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laksefest 2017-10-07 05:58:42 +00:00 committed by GitHub
commit 5ef27fa048
39 changed files with 638 additions and 539 deletions
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2
.coveragerc Normal file
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@ -0,0 +1,2 @@
[run]
omit = freqtrade/tests/*

9
.travis.yml
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@ -4,10 +4,6 @@ os:
language: python
python:
- 3.6
- nightly
matrix:
allow_failures:
- python: nightly
addons:
apt:
packages:
@ -19,9 +15,12 @@ install:
- tar zxvf ta-lib-0.4.0-src.tar.gz
- cd ta-lib && ./configure && sudo make && sudo make install && cd ..
- export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
- pip install coveralls
- pip install -r requirements.txt
script:
- python -m unittest
- pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
after_success:
- coveralls
notifications:
slack:
secure: 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

17
Dockerfile
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@ -1,17 +1,20 @@
FROM python:3.6.2
RUN pip install numpy
RUN apt-get update
RUN apt-get -y install build-essential
RUN apt-get -y install build-essential
# Install TA-lib
RUN wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
RUN tar zxvf ta-lib-0.4.0-src.tar.gz
RUN cd ta-lib && ./configure && make && make install
ENV LD_LIBRARY_PATH /usr/local/lib
RUN mkdir -p /freqtrade
# Prepare environment
RUN mkdir /freqtrade
COPY . /freqtrade/
WORKDIR /freqtrade
ADD ./requirements.txt /freqtrade/requirements.txt
RUN pip install -r requirements.txt
ADD . /freqtrade
CMD python main.py
# Install dependencies and execute
RUN pip install -r requirements.txt
RUN pip install -e .
CMD ["freqtrade"]

6
MANIFEST.in Normal file
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@ -0,0 +1,6 @@
include LICENSE
include README.md
include config.json.example
include freqtrade/rpc/*.py
include freqtrade/tests/*.py
include freqtrade/tests/testdata/*.json

12
README.md
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@ -1,6 +1,8 @@
# freqtrade
[![Build Status](https://travis-ci.org/gcarq/freqtrade.svg?branch=develop)](https://travis-ci.org/gcarq/freqtrade)
[![Coverage Status](https://coveralls.io/repos/github/gcarq/freqtrade/badge.svg?branch=develop)](https://coveralls.io/github/gcarq/freqtrade?branch=develop)
Simple High frequency trading bot for crypto currencies.
Currently supports trading on Bittrex exchange.
@ -63,7 +65,8 @@ $ cp config.json.example config.json
$ python -m venv .env
$ source .env/bin/activate
$ pip install -r requirements.txt
$ ./main.py
$ pip install -e .
$ ./freqtrade/main.py
```
There is also an [article](https://www.sales4k.com/blockchain/high-frequency-trading-bot-tutorial/) about how to setup the bot (thanks [@gurghet](https://github.com/gurghet)).
@ -71,7 +74,12 @@ There is also an [article](https://www.sales4k.com/blockchain/high-frequency-tra
#### Execute tests
```
$ python -m unittest
$ pytest
```
This will by default skip the slow running backtest set. To run backtest set:
```
$ BACKTEST=true pytest
```
#### Docker

4
bin/freqtrade Executable file
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@ -0,0 +1,4 @@
#!/usr/bin/env python
from freqtrade.main import main
main()

9
config.json.example
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@ -4,11 +4,12 @@
"stake_amount": 0.05,
"dry_run": false,
"minimal_roi": {
"2880": 0.005,
"720": 0.01,
"0": 0.02
"60": 0.0,
"40": 0.01,
"20": 0.02,
"0": 0.03
},
"stoploss": -0.10,
"stoploss": -0.40,
"bid_strategy": {
"ask_last_balance": 0.0
},

3
freqtrade/__init__.py Normal file
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@ -0,0 +1,3 @@
__version__ = '0.10.0'
from . import main

57
analyze.py → freqtrade/analyze.py
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@ -43,15 +43,20 @@ def parse_ticker_dataframe(ticker: list, minimum_date: arrow.Arrow) -> DataFrame
.sort_values('date')
return df[df['date'].map(arrow.get) > minimum_date]
def populate_indicators(dataframe: DataFrame) -> DataFrame:
"""
Adds several different TA indicators to the given DataFrame
"""
dataframe['ema'] = ta.EMA(dataframe, timeperiod=33)
dataframe['sar'] = ta.SAR(dataframe, 0.02, 0.22)
dataframe['adx'] = ta.ADX(dataframe)
stoch = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch['fastd']
dataframe['fastk'] = stoch['fastk']
dataframe['blower'] = ta.BBANDS(dataframe, nbdevup=2, nbdevdn=2)['lowerband']
dataframe['cci'] = ta.CCI(dataframe, timeperiod=5)
dataframe['sma'] = ta.SMA(dataframe, timeperiod=100)
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=4)
dataframe['mfi'] = ta.MFI(dataframe)
return dataframe
@ -61,26 +66,14 @@ def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
:param dataframe: DataFrame
:return: DataFrame with buy column
"""
prev_sar = dataframe['sar'].shift(1)
prev_close = dataframe['close'].shift(1)
prev_sar2 = dataframe['sar'].shift(2)
prev_close2 = dataframe['close'].shift(2)
# wait for stable turn from bearish to bullish market
dataframe.loc[
(dataframe['close'] > dataframe['sar']) &
(prev_close > prev_sar) &
(prev_close2 < prev_sar2),
'swap'
] = 1
# consider prices above ema to be in upswing
dataframe.loc[dataframe['ema'] <= dataframe['close'], 'upswing'] = 1
dataframe.loc[
(dataframe['upswing'] == 1) &
(dataframe['swap'] == 1) &
(dataframe['adx'] > 25), # adx over 25 tells there's enough momentum
(dataframe['close'] < dataframe['sma']) &
(dataframe['cci'] < -100) &
(dataframe['tema'] <= dataframe['blower']) &
(dataframe['mfi'] < 30) &
(dataframe['fastd'] < 20) &
(dataframe['adx'] > 20),
'buy'] = 1
dataframe.loc[dataframe['buy'] == 1, 'buy_price'] = dataframe['close']
@ -93,9 +86,14 @@ def analyze_ticker(pair: str) -> DataFrame:
add several TA indicators and buy signal to it
:return DataFrame with ticker data and indicator data
"""
minimum_date = arrow.utcnow().shift(hours=-6)
minimum_date = arrow.utcnow().shift(hours=-24)
data = get_ticker(pair, minimum_date)
dataframe = parse_ticker_dataframe(data['result'], minimum_date)
if dataframe.empty:
logger.warning('Empty dataframe for pair %s', pair)
return dataframe
dataframe = populate_indicators(dataframe)
dataframe = populate_buy_trend(dataframe)
return dataframe
@ -107,6 +105,10 @@ def get_buy_signal(pair: str) -> bool:
:return: True if pair is good for buying, False otherwise
"""
dataframe = analyze_ticker(pair)
if dataframe.empty:
return False
latest = dataframe.iloc[-1]
# Check if dataframe is out of date
@ -138,12 +140,13 @@ def plot_dataframe(dataframe: DataFrame, pair: str) -> None:
ax1.plot(dataframe.index.values, dataframe['sar'], 'g_', label='pSAR')
ax1.plot(dataframe.index.values, dataframe['close'], label='close')
# ax1.plot(dataframe.index.values, dataframe['sell'], 'ro', label='sell')
ax1.plot(dataframe.index.values, dataframe['ema'], '--', label='EMA(20)')
ax1.plot(dataframe.index.values, dataframe['buy'], 'bo', label='buy')
ax1.plot(dataframe.index.values, dataframe['sma'], '--', label='SMA')
ax1.plot(dataframe.index.values, dataframe['buy_price'], 'bo', label='buy')
ax1.legend()
ax2.plot(dataframe.index.values, dataframe['adx'], label='ADX')
ax2.plot(dataframe.index.values, [25] * len(dataframe.index.values))
# ax2.plot(dataframe.index.values, dataframe['adx'], label='ADX')
ax2.plot(dataframe.index.values, dataframe['mfi'], label='MFI')
# ax2.plot(dataframe.index.values, [25] * len(dataframe.index.values))
ax2.legend()
# Fine-tune figure; make subplots close to each other and hide x ticks for
@ -156,7 +159,7 @@ def plot_dataframe(dataframe: DataFrame, pair: str) -> None:
if __name__ == '__main__':
# Install PYQT5==5.9 manually if you want to test this helper function
while True:
test_pair = 'BTC_ANT'
test_pair = 'BTC_ETH'
#for pair in ['BTC_ANT', 'BTC_ETH', 'BTC_GNT', 'BTC_ETC']:
# get_buy_signal(pair)
plot_dataframe(analyze_ticker(test_pair), test_pair)

15
exchange.py → freqtrade/exchange.py
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@ -39,11 +39,20 @@ def init(config: dict) -> None:
raise RuntimeError('No exchange specified. Aborting!')
# Check if all pairs are available
validate_pairs(config[EXCHANGE.name.lower()]['pair_whitelist'])
def validate_pairs(pairs: List[str]) -> None:
"""
Checks if all given pairs are tradable on the current exchange.
Raises RuntimeError if one pair is not available.
:param pairs: list of pairs
:return: None
"""
markets = get_markets()
exchange_name = EXCHANGE.name.lower()
for pair in config[exchange_name]['pair_whitelist']:
for pair in pairs:
if pair not in markets:
raise RuntimeError('Pair {} is not available at {}'.format(pair, exchange_name))
raise RuntimeError('Pair {} is not available at {}'.format(pair, EXCHANGE.name.lower()))
def buy(pair: str, rate: float, amount: float) -> str:

41
main.py → freqtrade/main.py
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@ -6,24 +6,19 @@ import traceback
from datetime import datetime
from typing import Dict, Optional
import copy
from jsonschema import validate
import exchange
import persistence
from persistence import Trade
from analyze import get_buy_signal
from misc import CONF_SCHEMA, get_state, State, update_state
from rpc import telegram
from freqtrade import exchange, persistence, __version__
from freqtrade.analyze import get_buy_signal
from freqtrade.misc import State, update_state, get_state, CONF_SCHEMA
from freqtrade.persistence import Trade
from freqtrade.rpc import telegram
logging.basicConfig(level=logging.DEBUG,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
logger = logging.getLogger(__name__)
__author__ = "gcarq"
__copyright__ = "gcarq 2017"
__license__ = "GPLv3"
__version__ = "0.10.0"
_CONF = {}
@ -94,10 +89,7 @@ def execute_sell(trade: Trade, current_rate: float) -> None:
# Get available balance
currency = trade.pair.split('_')[1]
balance = exchange.get_balance(currency)
whitelist = _CONF[trade.exchange.name.lower()]['pair_whitelist']
profit = trade.exec_sell_order(current_rate, balance)
whitelist.append(trade.pair)
message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
trade.exchange.name,
trade.pair.replace('_', '/'),
@ -166,7 +158,7 @@ def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[
:param _exchange: exchange to use
"""
logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
whitelist = _CONF[_exchange.name.lower()]['pair_whitelist']
whitelist = copy.deepcopy(_CONF[_exchange.name.lower()]['pair_whitelist'])
# Check if stake_amount is fulfilled
if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
raise ValueError(
@ -174,11 +166,7 @@ def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[
)
# Remove currently opened and latest pairs from whitelist
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
latest_trade = Trade.query.filter(Trade.is_open.is_(False)).order_by(Trade.id.desc()).first()
if latest_trade:
trades.append(latest_trade)
for trade in trades:
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
if trade.pair in whitelist:
whitelist.remove(trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair)
@ -238,7 +226,7 @@ def init(config: dict, db_url: Optional[str] = None) -> None:
def app(config: dict) -> None:
"""
Main function which handles the application state
Main loop which handles the application state
:param config: config as dict
:return: None
"""
@ -269,8 +257,17 @@ def app(config: dict) -> None:
telegram.send_msg('*Status:* `Trader has stopped`')
if __name__ == '__main__':
def main():
"""
Loads and validates the config and starts the main loop
:return: None
"""
global _CONF
with open('config.json') as file:
_CONF = json.load(file)
validate(_CONF, CONF_SCHEMA)
app(_CONF)
if __name__ == '__main__':
main()

0
misc.py → freqtrade/misc.py
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4
persistence.py → freqtrade/persistence.py
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@ -5,11 +5,9 @@ from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create
from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy.orm.scoping import scoped_session
from sqlalchemy.orm.session import sessionmaker
from sqlalchemy.types import Enum
import exchange
from freqtrade import exchange
_CONF = {}

0
rpc/__init__.py → freqtrade/rpc/__init__.py
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14
rpc/telegram.py → freqtrade/rpc/telegram.py
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@ -4,14 +4,13 @@ from typing import Callable, Any
import arrow
from sqlalchemy import and_, func, text
from telegram import ParseMode, Bot, Update
from telegram.error import NetworkError
from telegram.ext import CommandHandler, Updater
from telegram import ParseMode, Bot, Update
from misc import get_state, State, update_state
from persistence import Trade
import exchange
from freqtrade import exchange
from freqtrade.misc import get_state, State, update_state
from freqtrade.persistence import Trade
# Remove noisy log messages
logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO)
@ -31,9 +30,12 @@ def init(config: dict) -> None:
:return: None
"""
global _updater
_updater = Updater(token=config['telegram']['token'], workers=0)
_CONF.update(config)
if not _CONF['telegram']['enabled']:
return
_updater = Updater(token=config['telegram']['token'], workers=0)
# Register command handler and start telegram message polling
handles = [

0
test/__init__.py → freqtrade/tests/__init__.py
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47
freqtrade/tests/test_analyze.py Normal file
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@ -0,0 +1,47 @@
# pragma pylint: disable=missing-docstring
import pytest
import arrow
from pandas import DataFrame
from freqtrade.analyze import parse_ticker_dataframe, populate_buy_trend, populate_indicators, \
get_buy_signal
RESULT_BITTREX = {
'success': True,
'message': '',
'result': [
{'O': 0.00065311, 'H': 0.00065311, 'L': 0.00065311, 'C': 0.00065311, 'V': 22.17210568, 'T': '2017-08-30T10:40:00', 'BV': 0.01448082},
{'O': 0.00066194, 'H': 0.00066195, 'L': 0.00066194, 'C': 0.00066195, 'V': 33.4727437, 'T': '2017-08-30T10:34:00', 'BV': 0.02215696},
{'O': 0.00065311, 'H': 0.00065311, 'L': 0.00065311, 'C': 0.00065311, 'V': 53.85127609, 'T': '2017-08-30T10:37:00', 'BV': 0.0351708},
{'O': 0.00066194, 'H': 0.00066194, 'L': 0.00065311, 'C': 0.00065311, 'V': 46.29210665, 'T': '2017-08-30T10:42:00', 'BV': 0.03063118},
]
}
@pytest.fixture
def result():
return parse_ticker_dataframe(RESULT_BITTREX['result'], arrow.get('2017-08-30T10:00:00'))
def test_dataframe_has_correct_columns(result):
assert result.columns.tolist() == \
['close', 'high', 'low', 'open', 'date', 'volume']
def test_orders_by_date(result):
assert result['date'].tolist() == \
['2017-08-30T10:34:00',
'2017-08-30T10:37:00',
'2017-08-30T10:40:00',
'2017-08-30T10:42:00']
def test_populates_buy_trend(result):
dataframe = populate_buy_trend(populate_indicators(result))
assert 'buy' in dataframe.columns
assert 'buy_price' in dataframe.columns
def test_returns_latest_buy_signal(mocker):
buydf = DataFrame([{'buy': 1, 'date': arrow.utcnow()}])
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=buydf)
assert get_buy_signal('BTC-ETH')
buydf = DataFrame([{'buy': 0, 'date': arrow.utcnow()}])
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=buydf)
assert not get_buy_signal('BTC-ETH')

77
freqtrade/tests/test_backtesting.py Normal file
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@ -0,0 +1,77 @@
# pragma pylint: disable=missing-docstring
import json
import logging
import os
import pytest
import arrow
from pandas import DataFrame
from freqtrade.analyze import analyze_ticker
from freqtrade.main import should_sell
from freqtrade.persistence import Trade
logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
def print_results(results):
print('Made {} buys. Average profit {:.2f}%. Total profit was {:.3f}. Average duration {:.1f} mins.'.format(
len(results.index),
results.profit.mean() * 100.0,
results.profit.sum(),
results.duration.mean()*5
))
@pytest.fixture
def pairs():
return ['btc-neo', 'btc-eth', 'btc-omg', 'btc-edg', 'btc-pay',
'btc-pivx', 'btc-qtum', 'btc-mtl', 'btc-etc', 'btc-ltc']
@pytest.fixture
def conf():
return {
"minimal_roi": {
"60": 0.0,
"40": 0.01,
"20": 0.02,
"0": 0.03
},
"stoploss": -0.40
}
@pytest.mark.skipif(not os.environ.get('BACKTEST', False), reason="BACKTEST not set")
def test_backtest(conf, pairs, mocker):
trades = []
mocker.patch.dict('freqtrade.main._CONF', conf)
for pair in pairs:
with open('freqtrade/tests/testdata/'+pair+'.json') as data_file:
data = json.load(data_file)
mocker.patch('freqtrade.analyze.get_ticker', return_value=data)
mocker.patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00'))
ticker = analyze_ticker(pair)
# for each buy point
for index, row in ticker[ticker.buy == 1].iterrows():
trade = Trade(
open_rate=row['close'],
open_date=arrow.get(row['date']).datetime,
amount=1,
)
# calculate win/lose forwards from buy point
for index2, row2 in ticker[index:].iterrows():
if should_sell(trade, row2['close'], arrow.get(row2['date']).datetime):
current_profit = (row2['close'] - trade.open_rate) / trade.open_rate
trades.append((pair, current_profit, index2 - index))
break
labels = ['currency', 'profit', 'duration']
results = DataFrame.from_records(trades, columns=labels)
print('====================== BACKTESTING REPORT ================================')
for pair in pairs:
print('For currency {}:'.format(pair))
print_results(results[results.currency == pair])
print('TOTAL OVER ALL TRADES:')
print_results(results)

126
freqtrade/tests/test_main.py Normal file
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@ -0,0 +1,126 @@
# pragma pylint: disable=missing-docstring
import copy
from unittest.mock import MagicMock, call
import pytest
from jsonschema import validate
from freqtrade import exchange
from freqtrade.exchange import validate_pairs
from freqtrade.main import create_trade, handle_trade, close_trade_if_fulfilled, init, \
get_target_bid
from freqtrade.misc import CONF_SCHEMA
from freqtrade.persistence import Trade
@pytest.fixture
def conf():
configuration = {
"max_open_trades": 3,
"stake_currency": "BTC",
"stake_amount": 0.05,
"dry_run": True,
"minimal_roi": {
"2880": 0.005,
"720": 0.01,
"0": 0.02
},
"bid_strategy": {
"ask_last_balance": 0.0
},
"bittrex": {
"enabled": True,
"key": "key",
"secret": "secret",
"pair_whitelist": [
"BTC_ETH",
"BTC_TKN",
"BTC_TRST",
"BTC_SWT",
]
},
"telegram": {
"enabled": True,
"token": "token",
"chat_id": "chat_id"
}
}
validate(configuration, CONF_SCHEMA)
return configuration
def test_create_trade(conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
buy_signal = mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True)
mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id'))
# Save state of current whitelist
whitelist = copy.deepcopy(conf['bittrex']['pair_whitelist'])
init(conf, 'sqlite://')
for pair in ['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT']:
trade = create_trade(15.0, exchange.Exchange.BITTREX)
Trade.session.add(trade)
Trade.session.flush()
assert trade is not None
assert trade.open_rate == 0.072661
assert trade.pair == pair
assert trade.exchange == exchange.Exchange.BITTREX
assert trade.amount == 206.43811673387373
assert trade.stake_amount == 15.0
assert trade.is_open
assert trade.open_date is not None
assert whitelist == conf['bittrex']['pair_whitelist']
buy_signal.assert_has_calls(
[call('BTC_ETH'), call('BTC_TKN'), call('BTC_TRST'), call('BTC_SWT')]
)
def test_handle_trade(conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.17256061,
'ask': 0.172661,
'last': 0.17256061
}),
buy=MagicMock(return_value='mocked_order_id'))
trade = Trade.query.filter(Trade.is_open.is_(True)).first()
assert trade
handle_trade(trade)
assert trade.close_rate == 0.17256061
assert trade.close_profit == 137.4872490056564
assert trade.close_date is not None
assert trade.open_order_id == 'dry_run'
def test_close_trade(conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
trade = Trade.query.filter(Trade.is_open.is_(True)).first()
assert trade
# Simulate that there is no open order
trade.open_order_id = None
closed = close_trade_if_fulfilled(trade)
assert closed
assert not trade.is_open
def test_balance_fully_ask_side(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 0.0}})
assert get_target_bid({'ask': 20, 'last': 10}) == 20
def test_balance_fully_last_side(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
assert get_target_bid({'ask': 20, 'last': 10}) == 10
def test_balance_when_last_bigger_than_ask(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
assert get_target_bid({'ask': 5, 'last': 10}) == 5

20
freqtrade/tests/test_persistence.py Normal file
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# pragma pylint: disable=missing-docstring
from freqtrade.exchange import Exchange
from freqtrade.persistence import Trade
def test_exec_sell_order(mocker):
api_mock = mocker.patch('freqtrade.main.exchange.sell', side_effect='mocked_order_id')
trade = Trade(
pair='BTC_ETH',
stake_amount=1.00,
open_rate=0.50,
amount=10.00,
exchange=Exchange.BITTREX,
open_order_id='mocked'
)
profit = trade.exec_sell_order(1.00, 10.00)
api_mock.assert_called_once_with('BTC_ETH', 1.0, 10.0)
assert profit == 100.0
assert trade.close_rate == 1.0
assert trade.close_profit == profit
assert trade.close_date is not None

199
freqtrade/tests/test_telegram.py Normal file
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# pragma pylint: disable=missing-docstring
from datetime import datetime
from unittest.mock import MagicMock
import pytest
from jsonschema import validate
from telegram import Bot, Update, Message, Chat
from freqtrade import exchange
from freqtrade.main import init, create_trade
from freqtrade.misc import update_state, State, get_state, CONF_SCHEMA
from freqtrade.persistence import Trade
from freqtrade.rpc.telegram import _status, _profit, _forcesell, _performance, _start, _stop
@pytest.fixture
def conf():
configuration = {
"max_open_trades": 3,
"stake_currency": "BTC",
"stake_amount": 0.05,
"dry_run": True,
"minimal_roi": {
"2880": 0.005,
"720": 0.01,
"0": 0.02
},
"bid_strategy": {
"ask_last_balance": 0.0
},
"bittrex": {
"enabled": True,
"key": "key",
"secret": "secret",
"pair_whitelist": [
"BTC_ETH"
]
},
"telegram": {
"enabled": True,
"token": "token",
"chat_id": "0"
},
"initial_state": "running"
}
validate(configuration, CONF_SCHEMA)
return configuration
@pytest.fixture
def update():
_update = Update(0)
_update.message = Message(0, 0, datetime.utcnow(), Chat(0, 0))
return _update
class MagicBot(MagicMock, Bot):
pass
def test_status_handle(conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True)
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id'))
init(conf, 'sqlite://')
# Create some test data
trade = create_trade(15.0, exchange.Exchange.BITTREX)
assert trade
Trade.session.add(trade)
Trade.session.flush()
_status(bot=MagicBot(), update=update)
assert msg_mock.call_count == 2
assert '[BTC_ETH]' in msg_mock.call_args_list[-1][0][0]
def test_profit_handle(conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True)
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id'))
init(conf, 'sqlite://')
# Create some test data
trade = create_trade(15.0, exchange.Exchange.BITTREX)
assert trade
trade.close_rate = 0.07256061
trade.close_profit = 100.00
trade.close_date = datetime.utcnow()
trade.open_order_id = None
trade.is_open = False
Trade.session.add(trade)
Trade.session.flush()
_profit(bot=MagicBot(), update=update)
assert msg_mock.call_count == 2
assert '(100.00%)' in msg_mock.call_args_list[-1][0][0]
def test_forcesell_handle(conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True)
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id'))
init(conf, 'sqlite://')
# Create some test data
trade = create_trade(15.0, exchange.Exchange.BITTREX)
assert trade
Trade.session.add(trade)
Trade.session.flush()
update.message.text = '/forcesell 1'
_forcesell(bot=MagicBot(), update=update)
assert msg_mock.call_count == 2
assert 'Selling [BTC/ETH]' in msg_mock.call_args_list[-1][0][0]
assert '0.072561' in msg_mock.call_args_list[-1][0][0]
def test_performance_handle(conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True)
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id'))
init(conf, 'sqlite://')
# Create some test data
trade = create_trade(15.0, exchange.Exchange.BITTREX)
assert trade
trade.close_rate = 0.07256061
trade.close_profit = 100.00
trade.close_date = datetime.utcnow()
trade.open_order_id = None
trade.is_open = False
Trade.session.add(trade)
Trade.session.flush()
_performance(bot=MagicBot(), update=update)
assert msg_mock.call_count == 2
assert 'Performance' in msg_mock.call_args_list[-1][0][0]
assert 'BTC_ETH 100.00%' in msg_mock.call_args_list[-1][0][0]
def test_start_handle(conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
mocker.patch.multiple('freqtrade.main.exchange', _CONF=conf, init=MagicMock())
init(conf, 'sqlite://')
update_state(State.STOPPED)
assert get_state() == State.STOPPED
_start(bot=MagicBot(), update=update)
assert get_state() == State.RUNNING
assert msg_mock.call_count == 0
def test_stop_handle(conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
mocker.patch.multiple('freqtrade.main.exchange', _CONF=conf, init=MagicMock())
init(conf, 'sqlite://')
update_state(State.RUNNING)
assert get_state() == State.RUNNING
_stop(bot=MagicBot(), update=update)
assert get_state() == State.STOPPED
assert msg_mock.call_count == 1
assert 'Stopping trader' in msg_mock.call_args_list[0][0][0]

0
test/testdata/btc-edg.json → freqtrade/tests/testdata/btc-edg.json vendored
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0
test/testdata/btc-etc.json → freqtrade/tests/testdata/btc-etc.json vendored
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0
test/testdata/btc-eth.json → freqtrade/tests/testdata/btc-eth.json vendored
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0
test/testdata/btc-ltc.json → freqtrade/tests/testdata/btc-ltc.json vendored
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0
test/testdata/btc-mtl.json → freqtrade/tests/testdata/btc-mtl.json vendored
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0
test/testdata/btc-neo.json → freqtrade/tests/testdata/btc-neo.json vendored
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0
test/testdata/btc-omg.json → freqtrade/tests/testdata/btc-omg.json vendored
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0
test/testdata/btc-pay.json → freqtrade/tests/testdata/btc-pay.json vendored
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0
test/testdata/btc-pivx.json → freqtrade/tests/testdata/btc-pivx.json vendored
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0
test/testdata/btc-qtum.json → freqtrade/tests/testdata/btc-qtum.json vendored
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12
requirements.txt
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@ -1,14 +1,20 @@
-e git+https://github.com/ericsomdahl/python-bittrex.git#egg=python-bittrex
-e git+https://github.com/ericsomdahl/python-bittrex.git@d7033d0#egg=python-bittrex
SQLAlchemy==1.1.13
python-telegram-bot==7.0.1
python-telegram-bot==8.0
arrow==0.10.0
requests==2.18.4
urllib3==1.22
wrapt==1.10.11
pandas==0.20.3
matplotlib==2.0.2
scikit-learn==0.19.0
scipy==0.19.1
jsonschema==2.6.0
numpy==1.13.3
TA-Lib==0.4.10
pytest==3.2.2
pytest-mock==1.6.3
pytest-cov==2.5.1
# Required for plotting data
#matplotlib==2.0.2
#PYQT5==5.9

5
setup.cfg Normal file
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[aliases]
test=pytest
[tool:pytest]
addopts = --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/

41
setup.py Normal file
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from setuptools import setup
from freqtrade import __version__
setup(name='freqtrade',
version=__version__,
description='Simple High Frequency Trading Bot for crypto currencies',
url='https://github.com/gcarq/freqtrade',
author='gcarq and contributors',
author_email='michael.egger@tsn.at',
license='GPLv3',
packages=['freqtrade'],
scripts=['bin/freqtrade'],
setup_requires=['pytest-runner'],
tests_require=['pytest', 'pytest-mock', 'pytest-cov'],
install_requires=[
'python-bittrex==0.1.3',
'SQLAlchemy==1.1.13',
'python-telegram-bot==8.0',
'arrow==0.10.0',
'requests==2.18.4',
'urllib3==1.22',
'wrapt==1.10.11',
'pandas==0.20.3',
'scikit-learn==0.19.0',
'scipy==0.19.1',
'jsonschema==2.6.0',
'TA-Lib==0.4.10',
],
dependency_links=[
"git+https://github.com/ericsomdahl/python-bittrex.git@d7033d0#egg=python-bittrex-0.1.3"
],
include_package_data=True,
zip_safe=False,
classifiers=[
'Programming Language :: Python :: 3.6',
'License :: OSI Approved :: GNU General Public License v3 (GPLv3)',
'Topic :: Office/Business :: Financial :: Investment',
'Intended Audience :: Science/Research',
])

49
test/test_analyze.py
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@ -1,49 +0,0 @@
# pragma pylint: disable=missing-docstring
import unittest
from unittest.mock import patch
from pandas import DataFrame
import arrow
from analyze import parse_ticker_dataframe, populate_buy_trend, populate_indicators, analyze_ticker, get_buy_signal
RESULT_BITTREX = {
'success': True,
'message': '',
'result': [
{'O': 0.00065311, 'H': 0.00065311, 'L': 0.00065311, 'C': 0.00065311, 'V': 22.17210568, 'T': '2017-08-30T10:40:00', 'BV': 0.01448082},
{'O': 0.00066194, 'H': 0.00066195, 'L': 0.00066194, 'C': 0.00066195, 'V': 33.4727437, 'T': '2017-08-30T10:34:00', 'BV': 0.02215696},
{'O': 0.00065311, 'H': 0.00065311, 'L': 0.00065311, 'C': 0.00065311, 'V': 53.85127609, 'T': '2017-08-30T10:37:00', 'BV': 0.0351708},
{'O': 0.00066194, 'H': 0.00066194, 'L': 0.00065311, 'C': 0.00065311, 'V': 46.29210665, 'T': '2017-08-30T10:42:00', 'BV': 0.03063118},
]
}
class TestAnalyze(unittest.TestCase):
def setUp(self):
self.result = parse_ticker_dataframe(RESULT_BITTREX['result'], arrow.get('2017-08-30T10:00:00'))
def test_1_dataframe_has_correct_columns(self):
self.assertEqual(self.result.columns.tolist(),
['close', 'high', 'low', 'open', 'date', 'volume'])
def test_2_orders_by_date(self):
self.assertEqual(self.result['date'].tolist(),
['2017-08-30T10:34:00',
'2017-08-30T10:37:00',
'2017-08-30T10:40:00',
'2017-08-30T10:42:00'])
def test_3_populates_buy_trend(self):
dataframe = populate_buy_trend(populate_indicators(self.result))
self.assertTrue('buy' in dataframe.columns)
self.assertTrue('buy_price' in dataframe.columns)
def test_4_returns_latest_buy_signal(self):
buydf = DataFrame([{'buy': 1, 'date': arrow.utcnow()}])
with patch('analyze.analyze_ticker', return_value=buydf):
self.assertEqual(get_buy_signal('BTC-ETH'), True)
buydf = DataFrame([{'buy': 0, 'date': arrow.utcnow()}])
with patch('analyze.analyze_ticker', return_value=buydf):
self.assertEqual(get_buy_signal('BTC-ETH'), False)
if __name__ == '__main__':
unittest.main()

71
test/test_backtesting.py
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@ -1,71 +0,0 @@
# pragma pylint: disable=missing-docstring
import unittest
from unittest.mock import patch
import os
import json
import logging
import arrow
from pandas import DataFrame
from analyze import analyze_ticker
from persistence import Trade
from main import should_sell
def print_results(results):
print('Made {} buys. Average profit {:.1f}%. Total profit was {:.3f}. Average duration {:.1f} mins.'.format(
len(results.index),
results.profit.mean() * 100.0,
results.profit.sum(),
results.duration.mean()*5
))
class TestMain(unittest.TestCase):
pairs = ['btc-neo', 'btc-eth', 'btc-omg', 'btc-edg', 'btc-pay', 'btc-pivx', 'btc-qtum', 'btc-mtl', 'btc-etc', 'btc-ltc']
conf = {
"minimal_roi": {
"2880": 0.005,
"720": 0.01,
"0": 0.02
},
"stoploss": -0.10
}
@classmethod
def setUpClass(cls):
logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
@unittest.skipIf(not os.environ.get('BACKTEST', False), "slow, should be run manually")
def test_backtest(self):
trades = []
with patch.dict('main._CONF', self.conf):
for pair in self.pairs:
with open('test/testdata/'+pair+'.json') as data_file:
data = json.load(data_file)
with patch('analyze.get_ticker', return_value=data):
with patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00')):
ticker = analyze_ticker(pair)
# for each buy point
for index, row in ticker[ticker.buy == 1].iterrows():
trade = Trade(
open_rate=row['close'],
open_date=arrow.get(row['date']).datetime,
amount=1,
)
# calculate win/lose forwards from buy point
for index2, row2 in ticker[index:].iterrows():
if should_sell(trade, row2['close'], arrow.get(row2['date']).datetime):
current_profit = (row2['close'] - trade.open_rate) / trade.open_rate
trades.append((pair, current_profit, index2 - index))
break
labels = ['currency', 'profit', 'duration']
results = DataFrame.from_records(trades, columns=labels)
print('====================== BACKTESTING REPORT ================================')
for pair in self.pairs:
print('For currency {}:'.format(pair))
print_results(results[results.currency == pair])
print('TOTAL OVER ALL TRADES:')
print_results(results)

114
test/test_main.py
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@ -1,114 +0,0 @@
import unittest
from unittest.mock import patch, MagicMock
from jsonschema import validate
import exchange
from main import create_trade, handle_trade, close_trade_if_fulfilled, init, get_target_bid
from misc import CONF_SCHEMA
from persistence import Trade
class TestMain(unittest.TestCase):
conf = {
"max_open_trades": 3,
"stake_currency": "BTC",
"stake_amount": 0.05,
"dry_run": True,
"minimal_roi": {
"2880": 0.005,
"720": 0.01,
"0": 0.02
},
"bid_strategy": {
"ask_last_balance": 0.0
},
"bittrex": {
"enabled": True,
"key": "key",
"secret": "secret",
"pair_whitelist": [
"BTC_ETH"
]
},
"telegram": {
"enabled": True,
"token": "token",
"chat_id": "chat_id"
}
}
def test_1_create_trade(self):
with patch.dict('main._CONF', self.conf):
with patch('main.get_buy_signal', side_effect=lambda _: True) as buy_signal:
with patch.multiple('main.telegram', init=MagicMock(), send_msg=MagicMock()):
with patch.multiple('main.exchange',
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id')):
init(self.conf, 'sqlite://')
trade = create_trade(15.0, exchange.Exchange.BITTREX)
Trade.session.add(trade)
Trade.session.flush()
self.assertIsNotNone(trade)
self.assertEqual(trade.open_rate, 0.072661)
self.assertEqual(trade.pair, 'BTC_ETH')
self.assertEqual(trade.exchange, exchange.Exchange.BITTREX)
self.assertEqual(trade.amount, 206.43811673387373)
self.assertEqual(trade.stake_amount, 15.0)
self.assertEqual(trade.is_open, True)
self.assertIsNotNone(trade.open_date)
buy_signal.assert_called_once_with('BTC_ETH')
def test_2_handle_trade(self):
with patch.dict('main._CONF', self.conf):
with patch.multiple('main.telegram', init=MagicMock(), send_msg=MagicMock()):
with patch.multiple('main.exchange',
get_ticker=MagicMock(return_value={
'bid': 0.17256061,
'ask': 0.172661,
'last': 0.17256061
}),
buy=MagicMock(return_value='mocked_order_id')):
trade = Trade.query.filter(Trade.is_open.is_(True)).first()
self.assertTrue(trade)
handle_trade(trade)
self.assertEqual(trade.close_rate, 0.17256061)
self.assertEqual(trade.close_profit, 137.4872490056564)
self.assertIsNotNone(trade.close_date)
self.assertEqual(trade.open_order_id, 'dry_run')
def test_3_close_trade(self):
with patch.dict('main._CONF', self.conf):
trade = Trade.query.filter(Trade.is_open.is_(True)).first()
self.assertTrue(trade)
# Simulate that there is no open order
trade.open_order_id = None
closed = close_trade_if_fulfilled(trade)
self.assertTrue(closed)
self.assertEqual(trade.is_open, False)
def test_balance_fully_ask_side(self):
with patch.dict('main._CONF', {'bid_strategy': {'ask_last_balance': 0.0}}):
self.assertEqual(get_target_bid({'ask': 20, 'last': 10}), 20)
def test_balance_fully_last_side(self):
with patch.dict('main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}}):
self.assertEqual(get_target_bid({'ask': 20, 'last': 10}), 10)
def test_balance_when_last_bigger_than_ask(self):
with patch.dict('main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}}):
self.assertEqual(get_target_bid({'ask': 5, 'last': 10}), 5)
@classmethod
def setUpClass(cls):
validate(cls.conf, CONF_SCHEMA)
if __name__ == '__main__':
unittest.main()

28
test/test_persistence.py
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@ -1,28 +0,0 @@
import unittest
from unittest.mock import patch
from exchange import Exchange
from persistence import Trade
class TestTrade(unittest.TestCase):
def test_1_exec_sell_order(self):
with patch('main.exchange.sell', side_effect='mocked_order_id') as api_mock:
trade = Trade(
pair='BTC_ETH',
stake_amount=1.00,
open_rate=0.50,
amount=10.00,
exchange=Exchange.BITTREX,
open_order_id='mocked'
)
profit = trade.exec_sell_order(1.00, 10.00)
api_mock.assert_called_once_with('BTC_ETH', 1.0, 10.0)
self.assertEqual(profit, 100.0)
self.assertEqual(trade.close_rate, 1.0)
self.assertEqual(trade.close_profit, profit)
self.assertIsNotNone(trade.close_date)
if __name__ == '__main__':
unittest.main()

195
test/test_telegram.py
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@ -1,195 +0,0 @@
import unittest
from unittest.mock import patch, MagicMock
from datetime import datetime
from jsonschema import validate
from telegram import Bot, Update, Message, Chat
import exchange
from main import init, create_trade
from misc import CONF_SCHEMA, update_state, State, get_state
from persistence import Trade
from rpc.telegram import _status, _profit, _forcesell, _performance, _start, _stop
class MagicBot(MagicMock, Bot):
pass
class TestTelegram(unittest.TestCase):
conf = {
"max_open_trades": 3,
"stake_currency": "BTC",
"stake_amount": 0.05,
"dry_run": True,
"minimal_roi": {
"2880": 0.005,
"720": 0.01,
"0": 0.02
},
"bid_strategy": {
"ask_last_balance": 0.0
},
"bittrex": {
"enabled": True,
"key": "key",
"secret": "secret",
"pair_whitelist": [
"BTC_ETH"
]
},
"telegram": {
"enabled": True,
"token": "token",
"chat_id": "0"
},
"initial_state": "running"
}
def test_1_status_handle(self):
with patch.dict('main._CONF', self.conf):
with patch('main.get_buy_signal', side_effect=lambda _: True):
msg_mock = MagicMock()
with patch.multiple('main.telegram', _CONF=self.conf, init=MagicMock(), send_msg=msg_mock):
with patch.multiple('main.exchange',
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id')):
init(self.conf, 'sqlite://')
# Create some test data
trade = create_trade(15.0, exchange.Exchange.BITTREX)
self.assertTrue(trade)
Trade.session.add(trade)
Trade.session.flush()
_status(bot=MagicBot(), update=self.update)
self.assertEqual(msg_mock.call_count, 2)
self.assertIn('[BTC_ETH]', msg_mock.call_args_list[-1][0][0])
def test_2_profit_handle(self):
with patch.dict('main._CONF', self.conf):
with patch('main.get_buy_signal', side_effect=lambda _: True):
msg_mock = MagicMock()
with patch.multiple('main.telegram', _CONF=self.conf, init=MagicMock(), send_msg=msg_mock):
with patch.multiple('main.exchange',
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id')):
init(self.conf, 'sqlite://')
# Create some test data
trade = create_trade(15.0, exchange.Exchange.BITTREX)
self.assertTrue(trade)
trade.close_rate = 0.07256061
trade.close_profit = 100.00
trade.close_date = datetime.utcnow()
trade.open_order_id = None
trade.is_open = False
Trade.session.add(trade)
Trade.session.flush()
_profit(bot=MagicBot(), update=self.update)
self.assertEqual(msg_mock.call_count, 2)
self.assertIn('(100.00%)', msg_mock.call_args_list[-1][0][0])
def test_3_forcesell_handle(self):
with patch.dict('main._CONF', self.conf):
with patch('main.get_buy_signal', side_effect=lambda _: True):
msg_mock = MagicMock()
with patch.multiple('main.telegram', _CONF=self.conf, init=MagicMock(), send_msg=msg_mock):
with patch.multiple('main.exchange',
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id')):
init(self.conf, 'sqlite://')
# Create some test data
trade = create_trade(15.0, exchange.Exchange.BITTREX)
self.assertTrue(trade)
Trade.session.add(trade)
Trade.session.flush()
self.update.message.text = '/forcesell 1'
_forcesell(bot=MagicBot(), update=self.update)
self.assertEqual(msg_mock.call_count, 2)
self.assertIn('Selling [BTC/ETH]', msg_mock.call_args_list[-1][0][0])
self.assertIn('0.072561', msg_mock.call_args_list[-1][0][0])
def test_4_performance_handle(self):
with patch.dict('main._CONF', self.conf):
with patch('main.get_buy_signal', side_effect=lambda _: True):
msg_mock = MagicMock()
with patch.multiple('main.telegram', _CONF=self.conf, init=MagicMock(), send_msg=msg_mock):
with patch.multiple('main.exchange',
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
}),
buy=MagicMock(return_value='mocked_order_id')):
init(self.conf, 'sqlite://')
# Create some test data
trade = create_trade(15.0, exchange.Exchange.BITTREX)
self.assertTrue(trade)
trade.close_rate = 0.07256061
trade.close_profit = 100.00
trade.close_date = datetime.utcnow()
trade.open_order_id = None
trade.is_open = False
Trade.session.add(trade)
Trade.session.flush()
_performance(bot=MagicBot(), update=self.update)
self.assertEqual(msg_mock.call_count, 2)
self.assertIn('Performance', msg_mock.call_args_list[-1][0][0])
self.assertIn('BTC_ETH 100.00%', msg_mock.call_args_list[-1][0][0])
def test_5_start_handle(self):
with patch.dict('main._CONF', self.conf):
msg_mock = MagicMock()
with patch.multiple('main.telegram', _CONF=self.conf, init=MagicMock(), send_msg=msg_mock):
init(self.conf, 'sqlite://')
update_state(State.STOPPED)
self.assertEqual(get_state(), State.STOPPED)
_start(bot=MagicBot(), update=self.update)
self.assertEqual(get_state(), State.RUNNING)
self.assertEqual(msg_mock.call_count, 0)
def test_6_stop_handle(self):
with patch.dict('main._CONF', self.conf):
msg_mock = MagicMock()
with patch.multiple('main.telegram', _CONF=self.conf, init=MagicMock(), send_msg=msg_mock):
init(self.conf, 'sqlite://')
update_state(State.RUNNING)
self.assertEqual(get_state(), State.RUNNING)
_stop(bot=MagicBot(), update=self.update)
self.assertEqual(get_state(), State.STOPPED)
self.assertEqual(msg_mock.call_count, 1)
self.assertIn('Stopping trader', msg_mock.call_args_list[0][0][0])
def setUp(self):
self.update = Update(0)
self.update.message = Message(0, 0, datetime.utcnow(), Chat(0, 0))
@classmethod
def setUpClass(cls):
validate(cls.conf, CONF_SCHEMA)
if __name__ == '__main__':
unittest.main()