Merge branch 'develop' into safe_sell_amount
This commit is contained in:
Matthias
commit
443fd8f7dd
18
.github/workflows/ci.yml
vendored
18
.github/workflows/ci.yml
vendored
@ -64,19 +64,17 @@ jobs:
|
||||
pip install -e .
|
||||
|
||||
- name: Tests
|
||||
env:
|
||||
COVERALLS_REPO_TOKEN: ${{ secrets.COVERALLS_REPO_TOKEN }}
|
||||
COVERALLS_SERVICE_NAME: travis-ci
|
||||
TRAVIS: "true"
|
||||
run: |
|
||||
pytest --random-order --cov=freqtrade --cov-config=.coveragerc
|
||||
|
||||
- name: Coveralls
|
||||
if: startsWith(matrix.os, 'ubuntu')
|
||||
env:
|
||||
# Coveralls token. Not used as secret due to github not providing secrets to forked repositories
|
||||
COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
|
||||
run: |
|
||||
# Allow failure for coveralls
|
||||
# Fake travis environment to get coveralls working correctly
|
||||
export TRAVIS_PULL_REQUEST="https://github.com/${GITHUB_REPOSITORY}/pull/$(cat $GITHUB_EVENT_PATH | jq -r .number)"
|
||||
export TRAVIS_BRANCH=${GITHUB_REF#"ref/heads"}
|
||||
export CI_BRANCH=${GITHUB_REF#"ref/heads"}
|
||||
echo "${TRAVIS_BRANCH}"
|
||||
coveralls || true
|
||||
coveralls -v || true
|
||||
|
||||
- name: Backtesting
|
||||
run: |
|
||||
|
||||
@ -1,4 +1,4 @@
|
||||
FROM python:3.7.5-slim-stretch
|
||||
FROM python:3.7.6-slim-stretch
|
||||
|
||||
RUN apt-get update \
|
||||
&& apt-get -y install curl build-essential libssl-dev \
|
||||
|
||||
@ -137,12 +137,12 @@ A backtesting result will look like that:
|
||||
| ZEC/BTC | 22 | -0.46 | -10.18 | -0.00050971 | -5.09 | 2:22:00 | 7 | 15 |
|
||||
| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 | 243 |
|
||||
========================================================= SELL REASON STATS =========================================================
|
||||
| Sell Reason | Count |
|
||||
|:-------------------|--------:|
|
||||
| trailing_stop_loss | 205 |
|
||||
| stop_loss | 166 |
|
||||
| sell_signal | 56 |
|
||||
| force_sell | 2 |
|
||||
| Sell Reason | Count | Profit | Loss |
|
||||
|:-------------------|--------:|---------:|-------:|
|
||||
| trailing_stop_loss | 205 | 150 | 55 |
|
||||
| stop_loss | 166 | 0 | 166 |
|
||||
| sell_signal | 56 | 36 | 20 |
|
||||
| force_sell | 2 | 0 | 2 |
|
||||
====================================================== LEFT OPEN TRADES REPORT ======================================================
|
||||
| pair | buy count | avg profit % | cum profit % | tot profit BTC | tot profit % | avg duration | profit | loss |
|
||||
|:---------|------------:|---------------:|---------------:|-----------------:|---------------:|:---------------|---------:|-------:|
|
||||
@ -154,6 +154,7 @@ A backtesting result will look like that:
|
||||
The 1st table contains all trades the bot made, including "left open trades".
|
||||
|
||||
The 2nd table contains a recap of sell reasons.
|
||||
This table can tell you which area needs some additional work (i.e. all `sell_signal` trades are losses, so we should disable the sell-signal or work on improving that).
|
||||
|
||||
The 3rd table contains all trades the bot had to `forcesell` at the end of the backtest period to present a full picture.
|
||||
This is necessary to simulate realistic behaviour, since the backtest period has to end at some point, while realistically, you could leave the bot running forever.
|
||||
|
||||
@ -45,14 +45,17 @@ optional arguments:
|
||||
-h, --help show this help message and exit
|
||||
--db-url PATH Override trades database URL, this is useful in custom
|
||||
deployments (default: `sqlite:///tradesv3.sqlite` for
|
||||
Live Run mode, `sqlite://` for Dry Run).
|
||||
Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
|
||||
Dry Run).
|
||||
--sd-notify Notify systemd service manager.
|
||||
--dry-run Enforce dry-run for trading (removes Exchange secrets
|
||||
and simulates trades).
|
||||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
--logfile FILE Log to the file specified.
|
||||
--logfile FILE Log to the file specified. Special values are:
|
||||
'syslog', 'journald'. See the documentation for more
|
||||
details.
|
||||
-V, --version show program's version number and exit
|
||||
-c PATH, --config PATH
|
||||
Specify configuration file (default: `config.json`).
|
||||
@ -68,6 +71,7 @@ Strategy arguments:
|
||||
Specify strategy class name which will be used by the
|
||||
bot.
|
||||
--strategy-path PATH Specify additional strategy lookup path.
|
||||
|
||||
```
|
||||
|
||||
### How to specify which configuration file be used?
|
||||
@ -192,8 +196,8 @@ Backtesting also uses the config specified via `-c/--config`.
|
||||
usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
|
||||
[-d PATH] [--userdir PATH] [-s NAME]
|
||||
[--strategy-path PATH] [-i TICKER_INTERVAL]
|
||||
[--timerange TIMERANGE] [--max_open_trades INT]
|
||||
[--stake_amount STAKE_AMOUNT] [--fee FLOAT]
|
||||
[--timerange TIMERANGE] [--max-open-trades INT]
|
||||
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
|
||||
[--eps] [--dmmp]
|
||||
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
|
||||
[--export EXPORT] [--export-filename PATH]
|
||||
@ -205,10 +209,12 @@ optional arguments:
|
||||
`1d`).
|
||||
--timerange TIMERANGE
|
||||
Specify what timerange of data to use.
|
||||
--max_open_trades INT
|
||||
Specify max_open_trades to use.
|
||||
--stake_amount STAKE_AMOUNT
|
||||
Specify stake_amount.
|
||||
--max-open-trades INT
|
||||
Override the value of the `max_open_trades`
|
||||
configuration setting.
|
||||
--stake-amount STAKE_AMOUNT
|
||||
Override the value of the `stake_amount` configuration
|
||||
setting.
|
||||
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
|
||||
entry and exit).
|
||||
--eps, --enable-position-stacking
|
||||
@ -270,8 +276,8 @@ to find optimal parameter values for your stategy.
|
||||
usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
|
||||
[--userdir PATH] [-s NAME] [--strategy-path PATH]
|
||||
[-i TICKER_INTERVAL] [--timerange TIMERANGE]
|
||||
[--max_open_trades INT]
|
||||
[--stake_amount STAKE_AMOUNT] [--fee FLOAT]
|
||||
[--max-open-trades INT]
|
||||
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
|
||||
[--hyperopt NAME] [--hyperopt-path PATH] [--eps]
|
||||
[-e INT]
|
||||
[--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
|
||||
@ -286,10 +292,12 @@ optional arguments:
|
||||
`1d`).
|
||||
--timerange TIMERANGE
|
||||
Specify what timerange of data to use.
|
||||
--max_open_trades INT
|
||||
Specify max_open_trades to use.
|
||||
--stake_amount STAKE_AMOUNT
|
||||
Specify stake_amount.
|
||||
--max-open-trades INT
|
||||
Override the value of the `max_open_trades`
|
||||
configuration setting.
|
||||
--stake-amount STAKE_AMOUNT
|
||||
Override the value of the `stake_amount` configuration
|
||||
setting.
|
||||
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
|
||||
entry and exit).
|
||||
--hyperopt NAME Specify hyperopt class name which will be used by the
|
||||
@ -360,7 +368,7 @@ To know your trade expectancy and winrate against historical data, you can use E
|
||||
usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
|
||||
[--userdir PATH] [-s NAME] [--strategy-path PATH]
|
||||
[-i TICKER_INTERVAL] [--timerange TIMERANGE]
|
||||
[--max_open_trades INT] [--stake_amount STAKE_AMOUNT]
|
||||
[--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
|
||||
[--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
|
||||
|
||||
optional arguments:
|
||||
@ -370,10 +378,12 @@ optional arguments:
|
||||
`1d`).
|
||||
--timerange TIMERANGE
|
||||
Specify what timerange of data to use.
|
||||
--max_open_trades INT
|
||||
Specify max_open_trades to use.
|
||||
--stake_amount STAKE_AMOUNT
|
||||
Specify stake_amount.
|
||||
--max-open-trades INT
|
||||
Override the value of the `max_open_trades`
|
||||
configuration setting.
|
||||
--stake-amount STAKE_AMOUNT
|
||||
Override the value of the `stake_amount` configuration
|
||||
setting.
|
||||
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
|
||||
entry and exit).
|
||||
--stoplosses STOPLOSS_RANGE
|
||||
|
||||
@ -38,8 +38,8 @@ The prevelance for all Options is as follows:
|
||||
|
||||
Mandatory parameters are marked as **Required**, which means that they are required to be set in one of the possible ways.
|
||||
|
||||
| Command | Description |
|
||||
|----------|-------------|
|
||||
| Parameter | Description |
|
||||
|------------|-------------|
|
||||
| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades).<br> ***Datatype:*** *Positive integer or -1.*
|
||||
| `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *String*
|
||||
| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#understand-stake_amount). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Positive float or `"unlimited"`.*
|
||||
@ -55,14 +55,14 @@ Mandatory parameters are marked as **Required**, which means that they are requi
|
||||
| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Float*
|
||||
| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> ***Datatype:*** *Float*
|
||||
| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
|
||||
| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. <br> ***Datatype:*** *Integer*
|
||||
| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. <br> ***Datatype:*** *Integer*
|
||||
| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance).
|
||||
| `bid_strategy.use_order_book` | Enable buying using the rates in Order Book Bids. <br> ***Datatype:*** *Boolean*
|
||||
| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids. *Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
|
||||
| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
|
||||
| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher. *Defaults to `0`.* <br> ***Datatype:*** *Float (as ratio)*
|
||||
| `ask_strategy.use_order_book` | Enable selling of open trades using Order Book Asks. <br> ***Datatype:*** *Boolean*
|
||||
| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer*
|
||||
| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer*
|
||||
| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook).
|
||||
| `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> ***Datatype:*** *Boolean*
|
||||
| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
|
||||
| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
|
||||
| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) <br> *Defaults to `0`.* <br> ***Datatype:*** *Float (as ratio)*
|
||||
| `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> ***Datatype:*** *Boolean*
|
||||
| `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
|
||||
| `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
|
||||
| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> ***Datatype:*** *Boolean*
|
||||
@ -72,9 +72,9 @@ Mandatory parameters are marked as **Required**, which means that they are requi
|
||||
| `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Dict*
|
||||
| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> ***Datatype:*** *String*
|
||||
| `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.<br> ***Datatype:*** *Boolean*
|
||||
| `exchange.key` | API key to use for the exchange. Only required when you are in production mode. **Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode. **Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. **Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)). <br> ***Datatype:*** *List*
|
||||
| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). <br> ***Datatype:*** *List*
|
||||
| `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> ***Datatype:*** *Dict*
|
||||
@ -84,19 +84,19 @@ Mandatory parameters are marked as **Required**, which means that they are requi
|
||||
| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> ***Datatype:*** *Boolean*
|
||||
| `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). <br>*Defaults to `StaticPairList`.* <br> ***Datatype:*** *List of Dicts*
|
||||
| `telegram.enabled` | Enable the usage of Telegram. <br> ***Datatype:*** *Boolean*
|
||||
| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
|
||||
| `webhook.enabled` | Enable usage of Webhook notifications <br> ***Datatype:*** *Boolean*
|
||||
| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String*
|
||||
| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. <br> ***Datatype:*** *String*
|
||||
| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. <br> ***Datatype:*** *String*
|
||||
| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. <br> ***Datatype:*** *String*
|
||||
| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String*
|
||||
| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String*
|
||||
| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String*
|
||||
| `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *Boolean*
|
||||
| `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *IPv4*
|
||||
| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *Integer between 1024 and 65535*
|
||||
| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. **Keep it in secret, do not disclose publicly.**<br> ***Datatype:*** *String*
|
||||
| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. **Keep it in secret, do not disclose publicly.**<br> ***Datatype:*** *String*
|
||||
| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> ***Datatype:*** *String, SQLAlchemy connect string*
|
||||
| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. <br>***Datatype:*** *Integer between 1024 and 65535*
|
||||
| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> ***Datatype:*** *String*
|
||||
| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> ***Datatype:*** *String*
|
||||
| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> ***Datatype:*** *String, SQLAlchemy connect string*
|
||||
| `initial_state` | Defines the initial application state. More information below. <br>*Defaults to `stopped`.* <br> ***Datatype:*** *Enum, either `stopped` or `running`*
|
||||
| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. <br> ***Datatype:*** *Boolean*
|
||||
| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> ***Datatype:*** *ClassName*
|
||||
@ -124,6 +124,7 @@ Values set in the configuration file always overwrite values set in the strategy
|
||||
* `order_time_in_force`
|
||||
* `stake_currency`
|
||||
* `stake_amount`
|
||||
* `unfilledtimeout`
|
||||
* `use_sell_signal` (ask_strategy)
|
||||
* `sell_profit_only` (ask_strategy)
|
||||
* `ignore_roi_if_buy_signal` (ask_strategy)
|
||||
@ -207,13 +208,6 @@ before asking the strategy if we should buy or a sell an asset. After each wait
|
||||
every opened trade wether or not we should sell, and for all the remaining pairs (either the dynamic list of pairs or
|
||||
the static list of pairs) if we should buy.
|
||||
|
||||
### Understand ask_last_balance
|
||||
|
||||
The `ask_last_balance` configuration parameter sets the bidding price. Value `0.0` will use `ask` price, `1.0` will
|
||||
use the `last` price and values between those interpolate between ask and last
|
||||
price. Using `ask` price will guarantee quick success in bid, but bot will also
|
||||
end up paying more then would probably have been necessary.
|
||||
|
||||
### Understand order_types
|
||||
|
||||
The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
|
||||
@ -393,6 +387,54 @@ The valid values are:
|
||||
"BTC", "ETH", "XRP", "LTC", "BCH", "USDT"
|
||||
```
|
||||
|
||||
## Prices used for orders
|
||||
|
||||
Prices for regular orders can be controlled via the parameter structures `bid_strategy` for buying and `ask_strategy` for selling.
|
||||
Prices are always retrieved right before an order is placed, either by querying the exchange tickers or by using the orderbook data.
|
||||
|
||||
!!! Note
|
||||
Orderbook data used by Freqtrade are the data retrieved from exchange by the ccxt's function `fetch_order_book()`, i.e. are usually data from the L2-aggregated orderbook, while the ticker data are the structures returned by the ccxt's `fetch_ticker()`/`fetch_tickers()` functions. Refer to the ccxt library [documentation](https://github.com/ccxt/ccxt/wiki/Manual#market-data) for more details.
|
||||
|
||||
### Buy price
|
||||
|
||||
#### Check depth of market
|
||||
|
||||
When check depth of market is enabled (`bid_strategy.check_depth_of_market.enabled=True`), the buy signals are filtered based on the orderbook depth (sum of all amounts) for each orderbook side.
|
||||
|
||||
Orderbook `bid` (buy) side depth is then divided by the orderbook `ask` (sell) side depth and the resulting delta is compared to the value of the `bid_strategy.check_depth_of_market.bids_to_ask_delta` parameter. The buy order is only executed if the orderbook delta is greater than or equal to the configured delta value.
|
||||
|
||||
!!! Note
|
||||
A delta value below 1 means that `ask` (sell) orderbook side depth is greater than the depth of the `bid` (buy) orderbook side, while a value greater than 1 means opposite (depth of the buy side is higher than the depth of the sell side).
|
||||
|
||||
#### Buy price with Orderbook enabled
|
||||
|
||||
When buying with the orderbook enabled (`bid_strategy.use_order_book=True`), Freqtrade fetches the `bid_strategy.order_book_top` entries from the orderbook and then uses the entry specified as `bid_strategy.order_book_top` on the `bid` (buy) side of the orderbook. 1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
|
||||
|
||||
#### Buy price without Orderbook enabled
|
||||
|
||||
When not using orderbook (`bid_strategy.use_order_book=False`), Freqtrade uses the best `ask` (sell) price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `ask` price is not below the `last` price), it calculates a rate between `ask` and `last` price.
|
||||
|
||||
The `bid_strategy.ask_last_balance` configuration parameter controls this. A value of `0.0` will use `ask` price, while `1.0` will use the `last` price and values between those interpolate between ask and last price.
|
||||
|
||||
Using `ask` price often guarantees quicker success in the bid, but the bot can also end up paying more than what would have been necessary.
|
||||
|
||||
### Sell price
|
||||
|
||||
#### Sell price with Orderbook enabled
|
||||
|
||||
When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_max` entries in the orderbook. Then each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the `ask` orderbook side are validated for a profitable sell-possibility based on the strategy configuration and the sell order is placed at the first profitable spot.
|
||||
|
||||
The idea here is to place the sell order early, to be ahead in the queue.
|
||||
|
||||
A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number.
|
||||
|
||||
!!! Warning "Orderbook and stoploss_on_exchange"
|
||||
Using `ask_strategy.order_book_max` higher than 1 may increase the risk, since an eventual [stoploss on exchange](#understand-order_types) will be needed to be cancelled as soon as the order is placed.
|
||||
|
||||
#### Sell price without Orderbook enabled
|
||||
|
||||
When not using orderbook (`ask_strategy.use_order_book=False`), the `bid` price from the ticker will be used as the sell price.
|
||||
|
||||
## Pairlists
|
||||
|
||||
Pairlists define the list of pairs that the bot should trade.
|
||||
|
||||
@ -266,4 +266,29 @@ Once the PR against master is merged (best right after merging):
|
||||
* Use the button "Draft a new release" in the Github UI (subsection releases).
|
||||
* Use the version-number specified as tag.
|
||||
* Use "master" as reference (this step comes after the above PR is merged).
|
||||
* Use the above changelog as release comment (as codeblock).
|
||||
* Use the above changelog as release comment (as codeblock)
|
||||
|
||||
### After-release
|
||||
|
||||
* Update version in develop by postfixing that with `-dev` (`2019.6 -> 2019.6-dev`).
|
||||
* Create a PR against develop to update that branch.
|
||||
|
||||
## Releases
|
||||
|
||||
### pypi
|
||||
|
||||
To create a pypi release, please run the following commands:
|
||||
|
||||
Additional requirement: `wheel`, `twine` (for uploading), account on pypi with proper permissions.
|
||||
|
||||
``` bash
|
||||
python setup.py sdist bdist_wheel
|
||||
|
||||
# For pypi test (to check if some change to the installation did work)
|
||||
twine upload --repository-url https://test.pypi.org/legacy/ dist/*
|
||||
|
||||
# For production:
|
||||
twine upload dist/*
|
||||
```
|
||||
|
||||
Please don't push non-releases to the productive / real pypi instance.
|
||||
|
||||
@ -164,8 +164,7 @@ docker run -d \
|
||||
```
|
||||
|
||||
!!! Note
|
||||
db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used.
|
||||
To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite`
|
||||
When using docker, it's best to specify `--db-url` explicitly to ensure that the database URL and the mounted database file match.
|
||||
|
||||
!!! Note
|
||||
All available bot command line parameters can be added to the end of the `docker run` command.
|
||||
|
||||
151
docs/edge.md
151
docs/edge.md
@ -9,6 +9,7 @@ This page explains how to use Edge Positioning module in your bot in order to en
|
||||
Edge does not consider anything else than buy/sell/stoploss signals. So trailing stoploss, ROI, and everything else are ignored in its calculation.
|
||||
|
||||
## Introduction
|
||||
|
||||
Trading is all about probability. No one can claim that he has a strategy working all the time. You have to assume that sometimes you lose.
|
||||
|
||||
But it doesn't mean there is no rule, it only means rules should work "most of the time". Let's play a game: we toss a coin, heads: I give you 10$, tails: you give me 10$. Is it an interesting game? No, it's quite boring, isn't it?
|
||||
@ -22,43 +23,61 @@ Let's complicate it more: you win 80% of the time but only 2$, I win 20% of the
|
||||
The question is: How do you calculate that? How do you know if you wanna play?
|
||||
|
||||
The answer comes to two factors:
|
||||
|
||||
- Win Rate
|
||||
- Risk Reward Ratio
|
||||
|
||||
### Win Rate
|
||||
|
||||
Win Rate (*W*) is is the mean over some amount of trades (*N*) what is the percentage of winning trades to total number of trades (note that we don't consider how much you gained but only if you won or not).
|
||||
|
||||
W = (Number of winning trades) / (Total number of trades) = (Number of winning trades) / N
|
||||
```
|
||||
W = (Number of winning trades) / (Total number of trades) = (Number of winning trades) / N
|
||||
```
|
||||
|
||||
Complementary Loss Rate (*L*) is defined as
|
||||
|
||||
L = (Number of losing trades) / (Total number of trades) = (Number of losing trades) / N
|
||||
```
|
||||
L = (Number of losing trades) / (Total number of trades) = (Number of losing trades) / N
|
||||
```
|
||||
|
||||
or, which is the same, as
|
||||
|
||||
L = 1 – W
|
||||
```
|
||||
L = 1 – W
|
||||
```
|
||||
|
||||
### Risk Reward Ratio
|
||||
|
||||
Risk Reward Ratio (*R*) is a formula used to measure the expected gains of a given investment against the risk of loss. It is basically what you potentially win divided by what you potentially lose:
|
||||
|
||||
R = Profit / Loss
|
||||
```
|
||||
R = Profit / Loss
|
||||
```
|
||||
|
||||
Over time, on many trades, you can calculate your risk reward by dividing your average profit on winning trades by your average loss on losing trades:
|
||||
|
||||
Average profit = (Sum of profits) / (Number of winning trades)
|
||||
```
|
||||
Average profit = (Sum of profits) / (Number of winning trades)
|
||||
|
||||
Average loss = (Sum of losses) / (Number of losing trades)
|
||||
Average loss = (Sum of losses) / (Number of losing trades)
|
||||
|
||||
R = (Average profit) / (Average loss)
|
||||
R = (Average profit) / (Average loss)
|
||||
```
|
||||
|
||||
### Expectancy
|
||||
|
||||
At this point we can combine *W* and *R* to create an expectancy ratio. This is a simple process of multiplying the risk reward ratio by the percentage of winning trades and subtracting the percentage of losing trades, which is calculated as follows:
|
||||
|
||||
Expectancy Ratio = (Risk Reward Ratio X Win Rate) – Loss Rate = (R X W) – L
|
||||
```
|
||||
Expectancy Ratio = (Risk Reward Ratio X Win Rate) – Loss Rate = (R X W) – L
|
||||
```
|
||||
|
||||
So lets say your Win rate is 28% and your Risk Reward Ratio is 5:
|
||||
|
||||
Expectancy = (5 X 0.28) – 0.72 = 0.68
|
||||
```
|
||||
Expectancy = (5 X 0.28) – 0.72 = 0.68
|
||||
```
|
||||
|
||||
Superficially, this means that on average you expect this strategy’s trades to return .68 times the size of your loses. This is important for two reasons: First, it may seem obvious, but you know right away that you have a positive return. Second, you now have a number you can compare to other candidate systems to make decisions about which ones you employ.
|
||||
|
||||
@ -69,6 +88,7 @@ You can also use this value to evaluate the effectiveness of modifications to th
|
||||
**NOTICE:** It's important to keep in mind that Edge is testing your expectancy using historical data, there's no guarantee that you will have a similar edge in the future. It's still vital to do this testing in order to build confidence in your methodology, but be wary of "curve-fitting" your approach to the historical data as things are unlikely to play out the exact same way for future trades.
|
||||
|
||||
## How does it work?
|
||||
|
||||
If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over *N* trades for each stoploss. Here is an example:
|
||||
|
||||
| Pair | Stoploss | Win Rate | Risk Reward Ratio | Expectancy |
|
||||
@ -83,6 +103,7 @@ The goal here is to find the best stoploss for the strategy in order to have the
|
||||
Edge module then forces stoploss value it evaluated to your strategy dynamically.
|
||||
|
||||
### Position size
|
||||
|
||||
Edge also dictates the stake amount for each trade to the bot according to the following factors:
|
||||
|
||||
- Allowed capital at risk
|
||||
@ -90,13 +111,17 @@ Edge also dictates the stake amount for each trade to the bot according to the f
|
||||
|
||||
Allowed capital at risk is calculated as follows:
|
||||
|
||||
Allowed capital at risk = (Capital available_percentage) X (Allowed risk per trade)
|
||||
```
|
||||
Allowed capital at risk = (Capital available_percentage) X (Allowed risk per trade)
|
||||
```
|
||||
|
||||
Stoploss is calculated as described above against historical data.
|
||||
|
||||
Your position size then will be:
|
||||
|
||||
Position size = (Allowed capital at risk) / Stoploss
|
||||
```
|
||||
Position size = (Allowed capital at risk) / Stoploss
|
||||
```
|
||||
|
||||
Example:
|
||||
|
||||
@ -115,100 +140,30 @@ Available capital doesn’t change before a position is sold. Let’s assume tha
|
||||
So the Bot receives another buy signal for trade 4 with a stoploss at 2% then your position size would be **0.055 / 0.02 = 2.75 ETH**.
|
||||
|
||||
## Configurations
|
||||
|
||||
Edge module has following configuration options:
|
||||
|
||||
#### enabled
|
||||
If true, then Edge will run periodically.
|
||||
|
||||
(defaults to false)
|
||||
|
||||
#### process_throttle_secs
|
||||
How often should Edge run in seconds?
|
||||
|
||||
(defaults to 3600 so one hour)
|
||||
|
||||
#### calculate_since_number_of_days
|
||||
Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy
|
||||
Note that it downloads historical data so increasing this number would lead to slowing down the bot.
|
||||
|
||||
(defaults to 7)
|
||||
|
||||
#### capital_available_percentage
|
||||
This is the percentage of the total capital on exchange in stake currency.
|
||||
|
||||
As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital.
|
||||
|
||||
(defaults to 0.5)
|
||||
|
||||
#### allowed_risk
|
||||
Percentage of allowed risk per trade.
|
||||
|
||||
(defaults to 0.01 so 1%)
|
||||
|
||||
#### stoploss_range_min
|
||||
|
||||
Minimum stoploss.
|
||||
|
||||
(defaults to -0.01)
|
||||
|
||||
#### stoploss_range_max
|
||||
|
||||
Maximum stoploss.
|
||||
|
||||
(defaults to -0.10)
|
||||
|
||||
#### stoploss_range_step
|
||||
|
||||
As an example if this is set to -0.01 then Edge will test the strategy for \[-0.01, -0,02, -0,03 ..., -0.09, -0.10\] ranges.
|
||||
Note than having a smaller step means having a bigger range which could lead to slow calculation.
|
||||
|
||||
If you set this parameter to -0.001, you then slow down the Edge calculation by a factor of 10.
|
||||
|
||||
(defaults to -0.01)
|
||||
|
||||
#### minimum_winrate
|
||||
|
||||
It filters out pairs which don't have at least minimum_winrate.
|
||||
|
||||
This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio.
|
||||
|
||||
(defaults to 0.60)
|
||||
|
||||
#### minimum_expectancy
|
||||
|
||||
It filters out pairs which have the expectancy lower than this number.
|
||||
|
||||
Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return.
|
||||
|
||||
(defaults to 0.20)
|
||||
|
||||
#### min_trade_number
|
||||
|
||||
When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable.
|
||||
|
||||
Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something.
|
||||
|
||||
(defaults to 10, it is highly recommended not to decrease this number)
|
||||
|
||||
#### max_trade_duration_minute
|
||||
|
||||
Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.
|
||||
|
||||
**NOTICE:** While configuring this value, you should take into consideration your ticker interval. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).
|
||||
|
||||
(defaults to 1 day, i.e. to 60 * 24 = 1440 minutes)
|
||||
|
||||
#### remove_pumps
|
||||
|
||||
Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.
|
||||
|
||||
(defaults to false)
|
||||
| Parameter | Description |
|
||||
|------------|-------------|
|
||||
| `enabled` | If true, then Edge will run periodically. <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
|
||||
| `process_throttle_secs` | How often should Edge run in seconds. <br>*Defaults to `3600` (once per hour).* <br> ***Datatype:*** *Integer*
|
||||
| `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy. <br> **Note** that it downloads historical data so increasing this number would lead to slowing down the bot. <br>*Defaults to `7`.* <br> ***Datatype:*** *Integer*
|
||||
| `capital_available_percentage` | This is the percentage of the total capital on exchange in stake currency. <br>As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital. <br>*Defaults to `0.5`.* <br> ***Datatype:*** *Float*
|
||||
| `allowed_risk` | Ratio of allowed risk per trade. <br>*Defaults to `0.01` (1%)).* <br> ***Datatype:*** *Float*
|
||||
| `stoploss_range_min` | Minimum stoploss. <br>*Defaults to `-0.01`.* <br> ***Datatype:*** *Float*
|
||||
| `stoploss_range_max` | Maximum stoploss. <br>*Defaults to `-0.10`.* <br> ***Datatype:*** *Float*
|
||||
| `stoploss_range_step` | As an example if this is set to -0.01 then Edge will test the strategy for `[-0.01, -0,02, -0,03 ..., -0.09, -0.10]` ranges. <br> **Note** than having a smaller step means having a bigger range which could lead to slow calculation. <br> If you set this parameter to -0.001, you then slow down the Edge calculation by a factor of 10. <br>*Defaults to `-0.001`.* <br> ***Datatype:*** *Float*
|
||||
| `minimum_winrate` | It filters out pairs which don't have at least minimum_winrate. <br>This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio. <br>*Defaults to `0.60`.* <br> ***Datatype:*** *Float*
|
||||
| `minimum_expectancy` | It filters out pairs which have the expectancy lower than this number. <br>Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return. <br>*Defaults to `0.20`.* <br> ***Datatype:*** *Float*
|
||||
| `min_trade_number` | When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable. <br>Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something. <br>*Defaults to `10` (it is highly recommended not to decrease this number).* <br> ***Datatype:*** *Integer*
|
||||
| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.<br>**NOTICE:** While configuring this value, you should take into consideration your ticker interval. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).<br>*Defaults to `1440` (one day).* <br> ***Datatype:*** *Integer*
|
||||
| `remove_pumps` | Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.<br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
|
||||
|
||||
## Running Edge independently
|
||||
|
||||
You can run Edge independently in order to see in details the result. Here is an example:
|
||||
|
||||
```bash
|
||||
``` bash
|
||||
freqtrade edge
|
||||
```
|
||||
|
||||
|
||||
@ -23,58 +23,43 @@ The `freqtrade plot-dataframe` subcommand shows an interactive graph with three
|
||||
Possible arguments:
|
||||
|
||||
```
|
||||
usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
|
||||
[-d PATH] [--userdir PATH] [-s NAME]
|
||||
[--strategy-path PATH] [-p PAIRS [PAIRS ...]]
|
||||
[--indicators1 INDICATORS1 [INDICATORS1 ...]]
|
||||
[--indicators2 INDICATORS2 [INDICATORS2 ...]]
|
||||
[--plot-limit INT] [--db-url PATH]
|
||||
[--trade-source {DB,file}] [--export EXPORT]
|
||||
[--export-filename PATH]
|
||||
[--timerange TIMERANGE] [-i TICKER_INTERVAL]
|
||||
usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME]
|
||||
[--strategy-path PATH] [-p PAIRS [PAIRS ...]] [--indicators1 INDICATORS1 [INDICATORS1 ...]]
|
||||
[--indicators2 INDICATORS2 [INDICATORS2 ...]] [--plot-limit INT] [--db-url PATH]
|
||||
[--trade-source {DB,file}] [--export EXPORT] [--export-filename PATH] [--timerange TIMERANGE]
|
||||
[-i TICKER_INTERVAL]
|
||||
|
||||
optional arguments:
|
||||
-h, --help show this help message and exit
|
||||
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
|
||||
Show profits for only these pairs. Pairs are space-
|
||||
separated.
|
||||
Show profits for only these pairs. Pairs are space-separated.
|
||||
--indicators1 INDICATORS1 [INDICATORS1 ...]
|
||||
Set indicators from your strategy you want in the
|
||||
first row of the graph. Space-separated list. Example:
|
||||
Set indicators from your strategy you want in the first row of the graph. Space-separated list. Example:
|
||||
`ema3 ema5`. Default: `['sma', 'ema3', 'ema5']`.
|
||||
--indicators2 INDICATORS2 [INDICATORS2 ...]
|
||||
Set indicators from your strategy you want in the
|
||||
third row of the graph. Space-separated list. Example:
|
||||
Set indicators from your strategy you want in the third row of the graph. Space-separated list. Example:
|
||||
`fastd fastk`. Default: `['macd', 'macdsignal']`.
|
||||
--plot-limit INT Specify tick limit for plotting. Notice: too high
|
||||
values cause huge files. Default: 750.
|
||||
--db-url PATH Override trades database URL, this is useful in custom
|
||||
deployments (default: `sqlite:///tradesv3.sqlite` for
|
||||
Live Run mode, `sqlite://` for Dry Run).
|
||||
--plot-limit INT Specify tick limit for plotting. Notice: too high values cause huge files. Default: 750.
|
||||
--db-url PATH Override trades database URL, this is useful in custom deployments (default: `sqlite:///tradesv3.sqlite`
|
||||
for Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for Dry Run).
|
||||
--trade-source {DB,file}
|
||||
Specify the source for trades (Can be DB or file
|
||||
(backtest file)) Default: file
|
||||
--export EXPORT Export backtest results, argument are: trades.
|
||||
Example: `--export=trades`
|
||||
Specify the source for trades (Can be DB or file (backtest file)) Default: file
|
||||
--export EXPORT Export backtest results, argument are: trades. Example: `--export=trades`
|
||||
--export-filename PATH
|
||||
Save backtest results to the file with this filename
|
||||
(default: `user_data/backtest_results/backtest-
|
||||
result.json`). Requires `--export` to be set as well.
|
||||
Example: `--export-filename=user_data/backtest_results
|
||||
/backtest_today.json`
|
||||
Save backtest results to the file with this filename. Requires `--export` to be set as well. Example:
|
||||
`--export-filename=user_data/backtest_results/backtest_today.json`
|
||||
--timerange TIMERANGE
|
||||
Specify what timerange of data to use.
|
||||
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
|
||||
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
|
||||
`1d`).
|
||||
Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).
|
||||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
--logfile FILE Log to the file specified.
|
||||
--logfile FILE Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more
|
||||
details.
|
||||
-V, --version show program's version number and exit
|
||||
-c PATH, --config PATH
|
||||
Specify configuration file (default: `config.json`).
|
||||
Multiple --config options may be used. Can be set to
|
||||
Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to
|
||||
`-` to read config from stdin.
|
||||
-d PATH, --datadir PATH
|
||||
Path to directory with historical backtesting data.
|
||||
@ -83,8 +68,7 @@ Common arguments:
|
||||
|
||||
Strategy arguments:
|
||||
-s NAME, --strategy NAME
|
||||
Specify strategy class name (default:
|
||||
`DefaultStrategy`).
|
||||
Specify strategy class name which will be used by the bot.
|
||||
--strategy-path PATH Specify additional strategy lookup path.
|
||||
|
||||
```
|
||||
@ -173,14 +157,14 @@ optional arguments:
|
||||
--export EXPORT Export backtest results, argument are: trades.
|
||||
Example: `--export=trades`
|
||||
--export-filename PATH
|
||||
Save backtest results to the file with this filename
|
||||
(default: `user_data/backtest_results/backtest-
|
||||
result.json`). Requires `--export` to be set as well.
|
||||
Example: `--export-filename=user_data/backtest_results
|
||||
/backtest_today.json`
|
||||
Save backtest results to the file with this filename.
|
||||
Requires `--export` to be set as well. Example:
|
||||
`--export-filename=user_data/backtest_results/backtest
|
||||
_today.json`
|
||||
--db-url PATH Override trades database URL, this is useful in custom
|
||||
deployments (default: `sqlite:///tradesv3.sqlite` for
|
||||
Live Run mode, `sqlite://` for Dry Run).
|
||||
Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
|
||||
Dry Run).
|
||||
--trade-source {DB,file}
|
||||
Specify the source for trades (Can be DB or file
|
||||
(backtest file)) Default: file
|
||||
@ -190,7 +174,9 @@ optional arguments:
|
||||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
--logfile FILE Log to the file specified.
|
||||
--logfile FILE Log to the file specified. Special values are:
|
||||
'syslog', 'journald'. See the documentation for more
|
||||
details.
|
||||
-V, --version show program's version number and exit
|
||||
-c PATH, --config PATH
|
||||
Specify configuration file (default: `config.json`).
|
||||
|
||||
@ -455,6 +455,51 @@ Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of
|
||||
!!! Warning
|
||||
Trade history is not available during backtesting or hyperopt.
|
||||
|
||||
### Prevent trades from happening for a specific pair
|
||||
|
||||
Freqtrade locks pairs automatically for the current candle (until that candle is over) when a pair is sold, preventing an immediate re-buy of that pair.
|
||||
|
||||
Locked pairs will show the message `Pair <pair> is currently locked.`.
|
||||
|
||||
#### Locking pairs from within the strategy
|
||||
|
||||
Sometimes it may be desired to lock a pair after certain events happen (e.g. multiple losing trades in a row).
|
||||
|
||||
Freqtrade has an easy method to do this from within the strategy, by calling `self.lock_pair(pair, until)`.
|
||||
`until` must be a datetime object in the future, after which trading will be reenabled for that pair.
|
||||
|
||||
Locks can also be lifted manually, by calling `self.unlock_pair(pair)`.
|
||||
|
||||
To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
|
||||
|
||||
!!! Note
|
||||
Locked pairs are not persisted, so a restart of the bot, or calling `/reload_conf` will reset locked pairs.
|
||||
|
||||
!!! Warning
|
||||
Locking pairs is not functioning during backtesting.
|
||||
|
||||
##### Pair locking example
|
||||
|
||||
``` python
|
||||
from freqtrade.persistence import Trade
|
||||
from datetime import timedelta, datetime, timezone
|
||||
# Put the above lines a the top of the strategy file, next to all the other imports
|
||||
# --------
|
||||
|
||||
# Within populate indicators (or populate_buy):
|
||||
if self.config['runmode'] in ('live', 'dry_run'):
|
||||
# fetch closed trades for the last 2 days
|
||||
trades = Trade.get_trades([Trade.pair == metadata['pair'],
|
||||
Trade.open_date > datetime.utcnow() - timedelta(days=2),
|
||||
Trade.is_open == False,
|
||||
]).all()
|
||||
# Analyze the conditions you'd like to lock the pair .... will probably be different for every strategy
|
||||
sumprofit = sum(trade.close_profit for trade in trades)
|
||||
if sumprofit < 0:
|
||||
# Lock pair for 12 hours
|
||||
self.lock_pair(metadata['pair'], until=datetime.now(timezone.utc) + timedelta(hours=12))
|
||||
```
|
||||
|
||||
### Print created dataframe
|
||||
|
||||
To inspect the created dataframe, you can issue a print-statement in either `populate_buy_trend()` or `populate_sell_trend()`.
|
||||
@ -479,11 +524,6 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
|
||||
Printing more than a few rows is also possible (simply use `print(dataframe)` instead of `print(dataframe.tail())`), however not recommended, as that will be very verbose (~500 lines per pair every 5 seconds).
|
||||
|
||||
### Where can i find a strategy template?
|
||||
|
||||
The strategy template is located in the file
|
||||
[user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py).
|
||||
|
||||
### Specify custom strategy location
|
||||
|
||||
If you want to use a strategy from a different directory you can pass `--strategy-path`
|
||||
|
||||
@ -44,9 +44,9 @@ candles.head()
|
||||
```python
|
||||
# Load strategy using values set above
|
||||
from freqtrade.resolvers import StrategyResolver
|
||||
strategy = StrategyResolver({'strategy': strategy_name,
|
||||
strategy = StrategyResolver.load_strategy({'strategy': strategy_name,
|
||||
'user_data_dir': user_data_dir,
|
||||
'strategy_path': strategy_location}).strategy
|
||||
'strategy_path': strategy_location})
|
||||
|
||||
# Generate buy/sell signals using strategy
|
||||
df = strategy.analyze_ticker(candles, {'pair': pair})
|
||||
|
||||
@ -118,14 +118,14 @@ AVAILABLE_CLI_OPTIONS = {
|
||||
help='Specify what timerange of data to use.',
|
||||
),
|
||||
"max_open_trades": Arg(
|
||||
'--max_open_trades',
|
||||
help='Specify max_open_trades to use.',
|
||||
'--max-open-trades',
|
||||
help='Override the value of the `max_open_trades` configuration setting.',
|
||||
type=int,
|
||||
metavar='INT',
|
||||
),
|
||||
"stake_amount": Arg(
|
||||
'--stake_amount',
|
||||
help='Specify stake_amount.',
|
||||
'--stake-amount',
|
||||
help='Override the value of the `stake_amount` configuration setting.',
|
||||
type=float,
|
||||
),
|
||||
# Backtesting
|
||||
|
||||
@ -223,13 +223,13 @@ class Configuration:
|
||||
logger.info('max_open_trades set to unlimited ...')
|
||||
elif 'max_open_trades' in self.args and self.args["max_open_trades"]:
|
||||
config.update({'max_open_trades': self.args["max_open_trades"]})
|
||||
logger.info('Parameter --max_open_trades detected, '
|
||||
logger.info('Parameter --max-open-trades detected, '
|
||||
'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
|
||||
elif config['runmode'] in NON_UTIL_MODES:
|
||||
logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
|
||||
|
||||
self._args_to_config(config, argname='stake_amount',
|
||||
logstring='Parameter --stake_amount detected, '
|
||||
logstring='Parameter --stake-amount detected, '
|
||||
'overriding stake_amount to: {} ...')
|
||||
|
||||
self._args_to_config(config, argname='fee',
|
||||
@ -403,7 +403,7 @@ class Configuration:
|
||||
config['pairs'] = config.get('exchange', {}).get('pair_whitelist')
|
||||
else:
|
||||
# Fall back to /dl_path/pairs.json
|
||||
pairs_file = Path(config['datadir']) / "pairs.json"
|
||||
pairs_file = config['datadir'] / "pairs.json"
|
||||
if pairs_file.exists():
|
||||
with pairs_file.open('r') as f:
|
||||
config['pairs'] = json_load(f)
|
||||
|
||||
@ -9,7 +9,7 @@ from freqtrade.constants import USER_DATA_FILES
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def create_datadir(config: Dict[str, Any], datadir: Optional[str] = None) -> str:
|
||||
def create_datadir(config: Dict[str, Any], datadir: Optional[str] = None) -> Path:
|
||||
|
||||
folder = Path(datadir) if datadir else Path(f"{config['user_data_dir']}/data")
|
||||
if not datadir:
|
||||
@ -20,7 +20,7 @@ def create_datadir(config: Dict[str, Any], datadir: Optional[str] = None) -> str
|
||||
if not folder.is_dir():
|
||||
folder.mkdir(parents=True)
|
||||
logger.info(f'Created data directory: {datadir}')
|
||||
return str(folder)
|
||||
return folder
|
||||
|
||||
|
||||
def create_userdata_dir(directory: str, create_dir=False) -> Path:
|
||||
|
||||
@ -10,7 +10,7 @@ HYPEROPT_EPOCH = 100 # epochs
|
||||
RETRY_TIMEOUT = 30 # sec
|
||||
DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
|
||||
DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
|
||||
DEFAULT_DB_DRYRUN_URL = 'sqlite://'
|
||||
DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.sqlite'
|
||||
UNLIMITED_STAKE_AMOUNT = 'unlimited'
|
||||
DEFAULT_AMOUNT_RESERVE_PERCENT = 0.05
|
||||
REQUIRED_ORDERTIF = ['buy', 'sell']
|
||||
|
||||
@ -5,7 +5,6 @@ including Klines, tickers, historic data
|
||||
Common Interface for bot and strategy to access data.
|
||||
"""
|
||||
import logging
|
||||
from pathlib import Path
|
||||
from typing import Any, Dict, List, Optional, Tuple
|
||||
|
||||
from pandas import DataFrame
|
||||
@ -65,7 +64,7 @@ class DataProvider:
|
||||
"""
|
||||
return load_pair_history(pair=pair,
|
||||
timeframe=timeframe or self._config['ticker_interval'],
|
||||
datadir=Path(self._config['datadir'])
|
||||
datadir=self._config['datadir']
|
||||
)
|
||||
|
||||
def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
|
||||
|
||||
@ -1,7 +1,6 @@
|
||||
# pragma pylint: disable=W0603
|
||||
""" Edge positioning package """
|
||||
import logging
|
||||
from pathlib import Path
|
||||
from typing import Any, Dict, NamedTuple
|
||||
|
||||
import arrow
|
||||
@ -96,7 +95,7 @@ class Edge:
|
||||
|
||||
if self._refresh_pairs:
|
||||
history.refresh_data(
|
||||
datadir=Path(self.config['datadir']),
|
||||
datadir=self.config['datadir'],
|
||||
pairs=pairs,
|
||||
exchange=self.exchange,
|
||||
timeframe=self.strategy.ticker_interval,
|
||||
@ -104,7 +103,7 @@ class Edge:
|
||||
)
|
||||
|
||||
data = history.load_data(
|
||||
datadir=Path(self.config['datadir']),
|
||||
datadir=self.config['datadir'],
|
||||
pairs=pairs,
|
||||
timeframe=self.strategy.ticker_interval,
|
||||
timerange=self._timerange,
|
||||
|
||||
@ -278,7 +278,15 @@ class Exchange:
|
||||
raise OperationalException(
|
||||
f'Pair {pair} is not available on {self.name}. '
|
||||
f'Please remove {pair} from your whitelist.')
|
||||
elif self.markets[pair].get('info', {}).get('IsRestricted', False):
|
||||
|
||||
# From ccxt Documentation:
|
||||
# markets.info: An associative array of non-common market properties,
|
||||
# including fees, rates, limits and other general market information.
|
||||
# The internal info array is different for each particular market,
|
||||
# its contents depend on the exchange.
|
||||
# It can also be a string or similar ... so we need to verify that first.
|
||||
elif (isinstance(self.markets[pair].get('info', None), dict)
|
||||
and self.markets[pair].get('info', {}).get('IsRestricted', False)):
|
||||
# Warn users about restricted pairs in whitelist.
|
||||
# We cannot determine reliably if Users are affected.
|
||||
logger.warning(f"Pair {pair} is restricted for some users on this exchange."
|
||||
@ -524,7 +532,7 @@ class Exchange:
|
||||
raise OperationalException(e) from e
|
||||
|
||||
@retrier
|
||||
def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
|
||||
def fetch_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
|
||||
if refresh or pair not in self._cached_ticker.keys():
|
||||
try:
|
||||
if pair not in self._api.markets or not self._api.markets[pair].get('active'):
|
||||
|
||||
@ -55,12 +55,12 @@ class FreqtradeBot:
|
||||
|
||||
self.heartbeat_interval = self.config.get('internals', {}).get('heartbeat_interval', 60)
|
||||
|
||||
self.strategy: IStrategy = StrategyResolver(self.config).strategy
|
||||
self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
|
||||
|
||||
# Check config consistency here since strategies can set certain options
|
||||
validate_config_consistency(config)
|
||||
|
||||
self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
|
||||
self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
|
||||
|
||||
persistence.init(self.config.get('db_url', None),
|
||||
clean_open_orders=self.config.get('dry_run', False))
|
||||
@ -192,7 +192,7 @@ class FreqtradeBot:
|
||||
else:
|
||||
if not tick:
|
||||
logger.info('Using Last Ask / Last Price')
|
||||
ticker = self.exchange.get_ticker(pair)
|
||||
ticker = self.exchange.fetch_ticker(pair)
|
||||
else:
|
||||
ticker = tick
|
||||
if ticker['ask'] < ticker['last']:
|
||||
@ -570,7 +570,7 @@ class FreqtradeBot:
|
||||
"""
|
||||
Get sell rate - either using get-ticker bid or first bid based on orderbook
|
||||
The orderbook portion is only used for rpc messaging, which would otherwise fail
|
||||
for BitMex (has no bid/ask in get_ticker)
|
||||
for BitMex (has no bid/ask in fetch_ticker)
|
||||
or remain static in any other case since it's not updating.
|
||||
:return: Bid rate
|
||||
"""
|
||||
@ -582,7 +582,7 @@ class FreqtradeBot:
|
||||
rate = order_book['bids'][0][0]
|
||||
|
||||
else:
|
||||
rate = self.exchange.get_ticker(pair, refresh)['bid']
|
||||
rate = self.exchange.fetch_ticker(pair, refresh)['bid']
|
||||
return rate
|
||||
|
||||
def handle_trade(self, trade: Trade) -> bool:
|
||||
|
||||
@ -60,7 +60,7 @@ class Backtesting:
|
||||
# Reset keys for backtesting
|
||||
remove_credentials(self.config)
|
||||
self.strategylist: List[IStrategy] = []
|
||||
self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
|
||||
self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
|
||||
|
||||
if config.get('fee'):
|
||||
self.fee = config['fee']
|
||||
@ -75,12 +75,12 @@ class Backtesting:
|
||||
for strat in list(self.config['strategy_list']):
|
||||
stratconf = deepcopy(self.config)
|
||||
stratconf['strategy'] = strat
|
||||
self.strategylist.append(StrategyResolver(stratconf).strategy)
|
||||
self.strategylist.append(StrategyResolver.load_strategy(stratconf))
|
||||
validate_config_consistency(stratconf)
|
||||
|
||||
else:
|
||||
# No strategy list specified, only one strategy
|
||||
self.strategylist.append(StrategyResolver(self.config).strategy)
|
||||
self.strategylist.append(StrategyResolver.load_strategy(self.config))
|
||||
validate_config_consistency(self.config)
|
||||
|
||||
if "ticker_interval" not in self.config:
|
||||
@ -109,7 +109,7 @@ class Backtesting:
|
||||
'timerange') is None else str(self.config.get('timerange')))
|
||||
|
||||
data = history.load_data(
|
||||
datadir=Path(self.config['datadir']),
|
||||
datadir=self.config['datadir'],
|
||||
pairs=self.config['exchange']['pair_whitelist'],
|
||||
timeframe=self.timeframe,
|
||||
timerange=timerange,
|
||||
@ -183,9 +183,11 @@ class Backtesting:
|
||||
Generate small table outlining Backtest results
|
||||
"""
|
||||
tabular_data = []
|
||||
headers = ['Sell Reason', 'Count']
|
||||
headers = ['Sell Reason', 'Count', 'Profit', 'Loss']
|
||||
for reason, count in results['sell_reason'].value_counts().iteritems():
|
||||
tabular_data.append([reason.value, count])
|
||||
profit = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] >= 0)])
|
||||
loss = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] < 0)])
|
||||
tabular_data.append([reason.value, count, profit, loss])
|
||||
return tabulate(tabular_data, headers=headers, tablefmt="pipe")
|
||||
|
||||
def _generate_text_table_strategy(self, all_results: dict) -> str:
|
||||
|
||||
@ -34,7 +34,7 @@ class EdgeCli:
|
||||
remove_credentials(self.config)
|
||||
self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
|
||||
self.exchange = Exchange(self.config)
|
||||
self.strategy = StrategyResolver(self.config).strategy
|
||||
self.strategy = StrategyResolver.load_strategy(self.config)
|
||||
|
||||
validate_config_consistency(self.config)
|
||||
|
||||
@ -42,11 +42,9 @@ class EdgeCli:
|
||||
# Set refresh_pairs to false for edge-cli (it must be true for edge)
|
||||
self.edge._refresh_pairs = False
|
||||
|
||||
self.timerange = TimeRange.parse_timerange(None if self.config.get(
|
||||
self.edge._timerange = TimeRange.parse_timerange(None if self.config.get(
|
||||
'timerange') is None else str(self.config.get('timerange')))
|
||||
|
||||
self.edge._timerange = self.timerange
|
||||
|
||||
def _generate_edge_table(self, results: dict) -> str:
|
||||
|
||||
floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d')
|
||||
|
||||
@ -64,9 +64,9 @@ class Hyperopt:
|
||||
|
||||
self.backtesting = Backtesting(self.config)
|
||||
|
||||
self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
|
||||
self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
|
||||
|
||||
self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
|
||||
self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
|
||||
self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
|
||||
|
||||
self.trials_file = (self.config['user_data_dir'] /
|
||||
|
||||
@ -28,13 +28,13 @@ class PairListManager():
|
||||
if 'method' not in pl:
|
||||
logger.warning(f"No method in {pl}")
|
||||
continue
|
||||
pairl = PairListResolver(pl.get('method'),
|
||||
pairl = PairListResolver.load_pairlist(pl.get('method'),
|
||||
exchange=exchange,
|
||||
pairlistmanager=self,
|
||||
config=config,
|
||||
pairlistconfig=pl,
|
||||
pairlist_pos=len(self._pairlists)
|
||||
).pairlist
|
||||
)
|
||||
self._tickers_needed = pairl.needstickers or self._tickers_needed
|
||||
self._pairlists.append(pairl)
|
||||
|
||||
|
||||
@ -37,7 +37,7 @@ def init_plotscript(config):
|
||||
timerange = TimeRange.parse_timerange(config.get("timerange"))
|
||||
|
||||
tickers = history.load_data(
|
||||
datadir=Path(str(config.get("datadir"))),
|
||||
datadir=config.get("datadir"),
|
||||
pairs=pairs,
|
||||
timeframe=config.get('ticker_interval', '5m'),
|
||||
timerange=timerange,
|
||||
@ -340,7 +340,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
|
||||
- Generate plot files
|
||||
:return: None
|
||||
"""
|
||||
strategy = StrategyResolver(config).strategy
|
||||
strategy = StrategyResolver.load_strategy(config)
|
||||
|
||||
plot_elements = init_plotscript(config)
|
||||
trades = plot_elements['trades']
|
||||
|
||||
@ -15,9 +15,8 @@ class ExchangeResolver(IResolver):
|
||||
This class contains all the logic to load a custom exchange class
|
||||
"""
|
||||
|
||||
__slots__ = ['exchange']
|
||||
|
||||
def __init__(self, exchange_name: str, config: dict, validate: bool = True) -> None:
|
||||
@staticmethod
|
||||
def load_exchange(exchange_name: str, config: dict, validate: bool = True) -> Exchange:
|
||||
"""
|
||||
Load the custom class from config parameter
|
||||
:param config: configuration dictionary
|
||||
@ -25,17 +24,20 @@ class ExchangeResolver(IResolver):
|
||||
# Map exchange name to avoid duplicate classes for identical exchanges
|
||||
exchange_name = MAP_EXCHANGE_CHILDCLASS.get(exchange_name, exchange_name)
|
||||
exchange_name = exchange_name.title()
|
||||
exchange = None
|
||||
try:
|
||||
self.exchange = self._load_exchange(exchange_name, kwargs={'config': config,
|
||||
exchange = ExchangeResolver._load_exchange(exchange_name,
|
||||
kwargs={'config': config,
|
||||
'validate': validate})
|
||||
except ImportError:
|
||||
logger.info(
|
||||
f"No {exchange_name} specific subclass found. Using the generic class instead.")
|
||||
if not hasattr(self, "exchange"):
|
||||
self.exchange = Exchange(config, validate=validate)
|
||||
if not exchange:
|
||||
exchange = Exchange(config, validate=validate)
|
||||
return exchange
|
||||
|
||||
def _load_exchange(
|
||||
self, exchange_name: str, kwargs: dict) -> Exchange:
|
||||
@staticmethod
|
||||
def _load_exchange(exchange_name: str, kwargs: dict) -> Exchange:
|
||||
"""
|
||||
Loads the specified exchange.
|
||||
Only checks for exchanges exported in freqtrade.exchanges
|
||||
|
||||
@ -20,11 +20,11 @@ class HyperOptResolver(IResolver):
|
||||
"""
|
||||
This class contains all the logic to load custom hyperopt class
|
||||
"""
|
||||
__slots__ = ['hyperopt']
|
||||
|
||||
def __init__(self, config: Dict) -> None:
|
||||
@staticmethod
|
||||
def load_hyperopt(config: Dict) -> IHyperOpt:
|
||||
"""
|
||||
Load the custom class from config parameter
|
||||
Load the custom hyperopt class from config parameter
|
||||
:param config: configuration dictionary
|
||||
"""
|
||||
if not config.get('hyperopt'):
|
||||
@ -33,21 +33,23 @@ class HyperOptResolver(IResolver):
|
||||
|
||||
hyperopt_name = config['hyperopt']
|
||||
|
||||
self.hyperopt = self._load_hyperopt(hyperopt_name, config,
|
||||
hyperopt = HyperOptResolver._load_hyperopt(hyperopt_name, config,
|
||||
extra_dir=config.get('hyperopt_path'))
|
||||
|
||||
if not hasattr(self.hyperopt, 'populate_indicators'):
|
||||
if not hasattr(hyperopt, 'populate_indicators'):
|
||||
logger.warning("Hyperopt class does not provide populate_indicators() method. "
|
||||
"Using populate_indicators from the strategy.")
|
||||
if not hasattr(self.hyperopt, 'populate_buy_trend'):
|
||||
if not hasattr(hyperopt, 'populate_buy_trend'):
|
||||
logger.warning("Hyperopt class does not provide populate_buy_trend() method. "
|
||||
"Using populate_buy_trend from the strategy.")
|
||||
if not hasattr(self.hyperopt, 'populate_sell_trend'):
|
||||
if not hasattr(hyperopt, 'populate_sell_trend'):
|
||||
logger.warning("Hyperopt class does not provide populate_sell_trend() method. "
|
||||
"Using populate_sell_trend from the strategy.")
|
||||
return hyperopt
|
||||
|
||||
@staticmethod
|
||||
def _load_hyperopt(
|
||||
self, hyperopt_name: str, config: Dict, extra_dir: Optional[str] = None) -> IHyperOpt:
|
||||
hyperopt_name: str, config: Dict, extra_dir: Optional[str] = None) -> IHyperOpt:
|
||||
"""
|
||||
Search and loads the specified hyperopt.
|
||||
:param hyperopt_name: name of the module to import
|
||||
@ -57,10 +59,11 @@ class HyperOptResolver(IResolver):
|
||||
"""
|
||||
current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
|
||||
|
||||
abs_paths = self.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=USERPATH_HYPEROPTS, extra_dir=extra_dir)
|
||||
abs_paths = IResolver.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=USERPATH_HYPEROPTS,
|
||||
extra_dir=extra_dir)
|
||||
|
||||
hyperopt = self._load_object(paths=abs_paths, object_type=IHyperOpt,
|
||||
hyperopt = IResolver._load_object(paths=abs_paths, object_type=IHyperOpt,
|
||||
object_name=hyperopt_name, kwargs={'config': config})
|
||||
if hyperopt:
|
||||
return hyperopt
|
||||
@ -74,9 +77,9 @@ class HyperOptLossResolver(IResolver):
|
||||
"""
|
||||
This class contains all the logic to load custom hyperopt loss class
|
||||
"""
|
||||
__slots__ = ['hyperoptloss']
|
||||
|
||||
def __init__(self, config: Dict) -> None:
|
||||
@staticmethod
|
||||
def load_hyperoptloss(config: Dict) -> IHyperOptLoss:
|
||||
"""
|
||||
Load the custom class from config parameter
|
||||
:param config: configuration dictionary
|
||||
@ -86,19 +89,20 @@ class HyperOptLossResolver(IResolver):
|
||||
# default hyperopt loss
|
||||
hyperoptloss_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
|
||||
|
||||
self.hyperoptloss = self._load_hyperoptloss(
|
||||
hyperoptloss = HyperOptLossResolver._load_hyperoptloss(
|
||||
hyperoptloss_name, config, extra_dir=config.get('hyperopt_path'))
|
||||
|
||||
# Assign ticker_interval to be used in hyperopt
|
||||
self.hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
|
||||
hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
|
||||
|
||||
if not hasattr(self.hyperoptloss, 'hyperopt_loss_function'):
|
||||
if not hasattr(hyperoptloss, 'hyperopt_loss_function'):
|
||||
raise OperationalException(
|
||||
f"Found HyperoptLoss class {hyperoptloss_name} does not "
|
||||
"implement `hyperopt_loss_function`.")
|
||||
return hyperoptloss
|
||||
|
||||
def _load_hyperoptloss(
|
||||
self, hyper_loss_name: str, config: Dict,
|
||||
@staticmethod
|
||||
def _load_hyperoptloss(hyper_loss_name: str, config: Dict,
|
||||
extra_dir: Optional[str] = None) -> IHyperOptLoss:
|
||||
"""
|
||||
Search and loads the specified hyperopt loss class.
|
||||
@ -109,10 +113,11 @@ class HyperOptLossResolver(IResolver):
|
||||
"""
|
||||
current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
|
||||
|
||||
abs_paths = self.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=USERPATH_HYPEROPTS, extra_dir=extra_dir)
|
||||
abs_paths = IResolver.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=USERPATH_HYPEROPTS,
|
||||
extra_dir=extra_dir)
|
||||
|
||||
hyperoptloss = self._load_object(paths=abs_paths, object_type=IHyperOptLoss,
|
||||
hyperoptloss = IResolver._load_object(paths=abs_paths, object_type=IHyperOptLoss,
|
||||
object_name=hyper_loss_name)
|
||||
if hyperoptloss:
|
||||
return hyperoptloss
|
||||
|
||||
@ -17,7 +17,8 @@ class IResolver:
|
||||
This class contains all the logic to load custom classes
|
||||
"""
|
||||
|
||||
def build_search_paths(self, config, current_path: Path, user_subdir: Optional[str] = None,
|
||||
@staticmethod
|
||||
def build_search_paths(config, current_path: Path, user_subdir: Optional[str] = None,
|
||||
extra_dir: Optional[str] = None) -> List[Path]:
|
||||
|
||||
abs_paths: List[Path] = [current_path]
|
||||
|
||||
@ -18,23 +18,29 @@ class PairListResolver(IResolver):
|
||||
This class contains all the logic to load custom PairList class
|
||||
"""
|
||||
|
||||
__slots__ = ['pairlist']
|
||||
@staticmethod
|
||||
def load_pairlist(pairlist_name: str, exchange, pairlistmanager,
|
||||
config: dict, pairlistconfig: dict, pairlist_pos: int) -> IPairList:
|
||||
"""
|
||||
Load the pairlist with pairlist_name
|
||||
:param pairlist_name: Classname of the pairlist
|
||||
:param exchange: Initialized exchange class
|
||||
:param pairlistmanager: Initialized pairlist manager
|
||||
:param config: configuration dictionary
|
||||
:param pairlistconfig: Configuration dedicated to this pairlist
|
||||
:param pairlist_pos: Position of the pairlist in the list of pairlists
|
||||
:return: initialized Pairlist class
|
||||
"""
|
||||
|
||||
def __init__(self, pairlist_name: str, exchange, pairlistmanager,
|
||||
config: dict, pairlistconfig: dict, pairlist_pos: int) -> None:
|
||||
"""
|
||||
Load the custom class from config parameter
|
||||
:param config: configuration dictionary or None
|
||||
"""
|
||||
self.pairlist = self._load_pairlist(pairlist_name, config,
|
||||
return PairListResolver._load_pairlist(pairlist_name, config,
|
||||
kwargs={'exchange': exchange,
|
||||
'pairlistmanager': pairlistmanager,
|
||||
'config': config,
|
||||
'pairlistconfig': pairlistconfig,
|
||||
'pairlist_pos': pairlist_pos})
|
||||
|
||||
def _load_pairlist(
|
||||
self, pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
|
||||
@staticmethod
|
||||
def _load_pairlist(pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
|
||||
"""
|
||||
Search and loads the specified pairlist.
|
||||
:param pairlist_name: name of the module to import
|
||||
@ -44,10 +50,10 @@ class PairListResolver(IResolver):
|
||||
"""
|
||||
current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve()
|
||||
|
||||
abs_paths = self.build_search_paths(config, current_path=current_path,
|
||||
abs_paths = IResolver.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=None, extra_dir=None)
|
||||
|
||||
pairlist = self._load_object(paths=abs_paths, object_type=IPairList,
|
||||
pairlist = IResolver._load_object(paths=abs_paths, object_type=IPairList,
|
||||
object_name=pairlist_name, kwargs=kwargs)
|
||||
if pairlist:
|
||||
return pairlist
|
||||
|
||||
@ -20,12 +20,11 @@ logger = logging.getLogger(__name__)
|
||||
|
||||
class StrategyResolver(IResolver):
|
||||
"""
|
||||
This class contains all the logic to load custom strategy class
|
||||
This class contains the logic to load custom strategy class
|
||||
"""
|
||||
|
||||
__slots__ = ['strategy']
|
||||
|
||||
def __init__(self, config: Optional[Dict] = None) -> None:
|
||||
@staticmethod
|
||||
def load_strategy(config: Optional[Dict] = None) -> IStrategy:
|
||||
"""
|
||||
Load the custom class from config parameter
|
||||
:param config: configuration dictionary or None
|
||||
@ -37,8 +36,8 @@ class StrategyResolver(IResolver):
|
||||
"the strategy class to use.")
|
||||
|
||||
strategy_name = config['strategy']
|
||||
self.strategy: IStrategy = self._load_strategy(strategy_name,
|
||||
config=config,
|
||||
strategy: IStrategy = StrategyResolver._load_strategy(
|
||||
strategy_name, config=config,
|
||||
extra_dir=config.get('strategy_path'))
|
||||
|
||||
# make sure ask_strategy dict is available
|
||||
@ -61,15 +60,18 @@ class StrategyResolver(IResolver):
|
||||
("stake_currency", None, False),
|
||||
("stake_amount", None, False),
|
||||
("startup_candle_count", None, False),
|
||||
("unfilledtimeout", None, False),
|
||||
("use_sell_signal", True, True),
|
||||
("sell_profit_only", False, True),
|
||||
("ignore_roi_if_buy_signal", False, True),
|
||||
]
|
||||
for attribute, default, ask_strategy in attributes:
|
||||
if ask_strategy:
|
||||
self._override_attribute_helper(config['ask_strategy'], attribute, default)
|
||||
StrategyResolver._override_attribute_helper(strategy, config['ask_strategy'],
|
||||
attribute, default)
|
||||
else:
|
||||
self._override_attribute_helper(config, attribute, default)
|
||||
StrategyResolver._override_attribute_helper(strategy, config,
|
||||
attribute, default)
|
||||
|
||||
# Loop this list again to have output combined
|
||||
for attribute, _, exp in attributes:
|
||||
@ -79,14 +81,16 @@ class StrategyResolver(IResolver):
|
||||
logger.info("Strategy using %s: %s", attribute, config[attribute])
|
||||
|
||||
# Sort and apply type conversions
|
||||
self.strategy.minimal_roi = OrderedDict(sorted(
|
||||
{int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),
|
||||
strategy.minimal_roi = OrderedDict(sorted(
|
||||
{int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
|
||||
key=lambda t: t[0]))
|
||||
self.strategy.stoploss = float(self.strategy.stoploss)
|
||||
strategy.stoploss = float(strategy.stoploss)
|
||||
|
||||
self._strategy_sanity_validations()
|
||||
StrategyResolver._strategy_sanity_validations(strategy)
|
||||
return strategy
|
||||
|
||||
def _override_attribute_helper(self, config, attribute: str, default):
|
||||
@staticmethod
|
||||
def _override_attribute_helper(strategy, config, attribute: str, default):
|
||||
"""
|
||||
Override attributes in the strategy.
|
||||
Prevalence:
|
||||
@ -95,30 +99,32 @@ class StrategyResolver(IResolver):
|
||||
- default (if not None)
|
||||
"""
|
||||
if attribute in config:
|
||||
setattr(self.strategy, attribute, config[attribute])
|
||||
setattr(strategy, attribute, config[attribute])
|
||||
logger.info("Override strategy '%s' with value in config file: %s.",
|
||||
attribute, config[attribute])
|
||||
elif hasattr(self.strategy, attribute):
|
||||
val = getattr(self.strategy, attribute)
|
||||
elif hasattr(strategy, attribute):
|
||||
val = getattr(strategy, attribute)
|
||||
# None's cannot exist in the config, so do not copy them
|
||||
if val is not None:
|
||||
config[attribute] = val
|
||||
# Explicitly check for None here as other "falsy" values are possible
|
||||
elif default is not None:
|
||||
setattr(self.strategy, attribute, default)
|
||||
setattr(strategy, attribute, default)
|
||||
config[attribute] = default
|
||||
|
||||
def _strategy_sanity_validations(self):
|
||||
if not all(k in self.strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
|
||||
raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
|
||||
@staticmethod
|
||||
def _strategy_sanity_validations(strategy):
|
||||
if not all(k in strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
|
||||
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
|
||||
f"Order-types mapping is incomplete.")
|
||||
|
||||
if not all(k in self.strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
|
||||
raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
|
||||
if not all(k in strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
|
||||
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
|
||||
f"Order-time-in-force mapping is incomplete.")
|
||||
|
||||
def _load_strategy(
|
||||
self, strategy_name: str, config: dict, extra_dir: Optional[str] = None) -> IStrategy:
|
||||
@staticmethod
|
||||
def _load_strategy(strategy_name: str,
|
||||
config: dict, extra_dir: Optional[str] = None) -> IStrategy:
|
||||
"""
|
||||
Search and loads the specified strategy.
|
||||
:param strategy_name: name of the module to import
|
||||
@ -128,7 +134,7 @@ class StrategyResolver(IResolver):
|
||||
"""
|
||||
current_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
|
||||
|
||||
abs_paths = self.build_search_paths(config, current_path=current_path,
|
||||
abs_paths = IResolver.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=constants.USERPATH_STRATEGY,
|
||||
extra_dir=extra_dir)
|
||||
|
||||
@ -148,7 +154,7 @@ class StrategyResolver(IResolver):
|
||||
# register temp path with the bot
|
||||
abs_paths.insert(0, temp.resolve())
|
||||
|
||||
strategy = self._load_object(paths=abs_paths, object_type=IStrategy,
|
||||
strategy = IResolver._load_object(paths=abs_paths, object_type=IStrategy,
|
||||
object_name=strategy_name, kwargs={'config': config})
|
||||
if strategy:
|
||||
strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
|
||||
|
||||
@ -341,13 +341,14 @@ class RPC:
|
||||
raise RPCException('All balances are zero.')
|
||||
|
||||
symbol = fiat_display_currency
|
||||
value = self._fiat_converter.convert_amount(total, 'BTC',
|
||||
value = self._fiat_converter.convert_amount(total, stake_currency,
|
||||
symbol) if self._fiat_converter else 0
|
||||
return {
|
||||
'currencies': output,
|
||||
'total': total,
|
||||
'symbol': symbol,
|
||||
'value': value,
|
||||
'stake': stake_currency,
|
||||
'note': 'Simulated balances' if self._freqtrade.config.get('dry_run', False) else ''
|
||||
}
|
||||
|
||||
|
||||
@ -335,7 +335,7 @@ class Telegram(RPC):
|
||||
output = ''
|
||||
if self._config['dry_run']:
|
||||
output += (
|
||||
f"*Warning:*Simulated balances in Dry Mode.\n"
|
||||
f"*Warning:* Simulated balances in Dry Mode.\n"
|
||||
"This mode is still experimental!\n"
|
||||
"Starting capital: "
|
||||
f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
|
||||
@ -358,7 +358,7 @@ class Telegram(RPC):
|
||||
output += curr_output
|
||||
|
||||
output += "\n*Estimated Value*:\n" \
|
||||
"\t`BTC: {total: .8f}`\n" \
|
||||
"\t`{stake}: {total: .8f}`\n" \
|
||||
"\t`{symbol}: {value: .2f}`\n".format(**result)
|
||||
self._send_msg(output)
|
||||
except RPCException as e:
|
||||
|
||||
@ -168,12 +168,25 @@ class IStrategy(ABC):
|
||||
"""
|
||||
Locks pair until a given timestamp happens.
|
||||
Locked pairs are not analyzed, and are prevented from opening new trades.
|
||||
Locks can only count up (allowing users to lock pairs for a longer period of time).
|
||||
To remove a lock from a pair, use `unlock_pair()`
|
||||
:param pair: Pair to lock
|
||||
:param until: datetime in UTC until the pair should be blocked from opening new trades.
|
||||
Needs to be timezone aware `datetime.now(timezone.utc)`
|
||||
"""
|
||||
if pair not in self._pair_locked_until or self._pair_locked_until[pair] < until:
|
||||
self._pair_locked_until[pair] = until
|
||||
|
||||
def unlock_pair(self, pair) -> None:
|
||||
"""
|
||||
Unlocks a pair previously locked using lock_pair.
|
||||
Not used by freqtrade itself, but intended to be used if users lock pairs
|
||||
manually from within the strategy, to allow an easy way to unlock pairs.
|
||||
:param pair: Unlock pair to allow trading again
|
||||
"""
|
||||
if pair in self._pair_locked_until:
|
||||
del self._pair_locked_until[pair]
|
||||
|
||||
def is_pair_locked(self, pair: str) -> bool:
|
||||
"""
|
||||
Checks if a pair is currently locked
|
||||
|
||||
@ -73,9 +73,9 @@
|
||||
"source": [
|
||||
"# Load strategy using values set above\n",
|
||||
"from freqtrade.resolvers import StrategyResolver\n",
|
||||
"strategy = StrategyResolver({'strategy': strategy_name,\n",
|
||||
"strategy = StrategyResolver.load_strategy({'strategy': strategy_name,\n",
|
||||
" 'user_data_dir': user_data_dir,\n",
|
||||
" 'strategy_path': strategy_location}).strategy\n",
|
||||
" 'strategy_path': strategy_location})\n",
|
||||
"\n",
|
||||
"# Generate buy/sell signals using strategy\n",
|
||||
"df = strategy.analyze_ticker(candles, {'pair': pair})\n",
|
||||
|
||||
@ -191,29 +191,28 @@ def start_download_data(args: Dict[str, Any]) -> None:
|
||||
"Downloading data requires a list of pairs. "
|
||||
"Please check the documentation on how to configure this.")
|
||||
|
||||
dl_path = Path(config['datadir'])
|
||||
logger.info(f'About to download pairs: {config["pairs"]}, '
|
||||
f'intervals: {config["timeframes"]} to {dl_path}')
|
||||
f'intervals: {config["timeframes"]} to {config["datadir"]}')
|
||||
|
||||
pairs_not_available: List[str] = []
|
||||
|
||||
# Init exchange
|
||||
exchange = ExchangeResolver(config['exchange']['name'], config).exchange
|
||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
|
||||
try:
|
||||
|
||||
if config.get('download_trades'):
|
||||
pairs_not_available = refresh_backtest_trades_data(
|
||||
exchange, pairs=config["pairs"], datadir=Path(config['datadir']),
|
||||
exchange, pairs=config["pairs"], datadir=config['datadir'],
|
||||
timerange=timerange, erase=config.get("erase"))
|
||||
|
||||
# Convert downloaded trade data to different timeframes
|
||||
convert_trades_to_ohlcv(
|
||||
pairs=config["pairs"], timeframes=config["timeframes"],
|
||||
datadir=Path(config['datadir']), timerange=timerange, erase=config.get("erase"))
|
||||
datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
|
||||
else:
|
||||
pairs_not_available = refresh_backtest_ohlcv_data(
|
||||
exchange, pairs=config["pairs"], timeframes=config["timeframes"],
|
||||
datadir=Path(config['datadir']), timerange=timerange, erase=config.get("erase"))
|
||||
datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
|
||||
|
||||
except KeyboardInterrupt:
|
||||
sys.exit("SIGINT received, aborting ...")
|
||||
@ -233,7 +232,7 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
|
||||
config['ticker_interval'] = None
|
||||
|
||||
# Init exchange
|
||||
exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
|
||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
||||
|
||||
if args['print_one_column']:
|
||||
print('\n'.join(exchange.timeframes))
|
||||
@ -252,7 +251,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
||||
|
||||
# Init exchange
|
||||
exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
|
||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
||||
|
||||
# By default only active pairs/markets are to be shown
|
||||
active_only = not args.get('list_pairs_all', False)
|
||||
@ -333,7 +332,7 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
|
||||
from freqtrade.pairlist.pairlistmanager import PairListManager
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
||||
|
||||
exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
|
||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
||||
|
||||
quote_currencies = args.get('quote_currencies')
|
||||
if not quote_currencies:
|
||||
|
||||
@ -58,13 +58,15 @@ class Wallets:
|
||||
- Subtract currently tied up stake_amount in open trades
|
||||
- update balances for currencies currently in trades
|
||||
"""
|
||||
# Recreate _wallets to reset closed trade balances
|
||||
_wallets = {}
|
||||
closed_trades = Trade.get_trades(Trade.is_open.is_(False)).all()
|
||||
open_trades = Trade.get_trades(Trade.is_open.is_(True)).all()
|
||||
tot_profit = sum([trade.calc_profit() for trade in closed_trades])
|
||||
tot_in_trades = sum([trade.stake_amount for trade in open_trades])
|
||||
|
||||
current_stake = self.start_cap + tot_profit - tot_in_trades
|
||||
self._wallets[self._config['stake_currency']] = Wallet(
|
||||
_wallets[self._config['stake_currency']] = Wallet(
|
||||
self._config['stake_currency'],
|
||||
current_stake,
|
||||
0,
|
||||
@ -73,12 +75,13 @@ class Wallets:
|
||||
|
||||
for trade in open_trades:
|
||||
curr = trade.pair.split('/')[0]
|
||||
self._wallets[curr] = Wallet(
|
||||
_wallets[curr] = Wallet(
|
||||
curr,
|
||||
trade.amount,
|
||||
0,
|
||||
trade.amount
|
||||
)
|
||||
self._wallets = _wallets
|
||||
|
||||
def _update_live(self) -> None:
|
||||
|
||||
|
||||
@ -1,7 +1,7 @@
|
||||
# requirements without requirements installable via conda
|
||||
# mainly used for Raspberry pi installs
|
||||
ccxt==1.20.84
|
||||
SQLAlchemy==1.3.11
|
||||
ccxt==1.21.12
|
||||
SQLAlchemy==1.3.12
|
||||
python-telegram-bot==12.2.0
|
||||
arrow==0.15.4
|
||||
cachetools==4.0.0
|
||||
|
||||
@ -7,7 +7,7 @@ coveralls==1.9.2
|
||||
flake8==3.7.9
|
||||
flake8-type-annotations==0.1.0
|
||||
flake8-tidy-imports==3.1.0
|
||||
mypy==0.750
|
||||
mypy==0.761
|
||||
pytest==5.3.2
|
||||
pytest-asyncio==0.10.0
|
||||
pytest-cov==2.8.1
|
||||
|
||||
@ -2,7 +2,7 @@
|
||||
-r requirements.txt
|
||||
|
||||
# Required for hyperopt
|
||||
scipy==1.3.3
|
||||
scipy==1.4.1
|
||||
scikit-learn==0.22
|
||||
scikit-optimize==0.5.2
|
||||
filelock==3.0.12
|
||||
|
||||
@ -1,5 +1,5 @@
|
||||
# Load common requirements
|
||||
-r requirements-common.txt
|
||||
|
||||
numpy==1.17.4
|
||||
numpy==1.18.0
|
||||
pandas==0.25.3
|
||||
|
||||
12
setup.py
12
setup.py
@ -59,7 +59,7 @@ setup(name='freqtrade',
|
||||
license='GPLv3',
|
||||
packages=['freqtrade'],
|
||||
setup_requires=['pytest-runner', 'numpy'],
|
||||
tests_require=['pytest', 'pytest-mock', 'pytest-cov'],
|
||||
tests_require=['pytest', 'pytest-asyncio', 'pytest-cov', 'pytest-mock', ],
|
||||
install_requires=[
|
||||
# from requirements-common.txt
|
||||
'ccxt>=1.18.1080',
|
||||
@ -99,8 +99,12 @@ setup(name='freqtrade',
|
||||
],
|
||||
},
|
||||
classifiers=[
|
||||
'Programming Language :: Python :: 3.6',
|
||||
'License :: OSI Approved :: GNU General Public License v3 (GPLv3)',
|
||||
'Topic :: Office/Business :: Financial :: Investment',
|
||||
'Environment :: Console',
|
||||
'Intended Audience :: Science/Research',
|
||||
'License :: OSI Approved :: GNU General Public License v3 (GPLv3)',
|
||||
'Programming Language :: Python :: 3.6',
|
||||
'Programming Language :: Python :: 3.7',
|
||||
'Operating System :: MacOS',
|
||||
'Operating System :: Unix',
|
||||
'Topic :: Office/Business :: Financial :: Investment',
|
||||
])
|
||||
|
||||
@ -77,7 +77,7 @@ def get_patched_exchange(mocker, config, api_mock=None, id='bittrex',
|
||||
patch_exchange(mocker, api_mock, id, mock_markets)
|
||||
config["exchange"]["name"] = id
|
||||
try:
|
||||
exchange = ExchangeResolver(id, config).exchange
|
||||
exchange = ExchangeResolver.load_exchange(id, config)
|
||||
except ImportError:
|
||||
exchange = Exchange(config)
|
||||
return exchange
|
||||
|
||||
@ -124,19 +124,19 @@ def test_exchange_resolver(default_conf, mocker, caplog):
|
||||
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
|
||||
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
|
||||
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
|
||||
exchange = ExchangeResolver('Bittrex', default_conf).exchange
|
||||
exchange = ExchangeResolver.load_exchange('Bittrex', default_conf)
|
||||
assert isinstance(exchange, Exchange)
|
||||
assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog)
|
||||
caplog.clear()
|
||||
|
||||
exchange = ExchangeResolver('kraken', default_conf).exchange
|
||||
exchange = ExchangeResolver.load_exchange('kraken', default_conf)
|
||||
assert isinstance(exchange, Exchange)
|
||||
assert isinstance(exchange, Kraken)
|
||||
assert not isinstance(exchange, Binance)
|
||||
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
|
||||
caplog)
|
||||
|
||||
exchange = ExchangeResolver('binance', default_conf).exchange
|
||||
exchange = ExchangeResolver.load_exchange('binance', default_conf)
|
||||
assert isinstance(exchange, Exchange)
|
||||
assert isinstance(exchange, Binance)
|
||||
assert not isinstance(exchange, Kraken)
|
||||
@ -145,7 +145,7 @@ def test_exchange_resolver(default_conf, mocker, caplog):
|
||||
caplog)
|
||||
|
||||
# Test mapping
|
||||
exchange = ExchangeResolver('binanceus', default_conf).exchange
|
||||
exchange = ExchangeResolver.load_exchange('binanceus', default_conf)
|
||||
assert isinstance(exchange, Exchange)
|
||||
assert isinstance(exchange, Binance)
|
||||
assert not isinstance(exchange, Kraken)
|
||||
@ -363,8 +363,9 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
|
||||
def test_validate_pairs_restricted(default_conf, mocker, caplog):
|
||||
api_mock = MagicMock()
|
||||
type(api_mock).markets = PropertyMock(return_value={
|
||||
'ETH/BTC': {}, 'LTC/BTC': {}, 'NEO/BTC': {},
|
||||
'XRP/BTC': {'info': {'IsRestricted': True}}
|
||||
'ETH/BTC': {}, 'LTC/BTC': {},
|
||||
'XRP/BTC': {'info': {'IsRestricted': True}},
|
||||
'NEO/BTC': {'info': 'TestString'}, # info can also be a string ...
|
||||
})
|
||||
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
||||
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
|
||||
@ -977,7 +978,7 @@ def test_get_tickers(default_conf, mocker, exchange_name):
|
||||
|
||||
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_get_ticker(default_conf, mocker, exchange_name):
|
||||
def test_fetch_ticker(default_conf, mocker, exchange_name):
|
||||
api_mock = MagicMock()
|
||||
tick = {
|
||||
'symbol': 'ETH/BTC',
|
||||
@ -989,7 +990,7 @@ def test_get_ticker(default_conf, mocker, exchange_name):
|
||||
api_mock.markets = {'ETH/BTC': {'active': True}}
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
# retrieve original ticker
|
||||
ticker = exchange.get_ticker(pair='ETH/BTC')
|
||||
ticker = exchange.fetch_ticker(pair='ETH/BTC')
|
||||
|
||||
assert ticker['bid'] == 0.00001098
|
||||
assert ticker['ask'] == 0.00001099
|
||||
@ -1006,7 +1007,7 @@ def test_get_ticker(default_conf, mocker, exchange_name):
|
||||
|
||||
# if not caching the result we should get the same ticker
|
||||
# if not fetching a new result we should get the cached ticker
|
||||
ticker = exchange.get_ticker(pair='ETH/BTC')
|
||||
ticker = exchange.fetch_ticker(pair='ETH/BTC')
|
||||
|
||||
assert api_mock.fetch_ticker.call_count == 1
|
||||
assert ticker['bid'] == 0.5
|
||||
@ -1018,19 +1019,19 @@ def test_get_ticker(default_conf, mocker, exchange_name):
|
||||
|
||||
# Test caching
|
||||
api_mock.fetch_ticker = MagicMock()
|
||||
exchange.get_ticker(pair='ETH/BTC', refresh=False)
|
||||
exchange.fetch_ticker(pair='ETH/BTC', refresh=False)
|
||||
assert api_mock.fetch_ticker.call_count == 0
|
||||
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
||||
"get_ticker", "fetch_ticker",
|
||||
"fetch_ticker", "fetch_ticker",
|
||||
pair='ETH/BTC', refresh=True)
|
||||
|
||||
api_mock.fetch_ticker = MagicMock(return_value={})
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
exchange.get_ticker(pair='ETH/BTC', refresh=True)
|
||||
exchange.fetch_ticker(pair='ETH/BTC', refresh=True)
|
||||
|
||||
with pytest.raises(DependencyException, match=r'Pair XRP/ETH not available'):
|
||||
exchange.get_ticker(pair='XRP/ETH', refresh=True)
|
||||
exchange.fetch_ticker(pair='XRP/ETH', refresh=True)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
|
||||
@ -394,8 +394,8 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
|
||||
results = pd.DataFrame(
|
||||
{
|
||||
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
|
||||
'profit_percent': [0.1, 0.2, 0.3],
|
||||
'profit_abs': [0.2, 0.4, 0.5],
|
||||
'profit_percent': [0.1, 0.2, -0.3],
|
||||
'profit_abs': [0.2, 0.4, -0.5],
|
||||
'trade_duration': [10, 30, 10],
|
||||
'profit': [2, 0, 0],
|
||||
'loss': [0, 0, 1],
|
||||
@ -404,10 +404,10 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
|
||||
)
|
||||
|
||||
result_str = (
|
||||
'| Sell Reason | Count |\n'
|
||||
'|:--------------|--------:|\n'
|
||||
'| roi | 2 |\n'
|
||||
'| stop_loss | 1 |'
|
||||
'| Sell Reason | Count | Profit | Loss |\n'
|
||||
'|:--------------|--------:|---------:|-------:|\n'
|
||||
'| roi | 2 | 2 | 0 |\n'
|
||||
'| stop_loss | 1 | 0 | 1 |'
|
||||
)
|
||||
assert backtesting._generate_text_table_sell_reason(
|
||||
data={'ETH/BTC': {}}, results=results) == result_str
|
||||
|
||||
@ -163,7 +163,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
|
||||
MagicMock(return_value=hyperopt(default_conf))
|
||||
)
|
||||
default_conf.update({'hyperopt': 'DefaultHyperOpt'})
|
||||
x = HyperOptResolver(default_conf).hyperopt
|
||||
x = HyperOptResolver.load_hyperopt(default_conf)
|
||||
assert not hasattr(x, 'populate_indicators')
|
||||
assert not hasattr(x, 'populate_buy_trend')
|
||||
assert not hasattr(x, 'populate_sell_trend')
|
||||
@ -180,7 +180,7 @@ def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
|
||||
default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
|
||||
|
||||
with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
|
||||
HyperOptResolver(default_conf).hyperopt
|
||||
HyperOptResolver.load_hyperopt(default_conf)
|
||||
|
||||
|
||||
def test_hyperoptresolver_noname(default_conf):
|
||||
@ -188,7 +188,7 @@ def test_hyperoptresolver_noname(default_conf):
|
||||
with pytest.raises(OperationalException,
|
||||
match="No Hyperopt set. Please use `--hyperopt` to specify "
|
||||
"the Hyperopt class to use."):
|
||||
HyperOptResolver(default_conf)
|
||||
HyperOptResolver.load_hyperopt(default_conf)
|
||||
|
||||
|
||||
def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
|
||||
@ -198,7 +198,7 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
|
||||
'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
|
||||
MagicMock(return_value=hl)
|
||||
)
|
||||
x = HyperOptLossResolver(default_conf).hyperoptloss
|
||||
x = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
assert hasattr(x, "hyperopt_loss_function")
|
||||
|
||||
|
||||
@ -206,7 +206,7 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
|
||||
default_conf.update({'hyperopt_loss': "NonExistingLossClass"})
|
||||
|
||||
with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'):
|
||||
HyperOptLossResolver(default_conf).hyperopt
|
||||
HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
|
||||
|
||||
def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None:
|
||||
@ -286,7 +286,7 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
|
||||
|
||||
|
||||
def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
|
||||
hl = HyperOptLossResolver(default_conf).hyperoptloss
|
||||
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
correct = hl.hyperopt_loss_function(hyperopt_results, 600)
|
||||
over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100)
|
||||
under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100)
|
||||
@ -298,7 +298,7 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results)
|
||||
resultsb = hyperopt_results.copy()
|
||||
resultsb.loc[1, 'trade_duration'] = 20
|
||||
|
||||
hl = HyperOptLossResolver(default_conf).hyperoptloss
|
||||
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
longer = hl.hyperopt_loss_function(hyperopt_results, 100)
|
||||
shorter = hl.hyperopt_loss_function(resultsb, 100)
|
||||
assert shorter < longer
|
||||
@ -310,7 +310,7 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) ->
|
||||
results_under = hyperopt_results.copy()
|
||||
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
|
||||
|
||||
hl = HyperOptLossResolver(default_conf).hyperoptloss
|
||||
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
correct = hl.hyperopt_loss_function(hyperopt_results, 600)
|
||||
over = hl.hyperopt_loss_function(results_over, 600)
|
||||
under = hl.hyperopt_loss_function(results_under, 600)
|
||||
@ -325,7 +325,7 @@ def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> N
|
||||
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
|
||||
|
||||
default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'})
|
||||
hl = HyperOptLossResolver(default_conf).hyperoptloss
|
||||
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
|
||||
datetime(2019, 1, 1), datetime(2019, 5, 1))
|
||||
over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
|
||||
@ -343,7 +343,7 @@ def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results)
|
||||
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
|
||||
|
||||
default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'})
|
||||
hl = HyperOptLossResolver(default_conf).hyperoptloss
|
||||
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
|
||||
datetime(2019, 1, 1), datetime(2019, 5, 1))
|
||||
over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
|
||||
|
||||
@ -53,7 +53,8 @@ def test_load_pairlist_noexist(mocker, markets, default_conf):
|
||||
with pytest.raises(OperationalException,
|
||||
match=r"Impossible to load Pairlist 'NonexistingPairList'. "
|
||||
r"This class does not exist or contains Python code errors."):
|
||||
PairListResolver('NonexistingPairList', bot.exchange, plm, default_conf, {}, 1)
|
||||
PairListResolver.load_pairlist('NonexistingPairList', bot.exchange, plm,
|
||||
default_conf, {}, 1)
|
||||
|
||||
|
||||
def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf):
|
||||
|
||||
@ -29,7 +29,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
@ -65,7 +65,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
|
||||
'open_order': '(limit buy rem=0.00000000)'
|
||||
} == results[0]
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
|
||||
# invalidate ticker cache
|
||||
rpc._freqtrade.exchange._cached_ticker = {}
|
||||
@ -104,7 +104,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
@ -134,7 +134,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
|
||||
assert 'ETH/BTC' == result[0][1]
|
||||
assert '-0.59% (-0.09)' == result[0][3]
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
|
||||
# invalidate ticker cache
|
||||
rpc._freqtrade.exchange._cached_ticker = {}
|
||||
@ -149,7 +149,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
markets=PropertyMock(return_value=markets)
|
||||
)
|
||||
@ -201,7 +201,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
@ -225,7 +225,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
|
||||
# Update the ticker with a market going up
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker_sell_up
|
||||
fetch_ticker=ticker_sell_up
|
||||
)
|
||||
trade.update(limit_sell_order)
|
||||
trade.close_date = datetime.utcnow()
|
||||
@ -239,7 +239,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
|
||||
# Update the ticker with a market going up
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker_sell_up
|
||||
fetch_ticker=ticker_sell_up
|
||||
)
|
||||
trade.update(limit_sell_order)
|
||||
trade.close_date = datetime.utcnow()
|
||||
@ -260,7 +260,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
|
||||
assert prec_satoshi(stats['best_rate'], 6.2)
|
||||
|
||||
# Test non-available pair
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
|
||||
# invalidate ticker cache
|
||||
rpc._freqtrade.exchange._cached_ticker = {}
|
||||
@ -287,7 +287,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
@ -306,7 +306,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
|
||||
# Update the ticker with a market going up
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker_sell_up,
|
||||
fetch_ticker=ticker_sell_up,
|
||||
get_fee=fee
|
||||
)
|
||||
trade.update(limit_sell_order)
|
||||
@ -439,7 +439,7 @@ def test_rpc_start(mocker, default_conf) -> None:
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock()
|
||||
fetch_ticker=MagicMock()
|
||||
)
|
||||
|
||||
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
||||
@ -460,7 +460,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock()
|
||||
fetch_ticker=MagicMock()
|
||||
)
|
||||
|
||||
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
||||
@ -482,7 +482,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock()
|
||||
fetch_ticker=MagicMock()
|
||||
)
|
||||
|
||||
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
||||
@ -502,7 +502,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
|
||||
cancel_order_mock = MagicMock()
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
cancel_order=cancel_order_mock,
|
||||
get_order=MagicMock(
|
||||
return_value={
|
||||
@ -604,7 +604,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
@ -637,7 +637,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
@ -661,7 +661,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order) -> None
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
buy=buy_mm
|
||||
)
|
||||
|
||||
@ -256,7 +256,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
markets=PropertyMock(return_value=markets)
|
||||
)
|
||||
@ -292,7 +292,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
markets=PropertyMock(return_value=markets)
|
||||
)
|
||||
@ -308,7 +308,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
markets=PropertyMock(return_value=markets)
|
||||
)
|
||||
@ -323,7 +323,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
markets=PropertyMock(return_value=markets)
|
||||
)
|
||||
@ -413,7 +413,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
markets=PropertyMock(return_value=markets)
|
||||
)
|
||||
@ -541,7 +541,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
markets=PropertyMock(return_value=markets)
|
||||
)
|
||||
|
||||
@ -150,7 +150,7 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
|
||||
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
msg_mock = MagicMock()
|
||||
@ -204,7 +204,7 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
|
||||
def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
msg_mock = MagicMock()
|
||||
@ -254,7 +254,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': 'mocked_order_id'}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -307,7 +307,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
|
||||
)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
msg_mock = MagicMock()
|
||||
@ -373,7 +373,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
|
||||
def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker
|
||||
fetch_ticker=ticker
|
||||
)
|
||||
msg_mock = MagicMock()
|
||||
mocker.patch.multiple(
|
||||
@ -411,7 +411,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
|
||||
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
msg_mock = MagicMock()
|
||||
@ -443,7 +443,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
|
||||
msg_mock.reset_mock()
|
||||
|
||||
# Update the ticker with a market going up
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker', ticker_sell_up)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', ticker_sell_up)
|
||||
trade.update(limit_sell_order)
|
||||
|
||||
trade.close_date = datetime.utcnow()
|
||||
@ -534,7 +534,7 @@ def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None
|
||||
telegram._balance(update=update, context=MagicMock())
|
||||
result = msg_mock.call_args_list[0][0][0]
|
||||
assert msg_mock.call_count == 1
|
||||
assert "*Warning:*Simulated balances in Dry Mode." in result
|
||||
assert "*Warning:* Simulated balances in Dry Mode." in result
|
||||
assert "Starting capital: `1000` BTC" in result
|
||||
|
||||
|
||||
@ -700,7 +700,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
|
||||
patch_whitelist(mocker, default_conf)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
@ -715,7 +715,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
|
||||
assert trade
|
||||
|
||||
# Increase the price and sell it
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker', ticker_sell_up)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', ticker_sell_up)
|
||||
|
||||
# /forcesell 1
|
||||
context = MagicMock()
|
||||
@ -755,7 +755,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
|
||||
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
@ -769,7 +769,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
|
||||
# Decrease the price and sell it
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker_sell_down
|
||||
fetch_ticker=ticker_sell_down
|
||||
)
|
||||
|
||||
trade = Trade.query.first()
|
||||
@ -812,7 +812,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
|
||||
patch_whitelist(mocker, default_conf)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
default_conf['max_open_trades'] = 4
|
||||
@ -963,7 +963,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
|
||||
)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
||||
@ -998,7 +998,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': 'mocked_order_id'}),
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
@ -302,6 +302,19 @@ def test_is_pair_locked(default_conf):
|
||||
# ETH/BTC locked for 4 minutes
|
||||
assert strategy.is_pair_locked(pair)
|
||||
|
||||
# Test lock does not change
|
||||
lock = strategy._pair_locked_until[pair]
|
||||
strategy.lock_pair(pair, arrow.utcnow().shift(minutes=2).datetime)
|
||||
assert lock == strategy._pair_locked_until[pair]
|
||||
|
||||
# XRP/BTC should not be locked now
|
||||
pair = 'XRP/BTC'
|
||||
assert not strategy.is_pair_locked(pair)
|
||||
|
||||
# Unlocking a pair that's not locked should not raise an error
|
||||
strategy.unlock_pair(pair)
|
||||
|
||||
# Unlock original pair
|
||||
pair = 'ETH/BTC'
|
||||
strategy.unlock_pair(pair)
|
||||
assert not strategy.is_pair_locked(pair)
|
||||
|
||||
@ -39,8 +39,8 @@ def test_load_strategy(default_conf, result):
|
||||
default_conf.update({'strategy': 'SampleStrategy',
|
||||
'strategy_path': str(Path(__file__).parents[2] / 'freqtrade/templates')
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
|
||||
|
||||
def test_load_strategy_base64(result, caplog, default_conf):
|
||||
@ -48,8 +48,8 @@ def test_load_strategy_base64(result, caplog, default_conf):
|
||||
encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
|
||||
default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
|
||||
|
||||
resolver = StrategyResolver(default_conf)
|
||||
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
# Make sure strategy was loaded from base64 (using temp directory)!!
|
||||
assert log_has_re(r"Using resolved strategy SampleStrategy from '"
|
||||
r".*(/|\\).*(/|\\)SampleStrategy\.py'\.\.\.", caplog)
|
||||
@ -57,13 +57,13 @@ def test_load_strategy_base64(result, caplog, default_conf):
|
||||
|
||||
def test_load_strategy_invalid_directory(result, caplog, default_conf):
|
||||
default_conf['strategy'] = 'DefaultStrategy'
|
||||
resolver = StrategyResolver(default_conf)
|
||||
extra_dir = Path.cwd() / 'some/path'
|
||||
resolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
|
||||
strategy = StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
|
||||
extra_dir=extra_dir)
|
||||
|
||||
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
|
||||
|
||||
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
|
||||
|
||||
def test_load_not_found_strategy(default_conf):
|
||||
@ -71,7 +71,7 @@ def test_load_not_found_strategy(default_conf):
|
||||
with pytest.raises(OperationalException,
|
||||
match=r"Impossible to load Strategy 'NotFoundStrategy'. "
|
||||
r"This class does not exist or contains Python code errors."):
|
||||
StrategyResolver(default_conf)
|
||||
StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
|
||||
def test_load_strategy_noname(default_conf):
|
||||
@ -79,30 +79,30 @@ def test_load_strategy_noname(default_conf):
|
||||
with pytest.raises(OperationalException,
|
||||
match="No strategy set. Please use `--strategy` to specify "
|
||||
"the strategy class to use."):
|
||||
StrategyResolver(default_conf)
|
||||
StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
|
||||
def test_strategy(result, default_conf):
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
metadata = {'pair': 'ETH/BTC'}
|
||||
assert resolver.strategy.minimal_roi[0] == 0.04
|
||||
assert strategy.minimal_roi[0] == 0.04
|
||||
assert default_conf["minimal_roi"]['0'] == 0.04
|
||||
|
||||
assert resolver.strategy.stoploss == -0.10
|
||||
assert strategy.stoploss == -0.10
|
||||
assert default_conf['stoploss'] == -0.10
|
||||
|
||||
assert resolver.strategy.ticker_interval == '5m'
|
||||
assert strategy.ticker_interval == '5m'
|
||||
assert default_conf['ticker_interval'] == '5m'
|
||||
|
||||
df_indicators = resolver.strategy.advise_indicators(result, metadata=metadata)
|
||||
df_indicators = strategy.advise_indicators(result, metadata=metadata)
|
||||
assert 'adx' in df_indicators
|
||||
|
||||
dataframe = resolver.strategy.advise_buy(df_indicators, metadata=metadata)
|
||||
dataframe = strategy.advise_buy(df_indicators, metadata=metadata)
|
||||
assert 'buy' in dataframe.columns
|
||||
|
||||
dataframe = resolver.strategy.advise_sell(df_indicators, metadata=metadata)
|
||||
dataframe = strategy.advise_sell(df_indicators, metadata=metadata)
|
||||
assert 'sell' in dataframe.columns
|
||||
|
||||
|
||||
@ -114,9 +114,9 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
|
||||
"0": 0.5
|
||||
}
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.minimal_roi[0] == 0.5
|
||||
assert strategy.minimal_roi[0] == 0.5
|
||||
assert log_has("Override strategy 'minimal_roi' with value in config file: {'0': 0.5}.", caplog)
|
||||
|
||||
|
||||
@ -126,9 +126,9 @@ def test_strategy_override_stoploss(caplog, default_conf):
|
||||
'strategy': 'DefaultStrategy',
|
||||
'stoploss': -0.5
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.stoploss == -0.5
|
||||
assert strategy.stoploss == -0.5
|
||||
assert log_has("Override strategy 'stoploss' with value in config file: -0.5.", caplog)
|
||||
|
||||
|
||||
@ -138,10 +138,10 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
|
||||
'strategy': 'DefaultStrategy',
|
||||
'trailing_stop': True
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.trailing_stop
|
||||
assert isinstance(resolver.strategy.trailing_stop, bool)
|
||||
assert strategy.trailing_stop
|
||||
assert isinstance(strategy.trailing_stop, bool)
|
||||
assert log_has("Override strategy 'trailing_stop' with value in config file: True.", caplog)
|
||||
|
||||
|
||||
@ -153,13 +153,13 @@ def test_strategy_override_trailing_stop_positive(caplog, default_conf):
|
||||
'trailing_stop_positive_offset': -0.2
|
||||
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.trailing_stop_positive == -0.1
|
||||
assert strategy.trailing_stop_positive == -0.1
|
||||
assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
|
||||
caplog)
|
||||
|
||||
assert resolver.strategy.trailing_stop_positive_offset == -0.2
|
||||
assert strategy.trailing_stop_positive_offset == -0.2
|
||||
assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
|
||||
caplog)
|
||||
|
||||
@ -172,10 +172,10 @@ def test_strategy_override_ticker_interval(caplog, default_conf):
|
||||
'ticker_interval': 60,
|
||||
'stake_currency': 'ETH'
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.ticker_interval == 60
|
||||
assert resolver.strategy.stake_currency == 'ETH'
|
||||
assert strategy.ticker_interval == 60
|
||||
assert strategy.stake_currency == 'ETH'
|
||||
assert log_has("Override strategy 'ticker_interval' with value in config file: 60.",
|
||||
caplog)
|
||||
|
||||
@ -187,9 +187,9 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
|
||||
'strategy': 'DefaultStrategy',
|
||||
'process_only_new_candles': True
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.process_only_new_candles
|
||||
assert strategy.process_only_new_candles
|
||||
assert log_has("Override strategy 'process_only_new_candles' with value in config file: True.",
|
||||
caplog)
|
||||
|
||||
@ -207,11 +207,11 @@ def test_strategy_override_order_types(caplog, default_conf):
|
||||
'strategy': 'DefaultStrategy',
|
||||
'order_types': order_types
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.order_types
|
||||
assert strategy.order_types
|
||||
for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
|
||||
assert resolver.strategy.order_types[method] == order_types[method]
|
||||
assert strategy.order_types[method] == order_types[method]
|
||||
|
||||
assert log_has("Override strategy 'order_types' with value in config file:"
|
||||
" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
|
||||
@ -225,7 +225,7 @@ def test_strategy_override_order_types(caplog, default_conf):
|
||||
with pytest.raises(ImportError,
|
||||
match=r"Impossible to load Strategy 'DefaultStrategy'. "
|
||||
r"Order-types mapping is incomplete."):
|
||||
StrategyResolver(default_conf)
|
||||
StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
|
||||
def test_strategy_override_order_tif(caplog, default_conf):
|
||||
@ -240,11 +240,11 @@ def test_strategy_override_order_tif(caplog, default_conf):
|
||||
'strategy': 'DefaultStrategy',
|
||||
'order_time_in_force': order_time_in_force
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.order_time_in_force
|
||||
assert strategy.order_time_in_force
|
||||
for method in ['buy', 'sell']:
|
||||
assert resolver.strategy.order_time_in_force[method] == order_time_in_force[method]
|
||||
assert strategy.order_time_in_force[method] == order_time_in_force[method]
|
||||
|
||||
assert log_has("Override strategy 'order_time_in_force' with value in config file:"
|
||||
" {'buy': 'fok', 'sell': 'gtc'}.", caplog)
|
||||
@ -257,7 +257,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
|
||||
with pytest.raises(ImportError,
|
||||
match=r"Impossible to load Strategy 'DefaultStrategy'. "
|
||||
r"Order-time-in-force mapping is incomplete."):
|
||||
StrategyResolver(default_conf)
|
||||
StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
|
||||
def test_strategy_override_use_sell_signal(caplog, default_conf):
|
||||
@ -265,9 +265,9 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
assert resolver.strategy.use_sell_signal
|
||||
assert isinstance(resolver.strategy.use_sell_signal, bool)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
assert strategy.use_sell_signal
|
||||
assert isinstance(strategy.use_sell_signal, bool)
|
||||
# must be inserted to configuration
|
||||
assert 'use_sell_signal' in default_conf['ask_strategy']
|
||||
assert default_conf['ask_strategy']['use_sell_signal']
|
||||
@ -278,10 +278,10 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
|
||||
'use_sell_signal': False,
|
||||
},
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert not resolver.strategy.use_sell_signal
|
||||
assert isinstance(resolver.strategy.use_sell_signal, bool)
|
||||
assert not strategy.use_sell_signal
|
||||
assert isinstance(strategy.use_sell_signal, bool)
|
||||
assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
|
||||
|
||||
|
||||
@ -290,9 +290,9 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
assert not resolver.strategy.sell_profit_only
|
||||
assert isinstance(resolver.strategy.sell_profit_only, bool)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
assert not strategy.sell_profit_only
|
||||
assert isinstance(strategy.sell_profit_only, bool)
|
||||
# must be inserted to configuration
|
||||
assert 'sell_profit_only' in default_conf['ask_strategy']
|
||||
assert not default_conf['ask_strategy']['sell_profit_only']
|
||||
@ -303,10 +303,10 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
|
||||
'sell_profit_only': True,
|
||||
},
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.sell_profit_only
|
||||
assert isinstance(resolver.strategy.sell_profit_only, bool)
|
||||
assert strategy.sell_profit_only
|
||||
assert isinstance(strategy.sell_profit_only, bool)
|
||||
assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog)
|
||||
|
||||
|
||||
@ -315,11 +315,11 @@ def test_deprecate_populate_indicators(result, default_conf):
|
||||
default_location = path.join(path.dirname(path.realpath(__file__)))
|
||||
default_conf.update({'strategy': 'TestStrategyLegacy',
|
||||
'strategy_path': default_location})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
with warnings.catch_warnings(record=True) as w:
|
||||
# Cause all warnings to always be triggered.
|
||||
warnings.simplefilter("always")
|
||||
indicators = resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
indicators = strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
assert len(w) == 1
|
||||
assert issubclass(w[-1].category, DeprecationWarning)
|
||||
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
||||
@ -328,7 +328,7 @@ def test_deprecate_populate_indicators(result, default_conf):
|
||||
with warnings.catch_warnings(record=True) as w:
|
||||
# Cause all warnings to always be triggered.
|
||||
warnings.simplefilter("always")
|
||||
resolver.strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
|
||||
strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
|
||||
assert len(w) == 1
|
||||
assert issubclass(w[-1].category, DeprecationWarning)
|
||||
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
||||
@ -337,7 +337,7 @@ def test_deprecate_populate_indicators(result, default_conf):
|
||||
with warnings.catch_warnings(record=True) as w:
|
||||
# Cause all warnings to always be triggered.
|
||||
warnings.simplefilter("always")
|
||||
resolver.strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
|
||||
strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
|
||||
assert len(w) == 1
|
||||
assert issubclass(w[-1].category, DeprecationWarning)
|
||||
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
||||
@ -349,47 +349,47 @@ def test_call_deprecated_function(result, monkeypatch, default_conf):
|
||||
default_location = path.join(path.dirname(path.realpath(__file__)))
|
||||
default_conf.update({'strategy': 'TestStrategyLegacy',
|
||||
'strategy_path': default_location})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
metadata = {'pair': 'ETH/BTC'}
|
||||
|
||||
# Make sure we are using a legacy function
|
||||
assert resolver.strategy._populate_fun_len == 2
|
||||
assert resolver.strategy._buy_fun_len == 2
|
||||
assert resolver.strategy._sell_fun_len == 2
|
||||
assert resolver.strategy.INTERFACE_VERSION == 1
|
||||
assert strategy._populate_fun_len == 2
|
||||
assert strategy._buy_fun_len == 2
|
||||
assert strategy._sell_fun_len == 2
|
||||
assert strategy.INTERFACE_VERSION == 1
|
||||
|
||||
indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
|
||||
indicator_df = strategy.advise_indicators(result, metadata=metadata)
|
||||
assert isinstance(indicator_df, DataFrame)
|
||||
assert 'adx' in indicator_df.columns
|
||||
|
||||
buydf = resolver.strategy.advise_buy(result, metadata=metadata)
|
||||
buydf = strategy.advise_buy(result, metadata=metadata)
|
||||
assert isinstance(buydf, DataFrame)
|
||||
assert 'buy' in buydf.columns
|
||||
|
||||
selldf = resolver.strategy.advise_sell(result, metadata=metadata)
|
||||
selldf = strategy.advise_sell(result, metadata=metadata)
|
||||
assert isinstance(selldf, DataFrame)
|
||||
assert 'sell' in selldf
|
||||
|
||||
|
||||
def test_strategy_interface_versioning(result, monkeypatch, default_conf):
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
metadata = {'pair': 'ETH/BTC'}
|
||||
|
||||
# Make sure we are using a legacy function
|
||||
assert resolver.strategy._populate_fun_len == 3
|
||||
assert resolver.strategy._buy_fun_len == 3
|
||||
assert resolver.strategy._sell_fun_len == 3
|
||||
assert resolver.strategy.INTERFACE_VERSION == 2
|
||||
assert strategy._populate_fun_len == 3
|
||||
assert strategy._buy_fun_len == 3
|
||||
assert strategy._sell_fun_len == 3
|
||||
assert strategy.INTERFACE_VERSION == 2
|
||||
|
||||
indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
|
||||
indicator_df = strategy.advise_indicators(result, metadata=metadata)
|
||||
assert isinstance(indicator_df, DataFrame)
|
||||
assert 'adx' in indicator_df.columns
|
||||
|
||||
buydf = resolver.strategy.advise_buy(result, metadata=metadata)
|
||||
buydf = strategy.advise_buy(result, metadata=metadata)
|
||||
assert isinstance(buydf, DataFrame)
|
||||
assert 'buy' in buydf.columns
|
||||
|
||||
selldf = resolver.strategy.advise_sell(result, metadata=metadata)
|
||||
selldf = strategy.advise_sell(result, metadata=metadata)
|
||||
assert isinstance(selldf, DataFrame)
|
||||
assert 'sell' in selldf
|
||||
|
||||
@ -977,7 +977,7 @@ def test_pairlist_resolving_fallback(mocker):
|
||||
|
||||
assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
|
||||
assert config['exchange']['name'] == 'binance'
|
||||
assert config['datadir'] == str(Path.cwd() / "user_data/data/binance")
|
||||
assert config['datadir'] == Path.cwd() / "user_data/data/binance"
|
||||
|
||||
|
||||
@pytest.mark.parametrize("setting", [
|
||||
|
||||
@ -157,7 +157,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker,
|
||||
patch_wallet(mocker, free=default_conf['stake_amount'])
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee
|
||||
)
|
||||
@ -232,7 +232,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
|
||||
buy_price = limit_buy_order['price']
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': buy_price * 0.79,
|
||||
'ask': buy_price * 0.79,
|
||||
'last': buy_price * 0.79
|
||||
@ -272,7 +272,7 @@ def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee,
|
||||
buy_price = limit_buy_order['price']
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': buy_price * 0.85,
|
||||
'ask': buy_price * 0.85,
|
||||
'last': buy_price * 0.85
|
||||
@ -304,7 +304,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
|
||||
default_conf['max_open_trades'] = 2
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -467,7 +467,7 @@ def test_create_trades(default_conf, ticker, limit_buy_order, fee, mocker) -> No
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -501,7 +501,7 @@ def test_create_trades_no_stake_amount(default_conf, ticker, limit_buy_order,
|
||||
patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -519,7 +519,7 @@ def test_create_trades_minimal_amount(default_conf, ticker, limit_buy_order,
|
||||
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=buy_mock,
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -539,7 +539,7 @@ def test_create_trades_too_small_stake_amount(default_conf, ticker, limit_buy_or
|
||||
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=buy_mock,
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -558,7 +558,7 @@ def test_create_trades_limit_reached(default_conf, ticker, limit_buy_order,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_balance=MagicMock(return_value=default_conf['stake_amount']),
|
||||
get_fee=fee,
|
||||
@ -579,7 +579,7 @@ def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -600,7 +600,7 @@ def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_ord
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -639,7 +639,7 @@ def test_create_trades_multiple_trades(default_conf, ticker,
|
||||
default_conf['max_open_trades'] = max_open
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': "12355555"}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -658,7 +658,7 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker) -> None:
|
||||
default_conf['max_open_trades'] = 4
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': "12355555"}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -684,7 +684,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_order=MagicMock(return_value=limit_buy_order),
|
||||
get_fee=fee,
|
||||
@ -718,7 +718,7 @@ def test_process_exchange_failures(default_conf, ticker, mocker) -> None:
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(side_effect=TemporaryError)
|
||||
)
|
||||
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
|
||||
@ -735,7 +735,7 @@ def test_process_operational_exception(default_conf, ticker, mocker) -> None:
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(side_effect=OperationalException)
|
||||
)
|
||||
worker = Worker(args=None, config=default_conf)
|
||||
@ -753,7 +753,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, fee, mock
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_order=MagicMock(return_value=limit_buy_order),
|
||||
get_fee=fee,
|
||||
@ -780,7 +780,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_order=MagicMock(return_value=limit_buy_order),
|
||||
get_fee=fee,
|
||||
@ -830,7 +830,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
|
||||
refresh_mock = MagicMock()
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(side_effect=TemporaryError),
|
||||
refresh_latest_ohlcv=refresh_mock,
|
||||
)
|
||||
@ -853,7 +853,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
|
||||
def test_balance_fully_ask_side(mocker, default_conf) -> None:
|
||||
default_conf['bid_strategy']['ask_last_balance'] = 0.0
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(return_value={'ask': 20, 'last': 10}))
|
||||
|
||||
assert freqtrade.get_target_bid('ETH/BTC') == 20
|
||||
@ -862,7 +862,7 @@ def test_balance_fully_ask_side(mocker, default_conf) -> None:
|
||||
def test_balance_fully_last_side(mocker, default_conf) -> None:
|
||||
default_conf['bid_strategy']['ask_last_balance'] = 1.0
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(return_value={'ask': 20, 'last': 10}))
|
||||
|
||||
assert freqtrade.get_target_bid('ETH/BTC') == 10
|
||||
@ -871,7 +871,7 @@ def test_balance_fully_last_side(mocker, default_conf) -> None:
|
||||
def test_balance_bigger_last_ask(mocker, default_conf) -> None:
|
||||
default_conf['bid_strategy']['ask_last_balance'] = 1.0
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(return_value={'ask': 5, 'last': 10}))
|
||||
assert freqtrade.get_target_bid('ETH/BTC') == 5
|
||||
|
||||
@ -891,7 +891,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
|
||||
buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00001172,
|
||||
'ask': 0.00001173,
|
||||
'last': 0.00001172
|
||||
@ -1000,7 +1000,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00001172,
|
||||
'ask': 0.00001173,
|
||||
'last': 0.00001172
|
||||
@ -1100,7 +1100,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00001172,
|
||||
'ask': 0.00001173,
|
||||
'last': 0.00001172
|
||||
@ -1134,7 +1134,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
|
||||
sell_mock = MagicMock(return_value={'id': limit_sell_order['id']})
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00001172,
|
||||
'ask': 0.00001173,
|
||||
'last': 0.00001172
|
||||
@ -1177,7 +1177,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
|
||||
patch_RPCManager(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00001172,
|
||||
'ask': 0.00001173,
|
||||
'last': 0.00001172
|
||||
@ -1231,7 +1231,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
|
||||
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
||||
|
||||
# price jumped 2x
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
|
||||
'bid': 0.00002344,
|
||||
'ask': 0.00002346,
|
||||
'last': 0.00002344
|
||||
@ -1271,7 +1271,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
|
||||
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00001172,
|
||||
'ask': 0.00001173,
|
||||
'last': 0.00001172
|
||||
@ -1342,7 +1342,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
|
||||
edge_conf['dry_run_wallet'] = 999.9
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00001172,
|
||||
'ask': 0.00001173,
|
||||
'last': 0.00001172
|
||||
@ -1406,7 +1406,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
|
||||
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_order_mock)
|
||||
|
||||
# price goes down 5%
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
|
||||
'bid': 0.00001172 * 0.95,
|
||||
'ask': 0.00001173 * 0.95,
|
||||
'last': 0.00001172 * 0.95
|
||||
@ -1422,7 +1422,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
|
||||
cancel_order_mock.assert_not_called()
|
||||
|
||||
# price jumped 2x
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
|
||||
'bid': 0.00002344,
|
||||
'ask': 0.00002346,
|
||||
'last': 0.00002344
|
||||
@ -1662,7 +1662,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00001172,
|
||||
'ask': 0.00001173,
|
||||
'last': 0.00001172
|
||||
@ -1702,7 +1702,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -1755,7 +1755,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
|
||||
patch_RPCManager(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -1787,7 +1787,7 @@ def test_handle_trade_use_sell_signal(
|
||||
patch_RPCManager(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -1815,7 +1815,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -1843,7 +1843,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_buy_order_old),
|
||||
cancel_order=cancel_order_mock,
|
||||
get_fee=fee
|
||||
@ -1870,7 +1870,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
|
||||
limit_buy_order_old.update({"status": "canceled"})
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_buy_order_old),
|
||||
cancel_order=cancel_order_mock,
|
||||
get_fee=fee
|
||||
@ -1897,7 +1897,7 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(side_effect=DependencyException),
|
||||
cancel_order=cancel_order_mock,
|
||||
get_fee=fee
|
||||
@ -1922,7 +1922,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_sell_order_old),
|
||||
cancel_order=cancel_order_mock
|
||||
)
|
||||
@ -1950,7 +1950,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_sell_order_old),
|
||||
cancel_order=cancel_order_mock
|
||||
)
|
||||
@ -1977,7 +1977,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_buy_order_old_partial),
|
||||
cancel_order=cancel_order_mock
|
||||
)
|
||||
@ -2004,7 +2004,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_buy_order_old_partial),
|
||||
cancel_order=cancel_order_mock,
|
||||
get_trades_for_order=MagicMock(return_value=trades_for_order),
|
||||
@ -2041,7 +2041,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_buy_order_old_partial),
|
||||
cancel_order=cancel_order_mock,
|
||||
get_trades_for_order=MagicMock(return_value=trades_for_order),
|
||||
@ -2085,7 +2085,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
|
||||
)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')),
|
||||
cancel_order=cancel_order_mock
|
||||
)
|
||||
@ -2175,7 +2175,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
patch_whitelist(mocker, default_conf)
|
||||
@ -2191,7 +2191,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
|
||||
# Increase the price and sell it
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker_sell_up
|
||||
fetch_ticker=ticker_sell_up
|
||||
)
|
||||
|
||||
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
|
||||
@ -2223,7 +2223,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
patch_whitelist(mocker, default_conf)
|
||||
@ -2239,7 +2239,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
|
||||
# Decrease the price and sell it
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker_sell_down
|
||||
fetch_ticker=ticker_sell_down
|
||||
)
|
||||
|
||||
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
|
||||
@ -2273,7 +2273,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
patch_whitelist(mocker, default_conf)
|
||||
@ -2289,7 +2289,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
|
||||
# Decrease the price and sell it
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker_sell_down
|
||||
fetch_ticker=ticker_sell_down
|
||||
)
|
||||
|
||||
default_conf['dry_run'] = True
|
||||
@ -2332,7 +2332,7 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
sell=sellmock
|
||||
)
|
||||
@ -2369,7 +2369,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
|
||||
cancel_order = MagicMock(return_value=True)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
symbol_amount_prec=lambda s, x, y: y,
|
||||
symbol_price_prec=lambda s, x, y: y,
|
||||
@ -2393,7 +2393,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
|
||||
# Increase the price and sell it
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker_sell_up
|
||||
fetch_ticker=ticker_sell_up
|
||||
)
|
||||
|
||||
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
|
||||
@ -2412,7 +2412,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
symbol_amount_prec=lambda s, x, y: y,
|
||||
symbol_price_prec=lambda s, x, y: y,
|
||||
@ -2476,7 +2476,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
patch_whitelist(mocker, default_conf)
|
||||
@ -2492,7 +2492,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
|
||||
# Increase the price and sell it
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker_sell_up
|
||||
fetch_ticker=ticker_sell_up
|
||||
)
|
||||
freqtrade.config['order_types']['sell'] = 'market'
|
||||
|
||||
@ -2530,7 +2530,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00002172,
|
||||
'ask': 0.00002173,
|
||||
'last': 0.00002172
|
||||
@ -2562,7 +2562,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00002172,
|
||||
'ask': 0.00002173,
|
||||
'last': 0.00002172
|
||||
@ -2592,7 +2592,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00000172,
|
||||
'ask': 0.00000173,
|
||||
'last': 0.00000172
|
||||
@ -2621,7 +2621,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.0000172,
|
||||
'ask': 0.0000173,
|
||||
'last': 0.0000172
|
||||
@ -2654,7 +2654,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00002172,
|
||||
'ask': 0.00002173,
|
||||
'last': 0.00002172
|
||||
@ -2728,7 +2728,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
@ -2743,7 +2743,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
|
||||
# Decrease the price and sell it
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker_sell_down
|
||||
fetch_ticker=ticker_sell_down
|
||||
)
|
||||
|
||||
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
|
||||
@ -2764,7 +2764,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) ->
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.0000172,
|
||||
'ask': 0.0000173,
|
||||
'last': 0.0000172
|
||||
@ -2798,7 +2798,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00001099,
|
||||
'ask': 0.00001099,
|
||||
'last': 0.00001099
|
||||
@ -2817,7 +2817,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
|
||||
assert freqtrade.handle_trade(trade) is False
|
||||
|
||||
# Raise ticker above buy price
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(return_value={
|
||||
'bid': 0.00001099 * 1.5,
|
||||
'ask': 0.00001099 * 1.5,
|
||||
@ -2828,7 +2828,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
|
||||
assert freqtrade.handle_trade(trade) is False
|
||||
|
||||
# Price fell
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(return_value={
|
||||
'bid': 0.00001099 * 1.1,
|
||||
'ask': 0.00001099 * 1.1,
|
||||
@ -2852,7 +2852,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': buy_price - 0.000001,
|
||||
'ask': buy_price - 0.000001,
|
||||
'last': buy_price - 0.000001
|
||||
@ -2876,7 +2876,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
|
||||
assert freqtrade.handle_trade(trade) is False
|
||||
|
||||
# Raise ticker above buy price
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(return_value={
|
||||
'bid': buy_price + 0.000003,
|
||||
'ask': buy_price + 0.000003,
|
||||
@ -2888,7 +2888,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
|
||||
assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
|
||||
assert trade.stop_loss == 0.0000138501
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(return_value={
|
||||
'bid': buy_price + 0.000002,
|
||||
'ask': buy_price + 0.000002,
|
||||
@ -2909,7 +2909,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': buy_price - 0.000001,
|
||||
'ask': buy_price - 0.000001,
|
||||
'last': buy_price - 0.000001
|
||||
@ -2933,7 +2933,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
|
||||
assert freqtrade.handle_trade(trade) is False
|
||||
|
||||
# Raise ticker above buy price
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(return_value={
|
||||
'bid': buy_price + 0.000003,
|
||||
'ask': buy_price + 0.000003,
|
||||
@ -2946,7 +2946,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
|
||||
assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
|
||||
assert trade.stop_loss == 0.0000138501
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(return_value={
|
||||
'bid': buy_price + 0.000002,
|
||||
'ask': buy_price + 0.000002,
|
||||
@ -2970,7 +2970,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': buy_price,
|
||||
'ask': buy_price,
|
||||
'last': buy_price
|
||||
@ -2997,7 +2997,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
|
||||
assert trade.stop_loss == 0.0000098910
|
||||
|
||||
# Raise ticker above buy price
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(return_value={
|
||||
'bid': buy_price + 0.0000004,
|
||||
'ask': buy_price + 0.0000004,
|
||||
@ -3011,7 +3011,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
|
||||
assert trade.stop_loss == 0.0000098910
|
||||
|
||||
# price rises above the offset (rises 12% when the offset is 5.5%)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
MagicMock(return_value={
|
||||
'bid': buy_price + 0.0000014,
|
||||
'ask': buy_price + 0.0000014,
|
||||
@ -3031,7 +3031,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00000172,
|
||||
'ask': 0.00000173,
|
||||
'last': 0.00000172
|
||||
@ -3368,7 +3368,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee,
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -3405,7 +3405,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
@ -3428,7 +3428,7 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_order_book=order_book_l2,
|
||||
get_ticker=ticker_mock,
|
||||
fetch_ticker=ticker_mock,
|
||||
|
||||
)
|
||||
default_conf['exchange']['name'] = 'binance'
|
||||
@ -3452,7 +3452,7 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None:
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_order_book=order_book_l2,
|
||||
get_ticker=ticker_mock,
|
||||
fetch_ticker=ticker_mock,
|
||||
|
||||
)
|
||||
default_conf['exchange']['name'] = 'binance'
|
||||
@ -3502,7 +3502,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
'bid': 0.00001172,
|
||||
'ask': 0.00001173,
|
||||
'last': 0.00001172
|
||||
@ -3533,7 +3533,7 @@ def test_get_sell_rate(default_conf, mocker, ticker, order_book_l2) -> None:
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_order_book=order_book_l2,
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
)
|
||||
pair = "ETH/BTC"
|
||||
|
||||
@ -3612,7 +3612,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
@ -55,7 +55,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
|
||||
mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
symbol_amount_prec=lambda s, x, y: y,
|
||||
symbol_price_prec=lambda s, x, y: y,
|
||||
@ -118,15 +118,13 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
|
||||
default_conf['max_open_trades'] = 5
|
||||
default_conf['forcebuy_enable'] = True
|
||||
default_conf['stake_amount'] = 'unlimited'
|
||||
default_conf['dry_run_wallet'] = 1000
|
||||
default_conf['exchange']['name'] = 'binance'
|
||||
default_conf['telegram']['enabled'] = True
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(
|
||||
side_effect=[1000, 800, 600, 400, 200]
|
||||
))
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=ticker,
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
symbol_amount_prec=lambda s, x, y: y,
|
||||
symbol_price_prec=lambda s, x, y: y,
|
||||
@ -138,6 +136,14 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
|
||||
update_trade_state=MagicMock(),
|
||||
_notify_sell=MagicMock(),
|
||||
)
|
||||
should_sell_mock = MagicMock(side_effect=[
|
||||
SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
|
||||
SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL),
|
||||
SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
|
||||
SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
|
||||
SellCheckTuple(sell_flag=None, sell_type=SellType.NONE)]
|
||||
)
|
||||
mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
|
||||
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
rpc = RPC(freqtrade)
|
||||
@ -158,3 +164,20 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
|
||||
|
||||
for trade in trades:
|
||||
assert trade.stake_amount == 200
|
||||
# Reset trade open order id's
|
||||
trade.open_order_id = None
|
||||
trades = Trade.get_open_trades()
|
||||
assert len(trades) == 5
|
||||
bals = freqtrade.wallets.get_all_balances()
|
||||
|
||||
freqtrade.process_maybe_execute_sells(trades)
|
||||
trades = Trade.get_open_trades()
|
||||
# One trade sold
|
||||
assert len(trades) == 4
|
||||
# Validate that balance of sold trade is not in dry-run balances anymore.
|
||||
bals2 = freqtrade.wallets.get_all_balances()
|
||||
assert bals != bals2
|
||||
assert len(bals) == 6
|
||||
assert len(bals2) == 5
|
||||
assert 'LTC' in bals
|
||||
assert 'LTC' not in bals2
|
||||
|
||||
@ -100,7 +100,7 @@ def test_init_dryrun_db(default_conf, mocker):
|
||||
|
||||
init(default_conf['db_url'], default_conf['dry_run'])
|
||||
assert create_engine_mock.call_count == 1
|
||||
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite://'
|
||||
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.dryrun.sqlite'
|
||||
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
|
||||
Loading…
Reference in New Issue
Block a user