async branch updated to reflect develop branch changes

README.md

@@ -24,7 +24,7 @@ hesitate to read the source code and understand the mechanism of this bot.
 ## Exchange marketplaces supported
 
 - [X] [Bittrex](https://bittrex.com/)
-- [X] [Binance](https://www.binance.com/)
+- [X] [Binance](https://www.binance.com/) ([*Note for binance users](#a-note-on-binance))
 - [ ] [113 others to tests](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
 ## Features
@@ -152,6 +152,13 @@ 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.
+- `feat/*` - These are feature branches, which are beeing worked on heavily. Please don't use these unless you want to test a specific feature.
+
+
+## A note on Binance
+
+For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
+Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB order unsellable as the expected amount is not there anymore.
 
 ## Support
 

config.json.example

@@ -17,6 +17,7 @@
         "name": "bittrex",
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
+        "ccxt_rate_limit": true,
         "pair_whitelist": [
             "ETH/BTC",
             "LTC/BTC",

config_full.json.example

@@ -26,6 +26,7 @@
         "name": "bittrex",
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
+        "ccxt_rate_limit": true,
         "pair_whitelist": [
             "ETH/BTC",
             "LTC/BTC",

docs/backtesting.md

@@ -151,7 +151,7 @@ cp freqtrade/tests/testdata/pairs.json user_data/data/binance
 Then run:
 
 ```bash
-python scripts/download_backtest_data --exchange binance
+python scripts/download_backtest_data.py --exchange binance
 ```
 
 This will download ticker data for all the currency pairs you defined in `pairs.json`.
@@ -238,6 +238,31 @@ On the other hand, if you set a too high `minimal_roi` like `"0":  0.55`
 profit. Hence, keep in mind that your performance is a mix of your 
 strategies, your configuration, and the crypto-currency you have set up.
 
+## Backtesting multiple strategies
+
+To backtest multiple strategies, a list of Strategies can be provided.
+
+This is limited to 1 ticker-interval per run, however, data is only loaded once from disk so if you have multiple 
+strategies you'd like to compare, this should give a nice runtime boost.
+
+All listed Strategies need to be in the same folder.
+
+``` bash
+freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades 
+```
+
+This will save the results to `user_data/backtest_data/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename.
+There will be an additional table comparing win/losses of the different strategies (identical to the "Total" row in the first table).
+Detailed output for all strategies one after the other will be available, so make sure to scroll up.
+
+```
+=================================================== Strategy Summary ====================================================
+| Strategy   |   buy count |   avg profit % |   cum profit % |   total profit ETH | avg duration    |   profit |   loss |
+|:-----------|------------:|---------------:|---------------:|-------------------:|:----------------|---------:|-------:|
+| Strategy1  |          19 |          -0.76 |         -14.39 |        -0.01440287 | 15:48:00        |       15 |      4 |
+| Strategy2  |           6 |          -2.73 |         -16.40 |        -0.01641299 | 1 day, 14:12:00 |        3 |      3 |
+```
+
 ## Next step
 
 Great, your strategy is profitable. What if the bot can give your the

docs/bot-usage.md

@@ -1,13 +1,15 @@
 # Bot usage
-This page explains the difference parameters of the bot and how to run 
+
-it.
+This page explains the difference parameters of the bot and how to run it.
 
 ## Table of Contents
+
 - [Bot commands](#bot-commands)
 - [Backtesting commands](#backtesting-commands)
 - [Hyperopt commands](#hyperopt-commands)
 
 ## Bot commands
+
 ```
 usage: freqtrade [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME]
                  [--strategy-path PATH] [--dynamic-whitelist [INT]]
@@ -41,6 +43,7 @@ optional arguments:
 ```
 
 ### How to use a different config file?
+
 The bot allows you to select which config file you want to use. Per 
 default, the bot will load the file `./config.json`
 
@@ -49,6 +52,7 @@ python3 ./freqtrade/main.py -c path/far/far/away/config.json
 ```
 
 ### How to use --strategy?
+
 This parameter will allow you to load your custom strategy class.
 Per default without `--strategy` or `-s` the bot will load the
 `DefaultStrategy` included with the bot (`freqtrade/strategy/default_strategy.py`).
@@ -60,6 +64,7 @@ To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this
 **Example:**  
 In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
 a strategy class called `AwesomeStrategy` to load it:
+
 ```bash
 python3 ./freqtrade/main.py --strategy AwesomeStrategy
 ```
@@ -70,6 +75,7 @@ message the reason (File not found, or errors in your code).
 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
 checked before the default locations (The passed path must be a folder!):
 ```bash
@@ -77,21 +83,25 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/fol
 ```
 
 #### How to install a strategy?
+
 This is very simple. Copy paste your strategy file into the folder 
 `user_data/strategies` or use `--strategy-path`. And voila, the bot is ready to use it.
 
 ### How to use --dynamic-whitelist?
+
 Per default `--dynamic-whitelist` will retrieve the 20 currencies based 
 on BaseVolume. This value can be changed when you run the script.
 
 **By Default**  
 Get the 20 currencies based on BaseVolume.  
+
 ```bash
 python3 ./freqtrade/main.py --dynamic-whitelist
 ```
 
 **Customize the number of currencies to retrieve**  
 Get the 30 currencies based on BaseVolume.  
+
 ```bash
 python3 ./freqtrade/main.py --dynamic-whitelist 30
 ```
@@ -102,6 +112,7 @@ negative value (e.g -2), `--dynamic-whitelist` will use the default
 value (20).
 
 ### 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 `--db-url`. This can also be used to specify a custom database
@@ -111,14 +122,14 @@ in production mode. Example command:
 python3 ./freqtrade/main.py -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
 ```
 
-
 ## Backtesting commands
 
 Backtesting also uses the config specified via `-c/--config`.
 
 ```
-usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--eps] [--dmmp]
+usage: freqtrade backtesting [-h] [-i TICKER_INTERVAL] [--eps] [--dmmp]
                              [--timerange TIMERANGE] [-l] [-r]
+                             [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
                              [--export EXPORT] [--export-filename PATH]
 
 optional arguments:
@@ -139,6 +150,13 @@ optional arguments:
                         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.
+  --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
+                        Provide a commaseparated list of strategies to
+                        backtest Please note that ticker-interval needs to be
+                        set either in config or via command line. When using
+                        this together with --export trades, the strategy-name
+                        is injected into the filename (so backtest-data.json
+                        becomes backtest-data-DefaultStrategy.json
   --export EXPORT       export backtest results, argument are: trades Example
                         --export=trades
   --export-filename PATH
@@ -151,6 +169,7 @@ optional arguments:
 ```
 
 ### How to use --refresh-pairs-cached parameter?
+
 The first time your run Backtesting, it will take the pairs you have 
 set in your config file and download data from Bittrex. 
 
@@ -162,7 +181,6 @@ to come back to the previous version.**
 To test your strategy with latest data, we recommend continuing using 
 the parameter `-l` or `--live`.
 
-
 ## Hyperopt commands
 
 To optimize your strategy, you can use hyperopt parameter hyperoptimization
@@ -194,10 +212,11 @@ optional arguments:
 ```
 
 ## A parameter missing in the configuration?
+
 All parameters for `main.py`, `backtesting`, `hyperopt` are referenced
 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 
+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/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).

docs/configuration.md

@@ -197,6 +197,33 @@ you run it in production mode.
 ```
 If you have not your Bittrex API key yet, [see our tutorial](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md).
 
+
+### Embedding Strategies
+
+FreqTrade provides you with with an easy way to embed the strategy into your configuration file. 
+This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field,
+in your chosen config file.
+
+##### Encoding a string as BASE64
+
+This is a quick example, how to generate the BASE64 string in python
+
+```python
+from base64 import urlsafe_b64encode
+
+with open(file, 'r') as f:
+    content = f.read()
+content = urlsafe_b64encode(content.encode('utf-8'))
+```
+
+The variable 'content', will contain the strategy file in a BASE64 encoded form. Which can now be set in your configurations file as following
+
+```json
+"strategy": "NameOfStrategy:BASE64String"
+```
+
+Please ensure that 'NameOfStrategy' is identical to the strategy name!
+
 ## Next step
 
 Now you have configured your config.json, the next step is to [start your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md).

freqtrade/arguments.py

@@ -142,6 +142,16 @@ class Arguments(object):
             action='store_true',
             dest='refresh_pairs',
         )
+        parser.add_argument(
+            '--strategy-list',
+            help='Provide a commaseparated list of strategies to backtest '
+                 'Please note that ticker-interval needs to be set either in config '
+                 'or via command line. When using this together with --export trades, '
+                 'the strategy-name is injected into the filename '
+                 '(so backtest-data.json becomes backtest-data-DefaultStrategy.json',
+            nargs='+',
+            dest='strategy_list',
+        )
         parser.add_argument(
             '--export',
             help='export backtest results, argument are: trades\

freqtrade/configuration.py

@@ -187,6 +187,14 @@ class Configuration(object):
             config.update({'refresh_pairs': True})
             logger.info('Parameter -r/--refresh-pairs-cached detected ...')
 
+        if 'strategy_list' in self.args and self.args.strategy_list:
+            config.update({'strategy_list': self.args.strategy_list})
+            logger.info('Using strategy list of %s Strategies', len(self.args.strategy_list))
+
+        if 'ticker_interval' in self.args and self.args.ticker_interval:
+            config.update({'ticker_interval': self.args.ticker_interval})
+            logger.info('Overriding ticker interval with Command line argument')
+
         # If --export is used we add it to the configuration
         if 'export' in self.args and self.args.export:
             config.update({'export': self.args.export})

freqtrade/exchange/__init__.py

@@ -95,8 +95,7 @@ class Exchange(object):
                 'secret': exchange_config.get('secret'),
                 'password': exchange_config.get('password'),
                 'uid': exchange_config.get('uid', ''),
-                # 'enableRateLimit': True,
+                'enableRateLimit': exchange_config.get('ccxt_rate_limit', True)
-                'enableRateLimit': False,
             })
         except (KeyError, AttributeError):
             raise OperationalException(f'Exchange {name} is not supported')
@@ -334,17 +333,17 @@ class Exchange(object):
             logger.info("returning cached ticker-data for %s", pair)
             return self._cached_ticker[pair]
 
-    async def async_get_tickers_history(self, pairs, tick_interval) -> List[Tuple[str, List]]:
+    async def async_get_candles_history(self, pairs, tick_interval) -> List[Tuple[str, List]]:
         # COMMENTED CODE IS FOR DISCUSSION: where should we close the loop on async ?
         # loop = asyncio.new_event_loop()
         # asyncio.set_event_loop(loop)
-        input_coroutines = [self.async_get_ticker_history(
+        input_coroutines = [self.async_get_candle_history(
             symbol, tick_interval) for symbol in pairs]
         tickers = await asyncio.gather(*input_coroutines, return_exceptions=True)
         # await self._api_async.close()
         return tickers
 
-    async def async_get_ticker_history(self, pair: str, tick_interval: str,
+    async def async_get_candle_history(self, pair: str, tick_interval: str,
                                        since_ms: Optional[int] = None) -> Tuple[str, List]:
         try:
             # fetch ohlcv asynchronously
@@ -369,14 +368,14 @@ class Exchange(object):
         """
         # TODO: maybe add since_ms to use async in the download-script?
         # TODO: only refresh once per interval ? *may require this to move to freqtradebot.py
-        # TODO@ Add tests for this and the async stuff above
+        # TODO: Add tests for this and the async stuff above
         logger.debug("Refreshing klines for %d pairs", len(pair_list))
         datatups = asyncio.get_event_loop().run_until_complete(
-            self.async_get_tickers_history(pair_list, ticker_interval))
+            self.async_get_candles_history(pair_list, ticker_interval))
         return {pair: data for (pair, data) in datatups}
 
     @retrier
-    def get_ticker_history(self, pair: str, tick_interval: str,
+    def get_candle_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]

freqtrade/exchange/exchange_helpers.py

@@ -10,7 +10,7 @@ logger = logging.getLogger(__name__)
 def parse_ticker_dataframe(ticker: list) -> DataFrame:
     """
     Analyses the trend for the given ticker history
-    :param ticker: See exchange.get_ticker_history
+    :param ticker: See exchange.get_candle_history
     :return: DataFrame
     """
     cols = ['date', 'open', 'high', 'low', 'close', 'volume']

freqtrade/freqtradebot.py

@@ -510,7 +510,6 @@ class FreqtradeBot(object):
         (buy, sell) = (False, False)
         experimental = self.config.get('experimental', {})
         if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'):
-            # ticker = self.exchange.get_ticker_history(trade.pair, self.strategy.ticker_interval)
             ticker = self._klines.get(trade.pair)
             (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval,
                                                    ticker)

freqtrade/optimize/__init__.py

@@ -219,7 +219,7 @@ def download_backtesting_testdata(datadir: str,
     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,
+    new_data = exchange.get_candle_history(pair=pair, tick_interval=tick_interval,
                                            since_ms=since_ms)
     data.extend(new_data)
 

freqtrade/optimize/backtesting.py

@@ -6,7 +6,9 @@ This module contains the backtesting logic
 import logging
 import operator
 from argparse import Namespace
+from copy import deepcopy
 from datetime import datetime, timedelta
+from pathlib import Path
 from typing import Any, Dict, List, NamedTuple, Optional, Tuple
 
 import arrow
@@ -52,13 +54,9 @@ class Backtesting(object):
     backtesting = Backtesting(config)
     backtesting.start()
     """
+
     def __init__(self, config: Dict[str, Any]) -> None:
         self.config = config
-        self.strategy: IStrategy = StrategyResolver(self.config).strategy
-        self.ticker_interval = self.strategy.ticker_interval
-        self.tickerdata_to_dataframe = self.strategy.tickerdata_to_dataframe
-        self.advise_buy = self.strategy.advise_buy
-        self.advise_sell = self.strategy.advise_sell
 
         # Reset keys for backtesting
         self.config['exchange']['key'] = ''
@@ -66,9 +64,36 @@ class Backtesting(object):
         self.config['exchange']['password'] = ''
         self.config['exchange']['uid'] = ''
         self.config['dry_run'] = True
+        self.strategylist: List[IStrategy] = []
+        if self.config.get('strategy_list', None):
+            # Force one interval
+            self.ticker_interval = str(self.config.get('ticker_interval'))
+            for strat in list(self.config['strategy_list']):
+                stratconf = deepcopy(self.config)
+                stratconf['strategy'] = strat
+                self.strategylist.append(StrategyResolver(stratconf).strategy)
+
+        else:
+            # only one strategy
+            strat = StrategyResolver(self.config).strategy
+
+            self.strategylist.append(StrategyResolver(self.config).strategy)
+        # Load one strategy
+        self._set_strategy(self.strategylist[0])
+
         self.exchange = Exchange(self.config)
         self.fee = self.exchange.get_fee()
 
+    def _set_strategy(self, strategy):
+        """
+        Load strategy into backtesting
+        """
+        self.strategy = strategy
+        self.ticker_interval = self.config.get('ticker_interval')
+        self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe
+        self.advise_buy = strategy.advise_buy
+        self.advise_sell = strategy.advise_sell
+
     @staticmethod
     def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
         """
@@ -132,7 +157,32 @@ class Backtesting(object):
             tabular_data.append([reason.value,  count])
         return tabulate(tabular_data, headers=headers, tablefmt="pipe")
 
-    def _store_backtest_result(self, recordfilename: Optional[str], results: DataFrame) -> None:
+    def _generate_text_table_strategy(self, all_results: dict) -> str:
+        """
+        Generate summary table per strategy
+        """
+        stake_currency = str(self.config.get('stake_currency'))
+
+        floatfmt = ('s', 'd', '.2f', '.2f', '.8f', 'd', '.1f', '.1f')
+        tabular_data = []
+        headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
+                   'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
+        for strategy, results in all_results.items():
+            tabular_data.append([
+                strategy,
+                len(results.index),
+                results.profit_percent.mean() * 100.0,
+                results.profit_percent.sum() * 100.0,
+                results.profit_abs.sum(),
+                str(timedelta(
+                    minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
+                len(results[results.profit_abs > 0]),
+                len(results[results.profit_abs < 0])
+            ])
+        return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe")
+
+    def _store_backtest_result(self, recordfilename: str, results: DataFrame,
+                               strategyname: Optional[str] = None) -> None:
 
         records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
                     t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
@@ -140,6 +190,11 @@ class Backtesting(object):
                    for index, t in results.iterrows()]
 
         if records:
+            if strategyname:
+                # Inject strategyname to filename
+                recname = Path(recordfilename)
+                recordfilename = str(Path.joinpath(
+                    recname.parent, f'{recname.stem}-{strategyname}').with_suffix(recname.suffix))
             logger.info('Dumping backtest results to %s', recordfilename)
             file_dump_json(recordfilename, records)
 
@@ -283,7 +338,7 @@ class Backtesting(object):
         if self.config.get('live'):
             logger.info('Downloading data for all pairs in whitelist ...')
             for pair in pairs:
-                data[pair] = self.exchange.get_ticker_history(pair, self.ticker_interval)
+                data[pair] = self.exchange.get_candle_history(pair, self.ticker_interval)
         else:
             logger.info('Using local backtesting data (using whitelist in given config) ...')
 
@@ -307,62 +362,55 @@ class Backtesting(object):
         else:
             logger.info('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
             max_open_trades = 0
+        all_results = {}
 
-        preprocessed = self.tickerdata_to_dataframe(data)
+        for strat in self.strategylist:
+            logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
+            self._set_strategy(strat)
 
-        # Print timeframe
+            # need to reprocess data every time to populate signals
-        min_date, max_date = self.get_timeframe(preprocessed)
+            preprocessed = self.tickerdata_to_dataframe(data)
-        logger.info(
-            'Measuring data from %s up to %s (%s days)..',
-            min_date.isoformat(),
-            max_date.isoformat(),
-            (max_date - min_date).days
-        )
 
-        # Execute backtest and print results
+            # Print timeframe
-        results = self.backtest(
+            min_date, max_date = self.get_timeframe(preprocessed)
-            {
+            logger.info(
-                'stake_amount': self.config.get('stake_amount'),
+                'Measuring data from %s up to %s (%s days)..',
-                'processed': preprocessed,
+                min_date.isoformat(),
-                'max_open_trades': max_open_trades,
+                max_date.isoformat(),
-                'position_stacking': self.config.get('position_stacking', False),
+                (max_date - min_date).days
-            }
-        )
-
-        if self.config.get('export', False):
-            self._store_backtest_result(self.config.get('exportfilename'), results)
-
-        logger.info(
-            '\n' + '=' * 49 +
-            ' BACKTESTING REPORT ' +
-            '=' * 50 + '\n'
-            '%s',
-            self._generate_text_table(
-                data,
-                results
             )
-        )
-        # logger.info(
-        #     results[['sell_reason']].groupby('sell_reason').count()
-        # )
 
-        logger.info(
+            # Execute backtest and print results
-            '\n' +
+            all_results[self.strategy.get_strategy_name()] = self.backtest(
-            ' SELL READON STATS '.center(119, '=') +
+                {
-            '\n%s \n',
+                    'stake_amount': self.config.get('stake_amount'),
-            self._generate_text_table_sell_reason(data, results)
+                    'processed': preprocessed,
-
+                    'max_open_trades': max_open_trades,
-        )
+                    'position_stacking': self.config.get('position_stacking', False),
-
+                }
-        logger.info(
-            '\n' +
-            ' LEFT OPEN TRADES REPORT '.center(119, '=') +
-            '\n%s',
-            self._generate_text_table(
-                data,
-                results.loc[results.open_at_end]
             )
-        )
+
+        for strategy, results in all_results.items():
+
+            if self.config.get('export', False):
+                self._store_backtest_result(self.config['exportfilename'], results,
+                                            strategy if len(self.strategylist) > 1 else None)
+
+            print(f"Result for strategy {strategy}")
+            print(' BACKTESTING REPORT '.center(119, '='))
+            print(self._generate_text_table(data, results))
+
+            print(' SELL REASON STATS '.center(119, '='))
+            print(self._generate_text_table_sell_reason(data, results))
+
+            print(' LEFT OPEN TRADES REPORT '.center(119, '='))
+            print(self._generate_text_table(data, results.loc[results.open_at_end]))
+            print()
+        if len(all_results) > 1:
+            # Print Strategy summary table
+            print(' Strategy Summary '.center(119, '='))
+            print(self._generate_text_table_strategy(all_results))
+            print('\nFor more details, please look at the detail tables above')
 
 
 def setup_configuration(args: Namespace) -> Dict[str, Any]:

freqtrade/strategy/resolver.py

@@ -7,7 +7,10 @@ import importlib.util
 import inspect
 import logging
 import os
+import tempfile
+from base64 import urlsafe_b64decode
 from collections import OrderedDict
+from pathlib import Path
 from typing import Dict, Optional, Type
 
 from freqtrade import constants
@@ -87,6 +90,22 @@ class StrategyResolver(object):
             # Add extra strategy directory on top of search paths
             abs_paths.insert(0, extra_dir)
 
+        if ":" in strategy_name:
+            logger.info("loading base64 endocded strategy")
+            strat = strategy_name.split(":")
+
+            if len(strat) == 2:
+                temp = Path(tempfile.mkdtemp("freq", "strategy"))
+                name = strat[0] + ".py"
+
+                temp.joinpath(name).write_text(urlsafe_b64decode(strat[1]).decode('utf-8'))
+                temp.joinpath("__init__.py").touch()
+
+                strategy_name = os.path.splitext(name)[0]
+
+                # register temp path with the bot
+                abs_paths.insert(0, str(temp.resolve()))
+
         for path in abs_paths:
             try:
                 strategy = self._search_strategy(path, strategy_name=strategy_name, config=config)

freqtrade/tests/exchange/test_exchange.py

@@ -624,7 +624,7 @@ def make_fetch_ohlcv_mock(data):
     return fetch_ohlcv_mock
 
 
-def test_get_ticker_history(default_conf, mocker):
+def test_get_candle_history(default_conf, mocker):
     api_mock = MagicMock()
     tick = [
         [
@@ -641,7 +641,7 @@ def test_get_ticker_history(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock)
 
     # retrieve original ticker
-    ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
+    ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
     assert ticks[0][0] == 1511686200000
     assert ticks[0][1] == 1
     assert ticks[0][2] == 2
@@ -663,7 +663,7 @@ def test_get_ticker_history(default_conf, mocker):
     api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(new_tick))
     exchange = get_patched_exchange(mocker, default_conf, api_mock)
 
-    ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
+    ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
     assert ticks[0][0] == 1511686210000
     assert ticks[0][1] == 6
     assert ticks[0][2] == 7
@@ -672,16 +672,16 @@ def test_get_ticker_history(default_conf, mocker):
     assert ticks[0][5] == 10
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock,
-                           "get_ticker_history", "fetch_ohlcv",
+                           "get_candle_history", "fetch_ohlcv",
                            pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
 
     with pytest.raises(OperationalException, match=r'Exchange .* does not support.*'):
         api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported)
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_ticker_history(pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
+        exchange.get_candle_history(pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
 
 
-def test_get_ticker_history_sort(default_conf, mocker):
+def test_get_candle_history_sort(default_conf, mocker):
     api_mock = MagicMock()
 
     # GDAX use-case (real data from GDAX)
@@ -704,7 +704,7 @@ def test_get_ticker_history_sort(default_conf, mocker):
     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'])
+    ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
     assert ticks[0][0] == 1527830400000
     assert ticks[0][1] == 0.07649
     assert ticks[0][2] == 0.07651
@@ -737,7 +737,7 @@ def test_get_ticker_history_sort(default_conf, mocker):
     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'])
+    ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
     assert ticks[0][0] == 1527827700000
     assert ticks[0][1] == 0.07659999
     assert ticks[0][2] == 0.0766

freqtrade/tests/optimize/test_backtesting.py

@@ -110,7 +110,7 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
     return pairdata
 
 
-# use for mock freqtrade.exchange.get_ticker_history'
+# use for mock freqtrade.exchange.get_candle_history'
 def _load_pair_as_ticks(pair, tickfreq):
     ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair])
     ticks = trim_dictlist(ticks, -201)
@@ -406,12 +406,56 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
         data={'ETH/BTC': {}}, results=results) == result_str
 
 
+def test_generate_text_table_strategyn(default_conf, mocker):
+    """
+    Test Backtesting.generate_text_table_sell_reason() method
+    """
+    patch_exchange(mocker)
+    backtesting = Backtesting(default_conf)
+    results = {}
+    results['ETH/BTC'] = pd.DataFrame(
+        {
+            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'profit_percent': [0.1, 0.2, 0.3],
+            'profit_abs': [0.2, 0.4, 0.5],
+            'trade_duration': [10, 30, 10],
+            'profit': [2, 0, 0],
+            'loss': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+    results['LTC/BTC'] = pd.DataFrame(
+        {
+            'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
+            'profit_percent': [0.4, 0.2, 0.3],
+            'profit_abs': [0.4, 0.4, 0.5],
+            'trade_duration': [15, 30, 15],
+            'profit': [4, 1, 0],
+            'loss': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+
+    result_str = (
+        '| Strategy   |   buy count |   avg profit % |   cum profit % '
+        '|   total profit BTC | avg duration   |   profit |   loss |\n'
+        '|:-----------|------------:|---------------:|---------------:'
+        '|-------------------:|:---------------|---------:|-------:|\n'
+        '| ETH/BTC    |           3 |          20.00 |          60.00 '
+        '|         1.10000000 | 0:17:00        |        3 |      0 |\n'
+        '| LTC/BTC    |           3 |          30.00 |          90.00 '
+        '|         1.30000000 | 0:20:00        |        3 |      0 |'
+    )
+    print(backtesting._generate_text_table_strategy(all_results=results))
+    assert backtesting._generate_text_table_strategy(all_results=results) == result_str
+
+
 def test_backtesting_start(default_conf, mocker, caplog) -> None:
     def get_timeframe(input1, input2):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
     mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history')
+    mocker.patch('freqtrade.exchange.Exchange.get_candle_history')
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.optimize.backtesting.Backtesting',
@@ -446,7 +490,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
     mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={}))
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history')
+    mocker.patch('freqtrade.exchange.Exchange.get_candle_history')
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.optimize.backtesting.Backtesting',
@@ -654,6 +698,18 @@ def test_backtest_record(default_conf, fee, mocker):
     records = records[0]
     # Ensure records are of correct type
     assert len(records) == 4
+
+    # reset test to test with strategy name
+    names = []
+    records = []
+    backtesting._store_backtest_result("backtest-result.json", results, "DefStrat")
+    assert len(results) == 4
+    # Assert file_dump_json was only called once
+    assert names == ['backtest-result-DefStrat.json']
+    records = records[0]
+    # Ensure records are of correct type
+    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
@@ -677,7 +733,7 @@ def test_backtest_record(default_conf, fee, mocker):
 
 def test_backtest_start_live(default_conf, mocker, caplog):
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history',
+    mocker.patch('freqtrade.exchange.Exchange.get_candle_history',
                  new=lambda s, n, i: _load_pair_as_ticks(n, i))
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
@@ -686,15 +742,6 @@ def test_backtest_start_live(default_conf, mocker, caplog):
         read_data=json.dumps(default_conf)
     ))
 
-    args = MagicMock()
-    args.ticker_interval = 1
-    args.level = 10
-    args.live = True
-    args.datadir = None
-    args.export = None
-    args.strategy = 'DefaultStrategy'
-    args.timerange = '-100'  # needed due to MagicMock malleability
-
     args = [
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
@@ -725,3 +772,60 @@ def test_backtest_start_live(default_conf, mocker, caplog):
 
     for line in exists:
         assert log_has(line, caplog.record_tuples)
+
+
+def test_backtest_start_multi_strat(default_conf, mocker, caplog):
+    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
+    mocker.patch('freqtrade.exchange.Exchange.get_candle_history',
+                 new=lambda s, n, i: _load_pair_as_ticks(n, i))
+    patch_exchange(mocker)
+    backtestmock = MagicMock()
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
+    gen_table_mock = MagicMock()
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', gen_table_mock)
+    gen_strattable_mock = MagicMock()
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table_strategy',
+                 gen_strattable_mock)
+    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+        read_data=json.dumps(default_conf)
+    ))
+
+    args = [
+        '--config', 'config.json',
+        '--datadir', 'freqtrade/tests/testdata',
+        'backtesting',
+        '--ticker-interval', '1m',
+        '--live',
+        '--timerange', '-100',
+        '--enable-position-stacking',
+        '--disable-max-market-positions',
+        '--strategy-list',
+        'DefaultStrategy',
+        'TestStrategy',
+    ]
+    args = get_args(args)
+    start(args)
+    # 2 backtests, 4 tables
+    assert backtestmock.call_count == 2
+    assert gen_table_mock.call_count == 4
+    assert gen_strattable_mock.call_count == 1
+
+    # check the logs, that will contain the backtest result
+    exists = [
+        'Parameter -i/--ticker-interval detected ...',
+        'Using ticker_interval: 1m ...',
+        'Parameter -l/--live detected ...',
+        'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
+        '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 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..',
+        'Parameter --enable-position-stacking detected ...',
+        'Running backtesting for Strategy DefaultStrategy',
+        'Running backtesting for Strategy TestStrategy',
+    ]
+
+    for line in exists:
+        assert log_has(line, caplog.record_tuples)

freqtrade/tests/optimize/test_optimize.py

@@ -53,7 +53,7 @@ def _clean_test_file(file: str) -> None:
 
 
 def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_candle_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=['UNITTEST/BTC'], ticker_interval='30m')
@@ -63,7 +63,7 @@ def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) ->
 
 
 def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
 
     file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-5m.json')
     _backup_file(file, copy_file=True)
@@ -74,7 +74,7 @@ def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) ->
 
 
 def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
     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='1m', pairs=['UNITTEST/BTC'])
@@ -87,7 +87,7 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog, default_co
     """
     Test load_data() with 1 min ticker
     """
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_candle_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')
 
@@ -118,7 +118,7 @@ def test_testdata_path() -> None:
 
 
 def test_download_pairs(ticker_history, mocker, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_candle_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')
@@ -261,7 +261,7 @@ def test_load_cached_data_for_updating(mocker) -> 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.exchange.Exchange.get_candle_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)
@@ -279,7 +279,7 @@ def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf)
 
 
 def test_download_backtesting_testdata(ticker_history, mocker, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
     exchange = get_patched_exchange(mocker, default_conf)
 
     # Download a 1 min ticker file
@@ -304,7 +304,7 @@ def test_download_backtesting_testdata2(mocker, default_conf) -> None:
         [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.exchange.Exchange.get_ticker_history', return_value=tick)
+    mocker.patch('freqtrade.exchange.Exchange.get_candle_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')

freqtrade/tests/strategy/test_interface.py

@@ -88,7 +88,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog):
 
 
 def test_get_signal_handles_exceptions(mocker, default_conf):
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=MagicMock())
     exchange = get_patched_exchange(mocker, default_conf)
     mocker.patch.object(
         _STRATEGY, 'analyze_ticker',

freqtrade/tests/strategy/test_strategy.py

@@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring, protected-access, C0103
 import logging
+from base64 import urlsafe_b64encode
 from os import path
 import warnings
 
@@ -63,6 +64,13 @@ def test_load_strategy(result):
     assert 'adx' in resolver.strategy.advise_indicators(result, metadata=metadata)
 
 
+def test_load_strategy_byte64(result):
+    with open("freqtrade/tests/strategy/test_strategy.py", "r") as file:
+        encoded_string = urlsafe_b64encode(file.read().encode("utf-8")).decode("utf-8")
+    resolver = StrategyResolver({'strategy': 'TestStrategy:{}'.format(encoded_string)})
+    assert 'adx' in resolver.strategy.advise_indicators(result, 'ETH/BTC')
+
+
 def test_load_strategy_invalid_directory(result, caplog):
     resolver = StrategyResolver()
     extra_dir = path.join('some', 'path')

freqtrade/tests/test_arguments.py

@@ -132,7 +132,11 @@ def test_parse_args_backtesting_custom() -> None:
         'backtesting',
         '--live',
         '--ticker-interval', '1m',
-        '--refresh-pairs-cached']
+        '--refresh-pairs-cached',
+        '--strategy-list',
+        'DefaultStrategy',
+        'TestStrategy'
+        ]
     call_args = Arguments(args, '').get_parsed_arg()
     assert call_args.config == 'test_conf.json'
     assert call_args.live is True
@@ -141,6 +145,8 @@ def test_parse_args_backtesting_custom() -> None:
     assert call_args.func is not None
     assert call_args.ticker_interval == '1m'
     assert call_args.refresh_pairs is True
+    assert type(call_args.strategy_list) is list
+    assert len(call_args.strategy_list) == 2
 
 
 def test_parse_args_hyperopt_custom() -> None:

freqtrade/tests/test_configuration.py

@@ -292,6 +292,61 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     )
 
 
+def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> None:
+    """
+    Test setup_configuration() function
+    """
+    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+        read_data=json.dumps(default_conf)
+    ))
+
+    arglist = [
+        '--config', 'config.json',
+        'backtesting',
+        '--ticker-interval', '1m',
+        '--export', '/bar/foo',
+        '--strategy-list',
+        'DefaultStrategy',
+        'TestStrategy'
+    ]
+
+    args = Arguments(arglist, '').get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+    assert 'max_open_trades' in config
+    assert 'stake_currency' in config
+    assert 'stake_amount' in config
+    assert 'exchange' in config
+    assert 'pair_whitelist' in config['exchange']
+    assert 'datadir' in config
+    assert log_has(
+        '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: 1m ...',
+        caplog.record_tuples
+    )
+
+    assert 'strategy_list' in config
+    assert log_has('Using strategy list of 2 Strategies', caplog.record_tuples)
+
+    assert 'position_stacking' not in config
+
+    assert 'use_max_market_positions' not in config
+
+    assert 'timerange' not in config
+
+    assert 'export' in config
+    assert log_has(
+        'Parameter --export detected: {} ...'.format(config['export']),
+        caplog.record_tuples
+    )
+
+
 def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.configuration.open', mocker.mock_open(
         read_data=json.dumps(default_conf)

freqtrade/tests/test_freqtradebot.py

@@ -43,10 +43,11 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
     :return: None
     """
     freqtrade.strategy.get_signal = lambda e, s, t: value
-    freqtrade.exchange.get_ticker_history = lambda p, i: None
+    freqtrade.exchange.get_candle_history = lambda p, i: None
     freqtrade.exchange.refresh_tickers = lambda pl, i: {}
 
 
+
 def patch_RPCManager(mocker) -> MagicMock:
     """
     This function mock RPC manager to avoid repeating this code in almost every tests
@@ -545,7 +546,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         validate_pairs=MagicMock(),
-        get_ticker_history=MagicMock(return_value=20),
+        get_candle_history=MagicMock(return_value=20),
         get_balance=MagicMock(return_value=20),
         get_fee=fee,
     )

requirements.txt

@@ -1,4 +1,4 @@
-ccxt==1.17.49
+ccxt==1.17.63
 SQLAlchemy==1.2.10
 python-telegram-bot==10.1.0
 arrow==0.12.1
@@ -12,7 +12,7 @@ scipy==1.1.0
 jsonschema==2.6.0
 numpy==1.15.0
 TA-Lib==0.4.17
-pytest==3.6.4
+pytest==3.7.0
 pytest-mock==1.10.0
 pytest-cov==2.5.1
 pytest-asyncio==0.9.0

scripts/get_market_pairs.py

@@ -0,0 +1,93 @@
+import os
+import sys
+
+root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+sys.path.append(root + '/python')
+
+import ccxt  # noqa: E402
+
+
+def style(s, style):
+    return style + s + '\033[0m'
+
+
+def green(s):
+    return style(s, '\033[92m')
+
+
+def blue(s):
+    return style(s, '\033[94m')
+
+
+def yellow(s):
+    return style(s, '\033[93m')
+
+
+def red(s):
+    return style(s, '\033[91m')
+
+
+def pink(s):
+    return style(s, '\033[95m')
+
+
+def bold(s):
+    return style(s, '\033[1m')
+
+
+def underline(s):
+    return style(s, '\033[4m')
+
+
+def dump(*args):
+    print(' '.join([str(arg) for arg in args]))
+
+
+def print_supported_exchanges():
+    dump('Supported exchanges:', green(', '.join(ccxt.exchanges)))
+
+
+try:
+
+    id = sys.argv[1]  # get exchange id from command line arguments
+
+
+    # check if the exchange is supported by ccxt
+    exchange_found = id in ccxt.exchanges
+
+    if exchange_found:
+        dump('Instantiating', green(id), 'exchange')
+
+        # instantiate the exchange by id
+        exchange = getattr(ccxt, id)({
+            # 'proxy':'https://cors-anywhere.herokuapp.com/',
+        })
+
+        # load all markets from the exchange
+        markets = exchange.load_markets()
+
+        # output a list of all market symbols
+        dump(green(id), 'has', len(exchange.symbols), 'symbols:', exchange.symbols)
+
+        tuples = list(ccxt.Exchange.keysort(markets).items())
+
+        # debug
+        for (k, v) in tuples:
+            print(v)
+
+        # output a table of all markets
+        dump(pink('{:<15} {:<15} {:<15} {:<15}'.format('id', 'symbol', 'base', 'quote')))
+
+        for (k, v) in tuples:
+            dump('{:<15} {:<15} {:<15} {:<15}'.format(v['id'], v['symbol'], v['base'], v['quote']))
+
+    else:
+
+        dump('Exchange ' + red(id) + ' not found')
+        print_supported_exchanges()
+
+except Exception as e:
+    dump('[' + type(e).__name__ + ']', str(e))
+    dump("Usage: python " + sys.argv[0], green('id'))
+    print_supported_exchanges()
+

scripts/plot_dataframe.py

@@ -138,7 +138,7 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
     tickers = {}
     if args.live:
         logger.info('Downloading pair.')
-        tickers[pair] = exchange.get_ticker_history(pair, tick_interval)
+        tickers[pair] = exchange.get_candle_history(pair, tick_interval)
     else:
         tickers = optimize.load_data(
             datadir=_CONF.get("datadir"),