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Merge branch 'master' of https://github.com/gcarq/freqtrade

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This commit is contained in:
gcarq 2017-09-01 20:06:11 +02:00
commit 5f07e8aaff
8 changed files with 63 additions and 49 deletions
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2
.pylintrc Normal file
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@ -0,0 +1,2 @@
[BASIC]
good-names=logger

9
Dockerfile Normal file
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@ -0,0 +1,9 @@
FROM python:3.6.2
RUN mkdir -p /freqtrade
WORKDIR /freqtrade
ADD ./requirements.txt /freqtrade/requirements.txt
RUN pip install -r requirements.txt
ADD . /freqtrade
CMD python main.py

8
README.md
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@ -51,3 +51,11 @@ $ source .env/bin/activate
$ pip install -r requirements.txt
$ ./main.py
```
#### Docker
```
$ cd freqtrade
$ docker build -t freqtrade .
$ docker run --rm -it freqtrade
```

12
analyze.py
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@ -1,7 +1,7 @@
import time
from datetime import timedelta
import arrow
import logging
import arrow
import requests
from pandas.io.json import json_normalize
from stockstats import StockDataFrame
@ -89,7 +89,7 @@ def get_buy_signal(pair):
return False
signal = latest['underpriced'] == 1
logger.debug('buy_trigger: {} (pair={}, signal={})'.format(latest['date'], pair, signal))
logger.debug('buy_trigger: %s (pair=%s, signal=%s)', latest['date'], pair, signal)
return signal
@ -107,8 +107,8 @@ def plot_dataframe(dataframe, pair):
import matplotlib.pyplot as plt
# Three subplots sharing x axe
f, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
f.suptitle(pair, fontsize=14, fontweight='bold')
fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
fig.suptitle(pair, fontsize=14, fontweight='bold')
ax1.plot(dataframe.index.values, dataframe['close'], label='close')
ax1.plot(dataframe.index.values, dataframe['close_30_ema'], label='EMA(60)')
ax1.plot(dataframe.index.values, dataframe['close_90_ema'], label='EMA(120)')
@ -129,8 +129,8 @@ def plot_dataframe(dataframe, pair):
# Fine-tune figure; make subplots close to each other and hide x ticks for
# all but bottom plot.
f.subplots_adjust(hspace=0)
plt.setp([a.get_xticklabels() for a in f.axes[:-1]], visible=False)
fig.subplots_adjust(hspace=0)
plt.setp([a.get_xticklabels() for a in fig.axes[:-1]], visible=False)
plt.show()

45
main.py
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@ -1,5 +1,4 @@
#!/usr/bin/env python
import json
import logging
import threading
import time
@ -7,20 +6,16 @@ import traceback
from datetime import datetime
from json import JSONDecodeError
from requests import ConnectionError
from wrapt import synchronized
from analyze import get_buy_signal
logging.basicConfig(level=logging.DEBUG,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
logger = logging.getLogger(__name__)
from persistence import Trade, Session
from exchange import get_exchange_api
from rpc.telegram import TelegramHandler
from utils import get_conf
logging.basicConfig(level=logging.DEBUG,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
logger = logging.getLogger(__name__)
__author__ = "gcarq"
__copyright__ = "gcarq 2017"
@ -28,8 +23,8 @@ __license__ = "GPLv3"
__version__ = "0.8.0"
conf = get_conf()
api_wrapper = get_exchange_api(conf)
CONFIG = get_conf()
api_wrapper = get_exchange_api(CONFIG)
@synchronized
@ -64,13 +59,13 @@ class TradeThread(threading.Thread):
while not _should_stop:
try:
self._process()
except (ConnectionError, JSONDecodeError, ValueError) as e:
msg = 'Got {} during _process()'.format(e.__class__.__name__)
except (ConnectionError, JSONDecodeError, ValueError) as error:
msg = 'Got {} during _process()'.format(error.__class__.__name__)
logger.exception(msg)
finally:
Session.flush()
time.sleep(25)
except (RuntimeError, json.decoder.JSONDecodeError) as e:
except (RuntimeError, JSONDecodeError) as e:
TelegramHandler.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc()))
logger.exception('RuntimeError. Stopping trader ...')
finally:
@ -85,10 +80,10 @@ class TradeThread(threading.Thread):
"""
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < conf['max_open_trades']:
if len(trades) < CONFIG['max_open_trades']:
# Create entity and execute trade
try:
Session.add(create_trade(float(conf['stake_amount']), api_wrapper.exchange))
Session.add(create_trade(float(CONFIG['stake_amount']), api_wrapper.exchange))
except ValueError:
logger.exception('ValueError during trade creation')
for trade in trades:
@ -110,7 +105,7 @@ class TradeThread(threading.Thread):
trade.open_order_id = None
# Check if this trade can be marked as closed
if close_trade_if_fulfilled(trade):
logger.info('No open orders found and trade is fulfilled. Marking {} as closed ...'.format(trade))
logger.info('No open orders found and trade is fulfilled. Marking %s as closed ...', trade)
continue
# Check if we can sell our current pair
@ -145,7 +140,7 @@ def handle_trade(trade):
if not trade.is_open:
raise ValueError('attempt to handle closed trade: {}'.format(trade))
logger.debug('Handling open trade {} ...'.format(trade))
logger.debug('Handling open trade %s ...', trade)
# Get current rate
current_rate = api_wrapper.get_ticker(trade.pair)['bid']
current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
@ -154,7 +149,7 @@ def handle_trade(trade):
currency = trade.pair.split('_')[1]
balance = api_wrapper.get_balance(currency)
for duration, threshold in sorted(conf['minimal_roi'].items()):
for duration, threshold in sorted(CONFIG['minimal_roi'].items()):
duration, threshold = float(duration), float(threshold)
# Check if time matches and current rate is above threshold
time_diff = (datetime.utcnow() - trade.open_date).total_seconds() / 60
@ -172,7 +167,7 @@ def handle_trade(trade):
TelegramHandler.send_msg(message)
return
else:
logger.debug('Threshold not reached. (cur_profit: {}%)'.format(round(current_profit, 2)))
logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit)
except ValueError:
logger.exception('Unable to handle open order')
@ -183,11 +178,11 @@ def create_trade(stake_amount: float, exchange):
:param stake_amount: amount of btc to spend
:param exchange: exchange to use
"""
logger.info('Creating new trade with stake_amount: {} ...'.format(stake_amount))
whitelist = conf[exchange.name.lower()]['pair_whitelist']
logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
whitelist = CONFIG[exchange.name.lower()]['pair_whitelist']
# Check if btc_amount is fulfilled
if api_wrapper.get_balance(conf['stake_currency']) < stake_amount:
raise ValueError('stake amount is not fulfilled (currency={}'.format(conf['stake_currency']))
if api_wrapper.get_balance(CONFIG['stake_currency']) < stake_amount:
raise ValueError('stake amount is not fulfilled (currency={}'.format(CONFIG['stake_currency']))
# Remove currently opened and latest pairs from whitelist
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@ -197,7 +192,7 @@ def create_trade(stake_amount: float, exchange):
for trade in trades:
if trade.pair in whitelist:
whitelist.remove(trade.pair)
logger.debug('Ignoring {} in pair whitelist'.format(trade.pair))
logger.debug('Ignoring %s in pair whitelist', trade.pair)
if not whitelist:
raise ValueError('No pair in whitelist')
@ -232,7 +227,7 @@ def create_trade(stake_amount: float, exchange):
if __name__ == '__main__':
logger.info('Starting freqtrade {}'.format(__version__))
logger.info('Starting freqtrade %s', __version__)
TelegramHandler.listen()
while True:
time.sleep(0.5)

6
requirements.txt
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@ -1,10 +1,10 @@
-e git+https://github.com/s4w3d0ff/python-poloniex.git#egg=Poloniex
-e git+https://github.com/ericsomdahl/python-bittrex.git#egg=python-bittrex
SQLAlchemy==1.1.9
python-telegram-bot==6.1b2
python-telegram-bot==7.0.1
arrow==0.10.0
requests==2.17.3
urllib3==1.21.1
requests==2.18.4
urllib3==1.22
wrapt==1.10.10
pandas==0.20.1
matplotlib==2.0.0

8
rpc/telegram.py
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@ -36,10 +36,10 @@ def authorized_only(command_handler):
chat_id = int(conf['telegram']['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)
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
@ -309,10 +309,10 @@ class TelegramHandler(object):
bot = bot or TelegramHandler.get_updater(conf).bot
try:
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,
# 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)
except Exception:
logger.exception('Exception occurred within Telegram API')

18
utils.py
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@ -17,8 +17,8 @@ def get_conf(filename='config.json'):
"""
global _cur_conf
if not _cur_conf:
with open(filename) as fp:
_cur_conf = json.load(fp)
with open(filename) as file:
_cur_conf = json.load(file)
validate_conf(_cur_conf)
return _cur_conf
@ -40,11 +40,11 @@ def validate_conf(conf):
if not isinstance(conf.get('minimal_roi'), 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):
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):
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'):
telegram = conf.get('telegram')
@ -95,7 +95,7 @@ def validate_bittrex_pairs(pairs):
data = Bittrex(None, None).get_markets()
if not data['success']:
raise RuntimeError('BITTREX: {}'.format(data['message']))
available_markets = [m['MarketName'].replace('-', '_')for m in data['result']]
for p in pairs:
if p not in available_markets:
raise ValueError('Invalid pair: {}'.format(p))
available_markets = [market['MarketName'].replace('-', '_')for market in data['result']]
for pair in pairs:
if pair not in available_markets:
raise ValueError('Invalid pair: {}'.format(pair))