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

Merge branch 'develop' into pr/hroff-1902/1927

Browse Source
This commit is contained in:
Matthias
2019-06-16 10:37:28 +02:00
parent 114de8a025 2a682f858e
commit 4ef309bc6c
29 changed files with 473 additions and 157 deletions
Download Patch File Download Diff File Expand all files Collapse all files

50
freqtrade/arguments.py
View File

@@ -47,7 +47,7 @@ class Arguments(object):
return self.parsed_arg
def parse_args(self) -> argparse.Namespace:
def parse_args(self, no_default_config: bool = False) -> argparse.Namespace:
"""
Parses given arguments and returns an argparse Namespace instance.
"""
@@ -55,7 +55,7 @@ class Arguments(object):
# Workaround issue in argparse with action='append' and default value
# (see https://bugs.python.org/issue16399)
if parsed_arg.config is None:
if parsed_arg.config is None and not no_default_config:
parsed_arg.config = [constants.DEFAULT_CONFIG]
return parsed_arg
@@ -448,26 +448,24 @@ class Arguments(object):
default=None
)
def testdata_dl_options(self) -> None:
def download_data_options(self) -> None:
"""
Parses given arguments for testdata download
"""
self.parser.add_argument(
'--pairs-file',
help='File containing a list of pairs to download.',
dest='pairs_file',
default=None,
metavar='PATH',
'-v', '--verbose',
help='Verbose mode (-vv for more, -vvv to get all messages).',
action='count',
dest='loglevel',
default=0,
)
self.parser.add_argument(
'--export',
help='Export files to given dir.',
dest='export',
default=None,
metavar='PATH',
'--logfile',
help='Log to the file specified',
dest='logfile',
type=str,
metavar='FILE',
)
self.parser.add_argument(
'-c', '--config',
help='Specify configuration file (default: %(default)s). '
@@ -477,35 +475,39 @@ class Arguments(object):
type=str,
metavar='PATH',
)
self.parser.add_argument(
'-d', '--datadir',
help='Path to backtest data.',
dest='datadir',
metavar='PATH',
)
self.parser.add_argument(
'--pairs-file',
help='File containing a list of pairs to download.',
dest='pairs_file',
metavar='FILE',
)
self.parser.add_argument(
'--days',
help='Download data for given number of days.',
dest='days',
type=int,
type=Arguments.check_int_positive,
metavar='INT',
default=None
)
self.parser.add_argument(
'--exchange',
help='Exchange name (default: %(default)s). Only valid if no config is provided.',
dest='exchange',
type=str,
default='bittrex'
)
self.parser.add_argument(
'-t', '--timeframes',
help='Specify which tickers to download. Space separated list. \
Default: %(default)s.',
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
'6h', '8h', '12h', '1d', '3d', '1w'],
default=['1m', '5m'],
nargs='+',
dest='timeframes',
)
self.parser.add_argument(
'--erase',
help='Clean all existing data for the selected exchange/pairs/timeframes.',

74
freqtrade/configuration.py
View File

@@ -13,7 +13,8 @@ from jsonschema import Draft4Validator, validators
from jsonschema.exceptions import ValidationError, best_match
from freqtrade import OperationalException, constants
from freqtrade.exchange import is_exchange_supported, supported_exchanges
from freqtrade.exchange import (is_exchange_bad, is_exchange_available,
is_exchange_officially_supported, available_exchanges)
from freqtrade.misc import deep_merge_dicts
from freqtrade.state import RunMode
@@ -122,12 +123,11 @@ class Configuration(object):
return conf
def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
def _load_logging_config(self, config: Dict[str, Any]) -> None:
"""
Extract information for sys.argv and load common configuration
:return: configuration as dictionary
Extract information for sys.argv and load logging configuration:
the --loglevel, --logfile options
"""
# Log level
if 'loglevel' in self.args and self.args.loglevel:
config.update({'verbosity': self.args.loglevel})
@@ -153,6 +153,13 @@ class Configuration(object):
set_loggers(config['verbosity'])
logger.info('Verbosity set to %s', config['verbosity'])
def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
"""
Extract information for sys.argv and load common configuration
:return: configuration as dictionary
"""
self._load_logging_config(config)
# Support for sd_notify
if self.args.sd_notify:
config['internals'].update({'sd_notify': True})
@@ -228,6 +235,17 @@ class Configuration(object):
else:
logger.info(logstring.format(config[argname]))
def _load_datadir_config(self, config: Dict[str, Any]) -> None:
"""
Extract information for sys.argv and load datadir configuration:
the --datadir option
"""
if 'datadir' in self.args and self.args.datadir:
config.update({'datadir': self._create_datadir(config, self.args.datadir)})
else:
config.update({'datadir': self._create_datadir(config, None)})
logger.info('Using data folder: %s ...', config.get('datadir'))
def _load_optimize_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
"""
Extract information for sys.argv and load Optimize configuration
@@ -263,11 +281,7 @@ class Configuration(object):
self._args_to_config(config, argname='timerange',
logstring='Parameter --timerange detected: {} ...')
if 'datadir' in self.args and self.args.datadir:
config.update({'datadir': self._create_datadir(config, self.args.datadir)})
else:
config.update({'datadir': self._create_datadir(config, None)})
logger.info('Using data folder: %s ...', config.get('datadir'))
self._load_datadir_config(config)
self._args_to_config(config, argname='refresh_pairs',
logstring='Parameter -r/--refresh-pairs-cached detected ...')
@@ -375,22 +389,40 @@ class Configuration(object):
return self.config
def check_exchange(self, config: Dict[str, Any]) -> bool:
def check_exchange(self, config: Dict[str, Any], check_for_bad: bool = True) -> bool:
"""
Check if the exchange name in the config file is supported by Freqtrade
:return: True or raised an exception if the exchange if not supported
:param check_for_bad: if True, check the exchange against the list of known 'bad'
exchanges
:return: False if exchange is 'bad', i.e. is known to work with the bot with
critical issues or does not work at all, crashes, etc. True otherwise.
raises an exception if the exchange if not supported by ccxt
and thus is not known for the Freqtrade at all.
"""
logger.info("Checking exchange...")
exchange = config.get('exchange', {}).get('name').lower()
if not is_exchange_supported(exchange):
exception_msg = f'Exchange "{exchange}" not supported.\n' \
f'The following exchanges are supported: ' \
f'{", ".join(supported_exchanges())}'
logger.critical(exception_msg)
if not is_exchange_available(exchange):
raise OperationalException(
exception_msg
f'Exchange "{exchange}" is not supported by ccxt '
f'and therefore not available for the bot.\n'
f'The following exchanges are supported by ccxt: '
f'{", ".join(available_exchanges())}'
)
logger.debug('Exchange "%s" supported', exchange)
if check_for_bad and is_exchange_bad(exchange):
logger.warning(f'Exchange "{exchange}" is known to not work with the bot yet. '
f'Use it only for development and testing purposes.')
return False
if is_exchange_officially_supported(exchange):
logger.info(f'Exchange "{exchange}" is officially supported '
f'by the Freqtrade development team.')
else:
logger.warning(f'Exchange "{exchange}" is supported by ccxt '
f'and therefore available for the bot but not officially supported '
f'by the Freqtrade development team. '
f'It may work flawlessly (please report back) or have serious issues. '
f'Use it at your own discretion.')
return True

6
freqtrade/exchange/__init__.py
View File

@@ -1,6 +1,8 @@
from freqtrade.exchange.exchange import Exchange # noqa: F401
from freqtrade.exchange.exchange import (is_exchange_supported, # noqa: F401
supported_exchanges)
from freqtrade.exchange.exchange import (is_exchange_bad, # noqa: F401
is_exchange_available,
is_exchange_officially_supported,
available_exchanges)
from freqtrade.exchange.exchange import (timeframe_to_seconds, # noqa: F401
timeframe_to_minutes,
timeframe_to_msecs)

18
freqtrade/exchange/exchange.py
View File

@@ -156,8 +156,8 @@ class Exchange(object):
# Find matching class for the given exchange name
name = exchange_config['name']
if not is_exchange_supported(name, ccxt_module):
raise OperationalException(f'Exchange {name} is not supported')
if not is_exchange_available(name, ccxt_module):
raise OperationalException(f'Exchange {name} is not supported by ccxt')
ex_config = {
'apiKey': exchange_config.get('key'),
@@ -722,11 +722,19 @@ class Exchange(object):
raise OperationalException(e)
def is_exchange_supported(exchange: str, ccxt_module=None) -> bool:
return exchange in supported_exchanges(ccxt_module)
def is_exchange_bad(exchange: str) -> bool:
return exchange in ['bitmex']
def supported_exchanges(ccxt_module=None) -> List[str]:
def is_exchange_available(exchange: str, ccxt_module=None) -> bool:
return exchange in available_exchanges(ccxt_module)
def is_exchange_officially_supported(exchange: str) -> bool:
return exchange in ['bittrex', 'binance']
def available_exchanges(ccxt_module=None) -> List[str]:
return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges

10
freqtrade/freqtradebot.py
View File

@@ -90,6 +90,16 @@ class FreqtradeBot(object):
self.rpc.cleanup()
persistence.cleanup()
def startup(self) -> None:
"""
Called on startup and after reloading the bot - triggers notifications and
performs startup tasks
"""
self.rpc.startup_messages(self.config, self.pairlists)
if not self.edge:
# Adjust stoploss if it was changed
Trade.stoploss_reinitialization(self.strategy.stoploss)
def process(self) -> bool:
"""
Queries the persistence layer for open trades and handles them,

12
freqtrade/optimize/backtesting.py
View File

@@ -232,10 +232,9 @@ class Backtesting(object):
def _get_sell_trade_entry(
self, pair: str, buy_row: DataFrame,
partial_ticker: List, trade_count_lock: Dict, args: Dict) -> Optional[BacktestResult]:
partial_ticker: List, trade_count_lock: Dict,
stake_amount: float, max_open_trades: int) -> Optional[BacktestResult]:
stake_amount = args['stake_amount']
max_open_trades = args.get('max_open_trades', 0)
trade = Trade(
open_rate=buy_row.open,
open_date=buy_row.date,
@@ -251,8 +250,7 @@ class Backtesting(object):
# Increase trade_count_lock for every iteration
trade_count_lock[sell_row.date] = trade_count_lock.get(sell_row.date, 0) + 1
buy_signal = sell_row.buy
sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, buy_signal,
sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, sell_row.buy,
sell_row.sell, low=sell_row.low, high=sell_row.high)
if sell.sell_flag:
@@ -325,6 +323,7 @@ class Backtesting(object):
:return: DataFrame
"""
processed = args['processed']
stake_amount = args['stake_amount']
max_open_trades = args.get('max_open_trades', 0)
position_stacking = args.get('position_stacking', False)
start_date = args['start_date']
@@ -375,7 +374,8 @@ class Backtesting(object):
trade_count_lock[row.date] = trade_count_lock.get(row.date, 0) + 1
trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][indexes[pair]:],
trade_count_lock, args)
trade_count_lock, stake_amount,
max_open_trades)
if trade_entry:
lock_pair_until[pair] = trade_entry.close_time

2
freqtrade/optimize/edge_cli.py
View File

@@ -6,6 +6,7 @@ This module contains the edge backtesting interface
import logging
from typing import Dict, Any
from tabulate import tabulate
from freqtrade import constants
from freqtrade.edge import Edge
from freqtrade.arguments import Arguments
@@ -32,6 +33,7 @@ class EdgeCli(object):
self.config['exchange']['secret'] = ''
self.config['exchange']['password'] = ''
self.config['exchange']['uid'] = ''
self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
self.config['dry_run'] = True
self.exchange = Exchange(self.config)
self.strategy = StrategyResolver(self.config).strategy

19
freqtrade/persistence.py
View File

@@ -422,3 +422,22 @@ class Trade(_DECL_BASE):
Query trades from persistence layer
"""
return Trade.query.filter(Trade.is_open.is_(True)).all()
@staticmethod
def stoploss_reinitialization(desired_stoploss):
"""
Adjust initial Stoploss to desired stoploss for all open trades.
"""
for trade in Trade.get_open_trades():
logger.info("Found open trade: %s", trade)
# skip case if trailing-stop changed the stoploss already.
if (trade.stop_loss == trade.initial_stop_loss
and trade.initial_stop_loss_pct != desired_stoploss):
# Stoploss value got changed
logger.info(f"Stoploss for {trade} needs adjustment.")
# Force reset of stoploss
trade.stop_loss = None
trade.adjust_stop_loss(trade.open_rate, desired_stoploss)
logger.info(f"new stoploss: {trade.stop_loss}, ")

11
freqtrade/strategy/interface.py
View File

@@ -308,14 +308,16 @@ class IStrategy(ABC):
if trailing_stop:
# trailing stoploss handling
sl_offset = self.config.get('trailing_stop_positive_offset') or 0.0
tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False)
# Make sure current_profit is calculated using high for backtesting.
high_profit = current_profit if not high else trade.calc_profit_percent(high)
# Don't update stoploss if trailing_only_offset_is_reached is true.
if not (tsl_only_offset and current_profit < sl_offset):
if not (tsl_only_offset and high_profit < sl_offset):
# Specific handling for trailing_stop_positive
if 'trailing_stop_positive' in self.config and current_profit > sl_offset:
if 'trailing_stop_positive' in self.config and high_profit > sl_offset:
# Ignore mypy error check in configuration that this is a float
stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore
logger.debug(f"using positive stop loss: {stop_loss_value} "
@@ -378,6 +380,7 @@ class IStrategy(ABC):
:param metadata: Additional information, like the currently traded pair
:return: a Dataframe with all mandatory indicators for the strategies
"""
logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
if self._populate_fun_len == 2:
warnings.warn("deprecated - check out the Sample strategy to see "
"the current function headers!", DeprecationWarning)
@@ -393,6 +396,7 @@ class IStrategy(ABC):
:param pair: Additional information, like the currently traded pair
:return: DataFrame with buy column
"""
logger.debug(f"Populating buy signals for pair {metadata.get('pair')}.")
if self._buy_fun_len == 2:
warnings.warn("deprecated - check out the Sample strategy to see "
"the current function headers!", DeprecationWarning)
@@ -408,6 +412,7 @@ class IStrategy(ABC):
:param pair: Additional information, like the currently traded pair
:return: DataFrame with sell column
"""
logger.debug(f"Populating sell signals for pair {metadata.get('pair')}.")
if self._sell_fun_len == 2:
warnings.warn("deprecated - check out the Sample strategy to see "
"the current function headers!", DeprecationWarning)

10
freqtrade/tests/conftest.py
View File

@@ -2,6 +2,7 @@
import json
import logging
import re
from copy import deepcopy
from datetime import datetime
from functools import reduce
from typing import List
@@ -958,9 +959,10 @@ def buy_order_fee():
@pytest.fixture(scope="function")
def edge_conf(default_conf):
default_conf['max_open_trades'] = -1
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
default_conf['edge'] = {
conf = deepcopy(default_conf)
conf['max_open_trades'] = -1
conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
conf['edge'] = {
"enabled": True,
"process_throttle_secs": 1800,
"calculate_since_number_of_days": 14,
@@ -976,7 +978,7 @@ def edge_conf(default_conf):
"remove_pumps": False
}
return default_conf
return conf
@pytest.fixture

4
freqtrade/tests/optimize/__init__.py
View File

@@ -29,6 +29,10 @@ class BTContainer(NamedTuple):
trades: List[BTrade]
profit_perc: float
trailing_stop: bool = False
trailing_only_offset_is_reached: bool = False
trailing_stop_positive: float = None
trailing_stop_positive_offset: float = 0.0
use_sell_signal: bool = False
def _get_frame_time_from_offset(offset):

79
freqtrade/tests/optimize/test_backtest_detail.py
View File

@@ -14,6 +14,21 @@ from freqtrade.tests.optimize import (BTContainer, BTrade,
_get_frame_time_from_offset,
tests_ticker_interval)
# Test 0 Sell signal sell
# Test with Stop-loss at 1%
# TC0: Sell signal in candle 3
tc0 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4986, 4600, 6172, 0, 0], # exit with stoploss hit
[3, 5010, 5000, 4980, 5010, 6172, 0, 1],
[4, 5010, 4987, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi=1, profit_perc=0.002, use_sell_signal=True,
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 1 Minus 8% Close
# Test with Stop-loss at 1%
# TC1: Stop-Loss Triggered 1% loss
@@ -146,7 +161,7 @@ tc8 = BTContainer(data=[
# Test 9 - trailing_stop should raise - high and low in same candle.
# Candle Data for test 9
# Set stop-loss at 10%, ROI at 10% (should not apply)
# TC9: Trailing stoploss - stoploss should be adjusted candle 2
# TC9: Trailing stoploss - stoploss should be adjusted candle 3
tc9 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
@@ -158,7 +173,59 @@ tc9 = BTContainer(data=[
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 10 - trailing_stop should raise so candle 3 causes a stoploss
# without applying trailing_stop_positive since stoploss_offset is at 10%.
# Set stop-loss at 10%, ROI at 10% (should not apply)
# TC10: Trailing stoploss - stoploss should be adjusted candle 2
tc10 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=-0.1, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=4)]
)
# Test 11 - trailing_stop should raise so candle 3 causes a stoploss
# applying a positive trailing stop of 3% since stop_positive_offset is reached.
# Set stop-loss at 10%, ROI at 10% (should not apply)
# TC11: Trailing stoploss - stoploss should be adjusted candle 2,
tc11 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 12 - trailing_stop should raise in candle 2 and cause a stoploss in the same candle
# applying a positive trailing stop of 3% since stop_positive_offset is reached.
# Set stop-loss at 10%, ROI at 10% (should not apply)
# TC12: Trailing stoploss - stoploss should be adjusted candle 2,
tc12 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
)
TESTS = [
tc0,
tc1,
tc2,
tc3,
@@ -168,6 +235,9 @@ TESTS = [
tc7,
tc8,
tc9,
tc10,
tc11,
tc12,
]
@@ -180,6 +250,13 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
default_conf["minimal_roi"] = {"0": data.roi}
default_conf["ticker_interval"] = tests_ticker_interval
default_conf["trailing_stop"] = data.trailing_stop
default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
# Only add this to configuration If it's necessary
if data.trailing_stop_positive:
default_conf["trailing_stop_positive"] = data.trailing_stop_positive
default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
default_conf["experimental"] = {"use_sell_signal": data.use_sell_signal}
mocker.patch("freqtrade.exchange.Exchange.get_fee", MagicMock(return_value=0.0))
patch_exchange(mocker)
frame = _build_backtest_dataframe(data.data)

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

@@ -111,8 +111,10 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
def test_edge_init(mocker, edge_conf) -> None:
patch_exchange(mocker)
edge_conf['stake_amount'] = 20
edge_cli = EdgeCli(edge_conf)
assert edge_cli.config == edge_conf
assert edge_cli.config['stake_amount'] == 'unlimited'
assert callable(edge_cli.edge.calculate)

11
freqtrade/tests/strategy/test_strategy.py
View File

@@ -63,15 +63,14 @@ def test_search_strategy():
def test_load_strategy(result):
resolver = StrategyResolver({'strategy': 'TestStrategy'})
metadata = {'pair': 'ETH/BTC'}
assert 'adx' in resolver.strategy.advise_indicators(result, metadata=metadata)
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_strategy_byte64(result):
with open("freqtrade/tests/strategy/test_strategy.py", "r") as file:
encoded_string = urlsafe_b64encode(file.read().encode("utf-8")).decode("utf-8")
resolver = StrategyResolver({'strategy': 'TestStrategy:{}'.format(encoded_string)})
assert 'adx' in resolver.strategy.advise_indicators(result, 'ETH/BTC')
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_strategy_invalid_directory(result, caplog):
@@ -371,7 +370,7 @@ def test_deprecate_populate_indicators(result):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
indicators = resolver.strategy.advise_indicators(result, 'ETH/BTC')
indicators = resolver.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!" \
@@ -380,7 +379,7 @@ def test_deprecate_populate_indicators(result):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
resolver.strategy.advise_buy(indicators, 'ETH/BTC')
resolver.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!" \
@@ -389,7 +388,7 @@ def test_deprecate_populate_indicators(result):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
resolver.strategy.advise_sell(indicators, 'ETH_BTC')
resolver.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!" \

8
freqtrade/tests/test_arguments.py
View File

@@ -170,18 +170,18 @@ def test_parse_args_hyperopt_custom() -> None:
assert call_args.func is not None
def test_testdata_dl_options() -> None:
def test_download_data_options() -> None:
args = [
'--pairs-file', 'file_with_pairs',
'--export', 'export/folder',
'--datadir', 'datadir/folder',
'--days', '30',
'--exchange', 'binance'
]
arguments = Arguments(args, '')
arguments.testdata_dl_options()
arguments.download_data_options()
args = arguments.parse_args()
assert args.pairs_file == 'file_with_pairs'
assert args.export == 'export/folder'
assert args.datadir == 'datadir/folder'
assert args.days == 30
assert args.exchange == 'binance'

41
freqtrade/tests/test_configuration.py
View File

@@ -15,7 +15,7 @@ from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration, set_loggers
from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
from freqtrade.state import RunMode
from freqtrade.tests.conftest import log_has
from freqtrade.tests.conftest import log_has, log_has_re
@pytest.fixture(scope="function")
@@ -470,21 +470,52 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
def test_check_exchange(default_conf, caplog) -> None:
configuration = Configuration(Namespace())
# Test a valid exchange
# Test an officially supported by Freqtrade team exchange
default_conf.get('exchange').update({'name': 'BITTREX'})
assert configuration.check_exchange(default_conf)
assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
caplog.record_tuples)
caplog.clear()
# Test a valid exchange
# Test an officially supported by Freqtrade team exchange
default_conf.get('exchange').update({'name': 'binance'})
assert configuration.check_exchange(default_conf)
assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
caplog.record_tuples)
caplog.clear()
# Test a invalid exchange
# Test an available exchange, supported by ccxt
default_conf.get('exchange').update({'name': 'kraken'})
assert configuration.check_exchange(default_conf)
assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
r"by the Freqtrade development team\. .*",
caplog.record_tuples)
caplog.clear()
# Test a 'bad' exchange, which known to have serious problems
default_conf.get('exchange').update({'name': 'bitmex'})
assert not configuration.check_exchange(default_conf)
assert log_has_re(r"Exchange .* is known to not work with the bot yet\. "
r"Use it only for development and testing purposes\.",
caplog.record_tuples)
caplog.clear()
# Test a 'bad' exchange with check_for_bad=False
default_conf.get('exchange').update({'name': 'bitmex'})
assert configuration.check_exchange(default_conf, False)
assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
r"by the Freqtrade development team\. .*",
caplog.record_tuples)
caplog.clear()
# Test an invalid exchange
default_conf.get('exchange').update({'name': 'unknown_exchange'})
configuration.config = default_conf
with pytest.raises(
OperationalException,
match=r'.*Exchange "unknown_exchange" not supported.*'
match=r'.*Exchange "unknown_exchange" is not supported by ccxt '
r'and therefore not available for the bot.*'
):
configuration.check_exchange(default_conf)

20
freqtrade/tests/test_freqtradebot.py
View File

@@ -105,6 +105,7 @@ def test_cleanup(mocker, default_conf, caplog) -> None:
def test_worker_running(mocker, default_conf, caplog) -> None:
mock_throttle = MagicMock()
mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle)
mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', MagicMock())
worker = get_patched_worker(mocker, default_conf)
@@ -3144,10 +3145,27 @@ def test_get_sell_rate(default_conf, mocker, ticker, order_book_l2) -> None:
assert rate == 0.043936
def test_startup_messages(default_conf, mocker):
def test_startup_state(default_conf, mocker):
default_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 20}
}
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
worker = get_patched_worker(mocker, default_conf)
assert worker.state is State.RUNNING
def test_startup_trade_reinit(default_conf, edge_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
reinit_mock = MagicMock()
mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock)
ftbot = get_patched_freqtradebot(mocker, default_conf)
ftbot.startup()
assert reinit_mock.call_count == 1
reinit_mock.reset_mock()
ftbot = get_patched_freqtradebot(mocker, edge_conf)
ftbot.startup()
assert reinit_mock.call_count == 0

60
freqtrade/tests/test_persistence.py
View File

@@ -777,3 +777,63 @@ def test_to_json(default_conf, fee):
'stop_loss_pct': None,
'initial_stop_loss': None,
'initial_stop_loss_pct': None}
def test_stoploss_reinitialization(default_conf, fee):
init(default_conf['db_url'])
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=10,
fee_close=fee.return_value,
exchange='bittrex',
open_rate=1,
max_rate=1,
)
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
assert trade.stop_loss == 0.95
assert trade.stop_loss_pct == -0.05
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
Trade.session.add(trade)
# Lower stoploss
Trade.stoploss_reinitialization(0.06)
trades = Trade.get_open_trades()
assert len(trades) == 1
trade_adj = trades[0]
assert trade_adj.stop_loss == 0.94
assert trade_adj.stop_loss_pct == -0.06
assert trade_adj.initial_stop_loss == 0.94
assert trade_adj.initial_stop_loss_pct == -0.06
# Raise stoploss
Trade.stoploss_reinitialization(0.04)
trades = Trade.get_open_trades()
assert len(trades) == 1
trade_adj = trades[0]
assert trade_adj.stop_loss == 0.96
assert trade_adj.stop_loss_pct == -0.04
assert trade_adj.initial_stop_loss == 0.96
assert trade_adj.initial_stop_loss_pct == -0.04
# Trailing stoploss (move stoplos up a bit)
trade.adjust_stop_loss(1.02, 0.04)
assert trade_adj.stop_loss == 0.9792
assert trade_adj.initial_stop_loss == 0.96
Trade.stoploss_reinitialization(0.04)
trades = Trade.get_open_trades()
assert len(trades) == 1
trade_adj = trades[0]
# Stoploss should not change in this case.
assert trade_adj.stop_loss == 0.9792
assert trade_adj.stop_loss_pct == -0.04
assert trade_adj.initial_stop_loss == 0.96
assert trade_adj.initial_stop_loss_pct == -0.04

2
freqtrade/worker.py
View File

@@ -91,7 +91,7 @@ class Worker(object):
})
logger.info('Changing state to: %s', state.name)
if state == State.RUNNING:
self.freqtrade.rpc.startup_messages(self._config, self.freqtrade.pairlists)
self.freqtrade.startup()
if state == State.STOPPED:
# Ping systemd watchdog before sleeping in the stopped state