Merge branch 'develop' into mac_install_talib

docs/hyperopt.md

@@ -20,8 +20,8 @@ We recommend you start by taking a look at `hyperopt.py` file located in [freqtr
  
 ### Configure your Guards and Triggers
 There are two places you need to change to add a new buy strategy for testing:
-- Inside [populate_buy_trend()](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L278-L294).
+- Inside [populate_buy_trend()](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L231-L264).
-- Inside [hyperopt_space()](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L218-L229) 
+- Inside [hyperopt_space()](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L213-L224) 
 and the associated methods `indicator_space`, `roi_space`, `stoploss_space`.
 
 There you have two different type of indicators: 1. `guards` and 2. `triggers`.

freqtrade/persistence.py

@@ -4,7 +4,7 @@ This module contains the class to persist trades into SQLite
 
 import logging
 from datetime import datetime
-from decimal import Decimal, getcontext
+from decimal import Decimal
 from typing import Any, Dict, Optional
 
 import arrow
@@ -241,7 +241,6 @@ class Trade(_DECL_BASE):
 
         logger.info('Updating trade (id=%d) ...', self.id)
 
-        getcontext().prec = 8  # Bittrex do not go above 8 decimal
         if order_type == 'limit' and order['side'] == 'buy':
             # Update open rate and actual amount
             self.open_rate = Decimal(order['price'])
@@ -278,7 +277,6 @@ class Trade(_DECL_BASE):
         If rate is not set self.fee will be used
         :return: Price in BTC of the open trade
         """
-        getcontext().prec = 8
 
         buy_trade = (Decimal(self.amount) * Decimal(self.open_rate))
         fees = buy_trade * Decimal(fee or self.fee_open)
@@ -296,7 +294,6 @@ class Trade(_DECL_BASE):
         If rate is not set self.close_rate will be used
         :return: Price in BTC of the open trade
         """
-        getcontext().prec = 8
 
         if rate is None and not self.close_rate:
             return 0.0
@@ -336,7 +333,6 @@ class Trade(_DECL_BASE):
         :param fee: fee to use on the close rate (optional).
         :return: profit in percentage as float
         """
-        getcontext().prec = 8
 
         open_trade_price = self.calc_open_trade_price()
         close_trade_price = self.calc_close_trade_price(

freqtrade/rpc/rpc.py

@@ -84,9 +84,7 @@ class RPC(object):
         """
         # Fetch open trade
         trades = Trade.query.filter(Trade.is_open.is_(True)).all()
-        if self._freqtrade.state != State.RUNNING:
+        if not trades:
-            raise RPCException('trader is not running')
-        elif not trades:
             raise RPCException('no active trade')
         else:
             results = []
@@ -118,9 +116,7 @@ class RPC(object):
 
     def _rpc_status_table(self) -> DataFrame:
         trades = Trade.query.filter(Trade.is_open.is_(True)).all()
-        if self._freqtrade.state != State.RUNNING:
+        if not trades:
-            raise RPCException('trader is not running')
-        elif not trades:
             raise RPCException('no active order')
         else:
             trades_list = []
@@ -385,8 +381,6 @@ class RPC(object):
         Handler for performance.
         Shows a performance statistic from finished trades
         """
-        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'),

freqtrade/rpc/telegram.py

@@ -307,11 +307,14 @@ class Telegram(RPC):
             result = self._rpc_balance(self._config.get('fiat_display_currency', ''))
             output = ''
             for currency in result['currencies']:
+                if currency['est_btc'] > 0.0001:
                     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)
+                else:
+                    output += "*{currency}:* not showing <1$ amount \n".format(**currency)
 
             output += "\n*Estimated Value*:\n" \
                       "\t`BTC: {total: .8f}`\n" \

freqtrade/tests/optimize/test_backtesting.py

@@ -534,7 +534,7 @@ def test_backtest(default_conf, fee, mocker) -> None:
 
     expected = pd.DataFrame(
         {'pair': [pair, pair],
-         'profit_percent': [0.00029975, 0.00056708],
+         'profit_percent': [0.00029977, 0.00056716],
          'profit_abs': [1.49e-06, 7.6e-07],
          'open_time': [Arrow(2018, 1, 29, 18, 40, 0).datetime,
                        Arrow(2018, 1, 30, 3, 30, 0).datetime],

freqtrade/tests/rpc/test_rpc.py

@@ -40,10 +40,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
     patch_get_signal(freqtradebot, (True, False))
     rpc = RPC(freqtradebot)
 
-    freqtradebot.state = State.STOPPED
-    with pytest.raises(RPCException, match=r'.*trader is not running*'):
-        rpc._rpc_trade_status()
-
     freqtradebot.state = State.RUNNING
     with pytest.raises(RPCException, match=r'.*no active trade*'):
         rpc._rpc_trade_status()
@@ -81,10 +77,6 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
     patch_get_signal(freqtradebot, (True, False))
     rpc = RPC(freqtradebot)
 
-    freqtradebot.state = State.STOPPED
-    with pytest.raises(RPCException, match=r'.*trader is not running*'):
-        rpc._rpc_status_table()
-
     freqtradebot.state = State.RUNNING
     with pytest.raises(RPCException, match=r'.*no active order*'):
         rpc._rpc_status_table()

freqtrade/tests/rpc/test_rpc_telegram.py

@@ -250,9 +250,10 @@ def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> No
     telegram = Telegram(freqtradebot)
 
     freqtradebot.state = State.STOPPED
+    # Status is also enabled when stopped
     telegram._status(bot=MagicMock(), update=update)
     assert msg_mock.call_count == 1
-    assert 'trader is not running' in msg_mock.call_args_list[0][0][0]
+    assert 'no active trade' in msg_mock.call_args_list[0][0][0]
     msg_mock.reset_mock()
 
     freqtradebot.state = State.RUNNING
@@ -295,9 +296,10 @@ def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker)
     telegram = Telegram(freqtradebot)
 
     freqtradebot.state = State.STOPPED
+    # Status table is also enabled when stopped
     telegram._status_table(bot=MagicMock(), update=update)
     assert msg_mock.call_count == 1
-    assert 'trader is not running' in msg_mock.call_args_list[0][0][0]
+    assert 'no active order' in msg_mock.call_args_list[0][0][0]
     msg_mock.reset_mock()
 
     freqtradebot.state = State.RUNNING
@@ -507,6 +509,11 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
             'total': 10.0,
             'free': 10.0,
             'used': 0.0
+        },
+        'XRP': {
+            'total': 1.0,
+            'free': 1.0,
+            'used': 0.0
             }
     }
 
@@ -517,7 +524,12 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
                 'ask': 10000.00,
                 'last': 10000.00,
             }
-
+        elif symbol == 'XRP/BTC':
+            return {
+                'bid': 0.00001,
+                'ask': 0.00001,
+                'last': 0.00001,
+            }
         return {
             'bid': 0.1,
             'ask': 0.1,
@@ -548,7 +560,8 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
     assert '*USDT:*' in result
     assert 'Balance:' in result
     assert 'Est. BTC:' in result
-    assert 'BTC:  14.00000000' in result
+    assert 'BTC:  12.00000000' in result
+    assert '*XRP:* not showing <1$ amount' in result
 
 
 def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
@@ -712,7 +725,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
         'open_rate': 1.099e-05,
         'current_rate': 1.172e-05,
         'profit_amount': 6.126e-05,
-        'profit_percent': 0.06110514,
+        'profit_percent': 0.0611052,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
     } == last_msg
@@ -765,7 +778,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
         'open_rate': 1.099e-05,
         'current_rate': 1.044e-05,
         'profit_amount': -5.492e-05,
-        'profit_percent': -0.05478343,
+        'profit_percent': -0.05478342,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
     } == last_msg
@@ -810,7 +823,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker
         'open_rate': 1.099e-05,
         'current_rate': 1.098e-05,
         'profit_amount': -5.91e-06,
-        'profit_percent': -0.00589292,
+        'profit_percent': -0.00589291,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
     } == msg
@@ -895,26 +908,6 @@ def test_performance_handle(default_conf, update, ticker, fee,
     assert '<code>ETH/BTC\t6.20% (1)</code>' in msg_mock.call_args_list[0][0][0]
 
 
-def test_performance_handle_invalid(default_conf, update, mocker) -> None:
-    patch_coinmarketcap(mocker)
-    patch_exchange(mocker)
-    msg_mock = MagicMock()
-    mocker.patch.multiple(
-        'freqtrade.rpc.telegram.Telegram',
-        _init=MagicMock(),
-        _send_msg=msg_mock
-    )
-    freqtradebot = FreqtradeBot(default_conf)
-    patch_get_signal(freqtradebot, (True, False))
-    telegram = Telegram(freqtradebot)
-
-    # Trader is not running
-    freqtradebot.state = State.STOPPED
-    telegram._performance(bot=MagicMock(), update=update)
-    assert msg_mock.call_count == 1
-    assert 'not running' in msg_mock.call_args_list[0][0][0]
-
-
 def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
     patch_coinmarketcap(mocker)
     patch_exchange(mocker)

freqtrade/tests/test_freqtradebot.py

@@ -167,11 +167,6 @@ def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None
         freqtrade._gen_pair_whitelist(base_currency='BTC')
 
 
-@pytest.mark.skip(reason="Test not implemented")
-def test_refresh_whitelist() -> None:
-    pass
-
-
 def test_get_trade_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -804,7 +799,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
     trade.update(limit_sell_order)
 
     assert trade.close_rate == 0.00001173
-    assert trade.close_profit == 0.06201057
+    assert trade.close_profit == 0.06201058
     assert trade.calc_profit() == 0.00006217
     assert trade.close_date is not None
 
@@ -1231,7 +1226,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
         'open_rate': 1.099e-05,
         'current_rate': 1.172e-05,
         'profit_amount': 6.126e-05,
-        'profit_percent': 0.06110514,
+        'profit_percent': 0.0611052,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
     } == last_msg
@@ -1277,7 +1272,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
         'open_rate': 1.099e-05,
         'current_rate': 1.044e-05,
         'profit_amount': -5.492e-05,
-        'profit_percent': -0.05478343,
+        'profit_percent': -0.05478342,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
     } == last_msg
@@ -1324,7 +1319,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
         'open_rate': 1.099e-05,
         'current_rate': 1.172e-05,
         'profit_amount': 6.126e-05,
-        'profit_percent': 0.06110514,
+        'profit_percent': 0.0611052,
     } == last_msg
 
 
@@ -1370,7 +1365,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
         'open_rate': 1.099e-05,
         'current_rate': 1.044e-05,
         'profit_amount': -5.492e-05,
-        'profit_percent': -0.05478343,
+        'profit_percent': -0.05478342,
     } == last_msg
 
 

freqtrade/tests/test_persistence.py

@@ -113,7 +113,7 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee):
     trade.update(limit_sell_order)
     assert trade.open_order_id is None
     assert trade.close_rate == 0.00001173
-    assert trade.close_profit == 0.06201057
+    assert trade.close_profit == 0.06201058
     assert trade.close_date is not None
 
 
@@ -129,16 +129,16 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
 
     trade.open_order_id = 'something'
     trade.update(limit_buy_order)
-    assert trade.calc_open_trade_price() == 0.001002500
+    assert trade.calc_open_trade_price() == 0.0010024999999225068
 
     trade.update(limit_sell_order)
-    assert trade.calc_close_trade_price() == 0.0010646656
+    assert trade.calc_close_trade_price() == 0.0010646656050132426
 
     # Profit in BTC
     assert trade.calc_profit() == 0.00006217
 
     # Profit in percent
-    assert trade.calc_profit_percent() == 0.06201057
+    assert trade.calc_profit_percent() == 0.06201058
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -207,10 +207,10 @@ def test_calc_open_trade_price(limit_buy_order, fee):
     trade.update(limit_buy_order)  # Buy @ 0.00001099
 
     # Get the open rate price with the standard fee rate
-    assert trade.calc_open_trade_price() == 0.001002500
+    assert trade.calc_open_trade_price() == 0.0010024999999225068
 
     # Get the open rate price with a custom fee rate
-    assert trade.calc_open_trade_price(fee=0.003) == 0.001003000
+    assert trade.calc_open_trade_price(fee=0.003) == 0.001002999999922468
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -226,14 +226,14 @@ def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
     trade.update(limit_buy_order)  # Buy @ 0.00001099
 
     # Get the close rate price with a custom close rate and a regular fee rate
-    assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318
+    assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318470471794
 
     # Get the close rate price with a custom close rate and a custom fee rate
-    assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704
+    assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704275749754
 
     # Test when we apply a Sell order, and ask price with a custom fee rate
     trade.update(limit_sell_order)
-    assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972
+    assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972701635854
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -281,17 +281,17 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
     trade.update(limit_buy_order)  # Buy @ 0.00001099
 
     # Get percent of profit with a custom rate (Higher than open rate)
-    assert trade.calc_profit_percent(rate=0.00001234) == 0.1172387
+    assert trade.calc_profit_percent(rate=0.00001234) == 0.11723875
 
     # Get percent of profit with a custom rate (Lower than open rate)
-    assert trade.calc_profit_percent(rate=0.00000123) == -0.88863827
+    assert trade.calc_profit_percent(rate=0.00000123) == -0.88863828
 
     # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
     trade.update(limit_sell_order)
-    assert trade.calc_profit_percent() == 0.06201057
+    assert trade.calc_profit_percent() == 0.06201058
 
     # Test with a custom fee rate on the close trade
-    assert trade.calc_profit_percent(fee=0.003) == 0.0614782
+    assert trade.calc_profit_percent(fee=0.003) == 0.06147824
 
 
 def test_clean_dry_run_db(default_conf, fee):

requirements.txt

@@ -1,18 +1,18 @@
-ccxt==1.17.375
+ccxt==1.17.402
 SQLAlchemy==1.2.12
 python-telegram-bot==11.1.0
 arrow==0.12.1
 cachetools==2.1.0
-requests==2.19.1
+requests==2.20.0
-urllib3==1.23
+urllib3==1.24
 wrapt==1.10.11
 pandas==0.23.4
 scikit-learn==0.20.0
 scipy==1.1.0
 jsonschema==2.6.0
-numpy==1.15.2
+numpy==1.15.3
 TA-Lib==0.4.17
-pytest==3.8.2
+pytest==3.9.2
 pytest-mock==1.10.0
 pytest-asyncio==0.9.0
 pytest-cov==2.6.0