diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py index 60f984c33..71e9d7d9e 100644 --- a/freqtrade/enums/__init__.py +++ b/freqtrade/enums/__init__.py @@ -3,5 +3,5 @@ from freqtrade.enums.backteststate import BacktestState from freqtrade.enums.rpcmessagetype import RPCMessageType from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode from freqtrade.enums.selltype import SellType -from freqtrade.enums.signaltype import SignalType, SignalNameType +from freqtrade.enums.signaltype import SignalNameType, SignalType from freqtrade.enums.state import State diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 8d3b24b10..95c769730 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -420,7 +420,11 @@ class FreqtradeBot(LoggingMixin): return False # running get_signal on historical data fetched - (buy, sell, buy_signal_name) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df) + (buy, sell, buy_signal_name) = self.strategy.get_signal( + pair, + self.strategy.timeframe, + analyzed_df + ) if buy and not sell: stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge) @@ -693,7 +697,11 @@ class FreqtradeBot(LoggingMixin): analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair, self.strategy.timeframe) - (buy, sell, _) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df) + (buy, sell, _) = self.strategy.get_signal( + trade.pair, + self.strategy.timeframe, + analyzed_df + ) logger.debug('checking sell') sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell") diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 7158ad8e8..8ee0cea59 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -13,7 +13,7 @@ from pandas import DataFrame from freqtrade.constants import ListPairsWithTimeframes from freqtrade.data.dataprovider import DataProvider -from freqtrade.enums import SellType, SignalType, SignalNameType +from freqtrade.enums import SellType, SignalNameType, SignalType from freqtrade.exceptions import OperationalException, StrategyError from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds from freqtrade.exchange.exchange import timeframe_to_next_date diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index 46c8e303d..d1bf28d58 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -528,7 +528,12 @@ tc33 = BTContainer(data=[ stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02, trailing_stop_positive=0.01, use_custom_stoploss=True, - trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1, buy_signal_name='buy_signal_01')] + trades=[BTrade( + sell_reason=SellType.TRAILING_STOP_LOSS, + open_tick=1, + close_tick=1, + buy_signal_name='buy_signal_01' + )] ) TESTS = [ diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index afd273998..74d40b611 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -1185,8 +1185,10 @@ def test_api_plot_config(botclient): assert_response(rc) assert rc.json() == {} - freqtrade.strategy.plot_config = {'main_plot': {'sma': {}}, - 'subplots': {'RSI': {'rsi': {'color': 'red'}}}} + freqtrade.strategy.plot_config = { + 'main_plot': {'sma': {}}, + 'subplots': {'RSI': {'rsi': {'color': 'red'}}} + } rc = client_get(client, f"{BASE_URI}/plot_config") assert_response(rc) assert rc.json() == freqtrade.strategy.plot_config diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index aec07266d..3678cee4a 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -76,7 +76,11 @@ def test_get_signal_empty(default_conf, mocker, caplog): assert log_has('Empty candle (OHLCV) data for pair bar', caplog) caplog.clear() - assert (False, False, '') == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([])) + assert (False, False, '') == _STRATEGY.get_signal( + 'baz', + default_conf['timeframe'], + DataFrame([]) + ) assert log_has('Empty candle (OHLCV) data for pair baz', caplog) @@ -112,7 +116,11 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history): caplog.set_level(logging.INFO) mocker.patch.object(_STRATEGY, 'assert_df') - assert (False, False, '') == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history) + assert (False, False, '') == _STRATEGY.get_signal( + 'xyz', + default_conf['timeframe'], + mocked_history + ) assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 48a0f06e8..6372e6d36 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -757,7 +757,10 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None: refresh_latest_ohlcv=refresh_mock, ) inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")]) - mocker.patch('freqtrade.strategy.interface.IStrategy.get_signal', return_value=(False, False, '')) + mocker.patch( + 'freqtrade.strategy.interface.IStrategy.get_signal', + return_value=(False, False, '') + ) mocker.patch('time.sleep', return_value=None) freqtrade = FreqtradeBot(default_conf)