adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

merge develop into RL

Browse Source
This commit is contained in:
robcaulk
2022-11-17 21:59:07 +01:00
parent 60fcd8dce2 436b314c80
commit 387c905a86
52 changed files with 332 additions and 874 deletions
Download Patch File Download Diff File Expand all files Collapse all files

1
freqtrade/commands/build_config_commands.py
View File

@@ -108,7 +108,6 @@ def ask_user_config() -> Dict[str, Any]:
"binance",
"binanceus",
"bittrex",
"ftx",
"gateio",
"huobi",
"kraken",

49
freqtrade/configuration/timerange.py
View File

@@ -3,11 +3,12 @@ This module contains the argument manager class
"""
import logging
import re
from datetime import datetime
from datetime import datetime, timezone
from typing import Optional
import arrow
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.exceptions import OperationalException
@@ -29,6 +30,52 @@ class TimeRange:
self.startts: int = startts
self.stopts: int = stopts
@property
def startdt(self) -> Optional[datetime]:
if self.startts:
return datetime.fromtimestamp(self.startts, tz=timezone.utc)
return None
@property
def stopdt(self) -> Optional[datetime]:
if self.stopts:
return datetime.fromtimestamp(self.stopts, tz=timezone.utc)
return None
@property
def timerange_str(self) -> str:
"""
Returns a string representation of the timerange as used by parse_timerange.
Follows the format yyyymmdd-yyyymmdd - leaving out the parts that are not set.
"""
start = ''
stop = ''
if startdt := self.startdt:
start = startdt.strftime('%Y%m%d')
if stopdt := self.stopdt:
stop = stopdt.strftime('%Y%m%d')
return f"{start}-{stop}"
@property
def start_fmt(self) -> str:
"""
Returns a string representation of the start date
"""
val = 'unbounded'
if (startdt := self.startdt) is not None:
val = startdt.strftime(DATETIME_PRINT_FORMAT)
return val
@property
def stop_fmt(self) -> str:
"""
Returns a string representation of the stop date
"""
val = 'unbounded'
if (stopdt := self.stopdt) is not None:
val = stopdt.strftime(DATETIME_PRINT_FORMAT)
return val
def __eq__(self, other):
"""Override the default Equals behavior"""
return (self.starttype == other.starttype and self.stoptype == other.stoptype

1
freqtrade/constants.py
View File

@@ -159,6 +159,7 @@ CONF_SCHEMA = {
'ignore_buying_expired_candle_after': {'type': 'number'},
'trading_mode': {'type': 'string', 'enum': TRADING_MODES},
'margin_mode': {'type': 'string', 'enum': MARGIN_MODES},
'reduce_df_footprint': {'type': 'boolean', 'default': False},
'liquidation_buffer': {'type': 'number', 'minimum': 0.0, 'maximum': 0.99},
'backtest_breakdown': {
'type': 'array',

34
freqtrade/data/converter.py
View File

@@ -3,10 +3,10 @@ Functions to convert data from one format to another
"""
import itertools
import logging
from datetime import datetime, timezone
from operator import itemgetter
from typing import Dict, List
import numpy as np
import pandas as pd
from pandas import DataFrame, to_datetime
@@ -137,11 +137,9 @@ def trim_dataframe(df: DataFrame, timerange, df_date_col: str = 'date',
df = df.iloc[startup_candles:, :]
else:
if timerange.starttype == 'date':
start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
df = df.loc[df[df_date_col] >= start, :]
df = df.loc[df[df_date_col] >= timerange.startdt, :]
if timerange.stoptype == 'date':
stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
df = df.loc[df[df_date_col] <= stop, :]
df = df.loc[df[df_date_col] <= timerange.stopdt, :]
return df
@@ -313,3 +311,29 @@ def convert_ohlcv_format(
if erase and convert_from != convert_to:
logger.info(f"Deleting source data for {pair} / {timeframe}")
src.ohlcv_purge(pair=pair, timeframe=timeframe, candle_type=candle_type)
def reduce_dataframe_footprint(df: DataFrame) -> DataFrame:
"""
Ensure all values are float32 in the incoming dataframe.
:param df: Dataframe to be converted to float/int 32s
:return: Dataframe converted to float/int 32s
"""
logger.debug(f"Memory usage of dataframe is "
f"{df.memory_usage().sum() / 1024**2:.2f} MB")
df_dtypes = df.dtypes
for column, dtype in df_dtypes.items():
if column in ['open', 'high', 'low', 'close', 'volume']:
continue
if dtype == np.float64:
df_dtypes[column] = np.float32
elif dtype == np.int64:
df_dtypes[column] = np.int32
df = df.astype(df_dtypes)
logger.debug(f"Memory usage after optimization is: "
f"{df.memory_usage().sum() / 1024**2:.2f} MB")
return df

6
freqtrade/data/history/history_utils.py
View File

@@ -1,6 +1,6 @@
import logging
import operator
from datetime import datetime, timezone
from datetime import datetime
from pathlib import Path
from typing import Dict, List, Optional, Tuple
@@ -160,9 +160,9 @@ def _load_cached_data_for_updating(
end = None
if timerange:
if timerange.starttype == 'date':
start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
start = timerange.startdt
if timerange.stoptype == 'date':
end = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
end = timerange.stopdt
# Intentionally don't pass timerange in - since we need to load the full dataset.
data = data_handler.ohlcv_load(pair, timeframe=timeframe,

6
freqtrade/data/history/idatahandler.py
View File

@@ -366,13 +366,11 @@ class IDataHandler(ABC):
"""
if timerange.starttype == 'date':
start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
if pairdata.iloc[0]['date'] > start:
if pairdata.iloc[0]['date'] > timerange.startdt:
logger.warning(f"{pair}, {candle_type}, {timeframe}, "
f"data starts at {pairdata.iloc[0]['date']:%Y-%m-%d %H:%M:%S}")
if timerange.stoptype == 'date':
stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
if pairdata.iloc[-1]['date'] < stop:
if pairdata.iloc[-1]['date'] < timerange.stopdt:
logger.warning(f"{pair}, {candle_type}, {timeframe}, "
f"data ends at {pairdata.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}")

4
freqtrade/edge/edge_positioning.py
View File

@@ -392,7 +392,7 @@ class Edge:
# Returning a list of pairs in order of "expectancy"
return final
def _find_trades_for_stoploss_range(self, df, pair, stoploss_range):
def _find_trades_for_stoploss_range(self, df, pair: str, stoploss_range) -> list:
buy_column = df['enter_long'].values
sell_column = df['exit_long'].values
date_column = df['date'].values
@@ -407,7 +407,7 @@ class Edge:
return result
def _detect_next_stop_or_sell_point(self, buy_column, sell_column, date_column,
ohlc_columns, stoploss, pair):
ohlc_columns, stoploss, pair: str):
"""
Iterate through ohlc_columns in order to find the next trade
Next trade opens from the first buy signal noticed to

1
freqtrade/exchange/__init__.py
View File

@@ -18,7 +18,6 @@ from freqtrade.exchange.exchange_utils import (amount_to_contract_precision, amo
timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_seconds, validate_exchange,
validate_exchanges)
from freqtrade.exchange.ftx import Ftx
from freqtrade.exchange.gateio import Gateio
from freqtrade.exchange.hitbtc import Hitbtc
from freqtrade.exchange.huobi import Huobi

1
freqtrade/exchange/common.py
View File

@@ -52,7 +52,6 @@ MAP_EXCHANGE_CHILDCLASS = {
SUPPORTED_EXCHANGES = [
'binance',
'bittrex',
'ftx',
'gateio',
'huobi',
'kraken',

178
freqtrade/exchange/ftx.py
View File

@@ -1,178 +0,0 @@
""" FTX exchange subclass """
import logging
from typing import Any, Dict, List, Optional, Tuple
import ccxt
from freqtrade.constants import BuySell
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier
from freqtrade.misc import safe_value_fallback2
logger = logging.getLogger(__name__)
class Ftx(Exchange):
_ft_has: Dict = {
"order_time_in_force": ['GTC', 'IOC', 'PO'],
"stoploss_on_exchange": True,
"ohlcv_candle_limit": 1500,
"ohlcv_require_since": True,
"ohlcv_volume_currency": "quote",
"mark_ohlcv_price": "index",
"mark_ohlcv_timeframe": "1h",
}
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
# TradingMode.SPOT always supported and not required in this list
# (TradingMode.MARGIN, MarginMode.CROSS),
# (TradingMode.FUTURES, MarginMode.CROSS)
]
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
return order['type'] == 'stop' and (
side == "sell" and stop_loss > float(order['price']) or
side == "buy" and stop_loss < float(order['price'])
)
@retrier(retries=0)
def stoploss(self, pair: str, amount: float, stop_price: float,
order_types: Dict, side: BuySell, leverage: float) -> Dict:
"""
Creates a stoploss order.
depending on order_types.stoploss configuration, uses 'market' or limit order.
Limit orders are defined by having orderPrice set, otherwise a market order is used.
"""
limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
if side == "sell":
limit_rate = stop_price * limit_price_pct
else:
limit_rate = stop_price * (2 - limit_price_pct)
ordertype = "stop"
stop_price = self.price_to_precision(pair, stop_price)
if self._config['dry_run']:
dry_order = self.create_dry_run_order(
pair, ordertype, side, amount, stop_price, leverage, stop_loss=True)
return dry_order
try:
params = self._params.copy()
if order_types.get('stoploss', 'market') == 'limit':
# set orderPrice to place limit order, otherwise it's a market order
params['orderPrice'] = limit_rate
if self.trading_mode == TradingMode.FUTURES:
params.update({'reduceOnly': True})
params['stopPrice'] = stop_price
amount = self.amount_to_precision(pair, amount)
self._lev_prep(pair, leverage, side)
order = self._api.create_order(symbol=pair, type=ordertype, side=side,
amount=amount, params=params)
self._log_exchange_response('create_stoploss_order', order)
logger.info('stoploss order added for %s. '
'stop price: %s.', pair, stop_price)
return order
except ccxt.InsufficientFunds as e:
raise InsufficientFundsError(
f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Could not create {ordertype} {side} order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
if self._config['dry_run']:
return self.fetch_dry_run_order(order_id)
try:
orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
order = [order for order in orders if order['id'] == order_id]
self._log_exchange_response('fetch_stoploss_order', order)
if len(order) == 1:
if order[0].get('status') == 'closed':
# Trigger order was triggered ...
real_order_id: Optional[str] = order[0].get('info', {}).get('orderId')
# OrderId may be None for stoploss-market orders
# So we need to get it through the endpoint
# /conditional_orders/{conditional_order_id}/triggers
if not real_order_id:
res = self._api.privateGetConditionalOrdersConditionalOrderIdTriggers(
params={'conditional_order_id': order_id})
self._log_exchange_response('fetch_stoploss_order2', res)
real_order_id = res['result'][0]['orderId'] if res.get(
'result', []) else None
if real_order_id:
order1 = self._api.fetch_order(real_order_id, pair)
self._log_exchange_response('fetch_stoploss_order1', order1)
# Fake type to stop - as this was really a stop order.
order1['id_stop'] = order1['id']
order1['id'] = order_id
order1['type'] = 'stop'
order1['status_stop'] = 'triggered'
return order1
return order[0]
else:
raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
if self._config['dry_run']:
return {}
try:
order = self._api.cancel_order(order_id, pair, params={'type': 'stop'})
self._log_exchange_response('cancel_stoploss_order', order)
return order
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Could not cancel order. Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
if order['type'] == 'stop':
return safe_value_fallback2(order, order, 'id_stop', 'id')
return order['id']

22
freqtrade/freqai/data_kitchen.py
View File

@@ -20,6 +20,7 @@ from sklearn.neighbors import NearestNeighbors
from freqtrade.configuration import TimeRange
from freqtrade.constants import Config
from freqtrade.data.converter import reduce_dataframe_footprint
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_seconds
from freqtrade.strategy.interface import IStrategy
@@ -436,9 +437,7 @@ class FreqaiDataKitchen:
timerange_train.stopts = timerange_train.startts + train_period_days
first = False
start = datetime.fromtimestamp(timerange_train.startts, tz=timezone.utc)
stop = datetime.fromtimestamp(timerange_train.stopts, tz=timezone.utc)
tr_training_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d"))
tr_training_list.append(timerange_train.timerange_str)
tr_training_list_timerange.append(copy.deepcopy(timerange_train))
# associated backtest period
@@ -450,9 +449,7 @@ class FreqaiDataKitchen:
if timerange_backtest.stopts > config_timerange.stopts:
timerange_backtest.stopts = config_timerange.stopts
start = datetime.fromtimestamp(timerange_backtest.startts, tz=timezone.utc)
stop = datetime.fromtimestamp(timerange_backtest.stopts, tz=timezone.utc)
tr_backtesting_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d"))
tr_backtesting_list.append(timerange_backtest.timerange_str)
tr_backtesting_list_timerange.append(copy.deepcopy(timerange_backtest))
# ensure we are predicting on exactly same amount of data as requested by user defined
@@ -494,11 +491,9 @@ class FreqaiDataKitchen:
it is sliced down to just the present training period.
"""
start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
df = df.loc[df["date"] >= start, :]
df = df.loc[df["date"] >= timerange.startdt, :]
if not self.live:
df = df.loc[df["date"] < stop, :]
df = df.loc[df["date"] < timerange.stopdt, :]
return df
@@ -1061,9 +1056,7 @@ class FreqaiDataKitchen:
backtest_timerange.startts = (
backtest_timerange.startts - backtest_period_days * SECONDS_IN_DAY
)
start = datetime.fromtimestamp(backtest_timerange.startts, tz=timezone.utc)
stop = datetime.fromtimestamp(backtest_timerange.stopts, tz=timezone.utc)
full_timerange = start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d")
full_timerange = backtest_timerange.timerange_str
config_path = Path(self.config["config_files"][0])
if not self.full_path.is_dir():
@@ -1279,6 +1272,9 @@ class FreqaiDataKitchen:
dataframe = self.remove_special_chars_from_feature_names(dataframe)
if self.config.get('reduce_df_footprint', False):
dataframe = reduce_dataframe_footprint(dataframe)
return dataframe
def fit_labels(self) -> None:

23
freqtrade/freqai/freqai_interface.py
View File

@@ -14,7 +14,7 @@ from numpy.typing import NDArray
from pandas import DataFrame
from freqtrade.configuration import TimeRange
from freqtrade.constants import DATETIME_PRINT_FORMAT, Config
from freqtrade.constants import Config
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
@@ -803,14 +803,8 @@ class IFreqaiModel(ABC):
:return: if the data exists or not
"""
if self.config.get("freqai_backtest_live_models", False) and len(dataframe_backtest) == 0:
tr_backtest_startts_str = datetime.fromtimestamp(
tr_backtest.startts,
tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)
tr_backtest_stopts_str = datetime.fromtimestamp(
tr_backtest.stopts,
tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)
logger.info(f"No data found for pair {pair} from {tr_backtest_startts_str} "
f" from {tr_backtest_startts_str} to {tr_backtest_stopts_str}. "
logger.info(f"No data found for pair {pair} from "
f"from { tr_backtest.start_fmt} to {tr_backtest.stop_fmt}. "
"Probably more than one training within the same candle period.")
return False
return True
@@ -825,18 +819,11 @@ class IFreqaiModel(ABC):
:param pair: the current pair
:param total_trains: total trains (total number of slides for the sliding window)
"""
tr_train_startts_str = datetime.fromtimestamp(
tr_train.startts,
tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)
tr_train_stopts_str = datetime.fromtimestamp(
tr_train.stopts,
tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)
if not self.config.get("freqai_backtest_live_models", False):
logger.info(
f"Training {pair}, {self.pair_it}/{self.total_pairs} pairs"
f" from {tr_train_startts_str} "
f"to {tr_train_stopts_str}, {train_it}/{total_trains} "
f" from {tr_train.start_fmt} "
f"to {tr_train.stop_fmt}, {train_it}/{total_trains} "
"trains"
)
# Following methods which are overridden by user made prediction models.

5
freqtrade/freqai/utils.py
View File

@@ -230,7 +230,4 @@ def get_timerange_backtest_live_models(config: Config) -> str:
dk = FreqaiDataKitchen(config)
models_path = dk.get_full_models_path(config)
timerange, _ = dk.get_timerange_and_assets_end_dates_from_ready_models(models_path)
start_date = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
end_date = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
tr = f"{start_date.strftime('%Y%m%d')}-{end_date.strftime('%Y%m%d')}"
return tr
return timerange.timerange_str

4
freqtrade/freqtradebot.py
View File

@@ -354,7 +354,7 @@ class FreqtradeBot(LoggingMixin):
if self.trading_mode == TradingMode.FUTURES:
self._schedule.run_pending()
def update_closed_trades_without_assigned_fees(self):
def update_closed_trades_without_assigned_fees(self) -> None:
"""
Update closed trades without close fees assigned.
Only acts when Orders are in the database, otherwise the last order-id is unknown.
@@ -379,7 +379,7 @@ class FreqtradeBot(LoggingMixin):
stoploss_order=order.ft_order_side == 'stoploss',
send_msg=False)
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
trades = Trade.get_open_trades_without_assigned_fees()
for trade in trades:
if trade.is_open and not trade.fee_updated(trade.entry_side):
order = trade.select_order(trade.entry_side, False)

4
freqtrade/leverage/interest.py
View File

@@ -35,9 +35,5 @@ def interest(
elif exchange_name == "kraken":
# Rounded based on https://kraken-fees-calculator.github.io/
return borrowed * rate * (one + FtPrecise(ceil(hours / four)))
elif exchange_name == "ftx":
# As Explained under #Interest rates section in
# https://help.ftx.com/hc/en-us/articles/360053007671-Spot-Margin-Trading-Explainer
return borrowed * rate * FtPrecise(ceil(hours)) / twenty_four
else:
raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")

5
freqtrade/optimize/backtesting.py
View File

@@ -166,7 +166,7 @@ class Backtesting:
PairLocks.use_db = True
Trade.use_db = True
def init_backtest_detail(self):
def init_backtest_detail(self) -> None:
# Load detail timeframe if specified
self.timeframe_detail = str(self.config.get('timeframe_detail', ''))
if self.timeframe_detail:
@@ -1286,8 +1286,7 @@ class Backtesting:
def _get_min_cached_backtest_date(self):
min_backtest_date = None
backtest_cache_age = self.config.get('backtest_cache', constants.BACKTEST_CACHE_DEFAULT)
if self.timerange.stopts == 0 or datetime.fromtimestamp(
self.timerange.stopts, tz=timezone.utc) > datetime.now(tz=timezone.utc):
if self.timerange.stopts == 0 or self.timerange.stopdt > datetime.now(tz=timezone.utc):
logger.warning('Backtest result caching disabled due to use of open-ended timerange.')
elif backtest_cache_age == 'day':
min_backtest_date = datetime.now(tz=timezone.utc) - timedelta(days=1)

8
freqtrade/persistence/migrations.py
View File

@@ -1,5 +1,5 @@
import logging
from typing import List
from typing import List, Optional
from sqlalchemy import inspect, select, text, tuple_, update
@@ -31,9 +31,9 @@ def get_backup_name(tabs: List[str], backup_prefix: str):
return table_back_name
def get_last_sequence_ids(engine, trade_back_name, order_back_name):
order_id: int = None
trade_id: int = None
def get_last_sequence_ids(engine, trade_back_name: str, order_back_name: str):
order_id: Optional[int] = None
trade_id: Optional[int] = None
if engine.name == 'postgresql':
with engine.begin() as connection:

7
freqtrade/persistence/trade_model.py
View File

@@ -90,6 +90,13 @@ class Order(_DECL_BASE):
def safe_filled(self) -> float:
return self.filled if self.filled is not None else self.amount or 0.0
@property
def safe_remaining(self) -> float:
return (
self.remaining if self.remaining is not None else
self.amount - (self.filled or 0.0)
)
@property
def safe_fee_base(self) -> float:
return self.ft_fee_base or 0.0

7
freqtrade/rpc/api_server/api_ws.py
View File

@@ -84,11 +84,8 @@ async def _process_consumer_request(
# Limit the amount of candles per dataframe to 'limit' or 1500
limit = max(data.get('limit', 1500), 1500)
# They requested the full historical analyzed dataframes
analyzed_df = rpc._ws_request_analyzed_df(limit)
# For every dataframe, send as a separate message
for _, message in analyzed_df.items():
# For every pair in the generator, send a separate message
for message in rpc._ws_request_analyzed_df(limit):
response = WSAnalyzedDFMessage(data=message)
await channel_manager.send_direct(channel, response.dict(exclude_none=True))

13
freqtrade/rpc/api_server/webserver.py
View File

@@ -2,7 +2,7 @@ import asyncio
import logging
from ipaddress import IPv4Address
from threading import Thread
from typing import Any, Dict
from typing import Any, Dict, Optional
import orjson
import uvicorn
@@ -51,9 +51,9 @@ class ApiServer(RPCHandler):
# Exchange - only available in webserver mode.
_exchange = None
# websocket message queue stuff
_ws_channel_manager = None
_ws_channel_manager: ChannelManager
_ws_thread = None
_ws_loop = None
_ws_loop: Optional[asyncio.AbstractEventLoop] = None
def __new__(cls, *args, **kwargs):
"""
@@ -71,7 +71,7 @@ class ApiServer(RPCHandler):
return
self._standalone: bool = standalone
self._server = None
self._ws_queue = None
self._ws_queue: Optional[ThreadedQueue] = None
self._ws_background_task = None
ApiServer.__initialized = True
@@ -186,7 +186,7 @@ class ApiServer(RPCHandler):
self._ws_background_task = asyncio.run_coroutine_threadsafe(
self._broadcast_queue_data(), loop=self._ws_loop)
async def _broadcast_queue_data(self):
async def _broadcast_queue_data(self) -> None:
# Instantiate the queue in this coroutine so it's attached to our loop
self._ws_queue = ThreadedQueue()
async_queue = self._ws_queue.async_q
@@ -210,7 +210,8 @@ class ApiServer(RPCHandler):
finally:
# Disconnect channels and stop the loop on cancel
await self._ws_channel_manager.disconnect_all()
self._ws_loop.stop()
if self._ws_loop:
self._ws_loop.stop()
# Avoid adding more items to the queue if they aren't
# going to get broadcasted.
self._ws_queue = None

16
freqtrade/rpc/rpc.py
View File

@@ -5,7 +5,7 @@ import logging
from abc import abstractmethod
from datetime import date, datetime, timedelta, timezone
from math import isnan
from typing import Any, Dict, List, Optional, Tuple, Union
from typing import Any, Dict, Generator, List, Optional, Tuple, Union
import arrow
import psutil
@@ -218,9 +218,10 @@ class RPC:
stoploss_current_dist_pct=round(stoploss_current_dist_ratio * 100, 2),
stoploss_entry_dist=stoploss_entry_dist,
stoploss_entry_dist_ratio=round(stoploss_entry_dist_ratio, 8),
open_order='({} {} rem={:.8f})'.format(
order.order_type, order.side, order.remaining
) if order else None,
open_order=(
f'({order.order_type} {order.side} rem={order.safe_remaining:.8f})' if
order else None
),
))
results.append(trade_dict)
return results
@@ -1063,23 +1064,20 @@ class RPC:
self,
pairlist: List[str],
limit: Optional[int]
) -> Dict[str, Any]:
) -> Generator[Dict[str, Any], None, None]:
""" Get the analysed dataframes of each pair in the pairlist """
timeframe = self._freqtrade.config['timeframe']
candle_type = self._freqtrade.config.get('candle_type_def', CandleType.SPOT)
_data = {}
for pair in pairlist:
dataframe, last_analyzed = self.__rpc_analysed_dataframe_raw(pair, timeframe, limit)
_data[pair] = {
yield {
"key": (pair, timeframe, candle_type),
"df": dataframe,
"la": last_analyzed
}
return _data
def _ws_request_analyzed_df(self, limit: Optional[int]):
""" Historical Analyzed Dataframes for WebSocket """
whitelist = self._freqtrade.active_pair_whitelist

2
freqtrade/rpc/telegram.py
View File

@@ -1062,7 +1062,7 @@ class Telegram(RPCHandler):
self._rpc._rpc_force_entry(pair, price, order_side=order_side)
except RPCException as e:
logger.exception("Forcebuy error!")
self._send_msg(str(e))
self._send_msg(str(e), ParseMode.HTML)
def _force_enter_inline(self, update: Update, _: CallbackContext) -> None:
if update.callback_query: