diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 2b2fef640..cb98e1ea5 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -103,7 +103,7 @@ If the bot does not find your strategy file, it will display in an error message the reason (File not found, or errors in your code). Learn more about strategy file in -[optimize your bot](bot-optimization.md). +[Strategy Customization](strategy-customization.md). ### How to use **--strategy-path**? @@ -296,4 +296,4 @@ in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc. ## Next step The optimal strategy of the bot will change with time depending of the market trends. The next step is to -[optimize your bot](bot-optimization.md). +[Strategy Customization](strategy-customization.md). diff --git a/docs/hyperopt.md b/docs/hyperopt.md index b4e42de16..79ea4771b 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -122,9 +122,10 @@ So let's write the buy strategy using these values: dataframe['macd'], dataframe['macdsignal'] )) - dataframe.loc[ - reduce(lambda x, y: x & y, conditions), - 'buy'] = 1 + if conditions: + dataframe.loc[ + reduce(lambda x, y: x & y, conditions), + 'buy'] = 1 return dataframe diff --git a/docs/bot-optimization.md b/docs/strategy-customization.md similarity index 96% rename from docs/bot-optimization.md rename to docs/strategy-customization.md index 5e080eab1..51540f690 100644 --- a/docs/bot-optimization.md +++ b/docs/strategy-customization.md @@ -53,6 +53,12 @@ file as reference.** It is therefore best to use vectorized operations (across the whole dataframe, not loops) and avoid index referencing (`df.iloc[-1]`), but instead use `df.shift()` to get to the previous candle. +!!! Warning Using future data + Since backtesting passes the full time interval to the `populate_*()` methods, the strategy author + needs to take care to avoid having the strategy utilize data from the future. + Samples for usage of future data are `dataframe.shift(-1)`, `dataframe.resample("1h")` (this uses the left border of the interval, so moves data from an hour to the start of the hour). + They all use data which is not available during regular operations, so these strategies will perform well during backtesting, but will fail / perform badly in dry-runs. + ### Customize Indicators Buy and sell strategies need indicators. You can add more indicators by extending the list contained in the method `populate_indicators()` from your strategy file. diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 327915b61..5afa8fa06 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -405,7 +405,7 @@ class Arguments(object): raise Exception('Incorrect syntax for timerange "%s"' % text) @staticmethod - def check_int_positive(value) -> int: + def check_int_positive(value: str) -> int: try: uint = int(value) if uint <= 0: diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index 4dba1b760..3bec63926 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -63,12 +63,8 @@ def load_tickerdata_file( Load a pair from file, either .json.gz or .json :return tickerlist or None if unsuccesful """ - path = make_testdata_path(datadir) - pair_s = pair.replace('/', '_') - file = path.joinpath(f'{pair_s}-{ticker_interval}.json') - - pairdata = misc.file_load_json(file) - + filename = pair_data_filename(datadir, pair, ticker_interval) + pairdata = misc.file_load_json(filename) if not pairdata: return None @@ -90,13 +86,8 @@ def load_pair_history(pair: str, :return: DataFrame with ohlcv data """ - # If the user force the refresh of pairs + # The user forced the refresh of pairs if refresh_pairs: - if not exchange: - raise OperationalException("Exchange needs to be initialized when " - "calling load_data with refresh_pairs=True") - - logger.info('Download data for pair and store them in %s', datadir) download_pair_history(datadir=datadir, exchange=exchange, pair=pair, @@ -115,10 +106,11 @@ def load_pair_history(pair: str, arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S')) return parse_ticker_dataframe(pairdata, ticker_interval, fill_up_missing) else: - logger.warning('No data for pair: "%s", Interval: %s. ' - 'Use --refresh-pairs-cached option or download_backtest_data.py ' - 'script to download the data', - pair, ticker_interval) + logger.warning( + f'No history data for pair: "{pair}", interval: {ticker_interval}. ' + 'Use --refresh-pairs-cached option or download_backtest_data.py ' + 'script to download the data' + ) return None @@ -151,6 +143,13 @@ def make_testdata_path(datadir: Optional[Path]) -> Path: return datadir or (Path(__file__).parent.parent / "tests" / "testdata").resolve() +def pair_data_filename(datadir: Optional[Path], pair: str, ticker_interval: str) -> Path: + path = make_testdata_path(datadir) + pair_s = pair.replace("/", "_") + filename = path.joinpath(f'{pair_s}-{ticker_interval}.json') + return filename + + def load_cached_data_for_updating(filename: Path, ticker_interval: str, timerange: Optional[TimeRange]) -> Tuple[List[Any], Optional[int]]: @@ -190,7 +189,7 @@ def load_cached_data_for_updating(filename: Path, ticker_interval: str, def download_pair_history(datadir: Optional[Path], - exchange: Exchange, + exchange: Optional[Exchange], pair: str, ticker_interval: str = '5m', timerange: Optional[TimeRange] = None) -> bool: @@ -201,18 +200,24 @@ def download_pair_history(datadir: Optional[Path], the full data will be redownloaded Based on @Rybolov work: https://github.com/rybolov/freqtrade-data + :param pair: pair to download :param ticker_interval: ticker interval :param timerange: range of time to download :return: bool with success state - """ - try: - path = make_testdata_path(datadir) - filepair = pair.replace("/", "_") - filename = path.joinpath(f'{filepair}-{ticker_interval}.json') + if not exchange: + raise OperationalException( + "Exchange needs to be initialized when downloading pair history data" + ) - logger.info('Download the pair: "%s", Interval: %s', pair, ticker_interval) + try: + filename = pair_data_filename(datadir, pair, ticker_interval) + + logger.info( + f'Download history data for pair: "{pair}", interval: {ticker_interval} ' + f'and store in {datadir}.' + ) data, since_ms = load_cached_data_for_updating(filename, ticker_interval, timerange) @@ -231,7 +236,10 @@ def download_pair_history(datadir: Optional[Path], misc.file_dump_json(filename, data) return True - except BaseException: - logger.info('Failed to download the pair: "%s", Interval: %s', - pair, ticker_interval) + + except Exception as e: + logger.error( + f'Failed to download history data for pair: "{pair}", interval: {ticker_interval}. ' + f'Error: {e}' + ) return False diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py index 4801c6cb3..053be6bc3 100644 --- a/freqtrade/edge/__init__.py +++ b/freqtrade/edge/__init__.py @@ -139,6 +139,7 @@ class Edge(): # If no trade found then exit if len(trades) == 0: + logger.info("No trades found.") return False # Fill missing, calculable columns, profit, duration , abs etc. diff --git a/freqtrade/optimize/default_hyperopt.py b/freqtrade/optimize/default_hyperopt.py index 721848d2e..7f1cb2435 100644 --- a/freqtrade/optimize/default_hyperopt.py +++ b/freqtrade/optimize/default_hyperopt.py @@ -70,9 +70,10 @@ class DefaultHyperOpts(IHyperOpt): dataframe['close'], dataframe['sar'] )) - dataframe.loc[ - reduce(lambda x, y: x & y, conditions), - 'buy'] = 1 + if conditions: + dataframe.loc[ + reduce(lambda x, y: x & y, conditions), + 'buy'] = 1 return dataframe @@ -129,9 +130,10 @@ class DefaultHyperOpts(IHyperOpt): dataframe['sar'], dataframe['close'] )) - dataframe.loc[ - reduce(lambda x, y: x & y, conditions), - 'sell'] = 1 + if conditions: + dataframe.loc[ + reduce(lambda x, y: x & y, conditions), + 'sell'] = 1 return dataframe diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py index 9b628cf2e..d37b930b8 100644 --- a/freqtrade/optimize/edge_cli.py +++ b/freqtrade/optimize/edge_cli.py @@ -73,9 +73,10 @@ class EdgeCli(object): floatfmt=floatfmt, tablefmt="pipe") def start(self) -> None: - self.edge.calculate() - print('') # blank like for readability - print(self._generate_edge_table(self.edge._cached_pairs)) + result = self.edge.calculate() + if result: + print('') # blank line for readability + print(self._generate_edge_table(self.edge._cached_pairs)) def setup_configuration(args: Namespace) -> Dict[str, Any]: diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 6088dba72..e64e0b89c 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -238,7 +238,6 @@ class Trade(_DECL_BASE): """ Adjust the max_rate and min_rate. """ - logger.debug("Adjusting min/max rates") self.max_rate = max(current_price, self.max_rate or self.open_rate) self.min_rate = min(current_price, self.min_rate or self.open_rate) diff --git a/freqtrade/tests/data/test_history.py b/freqtrade/tests/data/test_history.py index 14ec99042..0d4210d3a 100644 --- a/freqtrade/tests/data/test_history.py +++ b/freqtrade/tests/data/test_history.py @@ -59,7 +59,11 @@ def _clean_test_file(file: str) -> None: def test_load_data_30min_ticker(mocker, caplog, default_conf) -> None: ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='30m', datadir=None) assert isinstance(ld, DataFrame) - assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 30m', caplog.record_tuples) + assert not log_has( + 'Download history data for pair: "UNITTEST/BTC", interval: 30m ' + 'and store in None.', + caplog.record_tuples + ) def test_load_data_7min_ticker(mocker, caplog, default_conf) -> None: @@ -67,7 +71,7 @@ def test_load_data_7min_ticker(mocker, caplog, default_conf) -> None: assert not isinstance(ld, DataFrame) assert ld is None assert log_has( - 'No data for pair: "UNITTEST/BTC", Interval: 7m. ' + 'No history data for pair: "UNITTEST/BTC", interval: 7m. ' 'Use --refresh-pairs-cached option or download_backtest_data.py ' 'script to download the data', caplog.record_tuples @@ -80,7 +84,11 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None: _backup_file(file, copy_file=True) history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC']) assert os.path.isfile(file) is True - assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 1m', caplog.record_tuples) + assert not log_has( + 'Download history data for pair: "UNITTEST/BTC", interval: 1m ' + 'and store in None.', + caplog.record_tuples + ) _clean_test_file(file) @@ -100,7 +108,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau pair='MEME/BTC') assert os.path.isfile(file) is False assert log_has( - 'No data for pair: "MEME/BTC", Interval: 1m. ' + 'No history data for pair: "MEME/BTC", interval: 1m. ' 'Use --refresh-pairs-cached option or download_backtest_data.py ' 'script to download the data', caplog.record_tuples @@ -113,7 +121,11 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau exchange=exchange, pair='MEME/BTC') assert os.path.isfile(file) is True - assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples) + assert log_has( + 'Download history data for pair: "MEME/BTC", interval: 1m ' + 'and store in None.', + caplog.record_tuples + ) with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'): history.load_pair_history(datadir=None, ticker_interval='1m', @@ -293,7 +305,7 @@ def test_download_pair_history2(mocker, default_conf) -> None: def test_download_backtesting_data_exception(ticker_history, mocker, caplog, default_conf) -> None: mocker.patch('freqtrade.exchange.Exchange.get_history', - side_effect=BaseException('File Error')) + side_effect=Exception('File Error')) exchange = get_patched_exchange(mocker, default_conf) @@ -308,7 +320,11 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog, def # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file1_5) - assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples) + assert log_has( + 'Failed to download history data for pair: "MEME/BTC", interval: 1m. ' + 'Error: File Error', + caplog.record_tuples + ) def test_load_tickerdata_file() -> None: diff --git a/freqtrade/tests/edge/test_edge.py b/freqtrade/tests/edge/test_edge.py index af8674188..a14e3282e 100644 --- a/freqtrade/tests/edge/test_edge.py +++ b/freqtrade/tests/edge/test_edge.py @@ -10,10 +10,11 @@ import numpy as np import pytest from pandas import DataFrame, to_datetime +from freqtrade import OperationalException from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.edge import Edge, PairInfo from freqtrade.strategy.interface import SellType -from freqtrade.tests.conftest import get_patched_freqtradebot +from freqtrade.tests.conftest import get_patched_freqtradebot, log_has from freqtrade.tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe, _get_frame_time_from_offset) @@ -30,7 +31,50 @@ ticker_start_time = arrow.get(2018, 10, 3) ticker_interval_in_minute = 60 _ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7} +# Helpers for this test file + +def _validate_ohlc(buy_ohlc_sell_matrice): + for index, ohlc in enumerate(buy_ohlc_sell_matrice): + # if not high < open < low or not high < close < low + if not ohlc[3] >= ohlc[2] >= ohlc[4] or not ohlc[3] >= ohlc[5] >= ohlc[4]: + raise Exception('Line ' + str(index + 1) + ' of ohlc has invalid values!') + return True + + +def _build_dataframe(buy_ohlc_sell_matrice): + _validate_ohlc(buy_ohlc_sell_matrice) + tickers = [] + for ohlc in buy_ohlc_sell_matrice: + ticker = { + 'date': ticker_start_time.shift( + minutes=( + ohlc[0] * + ticker_interval_in_minute)).timestamp * + 1000, + 'buy': ohlc[1], + 'open': ohlc[2], + 'high': ohlc[3], + 'low': ohlc[4], + 'close': ohlc[5], + 'sell': ohlc[6]} + tickers.append(ticker) + + frame = DataFrame(tickers) + frame['date'] = to_datetime(frame['date'], + unit='ms', + utc=True, + infer_datetime_format=True) + + return frame + + +def _time_on_candle(number): + return np.datetime64(ticker_start_time.shift( + minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms') + + +# End helper functions # Open trade should be removed from the end tc0 = BTContainer(data=[ # D O H L C V B S @@ -203,46 +247,6 @@ def test_nonexisting_stake_amount(mocker, edge_conf): assert edge.stake_amount('N/O', 1, 2, 1) == 0.15 -def _validate_ohlc(buy_ohlc_sell_matrice): - for index, ohlc in enumerate(buy_ohlc_sell_matrice): - # if not high < open < low or not high < close < low - if not ohlc[3] >= ohlc[2] >= ohlc[4] or not ohlc[3] >= ohlc[5] >= ohlc[4]: - raise Exception('Line ' + str(index + 1) + ' of ohlc has invalid values!') - return True - - -def _build_dataframe(buy_ohlc_sell_matrice): - _validate_ohlc(buy_ohlc_sell_matrice) - tickers = [] - for ohlc in buy_ohlc_sell_matrice: - ticker = { - 'date': ticker_start_time.shift( - minutes=( - ohlc[0] * - ticker_interval_in_minute)).timestamp * - 1000, - 'buy': ohlc[1], - 'open': ohlc[2], - 'high': ohlc[3], - 'low': ohlc[4], - 'close': ohlc[5], - 'sell': ohlc[6]} - tickers.append(ticker) - - frame = DataFrame(tickers) - frame['date'] = to_datetime(frame['date'], - unit='ms', - utc=True, - infer_datetime_format=True) - - return frame - - -def _time_on_candle(number): - return np.datetime64(ticker_start_time.shift( - minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms') - - def test_edge_heartbeat_calculate(mocker, edge_conf): freqtrade = get_patched_freqtradebot(mocker, edge_conf) edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy) @@ -298,6 +302,40 @@ def test_edge_process_downloaded_data(mocker, edge_conf): assert edge._last_updated <= arrow.utcnow().timestamp + 2 +def test_edge_process_no_data(mocker, edge_conf, caplog): + edge_conf['datadir'] = None + freqtrade = get_patched_freqtradebot(mocker, edge_conf) + mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001)) + mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={})) + edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy) + + assert not edge.calculate() + assert len(edge._cached_pairs) == 0 + assert log_has("No data found. Edge is stopped ...", caplog.record_tuples) + assert edge._last_updated == 0 + + +def test_edge_process_no_trades(mocker, edge_conf, caplog): + edge_conf['datadir'] = None + freqtrade = get_patched_freqtradebot(mocker, edge_conf) + mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001)) + mocker.patch('freqtrade.data.history.load_data', mocked_load_data) + # Return empty + mocker.patch('freqtrade.edge.Edge._find_trades_for_stoploss_range', MagicMock(return_value=[])) + edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy) + + assert not edge.calculate() + assert len(edge._cached_pairs) == 0 + assert log_has("No trades found.", caplog.record_tuples) + + +def test_edge_init_error(mocker, edge_conf,): + edge_conf['stake_amount'] = 0.5 + mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001)) + with pytest.raises(OperationalException, match='Edge works only with unlimited stake amount'): + get_patched_freqtradebot(mocker, edge_conf) + + def test_process_expectancy(mocker, edge_conf): edge_conf['edge']['min_trade_number'] = 2 freqtrade = get_patched_freqtradebot(mocker, edge_conf) @@ -360,3 +398,11 @@ def test_process_expectancy(mocker, edge_conf): assert round(final['TEST/BTC'].risk_reward_ratio, 10) == 306.5384615384 assert round(final['TEST/BTC'].required_risk_reward, 10) == 2.0 assert round(final['TEST/BTC'].expectancy, 10) == 101.5128205128 + + # Pop last item so no trade is profitable + trades.pop() + trades_df = DataFrame(trades) + trades_df = edge._fill_calculable_fields(trades_df) + final = edge._process_expectancy(trades_df) + assert len(final) == 0 + assert isinstance(final, dict) diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py index f005041d9..5a4b5d1b2 100644 --- a/freqtrade/tests/rpc/test_rpc.py +++ b/freqtrade/tests/rpc/test_rpc.py @@ -118,7 +118,7 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None: freqtradebot.create_trade() result = rpc._rpc_status_table() - assert 'just now' in result['Since'].all() + assert 'instantly' in result['Since'].all() assert 'ETH/BTC' in result['Pair'].all() assert '-0.59%' in result['Profit'].all() @@ -127,7 +127,7 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None: # invalidate ticker cache rpc._freqtrade.exchange._cached_ticker = {} result = rpc._rpc_status_table() - assert 'just now' in result['Since'].all() + assert 'instantly' in result['Since'].all() assert 'ETH/BTC' in result['Pair'].all() assert 'nan%' in result['Profit'].all() diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index 0952d1c5d..ecd108b5e 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -1,5 +1,4 @@ # pragma pylint: disable=missing-docstring, C0103 - import argparse import pytest @@ -185,3 +184,22 @@ def test_testdata_dl_options() -> None: assert args.export == 'export/folder' assert args.days == 30 assert args.exchange == 'binance' + + +def test_check_int_positive() -> None: + + assert Arguments.check_int_positive("3") == 3 + assert Arguments.check_int_positive("1") == 1 + assert Arguments.check_int_positive("100") == 100 + + with pytest.raises(argparse.ArgumentTypeError): + Arguments.check_int_positive("-2") + + with pytest.raises(argparse.ArgumentTypeError): + Arguments.check_int_positive("0") + + with pytest.raises(argparse.ArgumentTypeError): + Arguments.check_int_positive("3.5") + + with pytest.raises(argparse.ArgumentTypeError): + Arguments.check_int_positive("DeadBeef") diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py index 2da6b8718..c7bcf7edf 100644 --- a/freqtrade/tests/test_misc.py +++ b/freqtrade/tests/test_misc.py @@ -6,7 +6,7 @@ from unittest.mock import MagicMock from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.misc import (common_datearray, datesarray_to_datetimearray, file_dump_json, file_load_json, format_ms_time, shorten_date) -from freqtrade.data.history import load_tickerdata_file, make_testdata_path +from freqtrade.data.history import load_tickerdata_file, pair_data_filename from freqtrade.strategy.default_strategy import DefaultStrategy @@ -60,13 +60,13 @@ def test_file_dump_json(mocker) -> None: def test_file_load_json(mocker) -> None: # 7m .json does not exist - ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-7m.json')) + ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '7m')) assert not ret # 1m json exists (but no .gz exists) - ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-1m.json')) + ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '1m')) assert ret # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json - ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-8m.json')) + ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '8m')) assert ret diff --git a/mkdocs.yml b/mkdocs.yml index 547c527a5..a8a8a4295 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -3,7 +3,7 @@ nav: - About: index.md - Installation: installation.md - Configuration: configuration.md - - Custom Strategy: bot-optimization.md + - Strategy Customization: strategy-customization.md - Stoploss: stoploss.md - Start the bot: bot-usage.md - Control the bot: diff --git a/requirements-common.txt b/requirements-common.txt index 9e3e2816c..bb2af57a3 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,14 +1,14 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.18.523 +ccxt==1.18.551 SQLAlchemy==1.3.3 python-telegram-bot==11.1.0 -arrow==0.13.1 +arrow==0.13.2 cachetools==3.1.0 -requests==2.21.0 +requests==2.22.0 urllib3==1.24.2 # pyup: ignore wrapt==1.11.1 -scikit-learn==0.21.0 +scikit-learn==0.21.1 joblib==0.13.2 jsonschema==3.0.1 TA-Lib==0.4.17 @@ -17,7 +17,7 @@ coinmarketcap==5.0.3 # Required for hyperopt scikit-optimize==0.5.2 -filelock==3.0.10 +filelock==3.0.12 # find first, C search in arrays py_find_1st==1.1.3 diff --git a/requirements.txt b/requirements.txt index 78585f8f5..da87f56d9 100644 --- a/requirements.txt +++ b/requirements.txt @@ -3,4 +3,4 @@ numpy==1.16.3 pandas==0.24.2 -scipy==1.2.1 +scipy==1.3.0 diff --git a/user_data/hyperopts/sample_hyperopt.py b/user_data/hyperopts/sample_hyperopt.py index 54f65a7e6..7cb55378e 100644 --- a/user_data/hyperopts/sample_hyperopt.py +++ b/user_data/hyperopts/sample_hyperopt.py @@ -79,9 +79,10 @@ class SampleHyperOpts(IHyperOpt): dataframe['close'], dataframe['sar'] )) - dataframe.loc[ - reduce(lambda x, y: x & y, conditions), - 'buy'] = 1 + if conditions: + dataframe.loc[ + reduce(lambda x, y: x & y, conditions), + 'buy'] = 1 return dataframe @@ -138,9 +139,10 @@ class SampleHyperOpts(IHyperOpt): dataframe['sar'], dataframe['close'] )) - dataframe.loc[ - reduce(lambda x, y: x & y, conditions), - 'sell'] = 1 + if conditions: + dataframe.loc[ + reduce(lambda x, y: x & y, conditions), + 'sell'] = 1 return dataframe