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Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting

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This commit is contained in:
eSeR1805
2022-05-17 14:09:57 +03:00
committed by GitHub
parent c6bf6779f8 8d46e16c46
commit 34684ec86a
11 changed files with 161 additions and 55 deletions
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8
freqtrade/data/history/hdf5datahandler.py
View File

@@ -40,7 +40,7 @@ class HDF5DataHandler(IDataHandler):
return [
(
cls.rebuild_pair_from_filename(match[1]),
match[2],
cls.rebuild_timeframe_from_filename(match[2]),
CandleType.from_string(match[3])
) for match in _tmp if match and len(match.groups()) > 1]
@@ -109,7 +109,11 @@ class HDF5DataHandler(IDataHandler):
)
if not filename.exists():
return pd.DataFrame(columns=self._columns)
# Fallback mode for 1M files
filename = self._pair_data_filename(
self._datadir, pair, timeframe, candle_type=candle_type, no_timeframe_modify=True)
if not filename.exists():
return pd.DataFrame(columns=self._columns)
where = []
if timerange:
if timerange.starttype == 'date':

20
freqtrade/data/history/idatahandler.py
View File

@@ -26,7 +26,7 @@ logger = logging.getLogger(__name__)
class IDataHandler(ABC):
_OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+\S)\-?([a-zA-Z_]*)?(?=\.)'
_OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)'
def __init__(self, datadir: Path) -> None:
self._datadir = datadir
@@ -193,10 +193,14 @@ class IDataHandler(ABC):
datadir: Path,
pair: str,
timeframe: str,
candle_type: CandleType
candle_type: CandleType,
no_timeframe_modify: bool = False
) -> Path:
pair_s = misc.pair_to_filename(pair)
candle = ""
if not no_timeframe_modify:
timeframe = cls.timeframe_to_file(timeframe)
if candle_type != CandleType.SPOT:
datadir = datadir.joinpath('futures')
candle = f"-{candle_type}"
@@ -210,6 +214,18 @@ class IDataHandler(ABC):
filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
return filename
@staticmethod
def timeframe_to_file(timeframe: str):
return timeframe.replace('M', 'Mo')
@staticmethod
def rebuild_timeframe_from_filename(timeframe: str) -> str:
"""
converts timeframe from disk to file
Replaces mo with M (to avoid problems on case-insensitive filesystems)
"""
return re.sub('1mo', '1M', timeframe, flags=re.IGNORECASE)
@staticmethod
def rebuild_pair_from_filename(pair: str) -> str:
"""

11
freqtrade/data/history/jsondatahandler.py
View File

@@ -41,7 +41,7 @@ class JsonDataHandler(IDataHandler):
return [
(
cls.rebuild_pair_from_filename(match[1]),
match[2],
cls.rebuild_timeframe_from_filename(match[2]),
CandleType.from_string(match[3])
) for match in _tmp if match and len(match.groups()) > 1]
@@ -103,9 +103,14 @@ class JsonDataHandler(IDataHandler):
:param candle_type: Any of the enum CandleType (must match trading mode!)
:return: DataFrame with ohlcv data, or empty DataFrame
"""
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type=candle_type)
filename = self._pair_data_filename(
self._datadir, pair, timeframe, candle_type=candle_type)
if not filename.exists():
return DataFrame(columns=self._columns)
# Fallback mode for 1M files
filename = self._pair_data_filename(
self._datadir, pair, timeframe, candle_type=candle_type, no_timeframe_modify=True)
if not filename.exists():
return DataFrame(columns=self._columns)
try:
pairdata = read_json(filename, orient='values')
pairdata.columns = self._columns

44
freqtrade/exchange/exchange.py
View File

@@ -16,8 +16,7 @@ import arrow
import ccxt
import ccxt.async_support as ccxt_async
from cachetools import TTLCache
from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE,
decimal_to_precision)
from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, Precise, decimal_to_precision
from pandas import DataFrame
from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BuySell,
@@ -704,10 +703,11 @@ class Exchange:
# counting_mode=self.precisionMode,
# ))
if self.precisionMode == TICK_SIZE:
precision = self.markets[pair]['precision']['price']
missing = price % precision
if missing != 0:
price = round(price - missing + precision, 10)
precision = Precise(str(self.markets[pair]['precision']['price']))
price_str = Precise(str(price))
missing = price_str % precision
if not missing == Precise("0"):
price = round(float(str(price_str - missing + precision)), 14)
else:
symbol_prec = self.markets[pair]['precision']['price']
big_price = price * pow(10, symbol_prec)
@@ -1457,6 +1457,23 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
def _get_price_side(self, side: str, is_short: bool, conf_strategy: Dict) -> str:
price_side = conf_strategy['price_side']
if price_side in ('same', 'other'):
price_map = {
('entry', 'long', 'same'): 'bid',
('entry', 'long', 'other'): 'ask',
('entry', 'short', 'same'): 'ask',
('entry', 'short', 'other'): 'bid',
('exit', 'long', 'same'): 'ask',
('exit', 'long', 'other'): 'bid',
('exit', 'short', 'same'): 'bid',
('exit', 'short', 'other'): 'ask',
}
price_side = price_map[(side, 'short' if is_short else 'long', price_side)]
return price_side
def get_rate(self, pair: str, refresh: bool,
side: EntryExit, is_short: bool) -> float:
"""
@@ -1483,20 +1500,7 @@ class Exchange:
conf_strategy = self._config.get(strat_name, {})
price_side = conf_strategy['price_side']
if price_side in ('same', 'other'):
price_map = {
('entry', 'long', 'same'): 'bid',
('entry', 'long', 'other'): 'ask',
('entry', 'short', 'same'): 'ask',
('entry', 'short', 'other'): 'bid',
('exit', 'long', 'same'): 'ask',
('exit', 'long', 'other'): 'bid',
('exit', 'short', 'same'): 'bid',
('exit', 'short', 'other'): 'ask',
}
price_side = price_map[(side, 'short' if is_short else 'long', price_side)]
price_side = self._get_price_side(side, is_short, conf_strategy)
price_side_word = price_side.capitalize()

24
freqtrade/optimize/backtesting.py
View File

@@ -542,11 +542,11 @@ class Backtesting:
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
try:
closerate = self._get_close_rate(row, trade, exit_, trade_dur)
close_rate = self._get_close_rate(row, trade, exit_, trade_dur)
except ValueError:
return None
# call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(closerate)
# call the custom exit price,with default value as previous close_rate
current_profit = trade.calc_profit_ratio(close_rate)
order_type = self.strategy.order_types['exit']
if exit_.exit_type in (ExitType.EXIT_SIGNAL, ExitType.CUSTOM_EXIT):
# Checks and adds an exit tag, after checking that the length of the
@@ -560,24 +560,24 @@ class Backtesting:
exit_reason = row[EXIT_TAG_IDX]
# Custom exit pricing only for exit-signals
if order_type == 'limit':
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)(
close_rate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=close_rate)(
pair=trade.pair, trade=trade,
current_time=exit_candle_time,
proposed_rate=closerate, current_profit=current_profit,
proposed_rate=close_rate, current_profit=current_profit,
exit_tag=exit_reason)
# We can't place orders lower than current low.
# freqtrade does not support this in live, and the order would fill immediately
if trade.is_short:
closerate = min(closerate, row[HIGH_IDX])
close_rate = min(close_rate, row[HIGH_IDX])
else:
closerate = max(closerate, row[LOW_IDX])
close_rate = max(close_rate, row[LOW_IDX])
# Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['exit']
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
rate=closerate,
rate=close_rate,
time_in_force=time_in_force,
sell_reason=exit_reason, # deprecated
exit_reason=exit_reason,
@@ -600,12 +600,12 @@ class Backtesting:
side=trade.exit_side,
order_type=order_type,
status="open",
price=closerate,
average=closerate,
price=close_rate,
average=close_rate,
amount=trade.amount,
filled=0,
remaining=trade.amount,
cost=trade.amount * closerate,
cost=trade.amount * close_rate,
)
trade.orders.append(order)
return trade

4
freqtrade/rpc/telegram.py
View File

@@ -1410,14 +1410,14 @@ class Telegram(RPCHandler):
"Optionally takes a rate at which to sell "
"(only applies to limit orders).` \n")
message = (
"_BotControl_\n"
"_Bot Control_\n"
"------------\n"
"*/start:* `Starts the trader`\n"
"*/stop:* Stops the trader\n"
"*/stopbuy:* `Stops buying, but handles open trades gracefully` \n"
"*/forceexit <trade_id>|all:* `Instantly exits the given trade or all trades, "
"regardless of profit`\n"
"*/fe <trade_id>|all:* `Alias to /forceexit`"
"*/fe <trade_id>|all:* `Alias to /forceexit`\n"
f"{force_enter_text if self._config.get('force_entry_enable', False) else ''}"
"*/delete <trade_id>:* `Instantly delete the given trade in the database`\n"
"*/whitelist:* `Show current whitelist` \n"