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

Merge branch 'develop' into feat/short

Browse Source
This commit is contained in:
Sam Germain
2021-10-20 08:11:53 -06:00
parent 79a91dc31b 5454460227
commit 3fffc315ac
25 changed files with 258 additions and 126 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
freqtrade/commands/arguments.py
View File

@@ -63,9 +63,9 @@ ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "d
ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "timerange",
"download_trades", "exchange", "timeframes", "erase", "dataformat_ohlcv",
"dataformat_trades"]
ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "include_inactive",
"timerange", "download_trades", "exchange", "timeframes",
"erase", "dataformat_ohlcv", "dataformat_trades"]
ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
"db_url", "trade_source", "export", "exportfilename",

5
freqtrade/commands/cli_options.py
View File

@@ -355,6 +355,11 @@ AVAILABLE_CLI_OPTIONS = {
type=check_int_positive,
metavar='INT',
),
"include_inactive": Arg(
'--include-inactive-pairs',
help='Also download data from inactive pairs.',
action='store_true',
),
"new_pairs_days": Arg(
'--new-pairs-days',
help='Download data of new pairs for given number of days. Default: `%(default)s`.',

9
freqtrade/commands/data_commands.py
View File

@@ -11,6 +11,7 @@ from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_oh
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.exchange.exchange import market_is_active
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.resolvers import ExchangeResolver
@@ -47,11 +48,13 @@ def start_download_data(args: Dict[str, Any]) -> None:
# Init exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
markets = [p for p, m in exchange.markets.items() if market_is_active(m)
or config.get('include_inactive')]
expanded_pairs = expand_pairlist(config['pairs'], markets)
# Manual validations of relevant settings
if not config['exchange'].get('skip_pair_validation', False):
exchange.validate_pairs(config['pairs'])
expanded_pairs = expand_pairlist(config['pairs'], list(exchange.markets))
exchange.validate_pairs(expanded_pairs)
logger.info(f"About to download pairs: {expanded_pairs}, "
f"intervals: {config['timeframes']} to {config['datadir']}")

3
freqtrade/configuration/configuration.py
View File

@@ -407,6 +407,9 @@ class Configuration:
self._args_to_config(config, argname='days',
logstring='Detected --days: {}')
self._args_to_config(config, argname='include_inactive',
logstring='Detected --include-inactive-pairs: {}')
self._args_to_config(config, argname='download_trades',
logstring='Detected --dl-trades: {}')

2
freqtrade/exchange/common.py
View File

@@ -16,8 +16,6 @@ API_FETCH_ORDER_RETRY_COUNT = 5
BAD_EXCHANGES = {
"bitmex": "Various reasons.",
"bitstamp": "Does not provide history. "
"Details in https://github.com/freqtrade/freqtrade/issues/1983",
"phemex": "Does not provide history. ",
"poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders.",
}

2
freqtrade/optimize/hyperopt.py
View File

@@ -45,7 +45,7 @@ progressbar.streams.wrap_stdout()
logger = logging.getLogger(__name__)
INITIAL_POINTS = 5
INITIAL_POINTS = 30
# Keep no more than SKOPT_MODEL_QUEUE_SIZE models
# in the skopt model queue, to optimize memory consumption

12
freqtrade/plugins/pairlist/StaticPairList.py
View File

@@ -4,9 +4,9 @@ Static Pair List provider
Provides pair white list as it configured in config
"""
import logging
from copy import deepcopy
from typing import Any, Dict, List
from freqtrade.exceptions import OperationalException
from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -20,10 +20,6 @@ class StaticPairList(IPairList):
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
if self._pairlist_pos != 0:
raise OperationalException(f"{self.name} can only be used in the first position "
"in the list of Pairlist Handlers.")
self._allow_inactive = self._pairlistconfig.get('allow_inactive', False)
@property
@@ -64,4 +60,8 @@ class StaticPairList(IPairList):
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
return pairlist
pairlist_ = deepcopy(pairlist)
for pair in self._config['exchange']['pair_whitelist']:
if pair not in pairlist_:
pairlist_.append(pair)
return pairlist_

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

@@ -1,4 +1,4 @@
from typing import Any, Dict, Optional
from typing import Any, Dict, Iterator, Optional
from freqtrade.persistence import Trade
from freqtrade.rpc.rpc import RPC, RPCException
@@ -12,11 +12,12 @@ def get_rpc_optional() -> Optional[RPC]:
return None
def get_rpc() -> Optional[RPC]:
def get_rpc() -> Optional[Iterator[RPC]]:
_rpc = get_rpc_optional()
if _rpc:
Trade.query.session.rollback()
return _rpc
yield _rpc
Trade.query.session.rollback()
else:
raise RPCException('Bot is not in the correct state')

10
freqtrade/vendor/qtpylib/indicators.py vendored
View File

@@ -339,11 +339,13 @@ def vwap(bars):
(input can be pandas series or numpy array)
bars are usually mid [ (h+l)/2 ] or typical [ (h+l+c)/3 ]
"""
typical = ((bars['high'] + bars['low'] + bars['close']) / 3).values
volume = bars['volume'].values
raise ValueError("using `qtpylib.vwap` facilitates lookahead bias. Please use "
"`qtpylib.rolling_vwap` instead, which calculates vwap in a rolling manner.")
# typical = ((bars['high'] + bars['low'] + bars['close']) / 3).values
# volume = bars['volume'].values
return pd.Series(index=bars.index,
data=np.cumsum(volume * typical) / np.cumsum(volume))
# return pd.Series(index=bars.index,
# data=np.cumsum(volume * typical) / np.cumsum(volume))
# ---------------------------------------------