From 0e1eb20781a71e6e9468f44f96f82545c678d907 Mon Sep 17 00:00:00 2001 From: Sebastien Moreau Date: Mon, 23 Oct 2017 16:43:05 -0400 Subject: [PATCH 01/67] Adds /count command Adds /count command Adds /count command --- .editorconfig | 18 ++++++++++ bin/run-docker | 74 +++++++++++++++++++++++++++++++++++++++ freqtrade/rpc/telegram.py | 24 +++++++++++++ 3 files changed, 116 insertions(+) create mode 100644 .editorconfig create mode 100755 bin/run-docker diff --git a/.editorconfig b/.editorconfig new file mode 100644 index 000000000..326ade84f --- /dev/null +++ b/.editorconfig @@ -0,0 +1,18 @@ +# http://editorconfig.org +root = true + +[*] +charset = utf-8 +end_of_line = lf +indent_size = 4 +indent_style = space +insert_final_newline = true +max_line_length = 80 +trim_trailing_whitespace = true + +[*.md] +max_line_length = 0 +trim_trailing_whitespace = false + +[COMMIT_EDITMSG] +max_line_length = 0 diff --git a/bin/run-docker b/bin/run-docker new file mode 100755 index 000000000..e0874589b --- /dev/null +++ b/bin/run-docker @@ -0,0 +1,74 @@ +#!/bin/bash + +# Check if docker image exists +CMD_CHECK_IMAGE="docker images -q freqtrade:latest" +REBUILD=false +DRY_RUN=false + +while getopts rdh option +do + case "${option}" + in + r) REBUILD=true + ;; + d) DRY_RUN=true + ;; + h) cat << EOF + +Commands available : + +-r Rebuild the container +-d Dry Run +-h This help message +EOF + exit 0 + ;; + esac +done + +# Ensures files exists +[ -d ~/.freqtrade ] || mkdir ~/.freqtrade +cp config.json ~/.freqtrade/ +touch ~/.freqtrade/tradesv2.sqlite +touch ~/.freqtrade/tradesv2.dry_run.sqlite + + +echo 'Stopping container...' +docker stop freqtrade > /dev/null \ + && docker rm freqtrade > /dev/null \ + && echo 'Container stopped' + + +if [[ -z $($CMD_CHECK_IMAGE) || $REBUILD = true ]]; then + echo "Building container" + docker build -t freqtrade . +fi + + +# Generates Docker commands based on options +DOCKER_CMD="docker run -d \ + --name freqtrade \ + -v ~/.freqtrade/config.json:/freqtrade/config.json" + +if [[ $DRY_RUN = true ]]; then + DOCKER_CMD="$DOCKER_CMD \ + -v ~/.freqtrade/tradesv2.dry_run.sqlite:/freqtrade/tradesv2.dry_run.sqlite" +else + DOCKER_CMD="$DOCKER_CMD \ + -v ~/.freqtrade/tradesv2.sqlite:/freqtrade/tradesv2.sqlite" +fi + +DOCKER_CMD="$DOCKER_CMD freqtrade" + +echo 'Starting container' +eval $DOCKER_CMD \ > /dev/null \ + && echo 'Container ready' \ + || echo 'Problem starting container' + +exit 0 + +docker run -d \ + --name freqtrade \ + -v ~/.freqtrade/config.json:/freqtrade/config.json \ + -v ~/.freqtrade/tradesv2.dry_run.sqlite:/freqtrade/tradesv2.dry_run.sqlite \ + freqtrade diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 84c86f816..ecac558c9 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -45,6 +45,7 @@ def init(config: dict) -> None: CommandHandler('stop', _stop), CommandHandler('forcesell', _forcesell), CommandHandler('performance', _performance), + CommandHandler('count', _count), CommandHandler('help', _help), ] for handle in handles: @@ -310,6 +311,29 @@ def _performance(bot: Bot, update: Update) -> None: send_msg(message, parse_mode=ParseMode.HTML) +@authorized_only +def _count(bot: Bot, update: Update) -> None: + """ + Handler for /count. + Returns the number of trades running + :param bot: telegram bot + :param update: message update + :return: None + """ + if get_state() != State.RUNNING: + send_msg('`trader is not running`', bot=bot) + return + + trades = Trade.query.filter(Trade.is_open.is_(True)).all() + + current_trades_count = len(trades) + max_trades_count = _CONF['max_open_trades'] + + message = 'Count:\ncurrent/max\n{}/{}\n'.format(current_trades_count, max_trades_count) + logger.debug(message) + send_msg(message, parse_mode=ParseMode.HTML) + + @authorized_only def _help(bot: Bot, update: Update) -> None: """ From 8bdace68f60ded15f30bf34afd7f41ad8244535b Mon Sep 17 00:00:00 2001 From: Sebastien Moreau Date: Sun, 29 Oct 2017 18:57:48 -0400 Subject: [PATCH 02/67] Adds options for /status command --- .editorconfig | 18 -------- bin/run-docker | 74 ------------------------------ freqtrade/rpc/telegram.py | 94 ++++++++++++++++++++++++++++++++++++++- requirements.txt | 3 +- 4 files changed, 95 insertions(+), 94 deletions(-) delete mode 100644 .editorconfig delete mode 100755 bin/run-docker diff --git a/.editorconfig b/.editorconfig deleted file mode 100644 index 326ade84f..000000000 --- a/.editorconfig +++ /dev/null @@ -1,18 +0,0 @@ -# http://editorconfig.org -root = true - -[*] -charset = utf-8 -end_of_line = lf -indent_size = 4 -indent_style = space -insert_final_newline = true -max_line_length = 80 -trim_trailing_whitespace = true - -[*.md] -max_line_length = 0 -trim_trailing_whitespace = false - -[COMMIT_EDITMSG] -max_line_length = 0 diff --git a/bin/run-docker b/bin/run-docker deleted file mode 100755 index e0874589b..000000000 --- a/bin/run-docker +++ /dev/null @@ -1,74 +0,0 @@ -#!/bin/bash - -# Check if docker image exists -CMD_CHECK_IMAGE="docker images -q freqtrade:latest" -REBUILD=false -DRY_RUN=false - -while getopts rdh option -do - case "${option}" - in - r) REBUILD=true - ;; - d) DRY_RUN=true - ;; - h) cat << EOF - -Commands available : - --r Rebuild the container --d Dry Run --h This help message -EOF - exit 0 - ;; - esac -done - -# Ensures files exists -[ -d ~/.freqtrade ] || mkdir ~/.freqtrade -cp config.json ~/.freqtrade/ -touch ~/.freqtrade/tradesv2.sqlite -touch ~/.freqtrade/tradesv2.dry_run.sqlite - - -echo 'Stopping container...' -docker stop freqtrade > /dev/null \ - && docker rm freqtrade > /dev/null \ - && echo 'Container stopped' - - -if [[ -z $($CMD_CHECK_IMAGE) || $REBUILD = true ]]; then - echo "Building container" - docker build -t freqtrade . -fi - - -# Generates Docker commands based on options -DOCKER_CMD="docker run -d \ - --name freqtrade \ - -v ~/.freqtrade/config.json:/freqtrade/config.json" - -if [[ $DRY_RUN = true ]]; then - DOCKER_CMD="$DOCKER_CMD \ - -v ~/.freqtrade/tradesv2.dry_run.sqlite:/freqtrade/tradesv2.dry_run.sqlite" -else - DOCKER_CMD="$DOCKER_CMD \ - -v ~/.freqtrade/tradesv2.sqlite:/freqtrade/tradesv2.sqlite" -fi - -DOCKER_CMD="$DOCKER_CMD freqtrade" - -echo 'Starting container' -eval $DOCKER_CMD \ > /dev/null \ - && echo 'Container ready' \ - || echo 'Problem starting container' - -exit 0 - -docker run -d \ - --name freqtrade \ - -v ~/.freqtrade/config.json:/freqtrade/config.json \ - -v ~/.freqtrade/tradesv2.dry_run.sqlite:/freqtrade/tradesv2.dry_run.sqlite \ - freqtrade diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index ecac558c9..94449fa70 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -1,6 +1,8 @@ import logging from datetime import timedelta from typing import Callable, Any +from pandas import DataFrame +from tabulate import tabulate import arrow from sqlalchemy import and_, func, text @@ -100,6 +102,14 @@ def _status(bot: Bot, update: Update) -> None: :param update: message update :return: None """ + + # Check if additional parameters are passed + params = update.message.text.replace('/status', '').split(' ') \ + if update.message.text else [] + if 'table' in params: + _status_table(bot, update) + return + # Fetch open trade trades = Trade.query.filter(Trade.is_open.is_(True)).all() if get_state() != State.RUNNING: @@ -145,6 +155,71 @@ def _status(bot: Bot, update: Update) -> None: send_msg(message, bot=bot) +@authorized_only +def _status_table(bot: Bot, update: Update) -> None: + """ + Handler for /status table. + Returns the current TradeThread status in table format + :param bot: telegram bot + :param update: message update + :return: None + """ + short_version = False + params = update.message.text.replace('/status', '').split(' ') + if 'short' in params: + short_version = True + + # Fetch open trade + trades = Trade.query.filter(Trade.is_open.is_(True)).all() + if get_state() != State.RUNNING: + send_msg('*Status:* `trader is not running`', bot=bot) + elif not trades: + send_msg('*Status:* `no active order`', bot=bot) + else: + trades_list = [] + for trade in trades: + # calculate profit and send message to user + current_rate = exchange.get_ticker(trade.pair)['bid'] + current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate) + orders = exchange.get_open_orders(trade.pair) + orders = [o for o in orders if o['id'] == trade.open_order_id] + order = orders[0] if orders else None + + fmt_close_profit = '{:.2f}'.format(trade.close_profit) if trade.close_profit else 'No' + fmt_current_profit = '{:.2f}'.format(current_profit) + + row = [ + trade.id, + trade.pair, + shorten_date(arrow.get(trade.open_date).humanize()), + round(trade.amount, 8), + trade.open_rate, + trade.close_rate, + current_rate, + fmt_close_profit, + fmt_current_profit, + '{} ({})'.format(order['remaining'], order['type']) if order else 'No' + ] + + trades_list.append(row) + + columns = ['ID', 'Pair', 'Since', 'Amount', 'Open Rate', + 'Close Rate', 'Cur. Rate', 'Close Profit', 'Profit', + 'Open Order'] + + df = DataFrame.from_records(trades_list, columns=columns) + df = df.set_index(columns[0]) + + columns_short = ['Pair', 'Since', 'Profit'] + + if short_version == True: + df = df[columns_short] + + message = tabulate(df, headers='keys', tablefmt='simple') + message = "
{}
".format(message) + + send_msg(message, parse_mode=ParseMode.HTML) + @authorized_only def _profit(bot: Bot, update: Update) -> None: """ @@ -346,15 +421,32 @@ def _help(bot: Bot, update: Update) -> None: message = """ */start:* `Starts the trader` */stop:* `Stops the trader` -*/status:* `Lists all open trades` +*/status [table [short]]:* `Lists all open trades` + *table :* `will display trades in a table` + *short :* `condensed output` */profit:* `Lists cumulative profit from all finished trades` */forcesell :* `Instantly sells the given trade, regardless of profit` */performance:* `Show performance of each finished trade grouped by pair` +*/count:* `Show number of trades running compared to allowed number of trades` */help:* `This help message` """ send_msg(message, bot=bot) +def shorten_date(date): + return date.replace('ago', '') \ + .replace('seconds', 's') \ + .replace('minutes', 'm') \ + .replace('minute', 'm') \ + .replace('hours', 'h') \ + .replace('hour', 'h') \ + .replace('days', 'd') \ + .replace('day', 'd') \ + .replace('an', '1') \ + .replace('a', '1') \ + .replace(' ', '') + + def send_msg(msg: str, bot: Bot = None, parse_mode: ParseMode = ParseMode.MARKDOWN) -> None: """ Send given markdown message diff --git a/requirements.txt b/requirements.txt index 69379b025..83292154e 100644 --- a/requirements.txt +++ b/requirements.txt @@ -17,7 +17,8 @@ pytest-cov==2.5.1 hyperopt==0.1 # do not upgrade networkx before this is fixed https://github.com/hyperopt/hyperopt/issues/325 networkx==1.11 +tabulate==0.8.1 # Required for plotting data #matplotlib==2.1.0 -#PYQT5==5.9 \ No newline at end of file +#PYQT5==5.9 From 361bdd20d35e2823e0cc10e63f807f342f8df614 Mon Sep 17 00:00:00 2001 From: Sebastien Moreau Date: Sun, 29 Oct 2017 20:55:14 -0400 Subject: [PATCH 03/67] Updates README --- README.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 4388f00e3..edc21a9b5 100644 --- a/README.md +++ b/README.md @@ -19,7 +19,8 @@ Persistence is achieved through sqlite. #### Telegram RPC commands: * /start: Starts the trader * /stop: Stops the trader -* /status: Lists all open trades +* /status [table [short]]: Lists all open trades +* /count: Displays number of open trades * /profit: Lists cumulative profit from all finished trades * /forcesell : Instantly sells the given trade (Ignoring `minimum_roi`). * /performance: Show performance of each finished trade grouped by pair From fad642707874963be3b526134d8b34cd974b0323 Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 01:43:15 +0100 Subject: [PATCH 04/67] coverage: omit vendor folder --- .coveragerc | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/.coveragerc b/.coveragerc index 3d5e5889f..9e4dc2c18 100644 --- a/.coveragerc +++ b/.coveragerc @@ -1,2 +1,4 @@ [run] -omit = freqtrade/tests/* +omit = + freqtrade/tests/* + freqtrade/vendor/* \ No newline at end of file From 60249af04ccec3f31c1bdf541ec1a70b85a9f8e6 Mon Sep 17 00:00:00 2001 From: Sebastien Moreau Date: Thu, 2 Nov 2017 13:25:19 -0400 Subject: [PATCH 05/67] Removes long format + pylint fixes --- README.md | 2 +- freqtrade/rpc/telegram.py | 71 ++++++++++++--------------------------- 2 files changed, 23 insertions(+), 50 deletions(-) diff --git a/README.md b/README.md index edc21a9b5..aa6d1a506 100644 --- a/README.md +++ b/README.md @@ -19,7 +19,7 @@ Persistence is achieved through sqlite. #### Telegram RPC commands: * /start: Starts the trader * /stop: Stops the trader -* /status [table [short]]: Lists all open trades +* /status [table]: Lists all open trades * /count: Displays number of open trades * /profit: Lists cumulative profit from all finished trades * /forcesell : Instantly sells the given trade (Ignoring `minimum_roi`). diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 94449fa70..dc13726f7 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -1,4 +1,5 @@ import logging +import re from datetime import timedelta from typing import Callable, Any from pandas import DataFrame @@ -164,11 +165,6 @@ def _status_table(bot: Bot, update: Update) -> None: :param update: message update :return: None """ - short_version = False - params = update.message.text.replace('/status', '').split(' ') - if 'short' in params: - short_version = True - # Fetch open trade trades = Trade.query.filter(Trade.is_open.is_(True)).all() if get_state() != State.RUNNING: @@ -180,46 +176,29 @@ def _status_table(bot: Bot, update: Update) -> None: for trade in trades: # calculate profit and send message to user current_rate = exchange.get_ticker(trade.pair)['bid'] - current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate) - orders = exchange.get_open_orders(trade.pair) - orders = [o for o in orders if o['id'] == trade.open_order_id] - order = orders[0] if orders else None - - fmt_close_profit = '{:.2f}'.format(trade.close_profit) if trade.close_profit else 'No' - fmt_current_profit = '{:.2f}'.format(current_profit) + current_profit = '{:.2f}'.format(100 * ((current_rate \ + - trade.open_rate) / trade.open_rate)) row = [ trade.id, trade.pair, - shorten_date(arrow.get(trade.open_date).humanize()), - round(trade.amount, 8), - trade.open_rate, - trade.close_rate, - current_rate, - fmt_close_profit, - fmt_current_profit, - '{} ({})'.format(order['remaining'], order['type']) if order else 'No' + shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)), + current_profit ] trades_list.append(row) - columns = ['ID', 'Pair', 'Since', 'Amount', 'Open Rate', - 'Close Rate', 'Cur. Rate', 'Close Profit', 'Profit', - 'Open Order'] + columns = ['ID', 'Pair', 'Since', 'Profit'] - df = DataFrame.from_records(trades_list, columns=columns) - df = df.set_index(columns[0]) + df_statuses = DataFrame.from_records(trades_list, columns=columns) + df_statuses = df_statuses.set_index(columns[0]) - columns_short = ['Pair', 'Since', 'Profit'] - - if short_version == True: - df = df[columns_short] - - message = tabulate(df, headers='keys', tablefmt='simple') + message = tabulate(df_statuses, headers='keys', tablefmt='simple') message = "
{}
".format(message) send_msg(message, parse_mode=ParseMode.HTML) + @authorized_only def _profit(bot: Bot, update: Update) -> None: """ @@ -387,7 +366,7 @@ def _performance(bot: Bot, update: Update) -> None: @authorized_only -def _count(bot: Bot, update: Update) -> None: +def _count(bot: Bot) -> None: """ Handler for /count. Returns the number of trades running @@ -400,11 +379,8 @@ def _count(bot: Bot, update: Update) -> None: return trades = Trade.query.filter(Trade.is_open.is_(True)).all() + message = 'Count:\ncurrent/max\n{}/{}\n'.format(len(trades), _CONF['max_open_trades']) - current_trades_count = len(trades) - max_trades_count = _CONF['max_open_trades'] - - message = 'Count:\ncurrent/max\n{}/{}\n'.format(current_trades_count, max_trades_count) logger.debug(message) send_msg(message, parse_mode=ParseMode.HTML) @@ -421,9 +397,8 @@ def _help(bot: Bot, update: Update) -> None: message = """ */start:* `Starts the trader` */stop:* `Stops the trader` -*/status [table [short]]:* `Lists all open trades` +*/status [table]:* `Lists all open trades` *table :* `will display trades in a table` - *short :* `condensed output` */profit:* `Lists cumulative profit from all finished trades` */forcesell :* `Instantly sells the given trade, regardless of profit` */performance:* `Show performance of each finished trade grouped by pair` @@ -434,17 +409,15 @@ def _help(bot: Bot, update: Update) -> None: def shorten_date(date): - return date.replace('ago', '') \ - .replace('seconds', 's') \ - .replace('minutes', 'm') \ - .replace('minute', 'm') \ - .replace('hours', 'h') \ - .replace('hour', 'h') \ - .replace('days', 'd') \ - .replace('day', 'd') \ - .replace('an', '1') \ - .replace('a', '1') \ - .replace(' ', '') + """ + Trim the date so it fits on small screens + """ + new_date = re.sub('seconds?', 'sec', date) + new_date = re.sub('minutes?', 'min', new_date) + new_date = re.sub('hours?', 'h', new_date) + new_date = re.sub('days?', 'd', new_date) + new_date = re.sub('^an?', '1', new_date) + return new_date def send_msg(msg: str, bot: Bot = None, parse_mode: ParseMode = ParseMode.MARKDOWN) -> None: From 465c91b9a95fe2a5d9f8a6468ac78e9a31aa2313 Mon Sep 17 00:00:00 2001 From: gcarq Date: Thu, 2 Nov 2017 18:56:57 +0100 Subject: [PATCH 06/67] telegram.cleanup: fix NoneType issue when telegram is deactivated --- freqtrade/rpc/telegram.py | 40 ++++++++++++++++++++++++--------------- 1 file changed, 25 insertions(+), 15 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index fef8c46b5..b18cb821d 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -32,7 +32,7 @@ def init(config: dict) -> None: global _updater _CONF.update(config) - if not _CONF['telegram']['enabled']: + if not is_enabled(): return _updater = Updater(token=config['telegram']['token'], workers=0) @@ -67,9 +67,18 @@ def cleanup() -> None: Stops all running telegram threads. :return: None """ + if not is_enabled(): + return _updater.stop() +def is_enabled() -> bool: + """ + Returns True if the telegram module is activated, False otherwise + """ + return bool(_CONF['telegram'].get('enabled', False)) + + def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[..., Any]: """ Decorator to check if the message comes from the correct chat_id @@ -362,18 +371,19 @@ def send_msg(msg: str, bot: Bot = None, parse_mode: ParseMode = ParseMode.MARKDO :param parse_mode: telegram parse mode :return: None """ - if _CONF['telegram'].get('enabled', False): + if not is_enabled(): + return + try: + bot = bot or _updater.bot try: - bot = bot or _updater.bot - try: - bot.send_message(_CONF['telegram']['chat_id'], msg, parse_mode=parse_mode) - except NetworkError as error: - # Sometimes the telegram server resets the current connection, - # if this is the case we send the message again. - logger.warning( - 'Got Telegram NetworkError: %s! Trying one more time.', - error.message - ) - bot.send_message(_CONF['telegram']['chat_id'], msg, parse_mode=parse_mode) - except Exception: - logger.exception('Exception occurred within Telegram API') + bot.send_message(_CONF['telegram']['chat_id'], msg, parse_mode=parse_mode) + except NetworkError as error: + # Sometimes the telegram server resets the current connection, + # if this is the case we send the message again. + logger.warning( + 'Got Telegram NetworkError: %s! Trying one more time.', + error.message + ) + bot.send_message(_CONF['telegram']['chat_id'], msg, parse_mode=parse_mode) + except Exception: + logger.exception('Exception occurred within Telegram API') From 4a35676794754848a483d4afa33ff8699f963feb Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 00:12:18 +0100 Subject: [PATCH 07/67] rename and exchange instance and mark it as private --- freqtrade/analyze.py | 6 ++--- freqtrade/exchange/__init__.py | 48 ++++++++++++++++++++++------------ freqtrade/main.py | 2 +- 3 files changed, 35 insertions(+), 21 deletions(-) diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index b99a67809..73365969d 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -17,8 +17,8 @@ logger = logging.getLogger(__name__) def parse_ticker_dataframe(ticker: list) -> DataFrame: """ - Analyses the trend for the given pair - :param pair: pair as str in format BTC_ETH or BTC-ETH + Analyses the trend for the given ticker history + :param ticker: See exchange.get_ticker_history :return: DataFrame """ df = DataFrame(ticker) \ @@ -161,7 +161,7 @@ def plot_dataframe(dataframe: DataFrame, pair: str) -> None: if __name__ == '__main__': # Install PYQT5==5.9 manually if you want to test this helper function while True: - exchange.EXCHANGE = Bittrex({'key': '', 'secret': ''}) + exchange._API = Bittrex({'key': '', 'secret': ''}) test_pair = 'BTC_ETH' # for pair in ['BTC_ANT', 'BTC_ETH', 'BTC_GNT', 'BTC_ETC']: # get_buy_signal(pair) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index b424660bf..769d076e9 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -10,7 +10,7 @@ from freqtrade.exchange.interface import Exchange logger = logging.getLogger(__name__) # Current selected exchange -EXCHANGE: Exchange = None +_API: Exchange = None _CONF: dict = {} @@ -29,7 +29,7 @@ def init(config: dict) -> None: :param config: config to use :return: None """ - global _CONF, EXCHANGE + global _CONF, _API _CONF.update(config) @@ -45,7 +45,7 @@ def init(config: dict) -> None: except KeyError: raise RuntimeError('Exchange {} is not supported'.format(name)) - EXCHANGE = exchange_class(exchange_config) + _API = exchange_class(exchange_config) # Check if all pairs are available validate_pairs(config['exchange']['pair_whitelist']) @@ -58,62 +58,76 @@ def validate_pairs(pairs: List[str]) -> None: :param pairs: list of pairs :return: None """ - markets = EXCHANGE.get_markets() + markets = _API.get_markets() for pair in pairs: if pair not in markets: - raise RuntimeError('Pair {} is not available at {}'.format(pair, EXCHANGE.name.lower())) + raise RuntimeError('Pair {} is not available at {}'.format(pair, _API.name.lower())) def buy(pair: str, rate: float, amount: float) -> str: if _CONF['dry_run']: return 'dry_run' - return EXCHANGE.buy(pair, rate, amount) + return _API.buy(pair, rate, amount) def sell(pair: str, rate: float, amount: float) -> str: if _CONF['dry_run']: return 'dry_run' - return EXCHANGE.sell(pair, rate, amount) + return _API.sell(pair, rate, amount) def get_balance(currency: str) -> float: if _CONF['dry_run']: return 999.9 - return EXCHANGE.get_balance(currency) + return _API.get_balance(currency) def get_balances(): - return EXCHANGE.get_balances() + return _API.get_balances() def get_ticker(pair: str) -> dict: - return EXCHANGE.get_ticker(pair) + return _API.get_ticker(pair) def get_ticker_history(pair: str, minimum_date: arrow.Arrow): - return EXCHANGE.get_ticker_history(pair, minimum_date) + return _API.get_ticker_history(pair, minimum_date) def cancel_order(order_id: str) -> None: if _CONF['dry_run']: return - return EXCHANGE.cancel_order(order_id) + return _API.cancel_order(order_id) -def get_open_orders(pair: str) -> List[dict]: +def get_order(order_id: str) -> Dict: if _CONF['dry_run']: - return [] + return { - return EXCHANGE.get_open_orders(pair) + } + + return _API.get_order(order_id) def get_pair_detail_url(pair: str) -> str: - return EXCHANGE.get_pair_detail_url(pair) + return _API.get_pair_detail_url(pair) def get_markets() -> List[str]: - return EXCHANGE.get_markets() + return _API.get_markets() + + +def get_name() -> str: + return _API.name + + +def get_sleep_time() -> float: + return _API.sleep_time + + +def get_fee() -> float: + return _API.fee diff --git a/freqtrade/main.py b/freqtrade/main.py index 68277adaa..15778cb46 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -266,7 +266,7 @@ def app(config: dict) -> None: elif new_state == State.RUNNING: _process() # We need to sleep here because otherwise we would run into bittrex rate limit - time.sleep(exchange.EXCHANGE.sleep_time) + time.sleep(exchange.get_sleep_time()) old_state = new_state except RuntimeError: telegram.send_msg( From 9b9d0250f77710413e552ebb34e239a7cf5fafad Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 00:13:23 +0100 Subject: [PATCH 08/67] replace get_open_oders() with get_order() and add property for fee --- freqtrade/exchange/__init__.py | 2 +- freqtrade/exchange/bittrex.py | 36 ++++++++++++++++----------- freqtrade/exchange/interface.py | 44 +++++++++++++++++++-------------- 3 files changed, 48 insertions(+), 34 deletions(-) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 769d076e9..170acbf3d 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -1,6 +1,6 @@ import enum import logging -from typing import List +from typing import List, Dict import arrow diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index 0b70e7a3b..306a7b698 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -1,5 +1,5 @@ import logging -from typing import List, Optional +from typing import List, Optional, Dict import arrow import requests @@ -36,6 +36,11 @@ class Bittrex(Exchange): _EXCHANGE_CONF.update(config) _API = _Bittrex(api_key=_EXCHANGE_CONF['key'], api_secret=_EXCHANGE_CONF['secret']) + @property + def fee(self) -> float: + # See https://bittrex.com/fees + return 0.0025 + def buy(self, pair: str, rate: float, amount: float) -> str: data = _API.buy_limit(pair.replace('_', '-'), amount, rate) if not data['success']: @@ -87,24 +92,27 @@ class Bittrex(Exchange): raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) return data + def get_order(self, order_id: str) -> Dict: + data = _API.get_order(order_id) + if not data['success']: + raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) + data = data['result'] + return { + 'id': data['OrderUuid'], + 'type': data['Type'], + 'pair': data['Exchange'].replace('-', '_'), + 'opened': data['Opened'], + 'rate': data['PricePerUnit'], + 'amount': data['Quantity'], + 'remaining': data['QuantityRemaining'], + 'closed': data['Closed'], + } + def cancel_order(self, order_id: str) -> None: data = _API.cancel(order_id) if not data['success']: raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) - def get_open_orders(self, pair: str) -> List[dict]: - data = _API.get_open_orders(pair.replace('_', '-')) - if not data['success']: - raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) - return [{ - 'id': entry['OrderUuid'], - 'type': entry['OrderType'], - 'opened': entry['Opened'], - 'rate': entry['PricePerUnit'], - 'amount': entry['Quantity'], - 'remaining': entry['QuantityRemaining'], - } for entry in data['result']] - def get_pair_detail_url(self, pair: str) -> str: return self.PAIR_DETAIL_METHOD + '?MarketName={}'.format(pair.replace('_', '-')) diff --git a/freqtrade/exchange/interface.py b/freqtrade/exchange/interface.py index 7c6f30be2..364b5afa4 100644 --- a/freqtrade/exchange/interface.py +++ b/freqtrade/exchange/interface.py @@ -1,5 +1,5 @@ from abc import ABC, abstractmethod -from typing import List, Optional +from typing import List, Optional, Dict import arrow @@ -13,6 +13,14 @@ class Exchange(ABC): """ return self.__class__.__name__ + @property + def fee(self) -> float: + """ + Fee for placing an order + :return: percentage in float + """ + return 0.0 + @property @abstractmethod def sleep_time(self) -> float: @@ -100,6 +108,22 @@ class Exchange(ABC): } """ + def get_order(self, order_id: str) -> Dict: + """ + Get order details for the given order_id. + :param order_id: ID as str + :return: dict, format: { + 'id': str, + 'type': str, + 'pair': str, + 'opened': str ISO 8601 datetime, + 'closed': str ISO 8601 datetime, + 'rate': float, + 'amount': float, + 'remaining': int + } + """ + @abstractmethod def cancel_order(self, order_id: str) -> None: """ @@ -108,24 +132,6 @@ class Exchange(ABC): :return: None """ - @abstractmethod - def get_open_orders(self, pair: str) -> List[dict]: - """ - Gets all open orders for given pair. - :param pair: Pair as str, format: BTC_ETC - :return: List of dicts, format: [ - { - 'id': str, - 'type': str, - 'opened': datetime, - 'rate': float, - 'amount': float, - 'remaining': int, - }, - ... - ] - """ - @abstractmethod def get_pair_detail_url(self, pair: str) -> str: """ From 0e96197a94404caf6d381637606ac53b4433644b Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 00:22:38 +0100 Subject: [PATCH 09/67] don't spend the whole coin balance when selling --- freqtrade/main.py | 45 +++++++++--------- freqtrade/persistence.py | 60 ++++++++++++++---------- freqtrade/rpc/telegram.py | 97 +++++++++++++++++++++------------------ 3 files changed, 111 insertions(+), 91 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 15778cb46..18fa04af9 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -80,23 +80,25 @@ def close_trade_if_fulfilled(trade: Trade) -> bool: return False -def execute_sell(trade: Trade, current_rate: float) -> None: +def execute_sell(trade: Trade, limit: float) -> None: """ - Executes a sell for the given trade and current rate + Executes a limit sell for the given trade and limit :param trade: Trade instance - :param current_rate: current rate + :param limit: limit rate for the sell order :return: None """ - # Get available balance - currency = trade.pair.split('_')[1] - balance = exchange.get_balance(currency) - profit = trade.exec_sell_order(current_rate, balance) - message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format( + # Execute sell and update trade record + order_id = exchange.sell(str(trade.pair), limit, trade.amount) + trade.open_order_id = order_id + trade.close_date = datetime.utcnow() + + exp_profit = round(trade.calc_profit(limit), 2) + message = '*{}:* Selling [{}]({}) with limit `{:f} (profit: ~{}%)`'.format( trade.exchange, trade.pair.replace('_', '/'), exchange.get_pair_detail_url(trade.pair), - trade.close_rate, - round(profit, 2) + limit, + exp_profit ) logger.info(message) telegram.send_msg(message) @@ -107,17 +109,15 @@ def should_sell(trade: Trade, current_rate: float, current_time: datetime) -> bo Based an earlier trade and current price and configuration, decides whether bot should sell :return True if bot should sell at current rate """ - current_profit = (current_rate - trade.open_rate) / trade.open_rate - + current_profit = trade.calc_profit(current_rate) if 'stoploss' in _CONF and current_profit < float(_CONF['stoploss']): logger.debug('Stop loss hit.') return True for duration, threshold in sorted(_CONF['minimal_roi'].items()): - duration, threshold = float(duration), float(threshold) # Check if time matches and current rate is above threshold time_diff = (current_time - trade.open_date).total_seconds() / 60 - if time_diff > duration and current_profit > threshold: + if time_diff > float(duration) and current_profit > threshold: return True logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit * 100.0) @@ -182,25 +182,24 @@ def create_trade(stake_amount: float) -> Optional[Trade]: else: return None - open_rate = get_target_bid(exchange.get_ticker(pair)) - amount = stake_amount / open_rate - order_id = exchange.buy(pair, open_rate, amount) + buy_limit = get_target_bid(exchange.get_ticker(pair)) + # TODO: apply fee to amount and also consider it for profit calculations + amount = stake_amount / buy_limit + order_id = exchange.buy(pair, buy_limit, amount) # Create trade entity and return - message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format( - exchange.EXCHANGE.name.upper(), + message = '*{}:* Buying [{}]({}) with limit `{:f}`'.format( + exchange.get_name().upper(), pair.replace('_', '/'), exchange.get_pair_detail_url(pair), - open_rate + buy_limit ) logger.info(message) telegram.send_msg(message) return Trade(pair=pair, stake_amount=stake_amount, - open_rate=open_rate, open_date=datetime.utcnow(), - amount=amount, - exchange=exchange.EXCHANGE.name.upper(), + exchange=exchange.get_name().upper(), open_order_id=order_id, is_open=True) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index dc9078d5f..b916c2a34 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -1,15 +1,18 @@ +import logging from datetime import datetime -from typing import Optional +from typing import Optional, Dict +import arrow from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine from sqlalchemy.ext.declarative import declarative_base from sqlalchemy.orm.scoping import scoped_session from sqlalchemy.orm.session import sessionmaker -from freqtrade import exchange +logging.basicConfig(level=logging.DEBUG, + format='%(asctime)s - %(name)s - %(levelname)s - %(message)s') +logger = logging.getLogger(__name__) _CONF = {} - Base = declarative_base() @@ -51,44 +54,55 @@ class Trade(Base): exchange = Column(String, nullable=False) pair = Column(String, nullable=False) is_open = Column(Boolean, nullable=False, default=True) - open_rate = Column(Float, nullable=False) + open_rate = Column(Float) close_rate = Column(Float) close_profit = Column(Float) stake_amount = Column(Float, name='btc_amount', nullable=False) - amount = Column(Float, nullable=False) + amount = Column(Float) open_date = Column(DateTime, nullable=False, default=datetime.utcnow) close_date = Column(DateTime) open_order_id = Column(String) def __repr__(self): - if self.is_open: - open_since = 'closed' - else: - open_since = round((datetime.utcnow() - self.open_date).total_seconds() / 60, 2) return 'Trade(id={}, pair={}, amount={}, open_rate={}, open_since={})'.format( self.id, self.pair, self.amount, self.open_rate, - open_since + arrow.get(self.open_date).humanize() if self.is_open else 'closed' ) - def exec_sell_order(self, rate: float, amount: float) -> float: + def update(self, order: Dict) -> None: """ - Executes a sell for the given trade and updated the entity. - :param rate: rate to sell for - :param amount: amount to sell - :return: current profit as percentage + Updates this entity with amount and actual open/close rates. + :param order: order retrieved by exchange.get_order() + :return: None """ - profit = 100 * ((rate - self.open_rate) / self.open_rate) + if not order['closed']: + return - # Execute sell and update trade record - order_id = exchange.sell(str(self.pair), rate, amount) - self.close_rate = rate - self.close_profit = profit - self.close_date = datetime.utcnow() - self.open_order_id = order_id + logger.debug('Updating trade (id=%d) ...', self.id) + if order['type'] == 'LIMIT_BUY': + # Set open rate and actual amount + self.open_rate = order['rate'] + self.amount = order['amount'] + elif order['type'] == 'LIMIT_SELL': + # Set close rate and set actual profit + self.close_rate = order['rate'] + self.close_profit = self.calc_profit() + else: + raise ValueError('Unknown order type: {}'.format(order['type'])) + + self.open_order_id = None # Flush changes Trade.session.flush() - return profit + + def calc_profit(self, rate: float=None) -> float: + """ + Calculates the profit in percentage. + :param rate: rate to compare with (optional). + If rate is not set self.close_rate will be used + :return: profit in percentage as float + """ + return (rate or self.close_rate - self.open_rate) / self.open_rate diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index b18cb821d..3cf035e35 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -114,20 +114,18 @@ def _status(bot: Bot, update: Update) -> None: if get_state() != State.RUNNING: send_msg('*Status:* `trader is not running`', bot=bot) elif not trades: - send_msg('*Status:* `no active order`', bot=bot) + send_msg('*Status:* `no active trade`', bot=bot) else: for trade in trades: - # calculate profit and send message to user - current_rate = exchange.get_ticker(trade.pair)['bid'] - current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate) - orders = exchange.get_open_orders(trade.pair) - orders = [o for o in orders if o['id'] == trade.open_order_id] - order = orders[0] if orders else None - - fmt_close_profit = '{:.2f}%'.format( - round(trade.close_profit, 2) - ) if trade.close_profit else None - message = """ + order = exchange.get_order(trade.open_order_id) + if trade.open_rate: + # calculate profit and send message to user + current_rate = exchange.get_ticker(trade.pair)['bid'] + current_profit = trade.calc_profit(current_rate) + fmt_close_profit = '{:.2f}%'.format( + round(trade.close_profit * 100, 2) + ) if trade.close_profit else None + message = """ *Trade ID:* `{trade_id}` *Current Pair:* [{pair}]({market_url}) *Open Since:* `{date}` @@ -138,19 +136,38 @@ def _status(bot: Bot, update: Update) -> None: *Close Profit:* `{close_profit}` *Current Profit:* `{current_profit:.2f}%` *Open Order:* `{open_order}` - """.format( - trade_id=trade.id, - pair=trade.pair, - market_url=exchange.get_pair_detail_url(trade.pair), - date=arrow.get(trade.open_date).humanize(), - open_rate=trade.open_rate, - close_rate=trade.close_rate, - current_rate=current_rate, - amount=round(trade.amount, 8), - close_profit=fmt_close_profit, - current_profit=round(current_profit, 2), - open_order='{} ({})'.format(order['remaining'], order['type']) if order else None, - ) + """.format( + trade_id=trade.id, + pair=trade.pair, + market_url=exchange.get_pair_detail_url(trade.pair), + date=arrow.get(trade.open_date).humanize(), + open_rate=trade.open_rate, + close_rate=trade.close_rate, + current_rate=current_rate, + amount=round(trade.amount, 8), + close_profit=fmt_close_profit, + current_profit=round(current_profit * 100, 2), + open_order='{} ({})'.format( + order['remaining'], order['type'] + ) if order else None, + ) + else: + message = """ +*Trade ID:* `{trade_id}` +*Current Pair:* [{pair}]({market_url}) +*Open Since:* `{date}` +*Open Order:* `{open_order}` + +`Waiting until order is fulfilled.` + """.format( + trade_id=trade.id, + pair=trade.pair, + market_url=exchange.get_pair_detail_url(trade.pair), + date=arrow.get(trade.open_date).humanize(), + open_order='{} ({})'.format( + order['remaining'], order['type'] + ) if order else None, + ) send_msg(message, bot=bot) @@ -169,6 +186,8 @@ def _profit(bot: Bot, update: Update) -> None: profits = [] durations = [] for trade in trades: + if not trade.open_rate: + continue if trade.close_date: durations.append((trade.close_date - trade.open_date).total_seconds()) if trade.close_profit: @@ -176,9 +195,9 @@ def _profit(bot: Bot, update: Update) -> None: else: # Get current rate current_rate = exchange.get_ticker(trade.pair)['bid'] - profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate) + profit = trade.calc_profit(current_rate) - profit_amounts.append((profit / 100) * trade.stake_amount) + profit_amounts.append(profit * trade.stake_amount) profits.append(profit) best_pair = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \ @@ -193,7 +212,7 @@ def _profit(bot: Bot, update: Update) -> None: bp_pair, bp_rate = best_pair markdown_msg = """ -*ROI:* `{profit_btc:.2f} ({profit:.2f}%)` +*ROI:* `{profit_btc:.6f} ({profit:.2f}%)` *Trade Count:* `{trade_count}` *First Trade opened:* `{first_trade_date}` *Latest Trade opened:* `{latest_trade_date}` @@ -201,13 +220,13 @@ def _profit(bot: Bot, update: Update) -> None: *Best Performing:* `{best_pair}: {best_rate:.2f}%` """.format( profit_btc=round(sum(profit_amounts), 8), - profit=round(sum(profits), 2), + profit=round(sum(profits) * 100, 2), trade_count=len(trades), first_trade_date=arrow.get(trades[0].open_date).humanize(), latest_trade_date=arrow.get(trades[-1].open_date).humanize(), avg_duration=str(timedelta(seconds=sum(durations) / float(len(durations)))).split('.')[0], best_pair=bp_pair, - best_rate=round(bp_rate, 2), + best_rate=round(bp_rate * 100, 2), ) send_msg(markdown_msg, bot=bot) @@ -291,20 +310,8 @@ def _forcesell(bot: Bot, update: Update) -> None: return # Get current rate current_rate = exchange.get_ticker(trade.pair)['bid'] - # Get available balance - currency = trade.pair.split('_')[1] - balance = exchange.get_balance(currency) - # Execute sell - profit = trade.exec_sell_order(current_rate, balance) - message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format( - trade.exchange, - trade.pair.replace('_', '/'), - exchange.get_pair_detail_url(trade.pair), - trade.close_rate, - round(profit, 2) - ) - logger.info(message) - send_msg(message) + from freqtrade.main import execute_sell + execute_sell(trade, current_rate) except ValueError: send_msg('Invalid argument. Usage: `/forcesell `') @@ -333,7 +340,7 @@ def _performance(bot: Bot, update: Update) -> None: stats = '\n'.join('{index}. {pair}\t{profit:.2f}%'.format( index=i + 1, pair=pair, - profit=round(rate, 2) + profit=round(rate * 100, 2) ) for i, (pair, rate) in enumerate(pair_rates)) message = 'Performance:\n{}\n'.format(stats) From 9ff4a7b20537d10b82dde7302725b35c2a93e8e5 Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 00:25:12 +0100 Subject: [PATCH 10/67] refactor _process to update trade state --- freqtrade/main.py | 32 ++++++++++++++++---------------- 1 file changed, 16 insertions(+), 16 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 18fa04af9..bedaccb7e 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -8,6 +8,7 @@ from datetime import datetime from typing import Dict, Optional from signal import signal, SIGINT, SIGABRT, SIGTERM +import requests from jsonschema import validate from freqtrade import __version__, exchange, persistence @@ -44,22 +45,21 @@ def _process() -> None: logger.exception('Unable to create trade') for trade in trades: - # Check if there is already an open order for this trade - orders = exchange.get_open_orders(trade.pair) - orders = [o for o in orders if o['id'] == trade.open_order_id] - if orders: - logger.info('There is an open order for: %s', orders[0]) - else: - # Update state - trade.open_order_id = None - # Check if this trade can be closed - if not close_trade_if_fulfilled(trade): - # Check if we can sell our current pair - handle_trade(trade) - Trade.session.flush() - except (ConnectionError, json.JSONDecodeError) as error: - msg = 'Got {} in _process()'.format(error.__class__.__name__) + # Get order details for actual price per unit + if trade.open_order_id: + # Update trade with order values + logger.info('Got open order for %s', trade) + trade.update(exchange.get_order(trade.open_order_id)) + + if not close_trade_if_fulfilled(trade) and trade.open_rate: + # Check if we can sell our current pair + handle_trade(trade) + + Trade.session.flush() + except (requests.exceptions.ConnectionError, json.JSONDecodeError) as error: + msg = 'Got {} in _process(), retrying in 30 seconds...'.format(error.__class__.__name__) logger.exception(msg) + time.sleep(30) def close_trade_if_fulfilled(trade: Trade) -> bool: @@ -133,7 +133,7 @@ def handle_trade(trade: Trade) -> None: if not trade.is_open: raise ValueError('attempt to handle closed trade: {}'.format(trade)) - logger.debug('Handling open trade %s ...', trade) + logger.debug('Handling %s ...', trade) current_rate = exchange.get_ticker(trade.pair)['bid'] if should_sell(trade, current_rate, datetime.utcnow()): From 0d0d822904a92b5b3e28a2c14c31f88ba37e4188 Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 00:26:21 +0100 Subject: [PATCH 11/67] bump dburl to tradesv3 --- freqtrade/persistence.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index b916c2a34..d18d397c2 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -28,9 +28,9 @@ def init(config: dict, db_url: Optional[str] = None) -> None: _CONF.update(config) if not db_url: if _CONF.get('dry_run', False): - db_url = 'sqlite:///tradesv2.dry_run.sqlite' + db_url = 'sqlite:///tradesv3.dry_run.sqlite' else: - db_url = 'sqlite:///tradesv2.sqlite' + db_url = 'sqlite:///tradesv3.sqlite' engine = create_engine(db_url, echo=False) session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True)) From 1e5b0e87269834c9a24e1f5d687e9f58bc67c2d4 Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 00:26:32 +0100 Subject: [PATCH 12/67] adapt tests --- freqtrade/tests/test_backtesting.py | 4 +- freqtrade/tests/test_hyperopt.py | 2 +- freqtrade/tests/test_main.py | 46 +++++++++++--- freqtrade/tests/test_persistence.py | 21 ------- freqtrade/tests/test_telegram.py | 96 ++++++++++++++++++++++++++--- 5 files changed, 127 insertions(+), 42 deletions(-) delete mode 100644 freqtrade/tests/test_persistence.py diff --git a/freqtrade/tests/test_backtesting.py b/freqtrade/tests/test_backtesting.py index 4bd04e721..deabebfb9 100644 --- a/freqtrade/tests/test_backtesting.py +++ b/freqtrade/tests/test_backtesting.py @@ -11,7 +11,7 @@ from freqtrade.analyze import analyze_ticker from freqtrade.main import should_sell from freqtrade.persistence import Trade -logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot +logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot def format_results(results): @@ -63,7 +63,7 @@ def backtest(conf, pairs, mocker): # calculate win/lose forwards from buy point for row2 in ticker[row.Index:].itertuples(index=True): if should_sell(trade, row2.close, row2.date): - current_profit = (row2.close - trade.open_rate) / trade.open_rate + current_profit = trade.calc_profit(row2.close) trades.append((pair, current_profit, row2.Index - row.Index)) break diff --git a/freqtrade/tests/test_hyperopt.py b/freqtrade/tests/test_hyperopt.py index 5fedff519..5053cbfcd 100644 --- a/freqtrade/tests/test_hyperopt.py +++ b/freqtrade/tests/test_hyperopt.py @@ -12,7 +12,7 @@ from pandas import DataFrame from freqtrade.tests.test_backtesting import backtest, format_results from freqtrade.vendor.qtpylib.indicators import crossed_above -logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot +logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot # set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data TARGET_TRADES = 1200 diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 67e66bd23..c098c3dc0 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -1,5 +1,6 @@ # pragma pylint: disable=missing-docstring import copy +from datetime import datetime from unittest.mock import MagicMock, call import pytest @@ -60,23 +61,36 @@ def test_create_trade(conf, mocker): 'ask': 0.072661, 'last': 0.07256061 }), - buy=MagicMock(return_value='mocked_order_id')) + buy=MagicMock(return_value='mocked_limit_buy')) # Save state of current whitelist whitelist = copy.deepcopy(conf['exchange']['pair_whitelist']) init(conf, 'sqlite://') - for pair in ['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT']: + for _ in ['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT']: trade = create_trade(15.0) Trade.session.add(trade) Trade.session.flush() assert trade is not None - assert trade.open_rate == 0.072661 - assert trade.pair == pair - assert trade.exchange == Exchanges.BITTREX.name - assert trade.amount == 206.43811673387373 assert trade.stake_amount == 15.0 assert trade.is_open assert trade.open_date is not None + assert trade.exchange == Exchanges.BITTREX.name + + # Simulate fulfilled LIMIT_BUY order for trade + trade.update({ + 'id': 'mocked_limit_buy', + 'type': 'LIMIT_BUY', + 'pair': 'mocked', + 'opened': datetime.utcnow(), + 'rate': 0.072661, + 'amount': 206.43811673387373, + 'remaining': 0.0, + 'closed': datetime.utcnow(), + }) + + assert trade.open_rate == 0.072661 + assert trade.amount == 206.43811673387373 + assert whitelist == conf['exchange']['pair_whitelist'] buy_signal.assert_has_calls( @@ -94,14 +108,28 @@ def test_handle_trade(conf, mocker): 'ask': 0.172661, 'last': 0.17256061 }), - buy=MagicMock(return_value='mocked_order_id')) + sell=MagicMock(return_value='mocked_limit_sell')) trade = Trade.query.filter(Trade.is_open.is_(True)).first() assert trade + handle_trade(trade) + assert trade.open_order_id == 'mocked_limit_sell' + + # Simulate fulfilled LIMIT_SELL order for trade + trade.update({ + 'id': 'mocked_sell_limit', + 'type': 'LIMIT_SELL', + 'pair': 'mocked', + 'opened': datetime.utcnow(), + 'rate': 0.17256061, + 'amount': 206.43811673387373, + 'remaining': 0.0, + 'closed': datetime.utcnow(), + }) + assert trade.close_rate == 0.17256061 - assert trade.close_profit == 137.4872490056564 + assert trade.close_profit == 1.3748724900565639 assert trade.close_date is not None - assert trade.open_order_id == 'dry_run' def test_close_trade(conf, mocker): diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py deleted file mode 100644 index 6a74ad715..000000000 --- a/freqtrade/tests/test_persistence.py +++ /dev/null @@ -1,21 +0,0 @@ -# pragma pylint: disable=missing-docstring -from freqtrade.exchange import Exchanges -from freqtrade.persistence import Trade - - -def test_exec_sell_order(mocker): - api_mock = mocker.patch('freqtrade.main.exchange.sell', side_effect='mocked_order_id') - trade = Trade( - pair='BTC_ETH', - stake_amount=1.00, - open_rate=0.50, - amount=10.00, - exchange=Exchanges.BITTREX, - open_order_id='mocked' - ) - profit = trade.exec_sell_order(1.00, 10.00) - api_mock.assert_called_once_with('BTC_ETH', 1.0, 10.0) - assert profit == 100.0 - assert trade.close_rate == 1.0 - assert trade.close_profit == profit - assert trade.close_date is not None diff --git a/freqtrade/tests/test_telegram.py b/freqtrade/tests/test_telegram.py index 354abb086..8a6018129 100644 --- a/freqtrade/tests/test_telegram.py +++ b/freqtrade/tests/test_telegram.py @@ -46,6 +46,7 @@ def conf(): validate(configuration, CONF_SCHEMA) return configuration + @pytest.fixture def update(): _update = Update(0) @@ -78,8 +79,27 @@ def test_status_handle(conf, update, mocker): Trade.session.add(trade) Trade.session.flush() + # Trigger status while we don't know the open_rate yet _status(bot=MagicBot(), update=update) - assert msg_mock.call_count == 2 + + # Simulate fulfilled LIMIT_BUY order for trade + trade.update({ + 'id': 'mocked_limit_buy', + 'type': 'LIMIT_BUY', + 'pair': 'mocked', + 'opened': datetime.utcnow(), + 'rate': 0.07256060, + 'amount': 206.43811673387373, + 'remaining': 0.0, + 'closed': datetime.utcnow(), + }) + Trade.session.flush() + + # Trigger status while we have a fulfilled order for the open trade + _status(bot=MagicBot(), update=update) + + assert msg_mock.call_count == 3 + assert 'Waiting until order is fulfilled' in msg_mock.call_args_list[-2][0][0] assert '[BTC_ETH]' in msg_mock.call_args_list[-1][0][0] @@ -95,14 +115,36 @@ def test_profit_handle(conf, update, mocker): 'ask': 0.072661, 'last': 0.07256061 }), - buy=MagicMock(return_value='mocked_order_id')) + buy=MagicMock(return_value='mocked_limit_buy')) init(conf, 'sqlite://') # Create some test data trade = create_trade(15.0) assert trade - trade.close_rate = 0.07256061 - trade.close_profit = 100.00 + + # Simulate fulfilled LIMIT_BUY order for trade + trade.update({ + 'id': 'mocked_limit_buy', + 'type': 'LIMIT_BUY', + 'pair': 'mocked', + 'opened': datetime.utcnow(), + 'rate': 0.07256061, + 'amount': 206.43811673387373, + 'remaining': 0.0, + 'closed': datetime.utcnow(), + }) + # Simulate fulfilled LIMIT_SELL order for trade + trade.update({ + 'id': 'mocked_limit_sell', + 'type': 'LIMIT_SELL', + 'pair': 'mocked', + 'opened': datetime.utcnow(), + 'rate': 0.0802134, + 'amount': 206.43811673387373, + 'remaining': 0.0, + 'closed': datetime.utcnow(), + }) + trade.close_date = datetime.utcnow() trade.open_order_id = None trade.is_open = False @@ -111,7 +153,8 @@ def test_profit_handle(conf, update, mocker): _profit(bot=MagicBot(), update=update) assert msg_mock.call_count == 2 - assert '(100.00%)' in msg_mock.call_args_list[-1][0][0] + assert '*ROI:* `1.582013 (10.55%)`' in msg_mock.call_args_list[-1][0][0] + assert 'Best Performing:* `BTC_ETH: 10.55%`' in msg_mock.call_args_list[-1][0][0] def test_forcesell_handle(conf, update, mocker): @@ -132,6 +175,19 @@ def test_forcesell_handle(conf, update, mocker): # Create some test data trade = create_trade(15.0) assert trade + + # Simulate fulfilled LIMIT_BUY order for trade + trade.update({ + 'id': 'mocked_limit_buy', + 'type': 'LIMIT_BUY', + 'pair': 'mocked', + 'opened': datetime.utcnow(), + 'rate': 0.07256060, + 'amount': 206.43811673387373, + 'remaining': 0.0, + 'closed': datetime.utcnow(), + }) + Trade.session.add(trade) Trade.session.flush() @@ -161,10 +217,32 @@ def test_performance_handle(conf, update, mocker): # Create some test data trade = create_trade(15.0) assert trade - trade.close_rate = 0.07256061 - trade.close_profit = 100.00 + + # Simulate fulfilled LIMIT_BUY order for trade + trade.update({ + 'id': 'mocked_limit_buy', + 'type': 'LIMIT_BUY', + 'pair': 'mocked', + 'opened': datetime.utcnow(), + 'rate': 0.07256061, + 'amount': 206.43811673387373, + 'remaining': 0.0, + 'closed': datetime.utcnow(), + }) + + # Simulate fulfilled LIMIT_SELL order for trade + trade.update({ + 'id': 'mocked_limit_sell', + 'type': 'LIMIT_SELL', + 'pair': 'mocked', + 'opened': datetime.utcnow(), + 'rate': 0.0802134, + 'amount': 206.43811673387373, + 'remaining': 0.0, + 'closed': datetime.utcnow(), + }) + trade.close_date = datetime.utcnow() - trade.open_order_id = None trade.is_open = False Trade.session.add(trade) Trade.session.flush() @@ -172,7 +250,7 @@ def test_performance_handle(conf, update, mocker): _performance(bot=MagicBot(), update=update) assert msg_mock.call_count == 2 assert 'Performance' in msg_mock.call_args_list[-1][0][0] - assert 'BTC_ETH 100.00%' in msg_mock.call_args_list[-1][0][0] + assert 'BTC_ETH\t10.55%' in msg_mock.call_args_list[-1][0][0] def test_start_handle(conf, update, mocker): From 543857ddb290b9fe80a41a4c32244e40602481d0 Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 00:54:16 +0100 Subject: [PATCH 13/67] set initial open_rate and amount in create_trade This is mostly needed by dry_run --- freqtrade/exchange/__init__.py | 4 +-- freqtrade/main.py | 4 ++- freqtrade/persistence.py | 4 +-- freqtrade/rpc/telegram.py | 62 ++++++++++++-------------------- freqtrade/tests/test_telegram.py | 1 - 5 files changed, 28 insertions(+), 47 deletions(-) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 170acbf3d..58a020e12 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -106,9 +106,7 @@ def cancel_order(order_id: str) -> None: def get_order(order_id: str) -> Dict: if _CONF['dry_run']: - return { - - } + return {} return _API.get_order(order_id) diff --git a/freqtrade/main.py b/freqtrade/main.py index bedaccb7e..f96718c6b 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -51,7 +51,7 @@ def _process() -> None: logger.info('Got open order for %s', trade) trade.update(exchange.get_order(trade.open_order_id)) - if not close_trade_if_fulfilled(trade) and trade.open_rate: + if not close_trade_if_fulfilled(trade): # Check if we can sell our current pair handle_trade(trade) @@ -198,6 +198,8 @@ def create_trade(stake_amount: float) -> Optional[Trade]: telegram.send_msg(message) return Trade(pair=pair, stake_amount=stake_amount, + amount=amount, + open_rate=buy_limit, open_date=datetime.utcnow(), exchange=exchange.get_name().upper(), open_order_id=order_id, diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index d18d397c2..d16859724 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -78,12 +78,12 @@ class Trade(Base): :param order: order retrieved by exchange.get_order() :return: None """ - if not order['closed']: + if not order.get('closed'): return logger.debug('Updating trade (id=%d) ...', self.id) if order['type'] == 'LIMIT_BUY': - # Set open rate and actual amount + # Update open rate and actual amount self.open_rate = order['rate'] self.amount = order['amount'] elif order['type'] == 'LIMIT_SELL': diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 3cf035e35..08396ca6f 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -118,14 +118,13 @@ def _status(bot: Bot, update: Update) -> None: else: for trade in trades: order = exchange.get_order(trade.open_order_id) - if trade.open_rate: - # calculate profit and send message to user - current_rate = exchange.get_ticker(trade.pair)['bid'] - current_profit = trade.calc_profit(current_rate) - fmt_close_profit = '{:.2f}%'.format( - round(trade.close_profit * 100, 2) - ) if trade.close_profit else None - message = """ + # calculate profit and send message to user + current_rate = exchange.get_ticker(trade.pair)['bid'] + current_profit = trade.calc_profit(current_rate) + fmt_close_profit = '{:.2f}%'.format( + round(trade.close_profit * 100, 2) + ) if trade.close_profit else None + message = """ *Trade ID:* `{trade_id}` *Current Pair:* [{pair}]({market_url}) *Open Since:* `{date}` @@ -136,38 +135,21 @@ def _status(bot: Bot, update: Update) -> None: *Close Profit:* `{close_profit}` *Current Profit:* `{current_profit:.2f}%` *Open Order:* `{open_order}` - """.format( - trade_id=trade.id, - pair=trade.pair, - market_url=exchange.get_pair_detail_url(trade.pair), - date=arrow.get(trade.open_date).humanize(), - open_rate=trade.open_rate, - close_rate=trade.close_rate, - current_rate=current_rate, - amount=round(trade.amount, 8), - close_profit=fmt_close_profit, - current_profit=round(current_profit * 100, 2), - open_order='{} ({})'.format( - order['remaining'], order['type'] - ) if order else None, - ) - else: - message = """ -*Trade ID:* `{trade_id}` -*Current Pair:* [{pair}]({market_url}) -*Open Since:* `{date}` -*Open Order:* `{open_order}` - -`Waiting until order is fulfilled.` - """.format( - trade_id=trade.id, - pair=trade.pair, - market_url=exchange.get_pair_detail_url(trade.pair), - date=arrow.get(trade.open_date).humanize(), - open_order='{} ({})'.format( - order['remaining'], order['type'] - ) if order else None, - ) + """.format( + trade_id=trade.id, + pair=trade.pair, + market_url=exchange.get_pair_detail_url(trade.pair), + date=arrow.get(trade.open_date).humanize(), + open_rate=trade.open_rate, + close_rate=trade.close_rate, + current_rate=current_rate, + amount=round(trade.amount, 8), + close_profit=fmt_close_profit, + current_profit=round(current_profit * 100, 2), + open_order='{} ({})'.format( + order['remaining'], order['type'] + ) if order else None, + ) send_msg(message, bot=bot) diff --git a/freqtrade/tests/test_telegram.py b/freqtrade/tests/test_telegram.py index 8a6018129..109374321 100644 --- a/freqtrade/tests/test_telegram.py +++ b/freqtrade/tests/test_telegram.py @@ -99,7 +99,6 @@ def test_status_handle(conf, update, mocker): _status(bot=MagicBot(), update=update) assert msg_mock.call_count == 3 - assert 'Waiting until order is fulfilled' in msg_mock.call_args_list[-2][0][0] assert '[BTC_ETH]' in msg_mock.call_args_list[-1][0][0] From 9cb249610a580a506f7bf0c1e2aad0908d2ff727 Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 01:12:16 +0100 Subject: [PATCH 14/67] adapt dry_run return values --- freqtrade/exchange/__init__.py | 15 ++++++++++++--- freqtrade/persistence.py | 2 +- 2 files changed, 13 insertions(+), 4 deletions(-) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 58a020e12..566c5a41b 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -66,14 +66,14 @@ def validate_pairs(pairs: List[str]) -> None: def buy(pair: str, rate: float, amount: float) -> str: if _CONF['dry_run']: - return 'dry_run' + return 'dry_run_buy' return _API.buy(pair, rate, amount) def sell(pair: str, rate: float, amount: float) -> str: if _CONF['dry_run']: - return 'dry_run' + return 'dry_run_sell' return _API.sell(pair, rate, amount) @@ -106,7 +106,16 @@ def cancel_order(order_id: str) -> None: def get_order(order_id: str) -> Dict: if _CONF['dry_run']: - return {} + return { + 'id': 'dry_run_sell', + 'type': 'LIMIT_SELL', + 'pair': 'mocked', + 'opened': arrow.utcnow().datetime, + 'rate': 0.07256060, + 'amount': 206.43811673387373, + 'remaining': 0.0, + 'closed': arrow.utcnow().datetime, + } return _API.get_order(order_id) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index d16859724..d33f494e9 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -78,7 +78,7 @@ class Trade(Base): :param order: order retrieved by exchange.get_order() :return: None """ - if not order.get('closed'): + if not order['closed']: return logger.debug('Updating trade (id=%d) ...', self.id) From 41510fdb32426c49343ade14c034e28b087162ae Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 01:25:48 +0100 Subject: [PATCH 15/67] add dry_run for get_balance --- freqtrade/exchange/__init__.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 566c5a41b..4807ff295 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -86,6 +86,9 @@ def get_balance(currency: str) -> float: def get_balances(): + if _CONF['dry_run']: + return [] + return _API.get_balances() From cd18629433668edbff0fcfb3fc81b6ea876fa7ff Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 02:20:55 +0100 Subject: [PATCH 16/67] add fee to sqlalchemy model and respecting it in calc_profit --- freqtrade/main.py | 9 ++++++--- freqtrade/persistence.py | 10 ++++------ freqtrade/tests/test_main.py | 2 +- freqtrade/tests/test_telegram.py | 6 +++--- 4 files changed, 14 insertions(+), 13 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index f96718c6b..ae8561c96 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -182,11 +182,12 @@ def create_trade(stake_amount: float) -> Optional[Trade]: else: return None + # Calculate amount and subtract fee + fee = exchange.get_fee() buy_limit = get_target_bid(exchange.get_ticker(pair)) - # TODO: apply fee to amount and also consider it for profit calculations - amount = stake_amount / buy_limit - order_id = exchange.buy(pair, buy_limit, amount) + amount = (1 - fee) * stake_amount / buy_limit + order_id = exchange.buy(pair, buy_limit, amount) # Create trade entity and return message = '*{}:* Buying [{}]({}) with limit `{:f}`'.format( exchange.get_name().upper(), @@ -196,9 +197,11 @@ def create_trade(stake_amount: float) -> Optional[Trade]: ) logger.info(message) telegram.send_msg(message) + # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL return Trade(pair=pair, stake_amount=stake_amount, amount=amount, + fee=fee * 2, open_rate=buy_limit, open_date=datetime.utcnow(), exchange=exchange.get_name().upper(), diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index d33f494e9..a30bf9bcf 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -54,10 +54,11 @@ class Trade(Base): exchange = Column(String, nullable=False) pair = Column(String, nullable=False) is_open = Column(Boolean, nullable=False, default=True) + fee = Column(Float, nullable=False, default=0.0) open_rate = Column(Float) close_rate = Column(Float) close_profit = Column(Float) - stake_amount = Column(Float, name='btc_amount', nullable=False) + stake_amount = Column(Float, nullable=False) amount = Column(Float) open_date = Column(DateTime, nullable=False, default=datetime.utcnow) close_date = Column(DateTime) @@ -95,14 +96,11 @@ class Trade(Base): self.open_order_id = None - # Flush changes - Trade.session.flush() - def calc_profit(self, rate: float=None) -> float: """ - Calculates the profit in percentage. + Calculates the profit in percentage (including fee). :param rate: rate to compare with (optional). If rate is not set self.close_rate will be used :return: profit in percentage as float """ - return (rate or self.close_rate - self.open_rate) / self.open_rate + return (rate or self.close_rate - self.open_rate) / self.open_rate - self.fee diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index c098c3dc0..cddf61f52 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -128,7 +128,7 @@ def test_handle_trade(conf, mocker): }) assert trade.close_rate == 0.17256061 - assert trade.close_profit == 1.3748724900565639 + assert trade.close_profit == 1.369872490056564 assert trade.close_date is not None diff --git a/freqtrade/tests/test_telegram.py b/freqtrade/tests/test_telegram.py index 109374321..7024aa282 100644 --- a/freqtrade/tests/test_telegram.py +++ b/freqtrade/tests/test_telegram.py @@ -152,8 +152,8 @@ def test_profit_handle(conf, update, mocker): _profit(bot=MagicBot(), update=update) assert msg_mock.call_count == 2 - assert '*ROI:* `1.582013 (10.55%)`' in msg_mock.call_args_list[-1][0][0] - assert 'Best Performing:* `BTC_ETH: 10.55%`' in msg_mock.call_args_list[-1][0][0] + assert '*ROI:* `1.507013 (10.05%)`' in msg_mock.call_args_list[-1][0][0] + assert 'Best Performing:* `BTC_ETH: 10.05%`' in msg_mock.call_args_list[-1][0][0] def test_forcesell_handle(conf, update, mocker): @@ -249,7 +249,7 @@ def test_performance_handle(conf, update, mocker): _performance(bot=MagicBot(), update=update) assert msg_mock.call_count == 2 assert 'Performance' in msg_mock.call_args_list[-1][0][0] - assert 'BTC_ETH\t10.55%' in msg_mock.call_args_list[-1][0][0] + assert 'BTC_ETH\t10.05%' in msg_mock.call_args_list[-1][0][0] def test_start_handle(conf, update, mocker): From 99724e2458314c6020154913d7ac6a6495459886 Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 02:51:10 +0100 Subject: [PATCH 17/67] use Decimal for profit calculation --- freqtrade/persistence.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index a30bf9bcf..15e7fa126 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -3,6 +3,7 @@ from datetime import datetime from typing import Optional, Dict import arrow +from decimal import Decimal, getcontext from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine from sqlalchemy.ext.declarative import declarative_base from sqlalchemy.orm.scoping import scoped_session @@ -103,4 +104,6 @@ class Trade(Base): If rate is not set self.close_rate will be used :return: profit in percentage as float """ - return (rate or self.close_rate - self.open_rate) / self.open_rate - self.fee + getcontext().prec = 8 + return float((Decimal(rate or self.close_rate) - Decimal(self.open_rate)) + / Decimal(self.open_rate) - Decimal(self.fee)) From 1daeed4a527ff719a540c89df7fba30ba5e6df64 Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 02:59:11 +0100 Subject: [PATCH 18/67] fix assert --- freqtrade/tests/test_main.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index cddf61f52..b49a685b6 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -128,7 +128,7 @@ def test_handle_trade(conf, mocker): }) assert trade.close_rate == 0.17256061 - assert trade.close_profit == 1.369872490056564 + assert trade.close_profit == 1.3698725 assert trade.close_date is not None From 08a1d3ca1dc9d2f75536cc4e34a34d80c334d128 Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 03:27:08 +0100 Subject: [PATCH 19/67] pylint changes --- .pylintrc | 1 + freqtrade/persistence.py | 4 ++-- 2 files changed, 3 insertions(+), 2 deletions(-) diff --git a/.pylintrc b/.pylintrc index eddcbf7a5..a876357c4 100644 --- a/.pylintrc +++ b/.pylintrc @@ -1,2 +1,3 @@ [BASIC] good-names=logger +ignore=vendor \ No newline at end of file diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 15e7fa126..c122d830e 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -1,9 +1,9 @@ import logging from datetime import datetime +from decimal import Decimal, getcontext from typing import Optional, Dict import arrow -from decimal import Decimal, getcontext from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine from sqlalchemy.ext.declarative import declarative_base from sqlalchemy.orm.scoping import scoped_session @@ -97,7 +97,7 @@ class Trade(Base): self.open_order_id = None - def calc_profit(self, rate: float=None) -> float: + def calc_profit(self, rate: Optional[float] = None) -> float: """ Calculates the profit in percentage (including fee). :param rate: rate to compare with (optional). From 460dfa1031e3da3bdb6317c017c175f2a639709f Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 1 Nov 2017 17:39:32 +0100 Subject: [PATCH 20/67] fix percentage formating in execute_sell --- freqtrade/main.py | 4 ++-- freqtrade/tests/test_telegram.py | 2 +- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index ae8561c96..72c8a1f3e 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -92,13 +92,13 @@ def execute_sell(trade: Trade, limit: float) -> None: trade.open_order_id = order_id trade.close_date = datetime.utcnow() - exp_profit = round(trade.calc_profit(limit), 2) + fmt_exp_profit = round(trade.calc_profit(limit) * 100, 2) message = '*{}:* Selling [{}]({}) with limit `{:f} (profit: ~{}%)`'.format( trade.exchange, trade.pair.replace('_', '/'), exchange.get_pair_detail_url(trade.pair), limit, - exp_profit + fmt_exp_profit ) logger.info(message) telegram.send_msg(message) diff --git a/freqtrade/tests/test_telegram.py b/freqtrade/tests/test_telegram.py index 7024aa282..4270ba21c 100644 --- a/freqtrade/tests/test_telegram.py +++ b/freqtrade/tests/test_telegram.py @@ -195,7 +195,7 @@ def test_forcesell_handle(conf, update, mocker): assert msg_mock.call_count == 2 assert 'Selling [BTC/ETH]' in msg_mock.call_args_list[-1][0][0] - assert '0.072561' in msg_mock.call_args_list[-1][0][0] + assert '0.072561 (profit: ~-0.5%)' in msg_mock.call_args_list[-1][0][0] def test_performance_handle(conf, update, mocker): From c37df0e70d31e8def45f597086f8b0a0e3ada422 Mon Sep 17 00:00:00 2001 From: gcarq Date: Fri, 3 Nov 2017 21:36:55 +0100 Subject: [PATCH 21/67] inform about mocked values with dry_run --- freqtrade/rpc/telegram.py | 9 ++++++++- 1 file changed, 8 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 08396ca6f..9f2559000 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -200,6 +200,7 @@ def _profit(bot: Bot, update: Update) -> None: *Latest Trade opened:* `{latest_trade_date}` *Avg. Duration:* `{avg_duration}` *Best Performing:* `{best_pair}: {best_rate:.2f}%` +{dry_run_info} """.format( profit_btc=round(sum(profit_amounts), 8), profit=round(sum(profits) * 100, 2), @@ -209,6 +210,8 @@ def _profit(bot: Bot, update: Update) -> None: avg_duration=str(timedelta(seconds=sum(durations) / float(len(durations)))).split('.')[0], best_pair=bp_pair, best_rate=round(bp_rate * 100, 2), + dry_run_info='\n*NOTE:* These values are mocked because *dry_run* is enabled!' + if _CONF['dry_run'] else '' ) send_msg(markdown_msg, bot=bot) @@ -325,7 +328,11 @@ def _performance(bot: Bot, update: Update) -> None: profit=round(rate * 100, 2) ) for i, (pair, rate) in enumerate(pair_rates)) - message = 'Performance:\n{}\n'.format(stats) + message = 'Performance:\n{}\n{}'.format( + stats, + 'NOTE: These values are mocked because dry_run is enabled.' + if _CONF['dry_run'] else '' + ) logger.debug(message) send_msg(message, parse_mode=ParseMode.HTML) From 04342acff18125748dcc58edbf4db91f50f8a627 Mon Sep 17 00:00:00 2001 From: gcarq Date: Fri, 3 Nov 2017 21:37:20 +0100 Subject: [PATCH 22/67] fix typo --- freqtrade/main.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 72c8a1f3e..7c89da55f 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -163,7 +163,7 @@ def create_trade(stake_amount: float) -> Optional[Trade]: # Check if stake_amount is fulfilled if exchange.get_balance(_CONF['stake_currency']) < stake_amount: raise ValueError( - 'stake amount is not fulfilled (currency={}'.format(_CONF['stake_currency']) + 'stake amount is not fulfilled (currency={})'.format(_CONF['stake_currency']) ) # Remove currently opened and latest pairs from whitelist From a873688a444fcc09a1e41a5595e38be2c888b08c Mon Sep 17 00:00:00 2001 From: gcarq Date: Sat, 4 Nov 2017 18:43:23 +0100 Subject: [PATCH 23/67] backtesting: init Trade with Bittrex fee --- freqtrade/tests/test_backtesting.py | 13 ++++++++++--- 1 file changed, 10 insertions(+), 3 deletions(-) diff --git a/freqtrade/tests/test_backtesting.py b/freqtrade/tests/test_backtesting.py index deabebfb9..a19191889 100644 --- a/freqtrade/tests/test_backtesting.py +++ b/freqtrade/tests/test_backtesting.py @@ -7,7 +7,9 @@ import pytest import arrow from pandas import DataFrame +from freqtrade import exchange from freqtrade.analyze import analyze_ticker +from freqtrade.exchange import Bittrex from freqtrade.main import should_sell from freqtrade.persistence import Trade @@ -49,17 +51,22 @@ def conf(): def backtest(conf, pairs, mocker): trades = [] + exchange._API = Bittrex({'key': '', 'secret': ''}) mocked_history = mocker.patch('freqtrade.analyze.get_ticker_history') mocker.patch.dict('freqtrade.main._CONF', conf) mocker.patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00')) for pair in pairs: with open('freqtrade/tests/testdata/'+pair+'.json') as data_file: - data = json.load(data_file) - mocked_history.return_value = data + mocked_history.return_value = json.load(data_file) ticker = analyze_ticker(pair)[['close', 'date', 'buy']].copy() # for each buy point for row in ticker[ticker.buy == 1].itertuples(index=True): - trade = Trade(open_rate=row.close, open_date=row.date, amount=1) + trade = Trade( + open_rate=row.close, + open_date=row.date, + amount=1, + fee=exchange.get_fee()*2 + ) # calculate win/lose forwards from buy point for row2 in ticker[row.Index:].itertuples(index=True): if should_sell(trade, row2.close, row2.date): From 264d71e29e153aaf62b6dfc90dcbcac83c573838 Mon Sep 17 00:00:00 2001 From: gcarq Date: Sat, 4 Nov 2017 18:55:41 +0100 Subject: [PATCH 24/67] fix some pylint warnings --- freqtrade/exchange/bittrex.py | 2 +- freqtrade/tests/test_backtesting.py | 3 +- freqtrade/tests/test_telegram.py | 47 +++++++++++++++++++++++------ 3 files changed, 40 insertions(+), 12 deletions(-) diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index 306a7b698..111f05606 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -64,7 +64,7 @@ class Bittrex(Exchange): if not data['success']: raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) return data['result'] - + def get_ticker(self, pair: str) -> dict: data = _API.get_ticker(pair.replace('_', '-')) if not data['success']: diff --git a/freqtrade/tests/test_backtesting.py b/freqtrade/tests/test_backtesting.py index a19191889..bf6b81a52 100644 --- a/freqtrade/tests/test_backtesting.py +++ b/freqtrade/tests/test_backtesting.py @@ -84,6 +84,7 @@ def test_backtest(conf, pairs, mocker, report=True): results = backtest(conf, pairs, mocker) print('====================== BACKTESTING REPORT ================================') - [print_pair_results(pair, results) for pair in pairs] + for pair in pairs: + print_pair_results(pair, results) print('TOTAL OVER ALL TRADES:') print(format_results(results)) diff --git a/freqtrade/tests/test_telegram.py b/freqtrade/tests/test_telegram.py index 4270ba21c..8ee830d92 100644 --- a/freqtrade/tests/test_telegram.py +++ b/freqtrade/tests/test_telegram.py @@ -9,7 +9,9 @@ from telegram import Bot, Update, Message, Chat from freqtrade.main import init, create_trade from freqtrade.misc import update_state, State, get_state, CONF_SCHEMA from freqtrade.persistence import Trade -from freqtrade.rpc.telegram import _status, _profit, _forcesell, _performance, _start, _stop, _balance +from freqtrade.rpc.telegram import ( + _status, _profit, _forcesell, _performance, _start, _stop, _balance +) @pytest.fixture @@ -62,7 +64,10 @@ def test_status_handle(conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) msg_mock = MagicMock() - mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock) + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=conf, + init=MagicMock(), + send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ @@ -106,7 +111,10 @@ def test_profit_handle(conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) msg_mock = MagicMock() - mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock) + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=conf, + init=MagicMock(), + send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ @@ -160,7 +168,10 @@ def test_forcesell_handle(conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) msg_mock = MagicMock() - mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock) + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=conf, + init=MagicMock(), + send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ @@ -202,7 +213,10 @@ def test_performance_handle(conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) msg_mock = MagicMock() - mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock) + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=conf, + init=MagicMock(), + send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ @@ -255,8 +269,13 @@ def test_performance_handle(conf, update, mocker): def test_start_handle(conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', conf) msg_mock = MagicMock() - mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock) - mocker.patch.multiple('freqtrade.main.exchange', _CONF=conf, init=MagicMock()) + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=conf, + init=MagicMock(), + send_msg=msg_mock) + mocker.patch.multiple('freqtrade.main.exchange', + _CONF=conf, + init=MagicMock()) init(conf, 'sqlite://') update_state(State.STOPPED) @@ -269,8 +288,13 @@ def test_start_handle(conf, update, mocker): def test_stop_handle(conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', conf) msg_mock = MagicMock() - mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock) - mocker.patch.multiple('freqtrade.main.exchange', _CONF=conf, init=MagicMock()) + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=conf, + init=MagicMock(), + send_msg=msg_mock) + mocker.patch.multiple('freqtrade.main.exchange', + _CONF=conf, + init=MagicMock()) init(conf, 'sqlite://') update_state(State.RUNNING) @@ -290,7 +314,10 @@ def test_balance_handle(conf, update, mocker): 'CryptoAddress': 'XXXX'}] mocker.patch.dict('freqtrade.main._CONF', conf) msg_mock = MagicMock() - mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock) + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=conf, + init=MagicMock(), + send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', get_balances=MagicMock(return_value=mock_balance)) From 50a979161c5eac2f6a5654e083717f6bdaae4bd0 Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Sat, 4 Nov 2017 09:46:28 +0200 Subject: [PATCH 25/67] run parallel test envs --- .travis.yml | 3 +++ 1 file changed, 3 insertions(+) diff --git a/.travis.yml b/.travis.yml index 461324f45..1d6a6a9b6 100644 --- a/.travis.yml +++ b/.travis.yml @@ -4,6 +4,9 @@ os: language: python python: - 3.6 +env: + - BACKTEST= + - BACKTEST=true addons: apt: packages: From 29b173f4e7ace7d5a917ccb1d941485d1c8669c8 Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Sun, 5 Nov 2017 09:28:42 +0200 Subject: [PATCH 26/67] only run four evals of hyperopt, just to check it works --- freqtrade/tests/test_hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/tests/test_hyperopt.py b/freqtrade/tests/test_hyperopt.py index 5053cbfcd..ad2e5564c 100644 --- a/freqtrade/tests/test_hyperopt.py +++ b/freqtrade/tests/test_hyperopt.py @@ -147,7 +147,7 @@ def test_hyperopt(conf, pairs, mocker): ]), } trials = Trials() - best = fmin(fn=optimizer, space=space, algo=tpe.suggest, max_evals=40, trials=trials) + best = fmin(fn=optimizer, space=space, algo=tpe.suggest, max_evals=4, trials=trials) print('\n\n\n\n====================== HYPEROPT BACKTESTING REPORT ================================') print('Best parameters {}'.format(best)) newlist = sorted(trials.results, key=itemgetter('loss')) From 325f72fd91c9c64ab2388786036b2ac88f674a97 Mon Sep 17 00:00:00 2001 From: gcarq Date: Sun, 5 Nov 2017 15:21:16 +0100 Subject: [PATCH 27/67] dry_run: keep list of open orders --- freqtrade/exchange/__init__.py | 45 ++++++++++++++++++++++--------- freqtrade/main.py | 5 ++-- freqtrade/tests/test_telegram.py | 46 +++++--------------------------- 3 files changed, 42 insertions(+), 54 deletions(-) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 4807ff295..080e06df5 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -1,5 +1,6 @@ import enum import logging +from random import randint from typing import List, Dict import arrow @@ -13,6 +14,9 @@ logger = logging.getLogger(__name__) _API: Exchange = None _CONF: dict = {} +# Holds all open sell orders for dry_run +_DRY_RUN_OPEN_ORDERS: Dict[str, Dict] = {} + class Exchanges(enum.Enum): """ @@ -66,14 +70,36 @@ def validate_pairs(pairs: List[str]) -> None: def buy(pair: str, rate: float, amount: float) -> str: if _CONF['dry_run']: - return 'dry_run_buy' + global _DRY_RUN_OPEN_ORDERS + order_id = 'dry_run_buy_{}'.format(randint(0, 1e6)) + _DRY_RUN_OPEN_ORDERS[order_id] = { + 'pair': pair, + 'rate': rate, + 'amount': amount, + 'type': 'LIMIT_BUY', + 'remaining': 0.0, + 'opened': arrow.utcnow().datetime, + 'closed': arrow.utcnow().datetime, + } + return order_id return _API.buy(pair, rate, amount) def sell(pair: str, rate: float, amount: float) -> str: if _CONF['dry_run']: - return 'dry_run_sell' + global _DRY_RUN_OPEN_ORDERS + order_id = 'dry_run_sell_{}'.format(randint(0, 1e6)) + _DRY_RUN_OPEN_ORDERS[order_id] = { + 'pair': pair, + 'rate': rate, + 'amount': amount, + 'type': 'LIMIT_SELL', + 'remaining': 0.0, + 'opened': arrow.utcnow().datetime, + 'closed': arrow.utcnow().datetime, + } + return order_id return _API.sell(pair, rate, amount) @@ -109,16 +135,11 @@ def cancel_order(order_id: str) -> None: def get_order(order_id: str) -> Dict: if _CONF['dry_run']: - return { - 'id': 'dry_run_sell', - 'type': 'LIMIT_SELL', - 'pair': 'mocked', - 'opened': arrow.utcnow().datetime, - 'rate': 0.07256060, - 'amount': 206.43811673387373, - 'remaining': 0.0, - 'closed': arrow.utcnow().datetime, - } + order = _DRY_RUN_OPEN_ORDERS.pop(order_id) + order.update({ + 'id': order_id + }) + return order return _API.get_order(order_id) diff --git a/freqtrade/main.py b/freqtrade/main.py index 7c89da55f..34d4cdbc7 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -201,12 +201,11 @@ def create_trade(stake_amount: float) -> Optional[Trade]: return Trade(pair=pair, stake_amount=stake_amount, amount=amount, - fee=fee * 2, + fee=fee*2, open_rate=buy_limit, open_date=datetime.utcnow(), exchange=exchange.get_name().upper(), - open_order_id=order_id, - is_open=True) + open_order_id=order_id) def init(config: dict, db_url: Optional[str] = None) -> None: diff --git a/freqtrade/tests/test_telegram.py b/freqtrade/tests/test_telegram.py index 8ee830d92..8c45e2a83 100644 --- a/freqtrade/tests/test_telegram.py +++ b/freqtrade/tests/test_telegram.py @@ -6,6 +6,7 @@ import pytest from jsonschema import validate from telegram import Bot, Update, Message, Chat +from freqtrade import exchange from freqtrade.main import init, create_trade from freqtrade.misc import update_state, State, get_state, CONF_SCHEMA from freqtrade.persistence import Trade @@ -74,8 +75,7 @@ def test_status_handle(conf, update, mocker): 'bid': 0.07256061, 'ask': 0.072661, 'last': 0.07256061 - }), - buy=MagicMock(return_value='mocked_order_id')) + })) init(conf, 'sqlite://') # Create some test data @@ -84,26 +84,10 @@ def test_status_handle(conf, update, mocker): Trade.session.add(trade) Trade.session.flush() - # Trigger status while we don't know the open_rate yet - _status(bot=MagicBot(), update=update) - - # Simulate fulfilled LIMIT_BUY order for trade - trade.update({ - 'id': 'mocked_limit_buy', - 'type': 'LIMIT_BUY', - 'pair': 'mocked', - 'opened': datetime.utcnow(), - 'rate': 0.07256060, - 'amount': 206.43811673387373, - 'remaining': 0.0, - 'closed': datetime.utcnow(), - }) - Trade.session.flush() - # Trigger status while we have a fulfilled order for the open trade _status(bot=MagicBot(), update=update) - assert msg_mock.call_count == 3 + assert msg_mock.call_count == 2 assert '[BTC_ETH]' in msg_mock.call_args_list[-1][0][0] @@ -121,8 +105,7 @@ def test_profit_handle(conf, update, mocker): 'bid': 0.07256061, 'ask': 0.072661, 'last': 0.07256061 - }), - buy=MagicMock(return_value='mocked_limit_buy')) + })) init(conf, 'sqlite://') # Create some test data @@ -153,7 +136,6 @@ def test_profit_handle(conf, update, mocker): }) trade.close_date = datetime.utcnow() - trade.open_order_id = None trade.is_open = False Trade.session.add(trade) Trade.session.flush() @@ -178,26 +160,13 @@ def test_forcesell_handle(conf, update, mocker): 'bid': 0.07256061, 'ask': 0.072661, 'last': 0.07256061 - }), - buy=MagicMock(return_value='mocked_order_id')) + })) init(conf, 'sqlite://') # Create some test data trade = create_trade(15.0) assert trade - # Simulate fulfilled LIMIT_BUY order for trade - trade.update({ - 'id': 'mocked_limit_buy', - 'type': 'LIMIT_BUY', - 'pair': 'mocked', - 'opened': datetime.utcnow(), - 'rate': 0.07256060, - 'amount': 206.43811673387373, - 'remaining': 0.0, - 'closed': datetime.utcnow(), - }) - Trade.session.add(trade) Trade.session.flush() @@ -206,7 +175,7 @@ def test_forcesell_handle(conf, update, mocker): assert msg_mock.call_count == 2 assert 'Selling [BTC/ETH]' in msg_mock.call_args_list[-1][0][0] - assert '0.072561 (profit: ~-0.5%)' in msg_mock.call_args_list[-1][0][0] + assert '0.072561 (profit: ~-0.64%)' in msg_mock.call_args_list[-1][0][0] def test_performance_handle(conf, update, mocker): @@ -223,8 +192,7 @@ def test_performance_handle(conf, update, mocker): 'bid': 0.07256061, 'ask': 0.072661, 'last': 0.07256061 - }), - buy=MagicMock(return_value='mocked_order_id')) + })) init(conf, 'sqlite://') # Create some test data From 95a17b8f984e538d921372e4050ec3abc737beaf Mon Sep 17 00:00:00 2001 From: gcarq Date: Sun, 5 Nov 2017 15:35:15 +0100 Subject: [PATCH 28/67] dry_run: remove mock value notice --- freqtrade/rpc/telegram.py | 9 +-------- 1 file changed, 1 insertion(+), 8 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 9f2559000..1dcf10fa9 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -200,7 +200,6 @@ def _profit(bot: Bot, update: Update) -> None: *Latest Trade opened:* `{latest_trade_date}` *Avg. Duration:* `{avg_duration}` *Best Performing:* `{best_pair}: {best_rate:.2f}%` -{dry_run_info} """.format( profit_btc=round(sum(profit_amounts), 8), profit=round(sum(profits) * 100, 2), @@ -210,8 +209,6 @@ def _profit(bot: Bot, update: Update) -> None: avg_duration=str(timedelta(seconds=sum(durations) / float(len(durations)))).split('.')[0], best_pair=bp_pair, best_rate=round(bp_rate * 100, 2), - dry_run_info='\n*NOTE:* These values are mocked because *dry_run* is enabled!' - if _CONF['dry_run'] else '' ) send_msg(markdown_msg, bot=bot) @@ -328,11 +325,7 @@ def _performance(bot: Bot, update: Update) -> None: profit=round(rate * 100, 2) ) for i, (pair, rate) in enumerate(pair_rates)) - message = 'Performance:\n{}\n{}'.format( - stats, - 'NOTE: These values are mocked because dry_run is enabled.' - if _CONF['dry_run'] else '' - ) + message = 'Performance:\n{}'.format(stats) logger.debug(message) send_msg(message, parse_mode=ParseMode.HTML) From b82c4444b2c6bff6d2311ad00ae6127d0769bd09 Mon Sep 17 00:00:00 2001 From: gcarq Date: Sun, 5 Nov 2017 16:12:58 +0100 Subject: [PATCH 29/67] apply correct typehint --- freqtrade/exchange/__init__.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 080e06df5..637519166 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -1,7 +1,7 @@ import enum import logging from random import randint -from typing import List, Dict +from typing import List, Dict, Any import arrow @@ -15,7 +15,7 @@ _API: Exchange = None _CONF: dict = {} # Holds all open sell orders for dry_run -_DRY_RUN_OPEN_ORDERS: Dict[str, Dict] = {} +_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {} class Exchanges(enum.Enum): From 0a5eba64e2e588bedfc70f86258262181cc380e7 Mon Sep 17 00:00:00 2001 From: gcarq Date: Sun, 5 Nov 2017 16:13:20 +0100 Subject: [PATCH 30/67] do not remove order from dry_run order list --- freqtrade/exchange/__init__.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 637519166..11c3c3e23 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -135,7 +135,7 @@ def cancel_order(order_id: str) -> None: def get_order(order_id: str) -> Dict: if _CONF['dry_run']: - order = _DRY_RUN_OPEN_ORDERS.pop(order_id) + order = _DRY_RUN_OPEN_ORDERS[order_id] order.update({ 'id': order_id }) From 8fdd127f72310508b63b832cd6053e23475c27e1 Mon Sep 17 00:00:00 2001 From: gcarq Date: Sun, 5 Nov 2017 16:13:55 +0100 Subject: [PATCH 31/67] fix float precision rendering --- freqtrade/main.py | 4 ++-- freqtrade/rpc/telegram.py | 6 +++--- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 34d4cdbc7..46634a423 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -93,7 +93,7 @@ def execute_sell(trade: Trade, limit: float) -> None: trade.close_date = datetime.utcnow() fmt_exp_profit = round(trade.calc_profit(limit) * 100, 2) - message = '*{}:* Selling [{}]({}) with limit `{:f} (profit: ~{}%)`'.format( + message = '*{}:* Selling [{}]({}) with limit `{:.8f} (profit: ~{:.2f}%)`'.format( trade.exchange, trade.pair.replace('_', '/'), exchange.get_pair_detail_url(trade.pair), @@ -189,7 +189,7 @@ def create_trade(stake_amount: float) -> Optional[Trade]: order_id = exchange.buy(pair, buy_limit, amount) # Create trade entity and return - message = '*{}:* Buying [{}]({}) with limit `{:f}`'.format( + message = '*{}:* Buying [{}]({}) with limit `{:.8f}`'.format( exchange.get_name().upper(), pair.replace('_', '/'), exchange.get_pair_detail_url(pair), diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 1dcf10fa9..1759d6277 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -129,9 +129,9 @@ def _status(bot: Bot, update: Update) -> None: *Current Pair:* [{pair}]({market_url}) *Open Since:* `{date}` *Amount:* `{amount}` -*Open Rate:* `{open_rate}` +*Open Rate:* `{open_rate:.8f}` *Close Rate:* `{close_rate}` -*Current Rate:* `{current_rate}` +*Current Rate:* `{current_rate:.8f}` *Close Profit:* `{close_profit}` *Current Profit:* `{current_profit:.2f}%` *Open Order:* `{open_order}` @@ -194,7 +194,7 @@ def _profit(bot: Bot, update: Update) -> None: bp_pair, bp_rate = best_pair markdown_msg = """ -*ROI:* `{profit_btc:.6f} ({profit:.2f}%)` +*ROI:* `{profit_btc:.8f} ({profit:.2f}%)` *Trade Count:* `{trade_count}` *First Trade opened:* `{first_trade_date}` *Latest Trade opened:* `{latest_trade_date}` From 19f6ff330c1446e853ac717fabe4736e02b6770a Mon Sep 17 00:00:00 2001 From: gcarq Date: Sun, 5 Nov 2017 16:21:13 +0100 Subject: [PATCH 32/67] adapt float precision asserts --- freqtrade/tests/test_telegram.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/tests/test_telegram.py b/freqtrade/tests/test_telegram.py index 8c45e2a83..6ef929577 100644 --- a/freqtrade/tests/test_telegram.py +++ b/freqtrade/tests/test_telegram.py @@ -142,7 +142,7 @@ def test_profit_handle(conf, update, mocker): _profit(bot=MagicBot(), update=update) assert msg_mock.call_count == 2 - assert '*ROI:* `1.507013 (10.05%)`' in msg_mock.call_args_list[-1][0][0] + assert '*ROI:* `1.50701325 (10.05%)`' in msg_mock.call_args_list[-1][0][0] assert 'Best Performing:* `BTC_ETH: 10.05%`' in msg_mock.call_args_list[-1][0][0] @@ -175,7 +175,7 @@ def test_forcesell_handle(conf, update, mocker): assert msg_mock.call_count == 2 assert 'Selling [BTC/ETH]' in msg_mock.call_args_list[-1][0][0] - assert '0.072561 (profit: ~-0.64%)' in msg_mock.call_args_list[-1][0][0] + assert '0.07256061 (profit: ~-0.64%)' in msg_mock.call_args_list[-1][0][0] def test_performance_handle(conf, update, mocker): From caa6e22e5312d401f4d3f9eaf540fa18a8b55daf Mon Sep 17 00:00:00 2001 From: Sebastien Moreau Date: Sun, 5 Nov 2017 10:26:03 -0500 Subject: [PATCH 33/67] Adds unit tests --- freqtrade/rpc/telegram.py | 2 +- freqtrade/tests/test_telegram.py | 75 +++++++++++++++++++++++++++++++- 2 files changed, 74 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index dc13726f7..4497f68eb 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -366,7 +366,7 @@ def _performance(bot: Bot, update: Update) -> None: @authorized_only -def _count(bot: Bot) -> None: +def _count(bot: Bot, update: Update) -> None: """ Handler for /count. Returns the number of trades running diff --git a/freqtrade/tests/test_telegram.py b/freqtrade/tests/test_telegram.py index fb9a618a0..74924d5c8 100644 --- a/freqtrade/tests/test_telegram.py +++ b/freqtrade/tests/test_telegram.py @@ -1,4 +1,6 @@ # pragma pylint: disable=missing-docstring +import logging +import re from datetime import datetime from unittest.mock import MagicMock @@ -9,7 +11,12 @@ from telegram import Bot, Update, Message, Chat from freqtrade.main import init, create_trade from freqtrade.misc import update_state, State, get_state, CONF_SCHEMA from freqtrade.persistence import Trade -from freqtrade.rpc.telegram import _status, _profit, _forcesell, _performance, _start, _stop +from freqtrade.rpc.telegram import _status, _status_table, _profit, _forcesell, _performance, \ + _count, _start, _stop + +logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO) +logging.getLogger('telegram').setLevel(logging.INFO) +logger = logging.getLogger(__name__) @pytest.fixture @@ -33,7 +40,8 @@ def conf(): "key": "key", "secret": "secret", "pair_whitelist": [ - "BTC_ETH" + "BTC_ETH", + "BTC_ETC" ] }, "telegram": { @@ -82,6 +90,39 @@ def test_status_handle(conf, update, mocker): assert msg_mock.call_count == 2 assert '[BTC_ETH]' in msg_mock.call_args_list[-1][0][0] + +def test_status_table_handle(conf, update, mocker): + mocker.patch.dict('freqtrade.main._CONF', conf) + mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) + msg_mock = MagicMock() + mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=MagicMock(return_value={ + 'bid': 0.07256061, + 'ask': 0.072661, + 'last': 0.07256061 + }), + buy=MagicMock(return_value='mocked_order_id')) + init(conf, 'sqlite://') + + # Create some test data + trade = create_trade(15.0) + assert trade + Trade.session.add(trade) + Trade.session.flush() + + _status_table(bot=MagicBot(), update=update) + + text = re.sub('<\/?pre>', '', msg_mock.call_args_list[-1][0][0]) + line = text.split("\n") + fields = re.sub('[ ]+', ' ', line[2].strip()).split(' ') + + assert int(fields[0]) == 1 + assert fields[1] == 'BTC_ETH' + assert msg_mock.call_count == 2 + + def test_profit_handle(conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) @@ -171,6 +212,36 @@ def test_performance_handle(conf, update, mocker): assert 'Performance' in msg_mock.call_args_list[-1][0][0] assert 'BTC_ETH 100.00%' in msg_mock.call_args_list[-1][0][0] + +def test_count_handle(conf, update, mocker): + mocker.patch.dict('freqtrade.main._CONF', conf) + mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) + msg_mock = MagicMock() + mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=MagicMock(return_value={ + 'bid': 0.07256061, + 'ask': 0.072661, + 'last': 0.07256061 + }), + buy=MagicMock(return_value='mocked_order_id')) + init(conf, 'sqlite://') + + # Create some test data + trade = create_trade(15.0) + trade2 = create_trade(15.0) + assert trade + assert trade2 + Trade.session.add(trade) + Trade.session.add(trade2) + Trade.session.flush() + + _count(bot=MagicBot(), update=update) + line = msg_mock.call_args_list[-1][0][0].split("\n") + assert line[2] == '{}/{}'.format(2, conf['max_open_trades']) + + def test_start_handle(conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', conf) msg_mock = MagicMock() From 3e7700e9ac4d15e7cd57aa2b616d27e47e9e6caf Mon Sep 17 00:00:00 2001 From: gcarq Date: Sun, 5 Nov 2017 17:44:58 +0100 Subject: [PATCH 34/67] add interpreter version check --- setup.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/setup.py b/setup.py index eced2b5b3..edac88c8f 100644 --- a/setup.py +++ b/setup.py @@ -1,5 +1,11 @@ +from sys import version_info from setuptools import setup +if version_info.major == 3 and version_info.minor < 6 or \ + version_info.major < 3: + print('Your Python interpreter must be 3.6 or greater!') + exit(1) + from freqtrade import __version__ From d12dba16db914dd97b316fc5fa816dbd9a768b78 Mon Sep 17 00:00:00 2001 From: gcarq Date: Sun, 5 Nov 2017 18:35:32 +0100 Subject: [PATCH 35/67] simplify status command --- freqtrade/rpc/telegram.py | 12 +++--------- 1 file changed, 3 insertions(+), 9 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index ca565d16d..d2f23a86b 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -185,20 +185,14 @@ def _status_table(bot: Bot, update: Update) -> None: for trade in trades: # calculate profit and send message to user current_rate = exchange.get_ticker(trade.pair)['bid'] - current_profit = '{:.2f}'.format(100 * ((current_rate \ - - trade.open_rate) / trade.open_rate)) - - row = [ + trades_list.append([ trade.id, trade.pair, shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)), - current_profit - ] - - trades_list.append(row) + '{:.2f}'.format(100 * trade.calc_profit(current_rate)) + ]) columns = ['ID', 'Pair', 'Since', 'Profit'] - df_statuses = DataFrame.from_records(trades_list, columns=columns) df_statuses = df_statuses.set_index(columns[0]) From 27ac15f29800c28b0d5b6b7e3b6aff799fe5a7de Mon Sep 17 00:00:00 2001 From: gcarq Date: Sun, 5 Nov 2017 20:54:41 +0100 Subject: [PATCH 36/67] add tabulate to setup.py --- setup.py | 1 + 1 file changed, 1 insertion(+) diff --git a/setup.py b/setup.py index eced2b5b3..993b69838 100644 --- a/setup.py +++ b/setup.py @@ -27,6 +27,7 @@ setup(name='freqtrade', 'scipy==0.19.1', 'jsonschema==2.6.0', 'TA-Lib==0.4.10', + 'tabulate==0.8.1', ], dependency_links=[ "git+https://github.com/ericsomdahl/python-bittrex.git@d7033d0#egg=python-bittrex-0.1.3" From 472ce8566d261399902201d377c0eb95f4befeed Mon Sep 17 00:00:00 2001 From: gcarq Date: Sun, 5 Nov 2017 22:47:55 +0100 Subject: [PATCH 37/67] enhance bittrex exception messages --- freqtrade/exchange/bittrex.py | 37 ++++++++++++++++++++++++++--------- 1 file changed, 28 insertions(+), 9 deletions(-) diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index 111f05606..4feae119a 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -44,31 +44,43 @@ class Bittrex(Exchange): def buy(self, pair: str, rate: float, amount: float) -> str: data = _API.buy_limit(pair.replace('_', '-'), amount, rate) if not data['success']: - raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) + raise RuntimeError('{message} params=({pair}, {rate}, {amount})'.format( + message=data['message'], + pair=pair, + rate=rate, + amount=amount)) return data['result']['uuid'] def sell(self, pair: str, rate: float, amount: float) -> str: data = _API.sell_limit(pair.replace('_', '-'), amount, rate) if not data['success']: - raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) + raise RuntimeError('{message} params=({pair}, {rate}, {amount})'.format( + message=data['message'], + pair=pair, + rate=rate, + amount=amount)) return data['result']['uuid'] def get_balance(self, currency: str) -> float: data = _API.get_balance(currency) if not data['success']: - raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) + raise RuntimeError('{message} params=({currency})'.format( + message=data['message'], + currency=currency)) return float(data['result']['Balance'] or 0.0) def get_balances(self): data = _API.get_balances() if not data['success']: - raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) + raise RuntimeError('{message}'.format(message=data['message'])) return data['result'] def get_ticker(self, pair: str) -> dict: data = _API.get_ticker(pair.replace('_', '-')) if not data['success']: - raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) + raise RuntimeError('{message} params=({pair})'.format( + message=data['message'], + pair=pair)) return { 'bid': float(data['result']['Bid']), 'ask': float(data['result']['Ask']), @@ -89,13 +101,18 @@ class Bittrex(Exchange): } data = requests.get(url, params=params, headers=headers).json() if not data['success']: - raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) + raise RuntimeError('{message} params=({pair}, {minimum_date})'.format( + message=data['message'], + pair=pair, + minimum_date=minimum_date)) return data def get_order(self, order_id: str) -> Dict: data = _API.get_order(order_id) if not data['success']: - raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) + raise RuntimeError('{message} params=({order_id})'.format( + message=data['message'], + order_id=order_id)) data = data['result'] return { 'id': data['OrderUuid'], @@ -111,7 +128,9 @@ class Bittrex(Exchange): def cancel_order(self, order_id: str) -> None: data = _API.cancel(order_id) if not data['success']: - raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) + raise RuntimeError('{message} params=({order_id})'.format( + message=data['message'], + order_id=order_id)) def get_pair_detail_url(self, pair: str) -> str: return self.PAIR_DETAIL_METHOD + '?MarketName={}'.format(pair.replace('_', '-')) @@ -119,5 +138,5 @@ class Bittrex(Exchange): def get_markets(self) -> List[str]: data = _API.get_markets() if not data['success']: - raise RuntimeError('{}: {}'.format(self.name.upper(), data['message'])) + raise RuntimeError('{message}'.format(message=data['message'])) return [m['MarketName'].replace('-', '_') for m in data['result']] From 60e651cb4ccfcd05791d06820ea5c40d1565a4ae Mon Sep 17 00:00:00 2001 From: gcarq Date: Sun, 5 Nov 2017 23:47:59 +0100 Subject: [PATCH 38/67] only return data['result'] from get_ticker_history --- freqtrade/analyze.py | 2 +- freqtrade/exchange/__init__.py | 2 +- freqtrade/exchange/bittrex.py | 2 +- freqtrade/exchange/interface.py | 30 +++++++++++--------------- freqtrade/tests/test_analyze.py | 4 +--- freqtrade/tests/testdata/btc-edg.json | 2 +- freqtrade/tests/testdata/btc-etc.json | 2 +- freqtrade/tests/testdata/btc-eth.json | 2 +- freqtrade/tests/testdata/btc-ltc.json | 2 +- freqtrade/tests/testdata/btc-mtl.json | 2 +- freqtrade/tests/testdata/btc-neo.json | 2 +- freqtrade/tests/testdata/btc-omg.json | 2 +- freqtrade/tests/testdata/btc-pay.json | 2 +- freqtrade/tests/testdata/btc-pivx.json | 2 +- freqtrade/tests/testdata/btc-qtum.json | 2 +- 15 files changed, 27 insertions(+), 33 deletions(-) diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index 73365969d..e10959ad2 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -83,7 +83,7 @@ def analyze_ticker(pair: str) -> DataFrame: """ minimum_date = arrow.utcnow().shift(hours=-24) data = get_ticker_history(pair, minimum_date) - dataframe = parse_ticker_dataframe(data['result']) + dataframe = parse_ticker_dataframe(data) if dataframe.empty: logger.warning('Empty dataframe for pair %s', pair) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 4807ff295..29236eb5d 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -96,7 +96,7 @@ def get_ticker(pair: str) -> dict: return _API.get_ticker(pair) -def get_ticker_history(pair: str, minimum_date: arrow.Arrow): +def get_ticker_history(pair: str, minimum_date: arrow.Arrow) -> List: return _API.get_ticker_history(pair, minimum_date) diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index 4feae119a..b0aca09b7 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -105,7 +105,7 @@ class Bittrex(Exchange): message=data['message'], pair=pair, minimum_date=minimum_date)) - return data + return data['result'] def get_order(self, order_id: str) -> Dict: data = _API.get_order(order_id) diff --git a/freqtrade/exchange/interface.py b/freqtrade/exchange/interface.py index 364b5afa4..ff6637337 100644 --- a/freqtrade/exchange/interface.py +++ b/freqtrade/exchange/interface.py @@ -85,27 +85,23 @@ class Exchange(ABC): """ @abstractmethod - def get_ticker_history(self, pair: str, minimum_date: Optional[arrow.Arrow] = None) -> dict: + def get_ticker_history(self, pair: str, minimum_date: Optional[arrow.Arrow] = None) -> List: """ Gets ticker history for given pair. :param pair: Pair as str, format: BTC_ETC :param minimum_date: Minimum date (optional) - :return: dict, format: { - 'success': bool, - 'message': str, - 'result': [ - { - 'O': float, (Open) - 'H': float, (High) - 'L': float, (Low) - 'C': float, (Close) - 'V': float, (Volume) - 'T': datetime, (Time) - 'BV': float, (Base Volume) - }, - ... - ] - } + :return: list, format: [ + { + 'O': float, (Open) + 'H': float, (High) + 'L': float, (Low) + 'C': float, (Close) + 'V': float, (Volume) + 'T': datetime, (Time) + 'BV': float, (Base Volume) + }, + ... + ] """ def get_order(self, order_id: str) -> Dict: diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py index 18d232eef..39d166514 100644 --- a/freqtrade/tests/test_analyze.py +++ b/freqtrade/tests/test_analyze.py @@ -11,9 +11,7 @@ from freqtrade.analyze import parse_ticker_dataframe, populate_buy_trend, popula @pytest.fixture def result(): with open('freqtrade/tests/testdata/btc-eth.json') as data_file: - data = json.load(data_file) - - return parse_ticker_dataframe(data['result']) + return parse_ticker_dataframe(json.load(data_file)) def test_dataframe_has_correct_columns(result): diff --git a/freqtrade/tests/testdata/btc-edg.json b/freqtrade/tests/testdata/btc-edg.json index 35287a9d3..3506c988c 100644 --- a/freqtrade/tests/testdata/btc-edg.json +++ b/freqtrade/tests/testdata/btc-edg.json @@ -1 +1 @@ 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\ No newline at end of file From 810f2f9243ff3d1cc664024d2f24d77efe07693e Mon Sep 17 00:00:00 2001 From: gcarq Date: Mon, 6 Nov 2017 00:06:59 +0100 Subject: [PATCH 39/67] drop minimum_date from get_ticker_history --- freqtrade/analyze.py | 3 +-- freqtrade/exchange/__init__.py | 4 ++-- freqtrade/exchange/bittrex.py | 12 ++++-------- freqtrade/exchange/interface.py | 7 ++----- 4 files changed, 9 insertions(+), 17 deletions(-) diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index e10959ad2..3e65cb997 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -81,8 +81,7 @@ def analyze_ticker(pair: str) -> DataFrame: add several TA indicators and buy signal to it :return DataFrame with ticker data and indicator data """ - minimum_date = arrow.utcnow().shift(hours=-24) - data = get_ticker_history(pair, minimum_date) + data = get_ticker_history(pair) dataframe = parse_ticker_dataframe(data) if dataframe.empty: diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 29236eb5d..c0e390832 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -96,8 +96,8 @@ def get_ticker(pair: str) -> dict: return _API.get_ticker(pair) -def get_ticker_history(pair: str, minimum_date: arrow.Arrow) -> List: - return _API.get_ticker_history(pair, minimum_date) +def get_ticker_history(pair: str) -> List: + return _API.get_ticker_history(pair) def cancel_order(order_id: str) -> None: diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index b0aca09b7..f7011ce2e 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -1,7 +1,6 @@ import logging -from typing import List, Optional, Dict +from typing import List, Dict -import arrow import requests from bittrex.bittrex import Bittrex as _Bittrex @@ -87,7 +86,7 @@ class Bittrex(Exchange): 'last': float(data['result']['Last']), } - def get_ticker_history(self, pair: str, minimum_date: Optional[arrow.Arrow] = None): + def get_ticker_history(self, pair: str): url = self.TICKER_METHOD headers = { # TODO: Set as global setting @@ -96,15 +95,12 @@ class Bittrex(Exchange): params = { 'marketName': pair.replace('_', '-'), 'tickInterval': self.TICKER_INTERVAL, - # TODO: Timestamp has no effect on API response - '_': minimum_date.timestamp * 1000 } data = requests.get(url, params=params, headers=headers).json() if not data['success']: - raise RuntimeError('{message} params=({pair}, {minimum_date})'.format( + raise RuntimeError('{message} params=({pair})'.format( message=data['message'], - pair=pair, - minimum_date=minimum_date)) + pair=pair)) return data['result'] def get_order(self, order_id: str) -> Dict: diff --git a/freqtrade/exchange/interface.py b/freqtrade/exchange/interface.py index ff6637337..904123093 100644 --- a/freqtrade/exchange/interface.py +++ b/freqtrade/exchange/interface.py @@ -1,7 +1,5 @@ from abc import ABC, abstractmethod -from typing import List, Optional, Dict - -import arrow +from typing import List, Dict class Exchange(ABC): @@ -85,11 +83,10 @@ class Exchange(ABC): """ @abstractmethod - def get_ticker_history(self, pair: str, minimum_date: Optional[arrow.Arrow] = None) -> List: + def get_ticker_history(self, pair: str) -> List: """ Gets ticker history for given pair. :param pair: Pair as str, format: BTC_ETC - :param minimum_date: Minimum date (optional) :return: list, format: [ { 'O': float, (Open) From cc29126d6112ce5a59c23708aa5947177695f81b Mon Sep 17 00:00:00 2001 From: gcarq Date: Mon, 6 Nov 2017 00:16:24 +0100 Subject: [PATCH 40/67] make download_backtest_data.py platform independent --- .../tests/testdata/download_backtest_data.py | 26 ++++++++++--------- 1 file changed, 14 insertions(+), 12 deletions(-) diff --git a/freqtrade/tests/testdata/download_backtest_data.py b/freqtrade/tests/testdata/download_backtest_data.py index d6212cfea..16f4c0802 100644 --- a/freqtrade/tests/testdata/download_backtest_data.py +++ b/freqtrade/tests/testdata/download_backtest_data.py @@ -1,18 +1,20 @@ #!/usr/bin/env python3 """This script generate json data from bittrex""" +import json +from os import path -from urllib.request import urlopen +from freqtrade import exchange +from freqtrade.exchange import Bittrex -CURRENCIES = ["ok", "neo", "dash", "etc", "eth", "snt"] -OUTPUT_DIR = 'freqtrade/tests/testdata/' +PAIRS = ['BTC-OK', 'BTC-NEO', 'BTC-DASH', 'BTC-ETC', 'BTC-ETH', 'BTC-SNT'] +OUTPUT_DIR = path.dirname(path.realpath(__file__)) -for cur in CURRENCIES: - url1 = 'https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName=BTC-' - url = url1+cur+'&tickInterval=fiveMin' - x = urlopen(url) - json_data = x.read() - json_str = str(json_data, 'utf-8') - output = OUTPUT_DIR + 'btc-'+cur+'.json' - with open(output, 'w') as file: - file.write(json_str) +# Init Bittrex exchange +exchange._API = Bittrex({'key': '', 'secret': ''}) + +for pair in PAIRS: + data = exchange.get_ticker_history(pair) + filename = path.join(OUTPUT_DIR, '{}.json'.format(pair.lower())) + with open(filename, 'w') as fp: + json.dump(data, fp) From a37ea13fd1db327db23802ea72f0c2660395a85a Mon Sep 17 00:00:00 2001 From: gcarq Date: Mon, 6 Nov 2017 01:03:37 +0100 Subject: [PATCH 41/67] catch RuntimeError earlier This makes it possible to to restart the bot, if there are temporary server issues. --- freqtrade/main.py | 46 ++++++++++++++++++++++++---------------------- 1 file changed, 24 insertions(+), 22 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 7c89da55f..b091ff1dd 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -60,6 +60,13 @@ def _process() -> None: msg = 'Got {} in _process(), retrying in 30 seconds...'.format(error.__class__.__name__) logger.exception(msg) time.sleep(30) + except RuntimeError: + telegram.send_msg('*Status:* Got RuntimeError:\n```\n{traceback}```{hint}'.format( + traceback=traceback.format_exc(), + hint='Issue `/start` if you think it is save to restart.' + )) + logger.exception('Got RuntimeError. Stopping trader ...') + update_state(State.STOPPED) def close_trade_if_fulfilled(trade: Trade) -> bool: @@ -254,29 +261,24 @@ def app(config: dict) -> None: """ logger.info('Starting freqtrade %s', __version__) init(config) - try: - old_state = get_state() - logger.info('Initial State: %s', old_state) - telegram.send_msg('*Status:* `{}`'.format(old_state.name.lower())) - while True: - new_state = get_state() - # Log state transition - if new_state != old_state: - telegram.send_msg('*Status:* `{}`'.format(new_state.name.lower())) - logging.info('Changing state to: %s', new_state.name) - if new_state == State.STOPPED: - time.sleep(1) - elif new_state == State.RUNNING: - _process() - # We need to sleep here because otherwise we would run into bittrex rate limit - time.sleep(exchange.get_sleep_time()) - old_state = new_state - except RuntimeError: - telegram.send_msg( - '*Status:* Got RuntimeError:\n```\n{}\n```'.format(traceback.format_exc()) - ) - logger.exception('RuntimeError. Trader stopped!') + old_state = get_state() + logger.info('Initial State: %s', old_state) + telegram.send_msg('*Status:* `{}`'.format(old_state.name.lower())) + while True: + new_state = get_state() + # Log state transition + if new_state != old_state: + telegram.send_msg('*Status:* `{}`'.format(new_state.name.lower())) + logging.info('Changing state to: %s', new_state.name) + + if new_state == State.STOPPED: + time.sleep(1) + elif new_state == State.RUNNING: + _process() + # We need to sleep here because otherwise we would run into bittrex rate limit + time.sleep(exchange.get_sleep_time()) + old_state = new_state def main(): From 117dfbb5631e480f404cb2fe52f4c56279bca2b4 Mon Sep 17 00:00:00 2001 From: gcarq Date: Mon, 6 Nov 2017 18:15:33 +0100 Subject: [PATCH 42/67] fix wording --- freqtrade/main.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index d06204ef7..5ea79f77a 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -63,7 +63,7 @@ def _process() -> None: except RuntimeError: telegram.send_msg('*Status:* Got RuntimeError:\n```\n{traceback}```{hint}'.format( traceback=traceback.format_exc(), - hint='Issue `/start` if you think it is save to restart.' + hint='Issue `/start` if you think it is safe to restart.' )) logger.exception('Got RuntimeError. Stopping trader ...') update_state(State.STOPPED) From adfae9e75c6453dd20a2baca280313c7added0e8 Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Mon, 6 Nov 2017 19:01:13 +0200 Subject: [PATCH 43/67] autoformat with autopep8 --- freqtrade/analyze.py | 2 +- freqtrade/main.py | 2 +- freqtrade/tests/test_analyze.py | 2 +- freqtrade/tests/test_backtesting.py | 18 +++++------- freqtrade/tests/test_hyperopt.py | 8 +++--- freqtrade/tests/test_telegram.py | 13 +++++++-- freqtrade/vendor/qtpylib/indicators.py | 38 +++++++++++++++----------- 7 files changed, 46 insertions(+), 37 deletions(-) diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index 3e65cb997..1a9a285fa 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -23,7 +23,7 @@ def parse_ticker_dataframe(ticker: list) -> DataFrame: """ df = DataFrame(ticker) \ .drop('BV', 1) \ - .rename(columns={'C':'close', 'V':'volume', 'O':'open', 'H':'high', 'L':'low', 'T':'date'}) + .rename(columns={'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'}) df['date'] = to_datetime(df['date'], utc=True, infer_datetime_format=True) df.sort_values('date', inplace=True) return df diff --git a/freqtrade/main.py b/freqtrade/main.py index d06204ef7..4c043ef10 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -208,7 +208,7 @@ def create_trade(stake_amount: float) -> Optional[Trade]: return Trade(pair=pair, stake_amount=stake_amount, amount=amount, - fee=fee*2, + fee=fee * 2, open_rate=buy_limit, open_date=datetime.utcnow(), exchange=exchange.get_name().upper(), diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py index 39d166514..3ae61d14f 100644 --- a/freqtrade/tests/test_analyze.py +++ b/freqtrade/tests/test_analyze.py @@ -16,7 +16,7 @@ def result(): def test_dataframe_has_correct_columns(result): assert result.columns.tolist() == \ - ['close', 'high', 'low', 'open', 'date', 'volume'] + ['close', 'high', 'low', 'open', 'date', 'volume'] def test_dataframe_has_correct_length(result): diff --git a/freqtrade/tests/test_backtesting.py b/freqtrade/tests/test_backtesting.py index bf6b81a52..fc7c699d6 100644 --- a/freqtrade/tests/test_backtesting.py +++ b/freqtrade/tests/test_backtesting.py @@ -18,11 +18,7 @@ logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot def format_results(results): return 'Made {} buys. Average profit {:.2f}%. Total profit was {:.3f}. Average duration {:.1f} mins.'.format( - len(results.index), - results.profit.mean() * 100.0, - results.profit.sum(), - results.duration.mean() * 5 - ) + len(results.index), results.profit.mean() * 100.0, results.profit.sum(), results.duration.mean() * 5) def print_pair_results(pair, results): @@ -40,10 +36,10 @@ def pairs(): def conf(): return { "minimal_roi": { - "50": 0.0, - "40": 0.01, - "30": 0.02, - "0": 0.045 + "50": 0.0, + "40": 0.01, + "30": 0.02, + "0": 0.045 }, "stoploss": -0.40 } @@ -56,7 +52,7 @@ def backtest(conf, pairs, mocker): mocker.patch.dict('freqtrade.main._CONF', conf) mocker.patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00')) for pair in pairs: - with open('freqtrade/tests/testdata/'+pair+'.json') as data_file: + with open('freqtrade/tests/testdata/' + pair + '.json') as data_file: mocked_history.return_value = json.load(data_file) ticker = analyze_ticker(pair)[['close', 'date', 'buy']].copy() # for each buy point @@ -65,7 +61,7 @@ def backtest(conf, pairs, mocker): open_rate=row.close, open_date=row.date, amount=1, - fee=exchange.get_fee()*2 + fee=exchange.get_fee() * 2 ) # calculate win/lose forwards from buy point for row2 in ticker[row.Index:].itertuples(index=True): diff --git a/freqtrade/tests/test_hyperopt.py b/freqtrade/tests/test_hyperopt.py index ad2e5564c..5a8143269 100644 --- a/freqtrade/tests/test_hyperopt.py +++ b/freqtrade/tests/test_hyperopt.py @@ -28,10 +28,10 @@ def pairs(): def conf(): return { "minimal_roi": { - "40": 0.0, - "30": 0.01, - "20": 0.02, - "0": 0.04 + "40": 0.0, + "30": 0.01, + "20": 0.02, + "0": 0.04 }, "stoploss": -0.05 } diff --git a/freqtrade/tests/test_telegram.py b/freqtrade/tests/test_telegram.py index 31f44ec55..87e27a668 100644 --- a/freqtrade/tests/test_telegram.py +++ b/freqtrade/tests/test_telegram.py @@ -98,7 +98,11 @@ def test_status_table_handle(conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) msg_mock = MagicMock() - mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock) + mocker.patch.multiple( + 'freqtrade.main.telegram', + _CONF=conf, + init=MagicMock(), + send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ @@ -269,12 +273,15 @@ def test_performance_handle(conf, update, mocker): assert 'BTC_ETH\t10.05%' in msg_mock.call_args_list[-1][0][0] - def test_count_handle(conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) msg_mock = MagicMock() - mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock) + mocker.patch.multiple( + 'freqtrade.main.telegram', + _CONF=conf, + init=MagicMock(), + send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py index 81e765853..d3c1b89af 100644 --- a/freqtrade/vendor/qtpylib/indicators.py +++ b/freqtrade/vendor/qtpylib/indicators.py @@ -91,7 +91,7 @@ def session(df, start='17:00', end='16:00'): curr = prev = df[-1:].index[0].strftime('%Y-%m-%d') # globex/forex session - if is_same_day == False: + if not is_same_day: prev = (datetime.strptime(curr, '%Y-%m-%d') - timedelta(1)).strftime('%Y-%m-%d') @@ -117,13 +117,19 @@ def heikinashi(bars): bars['ha_high'] = bars.loc[:, ['high', 'ha_open', 'ha_close']].max(axis=1) bars['ha_low'] = bars.loc[:, ['low', 'ha_open', 'ha_close']].min(axis=1) - return pd.DataFrame(index=bars.index, data={'open': bars['ha_open'], - 'high': bars['ha_high'], 'low': bars['ha_low'], 'close': bars['ha_close']}) + return pd.DataFrame( + index=bars.index, + data={ + 'open': bars['ha_open'], + 'high': bars['ha_high'], + 'low': bars['ha_low'], + 'close': bars['ha_close']}) # --------------------------------------------- -def tdi(series, rsi_len=13, bollinger_len=34, rsi_smoothing=2, rsi_signal_len=7, bollinger_std=1.6185): +def tdi(series, rsi_len=13, bollinger_len=34, rsi_smoothing=2, + rsi_signal_len=7, bollinger_std=1.6185): rsi_series = rsi(series, rsi_len) bb_series = bollinger_bands(rsi_series, bollinger_len, bollinger_std) signal = sma(rsi_series, rsi_signal_len) @@ -248,9 +254,9 @@ def rolling_std(series, window=200, min_periods=None): else: try: return series.rolling(window=window, min_periods=min_periods).std() - except: + except BaseException: return pd.Series(series).rolling(window=window, min_periods=min_periods).std() - except: + except BaseException: return pd.rolling_std(series, window=window, min_periods=min_periods) @@ -264,9 +270,9 @@ def rolling_mean(series, window=200, min_periods=None): else: try: return series.rolling(window=window, min_periods=min_periods).mean() - except: + except BaseException: return pd.Series(series).rolling(window=window, min_periods=min_periods).mean() - except: + except BaseException: return pd.rolling_mean(series, window=window, min_periods=min_periods) @@ -277,9 +283,9 @@ def rolling_min(series, window=14, min_periods=None): try: try: return series.rolling(window=window, min_periods=min_periods).min() - except: + except BaseException: return pd.Series(series).rolling(window=window, min_periods=min_periods).min() - except: + except BaseException: return pd.rolling_min(series, window=window, min_periods=min_periods) @@ -290,9 +296,9 @@ def rolling_max(series, window=14, min_periods=None): try: try: return series.rolling(window=window, min_periods=min_periods).min() - except: + except BaseException: return pd.Series(series).rolling(window=window, min_periods=min_periods).min() - except: + except BaseException: return pd.rolling_min(series, window=window, min_periods=min_periods) @@ -302,7 +308,7 @@ def rolling_weighted_mean(series, window=200, min_periods=None): min_periods = window if min_periods is None else min_periods try: return series.ewm(span=window, min_periods=min_periods).mean() - except: + except BaseException: return pd.ewma(series, span=window, min_periods=min_periods) @@ -457,7 +463,7 @@ def returns(series): try: res = (series / series.shift(1) - 1).replace([np.inf, -np.inf], float('NaN')) - except: + except BaseException: res = nans(len(series)) return pd.Series(index=series.index, data=res) @@ -469,7 +475,7 @@ def log_returns(series): try: res = np.log(series / series.shift(1) ).replace([np.inf, -np.inf], float('NaN')) - except: + except BaseException: res = nans(len(series)) return pd.Series(index=series.index, data=res) @@ -482,7 +488,7 @@ def implied_volatility(series, window=252): logret = np.log(series / series.shift(1) ).replace([np.inf, -np.inf], float('NaN')) res = numpy_rolling_std(logret, window) * np.sqrt(window) - except: + except BaseException: res = nans(len(series)) return pd.Series(index=series.index, data=res) From fbbde9de2518a1f3bfc5b9fbcd239e1a2a2f1bdb Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Tue, 7 Nov 2017 17:18:29 +0200 Subject: [PATCH 44/67] put shared fixtures to conftest.py --- freqtrade/tests/conftest.py | 18 ++++++++++++++++++ freqtrade/tests/test_backtesting.py | 19 ------------------- freqtrade/tests/test_hyperopt.py | 19 ------------------- 3 files changed, 18 insertions(+), 38 deletions(-) create mode 100644 freqtrade/tests/conftest.py diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py new file mode 100644 index 000000000..5da31413a --- /dev/null +++ b/freqtrade/tests/conftest.py @@ -0,0 +1,18 @@ +import pytest + +@pytest.fixture(scope="module") +def pairs(): + return ['btc-neo', 'btc-eth', 'btc-omg', 'btc-edg', 'btc-pay', + 'btc-pivx', 'btc-qtum', 'btc-mtl', 'btc-etc', 'btc-ltc'] + +@pytest.fixture(scope="module") +def conf(): + return { + "minimal_roi": { + "40": 0.0, + "30": 0.01, + "20": 0.02, + "0": 0.04 + }, + "stoploss": -0.05 + } diff --git a/freqtrade/tests/test_backtesting.py b/freqtrade/tests/test_backtesting.py index fc7c699d6..7eb8fd981 100644 --- a/freqtrade/tests/test_backtesting.py +++ b/freqtrade/tests/test_backtesting.py @@ -26,25 +26,6 @@ def print_pair_results(pair, results): print(format_results(results[results.currency == pair])) -@pytest.fixture -def pairs(): - return ['btc-neo', 'btc-eth', 'btc-omg', 'btc-edg', 'btc-pay', - 'btc-pivx', 'btc-qtum', 'btc-mtl', 'btc-etc', 'btc-ltc'] - - -@pytest.fixture -def conf(): - return { - "minimal_roi": { - "50": 0.0, - "40": 0.01, - "30": 0.02, - "0": 0.045 - }, - "stoploss": -0.40 - } - - def backtest(conf, pairs, mocker): trades = [] exchange._API = Bittrex({'key': '', 'secret': ''}) diff --git a/freqtrade/tests/test_hyperopt.py b/freqtrade/tests/test_hyperopt.py index 5a8143269..1660ed8a2 100644 --- a/freqtrade/tests/test_hyperopt.py +++ b/freqtrade/tests/test_hyperopt.py @@ -18,25 +18,6 @@ logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot TARGET_TRADES = 1200 -@pytest.fixture -def pairs(): - return ['btc-neo', 'btc-eth', 'btc-omg', 'btc-edg', 'btc-pay', - 'btc-pivx', 'btc-qtum', 'btc-mtl', 'btc-etc', 'btc-ltc'] - - -@pytest.fixture -def conf(): - return { - "minimal_roi": { - "40": 0.0, - "30": 0.01, - "20": 0.02, - "0": 0.04 - }, - "stoploss": -0.05 - } - - def buy_strategy_generator(params): print(params) From 57e089efd3b08f49e85be288a597919f92948f1e Mon Sep 17 00:00:00 2001 From: gcarq Date: Tue, 7 Nov 2017 17:39:57 +0100 Subject: [PATCH 45/67] fix NoneType issue in status command handle --- freqtrade/rpc/telegram.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 9a0a478f3..e964e68e7 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -129,7 +129,9 @@ def _status(bot: Bot, update: Update) -> None: send_msg('*Status:* `no active trade`', bot=bot) else: for trade in trades: - order = exchange.get_order(trade.open_order_id) + order = None + if trade.open_order_id: + order = exchange.get_order(trade.open_order_id) # calculate profit and send message to user current_rate = exchange.get_ticker(trade.pair)['bid'] current_profit = trade.calc_profit(current_rate) From 20d5628786abf3960a1db0a6b3fcb6de3d6c8909 Mon Sep 17 00:00:00 2001 From: gcarq Date: Tue, 7 Nov 2017 17:45:13 +0100 Subject: [PATCH 46/67] catch broader RequestException instead ConnectionError --- freqtrade/main.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 5082fa820..4576bbe1d 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -56,7 +56,7 @@ def _process() -> None: handle_trade(trade) Trade.session.flush() - except (requests.exceptions.ConnectionError, json.JSONDecodeError) as error: + except (requests.exceptions.RequestException, json.JSONDecodeError) as error: msg = 'Got {} in _process(), retrying in 30 seconds...'.format(error.__class__.__name__) logger.exception(msg) time.sleep(30) From f03395b90d0bcb02cceb359220d2bffaee7959cb Mon Sep 17 00:00:00 2001 From: gcarq Date: Tue, 7 Nov 2017 17:54:44 +0100 Subject: [PATCH 47/67] force python3 via shebang --- freqtrade/main.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 4576bbe1d..b7d4f8606 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -1,4 +1,4 @@ -#!/usr/bin/env python +#!/usr/bin/env python3 import copy import json import logging From 0395c9226078d74ee86bcfcc01bd020fb7641dbb Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Tue, 7 Nov 2017 19:24:51 +0200 Subject: [PATCH 48/67] move testdata file loading to pytest fixture --- freqtrade/tests/conftest.py | 16 ++++++++--- freqtrade/tests/test_backtesting.py | 43 ++++++++++++++--------------- freqtrade/tests/test_hyperopt.py | 6 ++-- 3 files changed, 36 insertions(+), 29 deletions(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 5da31413a..6fc9650d2 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -1,9 +1,7 @@ +# pragma pylint: disable=missing-docstring +import json import pytest -@pytest.fixture(scope="module") -def pairs(): - return ['btc-neo', 'btc-eth', 'btc-omg', 'btc-edg', 'btc-pay', - 'btc-pivx', 'btc-qtum', 'btc-mtl', 'btc-etc', 'btc-ltc'] @pytest.fixture(scope="module") def conf(): @@ -16,3 +14,13 @@ def conf(): }, "stoploss": -0.05 } + + +@pytest.fixture(scope="module") +def backdata(): + result = {} + for pair in ['btc-neo', 'btc-eth', 'btc-omg', 'btc-edg', 'btc-pay', + 'btc-pivx', 'btc-qtum', 'btc-mtl', 'btc-etc', 'btc-ltc']: + with open('freqtrade/tests/testdata/' + pair + '.json') as data_file: + result[pair] = json.load(data_file) + return result diff --git a/freqtrade/tests/test_backtesting.py b/freqtrade/tests/test_backtesting.py index 7eb8fd981..6cc49c991 100644 --- a/freqtrade/tests/test_backtesting.py +++ b/freqtrade/tests/test_backtesting.py @@ -26,42 +26,41 @@ def print_pair_results(pair, results): print(format_results(results[results.currency == pair])) -def backtest(conf, pairs, mocker): +def backtest(conf, backdata, mocker): trades = [] exchange._API = Bittrex({'key': '', 'secret': ''}) mocked_history = mocker.patch('freqtrade.analyze.get_ticker_history') mocker.patch.dict('freqtrade.main._CONF', conf) mocker.patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00')) - for pair in pairs: - with open('freqtrade/tests/testdata/' + pair + '.json') as data_file: - mocked_history.return_value = json.load(data_file) - ticker = analyze_ticker(pair)[['close', 'date', 'buy']].copy() - # for each buy point - for row in ticker[ticker.buy == 1].itertuples(index=True): - trade = Trade( - open_rate=row.close, - open_date=row.date, - amount=1, - fee=exchange.get_fee() * 2 - ) - # calculate win/lose forwards from buy point - for row2 in ticker[row.Index:].itertuples(index=True): - if should_sell(trade, row2.close, row2.date): - current_profit = trade.calc_profit(row2.close) + for pair, pair_data in backdata.items(): + mocked_history.return_value = pair_data + ticker = analyze_ticker(pair)[['close', 'date', 'buy']].copy() + # for each buy point + for row in ticker[ticker.buy == 1].itertuples(index=True): + trade = Trade( + open_rate=row.close, + open_date=row.date, + amount=1, + fee=exchange.get_fee() * 2 + ) + # calculate win/lose forwards from buy point + for row2 in ticker[row.Index:].itertuples(index=True): + if should_sell(trade, row2.close, row2.date): + current_profit = trade.calc_profit(row2.close) - trades.append((pair, current_profit, row2.Index - row.Index)) - break + trades.append((pair, current_profit, row2.Index - row.Index)) + break labels = ['currency', 'profit', 'duration'] results = DataFrame.from_records(trades, columns=labels) return results @pytest.mark.skipif(not os.environ.get('BACKTEST', False), reason="BACKTEST not set") -def test_backtest(conf, pairs, mocker, report=True): - results = backtest(conf, pairs, mocker) +def test_backtest(conf, backdata, mocker, report=True): + results = backtest(conf, backdata, mocker) print('====================== BACKTESTING REPORT ================================') - for pair in pairs: + for pair in backdata: print_pair_results(pair, results) print('TOTAL OVER ALL TRADES:') print(format_results(results)) diff --git a/freqtrade/tests/test_hyperopt.py b/freqtrade/tests/test_hyperopt.py index 1660ed8a2..ed8a4a0e6 100644 --- a/freqtrade/tests/test_hyperopt.py +++ b/freqtrade/tests/test_hyperopt.py @@ -63,13 +63,13 @@ def buy_strategy_generator(params): @pytest.mark.skipif(not os.environ.get('BACKTEST', False), reason="BACKTEST not set") -def test_hyperopt(conf, pairs, mocker): +def test_hyperopt(conf, backdata, mocker): mocked_buy_trend = mocker.patch('freqtrade.analyze.populate_buy_trend') def optimizer(params): mocked_buy_trend.side_effect = buy_strategy_generator(params) - results = backtest(conf, pairs, mocker) + results = backtest(conf, backdata, mocker) result = format_results(results) print(result) @@ -129,7 +129,7 @@ def test_hyperopt(conf, pairs, mocker): } trials = Trials() best = fmin(fn=optimizer, space=space, algo=tpe.suggest, max_evals=4, trials=trials) - print('\n\n\n\n====================== HYPEROPT BACKTESTING REPORT ================================') + print('\n\n\n\n==================== HYPEROPT BACKTESTING REPORT ==============================') print('Best parameters {}'.format(best)) newlist = sorted(trials.results, key=itemgetter('loss')) print('Result: {}'.format(newlist[0]['result'])) From a1388ef296d7021858b3f006eb0b10c4404266cc Mon Sep 17 00:00:00 2001 From: gcarq Date: Tue, 7 Nov 2017 18:41:48 +0100 Subject: [PATCH 49/67] add tick_interval to get_ticker_history as an optional parameter --- freqtrade/exchange/__init__.py | 6 +++--- freqtrade/exchange/bittrex.py | 24 ++++++++++++++---------- freqtrade/exchange/interface.py | 3 ++- 3 files changed, 19 insertions(+), 14 deletions(-) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 6205138da..87bd0bbd1 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -1,7 +1,7 @@ import enum import logging from random import randint -from typing import List, Dict, Any +from typing import List, Dict, Any, Optional import arrow @@ -122,8 +122,8 @@ def get_ticker(pair: str) -> dict: return _API.get_ticker(pair) -def get_ticker_history(pair: str) -> List: - return _API.get_ticker_history(pair) +def get_ticker_history(pair: str, tick_interval: Optional[int] = 5) -> List: + return _API.get_ticker_history(pair, tick_interval) def cancel_order(order_id: str) -> None: diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index f7011ce2e..5c46df519 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -1,5 +1,5 @@ import logging -from typing import List, Dict +from typing import List, Dict, Optional import requests from bittrex.bittrex import Bittrex as _Bittrex @@ -20,14 +20,11 @@ class Bittrex(Exchange): BASE_URL: str = 'https://www.bittrex.com' TICKER_METHOD: str = BASE_URL + '/Api/v2.0/pub/market/GetTicks' PAIR_DETAIL_METHOD: str = BASE_URL + '/Market/Index' - # Ticker inveral - TICKER_INTERVAL: str = 'fiveMin' - # Sleep time to avoid rate limits, used in the main loop - SLEEP_TIME: float = 25 @property def sleep_time(self) -> float: - return self.SLEEP_TIME + """ Sleep time to avoid rate limits, used in the main loop """ + return 25 def __init__(self, config: dict) -> None: global _API, _EXCHANGE_CONF @@ -86,17 +83,24 @@ class Bittrex(Exchange): 'last': float(data['result']['Last']), } - def get_ticker_history(self, pair: str): - url = self.TICKER_METHOD + def get_ticker_history(self, pair: str, tick_interval: int): headers = { # TODO: Set as global setting 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/61.0.3163.100 Safari/537.36' } + + if tick_interval == 1: + interval = 'oneMin' + elif tick_interval == 5: + interval = 'fiveMin' + else: + raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval)) + params = { 'marketName': pair.replace('_', '-'), - 'tickInterval': self.TICKER_INTERVAL, + 'tickInterval': interval, } - data = requests.get(url, params=params, headers=headers).json() + data = requests.get(self.TICKER_METHOD, params=params, headers=headers).json() if not data['success']: raise RuntimeError('{message} params=({pair})'.format( message=data['message'], diff --git a/freqtrade/exchange/interface.py b/freqtrade/exchange/interface.py index 904123093..44297ee6a 100644 --- a/freqtrade/exchange/interface.py +++ b/freqtrade/exchange/interface.py @@ -83,10 +83,11 @@ class Exchange(ABC): """ @abstractmethod - def get_ticker_history(self, pair: str) -> List: + def get_ticker_history(self, pair: str, tick_interval: int) -> List: """ Gets ticker history for given pair. :param pair: Pair as str, format: BTC_ETC + :param tick_interval: ticker interval in minutes :return: list, format: [ { 'O': float, (Open) From d921bae75ef0cace043dc65df98a9d7984953030 Mon Sep 17 00:00:00 2001 From: gcarq Date: Tue, 7 Nov 2017 18:42:40 +0100 Subject: [PATCH 50/67] set executable bit --- freqtrade/tests/testdata/download_backtest_data.py | 0 1 file changed, 0 insertions(+), 0 deletions(-) mode change 100644 => 100755 freqtrade/tests/testdata/download_backtest_data.py diff --git a/freqtrade/tests/testdata/download_backtest_data.py b/freqtrade/tests/testdata/download_backtest_data.py old mode 100644 new mode 100755 From 8555271102a975f44144b791552e2ddabe0408e8 Mon Sep 17 00:00:00 2001 From: gcarq Date: Tue, 7 Nov 2017 18:49:16 +0100 Subject: [PATCH 51/67] remove unneeded header from get_ticker_history --- freqtrade/exchange/bittrex.py | 13 ++++--------- 1 file changed, 4 insertions(+), 9 deletions(-) diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index 5c46df519..eedfd3ab0 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -1,5 +1,5 @@ import logging -from typing import List, Dict, Optional +from typing import List, Dict import requests from bittrex.bittrex import Bittrex as _Bittrex @@ -84,11 +84,6 @@ class Bittrex(Exchange): } def get_ticker_history(self, pair: str, tick_interval: int): - headers = { - # TODO: Set as global setting - 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/61.0.3163.100 Safari/537.36' - } - if tick_interval == 1: interval = 'oneMin' elif tick_interval == 5: @@ -96,15 +91,15 @@ class Bittrex(Exchange): else: raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval)) - params = { + data = requests.get(self.TICKER_METHOD, params={ 'marketName': pair.replace('_', '-'), 'tickInterval': interval, - } - data = requests.get(self.TICKER_METHOD, params=params, headers=headers).json() + }).json() if not data['success']: raise RuntimeError('{message} params=({pair})'.format( message=data['message'], pair=pair)) + return data['result'] def get_order(self, order_id: str) -> Dict: From 8eeb02e592551a2ff6bc53f2e774e02f71f7c9f0 Mon Sep 17 00:00:00 2001 From: gcarq Date: Tue, 7 Nov 2017 18:59:47 +0100 Subject: [PATCH 52/67] make ticker interval configurable --- freqtrade/tests/testdata/download_backtest_data.py | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/freqtrade/tests/testdata/download_backtest_data.py b/freqtrade/tests/testdata/download_backtest_data.py index 16f4c0802..b1508aed7 100755 --- a/freqtrade/tests/testdata/download_backtest_data.py +++ b/freqtrade/tests/testdata/download_backtest_data.py @@ -8,13 +8,17 @@ from freqtrade import exchange from freqtrade.exchange import Bittrex PAIRS = ['BTC-OK', 'BTC-NEO', 'BTC-DASH', 'BTC-ETC', 'BTC-ETH', 'BTC-SNT'] +TICKER_INTERVAL = 1 # ticker interval in minutes (currently implemented: 1 and 5) OUTPUT_DIR = path.dirname(path.realpath(__file__)) # Init Bittrex exchange exchange._API = Bittrex({'key': '', 'secret': ''}) for pair in PAIRS: - data = exchange.get_ticker_history(pair) - filename = path.join(OUTPUT_DIR, '{}.json'.format(pair.lower())) + data = exchange.get_ticker_history(pair, TICKER_INTERVAL) + filename = path.join(OUTPUT_DIR, '{}-{}m.json'.format( + pair.lower(), + TICKER_INTERVAL, + )) with open(filename, 'w') as fp: json.dump(data, fp) From abdddd5193a28e6f2ae4a9c83c0c7d2b7a65580e Mon Sep 17 00:00:00 2001 From: gcarq Date: Tue, 7 Nov 2017 20:12:56 +0100 Subject: [PATCH 53/67] define common fixtures --- freqtrade/tests/conftest.py | 94 ++++++++++++- freqtrade/tests/test_analyze.py | 4 +- freqtrade/tests/test_backtesting.py | 9 +- freqtrade/tests/test_hyperopt.py | 4 +- freqtrade/tests/test_main.py | 96 +++---------- freqtrade/tests/test_telegram.py | 211 +++++++--------------------- 6 files changed, 169 insertions(+), 249 deletions(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 6fc9650d2..64bdd8d9f 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -1,10 +1,58 @@ # pragma pylint: disable=missing-docstring import json +from datetime import datetime +from unittest.mock import MagicMock + import pytest +from jsonschema import validate +from telegram import Message, Chat, Update + +from freqtrade.misc import CONF_SCHEMA @pytest.fixture(scope="module") -def conf(): +def default_conf(): + """ Returns validated configuration suitable for most tests """ + configuration = { + "max_open_trades": 3, + "stake_currency": "BTC", + "stake_amount": 0.05, + "dry_run": True, + "minimal_roi": { + "40": 0.0, + "30": 0.01, + "20": 0.02, + "0": 0.04 + }, + "stoploss": -0.05, + "bid_strategy": { + "ask_last_balance": 0.0 + }, + "exchange": { + "name": "bittrex", + "enabled": True, + "key": "key", + "secret": "secret", + "pair_whitelist": [ + "BTC_ETH", + "BTC_TKN", + "BTC_TRST", + "BTC_SWT" + ] + }, + "telegram": { + "enabled": True, + "token": "token", + "chat_id": "0" + }, + "initial_state": "running" + } + validate(configuration, CONF_SCHEMA) + return configuration + + +@pytest.fixture(scope="module") +def backtest_conf(): return { "minimal_roi": { "40": 0.0, @@ -24,3 +72,47 @@ def backdata(): with open('freqtrade/tests/testdata/' + pair + '.json') as data_file: result[pair] = json.load(data_file) return result + + +@pytest.fixture +def update(): + _update = Update(0) + _update.message = Message(0, 0, datetime.utcnow(), Chat(0, 0)) + return _update + + +@pytest.fixture +def ticker(): + return MagicMock(return_value={ + 'bid': 0.07256061, + 'ask': 0.072661, + 'last': 0.07256061, + }) + + +@pytest.fixture +def limit_buy_order(): + return { + 'id': 'mocked_limit_buy', + 'type': 'LIMIT_BUY', + 'pair': 'mocked', + 'opened': datetime.utcnow(), + 'rate': 0.07256061, + 'amount': 206.43811673387373, + 'remaining': 0.0, + 'closed': datetime.utcnow(), + } + + +@pytest.fixture +def limit_sell_order(): + return { + 'id': 'mocked_limit_sell', + 'type': 'LIMIT_SELL', + 'pair': 'mocked', + 'opened': datetime.utcnow(), + 'rate': 0.0802134, + 'amount': 206.43811673387373, + 'remaining': 0.0, + 'closed': datetime.utcnow(), + } diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py index 3ae61d14f..3c0ce15b2 100644 --- a/freqtrade/tests/test_analyze.py +++ b/freqtrade/tests/test_analyze.py @@ -14,12 +14,12 @@ def result(): return parse_ticker_dataframe(json.load(data_file)) -def test_dataframe_has_correct_columns(result): +def test_dataframe_correct_columns(result): assert result.columns.tolist() == \ ['close', 'high', 'low', 'open', 'date', 'volume'] -def test_dataframe_has_correct_length(result): +def test_dataframe_correct_length(result): assert len(result.index) == 5751 diff --git a/freqtrade/tests/test_backtesting.py b/freqtrade/tests/test_backtesting.py index 6cc49c991..7f019dd17 100644 --- a/freqtrade/tests/test_backtesting.py +++ b/freqtrade/tests/test_backtesting.py @@ -1,5 +1,4 @@ # pragma pylint: disable=missing-docstring -import json import logging import os @@ -26,11 +25,11 @@ def print_pair_results(pair, results): print(format_results(results[results.currency == pair])) -def backtest(conf, backdata, mocker): +def backtest(backtest_conf, backdata, mocker): trades = [] exchange._API = Bittrex({'key': '', 'secret': ''}) mocked_history = mocker.patch('freqtrade.analyze.get_ticker_history') - mocker.patch.dict('freqtrade.main._CONF', conf) + mocker.patch.dict('freqtrade.main._CONF', backtest_conf) mocker.patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00')) for pair, pair_data in backdata.items(): mocked_history.return_value = pair_data @@ -56,8 +55,8 @@ def backtest(conf, backdata, mocker): @pytest.mark.skipif(not os.environ.get('BACKTEST', False), reason="BACKTEST not set") -def test_backtest(conf, backdata, mocker, report=True): - results = backtest(conf, backdata, mocker) +def test_backtest(backtest_conf, backdata, mocker, report=True): + results = backtest(backtest_conf, backdata, mocker) print('====================== BACKTESTING REPORT ================================') for pair in backdata: diff --git a/freqtrade/tests/test_hyperopt.py b/freqtrade/tests/test_hyperopt.py index ed8a4a0e6..50f3b94f4 100644 --- a/freqtrade/tests/test_hyperopt.py +++ b/freqtrade/tests/test_hyperopt.py @@ -63,13 +63,13 @@ def buy_strategy_generator(params): @pytest.mark.skipif(not os.environ.get('BACKTEST', False), reason="BACKTEST not set") -def test_hyperopt(conf, backdata, mocker): +def test_hyperopt(backtest_conf, backdata, mocker): mocked_buy_trend = mocker.patch('freqtrade.analyze.populate_buy_trend') def optimizer(params): mocked_buy_trend.side_effect = buy_strategy_generator(params) - results = backtest(conf, backdata, mocker) + results = backtest(backtest_conf, backdata, mocker) result = format_results(results) print(result) diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index b49a685b6..15754cbc9 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -1,71 +1,25 @@ # pragma pylint: disable=missing-docstring import copy -from datetime import datetime from unittest.mock import MagicMock, call -import pytest -from jsonschema import validate - from freqtrade.exchange import Exchanges from freqtrade.main import create_trade, handle_trade, close_trade_if_fulfilled, init, \ get_target_bid -from freqtrade.misc import CONF_SCHEMA from freqtrade.persistence import Trade -@pytest.fixture -def conf(): - configuration = { - "max_open_trades": 3, - "stake_currency": "BTC", - "stake_amount": 0.05, - "dry_run": True, - "minimal_roi": { - "2880": 0.005, - "720": 0.01, - "0": 0.02 - }, - "bid_strategy": { - "ask_last_balance": 0.0 - }, - "exchange": { - "name": "bittrex", - "enabled": True, - "key": "key", - "secret": "secret", - "pair_whitelist": [ - "BTC_ETH", - "BTC_TKN", - "BTC_TRST", - "BTC_SWT", - ] - }, - "telegram": { - "enabled": True, - "token": "token", - "chat_id": "chat_id" - } - } - validate(configuration, CONF_SCHEMA) - return configuration - - -def test_create_trade(conf, mocker): - mocker.patch.dict('freqtrade.main._CONF', conf) +def test_create_trade(default_conf, ticker, limit_buy_order, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) buy_signal = mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), - get_ticker=MagicMock(return_value={ - 'bid': 0.07256061, - 'ask': 0.072661, - 'last': 0.07256061 - }), + get_ticker=ticker, buy=MagicMock(return_value='mocked_limit_buy')) # Save state of current whitelist - whitelist = copy.deepcopy(conf['exchange']['pair_whitelist']) + whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist']) - init(conf, 'sqlite://') + init(default_conf, 'sqlite://') for _ in ['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT']: trade = create_trade(15.0) Trade.session.add(trade) @@ -77,29 +31,20 @@ def test_create_trade(conf, mocker): assert trade.exchange == Exchanges.BITTREX.name # Simulate fulfilled LIMIT_BUY order for trade - trade.update({ - 'id': 'mocked_limit_buy', - 'type': 'LIMIT_BUY', - 'pair': 'mocked', - 'opened': datetime.utcnow(), - 'rate': 0.072661, - 'amount': 206.43811673387373, - 'remaining': 0.0, - 'closed': datetime.utcnow(), - }) + trade.update(limit_buy_order) - assert trade.open_rate == 0.072661 + assert trade.open_rate == 0.07256061 assert trade.amount == 206.43811673387373 - assert whitelist == conf['exchange']['pair_whitelist'] + assert whitelist == default_conf['exchange']['pair_whitelist'] buy_signal.assert_has_calls( [call('BTC_ETH'), call('BTC_TKN'), call('BTC_TRST'), call('BTC_SWT')] ) -def test_handle_trade(conf, mocker): - mocker.patch.dict('freqtrade.main._CONF', conf) +def test_handle_trade(default_conf, limit_sell_order, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -116,24 +61,15 @@ def test_handle_trade(conf, mocker): assert trade.open_order_id == 'mocked_limit_sell' # Simulate fulfilled LIMIT_SELL order for trade - trade.update({ - 'id': 'mocked_sell_limit', - 'type': 'LIMIT_SELL', - 'pair': 'mocked', - 'opened': datetime.utcnow(), - 'rate': 0.17256061, - 'amount': 206.43811673387373, - 'remaining': 0.0, - 'closed': datetime.utcnow(), - }) + trade.update(limit_sell_order) - assert trade.close_rate == 0.17256061 - assert trade.close_profit == 1.3698725 + assert trade.close_rate == 0.0802134 + assert trade.close_profit == 0.10046755 assert trade.close_date is not None -def test_close_trade(conf, mocker): - mocker.patch.dict('freqtrade.main._CONF', conf) +def test_close_trade(default_conf, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) trade = Trade.query.filter(Trade.is_open.is_(True)).first() assert trade @@ -155,6 +91,6 @@ def test_balance_fully_last_side(mocker): assert get_target_bid({'ask': 20, 'last': 10}) == 10 -def test_balance_when_last_bigger_than_ask(mocker): +def test_balance_bigger_last_ask(mocker): mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}}) assert get_target_bid({'ask': 5, 'last': 10}) == 5 diff --git a/freqtrade/tests/test_telegram.py b/freqtrade/tests/test_telegram.py index 87e27a668..f9e91a0c6 100644 --- a/freqtrade/tests/test_telegram.py +++ b/freqtrade/tests/test_telegram.py @@ -1,85 +1,34 @@ -# pragma pylint: disable=missing-docstring -import logging +# pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors import re from datetime import datetime from unittest.mock import MagicMock -import pytest -from jsonschema import validate -from telegram import Bot, Update, Message, Chat +from telegram import Bot -from freqtrade import exchange from freqtrade.main import init, create_trade -from freqtrade.misc import update_state, State, get_state, CONF_SCHEMA +from freqtrade.misc import update_state, State, get_state from freqtrade.persistence import Trade from freqtrade.rpc.telegram import ( _status, _status_table, _profit, _forcesell, _performance, _count, _start, _stop, _balance ) -@pytest.fixture -def conf(): - configuration = { - "max_open_trades": 3, - "stake_currency": "BTC", - "stake_amount": 0.05, - "dry_run": True, - "minimal_roi": { - "2880": 0.005, - "720": 0.01, - "0": 0.02 - }, - "bid_strategy": { - "ask_last_balance": 0.0 - }, - "exchange": { - "name": "bittrex", - "enabled": True, - "key": "key", - "secret": "secret", - "pair_whitelist": [ - "BTC_ETH", - "BTC_ETC" - ] - }, - "telegram": { - "enabled": True, - "token": "token", - "chat_id": "0" - }, - "initial_state": "running" - } - validate(configuration, CONF_SCHEMA) - return configuration - - -@pytest.fixture -def update(): - _update = Update(0) - _update.message = Message(0, 0, datetime.utcnow(), Chat(0, 0)) - return _update - - class MagicBot(MagicMock, Bot): pass -def test_status_handle(conf, update, mocker): - mocker.patch.dict('freqtrade.main._CONF', conf) +def test_status_handle(default_conf, update, ticker, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) msg_mock = MagicMock() mocker.patch.multiple('freqtrade.main.telegram', - _CONF=conf, + _CONF=default_conf, init=MagicMock(), send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), - get_ticker=MagicMock(return_value={ - 'bid': 0.07256061, - 'ask': 0.072661, - 'last': 0.07256061 - })) - init(conf, 'sqlite://') + get_ticker=ticker) + init(default_conf, 'sqlite://') # Create some test data trade = create_trade(15.0) @@ -94,24 +43,20 @@ def test_status_handle(conf, update, mocker): assert '[BTC_ETH]' in msg_mock.call_args_list[-1][0][0] -def test_status_table_handle(conf, update, mocker): - mocker.patch.dict('freqtrade.main._CONF', conf) +def test_status_table_handle(default_conf, update, ticker, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.main.telegram', - _CONF=conf, + _CONF=default_conf, init=MagicMock(), send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), - get_ticker=MagicMock(return_value={ - 'bid': 0.07256061, - 'ask': 0.072661, - 'last': 0.07256061 - }), + get_ticker=ticker, buy=MagicMock(return_value='mocked_order_id')) - init(conf, 'sqlite://') + init(default_conf, 'sqlite://') # Create some test data trade = create_trade(15.0) @@ -121,7 +66,7 @@ def test_status_table_handle(conf, update, mocker): _status_table(bot=MagicBot(), update=update) - text = re.sub('<\/?pre>', '', msg_mock.call_args_list[-1][0][0]) + text = re.sub('', '', msg_mock.call_args_list[-1][0][0]) line = text.split("\n") fields = re.sub('[ ]+', ' ', line[2].strip()).split(' ') @@ -130,49 +75,27 @@ def test_status_table_handle(conf, update, mocker): assert msg_mock.call_count == 2 -def test_profit_handle(conf, update, mocker): - mocker.patch.dict('freqtrade.main._CONF', conf) +def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) msg_mock = MagicMock() mocker.patch.multiple('freqtrade.main.telegram', - _CONF=conf, + _CONF=default_conf, init=MagicMock(), send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), - get_ticker=MagicMock(return_value={ - 'bid': 0.07256061, - 'ask': 0.072661, - 'last': 0.07256061 - })) - init(conf, 'sqlite://') + get_ticker=ticker) + init(default_conf, 'sqlite://') # Create some test data trade = create_trade(15.0) assert trade # Simulate fulfilled LIMIT_BUY order for trade - trade.update({ - 'id': 'mocked_limit_buy', - 'type': 'LIMIT_BUY', - 'pair': 'mocked', - 'opened': datetime.utcnow(), - 'rate': 0.07256061, - 'amount': 206.43811673387373, - 'remaining': 0.0, - 'closed': datetime.utcnow(), - }) + trade.update(limit_buy_order) # Simulate fulfilled LIMIT_SELL order for trade - trade.update({ - 'id': 'mocked_limit_sell', - 'type': 'LIMIT_SELL', - 'pair': 'mocked', - 'opened': datetime.utcnow(), - 'rate': 0.0802134, - 'amount': 206.43811673387373, - 'remaining': 0.0, - 'closed': datetime.utcnow(), - }) + trade.update(limit_sell_order) trade.close_date = datetime.utcnow() trade.is_open = False @@ -185,22 +108,18 @@ def test_profit_handle(conf, update, mocker): assert 'Best Performing:* `BTC_ETH: 10.05%`' in msg_mock.call_args_list[-1][0][0] -def test_forcesell_handle(conf, update, mocker): - mocker.patch.dict('freqtrade.main._CONF', conf) +def test_forcesell_handle(default_conf, update, ticker, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) msg_mock = MagicMock() mocker.patch.multiple('freqtrade.main.telegram', - _CONF=conf, + _CONF=default_conf, init=MagicMock(), send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), - get_ticker=MagicMock(return_value={ - 'bid': 0.07256061, - 'ask': 0.072661, - 'last': 0.07256061 - })) - init(conf, 'sqlite://') + get_ticker=ticker) + init(default_conf, 'sqlite://') # Create some test data trade = create_trade(15.0) @@ -217,50 +136,28 @@ def test_forcesell_handle(conf, update, mocker): assert '0.07256061 (profit: ~-0.64%)' in msg_mock.call_args_list[-1][0][0] -def test_performance_handle(conf, update, mocker): - mocker.patch.dict('freqtrade.main._CONF', conf) +def test_performance_handle(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) msg_mock = MagicMock() mocker.patch.multiple('freqtrade.main.telegram', - _CONF=conf, + _CONF=default_conf, init=MagicMock(), send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), - get_ticker=MagicMock(return_value={ - 'bid': 0.07256061, - 'ask': 0.072661, - 'last': 0.07256061 - })) - init(conf, 'sqlite://') + get_ticker=ticker) + init(default_conf, 'sqlite://') # Create some test data trade = create_trade(15.0) assert trade # Simulate fulfilled LIMIT_BUY order for trade - trade.update({ - 'id': 'mocked_limit_buy', - 'type': 'LIMIT_BUY', - 'pair': 'mocked', - 'opened': datetime.utcnow(), - 'rate': 0.07256061, - 'amount': 206.43811673387373, - 'remaining': 0.0, - 'closed': datetime.utcnow(), - }) + trade.update(limit_buy_order) # Simulate fulfilled LIMIT_SELL order for trade - trade.update({ - 'id': 'mocked_limit_sell', - 'type': 'LIMIT_SELL', - 'pair': 'mocked', - 'opened': datetime.utcnow(), - 'rate': 0.0802134, - 'amount': 206.43811673387373, - 'remaining': 0.0, - 'closed': datetime.utcnow(), - }) + trade.update(limit_sell_order) trade.close_date = datetime.utcnow() trade.is_open = False @@ -273,24 +170,20 @@ def test_performance_handle(conf, update, mocker): assert 'BTC_ETH\t10.05%' in msg_mock.call_args_list[-1][0][0] -def test_count_handle(conf, update, mocker): - mocker.patch.dict('freqtrade.main._CONF', conf) +def test_count_handle(default_conf, update, ticker, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.main.telegram', - _CONF=conf, + _CONF=default_conf, init=MagicMock(), send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), - get_ticker=MagicMock(return_value={ - 'bid': 0.07256061, - 'ask': 0.072661, - 'last': 0.07256061 - }), + get_ticker=ticker, buy=MagicMock(return_value='mocked_order_id')) - init(conf, 'sqlite://') + init(default_conf, 'sqlite://') # Create some test data trade = create_trade(15.0) @@ -303,20 +196,20 @@ def test_count_handle(conf, update, mocker): _count(bot=MagicBot(), update=update) line = msg_mock.call_args_list[-1][0][0].split("\n") - assert line[2] == '{}/{}'.format(2, conf['max_open_trades']) + assert line[2] == '{}/{}'.format(2, default_conf['max_open_trades']) -def test_start_handle(conf, update, mocker): - mocker.patch.dict('freqtrade.main._CONF', conf) +def test_start_handle(default_conf, update, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) msg_mock = MagicMock() mocker.patch.multiple('freqtrade.main.telegram', - _CONF=conf, + _CONF=default_conf, init=MagicMock(), send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', - _CONF=conf, + _CONF=default_conf, init=MagicMock()) - init(conf, 'sqlite://') + init(default_conf, 'sqlite://') update_state(State.STOPPED) assert get_state() == State.STOPPED @@ -325,17 +218,17 @@ def test_start_handle(conf, update, mocker): assert msg_mock.call_count == 0 -def test_stop_handle(conf, update, mocker): - mocker.patch.dict('freqtrade.main._CONF', conf) +def test_stop_handle(default_conf, update, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) msg_mock = MagicMock() mocker.patch.multiple('freqtrade.main.telegram', - _CONF=conf, + _CONF=default_conf, init=MagicMock(), send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', - _CONF=conf, + _CONF=default_conf, init=MagicMock()) - init(conf, 'sqlite://') + init(default_conf, 'sqlite://') update_state(State.RUNNING) assert get_state() == State.RUNNING @@ -345,17 +238,17 @@ def test_stop_handle(conf, update, mocker): assert 'Stopping trader' in msg_mock.call_args_list[0][0][0] -def test_balance_handle(conf, update, mocker): +def test_balance_handle(default_conf, update, mocker): mock_balance = [{ 'Currency': 'BTC', 'Balance': 10.0, 'Available': 12.0, 'Pending': 0.0, 'CryptoAddress': 'XXXX'}] - mocker.patch.dict('freqtrade.main._CONF', conf) + mocker.patch.dict('freqtrade.main._CONF', default_conf) msg_mock = MagicMock() mocker.patch.multiple('freqtrade.main.telegram', - _CONF=conf, + _CONF=default_conf, init=MagicMock(), send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.exchange', From f8084b117e6edf380bc0c370fb375a3fad19f497 Mon Sep 17 00:00:00 2001 From: gcarq Date: Tue, 7 Nov 2017 20:13:36 +0100 Subject: [PATCH 54/67] apply pylint recommendations --- freqtrade/analyze.py | 29 ++++++++++++++--------------- freqtrade/persistence.py | 6 +++--- freqtrade/rpc/telegram.py | 16 ++++++++-------- 3 files changed, 25 insertions(+), 26 deletions(-) diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index 1a9a285fa..32bce45e0 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -21,12 +21,13 @@ def parse_ticker_dataframe(ticker: list) -> DataFrame: :param ticker: See exchange.get_ticker_history :return: DataFrame """ - df = DataFrame(ticker) \ + columns = {'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'} + frame = DataFrame(ticker) \ .drop('BV', 1) \ - .rename(columns={'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'}) - df['date'] = to_datetime(df['date'], utc=True, infer_datetime_format=True) - df.sort_values('date', inplace=True) - return df + .rename(columns=columns) + frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True) + frame.sort_values('date', inplace=True) + return frame def populate_indicators(dataframe: DataFrame) -> DataFrame: @@ -116,19 +117,20 @@ def get_buy_signal(pair: str) -> bool: return signal -def plot_dataframe(dataframe: DataFrame, pair: str) -> None: +def plot_analyzed_dataframe(pair: str) -> None: """ - Plots the given dataframe - :param dataframe: DataFrame + Calls analyze() and plots the returned dataframe :param pair: pair as str :return: None """ - import matplotlib - matplotlib.use("Qt5Agg") import matplotlib.pyplot as plt + # Init Bittrex to use public API + exchange._API = Bittrex({'key': '', 'secret': ''}) + dataframe = analyze_ticker(pair) + # Two subplots sharing x axis fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True) fig.suptitle(pair, fontsize=14, fontweight='bold') @@ -160,9 +162,6 @@ def plot_dataframe(dataframe: DataFrame, pair: str) -> None: if __name__ == '__main__': # Install PYQT5==5.9 manually if you want to test this helper function while True: - exchange._API = Bittrex({'key': '', 'secret': ''}) - test_pair = 'BTC_ETH' - # for pair in ['BTC_ANT', 'BTC_ETH', 'BTC_GNT', 'BTC_ETC']: - # get_buy_signal(pair) - plot_dataframe(analyze_ticker(test_pair), test_pair) + for p in ['BTC_ANT', 'BTC_ETH', 'BTC_GNT', 'BTC_ETC']: + plot_analyzed_dataframe(p) time.sleep(60) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index c122d830e..41c9cadcb 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -14,7 +14,7 @@ logging.basicConfig(level=logging.DEBUG, logger = logging.getLogger(__name__) _CONF = {} -Base = declarative_base() +_DECL_BASE = declarative_base() def init(config: dict, db_url: Optional[str] = None) -> None: @@ -37,7 +37,7 @@ def init(config: dict, db_url: Optional[str] = None) -> None: session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True)) Trade.session = session() Trade.query = session.query_property() - Base.metadata.create_all(engine) + _DECL_BASE.metadata.create_all(engine) def cleanup() -> None: @@ -48,7 +48,7 @@ def cleanup() -> None: Trade.session.flush() -class Trade(Base): +class Trade(_DECL_BASE): __tablename__ = 'trades' id = Column(Integer, primary_key=True) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index e964e68e7..7a056cd27 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -20,7 +20,7 @@ logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO) logging.getLogger('telegram').setLevel(logging.INFO) logger = logging.getLogger(__name__) -_updater: Updater = None +_UPDATER: Updater = None _CONF = {} @@ -32,13 +32,13 @@ def init(config: dict) -> None: :param config: config to use :return: None """ - global _updater + global _UPDATER _CONF.update(config) if not is_enabled(): return - _updater = Updater(token=config['telegram']['token'], workers=0) + _UPDATER = Updater(token=config['telegram']['token'], workers=0) # Register command handler and start telegram message polling handles = [ @@ -53,8 +53,8 @@ def init(config: dict) -> None: CommandHandler('help', _help), ] for handle in handles: - _updater.dispatcher.add_handler(handle) - _updater.start_polling( + _UPDATER.dispatcher.add_handler(handle) + _UPDATER.start_polling( clean=True, bootstrap_retries=3, timeout=30, @@ -73,7 +73,7 @@ def cleanup() -> None: """ if not is_enabled(): return - _updater.stop() + _UPDATER.stop() def is_enabled() -> bool: @@ -448,7 +448,7 @@ def send_msg(msg: str, bot: Bot = None, parse_mode: ParseMode = ParseMode.MARKDO if not is_enabled(): return try: - bot = bot or _updater.bot + bot = bot or _UPDATER.bot try: bot.send_message(_CONF['telegram']['chat_id'], msg, parse_mode=parse_mode) except NetworkError as error: @@ -459,5 +459,5 @@ def send_msg(msg: str, bot: Bot = None, parse_mode: ParseMode = ParseMode.MARKDO error.message ) bot.send_message(_CONF['telegram']['chat_id'], msg, parse_mode=parse_mode) - except Exception: + except BaseException: logger.exception('Exception occurred within Telegram API') From ba485fe2b24f02f3319b841a1be9d8862c348cc0 Mon Sep 17 00:00:00 2001 From: gcarq Date: Tue, 7 Nov 2017 22:26:08 +0100 Subject: [PATCH 55/67] return state changes --- freqtrade/exchange/interface.py | 1 - freqtrade/main.py | 34 ++++++++++++++++----------------- 2 files changed, 16 insertions(+), 19 deletions(-) diff --git a/freqtrade/exchange/interface.py b/freqtrade/exchange/interface.py index 44297ee6a..468af7343 100644 --- a/freqtrade/exchange/interface.py +++ b/freqtrade/exchange/interface.py @@ -17,7 +17,6 @@ class Exchange(ABC): Fee for placing an order :return: percentage in float """ - return 0.0 @property @abstractmethod diff --git a/freqtrade/main.py b/freqtrade/main.py index b7d4f8606..f1228cc08 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -24,12 +24,13 @@ logger = logging.getLogger(__name__) _CONF = {} -def _process() -> None: +def _process() -> bool: """ Queries the persistence layer for open trades and handles them, otherwise a new trade is created. - :return: None + :return: True if a trade has been created or closed, False otherwise """ + state_changed = False try: # Query trades from persistence layer trades = Trade.query.filter(Trade.is_open.is_(True)).all() @@ -39,6 +40,7 @@ def _process() -> None: trade = create_trade(float(_CONF['stake_amount'])) if trade: Trade.session.add(trade) + state_changed = True else: logging.info('Got no buy signal...') except ValueError: @@ -53,7 +55,7 @@ def _process() -> None: if not close_trade_if_fulfilled(trade): # Check if we can sell our current pair - handle_trade(trade) + state_changed = handle_trade(trade) or state_changed Trade.session.flush() except (requests.exceptions.RequestException, json.JSONDecodeError) as error: @@ -67,6 +69,7 @@ def _process() -> None: )) logger.exception('Got RuntimeError. Stopping trader ...') update_state(State.STOPPED) + return state_changed def close_trade_if_fulfilled(trade: Trade) -> bool: @@ -97,7 +100,6 @@ def execute_sell(trade: Trade, limit: float) -> None: # Execute sell and update trade record order_id = exchange.sell(str(trade.pair), limit, trade.amount) trade.open_order_id = order_id - trade.close_date = datetime.utcnow() fmt_exp_profit = round(trade.calc_profit(limit) * 100, 2) message = '*{}:* Selling [{}]({}) with limit `{:.8f} (profit: ~{:.2f}%)`'.format( @@ -131,24 +133,20 @@ def should_sell(trade: Trade, current_rate: float, current_time: datetime) -> bo return False -def handle_trade(trade: Trade) -> None: +def handle_trade(trade: Trade) -> bool: """ Sells the current pair if the threshold is reached and updates the trade record. - :return: None + :return: True if trade has been sold, False otherwise """ - try: - if not trade.is_open: - raise ValueError('attempt to handle closed trade: {}'.format(trade)) + if not trade.is_open: + raise ValueError('attempt to handle closed trade: {}'.format(trade)) - logger.debug('Handling %s ...', trade) - - current_rate = exchange.get_ticker(trade.pair)['bid'] - if should_sell(trade, current_rate, datetime.utcnow()): - execute_sell(trade, current_rate) - return - - except ValueError: - logger.exception('Unable to handle open order') + logger.debug('Handling %s ...', trade) + current_rate = exchange.get_ticker(trade.pair)['bid'] + if should_sell(trade, current_rate, datetime.utcnow()): + execute_sell(trade, current_rate) + return True + return False def get_target_bid(ticker: Dict[str, float]) -> float: From 32327c45c24d7b50a35cabf37dd487a458639403 Mon Sep 17 00:00:00 2001 From: gcarq Date: Tue, 7 Nov 2017 22:26:44 +0100 Subject: [PATCH 56/67] set close_date on sell_order update --- freqtrade/persistence.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 41c9cadcb..724ad7dcb 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -92,6 +92,7 @@ class Trade(_DECL_BASE): # Set close rate and set actual profit self.close_rate = order['rate'] self.close_profit = self.calc_profit() + self.close_date = datetime.utcnow() else: raise ValueError('Unknown order type: {}'.format(order['type'])) From 18eec0f4d42091d4a360df52403c7af8cdbc16ee Mon Sep 17 00:00:00 2001 From: gcarq Date: Tue, 7 Nov 2017 22:27:16 +0100 Subject: [PATCH 57/67] catch BaseException in command_handler --- freqtrade/rpc/telegram.py | 40 +++++++++++++++++++-------------------- 1 file changed, 20 insertions(+), 20 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 7a056cd27..c5cae1ea8 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -92,15 +92,17 @@ def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[ def wrapper(*args, **kwargs): bot, update = kwargs.get('bot') or args[0], kwargs.get('update') or args[1] - if not isinstance(bot, Bot) or not isinstance(update, Update): - raise ValueError('Received invalid Arguments: {}'.format(*args)) - + # Reject unauthorized messages chat_id = int(_CONF['telegram']['chat_id']) - if int(update.message.chat_id) == chat_id: - logger.info('Executing handler: %s for chat_id: %s', command_handler.__name__, chat_id) - return command_handler(*args, **kwargs) - else: + if int(update.message.chat_id) != chat_id: logger.info('Rejected unauthorized message from: %s', update.message.chat_id) + return wrapper + + logger.info('Executing handler: %s for chat_id: %s', command_handler.__name__, chat_id) + try: + return command_handler(*args, **kwargs) + except BaseException: + logger.exception('Exception occurred within Telegram module') return wrapper @@ -447,17 +449,15 @@ def send_msg(msg: str, bot: Bot = None, parse_mode: ParseMode = ParseMode.MARKDO """ if not is_enabled(): return + + bot = bot or _UPDATER.bot try: - bot = bot or _UPDATER.bot - try: - bot.send_message(_CONF['telegram']['chat_id'], msg, parse_mode=parse_mode) - except NetworkError as error: - # Sometimes the telegram server resets the current connection, - # if this is the case we send the message again. - logger.warning( - 'Got Telegram NetworkError: %s! Trying one more time.', - error.message - ) - bot.send_message(_CONF['telegram']['chat_id'], msg, parse_mode=parse_mode) - except BaseException: - logger.exception('Exception occurred within Telegram API') + bot.send_message(_CONF['telegram']['chat_id'], msg, parse_mode=parse_mode) + except NetworkError as error: + # Sometimes the telegram server resets the current connection, + # if this is the case we send the message again. + logger.warning( + 'Got Telegram NetworkError: %s! Trying one more time.', + error.message + ) + bot.send_message(_CONF['telegram']['chat_id'], msg, parse_mode=parse_mode) From 6ce6018bb7c91aed17a2b323cb9683f55dfed05a Mon Sep 17 00:00:00 2001 From: gcarq Date: Tue, 7 Nov 2017 22:27:44 +0100 Subject: [PATCH 58/67] add more tests --- freqtrade/tests/conftest.py | 2 +- freqtrade/tests/test_main.py | 180 +++++++++++++++++++++++++++---- freqtrade/tests/test_telegram.py | 39 ++++++- 3 files changed, 194 insertions(+), 27 deletions(-) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 64bdd8d9f..25d77d688 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -14,7 +14,7 @@ from freqtrade.misc import CONF_SCHEMA def default_conf(): """ Returns validated configuration suitable for most tests """ configuration = { - "max_open_trades": 3, + "max_open_trades": 1, "stake_currency": "BTC", "stake_amount": 0.05, "dry_run": True, diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 15754cbc9..61ff8c1fe 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -1,16 +1,101 @@ # pragma pylint: disable=missing-docstring import copy -from unittest.mock import MagicMock, call +from unittest.mock import MagicMock + +import pytest +import requests from freqtrade.exchange import Exchanges from freqtrade.main import create_trade, handle_trade, close_trade_if_fulfilled, init, \ - get_target_bid + get_target_bid, _process +from freqtrade.misc import get_state, State from freqtrade.persistence import Trade +def test_process_trade_creation(default_conf, ticker, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) + mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=ticker, + buy=MagicMock(return_value='mocked_limit_buy')) + init(default_conf, 'sqlite://') + + trades = Trade.query.filter(Trade.is_open.is_(True)).all() + assert len(trades) == 0 + + result = _process() + assert result is True + + trades = Trade.query.filter(Trade.is_open.is_(True)).all() + assert len(trades) == 1 + trade = trades[0] + assert trade is not None + assert trade.stake_amount == default_conf['stake_amount'] + assert trade.is_open + assert trade.open_date is not None + assert trade.exchange == Exchanges.BITTREX.name + assert trade.open_rate == 0.072661 + assert trade.amount == 0.6864067381401302 + + +def test_process_exchange_failures(default_conf, ticker, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) + mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) + sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=ticker, + buy=MagicMock(side_effect=requests.exceptions.RequestException)) + init(default_conf, 'sqlite://') + result = _process() + assert result is False + assert sleep_mock.has_calls() + + +def test_process_runtime_error(default_conf, ticker, mocker): + msg_mock = MagicMock() + mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=msg_mock) + mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=ticker, + buy=MagicMock(side_effect=RuntimeError)) + init(default_conf, 'sqlite://') + assert get_state() == State.RUNNING + + result = _process() + assert result is False + assert get_state() == State.STOPPED + assert 'RuntimeError' in msg_mock.call_args_list[-1][0][0] + + +def test_process_trade_handling(default_conf, ticker, limit_buy_order, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) + mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=ticker, + buy=MagicMock(return_value='mocked_limit_buy'), + get_order=MagicMock(return_value=limit_buy_order)), + init(default_conf, 'sqlite://') + + assert len(Trade.query.filter(Trade.is_open.is_(True)).all()) == 0 + result = _process() + assert result is True + assert len(Trade.query.filter(Trade.is_open.is_(True)).all()) == 1 + + result = _process() + assert result is False + + def test_create_trade(default_conf, ticker, limit_buy_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - buy_signal = mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) + mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -20,31 +105,56 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker): whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist']) init(default_conf, 'sqlite://') - for _ in ['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT']: - trade = create_trade(15.0) - Trade.session.add(trade) - Trade.session.flush() - assert trade is not None - assert trade.stake_amount == 15.0 - assert trade.is_open - assert trade.open_date is not None - assert trade.exchange == Exchanges.BITTREX.name + trade = create_trade(15.0) + Trade.session.add(trade) + Trade.session.flush() + assert trade is not None + assert trade.stake_amount == 15.0 + assert trade.is_open + assert trade.open_date is not None + assert trade.exchange == Exchanges.BITTREX.name - # Simulate fulfilled LIMIT_BUY order for trade - trade.update(limit_buy_order) + # Simulate fulfilled LIMIT_BUY order for trade + trade.update(limit_buy_order) - assert trade.open_rate == 0.07256061 - assert trade.amount == 206.43811673387373 + assert trade.open_rate == 0.07256061 + assert trade.amount == 206.43811673387373 - assert whitelist == default_conf['exchange']['pair_whitelist'] - - buy_signal.assert_has_calls( - [call('BTC_ETH'), call('BTC_TKN'), call('BTC_TRST'), call('BTC_SWT')] - ) + assert whitelist == default_conf['exchange']['pair_whitelist'] -def test_handle_trade(default_conf, limit_sell_order, mocker): +def test_create_trade_no_stake_amount(default_conf, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) + mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=ticker, + buy=MagicMock(return_value='mocked_limit_buy'), + get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5)) + with pytest.raises(ValueError, match=r'.*stake amount.*'): + create_trade(default_conf['stake_amount']) + + +def test_create_trade_no_pairs(default_conf, ticker, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) + mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=ticker, + buy=MagicMock(return_value='mocked_limit_buy')) + + with pytest.raises(ValueError, match=r'.*No pair in whitelist.*'): + conf = copy.deepcopy(default_conf) + conf['exchange']['pair_whitelist'] = [] + mocker.patch.dict('freqtrade.main._CONF', conf) + create_trade(default_conf['stake_amount']) + + +def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -53,12 +163,19 @@ def test_handle_trade(default_conf, limit_sell_order, mocker): 'ask': 0.172661, 'last': 0.17256061 }), + buy=MagicMock(return_value='mocked_limit_buy'), sell=MagicMock(return_value='mocked_limit_sell')) + init(default_conf, 'sqlite://') + trade = create_trade(15.0) + trade.update(limit_buy_order) + Trade.session.add(trade) + Trade.session.flush() trade = Trade.query.filter(Trade.is_open.is_(True)).first() assert trade handle_trade(trade) assert trade.open_order_id == 'mocked_limit_sell' + assert close_trade_if_fulfilled(trade) is False # Simulate fulfilled LIMIT_SELL order for trade trade.update(limit_sell_order) @@ -68,8 +185,23 @@ def test_handle_trade(default_conf, limit_sell_order, mocker): assert trade.close_date is not None -def test_close_trade(default_conf, mocker): +def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) + mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=ticker, + buy=MagicMock(return_value='mocked_limit_buy')) + + # Create trade and sell it + init(default_conf, 'sqlite://') + trade = create_trade(15.0) + trade.update(limit_buy_order) + trade.update(limit_sell_order) + + Trade.session.add(trade) + Trade.session.flush() trade = Trade.query.filter(Trade.is_open.is_(True)).first() assert trade @@ -79,6 +211,8 @@ def test_close_trade(default_conf, mocker): closed = close_trade_if_fulfilled(trade) assert closed assert not trade.is_open + with pytest.raises(ValueError, match=r'.*closed trade.*'): + handle_trade(trade) def test_balance_fully_ask_side(mocker): diff --git a/freqtrade/tests/test_telegram.py b/freqtrade/tests/test_telegram.py index f9e91a0c6..3e946dc25 100644 --- a/freqtrade/tests/test_telegram.py +++ b/freqtrade/tests/test_telegram.py @@ -1,22 +1,55 @@ # pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors import re from datetime import datetime +from random import randint from unittest.mock import MagicMock -from telegram import Bot +from telegram import Bot, Update, Message, Chat from freqtrade.main import init, create_trade from freqtrade.misc import update_state, State, get_state from freqtrade.persistence import Trade from freqtrade.rpc.telegram import ( - _status, _status_table, _profit, _forcesell, _performance, _count, _start, _stop, _balance -) + _status, _status_table, _profit, _forcesell, _performance, _count, _start, _stop, _balance, + authorized_only) class MagicBot(MagicMock, Bot): pass +def test_authorized_only(default_conf, mocker): + mocker.patch.dict('freqtrade.rpc.telegram._CONF', default_conf) + + chat = Chat(0, 0) + update = Update(randint(1, 100)) + update.message = Message(randint(1, 100), 0, datetime.utcnow(), chat) + state = {'called': False} + + @authorized_only + def dummy_handler(*args, **kwargs) -> None: + state['called'] = True + + dummy_handler(MagicMock(), update) + assert state['called'] is True + + +def test_authorized_only_unauthorized(default_conf, mocker): + mocker.patch.dict('freqtrade.rpc.telegram._CONF', default_conf) + + chat = Chat(0xdeadbeef, 0) + update = Update(randint(1, 100)) + update.message = Message(randint(1, 100), 0, datetime.utcnow(), chat) + state = {'called': False} + + @authorized_only + def dummy_handler(*args, **kwargs) -> None: + state['called'] = True + + dummy_handler(MagicMock(), update) + assert state['called'] is False + + def test_status_handle(default_conf, update, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) From a1b91ad1ead5831c260a7972416ba4fb705a5056 Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 8 Nov 2017 21:17:51 +0100 Subject: [PATCH 59/67] remove unneeded wrapper function --- freqtrade/main.py | 26 ++++++++++---------------- 1 file changed, 10 insertions(+), 16 deletions(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index f1228cc08..2371f90a9 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -250,15 +250,21 @@ def cleanup(*args, **kwargs) -> None: exit(0) -def app(config: dict) -> None: +def main(): """ - Main loop which handles the application state - :param config: config as dict + Loads and validates the config and handles the main loop :return: None """ logger.info('Starting freqtrade %s', __version__) - init(config) + global _CONF + with open('config.json') as file: + _CONF = json.load(file) + + logger.info('Validating configuration ...') + validate(_CONF, CONF_SCHEMA) + + init(_CONF) old_state = get_state() logger.info('Initial State: %s', old_state) telegram.send_msg('*Status:* `{}`'.format(old_state.name.lower())) @@ -278,17 +284,5 @@ def app(config: dict) -> None: old_state = new_state -def main(): - """ - Loads and validates the config and starts the main loop - :return: None - """ - global _CONF - with open('config.json') as file: - _CONF = json.load(file) - validate(_CONF, CONF_SCHEMA) - app(_CONF) - - if __name__ == '__main__': main() From 31c03cdce1509cc8f8e60fde2408c4627af079a6 Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 8 Nov 2017 22:44:32 +0100 Subject: [PATCH 60/67] fix linter issue --- freqtrade/tests/test_main.py | 8 +++++--- 1 file changed, 5 insertions(+), 3 deletions(-) diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 61ff8c1fe..151ecaabc 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -81,13 +81,15 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, mocker): validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value='mocked_limit_buy'), - get_order=MagicMock(return_value=limit_buy_order)), + get_order=MagicMock(return_value=limit_buy_order)) init(default_conf, 'sqlite://') - assert len(Trade.query.filter(Trade.is_open.is_(True)).all()) == 0 + trades = Trade.query.filter(Trade.is_open.is_(True)).all() + assert len(trades) == 0 result = _process() assert result is True - assert len(Trade.query.filter(Trade.is_open.is_(True)).all()) == 1 + trades = Trade.query.filter(Trade.is_open.is_(True)).all() + assert len(trades) == 1 result = _process() assert result is False From 0f1a36b8e946f243feede46e5093a5c24d9463bc Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 8 Nov 2017 23:39:29 +0100 Subject: [PATCH 61/67] force to python3 --- bin/freqtrade | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/bin/freqtrade b/bin/freqtrade index 3ecd3a520..7476152fd 100755 --- a/bin/freqtrade +++ b/bin/freqtrade @@ -1,4 +1,4 @@ -#!/usr/bin/env python +#!/usr/bin/env python3 from freqtrade.main import main main() \ No newline at end of file From fafbb0abfeeb776fea624d1d3ae5d1d92eee2cc7 Mon Sep 17 00:00:00 2001 From: gcarq Date: Thu, 9 Nov 2017 00:31:53 +0100 Subject: [PATCH 62/67] update python-bittrex to 0.2.0 --- freqtrade/exchange/bittrex.py | 6 +++++- requirements.txt | 2 +- setup.py | 4 ++-- 3 files changed, 8 insertions(+), 4 deletions(-) diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index eedfd3ab0..8e9994354 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -30,7 +30,11 @@ class Bittrex(Exchange): global _API, _EXCHANGE_CONF _EXCHANGE_CONF.update(config) - _API = _Bittrex(api_key=_EXCHANGE_CONF['key'], api_secret=_EXCHANGE_CONF['secret']) + _API = _Bittrex( + api_key=_EXCHANGE_CONF['key'], + api_secret=_EXCHANGE_CONF['secret'], + calls_per_second=5, + ) @property def fee(self) -> float: diff --git a/requirements.txt b/requirements.txt index 83292154e..334afb3b9 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,4 +1,4 @@ --e git+https://github.com/ericsomdahl/python-bittrex.git@d7033d0#egg=python-bittrex +-e git+https://github.com/ericsomdahl/python-bittrex.git@0.2.0#egg=python-bittrex SQLAlchemy==1.1.14 python-telegram-bot==8.1.1 arrow==0.10.0 diff --git a/setup.py b/setup.py index f751b3d68..4f033884f 100644 --- a/setup.py +++ b/setup.py @@ -21,7 +21,7 @@ setup(name='freqtrade', setup_requires=['pytest-runner'], tests_require=['pytest', 'pytest-mock', 'pytest-cov'], install_requires=[ - 'python-bittrex==0.1.3', + 'python-bittrex==0.2.0', 'SQLAlchemy==1.1.13', 'python-telegram-bot==8.1.1', 'arrow==0.10.0', @@ -36,7 +36,7 @@ setup(name='freqtrade', 'tabulate==0.8.1', ], dependency_links=[ - "git+https://github.com/ericsomdahl/python-bittrex.git@d7033d0#egg=python-bittrex-0.1.3" + "git+https://github.com/ericsomdahl/python-bittrex.git@0.2.0#egg=python-bittrex-0.2.0" ], include_package_data=True, zip_safe=False, From 567ed4ecda205535d289b4d4ea4e49df8e23c282 Mon Sep 17 00:00:00 2001 From: gcarq Date: Thu, 9 Nov 2017 00:33:22 +0100 Subject: [PATCH 63/67] remove version pinning from setup.py --- setup.py | 28 ++++++++++++++-------------- 1 file changed, 14 insertions(+), 14 deletions(-) diff --git a/setup.py b/setup.py index 4f033884f..767783f1c 100644 --- a/setup.py +++ b/setup.py @@ -21,22 +21,22 @@ setup(name='freqtrade', setup_requires=['pytest-runner'], tests_require=['pytest', 'pytest-mock', 'pytest-cov'], install_requires=[ - 'python-bittrex==0.2.0', - 'SQLAlchemy==1.1.13', - 'python-telegram-bot==8.1.1', - 'arrow==0.10.0', - 'requests==2.18.4', - 'urllib3==1.22', - 'wrapt==1.10.11', - 'pandas==0.20.3', - 'scikit-learn==0.19.0', - 'scipy==0.19.1', - 'jsonschema==2.6.0', - 'TA-Lib==0.4.10', - 'tabulate==0.8.1', + 'python-bittrex', + 'SQLAlchemy', + 'python-telegram-bot', + 'arrow', + 'requests', + 'urllib3', + 'wrapt', + 'pandas', + 'scikit-learn', + 'scipy', + 'jsonschema', + 'TA-Lib', + 'tabulate', ], dependency_links=[ - "git+https://github.com/ericsomdahl/python-bittrex.git@0.2.0#egg=python-bittrex-0.2.0" + "git+https://github.com/ericsomdahl/python-bittrex.git@0.2.0#egg=python-bittrex" ], include_package_data=True, zip_safe=False, From 80592970e949e042e79dc2d0ae66ef85e27545d8 Mon Sep 17 00:00:00 2001 From: gcarq Date: Thu, 9 Nov 2017 20:02:41 +0100 Subject: [PATCH 64/67] add more tests --- freqtrade/tests/test_persistence.py | 66 +++++++++ freqtrade/tests/test_telegram.py | 220 +++++++++++++++++++++++++++- 2 files changed, 281 insertions(+), 5 deletions(-) create mode 100644 freqtrade/tests/test_persistence.py diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py new file mode 100644 index 000000000..eeb89d831 --- /dev/null +++ b/freqtrade/tests/test_persistence.py @@ -0,0 +1,66 @@ +# pragma pylint: disable=missing-docstring +import pytest + +from freqtrade.exchange import Exchanges +from freqtrade.persistence import Trade + + +def test_update(limit_buy_order, limit_sell_order): + trade = Trade( + pair='BTC_ETH', + stake_amount=1.00, + fee=0.1, + exchange=Exchanges.BITTREX, + ) + assert trade.open_order_id is None + assert trade.open_rate is None + assert trade.close_profit is None + assert trade.close_date is None + + trade.open_order_id = 'something' + trade.update(limit_buy_order) + assert trade.open_order_id is None + assert trade.open_rate == 0.07256061 + assert trade.close_profit is None + assert trade.close_date is None + + trade.open_order_id = 'something' + trade.update(limit_sell_order) + assert trade.open_order_id is None + assert trade.open_rate == 0.07256061 + assert trade.close_profit == 0.00546755 + assert trade.close_date is not None + + +def test_update_open_order(limit_buy_order): + trade = Trade( + pair='BTC_ETH', + stake_amount=1.00, + fee=0.1, + exchange=Exchanges.BITTREX, + ) + + assert trade.open_order_id is None + assert trade.open_rate is None + assert trade.close_profit is None + assert trade.close_date is None + + limit_buy_order['closed'] = False + trade.update(limit_buy_order) + + assert trade.open_order_id is None + assert trade.open_rate is None + assert trade.close_profit is None + assert trade.close_date is None + + +def test_update_invalid_order(limit_buy_order): + trade = Trade( + pair='BTC_ETH', + stake_amount=1.00, + fee=0.1, + exchange=Exchanges.BITTREX, + ) + limit_buy_order['type'] = 'invalid' + with pytest.raises(ValueError, match=r'Unknown order type'): + trade.update(limit_buy_order) diff --git a/freqtrade/tests/test_telegram.py b/freqtrade/tests/test_telegram.py index 3e946dc25..0fc79ecad 100644 --- a/freqtrade/tests/test_telegram.py +++ b/freqtrade/tests/test_telegram.py @@ -4,20 +4,36 @@ from datetime import datetime from random import randint from unittest.mock import MagicMock +import pytest from telegram import Bot, Update, Message, Chat +from telegram.error import NetworkError from freqtrade.main import init, create_trade from freqtrade.misc import update_state, State, get_state from freqtrade.persistence import Trade +from freqtrade.rpc import telegram from freqtrade.rpc.telegram import ( _status, _status_table, _profit, _forcesell, _performance, _count, _start, _stop, _balance, - authorized_only) + authorized_only, _help, is_enabled, send_msg +) class MagicBot(MagicMock, Bot): pass +def test_is_enabled(default_conf, mocker): + mocker.patch.dict('freqtrade.rpc.telegram._CONF', default_conf) + default_conf['telegram']['enabled'] = False + assert is_enabled() is False + + +def test_init_disabled(default_conf, mocker): + mocker.patch.dict('freqtrade.rpc.telegram._CONF', default_conf) + default_conf['telegram']['enabled'] = False + telegram.init(default_conf) + + def test_authorized_only(default_conf, mocker): mocker.patch.dict('freqtrade.rpc.telegram._CONF', default_conf) @@ -50,6 +66,19 @@ def test_authorized_only_unauthorized(default_conf, mocker): assert state['called'] is False +def test_authorized_only_exception(default_conf, mocker): + mocker.patch.dict('freqtrade.rpc.telegram._CONF', default_conf) + + update = Update(randint(1, 100)) + update.message = Message(randint(1, 100), 0, datetime.utcnow(), Chat(0, 0)) + + @authorized_only + def dummy_handler(*args, **kwargs) -> None: + raise Exception('test') + + dummy_handler(MagicMock(), update) + + def test_status_handle(default_conf, update, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) @@ -63,6 +92,18 @@ def test_status_handle(default_conf, update, ticker, mocker): get_ticker=ticker) init(default_conf, 'sqlite://') + update_state(State.STOPPED) + _status(bot=MagicBot(), update=update) + assert msg_mock.call_count == 1 + assert 'trader is not running' in msg_mock.call_args_list[0][0][0] + msg_mock.reset_mock() + + update_state(State.RUNNING) + _status(bot=MagicBot(), update=update) + assert msg_mock.call_count == 1 + assert 'no active trade' in msg_mock.call_args_list[0][0][0] + msg_mock.reset_mock() + # Create some test data trade = create_trade(15.0) assert trade @@ -90,6 +131,17 @@ def test_status_table_handle(default_conf, update, ticker, mocker): get_ticker=ticker, buy=MagicMock(return_value='mocked_order_id')) init(default_conf, 'sqlite://') + update_state(State.STOPPED) + _status_table(bot=MagicBot(), update=update) + assert msg_mock.call_count == 1 + assert 'trader is not running' in msg_mock.call_args_list[0][0][0] + msg_mock.reset_mock() + + update_state(State.RUNNING) + _status_table(bot=MagicBot(), update=update) + assert msg_mock.call_count == 1 + assert 'no active order' in msg_mock.call_args_list[0][0][0] + msg_mock.reset_mock() # Create some test data trade = create_trade(15.0) @@ -121,12 +173,23 @@ def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell get_ticker=ticker) init(default_conf, 'sqlite://') + _profit(bot=MagicBot(), update=update) + assert msg_mock.call_count == 1 + assert 'no closed trade' in msg_mock.call_args_list[0][0][0] + msg_mock.reset_mock() + # Create some test data trade = create_trade(15.0) assert trade # Simulate fulfilled LIMIT_BUY order for trade trade.update(limit_buy_order) + + _profit(bot=MagicBot(), update=update) + assert msg_mock.call_count == 2 + assert 'no closed trade' in msg_mock.call_args_list[-1][0][0] + msg_mock.reset_mock() + # Simulate fulfilled LIMIT_SELL order for trade trade.update(limit_sell_order) @@ -136,7 +199,7 @@ def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell Trade.session.flush() _profit(bot=MagicBot(), update=update) - assert msg_mock.call_count == 2 + assert msg_mock.call_count == 1 assert '*ROI:* `1.50701325 (10.05%)`' in msg_mock.call_args_list[-1][0][0] assert 'Best Performing:* `BTC_ETH: 10.05%`' in msg_mock.call_args_list[-1][0][0] @@ -169,6 +232,42 @@ def test_forcesell_handle(default_conf, update, ticker, mocker): assert '0.07256061 (profit: ~-0.64%)' in msg_mock.call_args_list[-1][0][0] +def test_forcesell_handle_invalid(default_conf, update, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) + msg_mock = MagicMock() + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=default_conf, + init=MagicMock(), + send_msg=msg_mock) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock()) + init(default_conf, 'sqlite://') + + # Trader is not running + update_state(State.STOPPED) + update.message.text = '/forcesell 1' + _forcesell(bot=MagicBot(), update=update) + assert msg_mock.call_count == 1 + assert 'not running' in msg_mock.call_args_list[0][0][0] + + # No argument + msg_mock.reset_mock() + update_state(State.RUNNING) + update.message.text = '/forcesell' + _forcesell(bot=MagicBot(), update=update) + assert msg_mock.call_count == 1 + assert 'Invalid argument' in msg_mock.call_args_list[0][0][0] + + # Invalid argument + msg_mock.reset_mock() + update_state(State.RUNNING) + update.message.text = '/forcesell 123456' + _forcesell(bot=MagicBot(), update=update) + assert msg_mock.call_count == 1 + assert 'no open trade' in msg_mock.call_args_list[0][0][0] + + def test_performance_handle(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) @@ -217,6 +316,12 @@ def test_count_handle(default_conf, update, ticker, mocker): get_ticker=ticker, buy=MagicMock(return_value='mocked_order_id')) init(default_conf, 'sqlite://') + update_state(State.STOPPED) + _count(bot=MagicBot(), update=update) + assert msg_mock.call_count == 1 + assert 'not running' in msg_mock.call_args_list[0][0][0] + msg_mock.reset_mock() + update_state(State.RUNNING) # Create some test data trade = create_trade(15.0) @@ -232,6 +337,25 @@ def test_count_handle(default_conf, update, ticker, mocker): assert line[2] == '{}/{}'.format(2, default_conf['max_open_trades']) +def test_performance_handle_invalid(default_conf, update, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) + msg_mock = MagicMock() + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=default_conf, + init=MagicMock(), + send_msg=msg_mock) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock()) + init(default_conf, 'sqlite://') + + # Trader is not running + update_state(State.STOPPED) + _performance(bot=MagicBot(), update=update) + assert msg_mock.call_count == 1 + assert 'not running' in msg_mock.call_args_list[0][0][0] + + def test_start_handle(default_conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) msg_mock = MagicMock() @@ -243,7 +367,6 @@ def test_start_handle(default_conf, update, mocker): _CONF=default_conf, init=MagicMock()) init(default_conf, 'sqlite://') - update_state(State.STOPPED) assert get_state() == State.STOPPED _start(bot=MagicBot(), update=update) @@ -251,6 +374,25 @@ def test_start_handle(default_conf, update, mocker): assert msg_mock.call_count == 0 +def test_start_handle_already_running(default_conf, update, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + msg_mock = MagicMock() + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=default_conf, + init=MagicMock(), + send_msg=msg_mock) + mocker.patch.multiple('freqtrade.main.exchange', + _CONF=default_conf, + init=MagicMock()) + init(default_conf, 'sqlite://') + update_state(State.RUNNING) + assert get_state() == State.RUNNING + _start(bot=MagicBot(), update=update) + assert get_state() == State.RUNNING + assert msg_mock.call_count == 1 + assert 'already running' in msg_mock.call_args_list[0][0][0] + + def test_stop_handle(default_conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) msg_mock = MagicMock() @@ -262,7 +404,6 @@ def test_stop_handle(default_conf, update, mocker): _CONF=default_conf, init=MagicMock()) init(default_conf, 'sqlite://') - update_state(State.RUNNING) assert get_state() == State.RUNNING _stop(bot=MagicBot(), update=update) @@ -271,13 +412,39 @@ def test_stop_handle(default_conf, update, mocker): assert 'Stopping trader' in msg_mock.call_args_list[0][0][0] +def test_stop_handle_already_stopped(default_conf, update, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + msg_mock = MagicMock() + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=default_conf, + init=MagicMock(), + send_msg=msg_mock) + mocker.patch.multiple('freqtrade.main.exchange', + _CONF=default_conf, + init=MagicMock()) + init(default_conf, 'sqlite://') + update_state(State.STOPPED) + assert get_state() == State.STOPPED + _stop(bot=MagicBot(), update=update) + assert get_state() == State.STOPPED + assert msg_mock.call_count == 1 + assert 'already stopped' in msg_mock.call_args_list[0][0][0] + + def test_balance_handle(default_conf, update, mocker): mock_balance = [{ 'Currency': 'BTC', 'Balance': 10.0, 'Available': 12.0, 'Pending': 0.0, - 'CryptoAddress': 'XXXX'}] + 'CryptoAddress': 'XXXX', + }, { + 'Currency': 'ETH', + 'Balance': 0.0, + 'Available': 0.0, + 'Pending': 0.0, + 'CryptoAddress': 'XXXX', + }] mocker.patch.dict('freqtrade.main._CONF', default_conf) msg_mock = MagicMock() mocker.patch.multiple('freqtrade.main.telegram', @@ -291,3 +458,46 @@ def test_balance_handle(default_conf, update, mocker): assert msg_mock.call_count == 1 assert '*Currency*: BTC' in msg_mock.call_args_list[0][0][0] assert 'Balance' in msg_mock.call_args_list[0][0][0] + + +def test_help_handle(default_conf, update, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + msg_mock = MagicMock() + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=default_conf, + init=MagicMock(), + send_msg=msg_mock) + + _help(bot=MagicBot(), update=update) + assert msg_mock.call_count == 1 + assert '*/help:* `This help message`' in msg_mock.call_args_list[0][0][0] + + +def test_send_msg(default_conf, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=default_conf, + init=MagicMock()) + bot = MagicMock() + send_msg('test', bot) + assert len(bot.method_calls) == 0 + bot.reset_mock() + + default_conf['telegram']['enabled'] = True + send_msg('test', bot) + assert len(bot.method_calls) == 1 + + +def test_send_msg_network_error(default_conf, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch.multiple('freqtrade.main.telegram', + _CONF=default_conf, + init=MagicMock()) + default_conf['telegram']['enabled'] = True + bot = MagicMock() + bot.send_message = MagicMock(side_effect=NetworkError('Oh snap')) + with pytest.raises(NetworkError, match=r'Oh snap'): + send_msg('test', bot) + + # Bot should've tried to send it twice + assert len(bot.method_calls) == 2 From 86501b43c02f4a4488ad202377ed58496202d74e Mon Sep 17 00:00:00 2001 From: gcarq Date: Thu, 9 Nov 2017 20:25:17 +0100 Subject: [PATCH 65/67] adjust message formatting --- freqtrade/rpc/telegram.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index c5cae1ea8..bbdece23b 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -372,7 +372,7 @@ def _performance(bot: Bot, update: Update) -> None: .order_by(text('profit_sum DESC')) \ .all() - stats = '\n'.join('{index}. {pair}\t{profit:.2f}%'.format( + stats = '\n'.join('{index}.\t{pair}\t{profit:.2f}%'.format( index=i + 1, pair=pair, profit=round(rate * 100, 2) From a0fa6abcdcd2ed6e8eaebc4dc44e27fa8fd4c912 Mon Sep 17 00:00:00 2001 From: gcarq Date: Thu, 9 Nov 2017 20:26:52 +0100 Subject: [PATCH 66/67] use in-memory db for dry_run --- freqtrade/persistence.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 724ad7dcb..b5ec4c0ec 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -29,7 +29,7 @@ def init(config: dict, db_url: Optional[str] = None) -> None: _CONF.update(config) if not db_url: if _CONF.get('dry_run', False): - db_url = 'sqlite:///tradesv3.dry_run.sqlite' + db_url = 'sqlite://' else: db_url = 'sqlite:///tradesv3.sqlite' From 991b43b7e5d725b69d0632b7923180e25d315e99 Mon Sep 17 00:00:00 2001 From: gcarq Date: Thu, 9 Nov 2017 20:55:45 +0100 Subject: [PATCH 67/67] version bump --- freqtrade/__init__.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index 916143251..3edb37de3 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -1,3 +1,3 @@ -__version__ = '0.13.0' +__version__ = '0.14.0' from . import main