Merge pull request #8267 from freqtrade/python_3.11

Python 3.11

.github/workflows/ci.yml

@@ -24,7 +24,7 @@ jobs:
     strategy:
       matrix:
         os: [ ubuntu-20.04, ubuntu-22.04 ]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10", "3.11"]
 
     steps:
     - uses: actions/checkout@v3
@@ -115,7 +115,7 @@ jobs:
     strategy:
       matrix:
         os: [ macos-latest ]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10", "3.11"]
 
     steps:
     - uses: actions/checkout@v3
@@ -212,7 +212,7 @@ jobs:
     strategy:
       matrix:
         os: [ windows-latest ]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10", "3.11"]
 
     steps:
     - uses: actions/checkout@v3

docs/freqai.md

@@ -71,6 +71,10 @@ pip install -r requirements-freqai.txt
 !!! Note
     Catboost will not be installed on arm devices (raspberry, Mac M1, ARM based VPS, ...), since it does not provide wheels for this platform.
 
+!!! Note "python 3.11"
+    Some dependencies (Catboost, Torch) currently don't support python 3.11. Freqtrade therefore only supports python 3.10 for these models/dependencies.
+    Tests involving these dependencies are skipped on 3.11.
+
 ### Usage with docker
 
 If you are using docker, a dedicated tag with FreqAI dependencies is available as `:freqai`. As such - you can replace the image line in your docker compose file with `image: freqtradeorg/freqtrade:develop_freqai`. This image contains the regular FreqAI dependencies. Similar to native installs, Catboost will not be available on ARM based devices.

docs/windows_installation.md

@@ -26,7 +26,7 @@ Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7
 
 As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.25-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
 
-Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9 and 3.10) and for 64bit Windows.
+Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9, 3.10 and 3.11) and for 64bit Windows.
 Other versions must be downloaded from the above link.
 
 ``` powershell

requirements-freqai-rl.txt

@@ -2,9 +2,9 @@
 -r requirements-freqai.txt
 
 # Required for freqai-rl
-torch==1.13.1
+torch==1.13.1; python_version < '3.11'
-stable-baselines3==1.7.0
+stable-baselines3==1.7.0; python_version < '3.11'
-sb3-contrib==1.7.0
+sb3-contrib==1.7.0; python_version < '3.11'
 # Gym is forced to this version by stable-baselines3.
 setuptools==65.5.1 # Should be removed when gym is fixed.
-gym==0.21
+gym==0.21; python_version < '3.11'

requirements-freqai.txt

@@ -5,7 +5,7 @@
 # Required for freqai
 scikit-learn==1.1.3
 joblib==1.2.0
-catboost==1.1.1; platform_machine != 'aarch64'
+catboost==1.1.1; platform_machine != 'aarch64' and python_version < '3.11'
 lightgbm==3.3.5
 xgboost==1.7.4
 tensorboard==2.12.0

setup.cfg

@@ -17,6 +17,7 @@ classifiers =
     Programming Language :: Python :: 3.8
     Programming Language :: Python :: 3.9
     Programming Language :: Python :: 3.10
+    Programming Language :: Python :: 3.11
     Operating System :: MacOS
     Operating System :: Unix
     Topic :: Office/Business :: Financial :: Investment

tests/freqai/test_freqai_interface.py

@@ -1,5 +1,6 @@
 import platform
 import shutil
+import sys
 from pathlib import Path
 from unittest.mock import MagicMock
 
@@ -17,6 +18,10 @@ from tests.conftest import EXMS, create_mock_trades, get_patched_exchange, log_h
 from tests.freqai.conftest import get_patched_freqai_strategy, make_rl_config
 
 
+def is_py11() -> bool:
+    return sys.version_info >= (3, 11)
+
+
 def is_arm() -> bool:
     machine = platform.machine()
     return "arm" in machine or "aarch64" in machine
@@ -27,6 +32,17 @@ def is_mac() -> bool:
     return "Darwin" in machine
 
 
+def can_run_model(model: str) -> None:
+    if (is_arm() or is_py11()) and "Catboost" in model:
+        pytest.skip("CatBoost is not supported on ARM")
+
+    if is_mac() and not is_arm() and 'Reinforcement' in model:
+        pytest.skip("Reinforcement learning module not available on intel based Mac OS")
+
+    if is_py11() and 'Reinforcement' in model:
+        pytest.skip("Reinforcement learning currently not available on python 3.11.")
+
+
 @pytest.mark.parametrize('model, pca, dbscan, float32, can_short, shuffle, buffer', [
     ('LightGBMRegressor', True, False, True, True, False, 0),
     ('XGBoostRegressor', False, True, False, True, False, 10),
@@ -41,12 +57,7 @@ def is_mac() -> bool:
 def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
                                                dbscan, float32, can_short, shuffle, buffer):
 
-    if is_arm() and model == 'CatboostRegressor':
+    can_run_model(model)
-        pytest.skip("CatBoost is not supported on ARM")
-
-    if is_mac() and not is_arm() and 'Reinforcement' in model:
-        pytest.skip("Reinforcement learning module not available on intel based Mac OS")
-
     model_save_ext = 'joblib'
     freqai_conf.update({"freqaimodel": model})
     freqai_conf.update({"timerange": "20180110-20180130"})
@@ -117,7 +128,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
     ('CatboostClassifierMultiTarget', "freqai_test_multimodel_classifier_strat")
     ])
 def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, strat):
-    if is_arm() and 'Catboost' in model:
+    if (is_arm() or is_py11()) and 'Catboost' in model:
         pytest.skip("CatBoost is not supported on ARM")
 
     freqai_conf.update({"timerange": "20180110-20180130"})
@@ -159,7 +170,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, s
     'XGBoostRFClassifier',
     ])
 def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
-    if is_arm() and model == 'CatboostClassifier':
+    if (is_arm() or is_py11()) and model == 'CatboostClassifier':
         pytest.skip("CatBoost is not supported on ARM")
 
     freqai_conf.update({"freqaimodel": model})
@@ -206,13 +217,11 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
     ],
     )
 def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog):
+    can_run_model(model)
+
     freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
     freqai_conf['runmode'] = RunMode.BACKTEST
-    if is_arm() and "Catboost" in model:
-        pytest.skip("CatBoost is not supported on ARM")
 
-    if is_mac() and 'Reinforcement' in model:
-        pytest.skip("Reinforcement learning module not available on intel based Mac OS")
     Trade.use_db = False
 
     freqai_conf.update({"freqaimodel": model})
@@ -509,6 +518,8 @@ def test_get_state_info(mocker, freqai_conf, dp_exists, caplog, tickers):
 
     if is_mac():
         pytest.skip("Reinforcement learning module not available on intel based Mac OS")
+    if is_py11():
+        pytest.skip("Reinforcement learning currently not available on python 3.11.")
 
     freqai_conf.update({"freqaimodel": "ReinforcementLearner"})
     freqai_conf.update({"timerange": "20180110-20180130"})

tests/rpc/test_rpc_apiserver.py

@@ -1179,7 +1179,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
     ftbot.config['force_entry_enable'] = True
 
     fbuy_mock = MagicMock(return_value=None)
-    mocker.patch("freqtrade.rpc.RPC._rpc_force_entry", fbuy_mock)
+    mocker.patch("freqtrade.rpc.rpc.RPC._rpc_force_entry", fbuy_mock)
     rc = client_post(client, f"{BASE_URI}/{endpoint}",
                      data={"pair": "ETH/BTC"})
     assert_response(rc)
@@ -1205,7 +1205,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
         strategy=CURRENT_TEST_STRATEGY,
         trading_mode=TradingMode.SPOT
     ))
-    mocker.patch("freqtrade.rpc.RPC._rpc_force_entry", fbuy_mock)
+    mocker.patch("freqtrade.rpc.rpc.RPC._rpc_force_entry", fbuy_mock)
 
     rc = client_post(client, f"{BASE_URI}/{endpoint}",
                      data={"pair": "ETH/BTC"})

tests/rpc/test_rpc_telegram.py

@@ -1209,7 +1209,7 @@ def test_force_enter_handle(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
 
     fbuy_mock = MagicMock(return_value=None)
-    mocker.patch('freqtrade.rpc.RPC._rpc_force_entry', fbuy_mock)
+    mocker.patch('freqtrade.rpc.rpc.RPC._rpc_force_entry', fbuy_mock)
 
     telegram, freqtradebot, _ = get_telegram_testobject(mocker, default_conf)
     patch_get_signal(freqtradebot)
@@ -1226,7 +1226,7 @@ def test_force_enter_handle(default_conf, update, mocker) -> None:
 
     # Reset and retry with specified price
     fbuy_mock = MagicMock(return_value=None)
-    mocker.patch('freqtrade.rpc.RPC._rpc_force_entry', fbuy_mock)
+    mocker.patch('freqtrade.rpc.rpc.RPC._rpc_force_entry', fbuy_mock)
     # /forcelong ETH/BTC 0.055
     context = MagicMock()
     context.args = ["ETH/BTC", "0.055"]
@@ -1255,7 +1255,7 @@ def test_force_enter_no_pair(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
 
     fbuy_mock = MagicMock(return_value=None)
-    mocker.patch('freqtrade.rpc.RPC._rpc_force_entry', fbuy_mock)
+    mocker.patch('freqtrade.rpc.rpc.RPC._rpc_force_entry', fbuy_mock)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)