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Merge branch 'develop' into backtest-export

This commit is contained in:
kryofly 2018-01-11 19:38:59 +01:00
parent ed47ee4e29 3a902289f1
commit 4781a23809
25 changed files with 386 additions and 249 deletions
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2
.gitignore vendored
View File

@ -85,3 +85,5 @@ target/
.venv
.idea
.vscode
hyperopt_trials.pickle

4
.pylintrc
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@ -1,10 +1,10 @@
[MASTER]
extension-pkg-whitelist=numpy,talib
extension-pkg-whitelist=numpy,talib,talib.abstract
[BASIC]
good-names=logger
ignore=vendor
[TYPECHECK]
ignored-modules=numpy,talib
ignored-modules=numpy,talib,talib.abstract

4
freqtrade/analyze.py
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@ -4,14 +4,14 @@ Functions to analyze ticker data with indicators and produce buy and sell signal
import logging
from datetime import timedelta
from enum import Enum
from typing import List, Dict
from typing import Dict, List
import arrow
import talib.abstract as ta
from pandas import DataFrame, to_datetime
from freqtrade.exchange import get_ticker_history
import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.exchange import get_ticker_history
logger = logging.getLogger(__name__)

22
freqtrade/exchange/bittrex.py
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@ -1,7 +1,9 @@
import logging
from typing import List, Dict, Optional
import requests
from typing import Dict, List, Optional
from bittrex.bittrex import Bittrex as _Bittrex, API_V2_0, API_V1_1
from bittrex.bittrex import Bittrex as _Bittrex
from bittrex.bittrex import API_V1_1, API_V2_0
from requests.exceptions import ContentDecodingError
from freqtrade import OperationalException
@ -13,6 +15,20 @@ _API: _Bittrex = None
_API_V2: _Bittrex = None
_EXCHANGE_CONF: dict = {}
# API socket timeout
API_TIMEOUT = 60
def custom_requests(request_url, apisign):
"""
Set timeout for requests
"""
return requests.get(
request_url,
headers={"apisign": apisign},
timeout=API_TIMEOUT
).json()
class Bittrex(Exchange):
"""
@ -31,12 +47,14 @@ class Bittrex(Exchange):
api_secret=_EXCHANGE_CONF['secret'],
calls_per_second=1,
api_version=API_V1_1,
dispatch=custom_requests
)
_API_V2 = _Bittrex(
api_key=_EXCHANGE_CONF['key'],
api_secret=_EXCHANGE_CONF['secret'],
calls_per_second=1,
api_version=API_V2_0,
dispatch=custom_requests
)
self.cached_ticker = {}

2
freqtrade/exchange/interface.py
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@ -1,5 +1,5 @@
from abc import ABC, abstractmethod
from typing import List, Dict, Optional
from typing import Dict, List, Optional
class Exchange(ABC):

1
freqtrade/fiat_convert.py
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@ -1,5 +1,6 @@
import logging
import time
from pymarketcap import Pymarketcap
logger = logging.getLogger(__name__)

56
freqtrade/main.py
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@ -5,43 +5,25 @@ import logging
import sys
import time
import traceback
import arrow
from datetime import datetime
from typing import Dict, Optional, List
from typing import Dict, List, Optional
import arrow
import requests
from requests.adapters import TimeoutSauce
from cachetools import cached, TTLCache
from freqtrade import __version__, exchange, persistence, rpc, DependencyException, \
OperationalException
from freqtrade.analyze import get_signal, SignalType
from freqtrade.misc import State, get_state, update_state, parse_args, throttle, \
load_config
from freqtrade.persistence import Trade
from freqtrade import (DependencyException, OperationalException, __version__,
exchange, persistence, rpc)
from freqtrade.analyze import SignalType, get_signal
from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.misc import (State, get_state, load_config, parse_args,
throttle, update_state)
from freqtrade.persistence import Trade
logger = logging.getLogger('freqtrade')
_CONF = {}
DEFAULT_TIMEOUT = 120
# Set requests default timeout (fix for #127)
class DefaultTimeout(TimeoutSauce):
def __init__(self, *args, **kwargs):
connect = kwargs.get('connect', DEFAULT_TIMEOUT)
read = kwargs.get('read', connect)
if connect is None:
connect = DEFAULT_TIMEOUT
if read is None:
read = connect
super(DefaultTimeout, self).__init__(connect=connect, read=read)
requests.adapters.TimeoutSauce = DefaultTimeout
def refresh_whitelist(whitelist: List[str]) -> List[str]:
"""
@ -197,11 +179,11 @@ def execute_sell(trade: Trade, limit: float) -> None:
profit_trade = trade.calc_profit(rate=limit)
message = '*{exchange}:* Selling [{pair}]({pair_url}) with limit `{limit:.8f}`'.format(
exchange=trade.exchange,
pair=trade.pair.replace('_', '/'),
pair_url=exchange.get_pair_detail_url(trade.pair),
limit=limit
)
exchange=trade.exchange,
pair=trade.pair.replace('_', '/'),
pair_url=exchange.get_pair_detail_url(trade.pair),
limit=limit
)
# For regular case, when the configuration exists
if 'stake_currency' in _CONF and 'fiat_display_currency' in _CONF:
@ -213,12 +195,12 @@ def execute_sell(trade: Trade, limit: float) -> None:
)
message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f} {coin}`' \
'` / {profit_fiat:.3f} {fiat})`'.format(
gain="profit" if fmt_exp_profit > 0 else "loss",
profit_percent=fmt_exp_profit,
profit_coin=profit_trade,
coin=_CONF['stake_currency'],
profit_fiat=profit_fiat,
fiat=_CONF['fiat_display_currency'],
gain="profit" if fmt_exp_profit > 0 else "loss",
profit_percent=fmt_exp_profit,
profit_coin=profit_trade,
coin=_CONF['stake_currency'],
profit_fiat=profit_fiat,
fiat=_CONF['fiat_display_currency'],
)
# Because telegram._forcesell does not have the configuration
# Ignore the FIAT value and does not show the stake_currency as well

24
freqtrade/misc.py
View File

@ -3,10 +3,11 @@ import enum
import json
import logging
import time
from typing import Any, Callable, List, Dict
import os
from typing import Any, Callable, Dict, List
from jsonschema import validate, Draft4Validator
from jsonschema.exceptions import best_match, ValidationError
from jsonschema import Draft4Validator, validate
from jsonschema.exceptions import ValidationError, best_match
from wrapt import synchronized
from freqtrade import __version__
@ -62,8 +63,8 @@ def load_config(path: str) -> Dict:
try:
validate(conf, CONF_SCHEMA)
return conf
except ValidationError as ex:
logger.fatal('Invalid configuration. See config.json.example. Reason: %s', ex)
except ValidationError as exception:
logger.fatal('Invalid configuration. See config.json.example. Reason: %s', exception)
raise ValidationError(
best_match(Draft4Validator(CONF_SCHEMA).iter_errors(conf)).message
)
@ -86,7 +87,7 @@ def throttle(func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
return result
def parse_args_common(args: List[str], description: str):
def common_args_parser(description: str):
"""
Parses given common arguments and returns them as a parsed object.
"""
@ -122,11 +123,11 @@ def parse_args(args: List[str], description: str):
Parses given arguments and returns an argparse Namespace instance.
Returns None if a sub command has been selected and executed.
"""
parser = parse_args_common(args, description)
parser = common_args_parser(description)
parser.add_argument(
'--dry-run-db',
help='Force dry run to use a local DB "tradesv3.dry_run.sqlite" instead of memory DB. Work only if dry_run is \
enabled.', # noqa
help='Force dry run to use a local DB "tradesv3.dry_run.sqlite" \
instead of memory DB. Work only if dry_run is enabled.',
action='store_true',
dest='dry_run_db',
)
@ -134,13 +135,14 @@ def parse_args(args: List[str], description: str):
'-dd', '--datadir',
help='path to backtest data (default freqdata/tests/testdata',
dest='datadir',
default='freqtrade/tests/testdata',
default=os.path.join('freqtrade', 'tests', 'testdata'),
type=str,
metavar='PATH',
)
parser.add_argument(
'--dynamic-whitelist',
help='dynamically generate and update whitelist based on 24h BaseVolume (Default 20 currencies)', # noqa
help='dynamically generate and update whitelist \
based on 24h BaseVolume (Default 20 currencies)', # noqa
dest='dynamic_whitelist',
const=20,
type=int,

25
freqtrade/optimize/backtesting.py
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@ -1,19 +1,19 @@
# pragma pylint: disable=missing-docstring,W0212
import logging
from typing import Tuple, Dict
from typing import Dict, Tuple
import arrow
from pandas import DataFrame, Series
from tabulate import tabulate
import freqtrade.misc as misc
import freqtrade.optimize as optimize
from freqtrade import exchange
from freqtrade.analyze import populate_buy_trend, populate_sell_trend
from freqtrade.exchange import Bittrex
from freqtrade.main import min_roi_reached
import freqtrade.misc as misc
from freqtrade.optimize import preprocess
import freqtrade.optimize as optimize
from freqtrade.persistence import Trade
logger = logging.getLogger(__name__)
@ -93,15 +93,14 @@ def get_trade_entry(pair, row, ticker, trade_count_lock, args):
if min_roi_reached(trade, row2.close, row2.date) or \
(row2.sell == 1 and use_sell_signal) or \
current_profit_percent <= stoploss:
current_profit_btc = trade.calc_profit(rate=row2.close)
return row2.Index, (pair,
current_profit_percent,
current_profit_btc,
row2.Index - row.Index,
current_profit_btc > 0,
current_profit_btc < 0
)
current_profit_btc = trade.calc_profit(rate=row2.close)
return row2.Index, (pair,
current_profit_percent,
current_profit_btc,
row2.Index - row.Index,
current_profit_btc > 0,
current_profit_btc < 0
)
def backtest(args) -> DataFrame:
@ -217,6 +216,6 @@ def start(args):
'record': args.export
})
logger.info(
'\n==================================== BACKTESTING REPORT ====================================\n%s', # noqa
'\n==================================== BACKTESTING REPORT ====================================\n%s', # noqa
generate_text_table(data, results, config['stake_currency'], args.ticker_interval)
)

67
freqtrade/optimize/hyperopt.py
View File

@ -4,14 +4,18 @@
import json
import logging
import sys
import pickle
import signal
import os
from functools import reduce
from math import exp
from operator import itemgetter
from hyperopt import fmin, tpe, hp, Trials, STATUS_OK, STATUS_FAIL, space_eval
from hyperopt import STATUS_FAIL, STATUS_OK, Trials, fmin, hp, space_eval, tpe
from hyperopt.mongoexp import MongoTrials
from pandas import DataFrame
from freqtrade import main # noqa
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade.misc import load_config
@ -27,7 +31,7 @@ logger = logging.getLogger(__name__)
# set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data
TARGET_TRADES = 1100
TOTAL_TRIES = None
TOTAL_TRIES = 0
_CURRENT_TRIES = 0
CURRENT_BEST_LOSS = 100
@ -43,6 +47,10 @@ EXPECTED_MAX_PROFIT = 3.85
PROCESSED = None # optimize.preprocess(optimize.load_data())
OPTIMIZE_CONFIG = hyperopt_optimize_conf()
# Hyperopt Trials
TRIALS_FILE = os.path.join('freqtrade', 'optimize', 'hyperopt_trials.pickle')
TRIALS = Trials()
# Monkey patch config
from freqtrade import main # noqa
main._CONF = OPTIMIZE_CONFIG
@ -99,6 +107,26 @@ SPACE = {
}
def save_trials(trials, trials_path=TRIALS_FILE):
"""Save hyperopt trials to file"""
logger.info('Saving Trials to \'{}\''.format(trials_path))
pickle.dump(trials, open(trials_path, 'wb'))
def read_trials(trials_path=TRIALS_FILE):
"""Read hyperopt trials file"""
logger.info('Reading Trials from \'{}\''.format(trials_path))
trials = pickle.load(open(trials_path, 'rb'))
os.remove(trials_path)
return trials
def log_trials_result(trials):
vals = json.dumps(trials.best_trial['misc']['vals'], indent=4)
results = trials.best_trial['result']['result']
logger.info('Best result:\n%s\nwith values:\n%s', results, vals)
def log_results(results):
""" log results if it is better than any previous evaluation """
global CURRENT_BEST_LOSS
@ -169,7 +197,7 @@ def format_results(results: DataFrame):
results.profit_percent.mean() * 100.0,
results.profit_BTC.sum(),
results.duration.mean() * 5,
)
)
def buy_strategy_generator(params):
@ -218,7 +246,8 @@ def buy_strategy_generator(params):
def start(args):
global TOTAL_TRIES, PROCESSED, SPACE
global TOTAL_TRIES, PROCESSED, SPACE, TRIALS, _CURRENT_TRIES
TOTAL_TRIES = args.epochs
exchange._API = Bittrex({'key': '', 'secret': ''})
@ -240,9 +269,19 @@ def start(args):
logger.info('Start scripts/start-mongodb.sh and start-hyperopt-worker.sh manually!')
db_name = 'freqtrade_hyperopt'
trials = MongoTrials('mongo://127.0.0.1:1234/{}/jobs'.format(db_name), exp_key='exp1')
TRIALS = MongoTrials('mongo://127.0.0.1:1234/{}/jobs'.format(db_name), exp_key='exp1')
else:
trials = Trials()
logger.info('Preparing Trials..')
signal.signal(signal.SIGINT, signal_handler)
# read trials file if we have one
if os.path.exists(TRIALS_FILE):
TRIALS = read_trials()
_CURRENT_TRIES = len(TRIALS.results)
TOTAL_TRIES = TOTAL_TRIES + _CURRENT_TRIES
logger.info(
'Continuing with trials. Current: {}, Total: {}'
.format(_CURRENT_TRIES, TOTAL_TRIES))
try:
best_parameters = fmin(
@ -250,10 +289,10 @@ def start(args):
space=SPACE,
algo=tpe.suggest,
max_evals=TOTAL_TRIES,
trials=trials
trials=TRIALS
)
results = sorted(trials.results, key=itemgetter('loss'))
results = sorted(TRIALS.results, key=itemgetter('loss'))
best_result = results[0]['result']
except ValueError:
@ -267,3 +306,15 @@ def start(args):
logger.info('Best parameters:\n%s', json.dumps(best_parameters, indent=4))
logger.info('Best Result:\n%s', best_result)
# Store trials result to file to resume next time
save_trials(TRIALS)
def signal_handler(sig, frame):
"""Hyperopt SIGINT handler"""
logger.info('Hyperopt received {}'.format(signal.Signals(sig).name))
save_trials(TRIALS)
log_trials_result(TRIALS)
sys.exit(0)

8
freqtrade/optimize/hyperopt_conf.py
View File

@ -15,10 +15,10 @@ def hyperopt_optimize_conf() -> dict:
'stake_currency': 'BTC',
'stake_amount': 0.01,
"minimal_roi": {
'40': 0.0,
'30': 0.01,
'20': 0.02,
'0': 0.04,
'40': 0.0,
'30': 0.01,
'20': 0.02,
'0': 0.04,
},
'stoploss': -0.10,
"bid_strategy": {

5
freqtrade/persistence.py
View File

@ -1,10 +1,11 @@
import logging
from datetime import datetime
from decimal import Decimal, getcontext
from typing import Optional, Dict
from typing import Dict, Optional
import arrow
from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine
from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String,
create_engine)
from sqlalchemy.engine import Engine
from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy.orm.scoping import scoped_session

14
freqtrade/rpc/telegram.py
View File

@ -1,21 +1,21 @@
import logging
import re
from datetime import datetime, timedelta
from decimal import Decimal
from datetime import timedelta, datetime
from typing import Callable, Any
from typing import Any, Callable
import arrow
from pandas import DataFrame
from sqlalchemy import and_, func, text
from tabulate import tabulate
from telegram import ParseMode, Bot, Update, ReplyKeyboardMarkup
from telegram import Bot, ParseMode, ReplyKeyboardMarkup, Update
from telegram.error import NetworkError, TelegramError
from telegram.ext import CommandHandler, Updater
from freqtrade import exchange, __version__
from freqtrade.misc import get_state, State, update_state
from freqtrade.persistence import Trade
from freqtrade import __version__, exchange
from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.misc import State, get_state, update_state
from freqtrade.persistence import Trade
# Remove noisy log messages
logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO)
@ -255,7 +255,7 @@ def _daily(bot: Bot, update: Update) -> None:
),
symbol=_CONF['fiat_display_currency']
)
]
]
for key, value in profit_days.items()
]
stats = tabulate(stats,

12
freqtrade/tests/conftest.py
View File

@ -2,10 +2,10 @@
from datetime import datetime
from unittest.mock import MagicMock
import pytest
import arrow
import pytest
from jsonschema import validate
from telegram import Message, Chat, Update
from telegram import Chat, Message, Update
from freqtrade.misc import CONF_SCHEMA
@ -20,10 +20,10 @@ def default_conf():
"fiat_display_currency": "USD",
"dry_run": True,
"minimal_roi": {
"40": 0.0,
"30": 0.01,
"20": 0.02,
"0": 0.04
"40": 0.0,
"30": 0.01,
"20": 0.02,
"0": 0.04
},
"stoploss": -0.10,
"unfilledtimeout": 600,

30
freqtrade/tests/exchange/test_exchange_bittrex.py
View File

@ -32,7 +32,7 @@ def _stub_config():
'secret': ''}
class Fake_bittrex():
class FakeBittrex():
def __init__(self, success=True):
self.success = True # Believe in yourself
self.result = None
@ -145,7 +145,7 @@ def test_exchange_bittrex_fee():
def test_exchange_bittrex_buy_good(mocker):
wb = make_wrap_bittrex()
fb = Fake_bittrex()
fb = FakeBittrex()
uuid = wb.buy('BTC_ETH', 1, 1)
assert uuid == fb.fake_buysell_limit(1, 2, 3)['result']['uuid']
@ -156,7 +156,7 @@ def test_exchange_bittrex_buy_good(mocker):
def test_exchange_bittrex_sell_good(mocker):
wb = make_wrap_bittrex()
fb = Fake_bittrex()
fb = FakeBittrex()
uuid = wb.sell('BTC_ETH', 1, 1)
assert uuid == fb.fake_buysell_limit(1, 2, 3)['result']['uuid']
@ -167,7 +167,7 @@ def test_exchange_bittrex_sell_good(mocker):
def test_exchange_bittrex_get_balance(mocker):
wb = make_wrap_bittrex()
fb = Fake_bittrex()
fb = FakeBittrex()
bal = wb.get_balance('BTC_ETH')
assert bal == fb.fake_get_balance(1)['result']['Balance']
@ -178,7 +178,7 @@ def test_exchange_bittrex_get_balance(mocker):
def test_exchange_bittrex_get_balances():
wb = make_wrap_bittrex()
fb = Fake_bittrex()
fb = FakeBittrex()
bals = wb.get_balances()
assert bals == fb.fake_get_balances()['result']
@ -189,7 +189,7 @@ def test_exchange_bittrex_get_balances():
def test_exchange_bittrex_get_ticker():
wb = make_wrap_bittrex()
fb = Fake_bittrex()
fb = FakeBittrex()
# Poll ticker, which updates the cache
tick = wb.get_ticker('BTC_ETH')
@ -210,7 +210,7 @@ def test_exchange_bittrex_get_ticker():
def test_exchange_bittrex_get_ticker_bad():
wb = make_wrap_bittrex()
fb = Fake_bittrex()
fb = FakeBittrex()
fb.result = {'success': True,
'result': {'Bid': 1}} # incomplete result
with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
@ -222,15 +222,15 @@ def test_exchange_bittrex_get_ticker_bad():
wb.get_ticker('BTC_ETH')
def test_exchange_bittrex_get_ticker_historyOne():
def test_exchange_bittrex_get_ticker_history_one():
wb = make_wrap_bittrex()
Fake_bittrex()
FakeBittrex()
assert wb.get_ticker_history('BTC_ETH', 1)
def test_exchange_bittrex_get_ticker_history():
wb = make_wrap_bittrex()
fb = Fake_bittrex()
fb = FakeBittrex()
assert wb.get_ticker_history('BTC_ETH', 5)
with pytest.raises(ValueError, match=r'.*Cannot parse tick_interval.*'):
wb.get_ticker_history('BTC_ETH', 2)
@ -253,7 +253,7 @@ def test_exchange_bittrex_get_ticker_history():
def test_exchange_bittrex_get_order():
wb = make_wrap_bittrex()
fb = Fake_bittrex()
fb = FakeBittrex()
order = wb.get_order('someUUID')
assert order['id'] == 'ABC123'
fb.success = False
@ -263,7 +263,7 @@ def test_exchange_bittrex_get_order():
def test_exchange_bittrex_cancel_order():
wb = make_wrap_bittrex()
fb = Fake_bittrex()
fb = FakeBittrex()
wb.cancel_order('someUUID')
with pytest.raises(btx.OperationalException, match=r'no such order'):
fb.success = False
@ -284,7 +284,7 @@ def test_exchange_get_pair_detail_url():
def test_exchange_get_markets():
wb = make_wrap_bittrex()
fb = Fake_bittrex()
fb = FakeBittrex()
x = wb.get_markets()
assert x == ['__']
with pytest.raises(btx.OperationalException, match=r'market gone'):
@ -294,7 +294,7 @@ def test_exchange_get_markets():
def test_exchange_get_market_summaries():
wb = make_wrap_bittrex()
fb = Fake_bittrex()
fb = FakeBittrex()
assert ['sum'] == wb.get_market_summaries()
with pytest.raises(btx.OperationalException, match=r'no summary'):
fb.success = False
@ -303,7 +303,7 @@ def test_exchange_get_market_summaries():
def test_exchange_get_wallet_health():
wb = make_wrap_bittrex()
fb = Fake_bittrex()
fb = FakeBittrex()
x = wb.get_wallet_health()
assert x[0]['Currency'] == 'BTC_ETH'
with pytest.raises(btx.OperationalException, match=r'bad health'):

90
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -1,7 +1,6 @@
# pragma pylint: disable=missing-docstring,W0212,C0103
from freqtrade.optimize.hyperopt import calculate_loss, TARGET_TRADES, EXPECTED_MAX_PROFIT, start, \
log_results
log_results, save_trials, read_trials
def test_loss_calculation_prefer_correct_trade_count():
@ -27,16 +26,37 @@ def test_loss_calculation_has_limited_profit():
def create_trials(mocker):
"""
When creating trials, mock the hyperopt Trials so that *by default*
- we don't create any pickle'd files in the filesystem
- we might have a pickle'd file so make sure that we return
false when looking for it
"""
mocker.patch('freqtrade.optimize.hyperopt.TRIALS_FILE',
return_value='freqtrade/tests/optimize/ut_trials.pickle')
mocker.patch('freqtrade.optimize.hyperopt.os.path.exists',
return_value=False)
mocker.patch('freqtrade.optimize.hyperopt.save_trials',
return_value=None)
mocker.patch('freqtrade.optimize.hyperopt.read_trials',
return_value=None)
mocker.patch('freqtrade.optimize.hyperopt.os.remove',
return_value=True)
return mocker.Mock(
results=[{
'loss': 1,
'result': 'foo'
}]
'result': 'foo',
'status': 'ok'
}],
best_trial={'misc': {'vals': {'adx': 999}}}
)
def test_start_calls_fmin(mocker):
mocker.patch('freqtrade.optimize.hyperopt.Trials', return_value=create_trials(mocker))
trials = create_trials(mocker)
mocker.patch('freqtrade.optimize.hyperopt.TRIALS', return_value=trials)
mocker.patch('freqtrade.optimize.hyperopt.sorted',
return_value=trials.results)
mocker.patch('freqtrade.optimize.preprocess')
mocker.patch('freqtrade.optimize.load_data')
mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
@ -141,3 +161,63 @@ def test_fmin_throw_value_error(mocker, caplog):
for line in exists:
assert line in caplog.text
def test_resuming_previous_hyperopt_results_succeeds(mocker):
import freqtrade.optimize.hyperopt as hyperopt
trials = create_trials(mocker)
mocker.patch('freqtrade.optimize.hyperopt.TRIALS',
return_value=trials)
mocker.patch('freqtrade.optimize.hyperopt.os.path.exists',
return_value=True)
mocker.patch('freqtrade.optimize.hyperopt.len',
return_value=len(trials.results))
mock_read = mocker.patch('freqtrade.optimize.hyperopt.read_trials',
return_value=trials)
mock_save = mocker.patch('freqtrade.optimize.hyperopt.save_trials',
return_value=None)
mocker.patch('freqtrade.optimize.hyperopt.sorted',
return_value=trials.results)
mocker.patch('freqtrade.optimize.preprocess')
mocker.patch('freqtrade.optimize.load_data')
mocker.patch('freqtrade.optimize.hyperopt.fmin',
return_value={})
args = mocker.Mock(epochs=1,
config='config.json.example',
mongodb=False)
start(args)
mock_read.assert_called_once()
mock_save.assert_called_once()
current_tries = hyperopt._CURRENT_TRIES
total_tries = hyperopt.TOTAL_TRIES
assert current_tries == len(trials.results)
assert total_tries == (current_tries + len(trials.results))
def test_save_trials_saves_trials(mocker):
trials = create_trials(mocker)
mock_dump = mocker.patch('freqtrade.optimize.hyperopt.pickle.dump',
return_value=None)
trials_path = mocker.patch('freqtrade.optimize.hyperopt.TRIALS_FILE',
return_value='ut_trials.pickle')
mocker.patch('freqtrade.optimize.hyperopt.open',
return_value=trials_path)
save_trials(trials, trials_path)
mock_dump.assert_called_once_with(trials, trials_path)
def test_read_trials_returns_trials_file(mocker):
trials = create_trials(mocker)
mock_load = mocker.patch('freqtrade.optimize.hyperopt.pickle.load',
return_value=trials)
mock_open = mocker.patch('freqtrade.optimize.hyperopt.open',
return_value=mock_load)
assert read_trials() == trials
mock_open.assert_called_once()
mock_load.assert_called_once()

2
freqtrade/tests/optimize/test_optimize.py
View File

@ -6,7 +6,7 @@ from shutil import copyfile
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade.optimize.__init__ import make_testdata_path, download_pairs,\
download_backtesting_testdata, load_tickerdata_file
download_backtesting_testdata, load_tickerdata_file
# Change this if modifying BTC_UNITEST testdatafile
_btc_unittest_length = 13681

117
freqtrade/tests/test_acl_pair.py
View File

@ -7,17 +7,17 @@ from freqtrade.main import refresh_whitelist, gen_pair_whitelist
def whitelist_conf():
return {
"stake_currency": "BTC",
"exchange": {
"pair_whitelist": [
"BTC_ETH",
"BTC_TKN",
"BTC_TRST",
"BTC_SWT",
"BTC_BCC"
'stake_currency': 'BTC',
'exchange': {
'pair_whitelist': [
'BTC_ETH',
'BTC_TKN',
'BTC_TRST',
'BTC_SWT',
'BTC_BCC'
],
"pair_blacklist": [
"BTC_BLK"
'pair_blacklist': [
'BTC_BLK'
],
},
}
@ -25,52 +25,51 @@ def whitelist_conf():
def get_market_summaries():
return [{
"MarketName": "BTC-TKN",
"High": 0.00000919,
"Low": 0.00000820,
"Volume": 74339.61396015,
"Last": 0.00000820,
"BaseVolume": 1664,
"TimeStamp": "2014-07-09T07:19:30.15",
"Bid": 0.00000820,
"Ask": 0.00000831,
"OpenBuyOrders": 15,
"OpenSellOrders": 15,
"PrevDay": 0.00000821,
"Created": "2014-03-20T06:00:00",
"DisplayMarketName": ""
}, {
"MarketName": "BTC-ETH",
"High": 0.00000072,
"Low": 0.00000001,
"Volume": 166340678.42280999,
"Last": 0.00000005,
"BaseVolume": 42,
"TimeStamp": "2014-07-09T07:21:40.51",
"Bid": 0.00000004,
"Ask": 0.00000005,
"OpenBuyOrders": 18,
"OpenSellOrders": 18,
"PrevDay": 0.00000002,
"Created": "2014-05-30T07:57:49.637",
"DisplayMarketName": ""
}, {
"MarketName": "BTC-BLK",
"High": 0.00000072,
"Low": 0.00000001,
"Volume": 166340678.42280999,
"Last": 0.00000005,
"BaseVolume": 3,
"TimeStamp": "2014-07-09T07:21:40.51",
"Bid": 0.00000004,
"Ask": 0.00000005,
"OpenBuyOrders": 18,
"OpenSellOrders": 18,
"PrevDay": 0.00000002,
"Created": "2014-05-30T07:57:49.637",
"DisplayMarketName": ""
}
]
'MarketName': 'BTC-TKN',
'High': 0.00000919,
'Low': 0.00000820,
'Volume': 74339.61396015,
'Last': 0.00000820,
'BaseVolume': 1664,
'TimeStamp': '2014-07-09T07:19:30.15',
'Bid': 0.00000820,
'Ask': 0.00000831,
'OpenBuyOrders': 15,
'OpenSellOrders': 15,
'PrevDay': 0.00000821,
'Created': '2014-03-20T06:00:00',
'DisplayMarketName': ''
}, {
'MarketName': 'BTC-ETH',
'High': 0.00000072,
'Low': 0.00000001,
'Volume': 166340678.42280999,
'Last': 0.00000005,
'BaseVolume': 42,
'TimeStamp': '2014-07-09T07:21:40.51',
'Bid': 0.00000004,
'Ask': 0.00000005,
'OpenBuyOrders': 18,
'OpenSellOrders': 18,
'PrevDay': 0.00000002,
'Created': '2014-05-30T07:57:49.637',
'DisplayMarketName': ''
}, {
'MarketName': 'BTC-BLK',
'High': 0.00000072,
'Low': 0.00000001,
'Volume': 166340678.42280999,
'Last': 0.00000005,
'BaseVolume': 3,
'TimeStamp': '2014-07-09T07:21:40.51',
'Bid': 0.00000004,
'Ask': 0.00000005,
'OpenBuyOrders': 18,
'OpenSellOrders': 18,
'PrevDay': 0.00000002,
'Created': '2014-05-30T07:57:49.637',
'DisplayMarketName': ''
}]
def get_health():
@ -95,7 +94,8 @@ def test_refresh_market_pair_not_in_whitelist(mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch.multiple('freqtrade.main.exchange',
get_wallet_health=get_health)
refreshedwhitelist = refresh_whitelist(conf['exchange']['pair_whitelist'] + ['BTC_XXX'])
refreshedwhitelist = refresh_whitelist(
conf['exchange']['pair_whitelist'] + ['BTC_XXX'])
# List ordered by BaseVolume
whitelist = ['BTC_ETH', 'BTC_TKN']
# Ensure all except those in whitelist are removed
@ -123,7 +123,8 @@ def test_refresh_whitelist_dynamic(mocker):
get_market_summaries=get_market_summaries)
# argument: use the whitelist dynamically by exchange-volume
whitelist = ['BTC_TKN', 'BTC_ETH']
refreshedwhitelist = refresh_whitelist(gen_pair_whitelist(conf['stake_currency']))
refreshedwhitelist = refresh_whitelist(
gen_pair_whitelist(conf['stake_currency']))
assert whitelist == refreshedwhitelist

5
freqtrade/tests/test_analyze.py
View File

@ -6,8 +6,9 @@ import arrow
import pytest
from pandas import DataFrame
from freqtrade.analyze import parse_ticker_dataframe, populate_buy_trend, populate_indicators, \
get_signal, SignalType, populate_sell_trend
from freqtrade.analyze import (SignalType, get_signal, parse_ticker_dataframe,
populate_buy_trend, populate_indicators,
populate_sell_trend)
@pytest.fixture

2
freqtrade/tests/test_dataframe.py
View File

@ -1,7 +1,7 @@
import pandas
from freqtrade import analyze
import freqtrade.optimize
from freqtrade import analyze
_pairs = ['BTC_ETH']

5
freqtrade/tests/test_fiat_convert.py
View File

@ -1,10 +1,11 @@
# pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors, C0103
import time
import pytest
from unittest.mock import MagicMock
from freqtrade.fiat_convert import CryptoToFiatConverter, CryptoFiat
import pytest
from freqtrade.fiat_convert import CryptoFiat, CryptoToFiatConverter
def test_pair_convertion_object():

113
freqtrade/tests/test_main.py
View File

@ -1,28 +1,27 @@
# pragma pylint: disable=missing-docstring,C0103
import copy
import logging
from unittest.mock import MagicMock
import arrow
import pytest
import requests
import logging
import arrow
from sqlalchemy import create_engine
import freqtrade.main as main
from freqtrade import DependencyException, OperationalException
from freqtrade.analyze import SignalType
from freqtrade.exchange import Exchanges
from freqtrade.main import create_trade, handle_trade, init, \
get_target_bid, _process, execute_sell, check_handle_timedout
from freqtrade.misc import get_state, State
from freqtrade.main import (_process, check_handle_timedout, create_trade,
execute_sell, get_target_bid, handle_trade, init)
from freqtrade.misc import State, get_state
from freqtrade.persistence import Trade
import freqtrade.main as main
# Test that main() can start backtesting or hyperopt.
# and also ensure we can pass some specific arguments
# argument parsing is done in test_misc.py
def test_parse_args_backtesting(mocker):
""" Test that main() can start backtesting or hyperopt.
and also ensure we can pass some specific arguments
argument parsing is done in test_misc.py """
backtesting_mock = mocker.patch(
'freqtrade.optimize.backtesting.start', MagicMock())
with pytest.raises(SystemExit, match=r'0'):
@ -269,7 +268,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
assert trade.close_date is not None
def test_handle_trade_roi(default_conf, ticker, limit_buy_order, mocker, caplog):
def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
@ -301,7 +300,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, mocker, caplog)
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
def test_handle_trade_experimental(default_conf, ticker, limit_buy_order, mocker, caplog):
def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
@ -353,7 +352,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
handle_trade(trade)
def test_check_handle_timedout_buy(default_conf, ticker, health, limit_buy_order_old, mocker):
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
@ -385,7 +384,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, health, limit_buy_order
assert len(trades) == 0
def test_check_handle_timedout_sell(default_conf, ticker, health, limit_sell_order_old, mocker):
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
@ -418,7 +417,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, health, limit_sell_ord
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
health, mocker):
mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
@ -624,54 +623,54 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is False
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True

16
freqtrade/tests/test_misc.py
View File

@ -1,15 +1,15 @@
# pragma pylint: disable=missing-docstring,C0103
import argparse
import json
import time
import argparse
from copy import deepcopy
import pytest
from unittest.mock import MagicMock
from jsonschema import ValidationError
from freqtrade.misc import throttle, parse_args, load_config,\
parse_args_common, file_dump_json
from freqtrade.misc import (common_args_parser, load_config, parse_args,
throttle, file_dump_json)
def test_throttle():
@ -40,12 +40,10 @@ def test_throttle_with_assets():
assert result == -1
# Parse common command-line-arguments
# used for all tools
# Parse common command-line-arguments. Used for all tools
def test_parse_args_none():
args = parse_args_common([], '')
args = common_args_parser('')
assert isinstance(args, argparse.ArgumentParser)
@ -88,12 +86,12 @@ def test_parse_args_invalid():
def test_parse_args_dynamic_whitelist():
args = parse_args(['--dynamic-whitelist'], '')
assert args.dynamic_whitelist is 20
assert args.dynamic_whitelist == 20
def test_parse_args_dynamic_whitelist_10():
args = parse_args(['--dynamic-whitelist', '10'], '')
assert args.dynamic_whitelist is 10
assert args.dynamic_whitelist == 10
def test_parse_args_dynamic_whitelist_invalid_values():

5
freqtrade/tests/test_persistence.py
View File

@ -1,9 +1,10 @@
# pragma pylint: disable=missing-docstring
import os
import pytest
import os
from freqtrade.exchange import Exchanges
from freqtrade.persistence import init, Trade
from freqtrade.persistence import Trade, init
def test_init_create_session(default_conf, mocker):

4
scripts/plot_dataframe.py
View File

@ -6,11 +6,11 @@ import matplotlib # Install PYQT5 manually if you want to test this helper func
matplotlib.use("Qt5Agg")
import matplotlib.pyplot as plt
from freqtrade import exchange, analyze
from freqtrade.misc import parse_args_common
from freqtrade.misc import common_args_parser
def plot_parse_args(args ):
parser = parse_args_common(args, 'Graph utility')
parser = common_args_parser(args, 'Graph utility')
parser.add_argument(
'-p', '--pair',
help = 'What currency pair',