Merge branch 'develop' into strategy_version

docs/backtesting.md

@@ -79,18 +79,18 @@ freqtrade backtesting --datadir user_data/data/bittrex-20180101
 #### With a (custom) strategy file
 
 ```bash
-freqtrade -s TestStrategy backtesting
+freqtrade -s SampleStrategy backtesting
 ```
 
-Where `-s TestStrategy` refers to the class name within the strategy file `test_strategy.py` found in the `freqtrade/user_data/strategies` directory.
+Where `-s SampleStrategy` refers to the class name within the strategy file `sample_strategy.py` found in the `freqtrade/user_data/strategies` directory.
 
 #### Comparing multiple Strategies
 
 ```bash
-freqtrade backtesting --strategy-list TestStrategy1 AwesomeStrategy --ticker-interval 5m
+freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --ticker-interval 5m
 ```
 
-Where `TestStrategy1` and `AwesomeStrategy` refer to class names of strategies.
+Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies.
 
 #### Exporting trades to file
 
@@ -103,7 +103,7 @@ The exported trades can be used for [further analysis](#further-backtest-result-
 #### Exporting trades to file specifying a custom filename
 
 ```bash
-freqtrade backtesting --export trades --export-filename=backtest_teststrategy.json
+freqtrade backtesting --export trades --export-filename=backtest_samplestrategy.json
 ```
 
 #### Running backtest with smaller testset

docs/configuration.md

@@ -61,8 +61,9 @@ Mandatory parameters are marked as **Required**.
 | `order_time_in_force` | None | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
 | `exchange.name` |  | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
 | `exchange.sandbox` | false | 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.
-| `exchange.key` | '' | API key to use for the exchange. Only required when you are in production mode.
+| `exchange.key` | '' | API key to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
-| `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode.
+| `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
+| `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 secrete, do not disclose publicly.***
 | `exchange.pair_whitelist` | [] | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)).
 | `exchange.pair_blacklist` | [] | List of pairs the bot must absolutely avoid for trading and backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)).
 | `exchange.ccxt_config` | None | 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)
@@ -76,8 +77,8 @@ Mandatory parameters are marked as **Required**.
 | `pairlist.method` | StaticPairList | Use static or dynamic volume-based pairlist. [More information below](#dynamic-pairlists).
 | `pairlist.config` | None | Additional configuration for dynamic pairlists. [More information below](#dynamic-pairlists).
 | `telegram.enabled` | true | **Required.** Enable or not the usage of Telegram.
-| `telegram.token` | token | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
+| `telegram.token` | token | Your Telegram bot token. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
-| `telegram.chat_id` | chat_id | Your personal Telegram account id. Only required if `telegram.enabled` is `true`.
+| `telegram.chat_id` | chat_id | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
 | `webhook.enabled` | false | Enable usage of Webhook notifications
 | `webhook.url` | false | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
 | `webhook.webhookbuy` | false | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.

docs/data-analysis.md

@@ -139,7 +139,7 @@ You can override strategy settings as demonstrated below.
 # Define some constants
 ticker_interval = "5m"
 # Name of the strategy class
-strategy_name = 'TestStrategy'
+strategy_name = 'SampleStrategy'
 # Path to user data
 user_data_dir = 'user_data'
 # Location of the strategy

docs/requirements-docs.txt

@@ -1 +1 @@
-mkdocs-material==4.4.0
+mkdocs-material==4.4.1

docs/strategy-customization.md

@@ -24,7 +24,7 @@ strategy file will be updated on Github. Put your custom strategy file
 into the directory `user_data/strategies`.
 
 Best copy the test-strategy and modify this copy to avoid having bot-updates override your changes.
-`cp  user_data/strategies/test_strategy.py user_data/strategies/awesome-strategy.py`
+`cp  user_data/strategies/sample_strategy.py user_data/strategies/awesome-strategy.py`
 
 ### Anatomy of a strategy
 
@@ -36,8 +36,8 @@ A strategy file contains all the information needed to build a good strategy:
 - Minimal ROI recommended
 - Stoploss strongly recommended
 
-The bot includes a sample strategy called `TestStrategy` you can update: `user_data/strategies/test_strategy.py`.
+The bot also include a sample strategy called `SampleStrategy` you can update: `user_data/strategies/sample_strategy.py`.
-You can test it with the parameter: `--strategy TestStrategy`
+You can test it with the parameter: `--strategy SampleStrategy`
 
 Additionally, there is an attribute called `INTERFACE_VERSION`, which defines the version of the strategy interface the bot should use.
 The current version is 2 - which is also the default when it's not set explicitly in the strategy.
@@ -48,7 +48,7 @@ Future versions will require this to be set.
 freqtrade --strategy AwesomeStrategy
 ```
 
-**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
+**For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py)
 file as reference.**
 
 !!! Note Strategies and Backtesting
@@ -114,9 +114,8 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
     return dataframe
 ```
 
-
 !!! Note "Want more indicator examples?"
-    Look into the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py).<br/>
+    Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py).
     Then uncomment indicators you need.
 
 ### Buy signal rules
@@ -127,7 +126,7 @@ It's important to always return the dataframe without removing/modifying the col
 
 This will method will also define a new column, `"buy"`, which needs to contain 1 for buys, and 0 for "no action".
 
-Sample from `user_data/strategies/test_strategy.py`:
+Sample from `user_data/strategies/sample_strategy.py`:
 
 ```python
 def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -157,7 +156,7 @@ It's important to always return the dataframe without removing/modifying the col
 
 This will method will also define a new column, `"sell"`, which needs to contain 1 for sells, and 0 for "no action".
 
-Sample from `user_data/strategies/test_strategy.py`:
+Sample from `user_data/strategies/sample_strategy.py`:
 
 ```python
 def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

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
+    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
-    offset = date.timestamp() % timeframe_secs
+                                                  ROUND_DOWN) // 1000
-    # Subtract seconds passed since last offset
-    new_timestamp = date.timestamp() - offset
     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)
+    if not date:
-    timeframe_secs = timeframe_to_seconds(timeframe)
+        date = datetime.now(timezone.utc)
-
+    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
-    # Add one interval to previous candle
+                                                  ROUND_UP) // 1000
-    new_timestamp = prevdate.timestamp() + timeframe_secs
     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 '"
+    assert log_has_re(r"Using resolved strategy SampleStrategy from '"
-                      + tempfile.gettempdir() + r"/.*/TestStrategy\.py'\.\.\.", caplog)
+                      + 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']

requirements-common.txt

@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.18.1068
+ccxt==1.18.1085
 SQLAlchemy==1.3.7
 python-telegram-bot==11.1.0
 arrow==0.14.5

requirements-dev.txt

@@ -7,7 +7,7 @@ flake8==3.7.8
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==2.0.0
 mypy==0.720
-pytest==5.1.0
+pytest==5.1.1
 pytest-asyncio==0.10.0
 pytest-cov==2.7.1
 pytest-mock==1.10.4

requirements.txt

@@ -2,5 +2,5 @@
 -r requirements-common.txt
 
 numpy==1.17.0
-pandas==0.25.0
+pandas==0.25.1
 scipy==1.3.1

setup.py

@@ -45,7 +45,7 @@ setup(name='freqtrade',
       tests_require=['pytest', 'pytest-mock', 'pytest-cov'],
       install_requires=[
           # from requirements-common.txt
-          'ccxt>=1.18',
+          'ccxt>=1.18.1080',
           'SQLAlchemy',
           'python-telegram-bot',
           'arrow',

user_data/notebooks/strategy_analysis_example.ipynb

@@ -52,7 +52,7 @@
     "# Define some constants\n",
     "ticker_interval = \"5m\"\n",
     "# Name of the strategy class\n",
-    "strategy_name = 'TestStrategy'\n",
+    "strategy_name = 'SampleStrategy'\n",
     "# Path to user data\n",
     "user_data_dir = 'user_data'\n",
     "# Location of the strategy\n",

user_data/strategies/sample_strategy.py

@@ -11,10 +11,9 @@ import numpy  # noqa
 
 
 # This class is a sample. Feel free to customize it.
-class TestStrategy(IStrategy):
+class SampleStrategy(IStrategy):
-    __test__ = False  # pytest expects to find tests here because of the name
     """
-    This is a test strategy to inspire you.
+    This is a sample strategy to inspire you.
     More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md
 
     You can: