Merge branch 'develop' into strategy_version

freqtrade/exchange/exchange.py

@@ -14,6 +14,7 @@ from typing import Any, Dict, List, Optional, Tuple
 import arrow
 import ccxt
 import ccxt.async_support as ccxt_async
+from ccxt.base.decimal_to_precision import ROUND_UP, ROUND_DOWN
 from pandas import DataFrame
 
 from freqtrade import (DependencyException, InvalidOrderException,
@@ -808,11 +809,9 @@ def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:
     """
     if not date:
         date = datetime.now(timezone.utc)
-    timeframe_secs = timeframe_to_seconds(timeframe)
-    # Get offset based on timerame_secs
-    offset = date.timestamp() % timeframe_secs
-    # Subtract seconds passed since last offset
-    new_timestamp = date.timestamp() - offset
+
+    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
+                                                  ROUND_DOWN) // 1000
     return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
 
 
@@ -823,9 +822,8 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
     :param date: date to use. Defaults to utcnow()
     :returns: date of next candle (with utc timezone)
     """
-    prevdate = timeframe_to_prev_date(timeframe, date)
-    timeframe_secs = timeframe_to_seconds(timeframe)
-
-    # Add one interval to previous candle
-    new_timestamp = prevdate.timestamp() + timeframe_secs
+    if not date:
+        date = datetime.now(timezone.utc)
+    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
+                                                  ROUND_UP) // 1000
     return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)

freqtrade/optimize/backtesting.py

@@ -81,6 +81,12 @@ class Backtesting(object):
             # No strategy list specified, only one strategy
             self.strategylist.append(StrategyResolver(self.config).strategy)
 
+        if "ticker_interval" not in self.config:
+            raise OperationalException("Ticker-interval needs to be set in either configuration "
+                                       "or as cli argument `--ticker-interval 5m`")
+        self.ticker_interval = str(self.config.get('ticker_interval'))
+        self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
+
         # Load one (first) strategy
         self._set_strategy(self.strategylist[0])
 
@@ -89,12 +95,6 @@ class Backtesting(object):
         Load strategy into backtesting
         """
         self.strategy = strategy
-        if "ticker_interval" not in self.config:
-            raise OperationalException("Ticker-interval needs to be set in either configuration "
-                                       "or as cli argument `--ticker-interval 5m`")
-
-        self.ticker_interval = self.config.get('ticker_interval')
-        self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
         self.advise_buy = strategy.advise_buy
         self.advise_sell = strategy.advise_sell
         # Set stoploss_on_exchange to false for backtesting,

freqtrade/tests/exchange/test_exchange.py

@@ -1531,7 +1531,7 @@ def test_timeframe_to_prev_date():
         assert timeframe_to_prev_date(interval, date) == result
 
     date = datetime.now(tz=timezone.utc)
-    assert timeframe_to_prev_date("5m", date) < date
+    assert timeframe_to_prev_date("5m") < date
 
 
 def test_timeframe_to_next_date():
@@ -1556,4 +1556,4 @@ def test_timeframe_to_next_date():
         assert timeframe_to_next_date(interval, date) == result
 
     date = datetime.now(tz=timezone.utc)
-    assert timeframe_to_next_date("5m", date) > date
+    assert timeframe_to_next_date("5m") > date

freqtrade/tests/optimize/test_backtesting.py

@@ -330,7 +330,7 @@ def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> No
     patch_exchange(mocker)
     del default_conf['ticker_interval']
     default_conf['strategy_list'] = ['DefaultStrategy',
-                                     'TestStrategy']
+                                     'SampleStrategy']
 
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
     with pytest.raises(OperationalException):
@@ -877,7 +877,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
         '--disable-max-market-positions',
         '--strategy-list',
         'DefaultStrategy',
-        'TestStrategy',
+        'SampleStrategy',
     ]
     args = get_args(args)
     start_backtesting(args)
@@ -898,7 +898,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
         'up to 2017-11-14T22:58:00+00:00 (0 days)..',
         'Parameter --enable-position-stacking detected ...',
         'Running backtesting for Strategy DefaultStrategy',
-        'Running backtesting for Strategy TestStrategy',
+        'Running backtesting for Strategy SampleStrategy',
     ]
 
     for line in exists:

freqtrade/tests/optimize/test_hyperopt.py

@@ -254,7 +254,7 @@ def test_start_failure(mocker, default_conf, caplog) -> None:
 
     args = [
         '--config', 'config.json',
-        '--strategy', 'TestStrategy',
+        '--strategy', 'SampleStrategy',
         'hyperopt',
         '--epochs', '5'
     ]

freqtrade/tests/strategy/legacy_strategy.py

@@ -15,7 +15,7 @@ class TestStrategyLegacy(IStrategy):
     """
     This is a test strategy using the legacy function headers, which will be
     removed in a future update.
-    Please do not use this as a template, but refer to user_data/strategy/TestStrategy.py
+    Please do not use this as a template, but refer to user_data/strategy/sample_strategy.py
     for a uptodate version of this template.
 
     """

freqtrade/tests/strategy/test_strategy.py

@@ -61,27 +61,27 @@ def test_search_strategy():
 
 
 def test_load_strategy(default_conf, result):
-    default_conf.update({'strategy': 'TestStrategy'})
+    default_conf.update({'strategy': 'SampleStrategy'})
     resolver = StrategyResolver(default_conf)
     assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
 
 
 def test_load_strategy_base64(result, caplog, default_conf):
-    with open("user_data/strategies/test_strategy.py", "rb") as file:
+    with open("user_data/strategies/sample_strategy.py", "rb") as file:
         encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
-    default_conf.update({'strategy': 'TestStrategy:{}'.format(encoded_string)})
+    default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
 
     resolver = StrategyResolver(default_conf)
     assert 'adx' in resolver.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 TestStrategy from '"
-                      + tempfile.gettempdir() + r"/.*/TestStrategy\.py'\.\.\.", caplog)
+    assert log_has_re(r"Using resolved strategy SampleStrategy from '"
+                      + tempfile.gettempdir() + r"/.*/SampleStrategy\.py'\.\.\.", caplog)
 
 
 def test_load_strategy_invalid_directory(result, caplog, default_conf):
     resolver = StrategyResolver(default_conf)
     extra_dir = Path.cwd() / 'some/path'
-    resolver._load_strategy('TestStrategy', config=default_conf, extra_dir=extra_dir)
+    resolver._load_strategy('SampleStrategy', config=default_conf, extra_dir=extra_dir)
 
     assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
 

freqtrade/tests/test_arguments.py

@@ -102,7 +102,7 @@ def test_parse_args_backtesting_custom() -> None:
         '--refresh-pairs-cached',
         '--strategy-list',
         'DefaultStrategy',
-        'TestStrategy'
+        'SampleStrategy'
         ]
     call_args = Arguments(args, '').get_parsed_arg()
     assert call_args.config == ['test_conf.json']