Merge 56e6c563aa into 53b1f7ac4d

freqtrade/optimize/backtesting.py

@@ -6,12 +6,12 @@ from typing import Dict, Tuple
 import arrow
 from pandas import DataFrame, Series
 from tabulate import tabulate
+from freqtrade import OperationalException
 
 import freqtrade.misc as misc
 import freqtrade.optimize as optimize
 from freqtrade import exchange
 from freqtrade.analyze import populate_buy_trend, populate_sell_trend
-from freqtrade.exchange import Bittrex
 from freqtrade.main import should_sell
 from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy import Strategy
@@ -105,16 +105,21 @@ def backtest(args) -> DataFrame:
         sell_profit_only: sell if profit only
         use_sell_signal: act on sell-signal
         stoploss: use stoploss
+        exchange_name: which exchange to use
     :return: DataFrame
     """
     processed = args['processed']
     max_open_trades = args.get('max_open_trades', 0)
     realistic = args.get('realistic', True)
     record = args.get('record', None)
+    exchange_name = args.get('exchange_name', None)
     records = []
     trades = []
     trade_count_lock: dict = {}
-    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    exchange_class = exchange.Exchanges[exchange_name.upper()].value
+
+    exchange._API = exchange_class({'key': '', 'secret': ''})
     for pair, pair_data in processed.items():
         pair_data['buy'], pair_data['sell'] = 0, 0
         ticker = populate_sell_trend(populate_buy_trend(pair_data))
@@ -167,8 +172,6 @@ def start(args):
         format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
     )
 
-    exchange._API = Bittrex({'key': '', 'secret': ''})
-
     logger.info('Using config: %s ...', args.config)
     config = misc.load_config(args.config)
 
@@ -184,6 +187,15 @@ def start(args):
 
     logger.info('Using ticker_interval: %d ...', strategy.ticker_interval)
 
+    exchange_name = config['exchange']['name']
+    try:
+        exchange_class = exchange.Exchanges[exchange_name.upper()].value
+    except KeyError:
+        raise OperationalException('Exchange {} is not supported'.format(
+            exchange_name))
+
+    exchange._API = exchange_class({'key': '', 'secret': ''})
+
     data = {}
     pairs = config['exchange']['pair_whitelist']
     if args.live:
@@ -227,7 +239,8 @@ def start(args):
                         'sell_profit_only': sell_profit_only,
                         'use_sell_signal': use_sell_signal,
                         'stoploss': strategy.stoploss,
-                        'record': args.export
+                        'record': args.export,
+                        'exchange_name': exchange_name
                         })
     logger.info(
         '\n==================================== BACKTESTING REPORT ====================================\n%s',  # noqa

freqtrade/optimize/hyperopt.py

@@ -19,10 +19,10 @@ from hyperopt.mongoexp import MongoTrials
 from pandas import DataFrame
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
+from freqtrade import OperationalException
 # Monkey patch config
 from freqtrade import main  # noqa; noqa
 from freqtrade import exchange, misc, optimize
-from freqtrade.exchange import Bittrex
 from freqtrade.misc import load_config
 from freqtrade.optimize import backtesting
 from freqtrade.optimize.backtesting import backtest
@@ -401,7 +401,8 @@ def optimizer(params):
 
     results = backtest({'stake_amount': OPTIMIZE_CONFIG['stake_amount'],
                         'processed': PROCESSED,
-                        'stoploss': params['stoploss']})
+                        'stoploss': params['stoploss'],
+                        'exchange_name': _CONFIG['exchange']['name']})
     result_explanation = format_results(results)
 
     total_profit = results.profit_percent.sum()
@@ -445,12 +446,10 @@ def format_results(results: DataFrame):
 
 
 def start(args):
-    global TOTAL_TRIES, PROCESSED, TRIALS, _CURRENT_TRIES
+    global TOTAL_TRIES, PROCESSED, TRIALS, _CURRENT_TRIES, _CONFIG
 
     TOTAL_TRIES = args.epochs
 
-    exchange._API = Bittrex({'key': '', 'secret': ''})
-
     # Initialize logger
     logging.basicConfig(
         level=args.loglevel,
@@ -458,18 +457,27 @@ def start(args):
     )
 
     logger.info('Using config: %s ...', args.config)
-    config = load_config(args.config)
-    pairs = config['exchange']['pair_whitelist']
+    _CONFIG = load_config(args.config)
+    pairs = _CONFIG['exchange']['pair_whitelist']
+
+    exchange_name = _CONFIG['exchange']['name']
+    try:
+        exchange_class = exchange.Exchanges[exchange_name.upper()].value
+    except KeyError:
+        raise OperationalException('Exchange {} is not supported'.format(
+            exchange_name))
+
+    exchange._API = exchange_class({'key': '', 'secret': ''})
 
     # If -i/--ticker-interval is use we override the configuration parameter
     # (that will override the strategy configuration)
     if args.ticker_interval:
-        config.update({'ticker_interval': args.ticker_interval})
+        _CONFIG.update({'ticker_interval': args.ticker_interval})
 
     # init the strategy to use
-    config.update({'strategy': args.strategy})
+    _CONFIG.update({'strategy': args.strategy})
     strategy = Strategy()
-    strategy.init(config)
+    strategy.init(_CONFIG)
 
     timerange = misc.parse_timerange(args.timerange)
     data = optimize.load_data(args.datadir, pairs=pairs,