Merge branch 'master' of https://github.com/gcarq/freqtrade
This commit is contained in:
commit
5f07e8aaff
9
Dockerfile
Normal file
9
Dockerfile
Normal file
@ -0,0 +1,9 @@
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FROM python:3.6.2
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RUN mkdir -p /freqtrade
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WORKDIR /freqtrade
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ADD ./requirements.txt /freqtrade/requirements.txt
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RUN pip install -r requirements.txt
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ADD . /freqtrade
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CMD python main.py
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@ -51,3 +51,11 @@ $ source .env/bin/activate
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$ pip install -r requirements.txt
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$ pip install -r requirements.txt
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$ ./main.py
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$ ./main.py
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```
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```
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#### Docker
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```
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$ cd freqtrade
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$ docker build -t freqtrade .
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$ docker run --rm -it freqtrade
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```
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12
analyze.py
12
analyze.py
@ -1,7 +1,7 @@
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import time
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import time
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from datetime import timedelta
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from datetime import timedelta
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import arrow
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import logging
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import logging
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import arrow
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import requests
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import requests
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from pandas.io.json import json_normalize
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from pandas.io.json import json_normalize
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from stockstats import StockDataFrame
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from stockstats import StockDataFrame
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@ -89,7 +89,7 @@ def get_buy_signal(pair):
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return False
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return False
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signal = latest['underpriced'] == 1
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signal = latest['underpriced'] == 1
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logger.debug('buy_trigger: {} (pair={}, signal={})'.format(latest['date'], pair, signal))
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logger.debug('buy_trigger: %s (pair=%s, signal=%s)', latest['date'], pair, signal)
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return signal
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return signal
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@ -107,8 +107,8 @@ def plot_dataframe(dataframe, pair):
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import matplotlib.pyplot as plt
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import matplotlib.pyplot as plt
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# Three subplots sharing x axe
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# Three subplots sharing x axe
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f, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
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fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
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f.suptitle(pair, fontsize=14, fontweight='bold')
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fig.suptitle(pair, fontsize=14, fontweight='bold')
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ax1.plot(dataframe.index.values, dataframe['close'], label='close')
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ax1.plot(dataframe.index.values, dataframe['close'], label='close')
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ax1.plot(dataframe.index.values, dataframe['close_30_ema'], label='EMA(60)')
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ax1.plot(dataframe.index.values, dataframe['close_30_ema'], label='EMA(60)')
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ax1.plot(dataframe.index.values, dataframe['close_90_ema'], label='EMA(120)')
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ax1.plot(dataframe.index.values, dataframe['close_90_ema'], label='EMA(120)')
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@ -129,8 +129,8 @@ def plot_dataframe(dataframe, pair):
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# Fine-tune figure; make subplots close to each other and hide x ticks for
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# Fine-tune figure; make subplots close to each other and hide x ticks for
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# all but bottom plot.
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# all but bottom plot.
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f.subplots_adjust(hspace=0)
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fig.subplots_adjust(hspace=0)
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plt.setp([a.get_xticklabels() for a in f.axes[:-1]], visible=False)
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plt.setp([a.get_xticklabels() for a in fig.axes[:-1]], visible=False)
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plt.show()
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plt.show()
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45
main.py
45
main.py
@ -1,5 +1,4 @@
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#!/usr/bin/env python
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#!/usr/bin/env python
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import json
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import logging
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import logging
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import threading
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import threading
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import time
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import time
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@ -7,20 +6,16 @@ import traceback
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from datetime import datetime
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from datetime import datetime
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from json import JSONDecodeError
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from json import JSONDecodeError
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from requests import ConnectionError
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from requests import ConnectionError
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from wrapt import synchronized
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from wrapt import synchronized
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from analyze import get_buy_signal
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from analyze import get_buy_signal
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logging.basicConfig(level=logging.DEBUG,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
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logger = logging.getLogger(__name__)
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from persistence import Trade, Session
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from persistence import Trade, Session
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from exchange import get_exchange_api
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from exchange import get_exchange_api
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from rpc.telegram import TelegramHandler
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from rpc.telegram import TelegramHandler
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from utils import get_conf
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from utils import get_conf
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logging.basicConfig(level=logging.DEBUG,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
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logger = logging.getLogger(__name__)
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__author__ = "gcarq"
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__author__ = "gcarq"
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__copyright__ = "gcarq 2017"
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__copyright__ = "gcarq 2017"
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@ -28,8 +23,8 @@ __license__ = "GPLv3"
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__version__ = "0.8.0"
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__version__ = "0.8.0"
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conf = get_conf()
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CONFIG = get_conf()
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api_wrapper = get_exchange_api(conf)
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api_wrapper = get_exchange_api(CONFIG)
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@synchronized
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@synchronized
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@ -64,13 +59,13 @@ class TradeThread(threading.Thread):
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while not _should_stop:
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while not _should_stop:
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try:
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try:
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self._process()
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self._process()
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except (ConnectionError, JSONDecodeError, ValueError) as e:
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except (ConnectionError, JSONDecodeError, ValueError) as error:
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msg = 'Got {} during _process()'.format(e.__class__.__name__)
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msg = 'Got {} during _process()'.format(error.__class__.__name__)
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logger.exception(msg)
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logger.exception(msg)
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finally:
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finally:
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Session.flush()
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Session.flush()
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time.sleep(25)
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time.sleep(25)
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except (RuntimeError, json.decoder.JSONDecodeError) as e:
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except (RuntimeError, JSONDecodeError) as e:
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TelegramHandler.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc()))
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TelegramHandler.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc()))
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logger.exception('RuntimeError. Stopping trader ...')
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logger.exception('RuntimeError. Stopping trader ...')
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finally:
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finally:
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@ -85,10 +80,10 @@ class TradeThread(threading.Thread):
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"""
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"""
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# Query trades from persistence layer
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# Query trades from persistence layer
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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if len(trades) < conf['max_open_trades']:
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if len(trades) < CONFIG['max_open_trades']:
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# Create entity and execute trade
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# Create entity and execute trade
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try:
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try:
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Session.add(create_trade(float(conf['stake_amount']), api_wrapper.exchange))
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Session.add(create_trade(float(CONFIG['stake_amount']), api_wrapper.exchange))
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except ValueError:
|
except ValueError:
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logger.exception('ValueError during trade creation')
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logger.exception('ValueError during trade creation')
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for trade in trades:
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for trade in trades:
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@ -110,7 +105,7 @@ class TradeThread(threading.Thread):
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trade.open_order_id = None
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trade.open_order_id = None
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# Check if this trade can be marked as closed
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# Check if this trade can be marked as closed
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if close_trade_if_fulfilled(trade):
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if close_trade_if_fulfilled(trade):
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logger.info('No open orders found and trade is fulfilled. Marking {} as closed ...'.format(trade))
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logger.info('No open orders found and trade is fulfilled. Marking %s as closed ...', trade)
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continue
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continue
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# Check if we can sell our current pair
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# Check if we can sell our current pair
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@ -145,7 +140,7 @@ def handle_trade(trade):
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if not trade.is_open:
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if not trade.is_open:
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raise ValueError('attempt to handle closed trade: {}'.format(trade))
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raise ValueError('attempt to handle closed trade: {}'.format(trade))
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logger.debug('Handling open trade {} ...'.format(trade))
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logger.debug('Handling open trade %s ...', trade)
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# Get current rate
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# Get current rate
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current_rate = api_wrapper.get_ticker(trade.pair)['bid']
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current_rate = api_wrapper.get_ticker(trade.pair)['bid']
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current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
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current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
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@ -154,7 +149,7 @@ def handle_trade(trade):
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currency = trade.pair.split('_')[1]
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currency = trade.pair.split('_')[1]
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balance = api_wrapper.get_balance(currency)
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balance = api_wrapper.get_balance(currency)
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for duration, threshold in sorted(conf['minimal_roi'].items()):
|
for duration, threshold in sorted(CONFIG['minimal_roi'].items()):
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duration, threshold = float(duration), float(threshold)
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duration, threshold = float(duration), float(threshold)
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# Check if time matches and current rate is above threshold
|
# Check if time matches and current rate is above threshold
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time_diff = (datetime.utcnow() - trade.open_date).total_seconds() / 60
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time_diff = (datetime.utcnow() - trade.open_date).total_seconds() / 60
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@ -172,7 +167,7 @@ def handle_trade(trade):
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TelegramHandler.send_msg(message)
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TelegramHandler.send_msg(message)
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return
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return
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else:
|
else:
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logger.debug('Threshold not reached. (cur_profit: {}%)'.format(round(current_profit, 2)))
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logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit)
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except ValueError:
|
except ValueError:
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logger.exception('Unable to handle open order')
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logger.exception('Unable to handle open order')
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@ -183,11 +178,11 @@ def create_trade(stake_amount: float, exchange):
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:param stake_amount: amount of btc to spend
|
:param stake_amount: amount of btc to spend
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:param exchange: exchange to use
|
:param exchange: exchange to use
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"""
|
"""
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logger.info('Creating new trade with stake_amount: {} ...'.format(stake_amount))
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logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
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whitelist = conf[exchange.name.lower()]['pair_whitelist']
|
whitelist = CONFIG[exchange.name.lower()]['pair_whitelist']
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# Check if btc_amount is fulfilled
|
# Check if btc_amount is fulfilled
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if api_wrapper.get_balance(conf['stake_currency']) < stake_amount:
|
if api_wrapper.get_balance(CONFIG['stake_currency']) < stake_amount:
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raise ValueError('stake amount is not fulfilled (currency={}'.format(conf['stake_currency']))
|
raise ValueError('stake amount is not fulfilled (currency={}'.format(CONFIG['stake_currency']))
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|
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# Remove currently opened and latest pairs from whitelist
|
# Remove currently opened and latest pairs from whitelist
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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@ -197,7 +192,7 @@ def create_trade(stake_amount: float, exchange):
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for trade in trades:
|
for trade in trades:
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if trade.pair in whitelist:
|
if trade.pair in whitelist:
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whitelist.remove(trade.pair)
|
whitelist.remove(trade.pair)
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logger.debug('Ignoring {} in pair whitelist'.format(trade.pair))
|
logger.debug('Ignoring %s in pair whitelist', trade.pair)
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if not whitelist:
|
if not whitelist:
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raise ValueError('No pair in whitelist')
|
raise ValueError('No pair in whitelist')
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|
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@ -232,7 +227,7 @@ def create_trade(stake_amount: float, exchange):
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|
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|
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if __name__ == '__main__':
|
if __name__ == '__main__':
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logger.info('Starting freqtrade {}'.format(__version__))
|
logger.info('Starting freqtrade %s', __version__)
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TelegramHandler.listen()
|
TelegramHandler.listen()
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while True:
|
while True:
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time.sleep(0.5)
|
time.sleep(0.5)
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|
@ -1,10 +1,10 @@
|
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-e git+https://github.com/s4w3d0ff/python-poloniex.git#egg=Poloniex
|
-e git+https://github.com/s4w3d0ff/python-poloniex.git#egg=Poloniex
|
||||||
-e git+https://github.com/ericsomdahl/python-bittrex.git#egg=python-bittrex
|
-e git+https://github.com/ericsomdahl/python-bittrex.git#egg=python-bittrex
|
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SQLAlchemy==1.1.9
|
SQLAlchemy==1.1.9
|
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python-telegram-bot==6.1b2
|
python-telegram-bot==7.0.1
|
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arrow==0.10.0
|
arrow==0.10.0
|
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requests==2.17.3
|
requests==2.18.4
|
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urllib3==1.21.1
|
urllib3==1.22
|
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wrapt==1.10.10
|
wrapt==1.10.10
|
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pandas==0.20.1
|
pandas==0.20.1
|
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matplotlib==2.0.0
|
matplotlib==2.0.0
|
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|
@ -36,10 +36,10 @@ def authorized_only(command_handler):
|
|||||||
|
|
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chat_id = int(conf['telegram']['chat_id'])
|
chat_id = int(conf['telegram']['chat_id'])
|
||||||
if int(update.message.chat_id) == chat_id:
|
if int(update.message.chat_id) == chat_id:
|
||||||
logger.info('Executing handler: {} for chat_id: {}'.format(command_handler.__name__, chat_id))
|
logger.info('Executing handler: %s for chat_id: %s', command_handler.__name__, chat_id)
|
||||||
return command_handler(*args, **kwargs)
|
return command_handler(*args, **kwargs)
|
||||||
else:
|
else:
|
||||||
logger.info('Rejected unauthorized message from: {}'.format(update.message.chat_id))
|
logger.info('Rejected unauthorized message from: %s', update.message.chat_id)
|
||||||
return wrapper
|
return wrapper
|
||||||
|
|
||||||
|
|
||||||
@ -80,7 +80,7 @@ class TelegramHandler(object):
|
|||||||
*Close Profit:* `{close_profit}`
|
*Close Profit:* `{close_profit}`
|
||||||
*Current Profit:* `{current_profit}%`
|
*Current Profit:* `{current_profit}%`
|
||||||
*Open Order:* `{open_order}`
|
*Open Order:* `{open_order}`
|
||||||
""".format(
|
""".format(
|
||||||
trade_id=trade.id,
|
trade_id=trade.id,
|
||||||
pair=trade.pair,
|
pair=trade.pair,
|
||||||
market_url=api_wrapper.get_pair_detail_url(trade.pair),
|
market_url=api_wrapper.get_pair_detail_url(trade.pair),
|
||||||
@ -136,7 +136,7 @@ class TelegramHandler(object):
|
|||||||
*Latest Trade opened:* `{latest_trade_date}`
|
*Latest Trade opened:* `{latest_trade_date}`
|
||||||
*Avg. Duration:* `{avg_duration}`
|
*Avg. Duration:* `{avg_duration}`
|
||||||
*Best Performing:* `{best_pair}: {best_rate}%`
|
*Best Performing:* `{best_pair}: {best_rate}%`
|
||||||
""".format(
|
""".format(
|
||||||
profit_btc=round(sum(profit_amounts), 8),
|
profit_btc=round(sum(profit_amounts), 8),
|
||||||
profit=round(sum(profits), 2),
|
profit=round(sum(profits), 2),
|
||||||
trade_count=len(trades),
|
trade_count=len(trades),
|
||||||
@ -309,10 +309,10 @@ class TelegramHandler(object):
|
|||||||
bot = bot or TelegramHandler.get_updater(conf).bot
|
bot = bot or TelegramHandler.get_updater(conf).bot
|
||||||
try:
|
try:
|
||||||
bot.send_message(conf['telegram']['chat_id'], msg, parse_mode=parse_mode)
|
bot.send_message(conf['telegram']['chat_id'], msg, parse_mode=parse_mode)
|
||||||
except NetworkError as e:
|
except NetworkError as error:
|
||||||
# Sometimes the telegram server resets the current connection,
|
# Sometimes the telegram server resets the current connection,
|
||||||
# if this is the case we send the message again.
|
# if this is the case we send the message again.
|
||||||
logger.warning('Got Telegram NetworkError: {}! trying one more time'.format(e.message))
|
logger.warning('Got Telegram NetworkError: %s! Trying one more time.', error.message)
|
||||||
bot.send_message(conf['telegram']['chat_id'], msg, parse_mode=parse_mode)
|
bot.send_message(conf['telegram']['chat_id'], msg, parse_mode=parse_mode)
|
||||||
except Exception:
|
except Exception:
|
||||||
logger.exception('Exception occurred within Telegram API')
|
logger.exception('Exception occurred within Telegram API')
|
||||||
|
18
utils.py
18
utils.py
@ -17,8 +17,8 @@ def get_conf(filename='config.json'):
|
|||||||
"""
|
"""
|
||||||
global _cur_conf
|
global _cur_conf
|
||||||
if not _cur_conf:
|
if not _cur_conf:
|
||||||
with open(filename) as fp:
|
with open(filename) as file:
|
||||||
_cur_conf = json.load(fp)
|
_cur_conf = json.load(file)
|
||||||
validate_conf(_cur_conf)
|
validate_conf(_cur_conf)
|
||||||
return _cur_conf
|
return _cur_conf
|
||||||
|
|
||||||
@ -40,11 +40,11 @@ def validate_conf(conf):
|
|||||||
if not isinstance(conf.get('minimal_roi'), dict):
|
if not isinstance(conf.get('minimal_roi'), dict):
|
||||||
raise ValueError('minimal_roi must be a dict')
|
raise ValueError('minimal_roi must be a dict')
|
||||||
|
|
||||||
for i, (minutes, threshold) in enumerate(conf.get('minimal_roi').items()):
|
for index, (minutes, threshold) in enumerate(conf.get('minimal_roi').items()):
|
||||||
if not isinstance(minutes, str):
|
if not isinstance(minutes, str):
|
||||||
raise ValueError('minimal_roi[{}].key must be a string'.format(i))
|
raise ValueError('minimal_roi[{}].key must be a string'.format(index))
|
||||||
if not isinstance(threshold, float):
|
if not isinstance(threshold, float):
|
||||||
raise ValueError('minimal_roi[{}].value must be a float'.format(i))
|
raise ValueError('minimal_roi[{}].value must be a float'.format(index))
|
||||||
|
|
||||||
if conf.get('telegram'):
|
if conf.get('telegram'):
|
||||||
telegram = conf.get('telegram')
|
telegram = conf.get('telegram')
|
||||||
@ -95,7 +95,7 @@ def validate_bittrex_pairs(pairs):
|
|||||||
data = Bittrex(None, None).get_markets()
|
data = Bittrex(None, None).get_markets()
|
||||||
if not data['success']:
|
if not data['success']:
|
||||||
raise RuntimeError('BITTREX: {}'.format(data['message']))
|
raise RuntimeError('BITTREX: {}'.format(data['message']))
|
||||||
available_markets = [m['MarketName'].replace('-', '_')for m in data['result']]
|
available_markets = [market['MarketName'].replace('-', '_')for market in data['result']]
|
||||||
for p in pairs:
|
for pair in pairs:
|
||||||
if p not in available_markets:
|
if pair not in available_markets:
|
||||||
raise ValueError('Invalid pair: {}'.format(p))
|
raise ValueError('Invalid pair: {}'.format(pair))
|
||||||
|
Loading…
Reference in New Issue
Block a user