coin = [] @@ -172,7 +187,7 @@ class RPC(object): durations = [] for trade in trades: - current_rate = None + current_rate: float = 0.0 if not trade.open_rate: continue @@ -185,7 +200,7 @@ class RPC(object): profit_closed_percent.append(profit_percent) else: # Get current rate - current_rate = exchange.get_ticker(trade.pair, False)['bid'] + current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid'] profit_percent = trade.calc_profit_percent(rate=current_rate) profit_all_coin.append( @@ -200,141 +215,140 @@ class RPC(object): .order_by(sql.text('profit_sum DESC')).first() if not best_pair: - return True, '*Status:* `no closed trade`' + raise RPCException('*Status:* `no closed trade`') bp_pair, bp_rate = best_pair # FIX: we want to keep fiatconverter in a state/environment, # doing this will utilize its caching functionallity, instead we reinitialize it here - fiat = self.freqtrade.fiat_converter + fiat = self._freqtrade.fiat_converter # Prepare data to display profit_closed_coin = round(sum(profit_closed_coin), 8) - profit_closed_percent = round(sum(profit_closed_percent) * 100, 2) + profit_closed_percent = round(nan_to_num(mean(profit_closed_percent)) * 100, 2) profit_closed_fiat = fiat.convert_amount( profit_closed_coin, stake_currency, fiat_display_currency ) profit_all_coin = round(sum(profit_all_coin), 8) - profit_all_percent = round(sum(profit_all_percent) * 100, 2) + profit_all_percent = round(nan_to_num(mean(profit_all_percent)) * 100, 2) profit_all_fiat = fiat.convert_amount( profit_all_coin, stake_currency, fiat_display_currency ) num = float(len(durations) or 1) - return ( - False, - { - 'profit_closed_coin': profit_closed_coin, - 'profit_closed_percent': profit_closed_percent, - 'profit_closed_fiat': profit_closed_fiat, - 'profit_all_coin': profit_all_coin, - 'profit_all_percent': profit_all_percent, - 'profit_all_fiat': profit_all_fiat, - 'trade_count': len(trades), - 'first_trade_date': arrow.get(trades[0].open_date).humanize(), - 'latest_trade_date': arrow.get(trades[-1].open_date).humanize(), - 'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0], - 'best_pair': bp_pair, - 'best_rate': round(bp_rate * 100, 2) - } - ) - - def rpc_balance(self, fiat_display_currency: str) -> Tuple[bool, Any]: - """ - :return: current account balance per crypto - """ - balances = [ - c for c in exchange.get_balances() - if c['Balance'] or c['Available'] or c['Pending'] - ] - if not balances: - return True, '`All balances are zero.`' + return { + 'profit_closed_coin': profit_closed_coin, + 'profit_closed_percent': profit_closed_percent, + 'profit_closed_fiat': profit_closed_fiat, + 'profit_all_coin': profit_all_coin, + 'profit_all_percent': profit_all_percent, + 'profit_all_fiat': profit_all_fiat, + 'trade_count': len(trades), + 'first_trade_date': arrow.get(trades[0].open_date).humanize(), + 'latest_trade_date': arrow.get(trades[-1].open_date).humanize(), + 'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0], + 'best_pair': bp_pair, + 'best_rate': round(bp_rate * 100, 2), + } + def _rpc_balance(self, fiat_display_currency: str) -> Tuple[List[Dict], float, str, float]: + """ Returns current account balance per crypto """ output = [] total = 0.0 - for currency in balances: - coin = currency['Currency'] + for coin, balance in self._freqtrade.exchange.get_balances().items(): + if not balance['total']: + continue + if coin == 'BTC': - currency["Rate"] = 1.0 + rate = 1.0 else: if coin == 'USDT': - currency["Rate"] = 1.0 / exchange.get_ticker('USDT_BTC', False)['bid'] + rate = 1.0 / self._freqtrade.exchange.get_ticker('BTC/USDT', False)['bid'] else: - currency["Rate"] = exchange.get_ticker('BTC_' + coin, False)['bid'] - currency['BTC'] = currency["Rate"] * currency["Balance"] - total = total + currency['BTC'] + rate = self._freqtrade.exchange.get_ticker(coin + '/BTC', False)['bid'] + est_btc: float = rate * balance['total'] + total = total + est_btc output.append( { - 'currency': currency['Currency'], - 'available': currency['Available'], - 'balance': currency['Balance'], - 'pending': currency['Pending'], - 'est_btc': currency['BTC'] + 'currency': coin, + 'available': balance['free'], + 'balance': balance['total'], + 'pending': balance['used'], + 'est_btc': est_btc } ) - fiat = self.freqtrade.fiat_converter + if total == 0.0: + raise RPCException('`All balances are zero.`') + + fiat = self._freqtrade.fiat_converter symbol = fiat_display_currency value = fiat.convert_amount(total, 'BTC', symbol) - return False, (output, total, symbol, value) + return output, total, symbol, value - def rpc_start(self) -> (bool, str): - """ - Handler for start. - """ - if self.freqtrade.state == State.RUNNING: - return True, '*Status:* `already running`' + def _rpc_start(self) -> str: + """ Handler for start """ + if self._freqtrade.state == State.RUNNING: + return '*Status:* `already running`' - self.freqtrade.state = State.RUNNING - return False, '`Starting trader ...`' + self._freqtrade.state = State.RUNNING + return '`Starting trader ...`' - def rpc_stop(self) -> (bool, str): - """ - Handler for stop. - """ - if self.freqtrade.state == State.RUNNING: - self.freqtrade.state = State.STOPPED - return False, '`Stopping trader ...`' + def _rpc_stop(self) -> str: + """ Handler for stop """ + if self._freqtrade.state == State.RUNNING: + self._freqtrade.state = State.STOPPED + return '`Stopping trader ...`' - return True, '*Status:* `already stopped`' + return '*Status:* `already stopped`' + + def _rpc_reload_conf(self) -> str: + """ Handler for reload_conf. """ + self._freqtrade.state = State.RELOAD_CONF + return '*Status:* `Reloading config ...`' # FIX: no test for this!!!! - def rpc_forcesell(self, trade_id) -> Tuple[bool, Any]: + def _rpc_forcesell(self, trade_id) -> None: """ Handler for forcesell . Sells the given trade at current price - :return: error or None """ def _exec_forcesell(trade: Trade) -> None: # Check if there is there is an open order if trade.open_order_id: - order = exchange.get_order(trade.open_order_id) + order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair) # Cancel open LIMIT_BUY orders and close trade - if order and not order['closed'] and order['type'] == 'LIMIT_BUY': - exchange.cancel_order(trade.open_order_id) - trade.close(order.get('rate') or trade.open_rate) - # TODO: sell amount which has been bought already - return + if order and order['status'] == 'open' \ + and order['type'] == 'limit' \ + and order['side'] == 'buy': + self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair) + trade.close(order.get('price') or trade.open_rate) + # Do the best effort, if we don't know 'filled' amount, don't try selling + if order['filled'] is None: + return + trade.amount = order['filled'] # Ignore trades with an attached LIMIT_SELL order - if order and not order['closed'] and order['type'] == 'LIMIT_SELL': + if order and order['status'] == 'open' \ + and order['type'] == 'limit' \ + and order['side'] == 'sell': return # Get current rate and execute sell - current_rate = exchange.get_ticker(trade.pair, False)['bid'] - self.freqtrade.execute_sell(trade, current_rate) + current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid'] + self._freqtrade.execute_sell(trade, current_rate) # ---- EOF def _exec_forcesell ---- - if self.freqtrade.state != State.RUNNING: - return True, '`trader is not running`' + if self._freqtrade.state != State.RUNNING: + raise RPCException('`trader is not running`') if trade_id == 'all': # Execute sell for all open orders for trade in Trade.query.filter(Trade.is_open.is_(True)).all(): _exec_forcesell(trade) - return False, '' + return # Query for trade trade = Trade.query.filter( @@ -345,18 +359,18 @@ class RPC(object): ).first() if not trade: logger.warning('forcesell: Invalid argument received') - return True, 'Invalid argument.' + raise RPCException('Invalid argument.') _exec_forcesell(trade) - return False, '' + Trade.session.flush() - def rpc_performance(self) -> Tuple[bool, Any]: + def _rpc_performance(self) -> List[Dict]: """ Handler for performance. Shows a performance statistic from finished trades """ - if self.freqtrade.state != State.RUNNING: - return True, '`trader is not running`' + if self._freqtrade.state != State.RUNNING: + raise RPCException('`trader is not running`') pair_rates = Trade.session.query(Trade.pair, sql.func.sum(Trade.close_profit).label('profit_sum'), @@ -365,19 +379,14 @@ class RPC(object): .group_by(Trade.pair) \ .order_by(sql.text('profit_sum DESC')) \ .all() - trades = [] - for (pair, rate, count) in pair_rates: - trades.append({'pair': pair, 'profit': round(rate * 100, 2), 'count': count}) + return [ + {'pair': pair, 'profit': round(rate * 100, 2), 'count': count} + for pair, rate, count in pair_rates + ] - return False, trades + def _rpc_count(self) -> List[Trade]: + """ Returns the number of trades running """ + if self._freqtrade.state != State.RUNNING: + raise RPCException('`trader is not running`') - def rpc_count(self) -> Tuple[bool, Any]: - """ - Returns the number of trades running - :return: None - """ - if self.freqtrade.state != State.RUNNING: - return True, '`trader is not running`' - - trades = Trade.query.filter(Trade.is_open.is_(True)).all() - return False, trades + return Trade.query.filter(Trade.is_open.is_(True)).all() diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py index 0299c793a..252bbcdd8 100644 --- a/freqtrade/rpc/rpc_manager.py +++ b/freqtrade/rpc/rpc_manager.py @@ -2,9 +2,9 @@ This module contains class to manage RPC communications (Telegram, Slack, ...) """ import logging +from typing import List -from freqtrade.rpc.telegram import Telegram - +from freqtrade.rpc.rpc import RPC logger = logging.getLogger(__name__) @@ -14,36 +14,23 @@ class RPCManager(object): Class to manage RPC objects (Telegram, Slack, ...) """ def __init__(self, freqtrade) -> None: - """ - Initializes all enabled rpc modules - :param config: config to use - :return: None - """ - self.freqtrade = freqtrade + """ Initializes all enabled rpc modules """ + self.registered_modules: List[RPC] = [] - self.registered_modules = [] - self.telegram = None - self._init() - - def _init(self) -> None: - """ - Init RPC modules - :return: - """ - if self.freqtrade.config['telegram'].get('enabled', False): + # Enable telegram + if freqtrade.config['telegram'].get('enabled', False): logger.info('Enabling rpc.telegram ...') - self.registered_modules.append('telegram') - self.telegram = Telegram(self.freqtrade) + from freqtrade.rpc.telegram import Telegram + self.registered_modules.append(Telegram(freqtrade)) def cleanup(self) -> None: - """ - Stops all enabled rpc modules - :return: None - """ - if 'telegram' in self.registered_modules: - logger.info('Cleaning up rpc.telegram ...') - self.registered_modules.remove('telegram') - self.telegram.cleanup() + """ Stops all enabled rpc modules """ + logger.info('Cleaning up rpc modules ...') + while self.registered_modules: + mod = self.registered_modules.pop() + logger.debug('Cleaning up rpc.%s ...', mod.name) + mod.cleanup() + del mod def send_msg(self, msg: str) -> None: """ @@ -51,6 +38,7 @@ class RPCManager(object): :param msg: message :return: None """ - logger.info(msg) - if 'telegram' in self.registered_modules: - self.telegram.send_msg(msg) + logger.info('Sending rpc message: %s', msg) + for mod in self.registered_modules: + logger.debug('Forwarding message to rpc.%s', mod.name) + mod.send_msg(msg) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 086c408ac..4dd23971b 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -12,22 +12,21 @@ from telegram.error import NetworkError, TelegramError from telegram.ext import CommandHandler, Updater from freqtrade.__init__ import __version__ -from freqtrade.rpc.rpc import RPC - +from freqtrade.rpc.rpc import RPC, RPCException logger = logging.getLogger(__name__) +logger.debug('Included module rpc.telegram ...') -def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[..., Any]: + +def authorized_only(command_handler: Callable[[Any, Bot, Update], None]) -> Callable[..., Any]: """ Decorator to check if the message comes from the correct chat_id :param command_handler: Telegram CommandHandler :return: decorated function """ def wrapper(self, *args, **kwargs): - """ - Decorator logic - """ + """ Decorator logic """ update = kwargs.get('update') or args[1] # Reject unauthorized messages @@ -54,9 +53,12 @@ def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[ class Telegram(RPC): - """ - Telegram, this class send messages to Telegram - """ + """ This class handles all telegram communication """ + + @property + def name(self) -> str: + return "telegram" + def __init__(self, freqtrade) -> None: """ Init the Telegram call, and init the super class RPC @@ -65,7 +67,7 @@ class Telegram(RPC): """ super().__init__(freqtrade) - self._updater = None + self._updater: Updater = None self._config = freqtrade.config self._init() @@ -74,12 +76,7 @@ class Telegram(RPC): Initializes this module with the given config, registers all known command handlers and starts polling for message updates - :param config: config to use - :return: None """ - if not self.is_enabled(): - return - self._updater = Updater(token=self._config['telegram']['token'], workers=0) # Register command handler and start telegram message polling @@ -93,6 +90,7 @@ class Telegram(RPC): CommandHandler('performance', self._performance), CommandHandler('daily', self._daily), CommandHandler('count', self._count), + CommandHandler('reload_conf', self._reload_conf), CommandHandler('help', self._help), CommandHandler('version', self._version), ] @@ -114,16 +112,11 @@ class Telegram(RPC): Stops all running telegram threads. :return: None """ - if not self.is_enabled(): - return - self._updater.stop() - def is_enabled(self) -> bool: - """ - Returns True if the telegram module is activated, False otherwise - """ - return bool(self._config.get('telegram', {}).get('enabled', False)) + def send_msg(self, msg: str) -> None: + """ Send a message to telegram channel """ + self._send_msg(msg) @authorized_only def _status(self, bot: Bot, update: Update) -> None: @@ -142,13 +135,11 @@ class Telegram(RPC): self._status_table(bot, update) return - # Fetch open trade - (error, trades) = self.rpc_trade_status() - if error: - self.send_msg(trades, bot=bot) - else: - for trademsg in trades: - self.send_msg(trademsg, bot=bot) + try: + for trade_msg in self._rpc_trade_status(): + self._send_msg(trade_msg, bot=bot) + except RPCException as e: + self._send_msg(str(e), bot=bot) @authorized_only def _status_table(self, bot: Bot, update: Update) -> None: @@ -159,15 +150,12 @@ class Telegram(RPC): :param update: message update :return: None """ - # Fetch open trade - (err, df_statuses) = self.rpc_status_table() - if err: - self.send_msg(df_statuses, bot=bot) - else: + try: + df_statuses = self._rpc_status_table() message = tabulate(df_statuses, headers='keys', tablefmt='simple') - message = "
{}
".format(message) - - self.send_msg(message, parse_mode=ParseMode.HTML) + self._send_msg("
{}
".format(message), parse_mode=ParseMode.HTML) + except RPCException as e: + self._send_msg(str(e), bot=bot) @authorized_only def _daily(self, bot: Bot, update: Update) -> None: @@ -182,14 +170,12 @@ class Telegram(RPC): timescale = int(update.message.text.replace('/daily', '').strip()) except (TypeError, ValueError): timescale = 7 - (error, stats) = self.rpc_daily_profit( - timescale, - self._config['stake_currency'], - self._config['fiat_display_currency'] - ) - if error: - self.send_msg(stats, bot=bot) - else: + try: + stats = self._rpc_daily_profit( + timescale, + self._config['stake_currency'], + self._config['fiat_display_currency'] + ) stats = tabulate(stats, headers=[ 'Day', @@ -198,11 +184,10 @@ class Telegram(RPC): ], tablefmt='simple') message = 'Daily Profit over the last {} days:\n
{}
'\ - .format( - timescale, - stats - ) - self.send_msg(message, bot=bot, parse_mode=ParseMode.HTML) + .format(timescale, stats) + self._send_msg(message, bot=bot, parse_mode=ParseMode.HTML) + except RPCException as e: + self._send_msg(str(e), bot=bot) @authorized_only def _profit(self, bot: Bot, update: Update) -> None: @@ -213,69 +198,63 @@ class Telegram(RPC): :param update: message update :return: None """ - (error, stats) = self.rpc_trade_statistics( - self._config['stake_currency'], - self._config['fiat_display_currency'] - ) - if error: - self.send_msg(stats, bot=bot) - return + try: + stats = self._rpc_trade_statistics( + self._config['stake_currency'], + self._config['fiat_display_currency']) - # Message to display - markdown_msg = "*ROI:* Close trades\n" \ - "∙ `{profit_closed_coin:.8f} {coin} ({profit_closed_percent:.2f}%)`\n" \ - "∙ `{profit_closed_fiat:.3f} {fiat}`\n" \ - "*ROI:* All trades\n" \ - "∙ `{profit_all_coin:.8f} {coin} ({profit_all_percent:.2f}%)`\n" \ - "∙ `{profit_all_fiat:.3f} {fiat}`\n" \ - "*Total Trade Count:* `{trade_count}`\n" \ - "*First Trade opened:* `{first_trade_date}`\n" \ - "*Latest Trade opened:* `{latest_trade_date}`\n" \ - "*Avg. Duration:* `{avg_duration}`\n" \ - "*Best Performing:* `{best_pair}: {best_rate:.2f}%`"\ - .format( - coin=self._config['stake_currency'], - fiat=self._config['fiat_display_currency'], - profit_closed_coin=stats['profit_closed_coin'], - profit_closed_percent=stats['profit_closed_percent'], - profit_closed_fiat=stats['profit_closed_fiat'], - profit_all_coin=stats['profit_all_coin'], - profit_all_percent=stats['profit_all_percent'], - profit_all_fiat=stats['profit_all_fiat'], - trade_count=stats['trade_count'], - first_trade_date=stats['first_trade_date'], - latest_trade_date=stats['latest_trade_date'], - avg_duration=stats['avg_duration'], - best_pair=stats['best_pair'], - best_rate=stats['best_rate'] - ) - self.send_msg(markdown_msg, bot=bot) + # Message to display + markdown_msg = "*ROI:* Close trades\n" \ + "∙ `{profit_closed_coin:.8f} {coin} ({profit_closed_percent:.2f}%)`\n" \ + "∙ `{profit_closed_fiat:.3f} {fiat}`\n" \ + "*ROI:* All trades\n" \ + "∙ `{profit_all_coin:.8f} {coin} ({profit_all_percent:.2f}%)`\n" \ + "∙ `{profit_all_fiat:.3f} {fiat}`\n" \ + "*Total Trade Count:* `{trade_count}`\n" \ + "*First Trade opened:* `{first_trade_date}`\n" \ + "*Latest Trade opened:* `{latest_trade_date}`\n" \ + "*Avg. Duration:* `{avg_duration}`\n" \ + "*Best Performing:* `{best_pair}: {best_rate:.2f}%`"\ + .format( + coin=self._config['stake_currency'], + fiat=self._config['fiat_display_currency'], + profit_closed_coin=stats['profit_closed_coin'], + profit_closed_percent=stats['profit_closed_percent'], + profit_closed_fiat=stats['profit_closed_fiat'], + profit_all_coin=stats['profit_all_coin'], + profit_all_percent=stats['profit_all_percent'], + profit_all_fiat=stats['profit_all_fiat'], + trade_count=stats['trade_count'], + first_trade_date=stats['first_trade_date'], + latest_trade_date=stats['latest_trade_date'], + avg_duration=stats['avg_duration'], + best_pair=stats['best_pair'], + best_rate=stats['best_rate'] + ) + self._send_msg(markdown_msg, bot=bot) + except RPCException as e: + self._send_msg(str(e), bot=bot) @authorized_only def _balance(self, bot: Bot, update: Update) -> None: - """ - Handler for /balance - """ - (error, result) = self.rpc_balance(self._config['fiat_display_currency']) - if error: - self.send_msg('`All balances are zero.`') - return + """ Handler for /balance """ + try: + currencys, total, symbol, value = \ + self._rpc_balance(self._config['fiat_display_currency']) + output = '' + for currency in currencys: + output += "*{currency}:*\n" \ + "\t`Available: {available: .8f}`\n" \ + "\t`Balance: {balance: .8f}`\n" \ + "\t`Pending: {pending: .8f}`\n" \ + "\t`Est. BTC: {est_btc: .8f}`\n".format(**currency) - (currencys, total, symbol, value) = result - output = '' - for currency in currencys: - output += """*Currency*: {currency} - *Available*: {available} - *Balance*: {balance} - *Pending*: {pending} - *Est. BTC*: {est_btc: .8f} - """.format(**currency) - - output += """*Estimated Value*: - *BTC*: {0: .8f} - *{1}*: {2: .2f} - """.format(total, symbol, value) - self.send_msg(output) + output += "\n*Estimated Value*:\n" \ + "\t`BTC: {0: .8f}`\n" \ + "\t`{1}: {2: .2f}`\n".format(total, symbol, value) + self._send_msg(output, bot=bot) + except RPCException as e: + self._send_msg(str(e), bot=bot) @authorized_only def _start(self, bot: Bot, update: Update) -> None: @@ -286,9 +265,8 @@ class Telegram(RPC): :param update: message update :return: None """ - (error, msg) = self.rpc_start() - if error: - self.send_msg(msg, bot=bot) + msg = self._rpc_start() + self._send_msg(msg, bot=bot) @authorized_only def _stop(self, bot: Bot, update: Update) -> None: @@ -299,8 +277,20 @@ class Telegram(RPC): :param update: message update :return: None """ - (error, msg) = self.rpc_stop() - self.send_msg(msg, bot=bot) + msg = self._rpc_stop() + self._send_msg(msg, bot=bot) + + @authorized_only + def _reload_conf(self, bot: Bot, update: Update) -> None: + """ + Handler for /reload_conf. + Triggers a config file reload + :param bot: telegram bot + :param update: message update + :return: None + """ + msg = self._rpc_reload_conf() + self._send_msg(msg, bot=bot) @authorized_only def _forcesell(self, bot: Bot, update: Update) -> None: @@ -313,10 +303,10 @@ class Telegram(RPC): """ trade_id = update.message.text.replace('/forcesell', '').strip() - (error, message) = self.rpc_forcesell(trade_id) - if error: - self.send_msg(message, bot=bot) - return + try: + self._rpc_forcesell(trade_id) + except RPCException as e: + self._send_msg(str(e), bot=bot) @authorized_only def _performance(self, bot: Bot, update: Update) -> None: @@ -327,19 +317,18 @@ class Telegram(RPC): :param update: message update :return: None """ - (error, trades) = self.rpc_performance() - if error: - self.send_msg(trades, bot=bot) - return - - stats = '\n'.join('{index}.\t{pair}\t{profit:.2f}% ({count})'.format( - index=i + 1, - pair=trade['pair'], - profit=trade['profit'], - count=trade['count'] - ) for i, trade in enumerate(trades)) - message = 'Performance:\n{}'.format(stats) - self.send_msg(message, parse_mode=ParseMode.HTML) + try: + trades = self._rpc_performance() + stats = '\n'.join('{index}.\t{pair}\t{profit:.2f}% ({count})'.format( + index=i + 1, + pair=trade['pair'], + profit=trade['profit'], + count=trade['count'] + ) for i, trade in enumerate(trades)) + message = 'Performance:\n{}'.format(stats) + self._send_msg(message, parse_mode=ParseMode.HTML) + except RPCException as e: + self._send_msg(str(e), bot=bot) @authorized_only def _count(self, bot: Bot, update: Update) -> None: @@ -350,19 +339,18 @@ class Telegram(RPC): :param update: message update :return: None """ - (error, trades) = self.rpc_count() - if error: - self.send_msg(trades, bot=bot) - return - - message = tabulate({ - 'current': [len(trades)], - 'max': [self._config['max_open_trades']], - 'total stake': [sum((trade.open_rate * trade.amount) for trade in trades)] - }, headers=['current', 'max', 'total stake'], tablefmt='simple') - message = "
{}
".format(message) - logger.debug(message) - self.send_msg(message, parse_mode=ParseMode.HTML) + try: + trades = self._rpc_count() + message = tabulate({ + 'current': [len(trades)], + 'max': [self._config['max_open_trades']], + 'total stake': [sum((trade.open_rate * trade.amount) for trade in trades)] + }, headers=['current', 'max', 'total stake'], tablefmt='simple') + message = "
{}
".format(message) + logger.debug(message) + self._send_msg(message, parse_mode=ParseMode.HTML) + except RPCException as e: + self._send_msg(str(e), bot=bot) @authorized_only def _help(self, bot: Bot, update: Update) -> None: @@ -388,7 +376,7 @@ class Telegram(RPC): "*/help:* `This help message`\n" \ "*/version:* `Show version`" - self.send_msg(message, bot=bot) + self._send_msg(message, bot=bot) @authorized_only def _version(self, bot: Bot, update: Update) -> None: @@ -399,10 +387,10 @@ class Telegram(RPC): :param update: message update :return: None """ - self.send_msg('*Version:* `{}`'.format(__version__), bot=bot) + self._send_msg('*Version:* `{}`'.format(__version__), bot=bot) - def send_msg(self, msg: str, bot: Bot = None, - parse_mode: ParseMode = ParseMode.MARKDOWN) -> None: + def _send_msg(self, msg: str, bot: Bot = None, + parse_mode: ParseMode = ParseMode.MARKDOWN) -> None: """ Send given markdown message :param msg: message @@ -410,9 +398,6 @@ class Telegram(RPC): :param parse_mode: telegram parse mode :return: None """ - if not self.is_enabled(): - return - bot = bot or self._updater.bot keyboard = [['/daily', '/profit', '/balance'], diff --git a/freqtrade/state.py b/freqtrade/state.py index aaa5b4765..42bfb6e41 100644 --- a/freqtrade/state.py +++ b/freqtrade/state.py @@ -8,7 +8,8 @@ import enum class State(enum.Enum): """ - Bot running states + Bot application states """ RUNNING = 0 STOPPED = 1 + RELOAD_CONF = 2 diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py index e69de29bb..e1dc7bb3f 100644 --- a/freqtrade/strategy/__init__.py +++ b/freqtrade/strategy/__init__.py @@ -0,0 +1,32 @@ +import logging +from copy import deepcopy + +from freqtrade.strategy.interface import IStrategy + + +logger = logging.getLogger(__name__) + + +def import_strategy(strategy: IStrategy) -> IStrategy: + """ + Imports given Strategy instance to global scope + of freqtrade.strategy and returns an instance of it + """ + # Copy all attributes from base class and class + attr = deepcopy({**strategy.__class__.__dict__, **strategy.__dict__}) + # Adjust module name + attr['__module__'] = 'freqtrade.strategy' + + name = strategy.__class__.__name__ + clazz = type(name, (IStrategy,), attr) + + logger.debug( + 'Imported strategy %s.%s as %s.%s', + strategy.__module__, strategy.__class__.__name__, + clazz.__module__, strategy.__class__.__name__, + ) + + # Modify global scope to declare class + globals()[name] = clazz + + return clazz() diff --git a/freqtrade/strategy/default_strategy.py b/freqtrade/strategy/default_strategy.py index 4b645dbd0..22689f17a 100644 --- a/freqtrade/strategy/default_strategy.py +++ b/freqtrade/strategy/default_strategy.py @@ -26,7 +26,7 @@ class DefaultStrategy(IStrategy): stoploss = -0.10 # Optimal ticker interval for the strategy - ticker_interval = 5 + ticker_interval = '5m' def populate_indicators(self, dataframe: DataFrame) -> DataFrame: """ diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index dcf665a02..4ae358c6f 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -2,7 +2,7 @@ IStrategy interface This module defines the interface to apply for strategies """ - +from typing import Dict from abc import ABC, abstractmethod from pandas import DataFrame @@ -16,9 +16,13 @@ class IStrategy(ABC): Attributes you can use: minimal_roi -> Dict: Minimal ROI designed for the strategy stoploss -> float: optimal stoploss designed for the strategy - ticker_interval -> int: value of the ticker interval to use for the strategy + ticker_interval -> str: value of the ticker interval to use for the strategy """ + minimal_roi: Dict + stoploss: float + ticker_interval: str + @abstractmethod def populate_indicators(self, dataframe: DataFrame) -> DataFrame: """ diff --git a/freqtrade/strategy/resolver.py b/freqtrade/strategy/resolver.py index bde852c92..0dcd3fc6a 100644 --- a/freqtrade/strategy/resolver.py +++ b/freqtrade/strategy/resolver.py @@ -11,6 +11,7 @@ from collections import OrderedDict from typing import Optional, Dict, Type from freqtrade import constants +from freqtrade.strategy import import_strategy from freqtrade.strategy.interface import IStrategy @@ -33,7 +34,8 @@ class StrategyResolver(object): # Verify the strategy is in the configuration, otherwise fallback to the default strategy strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY - self.strategy = self._load_strategy(strategy_name, extra_dir=config.get('strategy_path')) + self.strategy: IStrategy = self._load_strategy(strategy_name, + extra_dir=config.get('strategy_path')) # Set attributes # Check if we need to override configuration @@ -59,10 +61,9 @@ class StrategyResolver(object): {int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(), key=lambda t: t[0])) self.strategy.stoploss = float(self.strategy.stoploss) - self.strategy.ticker_interval = int(self.strategy.ticker_interval) def _load_strategy( - self, strategy_name: str, extra_dir: Optional[str] = None) -> Optional[IStrategy]: + self, strategy_name: str, extra_dir: Optional[str] = None) -> IStrategy: """ Search and loads the specified strategy. :param strategy_name: name of the module to import @@ -71,7 +72,7 @@ class StrategyResolver(object): """ current_path = os.path.dirname(os.path.realpath(__file__)) abs_paths = [ - os.path.join(current_path, '..', '..', 'user_data', 'strategies'), + os.path.join(os.getcwd(), 'user_data', 'strategies'), current_path, ] @@ -80,10 +81,13 @@ class StrategyResolver(object): abs_paths.insert(0, extra_dir) for path in abs_paths: - strategy = self._search_strategy(path, strategy_name) - if strategy: - logger.info('Using resolved strategy %s from \'%s\'', strategy_name, path) - return strategy + try: + strategy = self._search_strategy(path, strategy_name) + if strategy: + logger.info('Using resolved strategy %s from \'%s\'', strategy_name, path) + return import_strategy(strategy) + except FileNotFoundError: + logger.warning('Path "%s" does not exist', path) raise ImportError( "Impossible to load Strategy '{}'. This class does not exist" @@ -100,9 +104,9 @@ class StrategyResolver(object): """ # Generate spec based on absolute path - spec = importlib.util.spec_from_file_location('user_data.strategies', module_path) + spec = importlib.util.spec_from_file_location('unknown', module_path) module = importlib.util.module_from_spec(spec) - spec.loader.exec_module(module) + spec.loader.exec_module(module) # type: ignore # importlib does not use typehints valid_strategies_gen = ( obj for name, obj in inspect.getmembers(module, inspect.isclass) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 5e35537c9..d9ccaa325 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -2,17 +2,18 @@ import json import logging from datetime import datetime +from typing import Dict, Optional from functools import reduce from unittest.mock import MagicMock import arrow import pytest from jsonschema import validate -from sqlalchemy import create_engine from telegram import Chat, Message, Update from freqtrade.analyze import Analyze from freqtrade import constants +from freqtrade.exchange import Exchange from freqtrade.freqtradebot import FreqtradeBot logging.getLogger('').setLevel(logging.INFO) @@ -26,6 +27,20 @@ def log_has(line, logs): False) +def patch_exchange(mocker, api_mock=None) -> None: + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) + if api_mock: + mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) + else: + mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock()) + + +def get_patched_exchange(mocker, config, api_mock=None) -> Exchange: + patch_exchange(mocker, api_mock) + exchange = Exchange(config) + return exchange + + # Functions for recurrent object patching def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: """ @@ -34,16 +49,38 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: :param config: Config to pass to the bot :return: None """ - mocker.patch('freqtrade.fiat_convert.Market', {'price_usd': 12345.0}) + # mocker.patch('freqtrade.fiat_convert.Market', {'price_usd': 12345.0}) + patch_coinmarketcap(mocker, {'price_usd': 12345.0}) mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) + patch_exchange(mocker, None) mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock()) mocker.patch('freqtrade.freqtradebot.Analyze.get_signal', MagicMock()) - return FreqtradeBot(config, create_engine('sqlite://')) + return FreqtradeBot(config) + + +def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> None: + """ + Mocker to coinmarketcap to speed up tests + :param mocker: mocker to patch coinmarketcap class + :return: None + """ + + tickermock = MagicMock(return_value={'price_usd': 12345.0}) + listmock = MagicMock(return_value={'data': [{'id': 1, 'name': 'Bitcoin', 'symbol': 'BTC', + 'website_slug': 'bitcoin'}, + {'id': 1027, 'name': 'Ethereum', 'symbol': 'ETH', + 'website_slug': 'ethereum'} + ]}) + mocker.patch.multiple( + 'freqtrade.fiat_convert.Market', + ticker=tickermock, + listings=listmock, + + ) @pytest.fixture(scope="function") @@ -54,7 +91,7 @@ def default_conf(): "stake_currency": "BTC", "stake_amount": 0.001, "fiat_display_currency": "USD", - "ticker_interval": 5, + "ticker_interval": '5m', "dry_run": True, "minimal_roi": { "40": 0.0, @@ -73,11 +110,10 @@ def default_conf(): "key": "key", "secret": "secret", "pair_whitelist": [ - "BTC_ETH", - "BTC_TKN", - "BTC_TRST", - "BTC_SWT", - "BTC_BCC" + "ETH/BTC", + "LTC/BTC", + "XRP/BTC", + "NEO/BTC" ] }, "telegram": { @@ -86,7 +122,8 @@ def default_conf(): "chat_id": "0" }, "initial_state": "running", - "loglevel": logging.DEBUG + "db_url": "sqlite://", + "loglevel": logging.DEBUG, } validate(configuration, constants.CONF_SCHEMA) return configuration @@ -99,6 +136,11 @@ def update(): return _update +@pytest.fixture +def fee(): + return MagicMock(return_value=0.0025) + + @pytest.fixture def ticker(): return MagicMock(return_value={ @@ -127,46 +169,178 @@ def ticker_sell_down(): @pytest.fixture -def health(): - return MagicMock(return_value=[{ - 'Currency': 'BTC', - 'IsActive': True, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }, { - 'Currency': 'ETH', - 'IsActive': True, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }, { - 'Currency': 'TRST', - 'IsActive': True, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }, { - 'Currency': 'SWT', - 'IsActive': True, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }, { - 'Currency': 'BCC', - 'IsActive': False, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }]) +def markets(): + return MagicMock(return_value=[ + { + 'id': 'ethbtc', + 'symbol': 'ETH/BTC', + 'base': 'ETH', + 'quote': 'BTC', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': { + 'min': 1, + 'max': 500000, + }, + }, + 'info': '', + }, + { + 'id': 'tknbtc', + 'symbol': 'TKN/BTC', + 'base': 'TKN', + 'quote': 'BTC', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': { + 'min': 1, + 'max': 500000, + }, + }, + 'info': '', + }, + { + 'id': 'blkbtc', + 'symbol': 'BLK/BTC', + 'base': 'BLK', + 'quote': 'BTC', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': { + 'min': 1, + 'max': 500000, + }, + }, + 'info': '', + }, + { + 'id': 'ltcbtc', + 'symbol': 'LTC/BTC', + 'base': 'LTC', + 'quote': 'BTC', + 'active': False, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': { + 'min': 1, + 'max': 500000, + }, + }, + 'info': '', + }, + { + 'id': 'xrpbtc', + 'symbol': 'XRP/BTC', + 'base': 'XRP', + 'quote': 'BTC', + 'active': False, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': { + 'min': 1, + 'max': 500000, + }, + }, + 'info': '', + }, + { + 'id': 'neobtc', + 'symbol': 'NEO/BTC', + 'base': 'NEO', + 'quote': 'BTC', + 'active': False, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': { + 'min': 1, + 'max': 500000, + }, + }, + 'info': '', + } + ]) @pytest.fixture +def markets_empty(): + return MagicMock(return_value=[]) + + +@pytest.fixture(scope='function') def limit_buy_order(): return { 'id': 'mocked_limit_buy', - 'type': 'LIMIT_BUY', + 'type': 'limit', + 'side': 'buy', 'pair': 'mocked', - 'opened': str(arrow.utcnow().datetime), - 'rate': 0.00001099, + 'datetime': arrow.utcnow().isoformat(), + 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 0.0, - 'closed': str(arrow.utcnow().datetime), + 'status': 'closed' } @@ -174,12 +348,14 @@ def limit_buy_order(): def limit_buy_order_old(): return { 'id': 'mocked_limit_buy_old', - 'type': 'LIMIT_BUY', - 'pair': 'BTC_ETH', - 'opened': str(arrow.utcnow().shift(minutes=-601).datetime), - 'rate': 0.00001099, + 'type': 'limit', + 'side': 'buy', + 'pair': 'mocked', + 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), + 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 90.99181073, + 'status': 'open' } @@ -187,12 +363,14 @@ def limit_buy_order_old(): def limit_sell_order_old(): return { 'id': 'mocked_limit_sell_old', - 'type': 'LIMIT_SELL', - 'pair': 'BTC_ETH', - 'opened': str(arrow.utcnow().shift(minutes=-601).datetime), - 'rate': 0.00001099, + 'type': 'limit', + 'side': 'sell', + 'pair': 'ETH/BTC', + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 90.99181073, + 'status': 'open' } @@ -200,12 +378,14 @@ def limit_sell_order_old(): def limit_buy_order_old_partial(): return { 'id': 'mocked_limit_buy_old_partial', - 'type': 'LIMIT_BUY', - 'pair': 'BTC_ETH', - 'opened': str(arrow.utcnow().shift(minutes=-601).datetime), - 'rate': 0.00001099, + 'type': 'limit', + 'side': 'buy', + 'pair': 'ETH/BTC', + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 67.99181073, + 'status': 'open' } @@ -213,86 +393,228 @@ def limit_buy_order_old_partial(): def limit_sell_order(): return { 'id': 'mocked_limit_sell', - 'type': 'LIMIT_SELL', + 'type': 'limit', + 'side': 'sell', 'pair': 'mocked', - 'opened': str(arrow.utcnow().datetime), - 'rate': 0.00001173, + 'datetime': arrow.utcnow().isoformat(), + 'price': 0.00001173, 'amount': 90.99181073, 'remaining': 0.0, - 'closed': str(arrow.utcnow().datetime), + 'status': 'closed' } @pytest.fixture def ticker_history(): return [ - { - "O": 8.794e-05, - "H": 8.948e-05, - "L": 8.794e-05, - "C": 8.88e-05, - "V": 991.09056638, - "T": "2017-11-26T08:50:00", - "BV": 0.0877869 - }, - { - "O": 8.88e-05, - "H": 8.942e-05, - "L": 8.88e-05, - "C": 8.893e-05, - "V": 658.77935965, - "T": "2017-11-26T08:55:00", - "BV": 0.05874751 - }, - { - "O": 8.891e-05, - "H": 8.893e-05, - "L": 8.875e-05, - "C": 8.877e-05, - "V": 7920.73570705, - "T": "2017-11-26T09:00:00", - "BV": 0.7039405 - } + [ + 1511686200000, # unix timestamp ms + 8.794e-05, # open + 8.948e-05, # high + 8.794e-05, # low + 8.88e-05, # close + 0.0877869, # volume (in quote currency) + ], + [ + 1511686500000, + 8.88e-05, + 8.942e-05, + 8.88e-05, + 8.893e-05, + 0.05874751, + ], + [ + 1511686800000, + 8.891e-05, + 8.893e-05, + 8.875e-05, + 8.877e-05, + 0.7039405 + ] ] @pytest.fixture -def ticker_history_without_bv(): - return [ - { - "O": 8.794e-05, - "H": 8.948e-05, - "L": 8.794e-05, - "C": 8.88e-05, - "V": 991.09056638, - "T": "2017-11-26T08:50:00" +def tickers(): + return MagicMock(return_value={ + 'ETH/BTC': { + 'symbol': 'ETH/BTC', + 'timestamp': 1522014806207, + 'datetime': '2018-03-25T21:53:26.207Z', + 'high': 0.061697, + 'low': 0.060531, + 'bid': 0.061588, + 'bidVolume': 3.321, + 'ask': 0.061655, + 'askVolume': 0.212, + 'vwap': 0.06105296, + 'open': 0.060809, + 'close': 0.060761, + 'first': None, + 'last': 0.061588, + 'change': 1.281, + 'percentage': None, + 'average': None, + 'baseVolume': 111649.001, + 'quoteVolume': 6816.50176926, + 'info': {} }, - { - "O": 8.88e-05, - "H": 8.942e-05, - "L": 8.88e-05, - "C": 8.893e-05, - "V": 658.77935965, - "T": "2017-11-26T08:55:00" + 'TKN/BTC': { + 'symbol': 'TKN/BTC', + 'timestamp': 1522014806169, + 'datetime': '2018-03-25T21:53:26.169Z', + 'high': 0.01885, + 'low': 0.018497, + 'bid': 0.018799, + 'bidVolume': 8.38, + 'ask': 0.018802, + 'askVolume': 15.0, + 'vwap': 0.01869197, + 'open': 0.018585, + 'close': 0.018573, + 'baseVolume': 81058.66, + 'quoteVolume': 2247.48374509, }, - { - "O": 8.891e-05, - "H": 8.893e-05, - "L": 8.875e-05, - "C": 8.877e-05, - "V": 7920.73570705, - "T": "2017-11-26T09:00:00" + 'BLK/BTC': { + 'symbol': 'BLK/BTC', + 'timestamp': 1522014806072, + 'datetime': '2018-03-25T21:53:26.720Z', + 'high': 0.007745, + 'low': 0.007512, + 'bid': 0.007729, + 'bidVolume': 0.01, + 'ask': 0.007743, + 'askVolume': 21.37, + 'vwap': 0.00761466, + 'open': 0.007653, + 'close': 0.007652, + 'first': None, + 'last': 0.007743, + 'change': 1.176, + 'percentage': None, + 'average': None, + 'baseVolume': 295152.26, + 'quoteVolume': 1515.14631229, + 'info': {} + }, + 'LTC/BTC': { + 'symbol': 'LTC/BTC', + 'timestamp': 1523787258992, + 'datetime': '2018-04-15T10:14:19.992Z', + 'high': 0.015978, + 'low': 0.0157, + 'bid': 0.015954, + 'bidVolume': 12.83, + 'ask': 0.015957, + 'askVolume': 0.49, + 'vwap': 0.01581636, + 'open': 0.015823, + 'close': 0.01582, + 'first': None, + 'last': 0.015951, + 'change': 0.809, + 'percentage': None, + 'average': None, + 'baseVolume': 88620.68, + 'quoteVolume': 1401.65697943, + 'info': {} + }, + 'ETH/USDT': { + 'symbol': 'ETH/USDT', + 'timestamp': 1522014804118, + 'datetime': '2018-03-25T21:53:24.118Z', + 'high': 530.88, + 'low': 512.0, + 'bid': 529.73, + 'bidVolume': 0.2, + 'ask': 530.21, + 'askVolume': 0.2464, + 'vwap': 521.02438405, + 'open': 527.27, + 'close': 528.42, + 'first': None, + 'last': 530.21, + 'change': 0.558, + 'percentage': None, + 'average': None, + 'baseVolume': 72300.0659, + 'quoteVolume': 37670097.3022171, + 'info': {} + }, + 'TKN/USDT': { + 'symbol': 'TKN/USDT', + 'timestamp': 1522014806198, + 'datetime': '2018-03-25T21:53:26.198Z', + 'high': 8718.0, + 'low': 8365.77, + 'bid': 8603.64, + 'bidVolume': 0.15846, + 'ask': 8603.67, + 'askVolume': 0.069147, + 'vwap': 8536.35621697, + 'open': 8680.0, + 'close': 8680.0, + 'first': None, + 'last': 8603.67, + 'change': -0.879, + 'percentage': None, + 'average': None, + 'baseVolume': 30414.604298, + 'quoteVolume': 259629896.48584127, + 'info': {} + }, + 'BLK/USDT': { + 'symbol': 'BLK/USDT', + 'timestamp': 1522014806145, + 'datetime': '2018-03-25T21:53:26.145Z', + 'high': 66.95, + 'low': 63.38, + 'bid': 66.473, + 'bidVolume': 4.968, + 'ask': 66.54, + 'askVolume': 2.704, + 'vwap': 65.0526901, + 'open': 66.43, + 'close': 66.383, + 'first': None, + 'last': 66.5, + 'change': 0.105, + 'percentage': None, + 'average': None, + 'baseVolume': 294106.204, + 'quoteVolume': 19132399.743954, + 'info': {} + }, + 'LTC/USDT': { + 'symbol': 'LTC/USDT', + 'timestamp': 1523787257812, + 'datetime': '2018-04-15T10:14:18.812Z', + 'high': 129.94, + 'low': 124.0, + 'bid': 129.28, + 'bidVolume': 0.03201, + 'ask': 129.52, + 'askVolume': 0.14529, + 'vwap': 126.92838682, + 'open': 127.0, + 'close': 127.1, + 'first': None, + 'last': 129.28, + 'change': 1.795, + 'percentage': None, + 'average': None, + 'baseVolume': 59698.79897, + 'quoteVolume': 29132399.743954, + 'info': {} } - ] + }) -# FIX: Perhaps change result fixture to use BTC_UNITEST instead? @pytest.fixture def result(): - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file: return Analyze.parse_ticker_dataframe(json.load(data_file)) - # FIX: # Create an fixture/function # that inserts a trade of some type and open-status @@ -300,132 +622,88 @@ def result(): # See tests in rpc/main that could use this +@pytest.fixture(scope="function") +def trades_for_order(): + return [{'info': {'id': 34567, + 'orderId': 123456, + 'price': '0.24544100', + 'qty': '8.00000000', + 'commission': '0.00800000', + 'commissionAsset': 'LTC', + 'time': 1521663363189, + 'isBuyer': True, + 'isMaker': False, + 'isBestMatch': True}, + 'timestamp': 1521663363189, + 'datetime': '2018-03-21T20:16:03.189Z', + 'symbol': 'LTC/ETH', + 'id': '34567', + 'order': '123456', + 'type': None, + 'side': 'buy', + 'price': 0.245441, + 'cost': 1.963528, + 'amount': 8.0, + 'fee': {'cost': 0.008, 'currency': 'LTC'}}] + + +@pytest.fixture(scope="function") +def trades_for_order2(): + return [{'info': {'id': 34567, + 'orderId': 123456, + 'price': '0.24544100', + 'qty': '8.00000000', + 'commission': '0.00800000', + 'commissionAsset': 'LTC', + 'time': 1521663363189, + 'isBuyer': True, + 'isMaker': False, + 'isBestMatch': True}, + 'timestamp': 1521663363189, + 'datetime': '2018-03-21T20:16:03.189Z', + 'symbol': 'LTC/ETH', + 'id': '34567', + 'order': '123456', + 'type': None, + 'side': 'buy', + 'price': 0.245441, + 'cost': 1.963528, + 'amount': 4.0, + 'fee': {'cost': 0.004, 'currency': 'LTC'}}, + {'info': {'id': 34567, + 'orderId': 123456, + 'price': '0.24544100', + 'qty': '8.00000000', + 'commission': '0.00800000', + 'commissionAsset': 'LTC', + 'time': 1521663363189, + 'isBuyer': True, + 'isMaker': False, + 'isBestMatch': True}, + 'timestamp': 1521663363189, + 'datetime': '2018-03-21T20:16:03.189Z', + 'symbol': 'LTC/ETH', + 'id': '34567', + 'order': '123456', + 'type': None, + 'side': 'buy', + 'price': 0.245441, + 'cost': 1.963528, + 'amount': 4.0, + 'fee': {'cost': 0.004, 'currency': 'LTC'}}] + + @pytest.fixture -def get_market_summaries_data(): - """ - This fixture is a real result from exchange.get_market_summaries() but reduced to only - 8 entries. 4 BTC, 4 USTD - :return: JSON market summaries - """ - return [ - { - 'Ask': 1.316e-05, - 'BaseVolume': 5.72599471, - 'Bid': 1.3e-05, - 'Created': '2014-04-14T00:00:00', - 'High': 1.414e-05, - 'Last': 1.298e-05, - 'Low': 1.282e-05, - 'MarketName': 'BTC-XWC', - 'OpenBuyOrders': 2000, - 'OpenSellOrders': 1484, - 'PrevDay': 1.376e-05, - 'TimeStamp': '2018-02-05T01:32:40.493', - 'Volume': 424041.21418375 - }, - { - 'Ask': 0.00627051, - 'BaseVolume': 93.23302388, - 'Bid': 0.00618192, - 'Created': '2016-10-20T04:48:30.387', - 'High': 0.00669897, - 'Last': 0.00618192, - 'Low': 0.006, - 'MarketName': 'BTC-XZC', - 'OpenBuyOrders': 343, - 'OpenSellOrders': 2037, - 'PrevDay': 0.00668229, - 'TimeStamp': '2018-02-05T01:32:43.383', - 'Volume': 14863.60730702 - }, - { - 'Ask': 0.01137247, - 'BaseVolume': 383.55922657, - 'Bid': 0.01136006, - 'Created': '2016-11-15T20:29:59.73', - 'High': 0.012, - 'Last': 0.01137247, - 'Low': 0.01119883, - 'MarketName': 'BTC-ZCL', - 'OpenBuyOrders': 1332, - 'OpenSellOrders': 5317, - 'PrevDay': 0.01179603, - 'TimeStamp': '2018-02-05T01:32:42.773', - 'Volume': 33308.07358285 - }, - { - 'Ask': 0.04155821, - 'BaseVolume': 274.75369074, - 'Bid': 0.04130002, - 'Created': '2016-10-28T17:13:10.833', - 'High': 0.04354429, - 'Last': 0.041585, - 'Low': 0.0413, - 'MarketName': 'BTC-ZEC', - 'OpenBuyOrders': 863, - 'OpenSellOrders': 5579, - 'PrevDay': 0.0429, - 'TimeStamp': '2018-02-05T01:32:43.21', - 'Volume': 6479.84033259 - }, - { - 'Ask': 210.99999999, - 'BaseVolume': 615132.70989532, - 'Bid': 210.05503736, - 'Created': '2017-07-21T01:08:49.397', - 'High': 257.396, - 'Last': 211.0, - 'Low': 209.05333589, - 'MarketName': 'USDT-XMR', - 'OpenBuyOrders': 180, - 'OpenSellOrders': 1203, - 'PrevDay': 247.93528899, - 'TimeStamp': '2018-02-05T01:32:43.117', - 'Volume': 2688.17410793 - }, - { - 'Ask': 0.79589979, - 'BaseVolume': 9349557.01853031, - 'Bid': 0.789226, - 'Created': '2017-07-14T17:10:10.737', - 'High': 0.977, - 'Last': 0.79589979, - 'Low': 0.781, - 'MarketName': 'USDT-XRP', - 'OpenBuyOrders': 1075, - 'OpenSellOrders': 6508, - 'PrevDay': 0.93300218, - 'TimeStamp': '2018-02-05T01:32:42.383', - 'Volume': 10801663.00788851 - }, - { - 'Ask': 0.05154982, - 'BaseVolume': 2311087.71232136, - 'Bid': 0.05040107, - 'Created': '2017-12-29T19:29:18.357', - 'High': 0.06668561, - 'Last': 0.0508, - 'Low': 0.05006731, - 'MarketName': 'USDT-XVG', - 'OpenBuyOrders': 655, - 'OpenSellOrders': 5544, - 'PrevDay': 0.0627, - 'TimeStamp': '2018-02-05T01:32:41.507', - 'Volume': 40031424.2152716 - }, - { - 'Ask': 332.65500022, - 'BaseVolume': 562911.87455665, - 'Bid': 330.00000001, - 'Created': '2017-07-14T17:10:10.673', - 'High': 401.59999999, - 'Last': 332.65500019, - 'Low': 330.0, - 'MarketName': 'USDT-ZEC', - 'OpenBuyOrders': 161, - 'OpenSellOrders': 1731, - 'PrevDay': 391.42, - 'TimeStamp': '2018-02-05T01:32:42.947', - 'Volume': 1571.09647946 - } - ] +def buy_order_fee(): + return { + 'id': 'mocked_limit_buy_old', + 'type': 'limit', + 'side': 'buy', + 'pair': 'mocked', + 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), + 'price': 0.245441, + 'amount': 8.0, + 'remaining': 90.99181073, + 'status': 'closed', + 'fee': None + } diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py index 578c904b3..53e59b34b 100644 --- a/freqtrade/tests/exchange/test_exchange.py +++ b/freqtrade/tests/exchange/test_exchange.py @@ -1,33 +1,22 @@ # pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement # pragma pylint: disable=protected-access import logging +from copy import deepcopy from random import randint -from unittest.mock import MagicMock +from datetime import datetime +from unittest.mock import MagicMock, PropertyMock +import ccxt import pytest -from requests.exceptions import RequestException -import freqtrade.exchange as exchange -from freqtrade import OperationalException -from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \ - get_ticker, get_ticker_history, cancel_order, get_name, get_fee -from freqtrade.tests.conftest import log_has - -API_INIT = False - - -def maybe_init_api(conf, mocker, force=False): - global API_INIT - if force or not API_INIT: - mocker.patch('freqtrade.exchange.validate_pairs', - side_effect=lambda s: True) - init(config=conf) - API_INIT = True +from freqtrade import OperationalException, DependencyException, TemporaryError +from freqtrade.exchange import Exchange, API_RETRY_COUNT +from freqtrade.tests.conftest import log_has, get_patched_exchange def test_init(default_conf, mocker, caplog): caplog.set_level(logging.INFO) - maybe_init_api(default_conf, mocker, True) + get_patched_exchange(mocker, default_conf) assert log_has('Instance is running with dry_run enabled', caplog.record_tuples) @@ -37,250 +26,706 @@ def test_init_exception(default_conf): with pytest.raises( OperationalException, match='Exchange {} is not supported'.format(default_conf['exchange']['name'])): - init(config=default_conf) + Exchange(default_conf) def test_validate_pairs(default_conf, mocker): api_mock = MagicMock() - api_mock.get_markets = MagicMock(return_value=[ - 'BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT', 'BTC_BCC', - ]) - mocker.patch('freqtrade.exchange._API', api_mock) - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - validate_pairs(default_conf['exchange']['pair_whitelist']) + api_mock.load_markets = MagicMock(return_value={ + 'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': '' + }) + id_mock = PropertyMock(return_value='test_exchange') + type(api_mock).id = id_mock + + mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) + Exchange(default_conf) def test_validate_pairs_not_available(default_conf, mocker): api_mock = MagicMock() - api_mock.get_markets = MagicMock(return_value=[]) - mocker.patch('freqtrade.exchange._API', api_mock) - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) + api_mock.load_markets = MagicMock(return_value={}) + mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) + with pytest.raises(OperationalException, match=r'not available'): - validate_pairs(default_conf['exchange']['pair_whitelist']) + Exchange(default_conf) def test_validate_pairs_not_compatible(default_conf, mocker): api_mock = MagicMock() - api_mock.get_markets = MagicMock( - return_value=['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT']) - default_conf['stake_currency'] = 'ETH' - mocker.patch('freqtrade.exchange._API', api_mock) - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) + api_mock.load_markets = MagicMock(return_value={ + 'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': '' + }) + conf = deepcopy(default_conf) + conf['stake_currency'] = 'ETH' + mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) + with pytest.raises(OperationalException, match=r'not compatible'): - validate_pairs(default_conf['exchange']['pair_whitelist']) + Exchange(conf) def test_validate_pairs_exception(default_conf, mocker, caplog): caplog.set_level(logging.INFO) api_mock = MagicMock() - api_mock.get_markets = MagicMock(side_effect=RequestException()) - mocker.patch('freqtrade.exchange._API', api_mock) + mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance')) - # with pytest.raises(RequestException, match=r'Unable to validate pairs'): - validate_pairs(default_conf['exchange']['pair_whitelist']) + api_mock.load_markets = MagicMock(return_value={}) + mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) + + with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available at Binance'): + Exchange(default_conf) + + api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError()) + + mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) + Exchange(default_conf) assert log_has('Unable to validate pairs (assuming they are correct). Reason: ', caplog.record_tuples) +def test_validate_pairs_stake_exception(default_conf, mocker, caplog): + caplog.set_level(logging.INFO) + conf = deepcopy(default_conf) + conf['stake_currency'] = 'ETH' + api_mock = MagicMock() + api_mock.name = MagicMock(return_value='binance') + mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) + + with pytest.raises( + OperationalException, + match=r'Pair ETH/BTC not compatible with stake_currency: ETH' + ): + Exchange(conf) + + def test_buy_dry_run(default_conf, mocker): default_conf['dry_run'] = True - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) + exchange = get_patched_exchange(mocker, default_conf) - assert 'dry_run_buy_' in buy(pair='BTC_ETH', rate=200, amount=1) + order = exchange.buy(pair='ETH/BTC', rate=200, amount=1) + assert 'id' in order + assert 'dry_run_buy_' in order['id'] def test_buy_prod(default_conf, mocker): api_mock = MagicMock() - api_mock.buy = MagicMock( - return_value='dry_run_buy_{}'.format(randint(0, 10**6))) - mocker.patch('freqtrade.exchange._API', api_mock) - + order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) + api_mock.create_limit_buy_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + } + }) default_conf['dry_run'] = False - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) + exchange = get_patched_exchange(mocker, default_conf, api_mock) - assert 'dry_run_buy_' in buy(pair='BTC_ETH', rate=200, amount=1) + order = exchange.buy(pair='ETH/BTC', rate=200, amount=1) + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + + # test exception handling + with pytest.raises(DependencyException): + api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InsufficientFunds) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.buy(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(DependencyException): + api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InvalidOrder) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.buy(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(TemporaryError): + api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.buy(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(OperationalException): + api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.BaseError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.buy(pair='ETH/BTC', rate=200, amount=1) def test_sell_dry_run(default_conf, mocker): default_conf['dry_run'] = True - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) + exchange = get_patched_exchange(mocker, default_conf) - assert 'dry_run_sell_' in sell(pair='BTC_ETH', rate=200, amount=1) + order = exchange.sell(pair='ETH/BTC', rate=200, amount=1) + assert 'id' in order + assert 'dry_run_sell_' in order['id'] def test_sell_prod(default_conf, mocker): api_mock = MagicMock() - api_mock.sell = MagicMock( - return_value='dry_run_sell_{}'.format(randint(0, 10**6))) - mocker.patch('freqtrade.exchange._API', api_mock) - + order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6)) + api_mock.create_limit_sell_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + } + }) default_conf['dry_run'] = False - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert 'dry_run_sell_' in sell(pair='BTC_ETH', rate=200, amount=1) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + + order = exchange.sell(pair='ETH/BTC', rate=200, amount=1) + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + + # test exception handling + with pytest.raises(DependencyException): + api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InsufficientFunds) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.sell(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(DependencyException): + api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InvalidOrder) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.sell(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(TemporaryError): + api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.sell(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(OperationalException): + api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.BaseError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.sell(pair='ETH/BTC', rate=200, amount=1) def test_get_balance_dry_run(default_conf, mocker): default_conf['dry_run'] = True - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert get_balance(currency='BTC') == 999.9 + exchange = get_patched_exchange(mocker, default_conf) + assert exchange.get_balance(currency='BTC') == 999.9 def test_get_balance_prod(default_conf, mocker): api_mock = MagicMock() - api_mock.get_balance = MagicMock(return_value=123.4) - mocker.patch('freqtrade.exchange._API', api_mock) - + api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}}) default_conf['dry_run'] = False - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert get_balance(currency='BTC') == 123.4 + exchange = get_patched_exchange(mocker, default_conf, api_mock) + + assert exchange.get_balance(currency='BTC') == 123.4 + + with pytest.raises(OperationalException): + api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + + exchange.get_balance(currency='BTC') def test_get_balances_dry_run(default_conf, mocker): default_conf['dry_run'] = True - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - - assert get_balances() == [] + exchange = get_patched_exchange(mocker, default_conf) + assert exchange.get_balances() == {} def test_get_balances_prod(default_conf, mocker): balance_item = { - 'Currency': '1ST', - 'Balance': 10.0, - 'Available': 10.0, - 'Pending': 0.0, - 'CryptoAddress': None + 'free': 10.0, + 'total': 10.0, + 'used': 0.0 } api_mock = MagicMock() - api_mock.get_balances = MagicMock( - return_value=[balance_item, balance_item, balance_item]) - mocker.patch('freqtrade.exchange._API', api_mock) - + api_mock.fetch_balance = MagicMock(return_value={ + '1ST': balance_item, + '2ST': balance_item, + '3ST': balance_item + }) default_conf['dry_run'] = False - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + assert len(exchange.get_balances()) == 3 + assert exchange.get_balances()['1ST']['free'] == 10.0 + assert exchange.get_balances()['1ST']['total'] == 10.0 + assert exchange.get_balances()['1ST']['used'] == 0.0 - assert len(get_balances()) == 3 - assert get_balances()[0]['Currency'] == '1ST' - assert get_balances()[0]['Balance'] == 10.0 - assert get_balances()[0]['Available'] == 10.0 - assert get_balances()[0]['Pending'] == 0.0 + with pytest.raises(TemporaryError): + api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_balances() + assert api_mock.fetch_balance.call_count == API_RETRY_COUNT + 1 + + with pytest.raises(OperationalException): + api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_balances() + assert api_mock.fetch_balance.call_count == 1 -# This test is somewhat redundant with -# test_exchange_bittrex.py::test_exchange_bittrex_get_ticker -def test_get_ticker(default_conf, mocker): - maybe_init_api(default_conf, mocker) +def test_get_tickers(default_conf, mocker): api_mock = MagicMock() - tick = {"success": True, 'result': {'Bid': 0.00001098, 'Ask': 0.00001099, 'Last': 0.0001}} - api_mock.get_ticker = MagicMock(return_value=tick) - mocker.patch('freqtrade.exchange.bittrex._API', api_mock) - + tick = {'ETH/BTC': { + 'symbol': 'ETH/BTC', + 'bid': 0.5, + 'ask': 1, + 'last': 42, + }, 'BCH/BTC': { + 'symbol': 'BCH/BTC', + 'bid': 0.6, + 'ask': 0.5, + 'last': 41, + } + } + api_mock.fetch_tickers = MagicMock(return_value=tick) + exchange = get_patched_exchange(mocker, default_conf, api_mock) # retrieve original ticker - ticker = get_ticker(pair='BTC_ETH') + tickers = exchange.get_tickers() + + assert 'ETH/BTC' in tickers + assert 'BCH/BTC' in tickers + assert tickers['ETH/BTC']['bid'] == 0.5 + assert tickers['ETH/BTC']['ask'] == 1 + assert tickers['BCH/BTC']['bid'] == 0.6 + assert tickers['BCH/BTC']['ask'] == 0.5 + + with pytest.raises(TemporaryError): # test retrier + api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NetworkError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_tickers() + + with pytest.raises(OperationalException): + api_mock.fetch_tickers = MagicMock(side_effect=ccxt.BaseError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_tickers() + + with pytest.raises(OperationalException): + api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_tickers() + + api_mock.fetch_tickers = MagicMock(return_value={}) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_tickers() + + +def test_get_ticker(default_conf, mocker): + api_mock = MagicMock() + tick = { + 'symbol': 'ETH/BTC', + 'bid': 0.00001098, + 'ask': 0.00001099, + 'last': 0.0001, + } + api_mock.fetch_ticker = MagicMock(return_value=tick) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + # retrieve original ticker + ticker = exchange.get_ticker(pair='ETH/BTC') + assert ticker['bid'] == 0.00001098 assert ticker['ask'] == 0.00001099 # change the ticker - tick = {"success": True, 'result': {"Bid": 0.5, "Ask": 1, "Last": 42}} - api_mock.get_ticker = MagicMock(return_value=tick) - mocker.patch('freqtrade.exchange.bittrex._API', api_mock) + tick = { + 'symbol': 'ETH/BTC', + 'bid': 0.5, + 'ask': 1, + 'last': 42, + } + api_mock.fetch_ticker = MagicMock(return_value=tick) + exchange = get_patched_exchange(mocker, default_conf, api_mock) # if not caching the result we should get the same ticker # if not fetching a new result we should get the cached ticker - ticker = get_ticker(pair='BTC_ETH', refresh=False) - assert ticker['bid'] == 0.00001098 - assert ticker['ask'] == 0.00001099 + ticker = exchange.get_ticker(pair='ETH/BTC') - # force ticker refresh - ticker = get_ticker(pair='BTC_ETH', refresh=True) + assert api_mock.fetch_ticker.call_count == 1 assert ticker['bid'] == 0.5 assert ticker['ask'] == 1 + assert 'ETH/BTC' in exchange._cached_ticker + assert exchange._cached_ticker['ETH/BTC']['bid'] == 0.5 + assert exchange._cached_ticker['ETH/BTC']['ask'] == 1 + + # Test caching + api_mock.fetch_ticker = MagicMock() + exchange.get_ticker(pair='ETH/BTC', refresh=False) + assert api_mock.fetch_ticker.call_count == 0 + + with pytest.raises(TemporaryError): # test retrier + api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_ticker(pair='ETH/BTC', refresh=True) + + with pytest.raises(OperationalException): + api_mock.fetch_ticker = MagicMock(side_effect=ccxt.BaseError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_ticker(pair='ETH/BTC', refresh=True) + + api_mock.fetch_ticker = MagicMock(return_value={}) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_ticker(pair='ETH/BTC', refresh=True) + + +def make_fetch_ohlcv_mock(data): + def fetch_ohlcv_mock(pair, timeframe, since): + if since: + assert since > data[-1][0] + return [] + return data + return fetch_ohlcv_mock + def test_get_ticker_history(default_conf, mocker): api_mock = MagicMock() - tick = 123 - api_mock.get_ticker_history = MagicMock(return_value=tick) - mocker.patch('freqtrade.exchange._API', api_mock) + tick = [ + [ + 1511686200000, # unix timestamp ms + 1, # open + 2, # high + 3, # low + 4, # close + 5, # volume (in quote currency) + ] + ] + type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True}) + api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick)) + exchange = get_patched_exchange(mocker, default_conf, api_mock) # retrieve original ticker - ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval'])) - assert ticks == 123 + ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval']) + assert ticks[0][0] == 1511686200000 + assert ticks[0][1] == 1 + assert ticks[0][2] == 2 + assert ticks[0][3] == 3 + assert ticks[0][4] == 4 + assert ticks[0][5] == 5 - # change the ticker - tick = 999 - api_mock.get_ticker_history = MagicMock(return_value=tick) - mocker.patch('freqtrade.exchange._API', api_mock) + # change ticker and ensure tick changes + new_tick = [ + [ + 1511686210000, # unix timestamp ms + 6, # open + 7, # high + 8, # low + 9, # close + 10, # volume (in quote currency) + ] + ] + api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(new_tick)) + exchange = get_patched_exchange(mocker, default_conf, api_mock) - # ensure caching will still return the original ticker - ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval'])) - assert ticks == 123 + ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval']) + assert ticks[0][0] == 1511686210000 + assert ticks[0][1] == 6 + assert ticks[0][2] == 7 + assert ticks[0][3] == 8 + assert ticks[0][4] == 9 + assert ticks[0][5] == 10 + + with pytest.raises(TemporaryError): # test retrier + api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + # new symbol to get around cache + exchange.get_ticker_history('ABCD/BTC', default_conf['ticker_interval']) + + with pytest.raises(OperationalException): + api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + # new symbol to get around cache + exchange.get_ticker_history('EFGH/BTC', default_conf['ticker_interval']) + + +def test_get_ticker_history_sort(default_conf, mocker): + api_mock = MagicMock() + + # GDAX use-case (real data from GDAX) + # This ticker history is ordered DESC (newest first, oldest last) + tick = [ + [1527833100000, 0.07666, 0.07671, 0.07666, 0.07668, 16.65244264], + [1527832800000, 0.07662, 0.07666, 0.07662, 0.07666, 1.30051526], + [1527832500000, 0.07656, 0.07661, 0.07656, 0.07661, 12.034778840000001], + [1527832200000, 0.07658, 0.07658, 0.07655, 0.07656, 0.59780186], + [1527831900000, 0.07658, 0.07658, 0.07658, 0.07658, 1.76278136], + [1527831600000, 0.07658, 0.07658, 0.07658, 0.07658, 2.22646521], + [1527831300000, 0.07655, 0.07657, 0.07655, 0.07657, 1.1753], + [1527831000000, 0.07654, 0.07654, 0.07651, 0.07651, 0.8073060299999999], + [1527830700000, 0.07652, 0.07652, 0.07651, 0.07652, 10.04822687], + [1527830400000, 0.07649, 0.07651, 0.07649, 0.07651, 2.5734867] + ] + type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True}) + api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick)) + + exchange = get_patched_exchange(mocker, default_conf, api_mock) + + # Test the ticker history sort + ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval']) + assert ticks[0][0] == 1527830400000 + assert ticks[0][1] == 0.07649 + assert ticks[0][2] == 0.07651 + assert ticks[0][3] == 0.07649 + assert ticks[0][4] == 0.07651 + assert ticks[0][5] == 2.5734867 + + assert ticks[9][0] == 1527833100000 + assert ticks[9][1] == 0.07666 + assert ticks[9][2] == 0.07671 + assert ticks[9][3] == 0.07666 + assert ticks[9][4] == 0.07668 + assert ticks[9][5] == 16.65244264 + + # Bittrex use-case (real data from Bittrex) + # This ticker history is ordered ASC (oldest first, newest last) + tick = [ + [1527827700000, 0.07659999, 0.0766, 0.07627, 0.07657998, 1.85216924], + [1527828000000, 0.07657995, 0.07657995, 0.0763, 0.0763, 26.04051037], + [1527828300000, 0.0763, 0.07659998, 0.0763, 0.0764, 10.36434124], + [1527828600000, 0.0764, 0.0766, 0.0764, 0.0766, 5.71044773], + [1527828900000, 0.0764, 0.07666998, 0.0764, 0.07666998, 47.48888565], + [1527829200000, 0.0765, 0.07672999, 0.0765, 0.07672999, 3.37640326], + [1527829500000, 0.0766, 0.07675, 0.0765, 0.07675, 8.36203831], + [1527829800000, 0.07675, 0.07677999, 0.07620002, 0.076695, 119.22963884], + [1527830100000, 0.076695, 0.07671, 0.07624171, 0.07671, 1.80689244], + [1527830400000, 0.07671, 0.07674399, 0.07629216, 0.07655213, 2.31452783] + ] + type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True}) + api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick)) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + # Test the ticker history sort + ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval']) + assert ticks[0][0] == 1527827700000 + assert ticks[0][1] == 0.07659999 + assert ticks[0][2] == 0.0766 + assert ticks[0][3] == 0.07627 + assert ticks[0][4] == 0.07657998 + assert ticks[0][5] == 1.85216924 + + assert ticks[9][0] == 1527830400000 + assert ticks[9][1] == 0.07671 + assert ticks[9][2] == 0.07674399 + assert ticks[9][3] == 0.07629216 + assert ticks[9][4] == 0.07655213 + assert ticks[9][5] == 2.31452783 def test_cancel_order_dry_run(default_conf, mocker): default_conf['dry_run'] = True - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - - assert cancel_order(order_id='123') is None + exchange = get_patched_exchange(mocker, default_conf) + assert exchange.cancel_order(order_id='123', pair='TKN/BTC') is None # Ensure that if not dry_run, we should call API def test_cancel_order(default_conf, mocker): default_conf['dry_run'] = False - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) api_mock = MagicMock() api_mock.cancel_order = MagicMock(return_value=123) - mocker.patch('freqtrade.exchange._API', api_mock) - assert cancel_order(order_id='_') == 123 + exchange = get_patched_exchange(mocker, default_conf, api_mock) + assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123 + + with pytest.raises(TemporaryError): + api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError) + + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.cancel_order(order_id='_', pair='TKN/BTC') + assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1 + + with pytest.raises(DependencyException): + api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.cancel_order(order_id='_', pair='TKN/BTC') + assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1 + + with pytest.raises(OperationalException): + api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.cancel_order(order_id='_', pair='TKN/BTC') + assert api_mock.cancel_order.call_count == 1 def test_get_order(default_conf, mocker): default_conf['dry_run'] = True - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) order = MagicMock() order.myid = 123 - exchange._DRY_RUN_OPEN_ORDERS['X'] = order - print(exchange.get_order('X')) - assert exchange.get_order('X').myid == 123 + exchange = get_patched_exchange(mocker, default_conf) + exchange._dry_run_open_orders['X'] = order + print(exchange.get_order('X', 'TKN/BTC')) + assert exchange.get_order('X', 'TKN/BTC').myid == 123 default_conf['dry_run'] = False - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) api_mock = MagicMock() - api_mock.get_order = MagicMock(return_value=456) - mocker.patch('freqtrade.exchange._API', api_mock) - assert exchange.get_order('X') == 456 + api_mock.fetch_order = MagicMock(return_value=456) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + assert exchange.get_order('X', 'TKN/BTC') == 456 + + with pytest.raises(TemporaryError): + api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_order(order_id='_', pair='TKN/BTC') + assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1 + + with pytest.raises(DependencyException): + api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_order(order_id='_', pair='TKN/BTC') + assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1 + + with pytest.raises(OperationalException): + api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_order(order_id='_', pair='TKN/BTC') + assert api_mock.fetch_order.call_count == 1 -def test_get_name(default_conf, mocker): - mocker.patch('freqtrade.exchange.validate_pairs', +def test_name(default_conf, mocker): + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', side_effect=lambda s: True) - default_conf['exchange']['name'] = 'bittrex' - init(default_conf) + default_conf['exchange']['name'] = 'binance' + exchange = Exchange(default_conf) - assert get_name() == 'Bittrex' + assert exchange.name == 'Binance' + + +def test_id(default_conf, mocker): + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', + side_effect=lambda s: True) + default_conf['exchange']['name'] = 'binance' + exchange = Exchange(default_conf) + assert exchange.id == 'binance' + + +def test_get_pair_detail_url(default_conf, mocker, caplog): + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', + side_effect=lambda s: True) + default_conf['exchange']['name'] = 'binance' + exchange = Exchange(default_conf) + + url = exchange.get_pair_detail_url('TKN/ETH') + assert 'TKN' in url + assert 'ETH' in url + + url = exchange.get_pair_detail_url('LOOONG/BTC') + assert 'LOOONG' in url + assert 'BTC' in url + + default_conf['exchange']['name'] = 'bittrex' + exchange = Exchange(default_conf) + + url = exchange.get_pair_detail_url('TKN/ETH') + assert 'TKN' in url + assert 'ETH' in url + + url = exchange.get_pair_detail_url('LOOONG/BTC') + assert 'LOOONG' in url + assert 'BTC' in url + + default_conf['exchange']['name'] = 'poloniex' + exchange = Exchange(default_conf) + url = exchange.get_pair_detail_url('LOOONG/BTC') + assert '' == url + assert log_has('Could not get exchange url for Poloniex', caplog.record_tuples) + + +def test_get_trades_for_order(default_conf, mocker): + order_id = 'ABCD-ABCD' + since = datetime(2018, 5, 5) + default_conf["dry_run"] = False + mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + api_mock = MagicMock() + + api_mock.fetch_my_trades = MagicMock(return_value=[{'id': 'TTR67E-3PFBD-76IISV', + 'order': 'ABCD-ABCD', + 'info': {'pair': 'XLTCZBTC', + 'time': 1519860024.4388, + 'type': 'buy', + 'ordertype': 'limit', + 'price': '20.00000', + 'cost': '38.62000', + 'fee': '0.06179', + 'vol': '5', + 'id': 'ABCD-ABCD'}, + 'timestamp': 1519860024438, + 'datetime': '2018-02-28T23:20:24.438Z', + 'symbol': 'LTC/BTC', + 'type': 'limit', + 'side': 'buy', + 'price': 165.0, + 'amount': 0.2340606, + 'fee': {'cost': 0.06179, 'currency': 'BTC'} + }]) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + + orders = exchange.get_trades_for_order(order_id, 'LTC/BTC', since) + assert len(orders) == 1 + assert orders[0]['price'] == 165 + + # test Exceptions + with pytest.raises(OperationalException): + api_mock = MagicMock() + api_mock.fetch_my_trades = MagicMock(side_effect=ccxt.BaseError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_trades_for_order(order_id, 'LTC/BTC', since) + + with pytest.raises(TemporaryError): + api_mock = MagicMock() + api_mock.fetch_my_trades = MagicMock(side_effect=ccxt.NetworkError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_trades_for_order(order_id, 'LTC/BTC', since) + assert api_mock.fetch_my_trades.call_count == API_RETRY_COUNT + 1 + + +def test_get_markets(default_conf, mocker, markets): + api_mock = MagicMock() + api_mock.fetch_markets = markets + exchange = get_patched_exchange(mocker, default_conf, api_mock) + ret = exchange.get_markets() + assert isinstance(ret, list) + assert len(ret) == 6 + + assert ret[0]["id"] == "ethbtc" + assert ret[0]["symbol"] == "ETH/BTC" + + # test Exceptions + with pytest.raises(OperationalException): + api_mock = MagicMock() + api_mock.fetch_markets = MagicMock(side_effect=ccxt.BaseError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_markets() + + with pytest.raises(TemporaryError): + api_mock = MagicMock() + api_mock.fetch_markets = MagicMock(side_effect=ccxt.NetworkError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_markets() + assert api_mock.fetch_markets.call_count == API_RETRY_COUNT + 1 def test_get_fee(default_conf, mocker): - mocker.patch('freqtrade.exchange.validate_pairs', - side_effect=lambda s: True) - init(default_conf) - - assert get_fee() == 0.0025 - - -def test_exchange_misc(mocker): api_mock = MagicMock() - mocker.patch('freqtrade.exchange._API', api_mock) - exchange.get_markets() - assert api_mock.get_markets.call_count == 1 - exchange.get_market_summaries() - assert api_mock.get_market_summaries.call_count == 1 - api_mock.name = 123 - assert exchange.get_name() == 123 - api_mock.fee = 456 - assert exchange.get_fee() == 456 - exchange.get_wallet_health() - assert api_mock.get_wallet_health.call_count == 1 + api_mock.calculate_fee = MagicMock(return_value={ + 'type': 'taker', + 'currency': 'BTC', + 'rate': 0.025, + 'cost': 0.05 + }) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + + assert exchange.get_fee() == 0.025 + + # test Exceptions + with pytest.raises(OperationalException): + api_mock = MagicMock() + api_mock.calculate_fee = MagicMock(side_effect=ccxt.BaseError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_fee() + + with pytest.raises(TemporaryError): + api_mock = MagicMock() + api_mock.calculate_fee = MagicMock(side_effect=ccxt.NetworkError) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + exchange.get_fee() + assert api_mock.calculate_fee.call_count == API_RETRY_COUNT + 1 + + +def test_get_amount_lots(default_conf, mocker): + api_mock = MagicMock() + api_mock.amount_to_lots = MagicMock(return_value=1.0) + api_mock.markets = None + marketmock = MagicMock() + api_mock.load_markets = marketmock + exchange = get_patched_exchange(mocker, default_conf, api_mock) + + assert exchange.get_amount_lots('LTC/BTC', 1.54) == 1 + assert marketmock.call_count == 1 diff --git a/freqtrade/tests/exchange/test_exchange_bittrex.py b/freqtrade/tests/exchange/test_exchange_bittrex.py deleted file mode 100644 index 2c66215c2..000000000 --- a/freqtrade/tests/exchange/test_exchange_bittrex.py +++ /dev/null @@ -1,349 +0,0 @@ -# pragma pylint: disable=missing-docstring, C0103, protected-access, unused-argument - -from unittest.mock import MagicMock - -import pytest -from requests.exceptions import ContentDecodingError - -import freqtrade.exchange.bittrex as btx -from freqtrade.exchange.bittrex import Bittrex - - -# Eat this flake8 -# +------------------+ -# | bittrex.Bittrex | -# +------------------+ -# | -# (mock Fake_bittrex) -# | -# +-----------------------------+ -# | freqtrade.exchange.Bittrex | -# +-----------------------------+ -# Call into Bittrex will flow up to the -# external package bittrex.Bittrex. -# By inserting a mock, we redirect those -# calls. -# The faked bittrex API is called just 'fb' -# The freqtrade.exchange.Bittrex is a -# wrapper, and is called 'wb' - - -def _stub_config(): - return {'key': '', - 'secret': ''} - - -class FakeBittrex(): - def __init__(self, success=True): - self.success = True # Believe in yourself - self.result = None - self.get_ticker_call_count = 0 - # This is really ugly, doing side-effect during instance creation - # But we're allowed to in testing-code - btx._API = MagicMock() - btx._API.buy_limit = self.fake_buysell_limit - btx._API.sell_limit = self.fake_buysell_limit - btx._API.get_balance = self.fake_get_balance - btx._API.get_balances = self.fake_get_balances - btx._API.get_ticker = self.fake_get_ticker - btx._API.get_order = self.fake_get_order - btx._API.cancel = self.fake_cancel_order - btx._API.get_markets = self.fake_get_markets - btx._API.get_market_summaries = self.fake_get_market_summaries - btx._API_V2 = MagicMock() - btx._API_V2.get_candles = self.fake_get_candles - btx._API_V2.get_wallet_health = self.fake_get_wallet_health - - def fake_buysell_limit(self, pair, amount, limit): - return {'success': self.success, - 'result': {'uuid': '1234'}, - 'message': 'barter'} - - def fake_get_balance(self, cur): - return {'success': self.success, - 'result': {'Balance': 1234}, - 'message': 'unbalanced'} - - def fake_get_balances(self): - return {'success': self.success, - 'result': [{'BTC_ETH': 1234}], - 'message': 'no balances'} - - def fake_get_ticker(self, pair): - self.get_ticker_call_count += 1 - return self.result or {'success': self.success, - 'result': {'Bid': 1, 'Ask': 1, 'Last': 1}, - 'message': 'NO_API_RESPONSE'} - - def fake_get_candles(self, pair, interval): - return self.result or {'success': self.success, - 'result': [{'C': 0, 'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}], - 'message': 'candles lit'} - - def fake_get_order(self, uuid): - return {'success': self.success, - 'result': {'OrderUuid': 'ABC123', - 'Type': 'Type', - 'Exchange': 'BTC_ETH', - 'Opened': True, - 'PricePerUnit': 1, - 'Quantity': 1, - 'QuantityRemaining': 1, - 'Closed': True}, - 'message': 'lost'} - - def fake_cancel_order(self, uuid): - return self.result or {'success': self.success, - 'message': 'no such order'} - - def fake_get_markets(self): - return self.result or {'success': self.success, - 'message': 'market gone', - 'result': [{'MarketName': '-_'}]} - - def fake_get_market_summaries(self): - return self.result or {'success': self.success, - 'message': 'no summary', - 'result': ['sum']} - - def fake_get_wallet_health(self): - return self.result or {'success': self.success, - 'message': 'bad health', - 'result': [{'Health': {'Currency': 'BTC_ETH', - 'IsActive': True, - 'LastChecked': 0}, - 'Currency': {'Notice': True}}]} - - -# The freqtrade.exchange.bittrex is called wrap_bittrex -# to not confuse naming with bittrex.bittrex -def make_wrap_bittrex(): - conf = _stub_config() - wb = btx.Bittrex(conf) - return wb - - -def test_exchange_bittrex_class(): - conf = _stub_config() - b = Bittrex(conf) - assert isinstance(b, Bittrex) - slots = dir(b) - for name in ['fee', 'buy', 'sell', 'get_balance', 'get_balances', - 'get_ticker', 'get_ticker_history', 'get_order', - 'cancel_order', 'get_pair_detail_url', 'get_markets', - 'get_market_summaries', 'get_wallet_health']: - assert name in slots - # FIX: ensure that the slot is also a method in the class - # getattr(b, name) => bound method Bittrex.buy - # type(getattr(b, name)) => class 'method' - - -def test_exchange_bittrex_fee(): - fee = Bittrex.fee.__get__(Bittrex) - assert fee >= 0 and fee < 0.1 # Fee is 0-10 % - - -def test_exchange_bittrex_buy_good(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - uuid = wb.buy('BTC_ETH', 1, 1) - assert uuid == fb.fake_buysell_limit(1, 2, 3)['result']['uuid'] - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'barter.*'): - wb.buy('BAD', 1, 1) - - -def test_exchange_bittrex_sell_good(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - uuid = wb.sell('BTC_ETH', 1, 1) - assert uuid == fb.fake_buysell_limit(1, 2, 3)['result']['uuid'] - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'barter.*'): - uuid = wb.sell('BAD', 1, 1) - - -def test_exchange_bittrex_get_balance(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - bal = wb.get_balance('BTC_ETH') - assert bal == fb.fake_get_balance(1)['result']['Balance'] - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'unbalanced'): - wb.get_balance('BTC_ETH') - - -def test_exchange_bittrex_get_balances(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - bals = wb.get_balances() - assert bals == fb.fake_get_balances()['result'] - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'no balances'): - wb.get_balances() - - -def test_exchange_bittrex_get_ticker(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - - # Poll ticker, which updates the cache - tick = wb.get_ticker('BTC_ETH') - for x in ['bid', 'ask', 'last']: - assert x in tick - # Ensure the side-effect was made (update the ticker cache) - assert 'BTC_ETH' in wb.cached_ticker.keys() - - # taint the cache, so we can recognize the cache wall utilized - wb.cached_ticker['BTC_ETH']['bid'] = 1234 - # Poll again, getting the cached result - fb.get_ticker_call_count = 0 - tick = wb.get_ticker('BTC_ETH', False) - # Ensure the result was from the cache, and that we didn't call exchange - assert wb.cached_ticker['BTC_ETH']['bid'] == 1234 - assert fb.get_ticker_call_count == 0 - - -def test_exchange_bittrex_get_ticker_bad(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - fb.result = {'success': True, 'result': {'Bid': 1, 'Ask': 0}} # incomplete result - - with pytest.raises(ContentDecodingError, match=r'.*Invalid response from Bittrex params.*'): - wb.get_ticker('BTC_ETH') - fb.result = {'success': False, 'message': 'gone bad'} - with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'): - wb.get_ticker('BTC_ETH') - - fb.result = {'success': True, 'result': {}} # incomplete result - with pytest.raises(ContentDecodingError, match=r'.*Invalid response from Bittrex params.*'): - wb.get_ticker('BTC_ETH') - fb.result = {'success': False, 'message': 'gone bad'} - with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'): - wb.get_ticker('BTC_ETH') - - fb.result = {'success': True, - 'result': {'Bid': 1, 'Ask': 0, 'Last': None}} # incomplete result - with pytest.raises(ContentDecodingError, match=r'.*Invalid response from Bittrex params.*'): - wb.get_ticker('BTC_ETH') - - -def test_exchange_bittrex_get_ticker_history_intervals(): - wb = make_wrap_bittrex() - FakeBittrex() - for tick_interval in [1, 5, 30, 60, 1440]: - assert ([{'C': 0, 'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}] == - wb.get_ticker_history('BTC_ETH', tick_interval)) - - -def test_exchange_bittrex_get_ticker_history(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - assert wb.get_ticker_history('BTC_ETH', 5) - with pytest.raises(ValueError, match=r'.*Unknown tick_interval.*'): - wb.get_ticker_history('BTC_ETH', 2) - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'candles lit.*'): - wb.get_ticker_history('BTC_ETH', 5) - - fb.success = True - with pytest.raises(ContentDecodingError, match=r'.*Invalid response from Bittrex.*'): - fb.result = {'bad': 0} - wb.get_ticker_history('BTC_ETH', 5) - - with pytest.raises(ContentDecodingError, match=r'.*Required property C not present.*'): - fb.result = {'success': True, - 'result': [{'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}], # close is missing - 'message': 'candles lit'} - wb.get_ticker_history('BTC_ETH', 5) - - -def test_exchange_bittrex_get_order(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - order = wb.get_order('someUUID') - assert order['id'] == 'ABC123' - fb.success = False - with pytest.raises(btx.OperationalException, match=r'lost'): - wb.get_order('someUUID') - - -def test_exchange_bittrex_cancel_order(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - wb.cancel_order('someUUID') - with pytest.raises(btx.OperationalException, match=r'no such order'): - fb.success = False - wb.cancel_order('someUUID') - # Note: this can be a bug in exchange.bittrex._validate_response - with pytest.raises(KeyError): - fb.result = {'success': False} # message is missing! - wb.cancel_order('someUUID') - with pytest.raises(btx.OperationalException, match=r'foo'): - fb.result = {'success': False, 'message': 'foo'} - wb.cancel_order('someUUID') - - -def test_exchange_get_pair_detail_url(): - wb = make_wrap_bittrex() - assert wb.get_pair_detail_url('BTC_ETH') - - -def test_exchange_get_markets(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - x = wb.get_markets() - assert x == ['__'] - with pytest.raises(btx.OperationalException, match=r'market gone'): - fb.success = False - wb.get_markets() - - -def test_exchange_get_market_summaries(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - assert ['sum'] == wb.get_market_summaries() - with pytest.raises(btx.OperationalException, match=r'no summary'): - fb.success = False - wb.get_market_summaries() - - -def test_exchange_get_wallet_health(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - x = wb.get_wallet_health() - assert x[0]['Currency'] == 'BTC_ETH' - with pytest.raises(btx.OperationalException, match=r'bad health'): - fb.success = False - wb.get_wallet_health() - - -def test_validate_response_success(): - response = { - 'message': '', - 'result': [], - } - Bittrex._validate_response(response) - - -def test_validate_response_no_api_response(): - response = { - 'message': 'NO_API_RESPONSE', - 'result': None, - } - with pytest.raises(ContentDecodingError, match=r'.*NO_API_RESPONSE.*'): - Bittrex._validate_response(response) - - -def test_validate_response_min_trade_requirement_not_met(): - response = { - 'message': 'MIN_TRADE_REQUIREMENT_NOT_MET', - 'result': None, - } - with pytest.raises(ContentDecodingError, match=r'.*MIN_TRADE_REQUIREMENT_NOT_MET.*'): - Bittrex._validate_response(response) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 146da8faa..c3d2ad572 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -3,6 +3,7 @@ import json import math import random +import pytest from copy import deepcopy from typing import List from unittest.mock import MagicMock @@ -11,14 +12,11 @@ import numpy as np import pandas as pd from arrow import Arrow -from freqtrade import optimize +from freqtrade import optimize, constants, DependencyException from freqtrade.analyze import Analyze -from freqtrade.arguments import Arguments +from freqtrade.arguments import Arguments, TimeRange from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration -from freqtrade.tests.conftest import default_conf, log_has - -# Avoid to reinit the same object again and again -_BACKTESTING = Backtesting(default_conf()) +from freqtrade.tests.conftest import log_has, patch_exchange def get_args(args) -> List[str]: @@ -33,50 +31,61 @@ def trim_dictlist(dict_list, num): def load_data_test(what): - timerange = ((None, 'line'), None, -100) - data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange) - pair = data['BTC_UNITEST'] + timerange = TimeRange(None, 'line', 0, -101) + data = optimize.load_data(None, ticker_interval='1m', + pairs=['UNITTEST/BTC'], timerange=timerange) + pair = data['UNITTEST/BTC'] datalen = len(pair) # Depending on the what parameter we now adjust the # loaded data looks: - # pair :: [{'O': 0.123, 'H': 0.123, 'L': 0.123, - # 'C': 0.123, 'V': 123.123, - # 'T': '2017-11-04T23:02:00', 'BV': 0.123}] + # pair :: [[ 1509836520000, unix timestamp in ms + # 0.00162008, open + # 0.00162008, high + # 0.00162008, low + # 0.00162008, close + # 108.14853839 base volume + # ]] base = 0.001 if what == 'raise': - return {'BTC_UNITEST': - [{'T': pair[x]['T'], # Keep old dates - 'V': pair[x]['V'], # Keep old volume - 'BV': pair[x]['BV'], # keep too - 'O': x * base, # But replace O,H,L,C - 'H': x * base + 0.0001, - 'L': x * base - 0.0001, - 'C': x * base} for x in range(0, datalen)]} + return {'UNITTEST/BTC': [ + [ + pair[x][0], # Keep old dates + x * base, # But replace O,H,L,C + x * base + 0.0001, + x * base - 0.0001, + x * base, + pair[x][5], # Keep old volume + ] for x in range(0, datalen) + ]} if what == 'lower': - return {'BTC_UNITEST': - [{'T': pair[x]['T'], # Keep old dates - 'V': pair[x]['V'], # Keep old volume - 'BV': pair[x]['BV'], # keep too - 'O': 1 - x * base, # But replace O,H,L,C - 'H': 1 - x * base + 0.0001, - 'L': 1 - x * base - 0.0001, - 'C': 1 - x * base} for x in range(0, datalen)]} + return {'UNITTEST/BTC': [ + [ + pair[x][0], # Keep old dates + 1 - x * base, # But replace O,H,L,C + 1 - x * base + 0.0001, + 1 - x * base - 0.0001, + 1 - x * base, + pair[x][5] # Keep old volume + ] for x in range(0, datalen) + ]} if what == 'sine': hz = 0.1 # frequency - return {'BTC_UNITEST': - [{'T': pair[x]['T'], # Keep old dates - 'V': pair[x]['V'], # Keep old volume - 'BV': pair[x]['BV'], # keep too - # But replace O,H,L,C - 'O': math.sin(x * hz) / 1000 + base, - 'H': math.sin(x * hz) / 1000 + base + 0.0001, - 'L': math.sin(x * hz) / 1000 + base - 0.0001, - 'C': math.sin(x * hz) / 1000 + base} for x in range(0, datalen)]} + return {'UNITTEST/BTC': [ + [ + pair[x][0], # Keep old dates + math.sin(x * hz) / 1000 + base, # But replace O,H,L,C + math.sin(x * hz) / 1000 + base + 0.0001, + math.sin(x * hz) / 1000 + base - 0.0001, + math.sin(x * hz) / 1000 + base, + pair[x][5] # Keep old volume + ] for x in range(0, datalen) + ]} return data -def simple_backtest(config, contour, num_results) -> None: - backtesting = _BACKTESTING +def simple_backtest(config, contour, num_results, mocker) -> None: + patch_exchange(mocker) + backtesting = Backtesting(config) data = load_data_test(contour) processed = backtesting.tickerdata_to_dataframe(data) @@ -93,26 +102,29 @@ def simple_backtest(config, contour, num_results) -> None: assert len(results) == num_results -def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None): - tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange) - pairdata = {'BTC_UNITEST': tickerdata} +def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, + timerange=None, exchange=None): + tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange) + pairdata = {'UNITTEST/BTC': tickerdata} return pairdata # use for mock freqtrade.exchange.get_ticker_history' def _load_pair_as_ticks(pair, tickfreq): ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair]) - ticks = trim_dictlist(ticks, -200) + ticks = trim_dictlist(ticks, -201) return ticks[pair] # FIX: fixturize this? -def _make_backtest_conf(conf=None, pair='BTC_UNITEST', record=None): - data = optimize.load_data(None, ticker_interval=8, pairs=[pair]) - data = trim_dictlist(data, -200) +def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None): + data = optimize.load_data(None, ticker_interval='8m', pairs=[pair]) + data = trim_dictlist(data, -201) + patch_exchange(mocker) + backtesting = Backtesting(conf) return { 'stake_amount': conf['stake_amount'], - 'processed': _BACKTESTING.tickerdata_to_dataframe(data), + 'processed': backtesting.tickerdata_to_dataframe(data), 'max_open_trades': 10, 'realistic': True, 'record': record @@ -148,21 +160,6 @@ def _trend_alternate(dataframe=None): return dataframe -def _run_backtest_1(fun, backtest_conf): - # strategy is a global (hidden as a singleton), so we - # emulate strategy being pure, by override/restore here - # if we dont do this, the override in strategy will carry over - # to other tests - old_buy = _BACKTESTING.populate_buy_trend - old_sell = _BACKTESTING.populate_sell_trend - _BACKTESTING.populate_buy_trend = fun # Override - _BACKTESTING.populate_sell_trend = fun # Override - results = _BACKTESTING.backtest(backtest_conf) - _BACKTESTING.populate_buy_trend = old_buy # restore override - _BACKTESTING.populate_sell_trend = old_sell # restore override - return results - - # Unit tests def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None: """ @@ -186,7 +183,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config assert log_has( - 'Parameter --datadir detected: {} ...'.format(config['datadir']), + 'Using data folder: {} ...'.format(config['datadir']), caplog.record_tuples ) assert 'ticker_interval' in config @@ -218,12 +215,13 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non '--strategy', 'DefaultStrategy', '--datadir', '/foo/bar', 'backtesting', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--live', '--realistic-simulation', '--refresh-pairs-cached', '--timerange', ':100', - '--export', '/bar/foo' + '--export', '/bar/foo', + '--export-filename', 'foo_bar.json' ] config = setup_configuration(get_args(args)) @@ -234,24 +232,24 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config assert log_has( - 'Parameter --datadir detected: {} ...'.format(config['datadir']), + 'Using data folder: {} ...'.format(config['datadir']), caplog.record_tuples ) assert 'ticker_interval' in config assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) assert log_has( - 'Using ticker_interval: 1 ...', + 'Using ticker_interval: 1m ...', caplog.record_tuples ) assert 'live' in config assert log_has('Parameter -l/--live detected ...', caplog.record_tuples) - assert 'realistic_simulation'in config + assert 'realistic_simulation' in config assert log_has('Parameter --realistic-simulation detected ...', caplog.record_tuples) assert log_has('Using max_open_trades: 1 ...', caplog.record_tuples) - assert 'refresh_pairs'in config + assert 'refresh_pairs' in config assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples) assert 'timerange' in config assert log_has( @@ -264,13 +262,42 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non 'Parameter --export detected: {} ...'.format(config['export']), caplog.record_tuples ) + assert 'exportfilename' in config + assert log_has( + 'Storing backtest results to {} ...'.format(config['exportfilename']), + caplog.record_tuples + ) -def test_start(mocker, default_conf, caplog) -> None: +def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None: + """ + Test setup_configuration() function + """ + + conf = deepcopy(default_conf) + conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT + + mocker.patch('freqtrade.configuration.open', mocker.mock_open( + read_data=json.dumps(conf) + )) + + args = [ + '--config', 'config.json', + '--strategy', 'DefaultStrategy', + 'backtesting' + ] + + with pytest.raises(DependencyException, match=r'.*stake amount.*'): + setup_configuration(get_args(args)) + + +def test_start(mocker, fee, default_conf, caplog) -> None: """ Test start() function """ start_mock = MagicMock() + mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + patch_exchange(mocker) mocker.patch('freqtrade.optimize.backtesting.Backtesting.start', start_mock) mocker.patch('freqtrade.configuration.open', mocker.mock_open( read_data=json.dumps(default_conf) @@ -289,114 +316,104 @@ def test_start(mocker, default_conf, caplog) -> None: assert start_mock.call_count == 1 -def test_backtesting__init__(mocker, default_conf) -> None: - """ - Test Backtesting.__init__() method - """ - init_mock = MagicMock() - mocker.patch('freqtrade.optimize.backtesting.Backtesting._init', init_mock) - - backtesting = Backtesting(default_conf) - assert backtesting.config == default_conf - assert backtesting.analyze is None - assert backtesting.ticker_interval is None - assert backtesting.tickerdata_to_dataframe is None - assert backtesting.populate_buy_trend is None - assert backtesting.populate_sell_trend is None - assert init_mock.call_count == 1 - - -def test_backtesting_init(default_conf) -> None: +def test_backtesting_init(mocker, default_conf) -> None: """ Test Backtesting._init() method """ + patch_exchange(mocker) + get_fee = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5)) backtesting = Backtesting(default_conf) assert backtesting.config == default_conf assert isinstance(backtesting.analyze, Analyze) - assert backtesting.ticker_interval == 5 + assert backtesting.ticker_interval == '5m' assert callable(backtesting.tickerdata_to_dataframe) assert callable(backtesting.populate_buy_trend) assert callable(backtesting.populate_sell_trend) + get_fee.assert_called() + assert backtesting.fee == 0.5 -def test_tickerdata_to_dataframe(default_conf) -> None: +def test_tickerdata_to_dataframe(default_conf, mocker) -> None: """ Test Backtesting.tickerdata_to_dataframe() method """ + patch_exchange(mocker) + timerange = TimeRange(None, 'line', 0, -100) + tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) + tickerlist = {'UNITTEST/BTC': tick} - timerange = ((None, 'line'), None, -100) - tick = optimize.load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) - tickerlist = {'BTC_UNITEST': tick} - - backtesting = _BACKTESTING + backtesting = Backtesting(default_conf) data = backtesting.tickerdata_to_dataframe(tickerlist) - assert len(data['BTC_UNITEST']) == 100 + assert len(data['UNITTEST/BTC']) == 99 # Load Analyze to compare the result between Backtesting function and Analyze are the same analyze = Analyze(default_conf) data2 = analyze.tickerdata_to_dataframe(tickerlist) - assert data['BTC_UNITEST'].equals(data2['BTC_UNITEST']) + assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC']) -def test_get_timeframe() -> None: +def test_get_timeframe(default_conf, mocker) -> None: """ Test Backtesting.get_timeframe() method """ - backtesting = _BACKTESTING + patch_exchange(mocker) + backtesting = Backtesting(default_conf) data = backtesting.tickerdata_to_dataframe( optimize.load_data( None, - ticker_interval=1, - pairs=['BTC_UNITEST'] + ticker_interval='1m', + pairs=['UNITTEST/BTC'] ) ) min_date, max_date = backtesting.get_timeframe(data) assert min_date.isoformat() == '2017-11-04T23:02:00+00:00' - assert max_date.isoformat() == '2017-11-14T22:59:00+00:00' + assert max_date.isoformat() == '2017-11-14T22:58:00+00:00' -def test_generate_text_table(): +def test_generate_text_table(default_conf, mocker): """ Test Backtesting.generate_text_table() method """ - backtesting = _BACKTESTING + patch_exchange(mocker) + backtesting = Backtesting(default_conf) results = pd.DataFrame( { - 'currency': ['BTC_ETH', 'BTC_ETH'], + 'pair': ['ETH/BTC', 'ETH/BTC'], 'profit_percent': [0.1, 0.2], - 'profit_BTC': [0.2, 0.4], - 'duration': [10, 30], + 'profit_abs': [0.2, 0.4], + 'trade_duration': [10, 30], 'profit': [2, 0], 'loss': [0, 0] } ) result_str = ( - 'pair buy count avg profit % ' - 'total profit BTC avg duration profit loss\n' - '------- ----------- -------------- ' - '------------------ -------------- -------- ------\n' - 'BTC_ETH 2 15.00 ' - '0.60000000 20.0 2 0\n' - 'TOTAL 2 15.00 ' - '0.60000000 20.0 2 0' + '| pair | buy count | avg profit % | ' + 'total profit BTC | avg duration | profit | loss |\n' + '|:--------|------------:|---------------:|' + '-------------------:|---------------:|---------:|-------:|\n' + '| ETH/BTC | 2 | 15.00 | ' + '0.60000000 | 20.0 | 2 | 0 |\n' + '| TOTAL | 2 | 15.00 | ' + '0.60000000 | 20.0 | 2 | 0 |' ) - - assert backtesting._generate_text_table(data={'BTC_ETH': {}}, results=results) == result_str + assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str def test_backtesting_start(default_conf, mocker, caplog) -> None: """ Test Backtesting.start() method """ + def get_timeframe(input1, input2): return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock()) mocker.patch('freqtrade.optimize.load_data', mocked_load_data) - mocker.patch('freqtrade.exchange.get_ticker_history') + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history') + patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.optimize.backtesting.Backtesting', backtest=MagicMock(), @@ -405,7 +422,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None: ) conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'] = ['BTC_UNITEST'] + conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] conf['ticker_interval'] = 1 conf['live'] = False conf['datadir'] = None @@ -426,13 +443,49 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None: assert log_has(line, caplog.record_tuples) -def test_backtest(default_conf) -> None: +def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None: + """ + Test Backtesting.start() method if no data is found + """ + + def get_timeframe(input1, input2): + return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) + + mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock()) + mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={})) + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history') + patch_exchange(mocker) + mocker.patch.multiple( + 'freqtrade.optimize.backtesting.Backtesting', + backtest=MagicMock(), + _generate_text_table=MagicMock(return_value='1'), + get_timeframe=get_timeframe, + ) + + conf = deepcopy(default_conf) + conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] + conf['ticker_interval'] = "1m" + conf['live'] = False + conf['datadir'] = None + conf['export'] = None + conf['timerange'] = '20180101-20180102' + + backtesting = Backtesting(conf) + backtesting.start() + # check the logs, that will contain the backtest result + + assert log_has('No data found. Terminating.', caplog.record_tuples) + + +def test_backtest(default_conf, fee, mocker) -> None: """ Test Backtesting.backtest() method """ - backtesting = _BACKTESTING + mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + patch_exchange(mocker) + backtesting = Backtesting(default_conf) - data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH']) + data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC']) data = trim_dictlist(data, -200) results = backtesting.backtest( { @@ -443,16 +496,19 @@ def test_backtest(default_conf) -> None: } ) assert not results.empty + assert len(results) == 2 -def test_backtest_1min_ticker_interval(default_conf) -> None: +def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None: """ Test Backtesting.backtest() method with 1 min ticker """ - backtesting = _BACKTESTING + mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + patch_exchange(mocker) + backtesting = Backtesting(default_conf) # Run a backtesting for an exiting 5min ticker_interval - data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST']) + data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC']) data = trim_dictlist(data, -200) results = backtesting.backtest( { @@ -463,17 +519,19 @@ def test_backtest_1min_ticker_interval(default_conf) -> None: } ) assert not results.empty + assert len(results) == 1 -def test_processed() -> None: +def test_processed(default_conf, mocker) -> None: """ Test Backtesting.backtest() method with offline data """ - backtesting = _BACKTESTING + patch_exchange(mocker) + backtesting = Backtesting(default_conf) dict_of_tickerrows = load_data_test('raise') dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows) - dataframe = dataframes['BTC_UNITEST'] + dataframe = dataframes['UNITTEST/BTC'] cols = dataframe.columns # assert the dataframe got some of the indicator columns for col in ['close', 'high', 'low', 'open', 'date', @@ -481,76 +539,109 @@ def test_processed() -> None: assert col in cols -def test_backtest_pricecontours(default_conf) -> None: - tests = [['raise', 17], ['lower', 0], ['sine', 17]] +def test_backtest_pricecontours(default_conf, fee, mocker) -> None: + mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + tests = [['raise', 18], ['lower', 0], ['sine', 16]] for [contour, numres] in tests: - simple_backtest(default_conf, contour, numres) + simple_backtest(default_conf, contour, numres, mocker) # Test backtest using offline data (testdata directory) -def test_backtest_ticks(default_conf): +def test_backtest_ticks(default_conf, fee, mocker): + mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + patch_exchange(mocker) ticks = [1, 5] - fun = _BACKTESTING.populate_buy_trend - for tick in ticks: - backtest_conf = _make_backtest_conf(conf=default_conf) - results = _run_backtest_1(fun, backtest_conf) + fun = Backtesting(default_conf).populate_buy_trend + for _ in ticks: + backtest_conf = _make_backtest_conf(mocker, conf=default_conf) + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = fun # Override + backtesting.populate_sell_trend = fun # Override + results = backtesting.backtest(backtest_conf) assert not results.empty -def test_backtest_clash_buy_sell(default_conf): - # Override the default buy trend function in our DefaultStrategy +def test_backtest_clash_buy_sell(mocker, default_conf): + # Override the default buy trend function in our default_strategy def fun(dataframe=None): buy_value = 1 sell_value = 1 return _trend(dataframe, buy_value, sell_value) - backtest_conf = _make_backtest_conf(conf=default_conf) - results = _run_backtest_1(fun, backtest_conf) + backtest_conf = _make_backtest_conf(mocker, conf=default_conf) + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = fun # Override + backtesting.populate_sell_trend = fun # Override + results = backtesting.backtest(backtest_conf) assert results.empty -def test_backtest_only_sell(default_conf): - # Override the default buy trend function in our DefaultStrategy +def test_backtest_only_sell(mocker, default_conf): + # Override the default buy trend function in our default_strategy def fun(dataframe=None): buy_value = 0 sell_value = 1 return _trend(dataframe, buy_value, sell_value) - backtest_conf = _make_backtest_conf(conf=default_conf) - results = _run_backtest_1(fun, backtest_conf) + backtest_conf = _make_backtest_conf(mocker, conf=default_conf) + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = fun # Override + backtesting.populate_sell_trend = fun # Override + results = backtesting.backtest(backtest_conf) assert results.empty -def test_backtest_alternate_buy_sell(default_conf): - backtest_conf = _make_backtest_conf(conf=default_conf, pair='BTC_UNITEST') - results = _run_backtest_1(_trend_alternate, backtest_conf) - assert len(results) == 3 +def test_backtest_alternate_buy_sell(default_conf, fee, mocker): + mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC') + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = _trend_alternate # Override + backtesting.populate_sell_trend = _trend_alternate # Override + results = backtesting.backtest(backtest_conf) + backtesting._store_backtest_result("test_.json", results) + assert len(results) == 4 + # One trade was force-closed at the end + assert len(results.loc[results.open_at_end]) == 1 -def test_backtest_record(default_conf, mocker): +def test_backtest_record(default_conf, fee, mocker): names = [] records = [] + patch_exchange(mocker) + mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch( 'freqtrade.optimize.backtesting.file_dump_json', new=lambda n, r: (names.append(n), records.append(r)) ) - backtest_conf = _make_backtest_conf( - conf=default_conf, - pair='BTC_UNITEST', - record="trades" - ) - results = _run_backtest_1(_trend_alternate, backtest_conf) - assert len(results) == 3 + + backtesting = Backtesting(default_conf) + results = pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC", + "UNITTEST/BTC", "UNITTEST/BTC"], + "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780], + "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003], + "open_time": [Arrow(2017, 11, 14, 19, 32, 00).datetime, + Arrow(2017, 11, 14, 21, 36, 00).datetime, + Arrow(2017, 11, 14, 22, 12, 00).datetime, + Arrow(2017, 11, 14, 22, 44, 00).datetime], + "close_time": [Arrow(2017, 11, 14, 21, 35, 00).datetime, + Arrow(2017, 11, 14, 22, 10, 00).datetime, + Arrow(2017, 11, 14, 22, 43, 00).datetime, + Arrow(2017, 11, 14, 22, 58, 00).datetime], + "open_index": [1, 119, 153, 185], + "close_index": [118, 151, 184, 199], + "trade_duration": [123, 34, 31, 14]}) + backtesting._store_backtest_result("backtest-result.json", results) + assert len(results) == 4 # Assert file_dump_json was only called once assert names == ['backtest-result.json'] records = records[0] # Ensure records are of correct type - assert len(records) == 3 - # ('BTC_UNITEST', 0.00331158, '1510684320', '1510691700', 0, 117) + assert len(records) == 4 + # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117) # Below follows just a typecheck of the schema/type of trade-records oix = None for (pair, profit, date_buy, date_sell, buy_index, dur) in records: - assert pair == 'BTC_UNITEST' + assert pair == 'UNITTEST/BTC' isinstance(profit, float) # FIX: buy/sell should be converted to ints isinstance(date_buy, str) @@ -563,13 +654,15 @@ def test_backtest_record(default_conf, mocker): def test_backtest_start_live(default_conf, mocker, caplog): - default_conf['exchange']['pair_whitelist'] = ['BTC_UNITEST'] - mocker.patch('freqtrade.exchange.get_ticker_history', - new=lambda n, i: _load_pair_as_ticks(n, i)) + conf = deepcopy(default_conf) + conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', + new=lambda s, n, i: _load_pair_as_ticks(n, i)) + patch_exchange(mocker) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', MagicMock()) mocker.patch('freqtrade.configuration.open', mocker.mock_open( - read_data=json.dumps(default_conf) + read_data=json.dumps(conf) )) args = MagicMock() @@ -584,26 +677,29 @@ def test_backtest_start_live(default_conf, mocker, caplog): args = [ '--config', 'config.json', '--strategy', 'DefaultStrategy', + '--datadir', 'freqtrade/tests/testdata', 'backtesting', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--live', - '--timerange', '-100' + '--timerange', '-100', + '--realistic-simulation' ] args = get_args(args) start(args) # check the logs, that will contain the backtest result exists = [ 'Parameter -i/--ticker-interval detected ...', - 'Using ticker_interval: 1 ...', + 'Using ticker_interval: 1m ...', 'Parameter -l/--live detected ...', 'Using max_open_trades: 1 ...', - 'Parameter --timerange detected: -100 ..', - 'Parameter --datadir detected: freqtrade/tests/testdata ...', + 'Parameter --timerange detected: -100 ...', + 'Using data folder: freqtrade/tests/testdata ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', 'Downloading data for all pairs in whitelist ...', - 'Measuring data from 2017-11-14T19:32:00+00:00 up to 2017-11-14T22:59:00+00:00 (0 days)..' + 'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..', + 'Parameter --realistic-simulation detected ...' ] for line in exists: - log_has(line, caplog.record_tuples) + assert log_has(line, caplog.record_tuples) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 48bdcb35e..8ad1932af 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -1,20 +1,30 @@ # pragma pylint: disable=missing-docstring,W0212,C0103 -import json import os +import signal from copy import deepcopy from unittest.mock import MagicMock import pandas as pd +import pytest from freqtrade.optimize.__init__ import load_tickerdata_file from freqtrade.optimize.hyperopt import Hyperopt, start from freqtrade.strategy.resolver import StrategyResolver -from freqtrade.tests.conftest import default_conf, log_has +from freqtrade.tests.conftest import log_has, patch_exchange from freqtrade.tests.optimize.test_backtesting import get_args - # Avoid to reinit the same object again and again -_HYPEROPT = Hyperopt(default_conf()) +_HYPEROPT_INITIALIZED = False +_HYPEROPT = None + + +@pytest.fixture(scope='function') +def init_hyperopt(default_conf, mocker): + global _HYPEROPT_INITIALIZED, _HYPEROPT + if not _HYPEROPT_INITIALIZED: + patch_exchange(mocker) + _HYPEROPT = Hyperopt(default_conf) + _HYPEROPT_INITIALIZED = True # Functions for recurrent object patching @@ -50,10 +60,13 @@ def test_start(mocker, default_conf, caplog) -> None: Test start() function """ start_mock = MagicMock() + mocker.patch( + 'freqtrade.configuration.Configuration._load_config_file', + lambda *args, **kwargs: default_conf + ) mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock) - mocker.patch('freqtrade.configuration.open', mocker.mock_open( - read_data=json.dumps(default_conf) - )) + patch_exchange(mocker) + args = [ '--config', 'config.json', '--strategy', 'DefaultStrategy', @@ -74,7 +87,7 @@ def test_start(mocker, default_conf, caplog) -> None: assert start_mock.call_count == 1 -def test_loss_calculation_prefer_correct_trade_count() -> None: +def test_loss_calculation_prefer_correct_trade_count(init_hyperopt) -> None: """ Test Hyperopt.calculate_loss() """ @@ -88,7 +101,7 @@ def test_loss_calculation_prefer_correct_trade_count() -> None: assert under > correct -def test_loss_calculation_prefer_shorter_trades() -> None: +def test_loss_calculation_prefer_shorter_trades(init_hyperopt) -> None: """ Test Hyperopt.calculate_loss() """ @@ -99,7 +112,7 @@ def test_loss_calculation_prefer_shorter_trades() -> None: assert shorter < longer -def test_loss_calculation_has_limited_profit() -> None: +def test_loss_calculation_has_limited_profit(init_hyperopt) -> None: hyperopt = _HYPEROPT correct = hyperopt.calculate_loss(hyperopt.expected_max_profit, hyperopt.target_trades, 20) @@ -109,7 +122,7 @@ def test_loss_calculation_has_limited_profit() -> None: assert under > correct -def test_log_results_if_loss_improves(capsys) -> None: +def test_log_results_if_loss_improves(init_hyperopt, capsys) -> None: hyperopt = _HYPEROPT hyperopt.current_best_loss = 2 hyperopt.log_results( @@ -124,7 +137,7 @@ def test_log_results_if_loss_improves(capsys) -> None: assert ' 1/2: foo. Loss 1.00000'in out -def test_no_log_if_loss_does_not_improve(caplog) -> None: +def test_no_log_if_loss_does_not_improve(init_hyperopt, caplog) -> None: hyperopt = _HYPEROPT hyperopt.current_best_loss = 2 hyperopt.log_results( @@ -135,7 +148,7 @@ def test_no_log_if_loss_does_not_improve(caplog) -> None: assert caplog.record_tuples == [] -def test_fmin_best_results(mocker, default_conf, caplog) -> None: +def test_fmin_best_results(mocker, init_hyperopt, default_conf, caplog) -> None: fmin_result = { "macd_below_zero": 0, "adx": 1, @@ -168,7 +181,7 @@ def test_fmin_best_results(mocker, default_conf, caplog) -> None: mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result) - mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) + patch_exchange(mocker) StrategyResolver({'strategy': 'DefaultStrategy'}) hyperopt = Hyperopt(conf) @@ -203,7 +216,7 @@ def test_fmin_best_results(mocker, default_conf, caplog) -> None: assert line in caplog.text -def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None: +def test_fmin_throw_value_error(mocker, init_hyperopt, default_conf, caplog) -> None: mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError()) @@ -212,7 +225,8 @@ def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None: conf.update({'epochs': 1}) conf.update({'timerange': None}) conf.update({'spaces': 'all'}) - mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) + patch_exchange(mocker) + StrategyResolver({'strategy': 'DefaultStrategy'}) hyperopt = Hyperopt(conf) hyperopt.trials = create_trials(mocker) @@ -230,13 +244,12 @@ def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None: assert line in caplog.text -def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> None: +def test_resuming_previous_hyperopt_results_succeeds(mocker, init_hyperopt, default_conf) -> None: trials = create_trials(mocker) conf = deepcopy(default_conf) conf.update({'config': 'config.json.example'}) conf.update({'epochs': 1}) - conf.update({'mongodb': False}) conf.update({'timerange': None}) conf.update({'spaces': 'all'}) @@ -253,7 +266,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> No mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results) mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) - mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) + patch_exchange(mocker) StrategyResolver({'strategy': 'DefaultStrategy'}) hyperopt = Hyperopt(conf) @@ -272,7 +285,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> No assert total_tries == (current_tries + len(trials.results)) -def test_save_trials_saves_trials(mocker, caplog) -> None: +def test_save_trials_saves_trials(mocker, init_hyperopt, caplog) -> None: create_trials(mocker) mock_dump = mocker.patch('freqtrade.optimize.hyperopt.pickle.dump', return_value=None) @@ -281,22 +294,24 @@ def test_save_trials_saves_trials(mocker, caplog) -> None: hyperopt.save_trials() + trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle') assert log_has( - 'Saving Trials to \'freqtrade/tests/optimize/ut_trials.pickle\'', + 'Saving Trials to \'{}\''.format(trials_file), caplog.record_tuples ) mock_dump.assert_called_once() -def test_read_trials_returns_trials_file(mocker, caplog) -> None: +def test_read_trials_returns_trials_file(mocker, init_hyperopt, caplog) -> None: trials = create_trials(mocker) mock_load = mocker.patch('freqtrade.optimize.hyperopt.pickle.load', return_value=trials) mock_open = mocker.patch('freqtrade.optimize.hyperopt.open', return_value=mock_load) hyperopt = _HYPEROPT hyperopt_trial = hyperopt.read_trials() + trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle') assert log_has( - 'Reading Trials from \'freqtrade/tests/optimize/ut_trials.pickle\'', + 'Reading Trials from \'{}\''.format(trials_file), caplog.record_tuples ) assert hyperopt_trial == trials @@ -304,7 +319,7 @@ def test_read_trials_returns_trials_file(mocker, caplog) -> None: mock_load.assert_called_once() -def test_roi_table_generation() -> None: +def test_roi_table_generation(init_hyperopt) -> None: params = { 'roi_t1': 5, 'roi_t2': 10, @@ -318,16 +333,16 @@ def test_roi_table_generation() -> None: assert hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0} -def test_start_calls_fmin(mocker, default_conf) -> None: +def test_start_calls_fmin(mocker, init_hyperopt, default_conf) -> None: trials = create_trials(mocker) mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results) mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + patch_exchange(mocker) mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) conf = deepcopy(default_conf) conf.update({'config': 'config.json.example'}) conf.update({'epochs': 1}) - conf.update({'mongodb': False}) conf.update({'timerange': None}) conf.update({'spaces': 'all'}) @@ -339,50 +354,37 @@ def test_start_calls_fmin(mocker, default_conf) -> None: mock_fmin.assert_called_once() -def test_start_uses_mongotrials(mocker, default_conf) -> None: - mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) - mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) - mock_mongotrials = mocker.patch( - 'freqtrade.optimize.hyperopt.MongoTrials', - return_value=create_trials(mocker) - ) - - conf = deepcopy(default_conf) - conf.update({'config': 'config.json.example'}) - conf.update({'epochs': 1}) - conf.update({'mongodb': True}) - conf.update({'timerange': None}) - conf.update({'spaces': 'all'}) - mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) - - hyperopt = Hyperopt(conf) - hyperopt.tickerdata_to_dataframe = MagicMock() - - hyperopt.start() - mock_mongotrials.assert_called_once() - mock_fmin.assert_called_once() - - -# test log_trials_result -# test buy_strategy_generator def populate_buy_trend -# test optimizer if 'ro_t1' in params - -def test_format_results(): +def test_format_results(init_hyperopt): """ Test Hyperopt.format_results() """ + + # Test with BTC as stake_currency trades = [ - ('BTC_ETH', 2, 2, 123), - ('BTC_LTC', 1, 1, 123), - ('BTC_XRP', -1, -2, -246) + ('ETH/BTC', 2, 2, 123), + ('LTC/BTC', 1, 1, 123), + ('XPR/BTC', -1, -2, -246) ] - labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] + labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration'] df = pd.DataFrame.from_records(trades, columns=labels) - x = Hyperopt.format_results(df) - assert x.find(' 66.67%') + + result = _HYPEROPT.format_results(df) + assert result.find(' 66.67%') + assert result.find('Total profit 1.00000000 BTC') + assert result.find('2.0000Σ %') + + # Test with EUR as stake_currency + trades = [ + ('ETH/EUR', 2, 2, 123), + ('LTC/EUR', 1, 1, 123), + ('XPR/EUR', -1, -2, -246) + ] + df = pd.DataFrame.from_records(trades, columns=labels) + result = _HYPEROPT.format_results(df) + assert result.find('Total profit 1.00000000 EUR') -def test_signal_handler(mocker): +def test_signal_handler(mocker, init_hyperopt): """ Test Hyperopt.signal_handler() """ @@ -392,11 +394,11 @@ def test_signal_handler(mocker): mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.log_trials_result', m) hyperopt = _HYPEROPT - hyperopt.signal_handler(9, None) + hyperopt.signal_handler(signal.SIGTERM, None) assert m.call_count == 3 -def test_has_space(): +def test_has_space(init_hyperopt): """ Test Hyperopt.has_space() method """ @@ -409,14 +411,14 @@ def test_has_space(): assert _HYPEROPT.has_space('buy') -def test_populate_indicators() -> None: +def test_populate_indicators(init_hyperopt) -> None: """ Test Hyperopt.populate_indicators() """ - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') + tickerlist = {'UNITTEST/BTC': tick} dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) - dataframe = _HYPEROPT.populate_indicators(dataframes['BTC_UNITEST']) + dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC']) # Check if some indicators are generated. We will not test all of them assert 'adx' in dataframe @@ -424,14 +426,14 @@ def test_populate_indicators() -> None: assert 'cci' in dataframe -def test_buy_strategy_generator() -> None: +def test_buy_strategy_generator(init_hyperopt) -> None: """ Test Hyperopt.buy_strategy_generator() """ - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') + tickerlist = {'UNITTEST/BTC': tick} dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) - dataframe = _HYPEROPT.populate_indicators(dataframes['BTC_UNITEST']) + dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC']) populate_buy_trend = _HYPEROPT.buy_strategy_generator( { @@ -481,7 +483,7 @@ def test_buy_strategy_generator() -> None: assert 1 in result['buy'] -def test_generate_optimizer(mocker, default_conf) -> None: +def test_generate_optimizer(mocker, init_hyperopt, default_conf) -> None: """ Test Hyperopt.generate_optimizer() function """ @@ -491,15 +493,16 @@ def test_generate_optimizer(mocker, default_conf) -> None: conf.update({'spaces': 'all'}) trades = [ - ('BTC_POWR', 0.023117, 0.000233, 100) + ('POWR/BTC', 0.023117, 0.000233, 100) ] - labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] + labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration'] backtest_result = pd.DataFrame.from_records(trades, columns=labels) mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.backtest', MagicMock(return_value=backtest_result) ) + patch_exchange(mocker) optimizer_param = { 'adx': {'enabled': False}, diff --git a/freqtrade/tests/optimize/test_hyperopt_config.py b/freqtrade/tests/optimize/test_hyperopt_config.py deleted file mode 100644 index aa9424826..000000000 --- a/freqtrade/tests/optimize/test_hyperopt_config.py +++ /dev/null @@ -1,16 +0,0 @@ -# pragma pylint: disable=missing-docstring,W0212 - -from user_data.hyperopt_conf import hyperopt_optimize_conf - - -def test_hyperopt_optimize_conf(): - hyperopt_conf = hyperopt_optimize_conf() - - assert "max_open_trades" in hyperopt_conf - assert "stake_currency" in hyperopt_conf - assert "stake_amount" in hyperopt_conf - assert "minimal_roi" in hyperopt_conf - assert "stoploss" in hyperopt_conf - assert "bid_strategy" in hyperopt_conf - assert "exchange" in hyperopt_conf - assert "pair_whitelist" in hyperopt_conf['exchange'] diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index a15bff5a1..624f8ed77 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -3,15 +3,18 @@ import json import os import uuid +import arrow from shutil import copyfile from freqtrade import optimize from freqtrade.misc import file_dump_json from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \ - download_backtesting_testdata, load_tickerdata_file, trim_tickerlist -from freqtrade.tests.conftest import log_has + download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, \ + load_cached_data_for_updating +from freqtrade.arguments import TimeRange +from freqtrade.tests.conftest import log_has, get_patched_exchange -# Change this if modifying BTC_UNITEST testdatafile +# Change this if modifying UNITTEST/BTC testdatafile _BTC_UNITTEST_LENGTH = 13681 @@ -46,31 +49,30 @@ def _clean_test_file(file: str) -> None: os.rename(file_swp, file) -def test_load_data_30min_ticker(ticker_history, mocker, caplog) -> None: +def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) -> None: """ Test load_data() with 30 min ticker """ - mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - - file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json' + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json') _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30) + optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m') assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 30 min', caplog.record_tuples) + assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 30m', caplog.record_tuples) _clean_test_file(file) -def test_load_data_5min_ticker(ticker_history, mocker, caplog) -> None: +def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) -> None: """ Test load_data() with 5 min ticker """ - mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_ETH-5.json' + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-5m.json') _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5) + optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='5m') assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 5 min', caplog.record_tuples) + assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 5m', caplog.record_tuples) _clean_test_file(file) @@ -78,27 +80,43 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None: """ Test load_data() with 1 min ticker """ - mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_ETH-1.json' + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json') _backup_file(file, copy_file=True) - optimize.load_data(None, ticker_interval=1, pairs=['BTC_ETH']) + optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC']) assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 1 min', caplog.record_tuples) + assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 1m', caplog.record_tuples) _clean_test_file(file) -def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None: +def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog, default_conf) -> None: """ Test load_data() with 1 min ticker """ - mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) + exchange = get_patched_exchange(mocker, default_conf) + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') - file = 'freqtrade/tests/testdata/BTC_MEME-1.json' _backup_file(file) - optimize.load_data(None, ticker_interval=1, pairs=['BTC_MEME']) + # do not download a new pair if refresh_pairs isn't set + optimize.load_data(None, + ticker_interval='1m', + refresh_pairs=False, + pairs=['MEME/BTC']) + assert os.path.isfile(file) is False + assert log_has('No data for pair: "MEME/BTC", Interval: 1m. ' + 'Use --refresh-pairs-cached to download the data', + caplog.record_tuples) + + # download a new pair if refresh_pairs is set + optimize.load_data(None, + ticker_interval='1m', + refresh_pairs=True, + exchange=exchange, + pairs=['MEME/BTC']) assert os.path.isfile(file) is True - assert log_has('Download the pair: "BTC_MEME", Interval: 1 min', caplog.record_tuples) + assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples) _clean_test_file(file) @@ -106,13 +124,13 @@ def test_testdata_path() -> None: assert os.path.join('freqtrade', 'tests', 'testdata') in make_testdata_path(None) -def test_download_pairs(ticker_history, mocker) -> None: - mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) - - file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' - file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' - file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json' - file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json' +def test_download_pairs(ticker_history, mocker, default_conf) -> None: + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) + exchange = get_patched_exchange(mocker, default_conf) + file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') + file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json') + file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json') + file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-5m.json') _backup_file(file1_1) _backup_file(file1_5) @@ -122,7 +140,8 @@ def test_download_pairs(ticker_history, mocker) -> None: assert os.path.isfile(file1_1) is False assert os.path.isfile(file2_1) is False - assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=1) is True + assert download_pairs(None, exchange, + pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True assert os.path.isfile(file1_1) is True assert os.path.isfile(file2_1) is True @@ -134,7 +153,8 @@ def test_download_pairs(ticker_history, mocker) -> None: assert os.path.isfile(file1_5) is False assert os.path.isfile(file2_5) is False - assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True + assert download_pairs(None, exchange, + pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True assert os.path.isfile(file1_5) is True assert os.path.isfile(file2_5) is True @@ -144,91 +164,201 @@ def test_download_pairs(ticker_history, mocker) -> None: _clean_test_file(file2_5) -def test_download_pairs_exception(ticker_history, mocker, caplog) -> None: - mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) +def test_load_cached_data_for_updating(mocker) -> None: + datadir = os.path.join(os.path.dirname(__file__), '..', 'testdata') + + test_data = None + test_filename = os.path.join(datadir, 'UNITTEST_BTC-1m.json') + with open(test_filename, "rt") as file: + test_data = json.load(file) + + # change now time to test 'line' cases + # now = last cached item + 1 hour + now_ts = test_data[-1][0] / 1000 + 60 * 60 + mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts)) + + # timeframe starts earlier than the cached data + # should fully update data + timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == [] + assert start_ts == test_data[0][0] - 1000 + + # same with 'line' timeframe + num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120 + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + TimeRange(None, 'line', 0, -num_lines)) + assert data == [] + assert start_ts < test_data[0][0] - 1 + + # timeframe starts in the center of the cached data + # should return the chached data w/o the last item + timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # same with 'line' timeframe + num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30 + timerange = TimeRange(None, 'line', 0, -num_lines) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # timeframe starts after the chached data + # should return the chached data w/o the last item + timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # same with 'line' timeframe + num_lines = 30 + timerange = TimeRange(None, 'line', 0, -num_lines) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # no timeframe is set + # should return the chached data w/o the last item + num_lines = 30 + timerange = TimeRange(None, 'line', 0, -num_lines) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # no datafile exist + # should return timestamp start time + timerange = TimeRange('date', None, now_ts - 10000, 0) + data, start_ts = load_cached_data_for_updating(test_filename + 'unexist', + '1m', + timerange) + assert data == [] + assert start_ts == (now_ts - 10000) * 1000 + + # same with 'line' timeframe + num_lines = 30 + timerange = TimeRange(None, 'line', 0, -num_lines) + data, start_ts = load_cached_data_for_updating(test_filename + 'unexist', + '1m', + timerange) + assert data == [] + assert start_ts == (now_ts - num_lines * 60) * 1000 + + # no datafile exist, no timeframe is set + # should return an empty array and None + data, start_ts = load_cached_data_for_updating(test_filename + 'unexist', + '1m', + None) + assert data == [] + assert start_ts is None + + +def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf) -> None: + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata', side_effect=BaseException('File Error')) + exchange = get_patched_exchange(mocker, default_conf) - file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' - file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' + file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') + file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json') _backup_file(file1_1) _backup_file(file1_5) - download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1) + download_pairs(None, exchange, pairs=['MEME/BTC'], ticker_interval='1m') # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file1_5) - assert log_has('Failed to download the pair: "BTC-MEME", Interval: 1 min', caplog.record_tuples) + assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples) -def test_download_backtesting_testdata(ticker_history, mocker) -> None: - mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) +def test_download_backtesting_testdata(ticker_history, mocker, default_conf) -> None: + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) + exchange = get_patched_exchange(mocker, default_conf) # Download a 1 min ticker file - file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json' + file1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'XEL_BTC-1m.json') _backup_file(file1) - download_backtesting_testdata(None, pair="BTC-XEL", interval=1) + download_backtesting_testdata(None, exchange, pair="XEL/BTC", tick_interval='1m') assert os.path.isfile(file1) is True _clean_test_file(file1) # Download a 5 min ticker file - file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json' + file2 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'STORJ_BTC-5m.json') _backup_file(file2) - download_backtesting_testdata(None, pair="BTC-STORJ", interval=5) + download_backtesting_testdata(None, exchange, pair="STORJ/BTC", tick_interval='5m') assert os.path.isfile(file2) is True _clean_test_file(file2) -def test_download_backtesting_testdata2(mocker) -> None: - tick = [{'T': 'bar'}, {'T': 'foo'}] +def test_download_backtesting_testdata2(mocker, default_conf) -> None: + tick = [ + [1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839], + [1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199] + ] json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None) - mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick) - download_backtesting_testdata(None, pair="BTC-UNITEST", interval=1) - download_backtesting_testdata(None, pair="BTC-UNITEST", interval=3) + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=tick) + exchange = get_patched_exchange(mocker, default_conf) + download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='1m') + download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='3m') assert json_dump_mock.call_count == 2 def test_load_tickerdata_file() -> None: # 7 does not exist in either format. - assert not load_tickerdata_file(None, 'BTC_UNITEST', 7) + assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m') # 1 exists only as a .json - tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1) + tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') assert _BTC_UNITTEST_LENGTH == len(tickerdata) # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json - tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 8) + tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m') assert _BTC_UNITTEST_LENGTH == len(tickerdata) def test_init(default_conf, mocker) -> None: - conf = {'exchange': {'pair_whitelist': []}} - mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf) + exchange = get_patched_exchange(mocker, default_conf) assert {} == optimize.load_data( '', + exchange=exchange, pairs=[], refresh_pairs=True, - ticker_interval=int(default_conf['ticker_interval']) + ticker_interval=default_conf['ticker_interval'] ) def test_trim_tickerlist() -> None: - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json') + with open(file) as data_file: ticker_list = json.load(data_file) ticker_list_len = len(ticker_list) # Test the pattern ^(-\d+)$ - # This pattern remove X element from the beginning - timerange = ((None, 'line'), None, 5) + # This pattern uses the latest N elements + timerange = TimeRange(None, 'line', 0, -5) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) - assert ticker_list_len == ticker_len + 5 + assert ticker_len == 5 assert ticker_list[0] is not ticker[0] # The first element should be different assert ticker_list[-1] is ticker[-1] # The last element must be the same # Test the pattern ^(\d+)-$ # This pattern keep X element from the end - timerange = (('line', None), 5, None) + timerange = TimeRange('line', None, 5, 0) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) @@ -238,7 +368,7 @@ def test_trim_tickerlist() -> None: # Test the pattern ^(\d+)-(\d+)$ # This pattern extract a window - timerange = (('index', 'index'), 5, 10) + timerange = TimeRange('index', 'index', 5, 10) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) @@ -247,9 +377,40 @@ def test_trim_tickerlist() -> None: assert ticker_list[5] is ticker[0] # The list starts at the index 5 assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements) + # Test the pattern ^(\d{8})-(\d{8})$ + # This pattern extract a window between the dates + timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1) + ticker = trim_tickerlist(ticker_list, timerange) + ticker_len = len(ticker) + + assert ticker_len == 5 + assert ticker_list[0] is not ticker[0] # The first element should be different + assert ticker_list[5] is ticker[0] # The list starts at the index 5 + assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements) + + # Test the pattern ^-(\d{8})$ + # This pattern extracts elements from the start to the date + timerange = TimeRange(None, 'date', 0, ticker_list[10][0] / 1000 - 1) + ticker = trim_tickerlist(ticker_list, timerange) + ticker_len = len(ticker) + + assert ticker_len == 10 + assert ticker_list[0] is ticker[0] # The start of the list is included + assert ticker_list[9] is ticker[-1] # The element 10 is not included + + # Test the pattern ^(\d{8})-$ + # This pattern extracts elements from the date to now + timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None) + ticker = trim_tickerlist(ticker_list, timerange) + ticker_len = len(ticker) + + assert ticker_len == ticker_list_len - 10 + assert ticker_list[10] is ticker[0] # The first element is element #10 + assert ticker_list[-1] is ticker[-1] # The last element is the same + # Test a wrong pattern # This pattern must return the list unchanged - timerange = ((None, None), None, 5) + timerange = TimeRange(None, None, None, 5) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) @@ -261,7 +422,8 @@ def test_file_dump_json() -> None: Test file_dump_json() :return: None """ - file = 'freqtrade/tests/testdata/test_{id}.json'.format(id=str(uuid.uuid4())) + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', + 'test_{id}.json'.format(id=str(uuid.uuid4()))) data = {'bar': 'foo'} # check the file we will create does not exist diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py index 84b06bee2..11db7ffb3 100644 --- a/freqtrade/tests/rpc/test_rpc.py +++ b/freqtrade/tests/rpc/test_rpc.py @@ -7,11 +7,11 @@ Unit test file for rpc/rpc.py from datetime import datetime from unittest.mock import MagicMock -from sqlalchemy import create_engine +import pytest from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade -from freqtrade.rpc.rpc import RPC +from freqtrade.rpc.rpc import RPC, RPCException from freqtrade.state import State from freqtrade.tests.test_freqtradebot import patch_get_signal, patch_coinmarketcap @@ -25,41 +25,40 @@ def prec_satoshi(a, b) -> float: # Unit tests -def test_rpc_trade_status(default_conf, ticker, mocker) -> None: +def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None: """ Test rpc_trade_status() method """ patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker) - mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) freqtradebot.state = State.STOPPED - (error, result) = rpc.rpc_trade_status() - assert error - assert 'trader is not running' in result + with pytest.raises(RPCException, match=r'.*trader is not running*'): + rpc._rpc_trade_status() freqtradebot.state = State.RUNNING - (error, result) = rpc.rpc_trade_status() - assert error - assert 'no active trade' in result + with pytest.raises(RPCException, match=r'.*no active trade*'): + rpc._rpc_trade_status() freqtradebot.create_trade() - (error, result) = rpc.rpc_trade_status() - assert not error - trade = result[0] + trades = rpc._rpc_trade_status() + trade = trades[0] result_message = [ '*Trade ID:* `1`\n' '*Current Pair:* ' - '[BTC_ETH](https://www.bittrex.com/Market/Index?MarketName=BTC-ETH)\n' + '[ETH/BTC](https://bittrex.com/Market/Index?MarketName=BTC-ETH)\n' '*Open Since:* `just now`\n' '*Amount:* `90.99181074`\n' '*Open Rate:* `0.00001099`\n' @@ -67,60 +66,62 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None: '*Current Rate:* `0.00001098`\n' '*Close Profit:* `None`\n' '*Current Profit:* `-0.59%`\n' - '*Open Order:* `(LIMIT_BUY rem=0.00000000)`' + '*Open Order:* `(limit buy rem=0.00000000)`' ] - assert result == result_message - assert trade.find('[BTC_ETH]') >= 0 + assert trades == result_message + assert trade.find('[ETH/BTC]') >= 0 -def test_rpc_status_table(default_conf, ticker, mocker) -> None: +def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None: """ Test rpc_status_table() method """ patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker) - mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) freqtradebot.state = State.STOPPED - (error, result) = rpc.rpc_status_table() - assert error - assert '*Status:* `trader is not running`' in result + with pytest.raises(RPCException, match=r'.*\*Status:\* `trader is not running``*'): + rpc._rpc_status_table() freqtradebot.state = State.RUNNING - (error, result) = rpc.rpc_status_table() - assert error - assert '*Status:* `no active order`' in result + with pytest.raises(RPCException, match=r'.*\*Status:\* `no active order`*'): + rpc._rpc_status_table() freqtradebot.create_trade() - (error, result) = rpc.rpc_status_table() + result = rpc._rpc_status_table() assert 'just now' in result['Since'].all() - assert 'BTC_ETH' in result['Pair'].all() + assert 'ETH/BTC' in result['Pair'].all() assert '-0.59%' in result['Profit'].all() -def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker)\ - -> None: +def test_rpc_daily_profit(default_conf, update, ticker, fee, + limit_buy_order, limit_sell_order, markets, mocker) -> None: """ Test rpc_daily_profit() method """ patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker, value={'price_usd': 15000.0}) - mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) stake_currency = default_conf['stake_currency'] fiat_display_currency = default_conf['fiat_display_currency'] @@ -139,8 +140,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_s # Try valid data update.message.text = '/daily 2' - (error, days) = rpc.rpc_daily_profit(7, stake_currency, fiat_display_currency) - assert not error + days = rpc._rpc_daily_profit(7, stake_currency, fiat_display_currency) assert len(days) == 7 for day in days: # [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD'] @@ -153,13 +153,12 @@ def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_s assert str(days[0][0]) == str(datetime.utcnow().date()) # Try invalid data - (error, days) = rpc.rpc_daily_profit(0, stake_currency, fiat_display_currency) - assert error - assert days.find('must be an integer greater than 0') >= 0 + with pytest.raises(RPCException, match=r'.*must be an integer greater than 0*'): + rpc._rpc_daily_profit(0, stake_currency, fiat_display_currency) -def test_rpc_trade_statistics( - default_conf, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker) -> None: +def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee, + limit_buy_order, limit_sell_order, markets, mocker) -> None: """ Test rpc_trade_statistics() method """ @@ -169,22 +168,23 @@ def test_rpc_trade_statistics( ticker=MagicMock(return_value={'price_usd': 15000.0}), ) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) - mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) stake_currency = default_conf['stake_currency'] fiat_display_currency = default_conf['fiat_display_currency'] rpc = RPC(freqtradebot) - (error, stats) = rpc.rpc_trade_statistics(stake_currency, fiat_display_currency) - assert error - assert stats.find('no closed trade') >= 0 + with pytest.raises(RPCException, match=r'.*no closed trade*'): + rpc._rpc_trade_statistics(stake_currency, fiat_display_currency) # Create some test data freqtradebot.create_trade() @@ -194,7 +194,7 @@ def test_rpc_trade_statistics( # Update the ticker with a market going up mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_up ) @@ -202,26 +202,40 @@ def test_rpc_trade_statistics( trade.close_date = datetime.utcnow() trade.is_open = False - (error, stats) = rpc.rpc_trade_statistics(stake_currency, fiat_display_currency) - assert not error + freqtradebot.create_trade() + trade = Trade.query.first() + # Simulate fulfilled LIMIT_BUY order for trade + trade.update(limit_buy_order) + + # Update the ticker with a market going up + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + validate_pairs=MagicMock(), + get_ticker=ticker_sell_up + ) + trade.update(limit_sell_order) + trade.close_date = datetime.utcnow() + trade.is_open = False + + stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency) assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05) assert prec_satoshi(stats['profit_closed_percent'], 6.2) assert prec_satoshi(stats['profit_closed_fiat'], 0.93255) - assert prec_satoshi(stats['profit_all_coin'], 6.217e-05) - assert prec_satoshi(stats['profit_all_percent'], 6.2) - assert prec_satoshi(stats['profit_all_fiat'], 0.93255) - assert stats['trade_count'] == 1 + assert prec_satoshi(stats['profit_all_coin'], 5.632e-05) + assert prec_satoshi(stats['profit_all_percent'], 2.81) + assert prec_satoshi(stats['profit_all_fiat'], 0.8448) + assert stats['trade_count'] == 2 assert stats['first_trade_date'] == 'just now' assert stats['latest_trade_date'] == 'just now' assert stats['avg_duration'] == '0:00:00' - assert stats['best_pair'] == 'BTC_ETH' + assert stats['best_pair'] == 'ETH/BTC' assert prec_satoshi(stats['best_rate'], 6.2) # Test that rpc_trade_statistics can handle trades that lacks # trade.open_rate (it is set to None) -def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_up, limit_buy_order, - limit_sell_order): +def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets, + ticker_sell_up, limit_buy_order, limit_sell_order): """ Test rpc_trade_statistics() method """ @@ -231,14 +245,16 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u ticker=MagicMock(return_value={'price_usd': 15000.0}), ) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) - mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) stake_currency = default_conf['stake_currency'] fiat_display_currency = default_conf['fiat_display_currency'] @@ -251,9 +267,10 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u trade.update(limit_buy_order) # Update the ticker with a market going up mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker_sell_up + get_ticker=ticker_sell_up, + get_fee=fee ) trade.update(limit_sell_order) trade.close_date = datetime.utcnow() @@ -262,8 +279,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u for trade in Trade.query.order_by(Trade.id).all(): trade.open_rate = None - (error, stats) = rpc.rpc_trade_statistics(stake_currency, fiat_display_currency) - assert not error + stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency) assert prec_satoshi(stats['profit_closed_coin'], 0) assert prec_satoshi(stats['profit_closed_percent'], 0) assert prec_satoshi(stats['profit_closed_fiat'], 0) @@ -274,7 +290,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u assert stats['first_trade_date'] == 'just now' assert stats['latest_trade_date'] == 'just now' assert stats['avg_duration'] == '0:00:00' - assert stats['best_pair'] == 'BTC_ETH' + assert stats['best_pair'] == 'ETH/BTC' assert prec_satoshi(stats['best_rate'], 6.2) @@ -282,22 +298,18 @@ def test_rpc_balance_handle(default_conf, mocker): """ Test rpc_balance() method """ - mock_balance = [ - { - 'Currency': 'BTC', - 'Balance': 10.0, - 'Available': 12.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + mock_balance = { + 'BTC': { + 'free': 10.0, + 'total': 12.0, + 'used': 2.0, }, - { - 'Currency': 'ETH', - 'Balance': 0.0, - 'Available': 0.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + 'ETH': { + 'free': 0.0, + 'total': 0.0, + 'used': 0.0, } - ] + } patch_get_signal(mocker, (True, False)) mocker.patch.multiple( @@ -305,28 +317,26 @@ def test_rpc_balance_handle(default_conf, mocker): ticker=MagicMock(return_value={'price_usd': 15000.0}), ) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) - mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_balances=MagicMock(return_value=mock_balance) ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) - (error, res) = rpc.rpc_balance(default_conf['fiat_display_currency']) - assert not error - (trade, x, y, z) = res - assert prec_satoshi(x, 10) - assert prec_satoshi(z, 150000) - assert 'USD' in y - assert len(trade) == 1 - assert 'BTC' in trade[0]['currency'] - assert prec_satoshi(trade[0]['available'], 12) - assert prec_satoshi(trade[0]['balance'], 10) - assert prec_satoshi(trade[0]['pending'], 0) - assert prec_satoshi(trade[0]['est_btc'], 10) + output, total, symbol, value = rpc._rpc_balance(default_conf['fiat_display_currency']) + assert prec_satoshi(total, 12) + assert prec_satoshi(value, 180000) + assert 'USD' in symbol + assert len(output) == 1 + assert 'BTC' in output[0]['currency'] + assert prec_satoshi(output[0]['available'], 10) + assert prec_satoshi(output[0]['balance'], 12) + assert prec_satoshi(output[0]['pending'], 2) + assert prec_satoshi(output[0]['est_btc'], 12) def test_rpc_start(mocker, default_conf) -> None: @@ -335,24 +345,22 @@ def test_rpc_start(mocker, default_conf) -> None: """ patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker) - mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock() ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) freqtradebot.state = State.STOPPED - (error, result) = rpc.rpc_start() - assert not error + result = rpc._rpc_start() assert '`Starting trader ...`' in result assert freqtradebot.state == State.RUNNING - (error, result) = rpc.rpc_start() - assert error + result = rpc._rpc_start() assert '*Status:* `already running`' in result assert freqtradebot.state == State.RUNNING @@ -363,134 +371,147 @@ def test_rpc_stop(mocker, default_conf) -> None: """ patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker) - mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock() ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) freqtradebot.state = State.RUNNING - (error, result) = rpc.rpc_stop() - assert not error + result = rpc._rpc_stop() assert '`Stopping trader ...`' in result assert freqtradebot.state == State.STOPPED - (error, result) = rpc.rpc_stop() - assert error + result = rpc._rpc_stop() assert '*Status:* `already stopped`' in result assert freqtradebot.state == State.STOPPED -def test_rpc_forcesell(default_conf, ticker, mocker) -> None: +def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None: """ Test rpc_forcesell() method """ patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker) - mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) cancel_order_mock = MagicMock() mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, cancel_order=cancel_order_mock, get_order=MagicMock( return_value={ - 'closed': True, - 'type': 'LIMIT_BUY', + 'status': 'closed', + 'type': 'limit', + 'side': 'buy' } - ) + ), + get_fee=fee, + get_markets=markets ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) freqtradebot.state = State.STOPPED - (error, res) = rpc.rpc_forcesell(None) - assert error - assert res == '`trader is not running`' + with pytest.raises(RPCException, match=r'.*`trader is not running`*'): + rpc._rpc_forcesell(None) freqtradebot.state = State.RUNNING - (error, res) = rpc.rpc_forcesell(None) - assert error - assert res == 'Invalid argument.' + with pytest.raises(RPCException, match=r'.*Invalid argument.*'): + rpc._rpc_forcesell(None) - (error, res) = rpc.rpc_forcesell('all') - assert not error - assert res == '' + rpc._rpc_forcesell('all') freqtradebot.create_trade() - (error, res) = rpc.rpc_forcesell('all') - assert not error - assert res == '' + rpc._rpc_forcesell('all') - (error, res) = rpc.rpc_forcesell('1') - assert not error - assert res == '' + rpc._rpc_forcesell('1') freqtradebot.state = State.STOPPED - (error, res) = rpc.rpc_forcesell(None) - assert error - assert res == '`trader is not running`' + with pytest.raises(RPCException, match=r'.*`trader is not running`*'): + rpc._rpc_forcesell(None) - (error, res) = rpc.rpc_forcesell('all') - assert error - assert res == '`trader is not running`' + with pytest.raises(RPCException, match=r'.*`trader is not running`*'): + rpc._rpc_forcesell('all') freqtradebot.state = State.RUNNING assert cancel_order_mock.call_count == 0 # make an limit-buy open trade + trade = Trade.query.filter(Trade.id == '1').first() + filled_amount = trade.amount / 2 mocker.patch( - 'freqtrade.freqtradebot.exchange.get_order', + 'freqtrade.exchange.Exchange.get_order', return_value={ - 'closed': None, - 'type': 'LIMIT_BUY' + 'status': 'open', + 'type': 'limit', + 'side': 'buy', + 'filled': filled_amount } ) - # check that the trade is called, which is done - # by ensuring exchange.cancel_order is called - (error, res) = rpc.rpc_forcesell('1') - assert not error - assert res == '' + # check that the trade is called, which is done by ensuring exchange.cancel_order is called + # and trade amount is updated + rpc._rpc_forcesell('1') assert cancel_order_mock.call_count == 1 + assert trade.amount == filled_amount + + freqtradebot.create_trade() + trade = Trade.query.filter(Trade.id == '2').first() + amount = trade.amount + # make an limit-buy open trade, if there is no 'filled', don't sell it + mocker.patch( + 'freqtrade.exchange.Exchange.get_order', + return_value={ + 'status': 'open', + 'type': 'limit', + 'side': 'buy', + 'filled': None + } + ) + # check that the trade is called, which is done by ensuring exchange.cancel_order is called + rpc._rpc_forcesell('2') + assert cancel_order_mock.call_count == 2 + assert trade.amount == amount freqtradebot.create_trade() # make an limit-sell open trade mocker.patch( - 'freqtrade.freqtradebot.exchange.get_order', + 'freqtrade.exchange.Exchange.get_order', return_value={ - 'closed': None, - 'type': 'LIMIT_SELL' + 'status': 'open', + 'type': 'limit', + 'side': 'sell' } ) - (error, res) = rpc.rpc_forcesell('2') - assert not error - assert res == '' + rpc._rpc_forcesell('3') # status quo, no exchange calls - assert cancel_order_mock.call_count == 1 + assert cancel_order_mock.call_count == 2 -def test_performance_handle(default_conf, ticker, limit_buy_order, - limit_sell_order, mocker) -> None: +def test_performance_handle(default_conf, ticker, limit_buy_order, fee, + limit_sell_order, markets, mocker) -> None: """ Test rpc_performance() method """ patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker) - mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_balances=MagicMock(return_value=ticker), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) # Create some test data @@ -506,39 +527,38 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, trade.close_date = datetime.utcnow() trade.is_open = False - (error, res) = rpc.rpc_performance() - assert not error + res = rpc._rpc_performance() assert len(res) == 1 - assert res[0]['pair'] == 'BTC_ETH' + assert res[0]['pair'] == 'ETH/BTC' assert res[0]['count'] == 1 assert prec_satoshi(res[0]['profit'], 6.2) -def test_rpc_count(mocker, default_conf, ticker) -> None: +def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None: """ Test rpc_count() method """ patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker) - mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_balances=MagicMock(return_value=ticker), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) - (error, trades) = rpc.rpc_count() + trades = rpc._rpc_count() nb_trades = len(trades) - assert not error assert nb_trades == 0 # Create some test data freqtradebot.create_trade() - (error, trades) = rpc.rpc_count() + trades = rpc._rpc_count() nb_trades = len(trades) - assert not error assert nb_trades == 1 diff --git a/freqtrade/tests/rpc/test_rpc_manager.py b/freqtrade/tests/rpc/test_rpc_manager.py index 1d56dea3a..805424d26 100644 --- a/freqtrade/tests/rpc/test_rpc_manager.py +++ b/freqtrade/tests/rpc/test_rpc_manager.py @@ -7,49 +7,35 @@ from copy import deepcopy from unittest.mock import MagicMock from freqtrade.rpc.rpc_manager import RPCManager -from freqtrade.rpc.telegram import Telegram from freqtrade.tests.conftest import log_has, get_patched_freqtradebot def test_rpc_manager_object() -> None: - """ - Test the Arguments object has the mandatory methods - :return: None - """ - assert hasattr(RPCManager, '_init') + """ Test the Arguments object has the mandatory methods """ assert hasattr(RPCManager, 'send_msg') assert hasattr(RPCManager, 'cleanup') def test__init__(mocker, default_conf) -> None: - """ - Test __init__() method - """ - init_mock = mocker.patch('freqtrade.rpc.rpc_manager.RPCManager._init', MagicMock()) - freqtradebot = get_patched_freqtradebot(mocker, default_conf) + """ Test __init__() method """ + conf = deepcopy(default_conf) + conf['telegram']['enabled'] = False - rpc_manager = RPCManager(freqtradebot) - assert rpc_manager.freqtrade == freqtradebot + rpc_manager = RPCManager(get_patched_freqtradebot(mocker, conf)) assert rpc_manager.registered_modules == [] - assert rpc_manager.telegram is None - assert init_mock.call_count == 1 def test_init_telegram_disabled(mocker, default_conf, caplog) -> None: - """ - Test _init() method with Telegram disabled - """ + """ Test _init() method with Telegram disabled """ caplog.set_level(logging.DEBUG) conf = deepcopy(default_conf) conf['telegram']['enabled'] = False - freqtradebot = get_patched_freqtradebot(mocker, conf) - rpc_manager = RPCManager(freqtradebot) + rpc_manager = RPCManager(get_patched_freqtradebot(mocker, conf)) assert not log_has('Enabling rpc.telegram ...', caplog.record_tuples) assert rpc_manager.registered_modules == [] - assert rpc_manager.telegram is None def test_init_telegram_enabled(mocker, default_conf, caplog) -> None: @@ -59,14 +45,12 @@ def test_init_telegram_enabled(mocker, default_conf, caplog) -> None: caplog.set_level(logging.DEBUG) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) - freqtradebot = get_patched_freqtradebot(mocker, default_conf) - rpc_manager = RPCManager(freqtradebot) + rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf)) assert log_has('Enabling rpc.telegram ...', caplog.record_tuples) len_modules = len(rpc_manager.registered_modules) assert len_modules == 1 - assert 'telegram' in rpc_manager.registered_modules - assert isinstance(rpc_manager.telegram, Telegram) + assert 'telegram' in [mod.name for mod in rpc_manager.registered_modules] def test_cleanup_telegram_disabled(mocker, default_conf, caplog) -> None: @@ -99,11 +83,11 @@ def test_cleanup_telegram_enabled(mocker, default_conf, caplog) -> None: rpc_manager = RPCManager(freqtradebot) # Check we have Telegram as a registered modules - assert 'telegram' in rpc_manager.registered_modules + assert 'telegram' in [mod.name for mod in rpc_manager.registered_modules] rpc_manager.cleanup() assert log_has('Cleaning up rpc.telegram ...', caplog.record_tuples) - assert 'telegram' not in rpc_manager.registered_modules + assert 'telegram' not in [mod.name for mod in rpc_manager.registered_modules] assert telegram_mock.call_count == 1 @@ -120,7 +104,7 @@ def test_send_msg_telegram_disabled(mocker, default_conf, caplog) -> None: rpc_manager = RPCManager(freqtradebot) rpc_manager.send_msg('test') - assert log_has('test', caplog.record_tuples) + assert log_has('Sending rpc message: test', caplog.record_tuples) assert telegram_mock.call_count == 0 @@ -135,5 +119,5 @@ def test_send_msg_telegram_enabled(mocker, default_conf, caplog) -> None: rpc_manager = RPCManager(freqtradebot) rpc_manager.send_msg('test') - assert log_has('test', caplog.record_tuples) + assert log_has('Sending rpc message: test', caplog.record_tuples) assert telegram_mock.call_count == 1 diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index 72408c908..b2cca9b9a 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -11,7 +11,6 @@ from datetime import datetime from random import randint from unittest.mock import MagicMock -from sqlalchemy import create_engine from telegram import Update, Message, Chat from telegram.error import NetworkError @@ -21,7 +20,7 @@ from freqtrade.persistence import Trade from freqtrade.rpc.telegram import Telegram from freqtrade.rpc.telegram import authorized_only from freqtrade.state import State -from freqtrade.tests.conftest import get_patched_freqtradebot, log_has +from freqtrade.tests.conftest import get_patched_freqtradebot, patch_exchange, log_has from freqtrade.tests.test_freqtradebot import patch_get_signal, patch_coinmarketcap @@ -33,6 +32,9 @@ class DummyCls(Telegram): super().__init__(freqtrade) self.state = {'called': False} + def _init(self): + pass + @authorized_only def dummy_handler(self, *args, **kwargs) -> None: """ @@ -61,9 +63,7 @@ def test__init__(default_conf, mocker) -> None: def test_init(default_conf, mocker, caplog) -> None: - """ - Test _init() method - """ + """ Test _init() method """ start_polling = MagicMock() mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock(return_value=start_polling)) @@ -71,31 +71,16 @@ def test_init(default_conf, mocker, caplog) -> None: assert start_polling.call_count == 0 # number of handles registered - assert start_polling.dispatcher.add_handler.call_count == 11 + assert start_polling.dispatcher.add_handler.call_count > 0 assert start_polling.start_polling.call_count == 1 message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \ "['balance'], ['start'], ['stop'], ['forcesell'], ['performance'], ['daily'], " \ - "['count'], ['help'], ['version']]" + "['count'], ['reload_conf'], ['help'], ['version']]" assert log_has(message_str, caplog.record_tuples) -def test_init_disabled(default_conf, mocker, caplog) -> None: - """ - Test _init() method when Telegram is disabled - """ - conf = deepcopy(default_conf) - conf['telegram']['enabled'] = False - Telegram(get_patched_freqtradebot(mocker, conf)) - - message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \ - "['balance'], ['start'], ['stop'], ['forcesell'], ['performance'], ['daily'], " \ - "['count'], ['help'], ['version']]" - - assert not log_has(message_str, caplog.record_tuples) - - def test_cleanup(default_conf, mocker) -> None: """ Test cleanup() method @@ -104,51 +89,18 @@ def test_cleanup(default_conf, mocker) -> None: updater_mock.stop = MagicMock() mocker.patch('freqtrade.rpc.telegram.Updater', updater_mock) - # not enabled - conf = deepcopy(default_conf) - conf['telegram']['enabled'] = False - telegram = Telegram(get_patched_freqtradebot(mocker, conf)) - telegram.cleanup() - assert telegram._updater is None - assert updater_mock.call_count == 0 - assert not hasattr(telegram._updater, 'stop') - assert updater_mock.stop.call_count == 0 - - # enabled - conf['telegram']['enabled'] = True - telegram = Telegram(get_patched_freqtradebot(mocker, conf)) + telegram = Telegram(get_patched_freqtradebot(mocker, default_conf)) telegram.cleanup() assert telegram._updater.stop.call_count == 1 -def test_is_enabled(default_conf, mocker) -> None: - """ - Test is_enabled() method - """ - mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock()) - - telegram = Telegram(get_patched_freqtradebot(mocker, default_conf)) - assert telegram.is_enabled() - - -def test_is_not_enabled(default_conf, mocker) -> None: - """ - Test is_enabled() method - """ - conf = deepcopy(default_conf) - conf['telegram']['enabled'] = False - telegram = Telegram(get_patched_freqtradebot(mocker, conf)) - - assert not telegram.is_enabled() - - def test_authorized_only(default_conf, mocker, caplog) -> None: """ Test authorized_only() method when we are authorized """ patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) + patch_exchange(mocker, None) chat = Chat(0, 0) update = Update(randint(1, 100)) @@ -156,7 +108,7 @@ def test_authorized_only(default_conf, mocker, caplog) -> None: conf = deepcopy(default_conf) conf['telegram']['enabled'] = False - dummy = DummyCls(FreqtradeBot(conf, create_engine('sqlite://'))) + dummy = DummyCls(FreqtradeBot(conf)) dummy.dummy_handler(bot=MagicMock(), update=update) assert dummy.state['called'] is True assert log_has( @@ -179,15 +131,14 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None: """ patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) - + patch_exchange(mocker, None) chat = Chat(0xdeadbeef, 0) update = Update(randint(1, 100)) update.message = Message(randint(1, 100), 0, datetime.utcnow(), chat) conf = deepcopy(default_conf) conf['telegram']['enabled'] = False - dummy = DummyCls(FreqtradeBot(conf, create_engine('sqlite://'))) + dummy = DummyCls(FreqtradeBot(conf)) dummy.dummy_handler(bot=MagicMock(), update=update) assert dummy.state['called'] is False assert not log_has( @@ -210,14 +161,14 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None: """ patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) + patch_exchange(mocker) update = Update(randint(1, 100)) update.message = Message(randint(1, 100), 0, datetime.utcnow(), Chat(0, 0)) conf = deepcopy(default_conf) conf['telegram']['enabled'] = False - dummy = DummyCls(FreqtradeBot(conf, create_engine('sqlite://'))) + dummy = DummyCls(FreqtradeBot(conf)) dummy.dummy_exception(bot=MagicMock(), update=update) assert dummy.state['called'] is False assert not log_has( @@ -234,7 +185,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None: ) -def test_status(default_conf, update, mocker, ticker) -> None: +def test_status(default_conf, update, mocker, fee, ticker, markets) -> None: """ Test _status() method """ @@ -246,22 +197,25 @@ def test_status(default_conf, update, mocker, ticker) -> None: patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_pair_detail_url=MagicMock(), + get_fee=fee, + get_markets=markets ) msg_mock = MagicMock() status_table = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - rpc_trade_status=MagicMock(return_value=(False, [1, 2, 3])), + _rpc_trade_status=MagicMock(return_value=[1, 2, 3]), _status_table=status_table, - send_msg=msg_mock + _send_msg=msg_mock ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(conf) telegram = Telegram(freqtradebot) # Create some test data @@ -277,16 +231,18 @@ def test_status(default_conf, update, mocker, ticker) -> None: assert status_table.call_count == 1 -def test_status_handle(default_conf, update, ticker, mocker) -> None: +def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> None: """ Test _status() method """ patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) msg_mock = MagicMock() status_table = MagicMock() @@ -294,11 +250,11 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None: 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), _status_table=status_table, - send_msg=msg_mock + _send_msg=msg_mock ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.STOPPED @@ -319,32 +275,34 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None: telegram._status(bot=MagicMock(), update=update) assert msg_mock.call_count == 1 - assert '[BTC_ETH]' in msg_mock.call_args_list[0][0][0] + assert '[ETH/BTC]' in msg_mock.call_args_list[0][0][0] -def test_status_table_handle(default_conf, update, ticker, mocker) -> None: +def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker) -> None: """ Test _status_table() method """ patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_order_id') + buy=MagicMock(return_value={'id': 'mocked_order_id'}), + get_fee=fee, + get_markets=markets ) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) conf = deepcopy(default_conf) conf['stake_amount'] = 15.0 - freqtradebot = FreqtradeBot(conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.STOPPED @@ -369,12 +327,12 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None: fields = re.sub('[ ]+', ' ', line[2].strip()).split(' ') assert int(fields[0]) == 1 - assert fields[1] == 'BTC_ETH' + assert fields[1] == 'ETH/BTC' assert msg_mock.call_count == 1 -def test_daily_handle(default_conf, update, ticker, limit_buy_order, - limit_sell_order, mocker) -> None: +def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee, + limit_sell_order, markets, mocker) -> None: """ Test _daily() method """ @@ -385,19 +343,21 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, return_value=15000.0 ) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Create some test data @@ -453,7 +413,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None: patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker, value={'price_usd': 15000.0}) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker ) @@ -461,11 +421,11 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None: mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Try invalid data @@ -484,8 +444,8 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None: assert str('Daily Profit over the last 7 days') in msg_mock.call_args_list[0][0][0] -def test_profit_handle(default_conf, update, ticker, ticker_sell_up, - limit_buy_order, limit_sell_order, mocker) -> None: +def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, + limit_buy_order, limit_sell_order, markets, mocker) -> None: """ Test _profit() method """ @@ -493,19 +453,21 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, patch_coinmarketcap(mocker, value={'price_usd': 15000.0}) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) telegram._profit(bot=MagicMock(), update=update) @@ -526,7 +488,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, msg_mock.reset_mock() # Update the ticker with a market going up - mocker.patch('freqtrade.freqtradebot.exchange.get_ticker', ticker_sell_up) + mocker.patch('freqtrade.exchange.Exchange.get_ticker', ticker_sell_up) trade.update(limit_sell_order) trade.close_date = datetime.utcnow() @@ -541,49 +503,42 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0] assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0] - assert '*Best Performing:* `BTC_ETH: 6.20%`' in msg_mock.call_args_list[-1][0][0] + assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0] def test_telegram_balance_handle(default_conf, update, mocker) -> None: """ Test _balance() method """ - mock_balance = [ - { - 'Currency': 'BTC', - 'Balance': 10.0, - 'Available': 12.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + + mock_balance = { + 'BTC': { + 'total': 12.0, + 'free': 12.0, + 'used': 0.0 }, - { - 'Currency': 'ETH', - 'Balance': 0.0, - 'Available': 0.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + 'ETH': { + 'total': 0.0, + 'free': 0.0, + 'used': 0.0 }, - { - 'Currency': 'USDT', - 'Balance': 10000.0, - 'Available': 0.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + 'USDT': { + 'total': 10000.0, + 'free': 10000.0, + 'used': 0.0 }, - { - 'Currency': 'LTC', - 'Balance': 10.0, - 'Available': 10.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + 'LTC': { + 'total': 10.0, + 'free': 10.0, + 'used': 0.0 } - ] + } def mock_ticker(symbol, refresh): """ Mock Bittrex.get_ticker() response """ - if symbol == 'USDT_BTC': + if symbol == 'BTC/USDT': return { 'bid': 10000.00, 'ask': 10000.00, @@ -598,29 +553,28 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None: patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker, value={'price_usd': 15000.0}) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) - mocker.patch('freqtrade.freqtradebot.exchange.get_balances', return_value=mock_balance) - mocker.patch('freqtrade.freqtradebot.exchange.get_ticker', side_effect=mock_ticker) + mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=mock_balance) + mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) telegram = Telegram(freqtradebot) telegram._balance(bot=MagicMock(), update=update) result = msg_mock.call_args_list[0][0][0] assert msg_mock.call_count == 1 - assert '*Currency*: BTC' in result - assert '*Currency*: ETH' not in result - assert '*Currency*: USDT' in result - assert 'Balance' in result - assert 'Est. BTC' in result - assert '*BTC*: 12.00000000' in result + assert '*BTC:*' in result + assert '*ETH:*' not in result + assert '*USDT:*' in result + assert 'Balance:' in result + assert 'Est. BTC:' in result + assert 'BTC: 14.00000000' in result def test_zero_balance_handle(default_conf, update, mocker) -> None: @@ -628,18 +582,16 @@ def test_zero_balance_handle(default_conf, update, mocker) -> None: Test _balance() method when the Exchange platform returns nothing """ patch_get_signal(mocker, (True, False)) - patch_coinmarketcap(mocker, value={'price_usd': 15000.0}) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) - mocker.patch('freqtrade.freqtradebot.exchange.get_balances', return_value=[]) + mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={}) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) telegram = Telegram(freqtradebot) telegram._balance(bot=MagicMock(), update=update) @@ -652,41 +604,35 @@ def test_start_handle(default_conf, update, mocker) -> None: """ Test _start() method """ - patch_coinmarketcap(mocker) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) - mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.STOPPED assert freqtradebot.state == State.STOPPED telegram._start(bot=MagicMock(), update=update) assert freqtradebot.state == State.RUNNING - assert msg_mock.call_count == 0 + assert msg_mock.call_count == 1 def test_start_handle_already_running(default_conf, update, mocker) -> None: """ Test _start() method """ - patch_coinmarketcap(mocker) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) - mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.RUNNING @@ -702,16 +648,14 @@ def test_stop_handle(default_conf, update, mocker) -> None: Test _stop() method """ patch_coinmarketcap(mocker) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) - mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.RUNNING @@ -727,16 +671,14 @@ def test_stop_handle_already_stopped(default_conf, update, mocker) -> None: Test _stop() method """ patch_coinmarketcap(mocker) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) - mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.STOPPED @@ -747,7 +689,29 @@ def test_stop_handle_already_stopped(default_conf, update, mocker) -> None: assert 'already stopped' in msg_mock.call_args_list[0][0][0] -def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker) -> None: +def test_reload_conf_handle(default_conf, update, mocker) -> None: + """ Test _reload_conf() method """ + patch_coinmarketcap(mocker) + msg_mock = MagicMock() + mocker.patch.multiple( + 'freqtrade.rpc.telegram.Telegram', + _init=MagicMock(), + _send_msg=msg_mock + ) + + freqtradebot = get_patched_freqtradebot(mocker, default_conf) + telegram = Telegram(freqtradebot) + + freqtradebot.state = State.RUNNING + assert freqtradebot.state == State.RUNNING + telegram._reload_conf(bot=MagicMock(), update=update) + assert freqtradebot.state == State.RELOAD_CONF + assert msg_mock.call_count == 1 + assert 'Reloading config' in msg_mock.call_args_list[0][0][0] + + +def test_forcesell_handle(default_conf, update, ticker, fee, + ticker_sell_up, markets, mocker) -> None: """ Test _forcesell() method """ @@ -757,12 +721,14 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Create some test data @@ -772,21 +738,22 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker) assert trade # Increase the price and sell it - mocker.patch('freqtrade.freqtradebot.exchange.get_ticker', ticker_sell_up) + mocker.patch('freqtrade.exchange.Exchange.get_ticker', ticker_sell_up) update.message.text = '/forcesell 1' telegram._forcesell(bot=MagicMock(), update=update) assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert '0.00001172' in rpc_mock.call_args_list[-1][0][0] assert 'profit: 6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0] assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0] -def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker) -> None: +def test_forcesell_down_handle(default_conf, update, ticker, fee, + ticker_sell_down, markets, mocker) -> None: """ Test _forcesell() method """ @@ -796,12 +763,14 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Create some test data @@ -809,7 +778,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m # Decrease the price and sell it mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_down ) @@ -822,14 +791,14 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] -def test_forcesell_all_handle(default_conf, update, ticker, mocker) -> None: +def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker) -> None: """ Test _forcesell() method """ @@ -838,13 +807,16 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker) -> None: mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.get_pair_detail_url', MagicMock()) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Create some test data @@ -873,11 +845,11 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None: mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) - mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Trader is not running @@ -904,8 +876,8 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None: assert 'Invalid argument.' in msg_mock.call_args_list[0][0][0] -def test_performance_handle(default_conf, update, ticker, limit_buy_order, - limit_sell_order, mocker) -> None: +def test_performance_handle(default_conf, update, ticker, fee, + limit_buy_order, limit_sell_order, markets, mocker) -> None: """ Test _performance() method """ @@ -915,15 +887,17 @@ def test_performance_handle(default_conf, update, ticker, limit_buy_order, mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Create some test data @@ -942,7 +916,7 @@ def test_performance_handle(default_conf, update, ticker, limit_buy_order, telegram._performance(bot=MagicMock(), update=update) assert msg_mock.call_count == 1 assert 'Performance' in msg_mock.call_args_list[0][0][0] - assert 'BTC_ETH\t6.20% (1)' in msg_mock.call_args_list[0][0][0] + assert 'ETH/BTC\t6.20% (1)' in msg_mock.call_args_list[0][0][0] def test_performance_handle_invalid(default_conf, update, mocker) -> None: @@ -955,10 +929,10 @@ def test_performance_handle_invalid(default_conf, update, mocker) -> None: mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) - mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Trader is not running @@ -968,7 +942,7 @@ def test_performance_handle_invalid(default_conf, update, mocker) -> None: assert 'not running' in msg_mock.call_args_list[0][0][0] -def test_count_handle(default_conf, update, ticker, mocker) -> None: +def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> None: """ Test _count() method """ @@ -978,15 +952,17 @@ def test_count_handle(default_conf, update, ticker, mocker) -> None: mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_order_id') + buy=MagicMock(return_value={'id': 'mocked_order_id'}), + get_markets=markets ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.STOPPED @@ -1015,14 +991,14 @@ def test_help_handle(default_conf, update, mocker) -> None: Test _help() method """ patch_coinmarketcap(mocker) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) + telegram = Telegram(freqtradebot) telegram._help(bot=MagicMock(), update=update) @@ -1035,14 +1011,13 @@ def test_version_handle(default_conf, update, mocker) -> None: Test _version() method """ patch_coinmarketcap(mocker) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', _init=MagicMock(), - send_msg=msg_mock + _send_msg=msg_mock ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) telegram = Telegram(freqtradebot) telegram._version(bot=MagicMock(), update=update) @@ -1055,20 +1030,14 @@ def test_send_msg(default_conf, mocker) -> None: Test send_msg() method """ patch_coinmarketcap(mocker) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) conf = deepcopy(default_conf) bot = MagicMock() - freqtradebot = FreqtradeBot(conf, create_engine('sqlite://')) + freqtradebot = get_patched_freqtradebot(mocker, conf) telegram = Telegram(freqtradebot) - telegram._config['telegram']['enabled'] = False - telegram.send_msg('test', bot) - assert not bot.method_calls - bot.reset_mock() - telegram._config['telegram']['enabled'] = True - telegram.send_msg('test', bot) + telegram._send_msg('test', bot) assert len(bot.method_calls) == 1 @@ -1077,16 +1046,15 @@ def test_send_msg_network_error(default_conf, mocker, caplog) -> None: Test send_msg() method """ patch_coinmarketcap(mocker) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) conf = deepcopy(default_conf) bot = MagicMock() bot.send_message = MagicMock(side_effect=NetworkError('Oh snap')) - freqtradebot = FreqtradeBot(conf, create_engine('sqlite://')) + freqtradebot = get_patched_freqtradebot(mocker, conf) telegram = Telegram(freqtradebot) telegram._config['telegram']['enabled'] = True - telegram.send_msg('test', bot) + telegram._send_msg('test', bot) # Bot should've tried to send it twice assert len(bot.method_calls) == 2 diff --git a/freqtrade/tests/strategy/test_default_strategy.py b/freqtrade/tests/strategy/test_default_strategy.py index 5c9be0b32..900fc2234 100644 --- a/freqtrade/tests/strategy/test_default_strategy.py +++ b/freqtrade/tests/strategy/test_default_strategy.py @@ -9,7 +9,7 @@ from freqtrade.strategy.default_strategy import DefaultStrategy @pytest.fixture def result(): - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file: return Analyze.parse_ticker_dataframe(json.load(data_file)) @@ -27,7 +27,7 @@ def test_default_strategy(result): assert type(strategy.minimal_roi) is dict assert type(strategy.stoploss) is float - assert type(strategy.ticker_interval) is int + assert type(strategy.ticker_interval) is str indicators = strategy.populate_indicators(result) assert type(indicators) is DataFrame assert type(strategy.populate_buy_trend(indicators)) is DataFrame diff --git a/freqtrade/tests/strategy/test_strategy.py b/freqtrade/tests/strategy/test_strategy.py index 244910790..1e082c380 100644 --- a/freqtrade/tests/strategy/test_strategy.py +++ b/freqtrade/tests/strategy/test_strategy.py @@ -1,14 +1,39 @@ # pragma pylint: disable=missing-docstring, protected-access, C0103 - import logging import os import pytest +from freqtrade.strategy import import_strategy +from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.strategy.interface import IStrategy from freqtrade.strategy.resolver import StrategyResolver +def test_import_strategy(caplog): + caplog.set_level(logging.DEBUG) + + strategy = DefaultStrategy() + strategy.some_method = lambda *args, **kwargs: 42 + + assert strategy.__module__ == 'freqtrade.strategy.default_strategy' + assert strategy.some_method() == 42 + + imported_strategy = import_strategy(strategy) + + assert dir(strategy) == dir(imported_strategy) + + assert imported_strategy.__module__ == 'freqtrade.strategy' + assert imported_strategy.some_method() == 42 + + assert ( + 'freqtrade.strategy', + logging.DEBUG, + 'Imported strategy freqtrade.strategy.default_strategy.DefaultStrategy ' + 'as freqtrade.strategy.DefaultStrategy', + ) in caplog.record_tuples + + def test_search_strategy(): default_location = os.path.join(os.path.dirname( os.path.realpath(__file__)), '..', '..', 'strategy' @@ -20,19 +45,21 @@ def test_search_strategy(): def test_load_strategy(result): - resolver = StrategyResolver() - resolver._load_strategy('TestStrategy') + resolver = StrategyResolver({'strategy': 'TestStrategy'}) assert hasattr(resolver.strategy, 'populate_indicators') assert 'adx' in resolver.strategy.populate_indicators(result) -def test_load_strategy_custom_directory(result): +def test_load_strategy_invalid_directory(result, caplog): resolver = StrategyResolver() extra_dir = os.path.join('some', 'path') - with pytest.raises( - FileNotFoundError, - match=r".*No such file or directory: '{}'".format(extra_dir)): - resolver._load_strategy('TestStrategy', extra_dir) + resolver._load_strategy('TestStrategy', extra_dir) + + assert ( + 'freqtrade.strategy.resolver', + logging.WARNING, + 'Path "{}" does not exist'.format(extra_dir), + ) in caplog.record_tuples assert hasattr(resolver.strategy, 'populate_indicators') assert 'adx' in resolver.strategy.populate_indicators(result) diff --git a/freqtrade/tests/test_acl_pair.py b/freqtrade/tests/test_acl_pair.py index b5f52774d..608e6a4a1 100644 --- a/freqtrade/tests/test_acl_pair.py +++ b/freqtrade/tests/test_acl_pair.py @@ -1,6 +1,7 @@ # pragma pylint: disable=missing-docstring,C0103,protected-access import freqtrade.tests.conftest as tt # test tools +from unittest.mock import MagicMock # whitelist, blacklist, filtering, all of that will # eventually become some rules to run on a generic ACL engine @@ -12,118 +13,60 @@ def whitelist_conf(): config['stake_currency'] = 'BTC' config['exchange']['pair_whitelist'] = [ - 'BTC_ETH', - 'BTC_TKN', - 'BTC_TRST', - 'BTC_SWT', - 'BTC_BCC' + 'ETH/BTC', + 'TKN/BTC', + 'TRST/BTC', + 'SWT/BTC', + 'BCC/BTC' ] config['exchange']['pair_blacklist'] = [ - 'BTC_BLK' + 'BLK/BTC' ] return config -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': '' - }] - - -def get_health(): - return [{'Currency': 'ETH', 'IsActive': True}, - {'Currency': 'TKN', 'IsActive': True}, - {'Currency': 'BLK', 'IsActive': True}] - - -def get_health_empty(): - return [] - - -def test_refresh_market_pair_not_in_whitelist(mocker): +def test_refresh_market_pair_not_in_whitelist(mocker, markets): conf = whitelist_conf() freqtradebot = tt.get_patched_freqtradebot(mocker, conf) - mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health) + mocker.patch('freqtrade.exchange.Exchange.get_markets', markets) refreshedwhitelist = freqtradebot._refresh_whitelist( - conf['exchange']['pair_whitelist'] + ['BTC_XXX'] + conf['exchange']['pair_whitelist'] + ['XXX/BTC'] ) # List ordered by BaseVolume - whitelist = ['BTC_ETH', 'BTC_TKN'] + whitelist = ['ETH/BTC', 'TKN/BTC'] # Ensure all except those in whitelist are removed assert whitelist == refreshedwhitelist -def test_refresh_whitelist(mocker): +def test_refresh_whitelist(mocker, markets): conf = whitelist_conf() freqtradebot = tt.get_patched_freqtradebot(mocker, conf) - mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health) + mocker.patch('freqtrade.exchange.Exchange.get_markets', markets) refreshedwhitelist = freqtradebot._refresh_whitelist(conf['exchange']['pair_whitelist']) # List ordered by BaseVolume - whitelist = ['BTC_ETH', 'BTC_TKN'] + whitelist = ['ETH/BTC', 'TKN/BTC'] # Ensure all except those in whitelist are removed assert whitelist == refreshedwhitelist -def test_refresh_whitelist_dynamic(mocker): +def test_refresh_whitelist_dynamic(mocker, markets, tickers): conf = whitelist_conf() freqtradebot = tt.get_patched_freqtradebot(mocker, conf) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', - get_wallet_health=get_health, - get_market_summaries=get_market_summaries + 'freqtrade.exchange.Exchange', + get_markets=markets, + get_tickers=tickers, + exchange_has=MagicMock(return_value=True) ) # argument: use the whitelist dynamically by exchange-volume - whitelist = ['BTC_TKN', 'BTC_ETH'] + whitelist = ['ETH/BTC', 'TKN/BTC'] refreshedwhitelist = freqtradebot._refresh_whitelist( freqtradebot._gen_pair_whitelist(conf['stake_currency']) @@ -132,10 +75,10 @@ def test_refresh_whitelist_dynamic(mocker): assert whitelist == refreshedwhitelist -def test_refresh_whitelist_dynamic_empty(mocker): +def test_refresh_whitelist_dynamic_empty(mocker, markets_empty): conf = whitelist_conf() freqtradebot = tt.get_patched_freqtradebot(mocker, conf) - mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health_empty) + mocker.patch('freqtrade.exchange.Exchange.get_markets', markets_empty) # argument: use the whitelist dynamically by exchange-volume whitelist = [] diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py index 878d97950..89dac21c6 100644 --- a/freqtrade/tests/test_analyze.py +++ b/freqtrade/tests/test_analyze.py @@ -13,7 +13,8 @@ from pandas import DataFrame from freqtrade.analyze import Analyze, SignalType from freqtrade.optimize.__init__ import load_tickerdata_file -from freqtrade.tests.conftest import log_has +from freqtrade.arguments import TimeRange +from freqtrade.tests.conftest import log_has, get_patched_exchange # Avoid to reinit the same object again and again _ANALYZE = Analyze({'strategy': 'DefaultStrategy'}) @@ -45,12 +46,12 @@ def test_analyze_object() -> None: def test_dataframe_correct_length(result): dataframe = Analyze.parse_ticker_dataframe(result) - assert len(result.index) == len(dataframe.index) + assert len(result.index) - 1 == len(dataframe.index) # last partial candle removed def test_dataframe_correct_columns(result): assert result.columns.tolist() == \ - ['date', 'close', 'high', 'low', 'open', 'volume'] + ['date', 'open', 'high', 'low', 'close', 'volume'] def test_populates_buy_trend(result): @@ -65,16 +66,16 @@ def test_populates_sell_trend(result): assert 'sell' in dataframe.columns -def test_returns_latest_buy_signal(mocker): - mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock()) - +def test_returns_latest_buy_signal(mocker, default_conf): + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) + exchange = get_patched_exchange(mocker, default_conf) mocker.patch.multiple( 'freqtrade.analyze.Analyze', analyze_ticker=MagicMock( return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False) + assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False) mocker.patch.multiple( 'freqtrade.analyze.Analyze', @@ -82,11 +83,12 @@ def test_returns_latest_buy_signal(mocker): return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True) + assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True) -def test_returns_latest_sell_signal(mocker): - mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock()) +def test_returns_latest_sell_signal(mocker, default_conf): + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) + exchange = get_patched_exchange(mocker, default_conf) mocker.patch.multiple( 'freqtrade.analyze.Analyze', analyze_ticker=MagicMock( @@ -94,7 +96,7 @@ def test_returns_latest_sell_signal(mocker): ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True) + assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True) mocker.patch.multiple( 'freqtrade.analyze.Analyze', @@ -102,45 +104,49 @@ def test_returns_latest_sell_signal(mocker): return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False) + assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False) def test_get_signal_empty(default_conf, mocker, caplog): caplog.set_level(logging.INFO) - mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None) - assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval'])) + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=None) + exchange = get_patched_exchange(mocker, default_conf) + assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval']) assert log_has('Empty ticker history for pair foo', caplog.record_tuples) def test_get_signal_exception_valueerror(default_conf, mocker, caplog): caplog.set_level(logging.INFO) - mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1) + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) + exchange = get_patched_exchange(mocker, default_conf) mocker.patch.multiple( 'freqtrade.analyze.Analyze', analyze_ticker=MagicMock( side_effect=ValueError('xyz') ) ) - assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval']) assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples) def test_get_signal_empty_dataframe(default_conf, mocker, caplog): caplog.set_level(logging.INFO) - mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1) + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) + exchange = get_patched_exchange(mocker, default_conf) mocker.patch.multiple( 'freqtrade.analyze.Analyze', analyze_ticker=MagicMock( return_value=DataFrame([]) ) ) - assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval']) assert log_has('Empty dataframe for pair xyz', caplog.record_tuples) def test_get_signal_old_dataframe(default_conf, mocker, caplog): caplog.set_level(logging.INFO) - mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1) + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) + exchange = get_patched_exchange(mocker, default_conf) # FIX: The get_signal function has hardcoded 10, which we must inturn hardcode oldtime = arrow.utcnow() - datetime.timedelta(minutes=11) ticks = DataFrame([{'buy': 1, 'date': oldtime}]) @@ -150,15 +156,16 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog): return_value=DataFrame(ticks) ) ) - assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval']) assert log_has( 'Outdated history for pair xyz. Last tick is 11 minutes old', caplog.record_tuples ) -def test_get_signal_handles_exceptions(mocker): - mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock()) +def test_get_signal_handles_exceptions(mocker, default_conf): + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) + exchange = get_patched_exchange(mocker, default_conf) mocker.patch.multiple( 'freqtrade.analyze.Analyze', analyze_ticker=MagicMock( @@ -166,20 +173,16 @@ def test_get_signal_handles_exceptions(mocker): ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, False) + assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, False) -def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv): - columns = ['date', 'close', 'high', 'low', 'open', 'volume'] +def test_parse_ticker_dataframe(ticker_history): + columns = ['date', 'open', 'high', 'low', 'close', 'volume'] # Test file with BV data dataframe = Analyze.parse_ticker_dataframe(ticker_history) assert dataframe.columns.tolist() == columns - # Test file without BV data - dataframe = Analyze.parse_ticker_dataframe(ticker_history_without_bv) - assert dataframe.columns.tolist() == columns - def test_tickerdata_to_dataframe(default_conf) -> None: """ @@ -187,8 +190,8 @@ def test_tickerdata_to_dataframe(default_conf) -> None: """ analyze = Analyze(default_conf) - timerange = ((None, 'line'), None, -100) - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) - tickerlist = {'BTC_UNITEST': tick} + timerange = TimeRange(None, 'line', 0, -100) + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) + tickerlist = {'UNITTEST/BTC': tick} data = analyze.tickerdata_to_dataframe(tickerlist) - assert len(data['BTC_UNITEST']) == 100 + assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index 3377746b7..8a41e3379 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -9,7 +9,7 @@ import logging import pytest -from freqtrade.arguments import Arguments +from freqtrade.arguments import Arguments, TimeRange def test_arguments_object() -> None: @@ -46,6 +46,11 @@ def test_parse_args_config() -> None: assert args.config == '/dev/null' +def test_parse_args_db_url() -> None: + args = Arguments(['--db-url', 'sqlite:///test.sqlite'], '').get_parsed_arg() + assert args.db_url == 'sqlite:///test.sqlite' + + def test_parse_args_verbose() -> None: args = Arguments(['-v'], '').get_parsed_arg() assert args.loglevel == logging.DEBUG @@ -55,10 +60,10 @@ def test_parse_args_verbose() -> None: def test_scripts_options() -> None: - arguments = Arguments(['-p', 'BTC_ETH'], '') + arguments = Arguments(['-p', 'ETH/BTC'], '') arguments.scripts_options() args = arguments.get_parsed_arg() - assert args.pair == 'BTC_ETH' + assert args.pair == 'ETH/BTC' def test_parse_args_version() -> None: @@ -107,8 +112,25 @@ def test_parse_args_dynamic_whitelist_invalid_values() -> None: def test_parse_timerange_incorrect() -> None: - assert ((None, 'line'), None, -200) == Arguments.parse_timerange('-200') - assert (('line', None), 200, None) == Arguments.parse_timerange('200-') + assert TimeRange(None, 'line', 0, -200) == Arguments.parse_timerange('-200') + assert TimeRange('line', None, 200, 0) == Arguments.parse_timerange('200-') + assert TimeRange('index', 'index', 200, 500) == Arguments.parse_timerange('200-500') + + assert TimeRange('date', None, 1274486400, 0) == Arguments.parse_timerange('20100522-') + assert TimeRange(None, 'date', 0, 1274486400) == Arguments.parse_timerange('-20100522') + timerange = Arguments.parse_timerange('20100522-20150730') + assert timerange == TimeRange('date', 'date', 1274486400, 1438214400) + + # Added test for unix timestamp - BTC genesis date + assert TimeRange('date', None, 1231006505, 0) == Arguments.parse_timerange('1231006505-') + assert TimeRange(None, 'date', 0, 1233360000) == Arguments.parse_timerange('-1233360000') + timerange = Arguments.parse_timerange('1231006505-1233360000') + assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange + + # TODO: Find solution for the following case (passing timestamp in ms) + timerange = Arguments.parse_timerange('1231006505000-1233360000000') + assert TimeRange('date', 'date', 1231006505, 1233360000) != timerange + with pytest.raises(Exception, match=r'Incorrect syntax.*'): Arguments.parse_timerange('-') @@ -126,7 +148,7 @@ def test_parse_args_backtesting_custom() -> None: '-c', 'test_conf.json', 'backtesting', '--live', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--refresh-pairs-cached'] call_args = Arguments(args, '').get_parsed_arg() assert call_args.config == 'test_conf.json' @@ -134,7 +156,7 @@ def test_parse_args_backtesting_custom() -> None: assert call_args.loglevel == logging.INFO assert call_args.subparser == 'backtesting' assert call_args.func is not None - assert call_args.ticker_interval == 1 + assert call_args.ticker_interval == '1m' assert call_args.refresh_pairs is True @@ -152,3 +174,19 @@ def test_parse_args_hyperopt_custom() -> None: assert call_args.subparser == 'hyperopt' assert call_args.spaces == ['buy'] assert call_args.func is not None + + +def test_testdata_dl_options() -> None: + args = [ + '--pairs-file', 'file_with_pairs', + '--export', 'export/folder', + '--days', '30', + '--exchange', 'binance' + ] + arguments = Arguments(args, '') + arguments.testdata_dl_options() + args = arguments.parse_args() + assert args.pairs_file == 'file_with_pairs' + assert args.export == 'export/folder' + assert args.days == 30 + assert args.exchange == 'binance' diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index 22a6cb005..a4096cc01 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -6,13 +6,16 @@ Unit test file for configuration.py import json from copy import deepcopy from unittest.mock import MagicMock +from argparse import Namespace import pytest from jsonschema import ValidationError from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration +from freqtrade.constants import DEFAULT_DB_PROD_URL, DEFAULT_DB_DRYRUN_URL from freqtrade.tests.conftest import log_has +from freqtrade import OperationalException def test_configuration_object() -> None: @@ -28,19 +31,19 @@ def test_configuration_object() -> None: assert hasattr(Configuration, 'get_config') -def test_load_config_invalid_pair(default_conf, mocker) -> None: +def test_load_config_invalid_pair(default_conf) -> None: """ Test the configuration validator with an invalid PAIR format """ conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'].append('BTC-ETH') + conf['exchange']['pair_whitelist'].append('ETH-BTC') with pytest.raises(ValidationError, match=r'.*does not match.*'): - configuration = Configuration([]) + configuration = Configuration(Namespace()) configuration._validate_config(conf) -def test_load_config_missing_attributes(default_conf, mocker) -> None: +def test_load_config_missing_attributes(default_conf) -> None: """ Test the configuration validator with a missing attribute """ @@ -48,7 +51,19 @@ def test_load_config_missing_attributes(default_conf, mocker) -> None: conf.pop('exchange') with pytest.raises(ValidationError, match=r'.*\'exchange\' is a required property.*'): - configuration = Configuration([]) + configuration = Configuration(Namespace()) + configuration._validate_config(conf) + + +def test_load_config_incorrect_stake_amount(default_conf) -> None: + """ + Test the configuration validator with a missing attribute + """ + conf = deepcopy(default_conf) + conf['stake_amount'] = 'fake' + + with pytest.raises(ValidationError, match=r'.*\'fake\' does not match \'unlimited\'.*'): + configuration = Configuration(Namespace()) configuration._validate_config(conf) @@ -60,7 +75,7 @@ def test_load_config_file(default_conf, mocker, caplog) -> None: read_data=json.dumps(default_conf) )) - configuration = Configuration([]) + configuration = Configuration(Namespace()) validated_conf = configuration._load_config_file('somefile') assert file_mock.call_count == 1 assert validated_conf.items() >= default_conf.items() @@ -68,7 +83,22 @@ def test_load_config_file(default_conf, mocker, caplog) -> None: assert log_has('Validating configuration ...', caplog.record_tuples) -def test_load_config_file_exception(mocker, caplog) -> None: +def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None: + """ + Test Configuration._load_config_file() method + """ + conf = deepcopy(default_conf) + conf['max_open_trades'] = 0 + file_mock = mocker.patch('freqtrade.configuration.open', mocker.mock_open( + read_data=json.dumps(conf) + )) + + Configuration(Namespace())._load_config_file('somefile') + assert file_mock.call_count == 1 + assert log_has('Validating configuration ...', caplog.record_tuples) + + +def test_load_config_file_exception(mocker) -> None: """ Test Configuration._load_config_file() method """ @@ -76,14 +106,10 @@ def test_load_config_file_exception(mocker, caplog) -> None: 'freqtrade.configuration.open', MagicMock(side_effect=FileNotFoundError('File not found')) ) - configuration = Configuration([]) + configuration = Configuration(Namespace()) - with pytest.raises(SystemExit): + with pytest.raises(OperationalException, match=r'.*Config file "somefile" not found!*'): configuration._load_config_file('somefile') - assert log_has( - 'Config file "somefile" not found. Please create your config file', - caplog.record_tuples - ) def test_load_config(default_conf, mocker) -> None: @@ -101,7 +127,6 @@ def test_load_config(default_conf, mocker) -> None: assert validated_conf.get('strategy') == 'DefaultStrategy' assert validated_conf.get('strategy_path') is None assert 'dynamic_whitelist' not in validated_conf - assert 'dry_run_db' not in validated_conf def test_load_config_with_params(default_conf, mocker) -> None: @@ -112,13 +137,13 @@ def test_load_config_with_params(default_conf, mocker) -> None: read_data=json.dumps(default_conf) )) - args = [ + arglist = [ '--dynamic-whitelist', '10', '--strategy', 'TestStrategy', '--strategy-path', '/some/path', - '--dry-run-db', + '--db-url', 'sqlite:///someurl', ] - args = Arguments(args, '').get_parsed_arg() + args = Arguments(arglist, '').get_parsed_arg() configuration = Configuration(args) validated_conf = configuration.load_config() @@ -126,7 +151,44 @@ def test_load_config_with_params(default_conf, mocker) -> None: assert validated_conf.get('dynamic_whitelist') == 10 assert validated_conf.get('strategy') == 'TestStrategy' assert validated_conf.get('strategy_path') == '/some/path' - assert validated_conf.get('dry_run_db') is True + assert validated_conf.get('db_url') == 'sqlite:///someurl' + + conf = default_conf.copy() + conf["dry_run"] = False + del conf["db_url"] + mocker.patch('freqtrade.configuration.open', mocker.mock_open( + read_data=json.dumps(conf) + )) + + arglist = [ + '--dynamic-whitelist', '10', + '--strategy', 'TestStrategy', + '--strategy-path', '/some/path' + ] + args = Arguments(arglist, '').get_parsed_arg() + + configuration = Configuration(args) + validated_conf = configuration.load_config() + assert validated_conf.get('db_url') == DEFAULT_DB_PROD_URL + + # Test dry=run with ProdURL + conf = default_conf.copy() + conf["dry_run"] = True + conf["db_url"] = DEFAULT_DB_PROD_URL + mocker.patch('freqtrade.configuration.open', mocker.mock_open( + read_data=json.dumps(conf) + )) + + arglist = [ + '--dynamic-whitelist', '10', + '--strategy', 'TestStrategy', + '--strategy-path', '/some/path' + ] + args = Arguments(arglist, '').get_parsed_arg() + + configuration = Configuration(args) + validated_conf = configuration.load_config() + assert validated_conf.get('db_url') == DEFAULT_DB_DRYRUN_URL def test_load_custom_strategy(default_conf, mocker) -> None: @@ -158,12 +220,12 @@ def test_show_info(default_conf, mocker, caplog) -> None: read_data=json.dumps(default_conf) )) - args = [ + arglist = [ '--dynamic-whitelist', '10', '--strategy', 'TestStrategy', - '--dry-run-db' + '--db-url', 'sqlite:///tmp/testdb', ] - args = Arguments(args, '').get_parsed_arg() + args = Arguments(arglist, '').get_parsed_arg() configuration = Configuration(args) configuration.get_config() @@ -175,23 +237,8 @@ def test_show_info(default_conf, mocker, caplog) -> None: caplog.record_tuples ) - assert log_has( - 'Parameter --dry-run-db detected ...', - caplog.record_tuples - ) - - assert log_has( - 'Dry_run will use the DB file: "tradesv3.dry_run.sqlite"', - caplog.record_tuples - ) - - # Test the Dry run condition - configuration.config.update({'dry_run': False}) - configuration._load_common_config(configuration.config) - assert log_has( - 'Dry run is disabled. (--dry_run_db ignored)', - caplog.record_tuples - ) + assert log_has('Using DB: "sqlite:///tmp/testdb"', caplog.record_tuples) + assert log_has('Dry run is enabled', caplog.record_tuples) def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None: @@ -202,13 +249,13 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> read_data=json.dumps(default_conf) )) - args = [ + arglist = [ '--config', 'config.json', '--strategy', 'DefaultStrategy', 'backtesting' ] - args = Arguments(args, '').get_parsed_arg() + args = Arguments(arglist, '').get_parsed_arg() configuration = Configuration(args) config = configuration.get_config() @@ -219,7 +266,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config assert log_has( - 'Parameter --datadir detected: {} ...'.format(config['datadir']), + 'Using data folder: {} ...'.format(config['datadir']), caplog.record_tuples ) assert 'ticker_interval' in config @@ -246,12 +293,12 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non read_data=json.dumps(default_conf) )) - args = [ + arglist = [ '--config', 'config.json', '--strategy', 'DefaultStrategy', '--datadir', '/foo/bar', 'backtesting', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--live', '--realistic-simulation', '--refresh-pairs-cached', @@ -259,7 +306,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non '--export', '/bar/foo' ] - args = Arguments(args, '').get_parsed_arg() + args = Arguments(arglist, '').get_parsed_arg() configuration = Configuration(args) config = configuration.get_config() @@ -270,13 +317,13 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config assert log_has( - 'Parameter --datadir detected: {} ...'.format(config['datadir']), + 'Using data folder: {} ...'.format(config['datadir']), caplog.record_tuples ) assert 'ticker_interval' in config assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) assert log_has( - 'Using ticker_interval: 1 ...', + 'Using ticker_interval: 1m ...', caplog.record_tuples ) @@ -310,14 +357,13 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None: read_data=json.dumps(default_conf) )) - args = [ + arglist = [ 'hyperopt', '--epochs', '10', - '--use-mongodb', '--spaces', 'all', ] - args = Arguments(args, '').get_parsed_arg() + args = Arguments(arglist, '').get_parsed_arg() configuration = Configuration(args) config = configuration.get_config() @@ -327,10 +373,32 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None: assert log_has('Parameter --epochs detected ...', caplog.record_tuples) assert log_has('Will run Hyperopt with for 10 epochs ...', caplog.record_tuples) - assert 'mongodb' in config - assert config['mongodb'] is True - assert log_has('Parameter --use-mongodb detected ...', caplog.record_tuples) - assert 'spaces' in config assert config['spaces'] == ['all'] assert log_has('Parameter -s/--spaces detected: [\'all\']', caplog.record_tuples) + + +def test_check_exchange(default_conf) -> None: + """ + Test the configuration validator with a missing attribute + """ + conf = deepcopy(default_conf) + configuration = Configuration(Namespace()) + + # Test a valid exchange + conf.get('exchange').update({'name': 'BITTREX'}) + assert configuration.check_exchange(conf) + + # Test a valid exchange + conf.get('exchange').update({'name': 'binance'}) + assert configuration.check_exchange(conf) + + # Test a invalid exchange + conf.get('exchange').update({'name': 'unknown_exchange'}) + configuration.config = conf + + with pytest.raises( + OperationalException, + match=r'.*Exchange "unknown_exchange" not supported.*' + ): + configuration.check_exchange(conf) diff --git a/freqtrade/tests/test_dataframe.py b/freqtrade/tests/test_dataframe.py index b739ae370..fd461a503 100644 --- a/freqtrade/tests/test_dataframe.py +++ b/freqtrade/tests/test_dataframe.py @@ -6,11 +6,11 @@ from freqtrade.analyze import Analyze from freqtrade.optimize import load_data from freqtrade.strategy.resolver import StrategyResolver -_pairs = ['BTC_ETH'] +_pairs = ['ETH/BTC'] def load_dataframe_pair(pairs): - ld = load_data(None, ticker_interval=5, pairs=pairs) + ld = load_data(None, ticker_interval='5m', pairs=pairs) assert isinstance(ld, dict) assert isinstance(pairs[0], str) dataframe = ld[pairs[0]] diff --git a/freqtrade/tests/test_fiat_convert.py b/freqtrade/tests/test_fiat_convert.py index dcbc7b936..2fb9219ca 100644 --- a/freqtrade/tests/test_fiat_convert.py +++ b/freqtrade/tests/test_fiat_convert.py @@ -6,7 +6,10 @@ from unittest.mock import MagicMock import pytest +from requests.exceptions import RequestException + from freqtrade.fiat_convert import CryptoFiat, CryptoToFiatConverter +from freqtrade.tests.conftest import log_has, patch_coinmarketcap def test_pair_convertion_object(): @@ -37,7 +40,8 @@ def test_pair_convertion_object(): assert pair_convertion.price == 30000.123 -def test_fiat_convert_is_supported(): +def test_fiat_convert_is_supported(mocker): + patch_coinmarketcap(mocker) fiat_convert = CryptoToFiatConverter() assert fiat_convert._is_supported_fiat(fiat='USD') is True assert fiat_convert._is_supported_fiat(fiat='usd') is True @@ -45,7 +49,9 @@ def test_fiat_convert_is_supported(): assert fiat_convert._is_supported_fiat(fiat='ABC') is False -def test_fiat_convert_add_pair(): +def test_fiat_convert_add_pair(mocker): + patch_coinmarketcap(mocker) + fiat_convert = CryptoToFiatConverter() pair_len = len(fiat_convert._pairs) @@ -67,18 +73,14 @@ def test_fiat_convert_add_pair(): def test_fiat_convert_find_price(mocker): - api_mock = MagicMock(return_value={ - 'price_usd': 12345.0, - 'price_eur': 13000.2 - }) - mocker.patch('freqtrade.fiat_convert.Market.ticker', api_mock) + patch_coinmarketcap(mocker) + fiat_convert = CryptoToFiatConverter() with pytest.raises(ValueError, match=r'The fiat ABC is not supported.'): fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='ABC') - with pytest.raises(ValueError, match=r'The crypto symbol XRP is not supported.'): - fiat_convert.get_price(crypto_symbol='XRP', fiat_symbol='USD') + assert fiat_convert.get_price(crypto_symbol='XRP', fiat_symbol='USD') == 0.0 mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=12345.0) assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 12345.0 @@ -88,12 +90,17 @@ def test_fiat_convert_find_price(mocker): assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='EUR') == 13000.2 +def test_fiat_convert_unsupported_crypto(mocker, caplog): + mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[]) + patch_coinmarketcap(mocker) + fiat_convert = CryptoToFiatConverter() + assert fiat_convert._find_price(crypto_symbol='CRYPTO_123', fiat_symbol='EUR') == 0.0 + assert log_has('unsupported crypto-symbol CRYPTO_123 - returning 0.0', caplog.record_tuples) + + def test_fiat_convert_get_price(mocker): - api_mock = MagicMock(return_value={ - 'price_usd': 28000.0, - 'price_eur': 15000.0 - }) - mocker.patch('freqtrade.fiat_convert.Market.ticker', api_mock) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=28000.0) fiat_convert = CryptoToFiatConverter() @@ -124,12 +131,74 @@ def test_fiat_convert_get_price(mocker): assert fiat_convert._pairs[0]._expiration is not expiration -def test_fiat_convert_without_network(): +def test_fiat_convert_same_currencies(mocker): + patch_coinmarketcap(mocker) + fiat_convert = CryptoToFiatConverter() + + assert fiat_convert.get_price(crypto_symbol='USD', fiat_symbol='USD') == 1.0 + + +def test_fiat_convert_two_FIAT(mocker): + patch_coinmarketcap(mocker) + fiat_convert = CryptoToFiatConverter() + + assert fiat_convert.get_price(crypto_symbol='USD', fiat_symbol='EUR') == 0.0 + + +def test_loadcryptomap(mocker): + patch_coinmarketcap(mocker) + + fiat_convert = CryptoToFiatConverter() + assert len(fiat_convert._cryptomap) == 2 + + assert fiat_convert._cryptomap["BTC"] == "1" + + +def test_fiat_init_network_exception(mocker): + # Because CryptoToFiatConverter is a Singleton we reset the listings + listmock = MagicMock(side_effect=RequestException) + mocker.patch.multiple( + 'freqtrade.fiat_convert.Market', + listings=listmock, + ) + # with pytest.raises(RequestEsxception): + fiat_convert = CryptoToFiatConverter() + fiat_convert._cryptomap = {} + fiat_convert._load_cryptomap() + + length_cryptomap = len(fiat_convert._cryptomap) + assert length_cryptomap == 0 + + +def test_fiat_convert_without_network(mocker): # Because CryptoToFiatConverter is a Singleton we reset the value of _coinmarketcap + patch_coinmarketcap(mocker) fiat_convert = CryptoToFiatConverter() + cmc_temp = CryptoToFiatConverter._coinmarketcap CryptoToFiatConverter._coinmarketcap = None assert fiat_convert._coinmarketcap is None assert fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='USD') == 0.0 + CryptoToFiatConverter._coinmarketcap = cmc_temp + + +def test_convert_amount(mocker): + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter.get_price', return_value=12345.0) + + fiat_convert = CryptoToFiatConverter() + result = fiat_convert.convert_amount( + crypto_amount=1.23, + crypto_symbol="BTC", + fiat_symbol="USD" + ) + assert result == 15184.35 + + result = fiat_convert.convert_amount( + crypto_amount=1.23, + crypto_symbol="BTC", + fiat_symbol="BTC" + ) + assert result == 1.23 diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index cd271d273..1cb2bfca2 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -8,20 +8,17 @@ import logging import re import time from copy import deepcopy -from typing import Dict, Optional from unittest.mock import MagicMock import arrow import pytest import requests -from sqlalchemy import create_engine -from freqtrade import DependencyException, OperationalException -from freqtrade.exchange import Exchanges +from freqtrade import constants, DependencyException, OperationalException, TemporaryError from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.state import State -from freqtrade.tests.conftest import log_has +from freqtrade.tests.conftest import log_has, patch_coinmarketcap, patch_exchange # Functions for recurrent object patching @@ -35,10 +32,10 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) - mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) + patch_exchange(mocker) patch_coinmarketcap(mocker) - return FreqtradeBot(config, create_engine('sqlite://')) + return FreqtradeBot(config) def patch_get_signal(mocker, value=(True, False)) -> None: @@ -50,7 +47,7 @@ def patch_get_signal(mocker, value=(True, False)) -> None: """ mocker.patch( 'freqtrade.freqtradebot.Analyze.get_signal', - side_effect=lambda s, t: value + side_effect=lambda e, s, t: value ) @@ -60,32 +57,18 @@ def patch_RPCManager(mocker) -> MagicMock: :param mocker: mocker to patch RPCManager class :return: RPCManager.send_msg MagicMock to track if this method is called """ - mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock()) + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) rpc_mock = mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock()) return rpc_mock -def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> None: - """ - Mocker to coinmarketcap to speed up tests - :param mocker: mocker to patch coinmarketcap class - :return: None - """ - mock = MagicMock() - - if value: - mock.ticker = {'price_usd': 12345.0} - - mocker.patch('freqtrade.fiat_convert.Market', mock) - - # Unit tests def test_freqtradebot_object() -> None: """ Test the FreqtradeBot object has the mandatory public methods """ assert hasattr(FreqtradeBot, 'worker') - assert hasattr(FreqtradeBot, 'clean') + assert hasattr(FreqtradeBot, 'cleanup') assert hasattr(FreqtradeBot, 'create_trade') assert hasattr(FreqtradeBot, 'get_target_bid') assert hasattr(FreqtradeBot, 'process_maybe_execute_buy') @@ -110,7 +93,7 @@ def test_freqtradebot(mocker, default_conf) -> None: assert freqtrade.state is State.STOPPED -def test_clean(mocker, default_conf, caplog) -> None: +def test_cleanup(mocker, default_conf, caplog) -> None: """ Test clean() method """ @@ -118,11 +101,8 @@ def test_clean(mocker, default_conf, caplog) -> None: mocker.patch('freqtrade.persistence.cleanup', mock_cleanup) freqtrade = get_patched_freqtradebot(mocker, default_conf) - assert freqtrade.state == State.RUNNING - - assert freqtrade.clean() - assert freqtrade.state == State.STOPPED - assert log_has('Stopping trader and cleaning up modules...', caplog.record_tuples) + freqtrade.cleanup() + assert log_has('Cleaning up modules ...', caplog.record_tuples) assert mock_cleanup.call_count == 1 @@ -202,29 +182,28 @@ def test_throttle_with_assets(mocker, default_conf) -> None: assert result == -1 -def test_gen_pair_whitelist(mocker, default_conf, get_market_summaries_data) -> None: +def test_gen_pair_whitelist(mocker, default_conf, tickers) -> None: """ Test _gen_pair_whitelist() method """ freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch( - 'freqtrade.freqtradebot.exchange.get_market_summaries', - return_value=get_market_summaries_data - ) + mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) + mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + # mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) - # Test to retrieved BTC sorted on BaseVolume + # Test to retrieved BTC sorted on quoteVolume (default) whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC') - assert whitelist == ['BTC_ZCL', 'BTC_ZEC', 'BTC_XZC', 'BTC_XWC'] + assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC'] - # Test to retrieved BTC sorted on OpenBuyOrders - whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='OpenBuyOrders') - assert whitelist == ['BTC_XWC', 'BTC_ZCL', 'BTC_ZEC', 'BTC_XZC'] + # Test to retrieve BTC sorted on bidVolume + whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='bidVolume') + assert whitelist == ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'BLK/BTC'] - # Test with USDT sorted on BaseVolume + # Test with USDT sorted on quoteVolume (default) whitelist = freqtrade._gen_pair_whitelist(base_currency='USDT') - assert whitelist == ['USDT_XRP', 'USDT_XVG', 'USDT_XMR', 'USDT_ZEC'] + assert whitelist == ['TKN/USDT', 'ETH/USDT', 'LTC/USDT', 'BLK/USDT'] - # Test with ETH (our fixture does not have ETH, but Bittrex returns them) + # Test with ETH (our fixture does not have ETH, so result should be empty) whitelist = freqtrade._gen_pair_whitelist(base_currency='ETH') assert whitelist == [] @@ -237,7 +216,210 @@ def test_refresh_whitelist() -> None: pass -def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None: +def test_get_trade_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None: + """ + Test get_trade_stake_amount() method + """ + + patch_RPCManager(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + validate_pairs=MagicMock(), + get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2) + ) + + freqtrade = FreqtradeBot(default_conf) + + result = freqtrade._get_trade_stake_amount() + assert(result == default_conf['stake_amount']) + + +def test_get_trade_stake_amount_no_stake_amount(default_conf, + ticker, + limit_buy_order, + fee, + mocker) -> None: + """ + Test get_trade_stake_amount() method + """ + patch_RPCManager(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + validate_pairs=MagicMock(), + get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5) + ) + + # test defined stake amount + freqtrade = FreqtradeBot(default_conf) + + with pytest.raises(DependencyException, match=r'.*stake amount.*'): + freqtrade._get_trade_stake_amount() + + +def test_get_trade_stake_amount_unlimited_amount(default_conf, + ticker, + limit_buy_order, + fee, + markets, + mocker) -> None: + """ + Test get_trade_stake_amount() method + """ + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + validate_pairs=MagicMock(), + get_ticker=ticker, + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_balance=MagicMock(return_value=default_conf['stake_amount']), + get_fee=fee, + get_markets=markets + ) + + conf = deepcopy(default_conf) + conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT + conf['max_open_trades'] = 2 + + freqtrade = FreqtradeBot(conf) + + # no open trades, order amount should be 'balance / max_open_trades' + result = freqtrade._get_trade_stake_amount() + assert result == default_conf['stake_amount'] / conf['max_open_trades'] + + # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)' + freqtrade.create_trade() + + result = freqtrade._get_trade_stake_amount() + assert result == default_conf['stake_amount'] / (conf['max_open_trades'] - 1) + + # create 2 trades, order amount should be None + freqtrade.create_trade() + + result = freqtrade._get_trade_stake_amount() + assert result is None + + # set max_open_trades = None, so do not trade + conf['max_open_trades'] = 0 + freqtrade = FreqtradeBot(conf) + result = freqtrade._get_trade_stake_amount() + assert result is None + + +def test_get_min_pair_stake_amount(mocker, default_conf) -> None: + """ + Test get_trade_stake_amount() method + """ + + patch_RPCManager(mocker) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) + mocker.patch('freqtrade.freqtradebot.Analyze.get_stoploss', MagicMock(return_value=-0.05)) + freqtrade = FreqtradeBot(default_conf) + + # no pair found + mocker.patch( + 'freqtrade.exchange.Exchange.get_markets', + MagicMock(return_value=[{ + 'symbol': 'ETH/BTC' + }]) + ) + with pytest.raises(ValueError, match=r'.*get market information.*'): + freqtrade._get_min_pair_stake_amount('BNB/BTC', 1) + + # no 'limits' section + mocker.patch( + 'freqtrade.exchange.Exchange.get_markets', + MagicMock(return_value=[{ + 'symbol': 'ETH/BTC' + }]) + ) + result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) + assert result is None + + # empty 'limits' section + mocker.patch( + 'freqtrade.exchange.Exchange.get_markets', + MagicMock(return_value=[{ + 'symbol': 'ETH/BTC', + 'limits': {} + }]) + ) + result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) + assert result is None + + # empty 'cost'/'amount' section + mocker.patch( + 'freqtrade.exchange.Exchange.get_markets', + MagicMock(return_value=[{ + 'symbol': 'ETH/BTC', + 'limits': { + 'cost': {}, + 'amount': {} + } + }]) + ) + result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) + assert result is None + + # min cost is set + mocker.patch( + 'freqtrade.exchange.Exchange.get_markets', + MagicMock(return_value=[{ + 'symbol': 'ETH/BTC', + 'limits': { + 'cost': {'min': 2}, + 'amount': {} + } + }]) + ) + result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) + assert result == 2 / 0.9 + + # min amount is set + mocker.patch( + 'freqtrade.exchange.Exchange.get_markets', + MagicMock(return_value=[{ + 'symbol': 'ETH/BTC', + 'limits': { + 'cost': {}, + 'amount': {'min': 2} + } + }]) + ) + result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2) + assert result == 2 * 2 / 0.9 + + # min amount and cost are set (cost is minimal) + mocker.patch( + 'freqtrade.exchange.Exchange.get_markets', + MagicMock(return_value=[{ + 'symbol': 'ETH/BTC', + 'limits': { + 'cost': {'min': 2}, + 'amount': {'min': 2} + } + }]) + ) + result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2) + assert result == min(2, 2 * 2) / 0.9 + + # min amount and cost are set (amount is minial) + mocker.patch( + 'freqtrade.exchange.Exchange.get_markets', + MagicMock(return_value=[{ + 'symbol': 'ETH/BTC', + 'limits': { + 'cost': {'min': 8}, + 'amount': {'min': 2} + } + }]) + ) + result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2) + assert result == min(8, 2 * 2) / 0.9 + + +def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: """ Test create_trade() method """ @@ -245,15 +427,17 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None: patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, + get_markets=markets ) # Save state of current whitelist whitelist = deepcopy(default_conf['exchange']['pair_whitelist']) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) freqtrade.create_trade() trade = Trade.query.first() @@ -261,7 +445,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None: assert trade.stake_amount == 0.001 assert trade.is_open assert trade.open_date is not None - assert trade.exchange == Exchanges.BITTREX.name + assert trade.exchange == 'bittrex' # Simulate fulfilled LIMIT_BUY order for trade trade.update(limit_buy_order) @@ -272,68 +456,129 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None: assert whitelist == default_conf['exchange']['pair_whitelist'] -def test_create_trade_minimal_amount(default_conf, ticker, mocker) -> None: +def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, + fee, markets, mocker) -> None: """ Test create_trade() method """ patch_get_signal(mocker) patch_RPCManager(mocker) patch_coinmarketcap(mocker) - buy_mock = MagicMock(return_value='mocked_limit_buy') mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=buy_mock + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5), + get_fee=fee, + get_markets=markets + ) + freqtrade = FreqtradeBot(default_conf) + + with pytest.raises(DependencyException, match=r'.*stake amount.*'): + freqtrade.create_trade() + + +def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, + fee, markets, mocker) -> None: + """ + Test create_trade() method + """ + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + buy_mock = MagicMock(return_value={'id': limit_buy_order['id']}) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + validate_pairs=MagicMock(), + get_ticker=ticker, + buy=buy_mock, + get_fee=fee, + get_markets=markets ) conf = deepcopy(default_conf) conf['stake_amount'] = 0.0005 - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2] assert rate * amount >= conf['stake_amount'] -def test_create_trade_no_stake_amount(default_conf, ticker, mocker) -> None: +def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order, + fee, markets, mocker) -> None: """ Test create_trade() method """ patch_get_signal(mocker) patch_RPCManager(mocker) patch_coinmarketcap(mocker) + buy_mock = MagicMock(return_value={'id': limit_buy_order['id']}) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy'), - get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5) - ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) - - with pytest.raises(DependencyException, match=r'.*stake amount.*'): - freqtrade.create_trade() - - -def test_create_trade_no_pairs(default_conf, ticker, mocker) -> None: - """ - Test create_trade() method - """ - patch_get_signal(mocker) - patch_RPCManager(mocker) - patch_coinmarketcap(mocker) - mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', - validate_pairs=MagicMock(), - get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=buy_mock, + get_fee=fee, + get_markets=markets ) conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'] = ["BTC_ETH"] - conf['exchange']['pair_blacklist'] = ["BTC_ETH"] - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + conf['stake_amount'] = 0.000000005 + freqtrade = FreqtradeBot(conf) + + result = freqtrade.create_trade() + assert result is False + + +def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order, + fee, markets, mocker) -> None: + """ + Test create_trade() method + """ + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + validate_pairs=MagicMock(), + get_ticker=ticker, + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_balance=MagicMock(return_value=default_conf['stake_amount']), + get_fee=fee, + get_markets=markets + ) + conf = deepcopy(default_conf) + conf['max_open_trades'] = 0 + conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT + + freqtrade = FreqtradeBot(conf) + + assert freqtrade.create_trade() is False + assert freqtrade._get_trade_stake_amount() is None + + +def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: + """ + Test create_trade() method + """ + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + validate_pairs=MagicMock(), + get_ticker=ticker, + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, + get_markets=markets + ) + + conf = deepcopy(default_conf) + conf['exchange']['pair_whitelist'] = ["ETH/BTC"] + conf['exchange']['pair_blacklist'] = ["ETH/BTC"] + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() @@ -341,7 +586,8 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker) -> None: freqtrade.create_trade() -def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) -> None: +def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, + limit_buy_order, fee, markets, mocker) -> None: """ Test create_trade() method """ @@ -349,16 +595,18 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) -> patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, + get_markets=markets ) conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'] = ["BTC_ETH"] - conf['exchange']['pair_blacklist'] = ["BTC_ETH"] - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + conf['exchange']['pair_whitelist'] = ["ETH/BTC"] + conf['exchange']['pair_blacklist'] = ["ETH/BTC"] + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() @@ -366,7 +614,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) -> freqtrade.create_trade() -def test_create_trade_no_signal(default_conf, mocker) -> None: +def test_create_trade_no_signal(default_conf, fee, mocker) -> None: """ Test create_trade() method """ @@ -377,15 +625,16 @@ def test_create_trade_no_signal(default_conf, mocker) -> None: patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker_history=MagicMock(return_value=20), - get_balance=MagicMock(return_value=20) + get_balance=MagicMock(return_value=20), + get_fee=fee, ) conf = deepcopy(default_conf) conf['stake_amount'] = 10 - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) Trade.query = MagicMock() Trade.query.filter = MagicMock() @@ -393,7 +642,7 @@ def test_create_trade_no_signal(default_conf, mocker) -> None: def test_process_trade_creation(default_conf, ticker, limit_buy_order, - health, mocker, caplog) -> None: + markets, fee, mocker, caplog) -> None: """ Test the trade creation in _process() method """ @@ -401,14 +650,15 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, patch_RPCManager(mocker) patch_coinmarketcap(mocker, value={'price_usd': 12345.0}) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - get_wallet_health=health, - buy=MagicMock(return_value='mocked_limit_buy'), - get_order=MagicMock(return_value=limit_buy_order) + get_markets=markets, + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_order=MagicMock(return_value=limit_buy_order), + get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades @@ -423,7 +673,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, assert trade.stake_amount == default_conf['stake_amount'] assert trade.is_open assert trade.open_date is not None - assert trade.exchange == Exchanges.BITTREX.name + assert trade.exchange == 'bittrex' assert trade.open_rate == 0.00001099 assert trade.amount == 90.99181073703367 @@ -433,7 +683,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, ) -def test_process_exchange_failures(default_conf, ticker, health, mocker) -> None: +def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> None: """ Test _process() method when a RequestException happens """ @@ -441,21 +691,21 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker) -> None patch_RPCManager(mocker) patch_coinmarketcap(mocker, value={'price_usd': 12345.0}) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - get_wallet_health=health, - buy=MagicMock(side_effect=requests.exceptions.RequestException) + get_markets=markets, + buy=MagicMock(side_effect=TemporaryError) ) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) result = freqtrade._process() assert result is False assert sleep_mock.has_calls() -def test_process_operational_exception(default_conf, ticker, health, mocker) -> None: +def test_process_operational_exception(default_conf, ticker, markets, mocker) -> None: """ Test _process() method when an OperationalException happens """ @@ -463,13 +713,13 @@ def test_process_operational_exception(default_conf, ticker, health, mocker) -> msg_mock = patch_RPCManager(mocker) patch_coinmarketcap(mocker, value={'price_usd': 12345.0}) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - get_wallet_health=health, + get_markets=markets, buy=MagicMock(side_effect=OperationalException) ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) assert freqtrade.state == State.RUNNING result = freqtrade._process() @@ -478,7 +728,8 @@ def test_process_operational_exception(default_conf, ticker, health, mocker) -> assert 'OperationalException' in msg_mock.call_args_list[-1][0][0] -def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker) -> None: +def test_process_trade_handling( + default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None: """ Test _process() """ @@ -486,14 +737,15 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m patch_RPCManager(mocker) patch_coinmarketcap(mocker, value={'price_usd': 12345.0}) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - get_wallet_health=health, - buy=MagicMock(return_value='mocked_limit_buy'), - get_order=MagicMock(return_value=limit_buy_order) + get_markets=markets, + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_order=MagicMock(return_value=limit_buy_order), + get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades @@ -506,29 +758,32 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m assert result is False -def test_balance_fully_ask_side(mocker) -> None: +def test_balance_fully_ask_side(mocker, default_conf) -> None: """ Test get_target_bid() method """ - freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 0.0}}) + default_conf['bid_strategy']['ask_last_balance'] = 0.0 + freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 20 -def test_balance_fully_last_side(mocker) -> None: +def test_balance_fully_last_side(mocker, default_conf) -> None: """ Test get_target_bid() method """ - freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 1.0}}) + default_conf['bid_strategy']['ask_last_balance'] = 1.0 + freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 10 -def test_balance_bigger_last_ask(mocker) -> None: +def test_balance_bigger_last_ask(mocker, default_conf) -> None: """ Test get_target_bid() method """ - freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 1.0}}) + default_conf['bid_strategy']['ask_last_balance'] = 1.0 + freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_target_bid({'ask': 5, 'last': 10}) == 5 @@ -560,56 +815,106 @@ def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> No log_has('Unable to create trade:', caplog.record_tuples) -def test_process_maybe_execute_sell(mocker, default_conf) -> None: +def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplog) -> None: """ Test process_maybe_execute_sell() method """ freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) - mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=1) + mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order) + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) + mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', + return_value=limit_buy_order['amount']) trade = MagicMock() trade.open_order_id = '123' + trade.open_fee = 0.001 assert not freqtrade.process_maybe_execute_sell(trade) + # Test amount not modified by fee-logic + assert not log_has( + 'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade), + caplog.record_tuples + ) + + mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) + # test amount modified by fee-logic + assert not freqtrade.process_maybe_execute_sell(trade) + trade.is_open = True trade.open_order_id = None # Assert we call handle_trade() if trade is feasible for execution assert freqtrade.process_maybe_execute_sell(trade) + regexp = re.compile('Found open order for.*') + assert filter(regexp.match, caplog.record_tuples) -def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) -> None: + +def test_process_maybe_execute_sell_exception(mocker, default_conf, + limit_buy_order, caplog) -> None: + """ + Test the exceptions in process_maybe_execute_sell() + """ + freqtrade = get_patched_freqtradebot(mocker, default_conf) + mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order) + + trade = MagicMock() + trade.open_order_id = '123' + trade.open_fee = 0.001 + + # Test raise of OperationalException exception + mocker.patch( + 'freqtrade.freqtradebot.FreqtradeBot.get_real_amount', + side_effect=OperationalException() + ) + freqtrade.process_maybe_execute_sell(trade) + assert log_has('could not update trade amount: ', caplog.record_tuples) + + # Test raise of DependencyException exception + mocker.patch( + 'freqtrade.freqtradebot.FreqtradeBot.get_real_amount', + side_effect=DependencyException() + ) + freqtrade.process_maybe_execute_sell(trade) + assert log_has('Unable to sell trade: ', caplog.record_tuples) + + +def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, + fee, markets, mocker) -> None: """ Test check_handle() method """ patch_get_signal(mocker) patch_RPCManager(mocker) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00001172, 'ask': 0.00001173, 'last': 0.00001172 }), - buy=MagicMock(return_value='mocked_limit_buy'), - sell=MagicMock(return_value='mocked_limit_sell') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + sell=MagicMock(return_value={'id': limit_sell_order['id']}), + get_fee=fee, + get_markets=markets ) patch_coinmarketcap(mocker, value={'price_usd': 15000.0}) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) freqtrade.create_trade() trade = Trade.query.first() assert trade + time.sleep(0.01) # Race condition fix trade.update(limit_buy_order) assert trade.is_open is True patch_get_signal(mocker, value=(False, True)) assert freqtrade.handle_trade(trade) is True - assert trade.open_order_id == 'mocked_limit_sell' + assert trade.open_order_id == limit_sell_order['id'] # Simulate fulfilled LIMIT_SELL order for trade trade.update(limit_sell_order) @@ -620,7 +925,8 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) - assert trade.close_date is not None -def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None: +def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, + fee, markets, mocker) -> None: """ Test check_handle() method """ @@ -632,13 +938,15 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None: patch_coinmarketcap(mocker) mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, + get_markets=markets ) - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() @@ -677,7 +985,8 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None: assert freqtrade.handle_trade(trades[0]) is True -def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None: +def test_handle_trade_roi(default_conf, ticker, limit_buy_order, + fee, mocker, markets, caplog) -> None: """ Test check_handle() method """ @@ -689,14 +998,16 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None: patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, + get_markets=markets ) mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True) - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() trade = Trade.query.first() @@ -712,7 +1023,8 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None: assert log_has('Required profit reached. Selling..', caplog.record_tuples) -def test_handle_trade_experimental(default_conf, ticker, mocker, caplog) -> None: +def test_handle_trade_experimental( + default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None: """ Test check_handle() method """ @@ -724,14 +1036,16 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog) -> None patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, + get_markets=markets ) mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False) - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() trade = Trade.query.first() @@ -745,7 +1059,8 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog) -> None assert log_has('Sell signal received. Selling..', caplog.record_tuples) -def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker) -> None: +def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, + fee, markets, mocker) -> None: """ Test check_handle() method """ @@ -753,12 +1068,14 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, + get_markets=markets ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) # Create trade and sell it freqtrade.create_trade() @@ -774,7 +1091,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo freqtrade.handle_trade(trade) -def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker) -> None: +def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fee, mocker) -> None: """ Test check_handle_timedout() method """ @@ -782,21 +1099,23 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mo cancel_order_mock = MagicMock() patch_coinmarketcap(mocker) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old), - cancel_order=cancel_order_mock + cancel_order=cancel_order_mock, + get_fee=fee ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trade_buy = Trade( - pair='BTC_ETH', + pair='ETH/BTC', open_rate=0.00001099, - exchange='BITTREX', + exchange='bittrex', open_order_id='123456789', amount=90.99181073, - fee=0.0, + fee_open=0.0, + fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True @@ -821,21 +1140,22 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, patch_coinmarketcap(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trade_sell = Trade( - pair='BTC_ETH', + pair='ETH/BTC', open_rate=0.00001099, - exchange='BITTREX', + exchange='bittrex', open_order_id='123456789', amount=90.99181073, - fee=0.0, + fee_open=0.0, + fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(hours=-5).datetime, close_date=arrow.utcnow().shift(minutes=-601).datetime, @@ -860,21 +1180,22 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old patch_coinmarketcap(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trade_buy = Trade( - pair='BTC_ETH', + pair='ETH/BTC', open_rate=0.00001099, - exchange='BITTREX', + exchange='bittrex', open_order_id='123456789', amount=90.99181073, - fee=0.0, + fee_open=0.0, + fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True @@ -907,21 +1228,22 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) - handle_timedout_limit_sell=MagicMock(), ) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trade_buy = Trade( - pair='BTC_ETH', + pair='ETH/BTC', open_rate=0.00001099, - exchange='BITTREX', + exchange='bittrex', open_order_id='123456789', amount=90.99181073, - fee=0.0, + fee_open=0.0, + fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True @@ -929,7 +1251,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) - Trade.session.add(trade_buy) regexp = re.compile( - 'Cannot query order for Trade(id=1, pair=BTC_ETH, amount=90.99181073, ' + 'Cannot query order for Trade(id=1, pair=ETH/BTC, amount=90.99181073, ' 'open_rate=0.00001099, open_since=10 hours ago) due to Traceback (most ' 'recent call last):\n.*' ) @@ -946,12 +1268,12 @@ def test_handle_timedout_limit_buy(mocker, default_conf) -> None: patch_coinmarketcap(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) Trade.session = MagicMock() trade = MagicMock() @@ -972,12 +1294,12 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: cancel_order_mock = MagicMock() patch_coinmarketcap(mocker) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trade = MagicMock() order = {'remaining': 1, @@ -990,7 +1312,7 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: assert cancel_order_mock.call_count == 1 -def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: +def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None: """ Test execute_sell() method with a ticker going UP """ @@ -998,12 +1320,14 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) # Create some test data freqtrade.create_trade() @@ -1013,7 +1337,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: # Increase the price and sell it mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_up ) @@ -1022,7 +1346,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert 'Profit' in rpc_mock.call_args_list[-1][0][0] assert '0.00001172' in rpc_mock.call_args_list[-1][0][0] @@ -1030,7 +1354,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0] -def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> None: +def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, mocker) -> None: """ Test execute_sell() method with a ticker going DOWN """ @@ -1039,11 +1363,13 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> No patch_coinmarketcap(mocker) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) # Create some test data freqtrade.create_trade() @@ -1053,7 +1379,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> No # Decrease the price and sell it mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_down ) @@ -1062,14 +1388,15 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> No assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] -def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: +def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee, + ticker_sell_up, markets, mocker) -> None: """ Test execute_sell() method with a ticker going DOWN and with a bot config empty """ @@ -1077,11 +1404,13 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, rpc_mock = patch_RPCManager(mocker) patch_coinmarketcap(mocker, value={'price_usd': 12345.0}) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) # Create some test data freqtrade.create_trade() @@ -1091,7 +1420,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, # Increase the price and sell it mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_up ) @@ -1101,15 +1430,15 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert '0.00001172' in rpc_mock.call_args_list[-1][0][0] assert '(profit: 6.11%, 0.00006126)' in rpc_mock.call_args_list[-1][0][0] assert 'USD' not in rpc_mock.call_args_list[-1][0][0] -def test_execute_sell_without_conf_sell_down(default_conf, ticker, - ticker_sell_down, mocker) -> None: +def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee, + ticker_sell_down, markets, mocker) -> None: """ Test execute_sell() method with a ticker going DOWN and with a bot config empty """ @@ -1117,11 +1446,13 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, rpc_mock = patch_RPCManager(mocker) patch_coinmarketcap(mocker, value={'price_usd': 12345.0}) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, + get_markets=markets ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) # Create some test data freqtrade.create_trade() @@ -1131,7 +1462,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, # Decrease the price and sell it mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_down ) @@ -1141,12 +1472,13 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] -def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker) -> None: +def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, + fee, markets, mocker) -> None: """ Test sell_profit_only feature when enabled """ @@ -1155,21 +1487,23 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker) - patch_coinmarketcap(mocker) mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00002172, 'ask': 0.00002173, 'last': 0.00002172 }), - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, + get_markets=markets ) conf = deepcopy(default_conf) conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': True, } - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() trade = Trade.query.first() @@ -1178,7 +1512,8 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker) - assert freqtrade.handle_trade(trade) is True -def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker) -> None: +def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, + fee, markets, mocker) -> None: """ Test sell_profit_only feature when disabled """ @@ -1187,21 +1522,23 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker) patch_coinmarketcap(mocker) mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00002172, 'ask': 0.00002173, 'last': 0.00002172 }), - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, + get_markets=markets ) conf = deepcopy(default_conf) conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': False, } - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() trade = Trade.query.first() @@ -1210,30 +1547,32 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker) assert freqtrade.handle_trade(trade) is True -def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker) -> None: +def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None: """ Test sell_profit_only feature when enabled and we have a loss """ patch_get_signal(mocker) patch_RPCManager(mocker) patch_coinmarketcap(mocker) - mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False) + mocker.patch('freqtrade.freqtradebot.Analyze.stop_loss_reached', return_value=False) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.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') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, + get_markets=markets ) conf = deepcopy(default_conf) conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': True, } - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() trade = Trade.query.first() @@ -1242,7 +1581,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker) -> assert freqtrade.handle_trade(trade) is False -def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) -> None: +def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None: """ Test sell_profit_only feature when enabled and we have a loss """ @@ -1251,14 +1590,15 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) -> patch_coinmarketcap(mocker) mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False) mocker.patch.multiple( - 'freqtrade.freqtradebot.exchange', + 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ - 'bid': 0.00000172, - 'ask': 0.00000173, - 'last': 0.00000172 + 'bid': 0.0000172, + 'ask': 0.0000173, + 'last': 0.0000172 }), - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) conf = deepcopy(default_conf) @@ -1267,10 +1607,323 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) -> 'sell_profit_only': False, } - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) patch_get_signal(mocker, value=(False, True)) assert freqtrade.handle_trade(trade) is True + + +def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) -> None: + """ + Test sell_profit_only feature when enabled and we have a loss + """ + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + validate_pairs=MagicMock(), + get_ticker=MagicMock(return_value={ + 'bid': 0.0000172, + 'ask': 0.0000173, + 'last': 0.0000172 + }), + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, + ) + + conf = deepcopy(default_conf) + conf['experimental'] = { + 'ignore_roi_if_buy_signal': True + } + + freqtrade = FreqtradeBot(conf) + freqtrade.create_trade() + + trade = Trade.query.first() + trade.update(limit_buy_order) + patch_get_signal(mocker, value=(True, True)) + assert freqtrade.handle_trade(trade) is False + + # Test if buy-signal is absent (should sell due to roi = true) + patch_get_signal(mocker, value=(False, True)) + assert freqtrade.handle_trade(trade) is True + + +def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, + fee, markets, mocker) -> None: + """ + Test sell_profit_only feature when enabled and we have a loss + """ + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + validate_pairs=MagicMock(), + get_ticker=MagicMock(return_value={ + 'bid': 0.00000172, + 'ask': 0.00000173, + 'last': 0.00000172 + }), + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, + get_markets=markets + ) + + conf = deepcopy(default_conf) + conf['experimental'] = { + 'ignore_roi_if_buy_signal': False + } + + freqtrade = FreqtradeBot(conf) + freqtrade.create_trade() + + trade = Trade.query.first() + trade.update(limit_buy_order) + # Sell due to min_roi_reached + patch_get_signal(mocker, value=(True, True)) + assert freqtrade.handle_trade(trade) is True + + # Test if buy-signal is absent + patch_get_signal(mocker, value=(False, True)) + assert freqtrade.handle_trade(trade) is True + + +def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker): + """ + Test get_real_amount - fee in quote currency + """ + + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount is reduced by "fee" + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) + assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades', + caplog.record_tuples) + + +def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker): + """ + Test get_real_amount - fee in quote currency + """ + + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) + amount = buy_order_fee['amount'] + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount is reduced by "fee" + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount + assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found', + caplog.record_tuples) + + +def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mocker): + """ + Test get_real_amount - fees in Stake currency + """ + trades_for_order[0]['fee']['currency'] = 'ETH' + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount does not change + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount + + +def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker): + """ + Test get_real_amount - Fees in BNB + """ + + trades_for_order[0]['fee']['currency'] = 'BNB' + trades_for_order[0]['fee']['cost'] = 0.00094518 + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount does not change + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount + + +def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker): + """ + Test get_real_amount with split trades (multiple trades for this order) + """ + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2) + amount = float(sum(x['amount'] for x in trades_for_order2)) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount is reduced by "fee" + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) + assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades', + caplog.record_tuples) + + +def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker): + """ + Test get_real_amount with split trades (multiple trades for this order) + """ + limit_buy_order = deepcopy(buy_order_fee) + limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'} + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', + return_value=[trades_for_order]) + amount = float(sum(x['amount'] for x in trades_for_order)) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount is reduced by "fee" + assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004 + assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order', + caplog.record_tuples) + + +def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, mocker): + """ + Test get_real_amount with split trades (multiple trades for this order) + """ + limit_buy_order = deepcopy(buy_order_fee) + limit_buy_order['fee'] = {'cost': 0.004} + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) + amount = float(sum(x['amount'] for x in trades_for_order)) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount does not change + assert freqtrade.get_real_amount(trade, limit_buy_order) == amount + + +def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker): + """ + Test get_real_amount - fees in Stake currency + """ + # Remove "Currency" from fee dict + trades_for_order[0]['fee'] = {'cost': 0.008} + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount does not change + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount + + +def test_get_real_amount_open_trade(default_conf, mocker): + """ + Test get_real_amount condition trade.fee_open == 0 or order['status'] == 'open' + """ + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) + amount = 12345 + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + order = { + 'id': 'mocked_order', + 'amount': amount, + 'status': 'open', + } + freqtrade = FreqtradeBot(default_conf) + assert freqtrade.get_real_amount(trade, order) == amount diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 71b816968..414dcdbe9 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -3,12 +3,17 @@ Unit test file for main.py """ import logging +from copy import deepcopy from unittest.mock import MagicMock import pytest -from freqtrade.main import main, set_loggers -from freqtrade.tests.conftest import log_has +from freqtrade import OperationalException +from freqtrade.arguments import Arguments +from freqtrade.freqtradebot import FreqtradeBot +from freqtrade.main import main, set_loggers, reconfigure +from freqtrade.state import State +from freqtrade.tests.conftest import log_has, patch_exchange def test_parse_args_backtesting(mocker) -> None: @@ -60,34 +65,153 @@ def test_set_loggers() -> None: assert value2 is logging.INFO -def test_main(mocker, caplog) -> None: +def test_main_fatal_exception(mocker, default_conf, caplog) -> None: """ Test main() function In this test we are skipping the while True loop by throwing an exception. """ + patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', _init_modules=MagicMock(), - worker=MagicMock( - side_effect=KeyboardInterrupt - ), - clean=MagicMock(), + worker=MagicMock(side_effect=Exception), + cleanup=MagicMock(), ) + mocker.patch( + 'freqtrade.configuration.Configuration._load_config_file', + lambda *args, **kwargs: default_conf + ) + mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock()) + mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) + args = ['-c', 'config.json.example'] # Test Main + the KeyboardInterrupt exception - with pytest.raises(SystemExit) as pytest_wrapped_e: - main(args) - log_has('Starting freqtrade', caplog.record_tuples) - log_has('Got SIGINT, aborting ...', caplog.record_tuples) - assert pytest_wrapped_e.type == SystemExit - assert pytest_wrapped_e.value.code == 42 - - # Test the BaseException case - mocker.patch( - 'freqtrade.freqtradebot.FreqtradeBot.worker', - MagicMock(side_effect=BaseException) - ) with pytest.raises(SystemExit): main(args) - log_has('Got fatal exception!', caplog.record_tuples) + assert log_has('Using config: config.json.example ...', caplog.record_tuples) + assert log_has('Fatal exception!', caplog.record_tuples) + + +def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None: + """ + Test main() function + In this test we are skipping the while True loop by throwing an exception. + """ + patch_exchange(mocker) + mocker.patch.multiple( + 'freqtrade.freqtradebot.FreqtradeBot', + _init_modules=MagicMock(), + worker=MagicMock(side_effect=KeyboardInterrupt), + cleanup=MagicMock(), + ) + mocker.patch( + 'freqtrade.configuration.Configuration._load_config_file', + lambda *args, **kwargs: default_conf + ) + mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock()) + mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) + + args = ['-c', 'config.json.example'] + + # Test Main + the KeyboardInterrupt exception + with pytest.raises(SystemExit): + main(args) + assert log_has('Using config: config.json.example ...', caplog.record_tuples) + assert log_has('SIGINT received, aborting ...', caplog.record_tuples) + + +def test_main_operational_exception(mocker, default_conf, caplog) -> None: + """ + Test main() function + In this test we are skipping the while True loop by throwing an exception. + """ + patch_exchange(mocker) + mocker.patch.multiple( + 'freqtrade.freqtradebot.FreqtradeBot', + _init_modules=MagicMock(), + worker=MagicMock(side_effect=OperationalException('Oh snap!')), + cleanup=MagicMock(), + ) + mocker.patch( + 'freqtrade.configuration.Configuration._load_config_file', + lambda *args, **kwargs: default_conf + ) + mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock()) + mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) + + args = ['-c', 'config.json.example'] + + # Test Main + the KeyboardInterrupt exception + with pytest.raises(SystemExit): + main(args) + assert log_has('Using config: config.json.example ...', caplog.record_tuples) + assert log_has('Oh snap!', caplog.record_tuples) + + +def test_main_reload_conf(mocker, default_conf, caplog) -> None: + """ + Test main() function + In this test we are skipping the while True loop by throwing an exception. + """ + patch_exchange(mocker) + mocker.patch.multiple( + 'freqtrade.freqtradebot.FreqtradeBot', + _init_modules=MagicMock(), + worker=MagicMock(return_value=State.RELOAD_CONF), + cleanup=MagicMock(), + ) + mocker.patch( + 'freqtrade.configuration.Configuration._load_config_file', + lambda *args, **kwargs: default_conf + ) + mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock()) + mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) + + # Raise exception as side effect to avoid endless loop + reconfigure_mock = mocker.patch( + 'freqtrade.main.reconfigure', MagicMock(side_effect=Exception) + ) + + with pytest.raises(SystemExit): + main(['-c', 'config.json.example']) + + assert reconfigure_mock.call_count == 1 + assert log_has('Using config: config.json.example ...', caplog.record_tuples) + + +def test_reconfigure(mocker, default_conf) -> None: + """ Test recreate() function """ + patch_exchange(mocker) + mocker.patch.multiple( + 'freqtrade.freqtradebot.FreqtradeBot', + _init_modules=MagicMock(), + worker=MagicMock(side_effect=OperationalException('Oh snap!')), + cleanup=MagicMock(), + ) + mocker.patch( + 'freqtrade.configuration.Configuration._load_config_file', + lambda *args, **kwargs: default_conf + ) + mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock()) + mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) + + freqtrade = FreqtradeBot(default_conf) + + # Renew mock to return modified data + conf = deepcopy(default_conf) + conf['stake_amount'] += 1 + mocker.patch( + 'freqtrade.configuration.Configuration._load_config_file', + lambda *args, **kwargs: conf + ) + + # reconfigure should return a new instance + freqtrade2 = reconfigure( + freqtrade, + Arguments(['-c', 'config.json.example'], '').get_parsed_arg() + ) + + # Verify we have a new instance with the new config + assert freqtrade is not freqtrade2 + assert freqtrade.config['stake_amount'] + 1 == freqtrade2.config['stake_amount'] diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py index 837a2a66f..b57900428 100644 --- a/freqtrade/tests/test_misc.py +++ b/freqtrade/tests/test_misc.py @@ -9,7 +9,7 @@ from unittest.mock import MagicMock from freqtrade.analyze import Analyze from freqtrade.misc import (shorten_date, datesarray_to_datetimearray, - common_datearray, file_dump_json) + common_datearray, file_dump_json, format_ms_time) from freqtrade.optimize.__init__ import load_tickerdata_file @@ -39,24 +39,24 @@ def test_datesarray_to_datetimearray(ticker_history): assert dates[0].minute == 50 date_len = len(dates) - assert date_len == 3 + assert date_len == 2 -def test_common_datearray(default_conf, mocker) -> None: +def test_common_datearray(default_conf) -> None: """ Test common_datearray() :return: None """ analyze = Analyze(default_conf) - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') + tickerlist = {'UNITTEST/BTC': tick} dataframes = analyze.tickerdata_to_dataframe(tickerlist) dates = common_datearray(dataframes) - assert dates.size == dataframes['BTC_UNITEST']['date'].size - assert dates[0] == dataframes['BTC_UNITEST']['date'][0] - assert dates[-1] == dataframes['BTC_UNITEST']['date'][-1] + assert dates.size == dataframes['UNITTEST/BTC']['date'].size + assert dates[0] == dataframes['UNITTEST/BTC']['date'][0] + assert dates[-1] == dataframes['UNITTEST/BTC']['date'][-1] def test_file_dump_json(mocker) -> None: @@ -69,3 +69,25 @@ def test_file_dump_json(mocker) -> None: file_dump_json('somefile', [1, 2, 3]) assert file_open.call_count == 1 assert json_dump.call_count == 1 + file_open = mocker.patch('freqtrade.misc.gzip.open', MagicMock()) + json_dump = mocker.patch('json.dump', MagicMock()) + file_dump_json('somefile', [1, 2, 3], True) + assert file_open.call_count == 1 + assert json_dump.call_count == 1 + + +def test_format_ms_time() -> None: + """ + test format_ms_time() + :return: None + """ + # Date 2018-04-10 18:02:01 + date_in_epoch_ms = 1523383321000 + date = format_ms_time(date_in_epoch_ms) + assert type(date) is str + res = datetime.datetime(2018, 4, 10, 18, 2, 1, tzinfo=datetime.timezone.utc) + assert date == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S') + res = datetime.datetime(2017, 12, 13, 8, 2, 1, tzinfo=datetime.timezone.utc) + # Date 2017-12-13 08:02:01 + date_in_epoch_ms = 1513152121000 + assert format_ms_time(date_in_epoch_ms) == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S') diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py index e4e16bcd1..30ad239a1 100644 --- a/freqtrade/tests/test_persistence.py +++ b/freqtrade/tests/test_persistence.py @@ -1,10 +1,11 @@ # pragma pylint: disable=missing-docstring, C0103 -import os +from copy import deepcopy +from unittest.mock import MagicMock import pytest from sqlalchemy import create_engine -from freqtrade.exchange import Exchanges +from freqtrade import constants, OperationalException from freqtrade.persistence import Trade, init, clean_dry_run_db @@ -13,90 +14,60 @@ def init_persistence(default_conf): init(default_conf) -def test_init_create_session(default_conf, mocker): - mocker.patch.dict('freqtrade.persistence._CONF', default_conf) - +def test_init_create_session(default_conf): # Check if init create a session init(default_conf) assert hasattr(Trade, 'session') assert 'Session' in type(Trade.session).__name__ -def test_init_dry_run_db(default_conf, mocker): - default_conf.update({'dry_run_db': True}) - mocker.patch.dict('freqtrade.persistence._CONF', default_conf) +def test_init_custom_db_url(default_conf, mocker): + conf = deepcopy(default_conf) - # First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data) - dry_run_db = 'tradesv3.dry_run.sqlite' - dry_run_db_swp = dry_run_db + '.swp' + # Update path to a value other than default, but still in-memory + conf.update({'db_url': 'sqlite:///tmp/freqtrade2_test.sqlite'}) + create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) - if os.path.isfile(dry_run_db): - os.rename(dry_run_db, dry_run_db_swp) - - # Check if the new tradesv3.dry_run.sqlite was created - init(default_conf) - assert os.path.isfile(dry_run_db) is True - - # Delete the file made for this unitest and rollback to the previous - # tradesv3.dry_run.sqlite file - - # 1. Delete file from the test - if os.path.isfile(dry_run_db): - os.remove(dry_run_db) - - # 2. Rollback to the initial file - if os.path.isfile(dry_run_db_swp): - os.rename(dry_run_db_swp, dry_run_db) + init(conf) + assert create_engine_mock.call_count == 1 + assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite' -def test_init_dry_run_without_db(default_conf, mocker): - default_conf.update({'dry_run_db': False}) - mocker.patch.dict('freqtrade.persistence._CONF', default_conf) +def test_init_invalid_db_url(default_conf): + conf = deepcopy(default_conf) - # First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data) - dry_run_db = 'tradesv3.dry_run.sqlite' - dry_run_db_swp = dry_run_db + '.swp' - - if os.path.isfile(dry_run_db): - os.rename(dry_run_db, dry_run_db_swp) - - # Check if the new tradesv3.dry_run.sqlite was created - init(default_conf) - assert os.path.isfile(dry_run_db) is False - - # Rollback to the initial 'tradesv3.dry_run.sqlite' file - if os.path.isfile(dry_run_db_swp): - os.rename(dry_run_db_swp, dry_run_db) + # Update path to a value other than default, but still in-memory + conf.update({'db_url': 'unknown:///some.url'}) + with pytest.raises(OperationalException, match=r'.*no valid database URL*'): + init(conf) def test_init_prod_db(default_conf, mocker): - default_conf.update({'dry_run': False}) - mocker.patch.dict('freqtrade.persistence._CONF', default_conf) + conf = deepcopy(default_conf) + conf.update({'dry_run': False}) + conf.update({'db_url': constants.DEFAULT_DB_PROD_URL}) - # First, protect the existing 'tradesv3.sqlite' (Do not delete user data) - prod_db = 'tradesv3.sqlite' - prod_db_swp = prod_db + '.swp' + create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) - if os.path.isfile(prod_db): - os.rename(prod_db, prod_db_swp) + init(conf) + assert create_engine_mock.call_count == 1 + assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite' - # Check if the new tradesv3.sqlite was created - init(default_conf) - assert os.path.isfile(prod_db) is True - # Delete the file made for this unitest and rollback to the previous tradesv3.sqlite file +def test_init_dryrun_db(default_conf, mocker): + conf = deepcopy(default_conf) + conf.update({'dry_run': True}) + conf.update({'db_url': constants.DEFAULT_DB_DRYRUN_URL}) - # 1. Delete file from the test - if os.path.isfile(prod_db): - os.remove(prod_db) + create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) - # Rollback to the initial 'tradesv3.sqlite' file - if os.path.isfile(prod_db_swp): - os.rename(prod_db_swp, prod_db) + init(conf) + assert create_engine_mock.call_count == 1 + assert create_engine_mock.mock_calls[0][1][0] == 'sqlite://' @pytest.mark.usefixtures("init_persistence") -def test_update_with_bittrex(limit_buy_order, limit_sell_order): +def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee): """ On this test we will buy and sell a crypto currency. @@ -125,10 +96,11 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order): """ trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) assert trade.open_order_id is None assert trade.open_rate is None @@ -151,12 +123,13 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order): +def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'something' @@ -174,12 +147,13 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_close_trade_price_exception(limit_buy_order): +def test_calc_close_trade_price_exception(limit_buy_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'something' @@ -190,10 +164,11 @@ def test_calc_close_trade_price_exception(limit_buy_order): @pytest.mark.usefixtures("init_persistence") def test_update_open_order(limit_buy_order): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=1.00, - fee=0.1, - exchange=Exchanges.BITTREX, + fee_open=0.1, + fee_close=0.1, + exchange='bittrex', ) assert trade.open_order_id is None @@ -201,7 +176,7 @@ def test_update_open_order(limit_buy_order): assert trade.close_profit is None assert trade.close_date is None - limit_buy_order['closed'] = False + limit_buy_order['status'] = 'open' trade.update(limit_buy_order) assert trade.open_order_id is None @@ -213,10 +188,11 @@ def test_update_open_order(limit_buy_order): @pytest.mark.usefixtures("init_persistence") def test_update_invalid_order(limit_buy_order): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=1.00, - fee=0.1, - exchange=Exchanges.BITTREX, + fee_open=0.1, + fee_close=0.1, + exchange='bittrex', ) limit_buy_order['type'] = 'invalid' with pytest.raises(ValueError, match=r'Unknown order type'): @@ -224,12 +200,13 @@ def test_update_invalid_order(limit_buy_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_open_trade_price(limit_buy_order): +def test_calc_open_trade_price(limit_buy_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'open_trade' trade.update(limit_buy_order) # Buy @ 0.00001099 @@ -242,12 +219,13 @@ def test_calc_open_trade_price(limit_buy_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_close_trade_price(limit_buy_order, limit_sell_order): +def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'close_trade' trade.update(limit_buy_order) # Buy @ 0.00001099 @@ -264,12 +242,13 @@ def test_calc_close_trade_price(limit_buy_order, limit_sell_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_profit(limit_buy_order, limit_sell_order): +def test_calc_profit(limit_buy_order, limit_sell_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'profit_percent' trade.update(limit_buy_order) # Buy @ 0.00001099 @@ -295,12 +274,13 @@ def test_calc_profit(limit_buy_order, limit_sell_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_profit_percent(limit_buy_order, limit_sell_order): +def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'profit_percent' trade.update(limit_buy_order) # Buy @ 0.00001099 @@ -319,40 +299,43 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order): assert trade.calc_profit_percent(fee=0.003) == 0.0614782 -def test_clean_dry_run_db(default_conf): - init(default_conf, create_engine('sqlite://')) +def test_clean_dry_run_db(default_conf, fee): + init(default_conf) # Simulate dry_run entries trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, amount=123.0, - fee=0.0025, + fee_open=fee.return_value, + fee_close=fee.return_value, open_rate=0.123, - exchange='BITTREX', + exchange='bittrex', open_order_id='dry_run_buy_12345' ) Trade.session.add(trade) trade = Trade( - pair='BTC_ETC', + pair='ETC/BTC', stake_amount=0.001, amount=123.0, - fee=0.0025, + fee_open=fee.return_value, + fee_close=fee.return_value, open_rate=0.123, - exchange='BITTREX', + exchange='bittrex', open_order_id='dry_run_sell_12345' ) Trade.session.add(trade) # Simulate prod entry trade = Trade( - pair='BTC_ETC', + pair='ETC/BTC', stake_amount=0.001, amount=123.0, - fee=0.0025, + fee_open=fee.return_value, + fee_close=fee.return_value, open_rate=0.123, - exchange='BITTREX', + exchange='bittrex', open_order_id='prod_buy_12345' ) Trade.session.add(trade) @@ -364,3 +347,109 @@ def test_clean_dry_run_db(default_conf): # We have now only the prod assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1 + + +def test_migrate_old(mocker, default_conf, fee): + """ + Test Database migration(starting with old pairformat) + """ + amount = 103.223 + create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( + id INTEGER NOT NULL, + exchange VARCHAR NOT NULL, + pair VARCHAR NOT NULL, + is_open BOOLEAN NOT NULL, + fee FLOAT NOT NULL, + open_rate FLOAT, + close_rate FLOAT, + close_profit FLOAT, + stake_amount FLOAT NOT NULL, + amount FLOAT, + open_date DATETIME NOT NULL, + close_date DATETIME, + open_order_id 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) + VALUES ('BITTREX', 'BTC_ETC', 1, {fee}, + 0.00258580, {stake}, {amount}, + '2017-11-28 12:44:24.000000') + """.format(fee=fee.return_value, + stake=default_conf.get("stake_amount"), + amount=amount + ) + engine = create_engine('sqlite://') + mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine) + + # Create table using the old format + engine.execute(create_table_old) + engine.execute(insert_table_old) + # Run init to test migration + init(default_conf) + + 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 == "bittrex" + + +def test_migrate_new(mocker, default_conf, fee): + """ + Test Database migration (starting with new pairformat) + """ + amount = 103.223 + create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( + id INTEGER NOT NULL, + exchange VARCHAR NOT NULL, + pair VARCHAR NOT NULL, + is_open BOOLEAN NOT NULL, + fee FLOAT NOT NULL, + open_rate FLOAT, + close_rate FLOAT, + close_profit FLOAT, + stake_amount FLOAT NOT NULL, + amount FLOAT, + open_date DATETIME NOT NULL, + close_date DATETIME, + open_order_id 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) + VALUES ('binance', 'ETC/BTC', 1, {fee}, + 0.00258580, {stake}, {amount}, + '2019-11-28 12:44:24.000000') + """.format(fee=fee.return_value, + stake=default_conf.get("stake_amount"), + amount=amount + ) + engine = create_engine('sqlite://') + mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine) + + # Create table using the old format + engine.execute(create_table_old) + engine.execute(insert_table_old) + # Run init to test migration + init(default_conf) + + 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" diff --git 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11.16069161], [1517284200000, 0.03926402, 0.03954276, 0.03926402, 0.03926419, 2.91100814], [1517284500000, 0.03960284, 0.03961187, 0.0392643, 0.03961147, 12.47717766], [1517284800000, 0.0392644, 0.03967623, 0.0392644, 0.03967483, 6.92326005], [1517285100000, 0.03926988, 0.03967424, 0.03926429, 0.03927034, 12.31975911], [1517285400000, 0.0392643, 0.03927034, 0.03926429, 0.03926429, 6.32568774], [1517285700000, 0.03927033, 0.03927034, 0.03926, 0.03927034, 61.22297895], [1517286000000, 0.03926, 0.03952792, 0.03912, 0.03912471, 19.62111501], [1517286300000, 0.03948626, 0.03948626, 0.0391, 0.03912472, 23.44907481], [1517286600000, 0.03912472, 0.03940305, 0.0390001, 0.0392881, 13.70370869], [1517286900000, 0.03928809, 0.0394026, 0.03908286, 0.0392881, 13.38587271], [1517287200000, 0.03928809, 0.03928809, 0.03902404, 0.03902433, 18.69255676], [1517287500000, 0.03919, 0.03928791, 0.03919, 0.03928789, 14.09480345]] \ No newline at end of file diff --git a/freqtrade/tests/testdata/download_backtest_data.py b/freqtrade/tests/testdata/download_backtest_data.py deleted file mode 100755 index ceb8388a1..000000000 --- a/freqtrade/tests/testdata/download_backtest_data.py +++ /dev/null @@ -1,38 +0,0 @@ -#!/usr/bin/env python3 - -"""This script generate json data from bittrex""" -import json -import sys - -from freqtrade import exchange -from freqtrade import misc -from freqtrade.exchange import Bittrex - -parser = misc.common_args_parser('download utility') -parser.add_argument( - '-p', '--pair', - help='JSON file containing pairs to download', - dest='pair', - default=None -) -args = parser.parse_args(sys.argv[1:]) - -TICKER_INTERVALS = [1, 5] # ticker interval in minutes (currently implemented: 1 and 5) -PAIRS = [] - -if args.pair: - with open(args.pair) as file: - PAIRS = json.load(file) -PAIRS = list(set(PAIRS)) - -print('About to download pairs:', PAIRS) - -# Init Bittrex exchange -exchange._API = Bittrex({'key': '', 'secret': ''}) - -for pair in PAIRS: - for tick_interval in TICKER_INTERVALS: - print('downloading pair %s, interval %s' % (pair, tick_interval)) - data = exchange.get_ticker_history(pair, tick_interval) - filename = '{}-{}.json'.format(pair, tick_interval) - misc.file_dump_json(filename, data) diff --git a/freqtrade/tests/testdata/pairs.json b/freqtrade/tests/testdata/pairs.json index 5eb7b0205..f4bab6dc5 100644 --- a/freqtrade/tests/testdata/pairs.json +++ b/freqtrade/tests/testdata/pairs.json @@ -1,26 +1,26 @@ [ - "BTC_ADA", - "BTC_BAT", - "BTC_DASH", - "BTC_ETC", - "BTC_ETH", - "BTC_GBYTE", - "BTC_LSK", - "BTC_LTC", - "BTC_NEO", - "BTC_NXT", - "BTC_POWR", - "BTC_STORJ", - "BTC_QTUM", - "BTC_WAVES", - "BTC_VTC", - "BTC_XLM", - "BTC_XMR", - "BTC_XVG", - "BTC_XRP", - "BTC_ZEC", - "USDT_BTC", - "USDT_LTC", - "USDT_ETH" + "ADA/BTC", + "BAT/BTC", + "DASH/BTC", + "ETC/BTC", + "ETH/BTC", + "GBYTE/BTC", + "LSK/BTC", + "LTC/BTC", + "NEO/BTC", + "NXT/BTC", + "POWR/BTC", + "STORJ/BTC", + "QTUM/BTC", + "WAVES/BTC", + "VTC/BTC", + "XLM/BTC", + "XMR/BTC", + "XVG/BTC", + "XRP/BTC", + "ZEC/BTC", + "BTC/USDT", + "LTC/USDT", + "ETH/USDT" ] diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py index ee1f14e1f..e68932998 100644 --- a/freqtrade/vendor/qtpylib/indicators.py +++ b/freqtrade/vendor/qtpylib/indicators.py @@ -110,10 +110,13 @@ def heikinashi(bars): bars = bars.copy() bars['ha_close'] = (bars['open'] + bars['high'] + bars['low'] + bars['close']) / 4 + bars['ha_open'] = (bars['open'].shift(1) + bars['close'].shift(1)) / 2 bars.loc[:1, 'ha_open'] = bars['open'].values[0] - bars.loc[1:, 'ha_open'] = ( - (bars['ha_open'].shift(1) + bars['ha_close'].shift(1)) / 2)[1:] + for x in range(2): + bars.loc[1:, 'ha_open'] = ( + (bars['ha_open'].shift(1) + bars['ha_close'].shift(1)) / 2)[1:] + bars['ha_high'] = bars.loc[:, ['high', 'ha_open', 'ha_close']].max(axis=1) bars['ha_low'] = bars.loc[:, ['low', 'ha_open', 'ha_close']].min(axis=1) @@ -248,45 +251,36 @@ def crossed_below(series1, series2): def rolling_std(series, window=200, min_periods=None): min_periods = window if min_periods is None else min_periods - try: - if min_periods == window: - return numpy_rolling_std(series, window, True) - else: - try: - return series.rolling(window=window, min_periods=min_periods).std() - except BaseException: - return pd.Series(series).rolling(window=window, min_periods=min_periods).std() - except BaseException: - return pd.rolling_std(series, window=window, min_periods=min_periods) - + if min_periods == window and len(series) > window: + return numpy_rolling_std(series, window, True) + else: + try: + return series.rolling(window=window, min_periods=min_periods).std() + except BaseException: + return pd.Series(series).rolling(window=window, min_periods=min_periods).std() # --------------------------------------------- + def rolling_mean(series, window=200, min_periods=None): min_periods = window if min_periods is None else min_periods - try: - if min_periods == window: - return numpy_rolling_mean(series, window, True) - else: - try: - return series.rolling(window=window, min_periods=min_periods).mean() - except BaseException: - return pd.Series(series).rolling(window=window, min_periods=min_periods).mean() - except BaseException: - return pd.rolling_mean(series, window=window, min_periods=min_periods) - + if min_periods == window and len(series) > window: + return numpy_rolling_mean(series, window, True) + else: + try: + return series.rolling(window=window, min_periods=min_periods).mean() + except BaseException: + return pd.Series(series).rolling(window=window, min_periods=min_periods).mean() # --------------------------------------------- + def rolling_min(series, window=14, min_periods=None): min_periods = window if min_periods is None else min_periods try: - try: - return series.rolling(window=window, min_periods=min_periods).min() - except BaseException: - return pd.Series(series).rolling(window=window, min_periods=min_periods).min() + return series.rolling(window=window, min_periods=min_periods).min() except BaseException: - return pd.rolling_min(series, window=window, min_periods=min_periods) + return pd.Series(series).rolling(window=window, min_periods=min_periods).min() # --------------------------------------------- @@ -294,12 +288,9 @@ def rolling_min(series, window=14, min_periods=None): def rolling_max(series, window=14, min_periods=None): min_periods = window if min_periods is None else min_periods try: - try: - return series.rolling(window=window, min_periods=min_periods).min() - except BaseException: - return pd.Series(series).rolling(window=window, min_periods=min_periods).min() + return series.rolling(window=window, min_periods=min_periods).min() except BaseException: - return pd.rolling_min(series, window=window, min_periods=min_periods) + return pd.Series(series).rolling(window=window, min_periods=min_periods).min() # --------------------------------------------- @@ -566,9 +557,9 @@ def stoch(df, window=14, d=3, k=3, fast=False): return pd.DataFrame(index=df.index, data=data) - # --------------------------------------------- + def zscore(bars, window=20, stds=1, col='close'): """ get zscore of price """ std = numpy_rolling_std(bars[col], window) diff --git a/install_ta-lib.sh b/install_ta-lib.sh index 15ab985a3..21e69cbba 100755 --- a/install_ta-lib.sh +++ b/install_ta-lib.sh @@ -1,5 +1,4 @@ if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then - curl -O -L http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz tar zxvf ta-lib-0.4.0-src.tar.gz cd ta-lib && ./configure && make && sudo make install && cd .. else diff --git a/requirements.txt b/requirements.txt index fbd179558..51312791e 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,25 +1,25 @@ -python-bittrex==0.3.0 -SQLAlchemy==1.2.7 +ccxt==1.14.256 +SQLAlchemy==1.2.8 python-telegram-bot==10.1.0 arrow==0.12.1 -cachetools==2.0.1 -requests==2.18.4 +cachetools==2.1.0 +requests==2.19.1 urllib3==1.22 wrapt==1.10.11 -pandas==0.22.0 +pandas==0.23.1 scikit-learn==0.19.1 scipy==1.1.0 jsonschema==2.6.0 -numpy==1.14.3 +numpy==1.14.5 TA-Lib==0.4.17 -pytest==3.5.1 +pytest==3.6.2 pytest-mock==1.10.0 pytest-cov==2.5.1 hyperopt==0.1 # do not upgrade networkx before this is fixed https://github.com/hyperopt/hyperopt/issues/325 -networkx==1.11 +networkx==1.11 # pyup: ignore tabulate==0.8.2 -coinmarketcap==5.0.1 +coinmarketcap==5.0.3 # Required for plotting data -#plotly==2.3.0 +#plotly==2.7.0 diff --git a/scripts/convert_backtestdata.py b/scripts/convert_backtestdata.py new file mode 100755 index 000000000..698c1c829 --- /dev/null +++ b/scripts/convert_backtestdata.py @@ -0,0 +1,201 @@ +#!/usr/bin/env python3 +""" +Script to display when the bot will buy a specific pair + +Mandatory Cli parameters: +-p / --pair: pair to examine + +Optional Cli parameters +-d / --datadir: path to pair backtest data +--timerange: specify what timerange of data to use. +-l / --live: Live, to download the latest ticker for the pair +""" +import logging +import sys +from argparse import Namespace +from os import path +import glob +import json +import re +from typing import List, Dict +import gzip + +from freqtrade.arguments import Arguments +from freqtrade import misc, constants +from pandas import DataFrame + +import dateutil.parser + +logger = logging.getLogger('freqtrade') + + +def load_old_file(filename) -> (List[Dict], bool): + if not path.isfile(filename): + logger.warning("filename %s does not exist", filename) + return (None, False) + logger.debug('Loading ticker data from file %s', filename) + + pairdata = None + + if filename.endswith('.gz'): + logger.debug('Loading ticker data from file %s', filename) + is_zip = True + with gzip.open(filename) as tickerdata: + pairdata = json.load(tickerdata) + else: + is_zip = False + with open(filename) as tickerdata: + pairdata = json.load(tickerdata) + return (pairdata, is_zip) + + +def parse_old_backtest_data(ticker) -> DataFrame: + """ + Reads old backtest data + Format: "O": 8.794e-05, + "H": 8.948e-05, + "L": 8.794e-05, + "C": 8.88e-05, + "V": 991.09056638, + "T": "2017-11-26T08:50:00", + "BV": 0.0877869 + """ + + columns = {'C': 'close', 'V': 'volume', 'O': 'open', + 'H': 'high', 'L': 'low', 'T': 'date'} + + frame = DataFrame(ticker) \ + .rename(columns=columns) + if 'BV' in frame: + frame.drop('BV', 1, inplace=True) + if 'date' not in frame: + logger.warning("Date not in frame - probably not a Ticker file") + return None + frame.sort_values('date', inplace=True) + return frame + + +def convert_dataframe(frame: DataFrame): + """Convert dataframe to new format""" + # reorder columns: + cols = ['date', 'open', 'high', 'low', 'close', 'volume'] + frame = frame[cols] + + # Make sure parsing/printing data is assumed to be UTC + frame['date'] = frame['date'].apply( + lambda d: int(dateutil.parser.parse(d+'+00:00').timestamp()) * 1000) + frame['date'] = frame['date'].astype('int64') + # Convert columns one by one to preserve type. + by_column = [frame[x].values.tolist() for x in frame.columns] + return list(list(x) for x in zip(*by_column)) + + +def convert_file(filename: str, filename_new: str) -> None: + """Converts a file from old format to ccxt format""" + (pairdata, is_zip) = load_old_file(filename) + if pairdata and type(pairdata) is list: + if type(pairdata[0]) is list: + logger.error("pairdata for %s already in new format", filename) + return + + frame = parse_old_backtest_data(pairdata) + # Convert frame to new format + if frame is not None: + frame1 = convert_dataframe(frame) + misc.file_dump_json(filename_new, frame1, is_zip) + + +def convert_main(args: Namespace) -> None: + """ + converts a folder given in --datadir from old to new format to support ccxt + """ + + workdir = path.join(args.datadir, "") + logger.info("Workdir: %s", workdir) + + for filename in glob.glob(workdir + "*.json"): + # swap currency names + ret = re.search(r'[A-Z_]{7,}', path.basename(filename)) + if args.norename: + filename_new = filename + else: + if not ret: + logger.warning("file %s could not be converted, could not extract currencies", + filename) + continue + pair = ret.group(0) + currencies = pair.split("_") + if len(currencies) != 2: + logger.warning("file %s could not be converted, could not extract currencies", + filename) + continue + + ret_integer = re.search(r'\d+(?=\.json)', path.basename(filename)) + ret_string = re.search(r'(\d+[mhdw])(?=\.json)', path.basename(filename)) + + if ret_integer: + minutes = int(ret_integer.group(0)) + # default to adding 'm' to end of minutes for new interval name + interval = str(minutes) + 'm' + # but check if there is a mapping between int and string also + for str_interval, minutes_interval in constants.TICKER_INTERVAL_MINUTES.items(): + if minutes_interval == minutes: + interval = str_interval + break + # change order on pairs if old ticker interval found + filename_new = path.join(path.dirname(filename), + "{}_{}-{}.json".format(currencies[1], + currencies[0], interval)) + + elif ret_string: + interval = ret_string.group(0) + filename_new = path.join(path.dirname(filename), + "{}_{}-{}.json".format(currencies[0], + currencies[1], interval)) + + else: + logger.warning("file %s could not be converted, interval not found", filename) + continue + + logger.debug("Converting and renaming %s to %s", filename, filename_new) + convert_file(filename, filename_new) + + +def convert_parse_args(args: List[str]) -> Namespace: + """ + Parse args passed to the script + :param args: Cli arguments + :return: args: Array with all arguments + """ + arguments = Arguments(args, 'Convert datafiles') + arguments.parser.add_argument( + '-d', '--datadir', + help='path to backtest data (default: %(default)s', + dest='datadir', + default=path.join('freqtrade', 'tests', 'testdata'), + type=str, + metavar='PATH', + ) + arguments.parser.add_argument( + '-n', '--norename', + help='don''t rename files from BTC_ to _BTC - ' + 'Note that not renaming will overwrite source files', + dest='norename', + default=False, + action='store_true' + ) + + return arguments.parse_args() + + +def main(sysargv: List[str]) -> None: + """ + This function will initiate the bot and start the trading loop. + :return: None + """ + logger.info('Starting Dataframe conversation') + convert_main(convert_parse_args(sysargv)) + + +if __name__ == '__main__': + main(sys.argv[1:]) diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py new file mode 100755 index 000000000..2f76c1232 --- /dev/null +++ b/scripts/download_backtest_data.py @@ -0,0 +1,80 @@ +#!/usr/bin/env python3 + +"""This script generate json data from bittrex""" +import json +import sys +import os +import arrow + +from freqtrade import (arguments, misc) +from freqtrade.exchange import Exchange + +DEFAULT_DL_PATH = 'user_data/data' + +arguments = arguments.Arguments(sys.argv[1:], 'download utility') +arguments.testdata_dl_options() +args = arguments.parse_args() + +timeframes = args.timeframes + +dl_path = os.path.join(DEFAULT_DL_PATH, args.exchange) +if args.export: + dl_path = args.export + +if not os.path.isdir(dl_path): + sys.exit(f'Directory {dl_path} does not exist.') + +pairs_file = args.pairs_file if args.pairs_file else os.path.join(dl_path, 'pairs.json') +if not os.path.isfile(pairs_file): + sys.exit(f'No pairs file found with path {pairs_file}.') + +with open(pairs_file) as file: + PAIRS = list(set(json.load(file))) + +PAIRS.sort() + +since_time = None +if args.days: + since_time = arrow.utcnow().shift(days=-args.days).timestamp * 1000 + + +print(f'About to download pairs: {PAIRS} to {dl_path}') + + +# Init exchange +exchange = Exchange({'key': '', + 'secret': '', + 'stake_currency': '', + 'dry_run': True, + 'exchange': { + 'name': args.exchange, + 'pair_whitelist': [] + } + }) +pairs_not_available = [] + +for pair in PAIRS: + if pair not in exchange._api.markets: + pairs_not_available.append(pair) + print(f"skipping pair {pair}") + continue + for tick_interval in timeframes: + print(f'downloading pair {pair}, interval {tick_interval}') + + data = exchange.get_ticker_history(pair, tick_interval, since_ms=since_time) + if not data: + print('\tNo data was downloaded') + break + + print('\tData was downloaded for period %s - %s' % ( + arrow.get(data[0][0] / 1000).format(), + arrow.get(data[-1][0] / 1000).format())) + + # save data + pair_print = pair.replace('/', '_') + filename = f'{pair_print}-{tick_interval}.json' + misc.file_dump_json(os.path.join(dl_path, filename), data) + + +if pairs_not_available: + print(f"Pairs [{','.join(pairs_not_available)}] not availble.") diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index aa61fc172..7f9641222 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -5,29 +5,45 @@ Script to display when the bot will buy a specific pair Mandatory Cli parameters: -p / --pair: pair to examine -Optional Cli parameters +Option but recommended -s / --strategy: strategy to use + + +Optional Cli parameters -d / --datadir: path to pair backtest data --timerange: specify what timerange of data to use. -l / --live: Live, to download the latest ticker for the pair +-db / --db-url: Show trades stored in database + + +Indicators recommended +Row 1: sma, ema3, ema5, ema10, ema50 +Row 3: macd, rsi, fisher_rsi, mfi, slowd, slowk, fastd, fastk + +Example of usage: +> python3 scripts/plot_dataframe.py --pair BTC/EUR -d user_data/data/ --indicators1 sma,ema3 +--indicators2 fastk,fastd """ import logging +import os import sys from argparse import Namespace +from typing import Dict, List, Any -from typing import List - +import plotly.graph_objs as go from plotly import tools from plotly.offline import plot -import plotly.graph_objs as go -from freqtrade.arguments import Arguments -from freqtrade.analyze import Analyze -from freqtrade import exchange import freqtrade.optimize as optimize - +from freqtrade import persistence +from freqtrade.analyze import Analyze +from freqtrade.arguments import Arguments +from freqtrade.exchange import Exchange +from freqtrade.optimize.backtesting import setup_configuration +from freqtrade.persistence import Trade logger = logging.getLogger(__name__) +_CONF: Dict[str, Any] = {} def plot_analyzed_dataframe(args: Namespace) -> None: @@ -35,12 +51,29 @@ def plot_analyzed_dataframe(args: Namespace) -> None: Calls analyze() and plots the returned dataframe :return: None """ - pair = args.pair.replace('-', '_') + global _CONF + + # Load the configuration + _CONF.update(setup_configuration(args)) + + # Set the pair to audit + pair = args.pair + + if pair is None: + logger.critical('Parameter --pair mandatory;. E.g --pair ETH/BTC') + exit() + + if '/' not in pair: + logger.critical('--pair format must be XXX/YYY') + exit() + + # Set timerange to use timerange = Arguments.parse_timerange(args.timerange) - # Init strategy + # Load the strategy try: - analyze = Analyze({'strategy': args.strategy}) + analyze = Analyze(_CONF) + exchange = Exchange(_CONF) except AttributeError: logger.critical( 'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"', @@ -48,22 +81,33 @@ def plot_analyzed_dataframe(args: Namespace) -> None: ) exit() - tick_interval = analyze.strategy.ticker_interval + # Set the ticker to use + tick_interval = analyze.get_ticker_interval() + # Load pair tickers tickers = {} if args.live: logger.info('Downloading pair.') - # Init Bittrex to use public API - exchange._API = exchange.Bittrex({'key': '', 'secret': ''}) tickers[pair] = exchange.get_ticker_history(pair, tick_interval) else: tickers = optimize.load_data( - datadir=args.datadir, + datadir=_CONF.get("datadir"), pairs=[pair], ticker_interval=tick_interval, - refresh_pairs=False, + refresh_pairs=_CONF.get('refresh_pairs', False), timerange=timerange ) + + # No ticker found, or impossible to download + if tickers == {}: + exit() + + # Get trades already made from the DB + trades: List[Trade] = [] + if args.db_url: + persistence.init(_CONF) + trades = Trade.query.filter(Trade.pair.is_(pair)).all() + dataframes = analyze.tickerdata_to_dataframe(tickers) dataframe = dataframes[pair] dataframe = analyze.populate_buy_trend(dataframe) @@ -71,8 +115,41 @@ def plot_analyzed_dataframe(args: Namespace) -> None: if len(dataframe.index) > 750: logger.warning('Ticker contained more than 750 candles, clipping.') - data = dataframe.tail(750) + fig = generate_graph( + pair=pair, + trades=trades, + data=dataframe.tail(750), + args=args + ) + + plot(fig, filename=os.path.join('user_data', 'freqtrade-plot.html')) + + +def generate_graph(pair, trades, data, args) -> tools.make_subplots: + """ + Generate the graph from the data generated by Backtesting or from DB + :param pair: Pair to Display on the graph + :param trades: All trades created + :param data: Dataframe + :param args: sys.argv that contrains the two params indicators1, and indicators2 + :return: None + """ + + # Define the graph + fig = tools.make_subplots( + rows=3, + cols=1, + shared_xaxes=True, + row_width=[1, 1, 4], + vertical_spacing=0.0001, + ) + fig['layout'].update(title=pair) + fig['layout']['yaxis1'].update(title='Price') + fig['layout']['yaxis2'].update(title='Volume') + fig['layout']['yaxis3'].update(title='Other') + + # Common information candles = go.Candlestick( x=data.date, open=data.open, @@ -109,47 +186,92 @@ def plot_analyzed_dataframe(args: Namespace) -> None: ) ) - bb_lower = go.Scatter( - x=data.date, - y=data.bb_lowerband, - name='BB lower', - line={'color': "transparent"}, + trade_buys = go.Scattergl( + x=[t.open_date.isoformat() for t in trades], + y=[t.open_rate for t in trades], + mode='markers', + name='trade_buy', + marker=dict( + symbol='square-open', + size=11, + line=dict(width=2), + color='green' + ) ) - bb_upper = go.Scatter( - x=data.date, - y=data.bb_upperband, - name='BB upper', - fill="tonexty", - fillcolor="rgba(0,176,246,0.2)", - line={'color': "transparent"}, - ) - macd = go.Scattergl(x=data['date'], y=data['macd'], name='MACD') - macdsignal = go.Scattergl(x=data['date'], y=data['macdsignal'], name='MACD signal') - volume = go.Bar(x=data['date'], y=data['volume'], name='Volume') - - fig = tools.make_subplots( - rows=3, - cols=1, - shared_xaxes=True, - row_width=[1, 1, 4], - vertical_spacing=0.0001, + trade_sells = go.Scattergl( + x=[t.close_date.isoformat() for t in trades], + y=[t.close_rate for t in trades], + mode='markers', + name='trade_sell', + marker=dict( + symbol='square-open', + size=11, + line=dict(width=2), + color='red' + ) ) + # Row 1 fig.append_trace(candles, 1, 1) - fig.append_trace(bb_lower, 1, 1) - fig.append_trace(bb_upper, 1, 1) + + if 'bb_lowerband' in data and 'bb_upperband' in data: + bb_lower = go.Scatter( + x=data.date, + y=data.bb_lowerband, + name='BB lower', + line={'color': "transparent"}, + ) + bb_upper = go.Scatter( + x=data.date, + y=data.bb_upperband, + name='BB upper', + fill="tonexty", + fillcolor="rgba(0,176,246,0.2)", + line={'color': "transparent"}, + ) + fig.append_trace(bb_lower, 1, 1) + fig.append_trace(bb_upper, 1, 1) + + fig = generate_row(fig=fig, row=1, raw_indicators=args.indicators1, data=data) fig.append_trace(buys, 1, 1) fig.append_trace(sells, 1, 1) + fig.append_trace(trade_buys, 1, 1) + fig.append_trace(trade_sells, 1, 1) + + # Row 2 + volume = go.Bar( + x=data['date'], + y=data['volume'], + name='Volume' + ) fig.append_trace(volume, 2, 1) - fig.append_trace(macd, 3, 1) - fig.append_trace(macdsignal, 3, 1) - fig['layout'].update(title=args.pair) - fig['layout']['yaxis1'].update(title='Price') - fig['layout']['yaxis2'].update(title='Volume') - fig['layout']['yaxis3'].update(title='MACD') + # Row 3 + fig = generate_row(fig=fig, row=3, raw_indicators=args.indicators2, data=data) - plot(fig, filename='freqtrade-plot.html') + return fig + + +def generate_row(fig, row, raw_indicators, data) -> tools.make_subplots: + """ + Generator all the indicator selected by the user for a specific row + """ + for indicator in raw_indicators.split(','): + if indicator in data: + scattergl = go.Scattergl( + x=data['date'], + y=data[indicator], + name=indicator + ) + fig.append_trace(scattergl, row, 1) + else: + logger.info( + 'Indicator "%s" ignored. Reason: This indicator is not found ' + 'in your strategy.', + indicator + ) + + return fig def plot_parse_args(args: List[str]) -> Namespace: @@ -160,6 +282,24 @@ def plot_parse_args(args: List[str]) -> Namespace: """ arguments = Arguments(args, 'Graph dataframe') arguments.scripts_options() + arguments.parser.add_argument( + '--indicators1', + help='Set indicators from your strategy you want in the first row of the graph. Separate ' + 'them with a coma. E.g: ema3,ema5 (default: %(default)s)', + type=str, + default='sma,ema3,ema5', + dest='indicators1', + ) + + arguments.parser.add_argument( + '--indicators2', + help='Set indicators from your strategy you want in the third row of the graph. Separate ' + 'them with a coma. E.g: fastd,fastk (default: %(default)s)', + type=str, + default='macd', + dest='indicators2', + ) + arguments.common_args_parser() arguments.optimizer_shared_options(arguments.parser) arguments.backtesting_options(arguments.parser) diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py index 4bf220dd9..012446065 100755 --- a/scripts/plot_profit.py +++ b/scripts/plot_profit.py @@ -8,9 +8,12 @@ Mandatory Cli parameters: Optional Cli parameters -c / --config: specify configuration file -s / --strategy: strategy to use ---timerange: specify what timerange of data to use. +-d / --datadir: path to pair backtest data +--timerange: specify what timerange of data to use +--export-filename: Specify where the backtest export is located. """ import logging +import os import sys import json from argparse import Namespace @@ -24,6 +27,7 @@ import plotly.graph_objs as go from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.analyze import Analyze +from freqtrade import constants import freqtrade.optimize as optimize import freqtrade.misc as misc @@ -33,10 +37,10 @@ logger = logging.getLogger(__name__) # data:: [ pair, profit-%, enter, exit, time, duration] -# data:: ["BTC_ETH", 0.0023975, "1515598200", "1515602100", "2018-01-10 07:30:00+00:00", 65] -def make_profit_array( - data: List, px: int, min_date: int, - interval: int, filter_pairs: Optional[List] = None) -> np.ndarray: +# data:: ["ETH/BTC", 0.0023975, "1515598200", "1515602100", "2018-01-10 07:30:00+00:00", 65] +def make_profit_array(data: List, px: int, min_date: int, + interval: int, + filter_pairs: Optional[List] = None) -> np.ndarray: pg = np.zeros(px) filter_pairs = filter_pairs or [] # Go through the trades @@ -89,7 +93,18 @@ def plot_profit(args: Namespace) -> None: 'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"', config.get('strategy') ) - exit() + exit(1) + + # Load the profits results + try: + filename = args.exportfilename + with open(filename) as file: + data = json.load(file) + except FileNotFoundError: + logger.critical( + 'File "backtest-result.json" not found. This script require backtesting ' + 'results to run.\nPlease run a backtesting with the parameter --export.') + exit(1) # Take pairs from the cli otherwise switch to the pair in the config file if args.pair: @@ -106,7 +121,7 @@ def plot_profit(args: Namespace) -> None: logger.info('Filter, keep pairs %s' % pairs) tickers = optimize.load_data( - datadir=args.datadir, + datadir=config.get('datadir'), pairs=pairs, ticker_interval=tick_interval, refresh_pairs=False, @@ -139,18 +154,7 @@ def plot_profit(args: Namespace) -> None: num += 1 avgclose /= num - # Load the profits results - # And make an profits-growth array - - try: - filename = 'backtest-result.json' - with open(filename) as file: - data = json.load(file) - except FileNotFoundError: - logger.critical('File "backtest-result.json" not found. This script require backtesting ' - 'results to run.\nPlease run a backtesting with the parameter --export.') - exit(0) - + # make an profits-growth array pg = make_profit_array(data, num_iterations, min_date, tick_interval, filter_pairs) # @@ -183,14 +187,15 @@ def plot_profit(args: Namespace) -> None: ) fig.append_trace(pair_profit, 3, 1) - plot(fig, filename='freqtrade-profit-plot.html') + plot(fig, filename=os.path.join('user_data', 'freqtrade-profit-plot.html')) -def define_index(min_date: int, max_date: int, interval: int) -> int: +def define_index(min_date: int, max_date: int, interval: str) -> int: """ Return the index of a specific date """ - return int((max_date - min_date) / (interval * 60)) + interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval] + return int((max_date - min_date) / (interval_minutes * 60)) def plot_parse_args(args: List[str]) -> Namespace: diff --git a/scripts/start-hyperopt-worker.py b/scripts/start-hyperopt-worker.py deleted file mode 100755 index 8b0ae6326..000000000 --- a/scripts/start-hyperopt-worker.py +++ /dev/null @@ -1,27 +0,0 @@ -#!/usr/bin/env python3 -import multiprocessing -import os -import subprocess - -PROC_COUNT = multiprocessing.cpu_count() - 1 -DB_NAME = 'freqtrade_hyperopt' -WORK_DIR = os.path.join( - os.path.sep, - os.path.abspath(os.path.dirname(__file__)), - '..', '.hyperopt', 'worker' -) -if not os.path.exists(WORK_DIR): - os.makedirs(WORK_DIR) - -# Spawn workers -command = [ - 'hyperopt-mongo-worker', - '--mongo=127.0.0.1:1234/{}'.format(DB_NAME), - '--poll-interval=0.1', - '--workdir={}'.format(WORK_DIR), -] -processes = [subprocess.Popen(command) for i in range(PROC_COUNT)] - -# Join all workers -for proc in processes: - proc.wait() diff --git a/scripts/start-mongodb.py b/scripts/start-mongodb.py deleted file mode 100755 index 910ee9233..000000000 --- a/scripts/start-mongodb.py +++ /dev/null @@ -1,21 +0,0 @@ -#!/usr/bin/env python3 - -import os -import subprocess - - -DB_PATH = os.path.join( - os.path.sep, - os.path.abspath(os.path.dirname(__file__)), - '..', '.hyperopt', 'mongodb' -) -if not os.path.exists(DB_PATH): - os.makedirs(DB_PATH) - -subprocess.Popen([ - 'mongod', - '--bind_ip=127.0.0.1', - '--port=1234', - '--nohttpinterface', - '--dbpath={}'.format(DB_PATH), -]).wait() diff --git a/setup.cfg b/setup.cfg index ba065a7c2..473f50639 100644 --- a/setup.cfg +++ b/setup.cfg @@ -2,3 +2,9 @@ #ignore = max-line-length = 100 max-complexity = 12 + +[mypy] +ignore_missing_imports = True + +[mypy-freqtrade.tests.*] +ignore_errors = True diff --git a/setup.py b/setup.py index 4b0635efa..ee6b7ae38 100644 --- a/setup.py +++ b/setup.py @@ -12,7 +12,7 @@ from freqtrade import __version__ setup(name='freqtrade', version=__version__, description='Simple High Frequency Trading Bot for crypto currencies', - url='https://github.com/gcarq/freqtrade', + url='https://github.com/freqtrade/freqtrade', author='gcarq and contributors', author_email='michael.egger@tsn.at', license='GPLv3', @@ -21,7 +21,7 @@ setup(name='freqtrade', setup_requires=['pytest-runner'], tests_require=['pytest', 'pytest-mock', 'pytest-cov'], install_requires=[ - 'python-bittrex', + 'ccxt', 'SQLAlchemy', 'python-telegram-bot', 'arrow', diff --git a/setup.sh b/setup.sh index bdcec7186..a825ca41f 100755 --- a/setup.sh +++ b/setup.sh @@ -2,16 +2,17 @@ #encoding=utf8 function updateenv () { - echo " - ------------------------- - Update your virtual env - ------------------------- - " + echo "-------------------------" + echo "Update your virtual env" + echo "-------------------------" source .env/bin/activate - pip3.6 install --upgrade pip - pip3 install -r requirements.txt --upgrade - pip3 install -r requirements.txt - pip3 install -e . + echo "pip3 install in-progress. Please wait..." + pip3.6 install --quiet --upgrade pip + pip3 install --quiet -r requirements.txt --upgrade + pip3 install --quiet -r requirements.txt + pip3 install --quiet -e . + echo "pip3 install completed" + echo } # Install tab lib @@ -29,10 +30,11 @@ function install_macos () { echo "-------------------------" echo "Install Brew" echo "-------------------------" - echo /usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)" fi brew install python3 wget ta-lib + + test_and_fix_python_on_mac } # Install bot Debian_ubuntu @@ -54,7 +56,6 @@ function reset () { echo "----------------------------" echo "Reset branch and virtual env" echo "----------------------------" - echo if [ "1" == $(git branch -vv |grep -cE "\* develop|\* master") ] then if [ -d ".env" ]; then @@ -77,34 +78,53 @@ function reset () { echo "Reset ignored because you are not on 'master' or 'develop'." fi + echo python3.6 -m venv .env updateenv } +function test_and_fix_python_on_mac() { + + if ! [ -x "$(command -v python3.6)" ] + then + echo "-------------------------" + echo "Fixing Python" + echo "-------------------------" + echo "Python 3.6 is not linked in your system. Fixing it..." + brew link --overwrite python + echo + fi +} + function config_generator () { echo "Starting to generate config.json" - - echo "-------------------------" + echo echo "General configuration" echo "-------------------------" + default_max_trades=3 + read -p "Max open trades: (Default: $default_max_trades) " max_trades + max_trades=${max_trades:-$default_max_trades} + + default_stake_amount=0.05 + read -p "Stake amount: (Default: $default_stake_amount) " stake_amount + stake_amount=${stake_amount:-$default_stake_amount} + + default_stake_currency="BTC" + read -p "Stake currency: (Default: $default_stake_currency) " stake_currency + stake_currency=${stake_currency:-$default_stake_currency} + + default_fiat_currency="USD" + read -p "Fiat currency: (Default: $default_fiat_currency) " fiat_currency + fiat_currency=${fiat_currency:-$default_fiat_currency} + echo - read -p "Max open trades: (Default: 3) " max_trades - - read -p "Stake amount: (Default: 0.05) " stake_amount - - read -p "Stake currency: (Default: BTC) " stake_currency - - read -p "Fiat currency: (Default: USD) " fiat_currency - + echo "Exchange config generator" echo "------------------------" - echo "Bittrex config generator" - echo "------------------------" - echo read -p "Exchange API key: " api_key read -p "Exchange API Secret: " api_secret - echo "-------------------------" + echo echo "Telegram config generator" echo "-------------------------" read -p "Telegram Token: " token @@ -123,6 +143,10 @@ function config_generator () { } function config () { + + echo "-------------------------" + echo "Config file generator" + echo "-------------------------" if [ -f config.json ] then read -p "A config file already exist, do you want to override it [Y/N]? " @@ -136,22 +160,26 @@ function config () { config_generator fi + echo + echo "-------------------------" + echo "Config file generated" + echo "-------------------------" echo "Edit ./config.json to modify Pair and other configurations." + echo } function install () { echo "-------------------------" echo "Install mandatory dependencies" echo "-------------------------" - echo if [ "$(uname -s)" == "Darwin" ] then - echo "- You are on macOS" + echo "macOS detected. Setup for this system in-progress" install_macos elif [ -x "$(command -v apt-get)" ] then - echo "- You are on Debian/Ubuntu" + echo "Debian/Ubuntu detected. Setup for this system in-progress" install_debian else echo "This script does not support your OS." @@ -159,12 +187,13 @@ function install () { echo "Wait 10 seconds to continue the next install steps or use ctrl+c to interrupt this shell." sleep 10 fi + echo reset - echo " - - Install complete. - " config - echo "You can now use the bot by executing 'source .env/bin/activate; python3 freqtrade/main.py'." + echo "-------------------------" + echo "Run the bot" + echo "-------------------------" + echo "You can now use the bot by executing 'source .env/bin/activate; python3.6 freqtrade/main.py'." } function plot () { diff --git a/ta-lib-0.4.0-src.tar.gz b/ta-lib-0.4.0-src.tar.gz new file mode 100644 index 000000000..b79b70b25 Binary files /dev/null and b/ta-lib-0.4.0-src.tar.gz differ diff --git a/user_data/backtest_data/.gitkeep b/user_data/backtest_data/.gitkeep new file mode 100644 index 000000000..e69de29bb diff --git a/user_data/hyperopt_conf.py b/user_data/hyperopt_conf.py deleted file mode 100644 index 8e044e549..000000000 --- a/user_data/hyperopt_conf.py +++ /dev/null @@ -1,41 +0,0 @@ -""" -File that contains the configuration for Hyperopt -""" - - -def hyperopt_optimize_conf() -> dict: - """ - This function is used to define which parameters Hyperopt must used. - The "pair_whitelist" is only used is your are using Hyperopt with MongoDB, - without MongoDB, Hyperopt will use the pair your have set in your config file. - :return: - """ - return { - 'max_open_trades': 3, - 'stake_currency': 'BTC', - 'stake_amount': 0.01, - "minimal_roi": { - '40': 0.0, - '30': 0.01, - '20': 0.02, - '0': 0.04, - }, - 'stoploss': -0.10, - "bid_strategy": { - "ask_last_balance": 0.0 - }, - "exchange": { - "pair_whitelist": [ - "BTC_ETH", - "BTC_LTC", - "BTC_ETC", - "BTC_DASH", - "BTC_ZEC", - "BTC_XLM", - "BTC_NXT", - "BTC_POWR", - "BTC_ADA", - "BTC_XMR" - ] - } - } diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py index 4ba1dbe17..34f496e38 100644 --- a/user_data/strategies/test_strategy.py +++ b/user_data/strategies/test_strategy.py @@ -14,7 +14,7 @@ import numpy # noqa class TestStrategy(IStrategy): """ This is a test strategy to inspire you. - More information in https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md + More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md You can: - Rename the class name (Do not forget to update class_name) @@ -41,7 +41,7 @@ class TestStrategy(IStrategy): stoploss = -0.10 # Optimal ticker interval for the strategy - ticker_interval = 5 + ticker_interval = '5m' def populate_indicators(self, dataframe: DataFrame) -> DataFrame: """