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

conflict with develop resolved

Browse Source
This commit is contained in:
Misagh
2019-04-05 20:23:15 +02:00
parent a505826ec9 1bfc667515
commit 4b2eb22989
23 changed files with 546 additions and 403 deletions
Download Patch File Download Diff File Expand all files Collapse all files

180
freqtrade/freqtradebot.py
View File

@@ -4,14 +4,12 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
import copy
import logging
import time
import traceback
from datetime import datetime
from typing import Any, Callable, Dict, List, Optional, Tuple
from typing import Any, Dict, List, Optional, Tuple
import arrow
from requests.exceptions import RequestException
import sdnotify
from freqtrade import (DependencyException, OperationalException, InvalidOrderException,
TemporaryError, __version__, constants, persistence)
@@ -42,20 +40,14 @@ class FreqtradeBot(object):
to get the config dict.
"""
logger.info(
'Starting freqtrade %s',
__version__,
)
logger.info('Starting freqtrade %s', __version__)
# Init bot states
# Init bot state
self.state = State.STOPPED
# Init objects
self.config = config
self._sd_notify = sdnotify.SystemdNotifier() if \
self.config.get('internals', {}).get('sd_notify', False) else None
self.strategy: IStrategy = StrategyResolver(self.config).strategy
self.rpc: RPCManager = RPCManager(self)
@@ -79,29 +71,12 @@ class FreqtradeBot(object):
self.config.get('edge', {}).get('enabled', False) else None
self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist']
self._init_modules()
# Tell the systemd that we completed initialization phase
if self._sd_notify:
logger.debug("sd_notify: READY=1")
self._sd_notify.notify("READY=1")
def _init_modules(self) -> None:
"""
Initializes all modules and updates the config
:return: None
"""
# Initialize all modules
persistence.init(self.config)
# Set initial application state
# Set initial bot state from config
initial_state = self.config.get('initial_state')
if initial_state:
self.state = State[initial_state.upper()]
else:
self.state = State.STOPPED
self.state = State[initial_state.upper()] if initial_state else State.STOPPED
def cleanup(self) -> None:
"""
@@ -113,130 +88,50 @@ class FreqtradeBot(object):
self.rpc.cleanup()
persistence.cleanup()
def stopping(self) -> None:
# Tell systemd that we are exiting now
if self._sd_notify:
logger.debug("sd_notify: STOPPING=1")
self._sd_notify.notify("STOPPING=1")
def reconfigure(self) -> None:
# Tell systemd that we initiated reconfiguring
if self._sd_notify:
logger.debug("sd_notify: RELOADING=1")
self._sd_notify.notify("RELOADING=1")
def worker(self, old_state: State = None) -> State:
"""
Trading routine that must be run at each loop
:param old_state: the previous service state from the previous call
:return: current service state
"""
# Log state transition
state = self.state
if state != old_state:
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'{state.name.lower()}'
})
logger.info('Changing state to: %s', state.name)
if state == State.RUNNING:
self.rpc.startup_messages(self.config, self.pairlists)
throttle_secs = self.config.get('internals', {}).get(
'process_throttle_secs',
constants.PROCESS_THROTTLE_SECS
)
if state == State.STOPPED:
# Ping systemd watchdog before sleeping in the stopped state
if self._sd_notify:
logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: STOPPED.")
self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
time.sleep(throttle_secs)
elif state == State.RUNNING:
# Ping systemd watchdog before throttling
if self._sd_notify:
logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: RUNNING.")
self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
self._throttle(func=self._process, min_secs=throttle_secs)
return state
def _throttle(self, func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
"""
Throttles the given callable that it
takes at least `min_secs` to finish execution.
:param func: Any callable
:param min_secs: minimum execution time in seconds
:return: Any
"""
start = time.time()
result = func(*args, **kwargs)
end = time.time()
duration = max(min_secs - (end - start), 0.0)
logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
time.sleep(duration)
return result
def _process(self) -> bool:
def process(self) -> bool:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:return: True if one or more trades has been created or closed, False otherwise
"""
state_changed = False
try:
# Check whether markets have to be reloaded
self.exchange._reload_markets()
# Refresh whitelist
self.pairlists.refresh_pairlist()
self.active_pair_whitelist = self.pairlists.whitelist
# Check whether markets have to be reloaded
self.exchange._reload_markets()
# Calculating Edge positioning
if self.edge:
self.edge.calculate()
self.active_pair_whitelist = self.edge.adjust(self.active_pair_whitelist)
# Refresh whitelist
self.pairlists.refresh_pairlist()
self.active_pair_whitelist = self.pairlists.whitelist
# Query trades from persistence layer
trades = Trade.get_open_trades()
# Calculating Edge positioning
if self.edge:
self.edge.calculate()
self.active_pair_whitelist = self.edge.adjust(self.active_pair_whitelist)
# Extend active-pair whitelist with pairs from open trades
# It ensures that tickers are downloaded for open trades
self._extend_whitelist_with_trades(self.active_pair_whitelist, trades)
# Query trades from persistence layer
trades = Trade.get_open_trades()
# Refreshing candles
self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
self.strategy.informative_pairs())
# Extend active-pair whitelist with pairs from open trades
# It ensures that tickers are downloaded for open trades
self._extend_whitelist_with_trades(self.active_pair_whitelist, trades)
# First process current opened trades
for trade in trades:
state_changed |= self.process_maybe_execute_sell(trade)
# Refreshing candles
self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
self.strategy.informative_pairs())
# Then looking for buy opportunities
if len(trades) < self.config['max_open_trades']:
state_changed = self.process_maybe_execute_buy()
# First process current opened trades
for trade in trades:
state_changed |= self.process_maybe_execute_sell(trade)
if 'unfilledtimeout' in self.config:
# Check and handle any timed out open orders
self.check_handle_timedout()
Trade.session.flush()
# Then looking for buy opportunities
if len(trades) < self.config['max_open_trades']:
state_changed = self.process_maybe_execute_buy()
if 'unfilledtimeout' in self.config:
# Check and handle any timed out open orders
self.check_handle_timedout()
Trade.session.flush()
except TemporaryError as error:
logger.warning(f"Error: {error}, retrying in {constants.RETRY_TIMEOUT} seconds...")
time.sleep(constants.RETRY_TIMEOUT)
except OperationalException:
tb = traceback.format_exc()
hint = 'Issue `/start` if you think it is safe to restart.'
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'OperationalException:\n```\n{tb}```{hint}'
})
logger.exception('OperationalException. Stopping trader ...')
self.state = State.STOPPED
return state_changed
def _extend_whitelist_with_trades(self, whitelist: List[str], trades: List[Any]):
@@ -356,6 +251,10 @@ class FreqtradeBot(object):
interval = self.strategy.ticker_interval
whitelist = copy.deepcopy(self.active_pair_whitelist)
if not whitelist:
logger.warning("Whitelist is empty.")
return False
# Remove currently opened and latest pairs from whitelist
for trade in Trade.get_open_trades():
if trade.pair in whitelist:
@@ -363,7 +262,8 @@ class FreqtradeBot(object):
logger.debug('Ignoring %s in pair whitelist', trade.pair)
if not whitelist:
raise DependencyException('No currency pairs in whitelist')
logger.info("No currency pair in whitelist, but checking to sell open trades.")
return False
# running get_signal on historical data fetched
for _pair in whitelist: