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Merge branch 'develop' of https://github.com/freqtrade/freqtrade into freqtrade-develop

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This commit is contained in:
Italo 2022-02-01 01:06:57 +00:00
commit 328b969801
40 changed files with 176 additions and 71 deletions
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6
.github/workflows/ci.yml vendored
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@ -20,7 +20,7 @@ jobs:
strategy:
matrix:
os: [ ubuntu-18.04, ubuntu-20.04 ]
python-version: ["3.7", "3.8", "3.9", "3.10"]
python-version: ["3.8", "3.9", "3.10"]
steps:
- uses: actions/checkout@v2
@ -115,7 +115,7 @@ jobs:
strategy:
matrix:
os: [ macos-latest ]
python-version: ["3.7", "3.8", "3.9", "3.10"]
python-version: ["3.8", "3.9", "3.10"]
steps:
- uses: actions/checkout@v2
@ -207,7 +207,7 @@ jobs:
strategy:
matrix:
os: [ windows-latest ]
python-version: ["3.7", "3.8", "3.9", "3.10"]
python-version: ["3.8", "3.9", "3.10"]
steps:
- uses: actions/checkout@v2

4
README.md
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@ -49,7 +49,7 @@ Please find the complete documentation on the [freqtrade website](https://www.fr
## Features
- [x] **Based on Python 3.7+**: For botting on any operating system - Windows, macOS and Linux.
- [x] **Based on Python 3.8+**: For botting on any operating system - Windows, macOS and Linux.
- [x] **Persistence**: Persistence is achieved through sqlite.
- [x] **Dry-run**: Run the bot without paying money.
- [x] **Backtesting**: Run a simulation of your buy/sell strategy.
@ -197,7 +197,7 @@ To run this bot we recommend you a cloud instance with a minimum of:
### Software requirements
- [Python >= 3.7](http://docs.python-guide.org/en/latest/starting/installation/)
- [Python >= 3.8](http://docs.python-guide.org/en/latest/starting/installation/)
- [pip](https://pip.pypa.io/en/stable/installing/)
- [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
- [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)

BIN
build_helpers/TA_Lib-0.4.24-cp37-cp37m-win_amd64.whl
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3
build_helpers/install_windows.ps1
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@ -5,9 +5,6 @@ python -m pip install --upgrade pip wheel
$pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
if ($pyv -eq '3.7') {
pip install build_helpers\TA_Lib-0.4.24-cp37-cp37m-win_amd64.whl
}
if ($pyv -eq '3.8') {
pip install build_helpers\TA_Lib-0.4.24-cp38-cp38-win_amd64.whl
}

25
docs/advanced-hyperopt.md
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@ -105,7 +105,7 @@ You can define your own estimator for Hyperopt by implementing `generate_estimat
```python
class MyAwesomeStrategy(IStrategy):
class HyperOpt:
def generate_estimator():
def generate_estimator(dimensions: List['Dimension'], **kwargs):
return "RF"
```
@ -119,13 +119,34 @@ Example for `ExtraTreesRegressor` ("ET") with additional parameters:
```python
class MyAwesomeStrategy(IStrategy):
class HyperOpt:
def generate_estimator():
def generate_estimator(dimensions: List['Dimension'], **kwargs):
from skopt.learning import ExtraTreesRegressor
# Corresponds to "ET" - but allows additional parameters.
return ExtraTreesRegressor(n_estimators=100)
```
The `dimensions` parameter is the list of `skopt.space.Dimension` objects corresponding to the parameters to be optimized. It can be used to create isotropic kernels for the `skopt.learning.GaussianProcessRegressor` estimator. Here's an example:
```python
class MyAwesomeStrategy(IStrategy):
class HyperOpt:
def generate_estimator(dimensions: List['Dimension'], **kwargs):
from skopt.utils import cook_estimator
from skopt.learning.gaussian_process.kernels import (Matern, ConstantKernel)
kernel_bounds = (0.0001, 10000)
kernel = (
ConstantKernel(1.0, kernel_bounds) *
Matern(length_scale=np.ones(len(dimensions)), length_scale_bounds=[kernel_bounds for d in dimensions], nu=2.5)
)
kernel += (
ConstantKernel(1.0, kernel_bounds) *
Matern(length_scale=np.ones(len(dimensions)), length_scale_bounds=[kernel_bounds for d in dimensions], nu=1.5)
)
return cook_estimator("GP", space=dimensions, kernel=kernel, n_restarts_optimizer=2)
```
!!! Note
While custom estimators can be provided, it's up to you as User to do research on possible parameters and analyze / understand which ones should be used.
If you're unsure about this, best use one of the Defaults (`"ET"` has proven to be the most versatile) without further parameters.

2
docs/configuration.md
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@ -173,6 +173,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
| `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
| `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
| `max_entry_position_adjustment` | Maximum additional order(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional orders. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
### Parameters in the strategy
@ -198,6 +199,7 @@ Values set in the configuration file always overwrite values set in the strategy
* `ignore_roi_if_buy_signal`
* `ignore_buying_expired_candle_after`
* `position_adjustment_enable`
* `max_entry_position_adjustment`
### Configuring amount per trade

6
docs/docker_quickstart.md
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@ -126,6 +126,12 @@ All freqtrade arguments will be available by running `docker-compose run --rm fr
!!! Note "`docker-compose run --rm`"
Including `--rm` will remove the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).
??? Note "Using docker without docker-compose"
"`docker-compose run --rm`" will require a compose file to be provided.
Some freqtrade commands that don't require authentication such as `list-pairs` can be run with "`docker run --rm`" instead.
For example `docker run --rm freqtradeorg/freqtrade:stable list-pairs --exchange binance --quote BTC --print-json`.
This can be useful for fetching exchange information to add to your `config.json` without affecting your running containers.
#### Example: Download data with docker-compose
Download backtesting data for 5 days for the pair ETH/BTC and 1h timeframe from Binance. The data will be stored in the directory `user_data/data/` on the host.

4
docs/index.md
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@ -11,7 +11,7 @@
## Introduction
Freqtrade is a crypto-currency algorithmic trading software developed in python (3.7+) and supported on Windows, macOS and Linux.
Freqtrade is a crypto-currency algorithmic trading software developed in python (3.8+) and supported on Windows, macOS and Linux.
!!! Danger "DISCLAIMER"
This software is for educational purposes only. Do not risk money which you are afraid to lose. USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.
@ -67,7 +67,7 @@ To run this bot we recommend you a linux cloud instance with a minimum of:
Alternatively
- Python 3.7+
- Python 3.8+
- pip (pip3)
- git
- TA-Lib

2
docs/installation.md
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@ -42,7 +42,7 @@ These requirements apply to both [Script Installation](#script-installation) and
### Install guide
* [Python >= 3.7.x](http://docs.python-guide.org/en/latest/starting/installation/)
* [Python >= 3.8.x](http://docs.python-guide.org/en/latest/starting/installation/)
* [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.html) (Recommended)

2
docs/requirements-docs.txt
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@ -1,4 +1,4 @@
mkdocs==1.2.3
mkdocs-material==8.1.8
mkdocs-material==8.1.9
mdx_truly_sane_lists==1.2
pymdown-extensions==9.1

12
docs/strategy-callbacks.md
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@ -74,7 +74,7 @@ class AwesomeStrategy(IStrategy):
Freqtrade will fall back to the `proposed_stake` value should your code raise an exception. The exception itself will be logged.
!!! Tip
You do not _have_ to ensure that `min_stake <= returned_value <= max_stake`. Trades will succeed as the returned value will be clamped to supported range and this acton will be logged.
You do not _have_ to ensure that `min_stake <= returned_value <= max_stake`. Trades will succeed as the returned value will be clamped to supported range and this action will be logged.
!!! Tip
Returning `0` or `None` will prevent trades from being placed.
@ -579,11 +579,13 @@ The `position_adjustment_enable` strategy property enables the usage of `adjust_
For performance reasons, it's disabled by default and freqtrade will show a warning message on startup if enabled.
`adjust_trade_position()` can be used to perform additional orders, for example to manage risk with DCA (Dollar Cost Averaging).
`max_entry_position_adjustment` property is used to limit the number of additional buys per trade (on top of the first buy) that the bot can execute. By default, the value is -1 which means the bot have no limit on number of adjustment buys.
The strategy is expected to return a stake_amount (in stake currency) between `min_stake` and `max_stake` if and when an additional buy order should be made (position is increased).
If there are not enough funds in the wallet (the return value is above `max_stake`) then the signal will be ignored.
Additional orders also result in additional fees and those orders don't count towards `max_open_trades`.
This callback is **not** called when there is an open order (either buy or sell) waiting for execution.
This callback is **not** called when there is an open order (either buy or sell) waiting for execution, or when you have reached the maximum amount of extra buys that you have set on `max_entry_position_adjustment`.
`adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
!!! Note "About stake size"
@ -614,7 +616,7 @@ class DigDeeperStrategy(IStrategy):
# ... populate_* methods
# Example specific variables
max_dca_orders = 3
max_entry_position_adjustment = 3
# This number is explained a bit further down
max_dca_multiplier = 5.5
@ -656,8 +658,7 @@ class DigDeeperStrategy(IStrategy):
return None
filled_buys = trade.select_filled_orders('buy')
count_of_buys = len(filled_buys)
count_of_buys = trade.nr_of_successful_buys
# Allow up to 3 additional increasingly larger buys (4 in total)
# Initial buy is 1x
# If that falls to -5% profit, we buy 1.25x more, average profit should increase to roughly -2.2%
@ -666,7 +667,6 @@ class DigDeeperStrategy(IStrategy):
# Total stake for this trade would be 1 + 1.25 + 1.5 + 1.75 = 5.5x of the initial allowed stake.
# That is why max_dca_multiplier is 5.5
# Hope you have a deep wallet!
if 0 < count_of_buys <= self.max_dca_orders:
try:
# This returns first order stake size
stake_amount = filled_buys[0].cost

2
docs/utils.md
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@ -59,7 +59,7 @@ $ freqtrade new-config --config config_binance.json
? Do you want to enable Dry-run (simulated trades)? Yes
? Please insert your stake currency: BTC
? Please insert your stake amount: 0.05
? Please insert max_open_trades (Integer or 'unlimited'): 3
? Please insert max_open_trades (Integer or -1 for unlimited open trades): 3
? Please insert your desired timeframe (e.g. 5m): 5m
? Please insert your display Currency (for reporting): USD
? Select exchange binance

2
docs/windows_installation.md
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@ -25,7 +25,7 @@ Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.24-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
Freqtrade provides these dependencies for the latest 3 Python versions (3.7, 3.8, 3.9 and 3.10) and for 64bit Windows.
Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9 and 3.10) and for 64bit Windows.
Other versions must be downloaded from the above link.
``` powershell

5
environment.yml
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@ -4,7 +4,7 @@ channels:
# - defaults
dependencies:
# 1/4 req main
- python>=3.7,<3.9
- python>=3.8,<=3.10
- numpy
- pandas
- pip
@ -25,9 +25,12 @@ dependencies:
- fastapi
- uvicorn
- pyjwt
- aiofiles
- psutil
- colorama
- questionary
- prompt-toolkit
- python-dateutil
# ============================

2
freqtrade/__main__.py
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@ -3,7 +3,7 @@
__main__.py for Freqtrade
To launch Freqtrade as a module
> python -m freqtrade (with Python >= 3.7)
> python -m freqtrade (with Python >= 3.8)
"""
from freqtrade import main

7
freqtrade/commands/build_config_commands.py
View File

@ -76,12 +76,9 @@ def ask_user_config() -> Dict[str, Any]:
{
"type": "text",
"name": "max_open_trades",
"message": f"Please insert max_open_trades (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
"message": "Please insert max_open_trades (Integer or -1 for unlimited open trades):",
"default": "3",
"validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val),
"filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
if val == UNLIMITED_STAKE_AMOUNT
else val
"validate": lambda val: validate_is_int(val)
},
{
"type": "select",

4
freqtrade/constants.py
View File

@ -371,7 +371,9 @@ CONF_SCHEMA = {
'type': 'string',
'enum': AVAILABLE_DATAHANDLERS,
'default': 'jsongz'
}
},
'position_adjustment_enable': {'type': 'boolean'},
'max_entry_position_adjustment': {'type': ['integer', 'number'], 'minimum': -1},
},
'definitions': {
'exchange': {

4
freqtrade/exchange/exchange.py
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@ -953,7 +953,7 @@ class Exchange:
raise OperationalException(e) from e
@retrier
def get_tickers(self, cached: bool = False) -> Dict:
def get_tickers(self, symbols: List[str] = None, cached: bool = False) -> Dict:
"""
:param cached: Allow cached result
:return: fetch_tickers result
@ -963,7 +963,7 @@ class Exchange:
if tickers:
return tickers
try:
tickers = self._api.fetch_tickers()
tickers = self._api.fetch_tickers(symbols)
self._fetch_tickers_cache['fetch_tickers'] = tickers
return tickers
except ccxt.NotSupported as e:

8
freqtrade/exchange/kraken.py
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@ -1,6 +1,6 @@
""" Kraken exchange subclass """
import logging
from typing import Any, Dict
from typing import Any, Dict, List
import ccxt
@ -33,6 +33,12 @@ class Kraken(Exchange):
return (parent_check and
market.get('darkpool', False) is False)
def get_tickers(self, symbols: List[str] = None, cached: bool = False) -> Dict:
# Only fetch tickers for current stake currency
# Otherwise the request for kraken becomes too large.
symbols = list(self.get_markets(quote_currencies=[self._config['stake_currency']]))
return super().get_tickers(symbols=symbols, cached=cached)
@retrier
def get_balances(self) -> dict:
if self._config['dry_run']:

11
freqtrade/freqtradebot.py
View File

@ -462,8 +462,8 @@ class FreqtradeBot(LoggingMixin):
try:
self.check_and_call_adjust_trade_position(trade)
except DependencyException as exception:
logger.warning('Unable to adjust position of trade for %s: %s',
trade.pair, exception)
logger.warning(
f"Unable to adjust position of trade for {trade.pair}: {exception}")
def check_and_call_adjust_trade_position(self, trade: Trade):
"""
@ -471,6 +471,13 @@ class FreqtradeBot(LoggingMixin):
If the strategy triggers the adjustment, a new order gets issued.
Once that completes, the existing trade is modified to match new data.
"""
if self.strategy.max_entry_position_adjustment > -1:
count_of_buys = trade.nr_of_successful_buys
if count_of_buys > self.strategy.max_entry_position_adjustment:
logger.debug(f"Max adjustment entries for {trade.pair} has been reached.")
return
else:
logger.debug("Max adjustment entries is set to unlimited.")
current_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
current_profit = trade.calc_profit_ratio(current_rate)

4
freqtrade/main.py
View File

@ -9,8 +9,8 @@ from typing import Any, List
# check min. python version
if sys.version_info < (3, 7): # pragma: no cover
sys.exit("Freqtrade requires Python version >= 3.7")
if sys.version_info < (3, 8): # pragma: no cover
sys.exit("Freqtrade requires Python version >= 3.8")
from freqtrade.commands import Arguments
from freqtrade.exceptions import FreqtradeException, OperationalException

5
freqtrade/optimize/backtesting.py
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@ -381,6 +381,11 @@ class Backtesting:
# Check if we need to adjust our current positions
if self.strategy.position_adjustment_enable:
check_adjust_buy = True
if self.strategy.max_entry_position_adjustment > -1:
count_of_buys = trade.nr_of_successful_buys
check_adjust_buy = (count_of_buys <= self.strategy.max_entry_position_adjustment)
if check_adjust_buy:
trade = self._get_adjust_trade_entry_for_candle(trade, sell_row)
sell_candle_time = sell_row[DATE_IDX].to_pydatetime()

2
freqtrade/optimize/hyperopt.py
View File

@ -372,7 +372,7 @@ class Hyperopt:
}
def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
estimator = self.custom_hyperopt.generate_estimator(dimensions)
estimator = self.custom_hyperopt.generate_estimator(dimensions=dimensions)
acq_optimizer = "sampling"
if isinstance(estimator, str):

4
freqtrade/optimize/hyperopt_auto.py
View File

@ -91,5 +91,5 @@ class HyperOptAuto(IHyperOpt):
def trailing_space(self) -> List['Dimension']:
return self._get_func('trailing_space')()
def generate_estimator(self, dimensions: List['Dimension']) -> EstimatorType:
return self._get_func('generate_estimator')(dimensions)
def generate_estimator(self, dimensions: List['Dimension'], **kwargs) -> EstimatorType:
return self._get_func('generate_estimator')(dimensions=dimensions, **kwargs)

2
freqtrade/optimize/hyperopt_interface.py
View File

@ -40,7 +40,7 @@ class IHyperOpt(ABC):
IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECATED
IHyperOpt.timeframe = str(config['timeframe'])
def generate_estimator(self) -> EstimatorType:
def generate_estimator(self, dimensions: List[Dimension], **kwargs) -> EstimatorType:
"""
Return base_estimator.
Can be any of "GP", "RF", "ET", "GBRT" or an instance of a class

4
freqtrade/persistence/models.py
View File

@ -569,8 +569,8 @@ class LocalTrade():
return float(f"{profit_ratio:.8f}")
def recalc_trade_from_orders(self):
# We need at least 2 orders for averaging amounts and rates.
if len(self.orders) < 2:
# We need at least 2 entry orders for averaging amounts and rates.
if len(self.select_filled_orders('buy')) < 2:
# Just in case, still recalc open trade value
self.recalc_open_trade_value()
return

3
freqtrade/resolvers/strategy_resolver.py
View File

@ -97,7 +97,8 @@ class StrategyResolver(IResolver):
("sell_profit_offset", 0.0),
("disable_dataframe_checks", False),
("ignore_buying_expired_candle_after", 0),
("position_adjustment_enable", False)
("position_adjustment_enable", False),
("max_entry_position_adjustment", -1),
]
for attribute, default in attributes:
StrategyResolver._override_attribute_helper(strategy, config,

2
freqtrade/rpc/api_server/api_schemas.py
View File

@ -173,6 +173,8 @@ class ShowConfig(BaseModel):
bot_name: str
state: str
runmode: str
position_adjustment_enable: bool
max_entry_position_adjustment: int
class TradeSchema(BaseModel):

3
freqtrade/rpc/api_server/api_v1.py
View File

@ -214,7 +214,8 @@ def reload_config(rpc: RPC = Depends(get_rpc)):
@router.get('/pair_candles', response_model=PairHistory, tags=['candle data'])
def pair_candles(pair: str, timeframe: str, limit: Optional[int], rpc: RPC = Depends(get_rpc)):
def pair_candles(
pair: str, timeframe: str, limit: Optional[int] = None, rpc: RPC = Depends(get_rpc)):
return rpc._rpc_analysed_dataframe(pair, timeframe, limit)

3
freqtrade/rpc/fiat_convert.py
View File

@ -77,6 +77,9 @@ class CryptoToFiatConverter:
else:
return None
found = [x for x in self._coinlistings if x['symbol'] == crypto_symbol]
if crypto_symbol == 'eth':
found = [x for x in self._coinlistings if x['id'] == 'ethereum']
if len(found) == 1:
return found[0]['id']

14
freqtrade/rpc/rpc.py
View File

@ -136,7 +136,12 @@ class RPC:
'ask_strategy': config.get('ask_strategy', {}),
'bid_strategy': config.get('bid_strategy', {}),
'state': str(botstate),
'runmode': config['runmode'].value
'runmode': config['runmode'].value,
'position_adjustment_enable': config.get('position_adjustment_enable', False),
'max_entry_position_adjustment': (
config.get('max_entry_position_adjustment', -1)
if config.get('max_entry_position_adjustment') != float('inf')
else -1)
}
return val
@ -247,8 +252,11 @@ class RPC:
profit_str
]
if self._config.get('position_adjustment_enable', False):
filled_buys = trade.select_filled_orders('buy')
detail_trade.append(str(len(filled_buys)))
max_buy_str = ''
if self._config.get('max_entry_position_adjustment', -1) > 0:
max_buy_str = f"/{self._config['max_entry_position_adjustment'] + 1}"
filled_buys = trade.nr_of_successful_buys
detail_trade.append(f"{filled_buys}{max_buy_str}")
trades_list.append(detail_trade)
profitcol = "Profit"
if self._fiat_converter:

9
freqtrade/rpc/telegram.py
View File

@ -1347,6 +1347,14 @@ class Telegram(RPCHandler):
else:
sl_info = f"*Stoploss:* `{val['stoploss']}`\n"
if val['position_adjustment_enable']:
pa_info = (
f"*Position adjustment:* On\n"
f"*Max enter position adjustment:* `{val['max_entry_position_adjustment']}`\n"
)
else:
pa_info = "*Position adjustment:* Off\n"
self._send_msg(
f"*Mode:* `{'Dry-run' if val['dry_run'] else 'Live'}`\n"
f"*Exchange:* `{val['exchange']}`\n"
@ -1356,6 +1364,7 @@ class Telegram(RPCHandler):
f"*Ask strategy:* ```\n{json.dumps(val['ask_strategy'])}```\n"
f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n"
f"{sl_info}"
f"{pa_info}"
f"*Timeframe:* `{val['timeframe']}`\n"
f"*Strategy:* `{val['strategy']}`\n"
f"*Current state:* `{val['state']}`"

1
freqtrade/strategy/interface.py
View File

@ -108,6 +108,7 @@ class IStrategy(ABC, HyperStrategyMixin):
# Position adjustment is disabled by default
position_adjustment_enable: bool = False
max_entry_position_adjustment: int = -1
# Number of seconds after which the candle will no longer result in a buy on expired candles
ignore_buying_expired_candle_after: int = 0

6
requirements-dev.txt
View File

@ -10,14 +10,14 @@ mypy==0.931
pytest==6.2.5
pytest-asyncio==0.17.2
pytest-cov==3.0.0
pytest-mock==3.6.1
pytest-mock==3.7.0
pytest-random-order==1.0.4
isort==5.10.1
# For datetime mocking
time-machine==2.6.0
# Convert jupyter notebooks to markdown documents
nbconvert==6.4.0
nbconvert==6.4.1
# mypy types
types-cachetools==4.2.9
@ -26,4 +26,4 @@ types-requests==2.27.7
types-tabulate==0.8.5
# Extensions to datetime library
types-python-dateutil==2.8.8
types-python-dateutil==2.8.9

13
requirements.txt
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@ -1,15 +1,14 @@
numpy==1.21.5; python_version <= '3.7'
numpy==1.22.1; python_version > '3.7'
pandas==1.3.5
numpy==1.22.1
pandas==1.4.0
pandas-ta==0.3.14b
ccxt==1.68.20
ccxt==1.71.46
# Pin cryptography for now due to rust build errors with piwheels
cryptography==36.0.1
aiohttp==3.8.1
SQLAlchemy==1.4.31
python-telegram-bot==13.10
arrow==1.2.1
arrow==1.2.2
cachetools==4.2.2
requests==2.27.1
urllib3==1.26.8
@ -33,7 +32,7 @@ sdnotify==0.3.2
# API Server
fastapi==0.73.0
uvicorn==0.17.0
uvicorn==0.17.1
pyjwt==2.3.0
aiofiles==0.8.0
psutil==5.9.0
@ -42,6 +41,6 @@ psutil==5.9.0
colorama==0.4.4
# Building config files interactively
questionary==1.10.0
prompt-toolkit==3.0.24
prompt-toolkit==3.0.26
# Extensions to datetime library
python-dateutil==2.8.2

1
setup.cfg
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@ -14,7 +14,6 @@ classifiers =
Environment :: Console
Intended Audience :: Science/Research
License :: OSI Approved :: GNU General Public License v3 (GPLv3)
Programming Language :: Python :: 3.7
Programming Language :: Python :: 3.8
Programming Language :: Python :: 3.9
Programming Language :: Python :: 3.10

6
setup.sh
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@ -25,7 +25,7 @@ function check_installed_python() {
exit 2
fi
for v in 9 10 8 7
for v in 9 10 8
do
PYTHON="python3.${v}"
which $PYTHON
@ -219,7 +219,7 @@ function install() {
install_redhat
else
echo "This script does not support your OS."
echo "If you have Python version 3.7 - 3.10, pip, virtualenv, ta-lib you can continue."
echo "If you have Python version 3.8 - 3.10, pip, virtualenv, ta-lib you can continue."
echo "Wait 10 seconds to continue the next install steps or use ctrl+c to interrupt this shell."
sleep 10
fi
@ -246,7 +246,7 @@ function help() {
echo " -p,--plot Install dependencies for Plotting scripts."
}
# Verify if 3.7 or 3.8 is installed
# Verify if 3.8+ is installed
check_installed_python
case $* in

3
tests/rpc/test_fiat_convert.py
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@ -148,10 +148,13 @@ def test_fiat_multiple_coins(mocker, caplog):
{'id': 'helium', 'symbol': 'hnt', 'name': 'Helium'},
{'id': 'hymnode', 'symbol': 'hnt', 'name': 'Hymnode'},
{'id': 'bitcoin', 'symbol': 'btc', 'name': 'Bitcoin'},
{'id': 'ethereum', 'symbol': 'eth', 'name': 'Ethereum'},
{'id': 'ethereum-wormhole', 'symbol': 'eth', 'name': 'Ethereum Wormhole'},
]
assert fiat_convert._get_gekko_id('btc') == 'bitcoin'
assert fiat_convert._get_gekko_id('hnt') is None
assert fiat_convert._get_gekko_id('eth') == 'ethereum'
assert log_has('Found multiple mappings in goingekko for hnt.', caplog)

4
tests/rpc/test_rpc.py
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@ -221,9 +221,13 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
assert '-0.06' == f'{fiat_profit_sum:.2f}'
rpc._config['position_adjustment_enable'] = True
rpc._config['max_entry_position_adjustment'] = 3
result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
assert "# Buys" in headers
assert len(result[0]) == 5
# 4th column should be 1/4 - as 1 order filled (a total of 4 is possible)
# 3 on top of the initial one.
assert result[0][4] == '1/4'
mocker.patch('freqtrade.exchange.Exchange.get_rate',
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))

29
tests/test_freqtradebot.py
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@ -4550,3 +4550,32 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
# Make sure the closed order is found as the second order.
order = trade.select_order('buy', False)
assert order.order_id == '652'
def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None:
default_conf_usdt.update({
"position_adjustment_enable": True,
})
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.check_and_call_adjust_trade_position',
side_effect=DependencyException())
create_mock_trades(fee)
freqtrade.process_open_trade_positions()
assert log_has_re(r"Unable to adjust position of trade for .*", caplog)
def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, caplog) -> None:
default_conf_usdt.update({
"position_adjustment_enable": True,
"max_entry_position_adjustment": 0,
})
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
create_mock_trades(fee)
caplog.set_level(logging.DEBUG)
freqtrade.process_open_trade_positions()
assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog)