run linter

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

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")

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

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 = [

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

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)
 
 

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)