Merge branch 'develop' into github_actions_tests

This commit is contained in:
Matthias 2019-11-14 06:45:14 +01:00
commit 6c306c0013
76 changed files with 941 additions and 539 deletions

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@ -0,0 +1,18 @@
name: Update Docker Hub Description
on:
push:
branches:
- master
jobs:
dockerHubDescription:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@master
- name: Docker Hub Description
uses: peter-evans/dockerhub-description@v2.1.0
env:
DOCKERHUB_USERNAME: ${{ secrets.DOCKER_USERNAME }}
DOCKERHUB_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
DOCKERHUB_REPOSITORY: freqtradeorg/freqtrade

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@ -28,11 +28,11 @@ jobs:
name: pytest
- script:
- cp config.json.example config.json
- freqtrade --datadir tests/testdata backtesting
- freqtrade backtesting --datadir tests/testdata --strategy DefaultStrategy
name: backtest
- script:
- cp config.json.example config.json
- freqtrade --datadir tests/testdata --strategy SampleStrategy hyperopt --customhyperopt SampleHyperOpts -e 5
- freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
name: hyperopt
- script: flake8
name: flake8

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@ -24,3 +24,5 @@ RUN pip install numpy --no-cache-dir \
COPY . /freqtrade/
RUN pip install -e . --no-cache-dir
ENTRYPOINT ["freqtrade"]
# Default to trade mode
CMD [ "trade" ]

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@ -62,7 +62,6 @@ git checkout develop
For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/latest/installation/).
## Basic Usage
### Bot commands
@ -106,7 +105,7 @@ optional arguments:
### Telegram RPC commands
Telegram is not mandatory. However, this is a great way to control your bot. More details on our [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on our [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
- `/start`: Starts the trader
- `/stop`: Stops the trader
@ -129,11 +128,6 @@ The project is currently setup in two main branches:
- `master` - This branch contains the latest stable release. The bot 'should' be stable on this branch, and is generally well tested.
- `feat/*` - These are feature branches, which are being worked on heavily. Please don't use these unless you want to test a specific feature.
## A note on Binance
For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB order unsellable as the expected amount is not there anymore.
## Support
### Help / Slack

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@ -23,7 +23,7 @@ if [ $? -ne 0 ]; then
fi
# Run backtest
docker run --rm -v $(pwd)/config.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} --datadir /tests/testdata backtesting
docker run --rm -v $(pwd)/config.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy DefaultStrategy
if [ $? -ne 0 ]; then
echo "failed running backtest"

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@ -8,6 +8,9 @@ If you do not know what things mentioned here mean, you probably do not need it.
Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.
!!! Note
Certain systems (like Raspbian) don't load service unit files from the user directory. In this case, copy `freqtrade.service` into `/etc/systemd/user/` (requires superuser permissions).
After that you can start the daemon with:
```bash

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@ -45,7 +45,7 @@ freqtrade --datadir user_data/data/bittrex-20180101 backtesting
#### With a (custom) strategy file
```bash
freqtrade -s SampleStrategy backtesting
freqtrade backtesting -s SampleStrategy
```
Where `-s SampleStrategy` refers to the class name within the strategy file `sample_strategy.py` found in the `freqtrade/user_data/strategies` directory.

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@ -5,20 +5,18 @@ This page explains the different parameters of the bot and how to run it.
!!! Note
If you've used `setup.sh`, don't forget to activate your virtual environment (`source .env/bin/activate`) before running freqtrade commands.
## Bot commands
```
usage: freqtrade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[--db-url PATH] [--sd-notify]
{backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
usage: freqtrade [-h] [-V]
{trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
...
Free, open source crypto trading bot
positional arguments:
{backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
{trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
trade Trade module.
backtesting Backtesting module.
edge Edge module.
hyperopt Hyperopt module.
@ -32,6 +30,27 @@ positional arguments:
optional arguments:
-h, --help show this help message and exit
-V, --version show program's version number and exit
```
### Bot trading commands
```
usage: freqtrade trade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[--db-url PATH] [--sd-notify] [--dry-run]
optional arguments:
-h, --help show this help message and exit
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite://` for Dry Run).
--sd-notify Notify systemd service manager.
--dry-run Enforce dry-run for trading (removes Exchange secrets
and simulates trades).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified.
-V, --version show program's version number and exit
@ -43,15 +62,12 @@ optional arguments:
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
-s NAME, --strategy NAME
Specify strategy class name (default:
`DefaultStrategy`).
--strategy-path PATH Specify additional strategy lookup path.
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite://` for Dry Run).
--sd-notify Notify systemd service manager.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
```
### How to specify which configuration file be used?
@ -60,7 +76,7 @@ The bot allows you to select which configuration file you want to use by means o
the `-c/--config` command line option:
```bash
freqtrade -c path/far/far/away/config.json
freqtrade trade -c path/far/far/away/config.json
```
Per default, the bot loads the `config.json` configuration file from the current
@ -79,13 +95,13 @@ empty key and secrete values while running in the Dry Mode (which does not actua
require them):
```bash
freqtrade -c ./config.json
freqtrade trade -c ./config.json
```
and specify both configuration files when running in the normal Live Trade Mode:
```bash
freqtrade -c ./config.json -c path/to/secrets/keys.config.json
freqtrade trade -c ./config.json -c path/to/secrets/keys.config.json
```
This could help you hide your private Exchange key and Exchange secrete on you local machine
@ -134,7 +150,7 @@ In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
a strategy class called `AwesomeStrategy` to load it:
```bash
freqtrade --strategy AwesomeStrategy
freqtrade trade --strategy AwesomeStrategy
```
If the bot does not find your strategy file, it will display in an error
@ -149,7 +165,7 @@ This parameter allows you to add an additional strategy lookup path, which gets
checked before the default locations (The passed path must be a directory!):
```bash
freqtrade --strategy AwesomeStrategy --strategy-path /some/directory
freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory
```
#### How to install a strategy?
@ -165,7 +181,7 @@ using `--db-url`. This can also be used to specify a custom database
in production mode. Example command:
```bash
freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
freqtrade trade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
```
## Backtesting commands
@ -173,8 +189,10 @@ freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
Backtesting also uses the config specified via `-c/--config`.
```
usage: freqtrade backtesting [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
[--max_open_trades INT]
usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-i TICKER_INTERVAL]
[--timerange TIMERANGE] [--max_open_trades INT]
[--stake_amount STAKE_AMOUNT] [--fee FLOAT]
[--eps] [--dmmp]
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
@ -211,11 +229,29 @@ optional arguments:
--export EXPORT Export backtest results, argument are: trades.
Example: `--export=trades`
--export-filename PATH
Save backtest results to the file with this filename
(default: `user_data/backtest_results/backtest-
result.json`). Requires `--export` to be set as well.
Example: `--export-filename=user_data/backtest_results
/backtest_today.json`
Save backtest results to the file with this filename.
Requires `--export` to be set as well. Example:
`--export-filename=user_data/backtest_results/backtest
_today.json`
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
```
@ -223,7 +259,7 @@ optional arguments:
The first time your run Backtesting, you will need to download some historic data first.
This can be accomplished by using `freqtrade download-data`.
Check the corresponding [help page section](backtesting.md#Getting-data-for-backtesting-and-hyperopt) for more details
Check the corresponding [Data Downloading](data-download.md) section for more details
## Hyperopt commands
@ -231,12 +267,14 @@ To optimize your strategy, you can use hyperopt parameter hyperoptimization
to find optimal parameter values for your stategy.
```
usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[-i TICKER_INTERVAL] [--timerange TIMERANGE]
[--max_open_trades INT]
[--stake_amount STAKE_AMOUNT] [--fee FLOAT]
[--customhyperopt NAME] [--hyperopt-path PATH]
[--eps] [-e INT]
[-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
[--hyperopt NAME] [--hyperopt-path PATH] [--eps]
[-e INT]
[--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
[--dmmp] [--print-all] [--no-color] [--print-json]
[-j JOBS] [--random-state INT] [--min-trades INT]
[--continue] [--hyperopt-loss NAME]
@ -254,16 +292,15 @@ optional arguments:
Specify stake_amount.
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
entry and exit).
--customhyperopt NAME
Specify hyperopt class name (default:
`DefaultHyperOpt`).
--hyperopt-path PATH Specify additional lookup path for Hyperopts and
--hyperopt NAME Specify hyperopt class name which will be used by the
bot.
--hyperopt-path PATH Specify additional lookup path for Hyperopt and
Hyperopt Loss functions.
--eps, --enable-position-stacking
Allow buying the same pair multiple times (position
stacking).
-e INT, --epochs INT Specify number of epochs (default: 100).
-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...], --spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]
--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]
Specify which parameters to hyperopt. Space-separated
list. Default: `all`.
--dmmp, --disable-max-market-positions
@ -292,8 +329,27 @@ optional arguments:
generate completely different results, since the
target for optimization is different. Built-in
Hyperopt-loss-functions are: DefaultHyperOptLoss,
OnlyProfitHyperOptLoss, SharpeHyperOptLoss.(default:
OnlyProfitHyperOptLoss, SharpeHyperOptLoss (default:
`DefaultHyperOptLoss`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
```
## Edge commands
@ -301,7 +357,9 @@ optional arguments:
To know your trade expectancy and winrate against historical data, you can use Edge.
```
usage: freqtrade edge [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[-i TICKER_INTERVAL] [--timerange TIMERANGE]
[--max_open_trades INT] [--stake_amount STAKE_AMOUNT]
[--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
@ -324,6 +382,24 @@ optional arguments:
(without any space). Example:
`--stoplosses=-0.01,-0.1,-0.001`
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
```
To understand edge and how to read the results, please read the [edge documentation](edge.md).

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@ -95,7 +95,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `db_url` | `sqlite:///tradesv3.sqlite`| Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`.
| `initial_state` | running | Defines the initial application state. More information below.
| `forcebuy_enable` | false | Enables the RPC Commands to force a buy. More information below.
| `strategy` | DefaultStrategy | Defines Strategy class to use.
| `strategy` | None | **Required** Defines Strategy class to use. Recommended to set via `--strategy NAME`.
| `strategy_path` | null | Adds an additional strategy lookup path (must be a directory).
| `internals.process_throttle_secs` | 5 | **Required.** Set the process throttle. Value in second.
| `internals.heartbeat_interval` | 60 | Print heartbeat message every X seconds. Set to 0 to disable heartbeat messages.
@ -357,19 +357,12 @@ For example, to test the order type `FOK` with Kraken, and modify candle_limit t
!!! Warning
Please make sure to fully understand the impacts of these settings before modifying them.
#### Random notes for other exchanges
* The Ocean (ccxt id: 'theocean') exchange uses Web3 functionality and requires web3 package to be installed:
```shell
$ pip3 install web3
```
### What values can be used for fiat_display_currency?
The `fiat_display_currency` configuration parameter sets the base currency to use for the
conversion from coin to fiat in the bot Telegram reports.
The valid values are:
The valid values are:p
```json
"AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD"
@ -476,11 +469,13 @@ you run it in production mode.
"secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
...
}
```
!!! Note
If you have an exchange API key yet, [see our tutorial](/pre-requisite).
You should also make sure to read the [Exchanges](exchanges.md) section of the documentation to be aware of potential configuration details specific to your exchange.
### Using proxy with FreqTrade
To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration.

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@ -78,10 +78,8 @@ freqtrade download-data --exchange binance --pairs XRP/ETH ETH/BTC --days 20 --d
!!! Warning
The historic trades are not available during Freqtrade dry-run and live trade modes because all exchanges tested provide this data with a delay of few 100 candles, so it's not suitable for real-time trading.
### Historic Kraken data
The Kraken API does only provide 720 historic candles, which is sufficient for FreqTrade dry-run and live trade modes, but is a problem for backtesting.
To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data.
!!! Note "Kraken user"
Kraken users should read [this](exchanges.md#historic-kraken-data) before starting to download data.
## Next step

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@ -160,7 +160,7 @@ docker run -d \
-v ~/.freqtrade/config.json:/freqtrade/config.json \
-v ~/.freqtrade/user_data/:/freqtrade/user_data \
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
freqtrade trade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
```
!!! Note
@ -202,7 +202,7 @@ docker run -d \
-v ~/.freqtrade/config.json:/freqtrade/config.json \
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
-v ~/.freqtrade/user_data/:/freqtrade/user_data/ \
freqtrade --strategy AwsomelyProfitableStrategy backtesting
freqtrade backtesting --strategy AwsomelyProfitableStrategy
```
Head over to the [Backtesting Documentation](backtesting.md) for more details.

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@ -235,7 +235,7 @@ An example of its output:
### Update cached pairs with the latest data
Edge requires historic data the same way as backtesting does.
Please refer to the [download section](backtesting.md#Getting-data-for-backtesting-and-hyperopt) of the documentation for details.
Please refer to the [Data Downloading](data-download.md) section of the documentation for details.
### Precising stoploss range

63
docs/exchanges.md Normal file
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@ -0,0 +1,63 @@
# Exchange-specific Notes
This page combines common gotchas and informations which are exchange-specific and most likely don't apply to other exchanges.
## Binance
!!! Tip "Stoploss on Exchange"
Binance is currently the only exchange supporting `stoploss_on_exchange`. It provides great advantages, so we recommend to benefit from it.
### Blacklists
For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB order unsellable as the expected amount is not there anymore.
### Binance sites
Binance has been split into 3, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
* [binance.com](https://www.binance.com/) - International users. Use exchange id: `binance`.
* [binance.us](https://www.binance.us/) - US based users. Use exchange id: `binanceus`.
* [binance.je](https://www.binance.je/) - Binance Jersey, trading fiat currencies. Use exchange id: `binanceje`.
## Kraken
### Historic Kraken data
The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting.
To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data.
## Bittrex
### Restricted markets
Bittrex split its exchange into US and International versions.
The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction.
If you have restricted pairs in your whitelist, you'll get a warning message in the log on Freqtrade startup for each restricted pair.
The warning message will look similar to the following:
``` output
[...] Message: bittrex {"success":false,"message":"RESTRICTED_MARKET","result":null,"explanation":null}"
```
If you're an "International" customer on the Bittrex exchange, then this warning will probably not impact you.
If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your whitelist.
You can get a list of restricted markets by using the following snippet:
``` python
import ccxt
ct = ccxt.bittrex()
_ = ct.load_markets()
res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarkets()['result'] if x['IsRestricted']]
print(res)
```
## Random notes for other exchanges
* The Ocean (exchange id: `theocean`) exchange uses Web3 functionality and requires `web3` python package to be installed:
```shell
$ pip3 install web3
```

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@ -4,7 +4,7 @@
### The bot does not start
Running the bot with `freqtrade --config config.json` does show the output `freqtrade: command not found`.
Running the bot with `freqtrade trade --config config.json` does show the output `freqtrade: command not found`.
This could have the following reasons:
@ -48,12 +48,8 @@ You can use the `/forcesell all` command from Telegram.
### I get the message "RESTRICTED_MARKET"
Currently known to happen for US Bittrex users.
Bittrex split its exchange into US and International versions.
The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction.
If you have restricted pairs in your whitelist, you'll get a warning message in the log on FreqTrade startup for each restricted pair.
If you're an "International" Customer on the Bittrex exchange, then this warning will probably not impact you.
If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your Whitelist.
Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information.
### How do I search the bot logs for something?

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@ -245,7 +245,7 @@ Because hyperopt tries a lot of combinations to find the best parameters it will
We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
```bash
freqtrade -c config.json hyperopt --customhyperopt <hyperoptname> -e 5000 --spaces all
freqtrade hyperopt --config config.json --hyperopt <hyperoptname> -e 5000 --spaces all
```
Use `<hyperoptname>` as the name of the custom hyperopt used.
@ -281,7 +281,7 @@ freqtrade hyperopt --timerange 20180401-20180501
Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
```bash
freqtrade --strategy SampleStrategy hyperopt --customhyperopt SampleHyperopt
freqtrade hyperopt --strategy SampleStrategy --customhyperopt SampleHyperopt
```
### Running Hyperopt with Smaller Search Space

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@ -26,26 +26,32 @@ You will need to create API Keys (Usually you get `key` and `secret`) from the E
## Quick start
Freqtrade provides a Linux/MacOS script to install all dependencies and help you to configure the bot.
!!! Note
Python3.6 or higher and the corresponding pip are assumed to be available. The install-script will warn and stop if that's not the case.
```bash
git clone git@github.com:freqtrade/freqtrade.git
cd freqtrade
./setup.sh --install
```
!!! Note "Version considerations"
When cloning the repository the default working branch is name `develop`. This branch contains the last features (can be considered as relatively stable thanks to automated tests). The `master` branch contains the code of the last release (done once per month with a one week old snapshot of the `develop` branch to prevent packaging bugs so potentially more stable).
Freqtrade provides the Linux/MacOS Easy Installation script to install all dependencies and help you configure the bot.
!!! Note
Windows installation is explained [here](#windows).
## Easy Installation - Linux Script
The easiest way to install and run Freqtrade is to clone the bot GitHub repository and then run the Easy Installation script, if it's available for your platform.
If you are on Debian, Ubuntu or MacOS freqtrade provides a script to Install, Update, Configure, and Reset your bot.
!!! Note "Version considerations"
When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests). The `master` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
!!! Note
Python3.6 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.
This can be achieved with the following commands:
```bash
git clone git@github.com:freqtrade/freqtrade.git
cd freqtrade
git checkout master # Optional, see (1)
./setup.sh --install
```
(1) This command switches the cloned repository to the use of the `master` branch. It's not needed if you wish to stay on the `develop` branch. You may later switch between branches at any time with the `git checkout master`/`git checkout develop` commands.
## Easy Installation Script (Linux/MacOS)
If you are on Debian, Ubuntu or MacOS Freqtrade provides the script to install, update, configure and reset the codebase of your bot.
```bash
$ ./setup.sh
@ -58,25 +64,25 @@ usage:
** --install **
This script will install everything you need to run the bot:
With this option, the script will install everything you need to run the bot:
* Mandatory software as: `ta-lib`
* Setup your virtualenv
* Configure your `config.json` file
This script is a combination of `install script` `--reset`, `--config`
This option is a combination of installation tasks, `--reset` and `--config`.
** --update **
Update parameter will pull the last version of your current branch and update your virtualenv.
This option will pull the last version of your current branch and update your virtualenv. Run the script with this option periodically to update your bot.
** --reset **
Reset parameter will hard reset your branch (only if you are on `master` or `develop`) and recreate your virtualenv.
This option will hard reset your branch (only if you are on either `master` or `develop`) and recreate your virtualenv.
** --config **
Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`.
Use this option to configure the `config.json` configuration file. The script will interactively ask you questions to setup your bot and create your `config.json`.
------
@ -186,7 +192,7 @@ python3 -m pip install -e .
If this is the first time you run the bot, ensure you are running it in Dry-run `"dry_run": true,` otherwise it will start to buy and sell coins.
```bash
freqtrade -c config.json
freqtrade trade -c config.json
```
*Note*: If you run the bot on a server, you should consider using [Docker](docker.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout.

View File

@ -23,13 +23,15 @@ The `freqtrade plot-dataframe` subcommand shows an interactive graph with three
Possible arguments:
```
usage: freqtrade plot-dataframe [-h] [-p PAIRS [PAIRS ...]]
usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-p PAIRS [PAIRS ...]]
[--indicators1 INDICATORS1 [INDICATORS1 ...]]
[--indicators2 INDICATORS2 [INDICATORS2 ...]]
[--plot-limit INT] [--db-url PATH]
[--trade-source {DB,file}] [--export EXPORT]
[--export-filename PATH]
[--timerange TIMERANGE]
[--timerange TIMERANGE] [-i TICKER_INTERVAL]
optional arguments:
-h, --help show this help message and exit
@ -62,6 +64,28 @@ optional arguments:
/backtest_today.json`
--timerange TIMERANGE
Specify what timerange of data to use.
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name (default:
`DefaultStrategy`).
--strategy-path PATH Specify additional strategy lookup path.
```
@ -83,7 +107,7 @@ Use `--indicators1` for the main plot and `--indicators2` for the subplot below
You will almost certainly want to specify a custom strategy! This can be done by adding `-s Classname` / `--strategy ClassName` to the command.
``` bash
freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --indicators1 sma ema --indicators2 macd
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --indicators1 sma ema --indicators2 macd
```
### Further usage examples
@ -91,25 +115,25 @@ freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --indicators1 sma
To plot multiple pairs, separate them with a space:
``` bash
freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH XRP/ETH
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH XRP/ETH
```
To plot a timerange (to zoom in)
``` bash
freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --timerange=20180801-20180805
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --timerange=20180801-20180805
```
To plot trades stored in a database use `--db-url` in combination with `--trade-source DB`:
``` bash
freqtrade --strategy AwesomeStrategy plot-dataframe --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB
freqtrade plot-dataframe --strategy AwesomeStrategy --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB
```
To plot trades from a backtesting result, use `--export-filename <filename>`
``` bash
freqtrade --strategy AwesomeStrategy plot-dataframe --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH
freqtrade plot-dataframe --strategy AwesomeStrategy --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH
```
## Plot profit
@ -133,10 +157,11 @@ The third graph can be useful to spot outliers, events in pairs that cause profi
Possible options for the `freqtrade plot-profit` subcommand:
```
usage: freqtrade plot-profit [-h] [-p PAIRS [PAIRS ...]]
usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]]
[--timerange TIMERANGE] [--export EXPORT]
[--export-filename PATH] [--db-url PATH]
[--trade-source {DB,file}]
[--trade-source {DB,file}] [-i TICKER_INTERVAL]
optional arguments:
-h, --help show this help message and exit
@ -159,6 +184,22 @@ optional arguments:
--trade-source {DB,file}
Specify the source for trades (Can be DB or file
(backtest file)) Default: file
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

View File

@ -22,7 +22,14 @@ Sample configuration:
!!! Danger "Password selection"
Please make sure to select a very strong, unique password to protect your bot from unauthorized access.
You can then access the API by going to `http://127.0.0.1:8080/api/v1/version` to check if the API is running correctly.
You can then access the API by going to `http://127.0.0.1:8080/api/v1/ping` in a browser to check if the API is running correctly.
This should return the response:
``` output
{"status":"pong"}
```
All other endpoints return sensitive info and require authentication, so are not available through a web browser.
To generate a secure password, either use a password manager, or use the below code snipped.
@ -58,7 +65,7 @@ docker run -d \
-v ~/.freqtrade/user_data/:/freqtrade/user_data \
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
-p 127.0.0.1:8080:8080 \
freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
freqtrade trade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
```
!!! Danger "Security warning"

View File

@ -13,7 +13,7 @@ Let assume you have a class called `AwesomeStrategy` in the file `awesome-strate
2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name)
```bash
freqtrade --strategy AwesomeStrategy
freqtrade trade --strategy AwesomeStrategy
```
## Change your strategy
@ -45,7 +45,7 @@ The current version is 2 - which is also the default when it's not set explicitl
Future versions will require this to be set.
```bash
freqtrade --strategy AwesomeStrategy
freqtrade trade --strategy AwesomeStrategy
```
**For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py)
@ -314,9 +314,9 @@ Please always check the mode of operation to select the correct method to get da
#### Possible options for DataProvider
- `available_pairs` - Property with tuples listing cached pairs with their intervals (pair, interval).
- `ohlcv(pair, ticker_interval)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
- `historic_ohlcv(pair, ticker_interval)` - Returns historical data stored on disk.
- `get_pair_dataframe(pair, ticker_interval)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
- `ohlcv(pair, timeframe)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
- `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
- `get_pair_dataframe(pair, timeframe)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
- `orderbook(pair, maximum)` - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure.
- `runmode` - Property containing the current runmode.
@ -327,7 +327,7 @@ Please always check the mode of operation to select the correct method to get da
if self.dp:
inf_pair, inf_timeframe = self.informative_pairs()[0]
informative = self.dp.get_pair_dataframe(pair=inf_pair,
ticker_interval=inf_timeframe)
timeframe=inf_timeframe)
```
!!! Warning "Warning about backtesting"
@ -485,7 +485,7 @@ The strategy template is located in the file
If you want to use a strategy from a different directory you can pass `--strategy-path`
```bash
freqtrade --strategy AwesomeStrategy --strategy-path /some/directory
freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory
```
### Common mistakes when developing strategies

View File

@ -10,7 +10,7 @@ from pathlib import Path
# Customize these according to your needs.
# Define some constants
ticker_interval = "5m"
timeframe = "5m"
# Name of the strategy class
strategy_name = 'SampleStrategy'
# Path to user data
@ -29,7 +29,7 @@ pair = "BTC_USDT"
from freqtrade.data.history import load_pair_history
candles = load_pair_history(datadir=data_location,
ticker_interval=ticker_interval,
timeframe=timeframe,
pair=pair)
# Confirm success

View File

@ -6,7 +6,7 @@ After=network.target
# Set WorkingDirectory and ExecStart to your file paths accordingly
# NOTE: %h will be resolved to /home/<username>
WorkingDirectory=%h/freqtrade
ExecStart=/usr/bin/freqtrade
ExecStart=/usr/bin/freqtrade trade
Restart=on-failure
[Install]

View File

@ -6,7 +6,7 @@ After=network.target
# Set WorkingDirectory and ExecStart to your file paths accordingly
# NOTE: %h will be resolved to /home/<username>
WorkingDirectory=%h/freqtrade
ExecStart=/usr/bin/freqtrade --sd-notify
ExecStart=/usr/bin/freqtrade trade --sd-notify
Restart=always
#Restart=on-failure

View File

@ -13,7 +13,7 @@ ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_dat
ARGS_STRATEGY = ["strategy", "strategy_path"]
ARGS_MAIN = ARGS_COMMON + ARGS_STRATEGY + ["db_url", "sd_notify"]
ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
"max_open_trades", "stake_amount", "fee"]
@ -42,8 +42,9 @@ ARGS_CREATE_USERDIR = ["user_data_dir"]
ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
"timeframes", "erase"]
ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", "db_url",
"trade_source", "export", "exportfilename", "timerange", "ticker_interval"]
ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
"db_url", "trade_source", "export", "exportfilename",
"timerange", "ticker_interval"]
ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
"trade_source", "ticker_interval"]
@ -61,11 +62,6 @@ class Arguments:
def __init__(self, args: Optional[List[str]]) -> None:
self.args = args
self._parsed_arg: Optional[argparse.Namespace] = None
self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
def _load_args(self) -> None:
self._build_args(optionlist=ARGS_MAIN)
self._build_subcommands()
def get_parsed_arg(self) -> Dict[str, Any]:
"""
@ -73,7 +69,7 @@ class Arguments:
:return: List[str] List of arguments
"""
if self._parsed_arg is None:
self._load_args()
self._build_subcommands()
self._parsed_arg = self._parse_args()
return vars(self._parsed_arg)
@ -84,22 +80,17 @@ class Arguments:
"""
parsed_arg = self.parser.parse_args(self.args)
# When no config is provided, but a config exists, use that configuration!
subparser = parsed_arg.subparser if 'subparser' in parsed_arg else None
# Workaround issue in argparse with action='append' and default value
# (see https://bugs.python.org/issue16399)
# Allow no-config for certain commands (like downloading / plotting)
if (parsed_arg.config is None
and subparser not in NO_CONF_ALLOWED
and ((Path.cwd() / constants.DEFAULT_CONFIG).is_file()
or (subparser not in NO_CONF_REQURIED))):
if ('config' in parsed_arg and parsed_arg.config is None and
((Path.cwd() / constants.DEFAULT_CONFIG).is_file() or
not ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED))):
parsed_arg.config = [constants.DEFAULT_CONFIG]
return parsed_arg
def _build_args(self, optionlist, parser=None):
parser = parser or self.parser
def _build_args(self, optionlist, parser):
for val in optionlist:
opt = AVAILABLE_CLI_OPTIONS[val]
@ -110,38 +101,68 @@ class Arguments:
Builds and attaches all subcommands.
:return: None
"""
# Build shared arguments (as group Common Options)
_common_parser = argparse.ArgumentParser(add_help=False)
group = _common_parser.add_argument_group("Common arguments")
self._build_args(optionlist=ARGS_COMMON, parser=group)
_strategy_parser = argparse.ArgumentParser(add_help=False)
strategy_group = _strategy_parser.add_argument_group("Strategy arguments")
self._build_args(optionlist=ARGS_STRATEGY, parser=strategy_group)
# Build main command
self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
self._build_args(optionlist=['version'], parser=self.parser)
from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
from freqtrade.utils import (start_create_userdir, start_download_data,
start_list_exchanges, start_list_timeframes,
start_list_markets)
start_list_exchanges, start_list_markets,
start_list_timeframes, start_trading)
from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
subparsers = self.parser.add_subparsers(dest='subparser')
subparsers = self.parser.add_subparsers(dest='command',
# Use custom message when no subhandler is added
# shown from `main.py`
# required=True
)
# Add trade subcommand
trade_cmd = subparsers.add_parser('trade', help='Trade module.',
parents=[_common_parser, _strategy_parser])
trade_cmd.set_defaults(func=start_trading)
self._build_args(optionlist=ARGS_TRADE, parser=trade_cmd)
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
parents=[_common_parser, _strategy_parser])
backtesting_cmd.set_defaults(func=start_backtesting)
self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
# Add edge subcommand
edge_cmd = subparsers.add_parser('edge', help='Edge module.')
edge_cmd = subparsers.add_parser('edge', help='Edge module.',
parents=[_common_parser, _strategy_parser])
edge_cmd.set_defaults(func=start_edge)
self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.',
parents=[_common_parser, _strategy_parser],
)
hyperopt_cmd.set_defaults(func=start_hyperopt)
self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
# add create-userdir subcommand
create_userdir_cmd = subparsers.add_parser('create-userdir',
help="Create user-data directory.")
help="Create user-data directory.",
)
create_userdir_cmd.set_defaults(func=start_create_userdir)
self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd)
# Add list-exchanges subcommand
list_exchanges_cmd = subparsers.add_parser(
'list-exchanges',
help='Print available exchanges.'
help='Print available exchanges.',
parents=[_common_parser],
)
list_exchanges_cmd.set_defaults(func=start_list_exchanges)
self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
@ -149,7 +170,8 @@ class Arguments:
# Add list-timeframes subcommand
list_timeframes_cmd = subparsers.add_parser(
'list-timeframes',
help='Print available ticker intervals (timeframes) for the exchange.'
help='Print available ticker intervals (timeframes) for the exchange.',
parents=[_common_parser],
)
list_timeframes_cmd.set_defaults(func=start_list_timeframes)
self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd)
@ -157,7 +179,8 @@ class Arguments:
# Add list-markets subcommand
list_markets_cmd = subparsers.add_parser(
'list-markets',
help='Print markets on exchange.'
help='Print markets on exchange.',
parents=[_common_parser],
)
list_markets_cmd.set_defaults(func=partial(start_list_markets, pairs_only=False))
self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_markets_cmd)
@ -165,7 +188,8 @@ class Arguments:
# Add list-pairs subcommand
list_pairs_cmd = subparsers.add_parser(
'list-pairs',
help='Print pairs on exchange.'
help='Print pairs on exchange.',
parents=[_common_parser],
)
list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True))
self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd)
@ -173,16 +197,17 @@ class Arguments:
# Add download-data subcommand
download_data_cmd = subparsers.add_parser(
'download-data',
help='Download backtesting data.'
help='Download backtesting data.',
parents=[_common_parser],
)
download_data_cmd.set_defaults(func=start_download_data)
self._build_args(optionlist=ARGS_DOWNLOAD_DATA, parser=download_data_cmd)
# Add Plotting subcommand
from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
plot_dataframe_cmd = subparsers.add_parser(
'plot-dataframe',
help='Plot candles with indicators.'
help='Plot candles with indicators.',
parents=[_common_parser, _strategy_parser],
)
plot_dataframe_cmd.set_defaults(func=start_plot_dataframe)
self._build_args(optionlist=ARGS_PLOT_DATAFRAME, parser=plot_dataframe_cmd)
@ -190,7 +215,8 @@ class Arguments:
# Plot profit
plot_profit_cmd = subparsers.add_parser(
'plot-profit',
help='Generate plot showing profits.'
help='Generate plot showing profits.',
parents=[_common_parser],
)
plot_profit_cmd.set_defaults(func=start_plot_profit)
self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)

View File

@ -65,9 +65,8 @@ AVAILABLE_CLI_OPTIONS = {
# Main options
"strategy": Arg(
'-s', '--strategy',
help='Specify strategy class name (default: `%(default)s`).',
help='Specify strategy class name which will be used by the bot.',
metavar='NAME',
default='DefaultStrategy',
),
"strategy_path": Arg(
'--strategy-path',
@ -86,6 +85,11 @@ AVAILABLE_CLI_OPTIONS = {
help='Notify systemd service manager.',
action='store_true',
),
"dry_run": Arg(
'--dry-run',
help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).',
action='store_true',
),
# Optimize common
"ticker_interval": Arg(
'-i', '--ticker-interval',
@ -136,7 +140,7 @@ AVAILABLE_CLI_OPTIONS = {
),
"exportfilename": Arg(
'--export-filename',
help='Save backtest results to the file with this filename (default: `%(default)s`). '
help='Save backtest results to the file with this filename. '
'Requires `--export` to be set as well. '
'Example: `--export-filename=user_data/backtest_results/backtest_today.json`',
metavar='PATH',
@ -156,14 +160,13 @@ AVAILABLE_CLI_OPTIONS = {
),
# Hyperopt
"hyperopt": Arg(
'--customhyperopt',
help='Specify hyperopt class name (default: `%(default)s`).',
'--hyperopt',
help='Specify hyperopt class name which will be used by the bot.',
metavar='NAME',
default=constants.DEFAULT_HYPEROPT,
),
"hyperopt_path": Arg(
'--hyperopt-path',
help='Specify additional lookup path for Hyperopts and Hyperopt Loss functions.',
help='Specify additional lookup path for Hyperopt and Hyperopt Loss functions.',
metavar='PATH',
),
"epochs": Arg(
@ -174,7 +177,7 @@ AVAILABLE_CLI_OPTIONS = {
default=constants.HYPEROPT_EPOCH,
),
"spaces": Arg(
'-s', '--spaces',
'--spaces',
help='Specify which parameters to hyperopt. Space-separated list. '
'Default: `%(default)s`.',
choices=['all', 'buy', 'sell', 'roi', 'stoploss'],

View File

@ -93,7 +93,7 @@ class Configuration:
:return: Configuration dictionary
"""
# Load all configs
config: Dict[str, Any] = self.load_from_files(self.args["config"])
config: Dict[str, Any] = self.load_from_files(self.args.get("config", []))
# Keep a copy of the original configuration file
config['original_config'] = deepcopy(config)
@ -153,7 +153,7 @@ class Configuration:
self._process_logging_options(config)
# Set strategy if not specified in config and or if it's non default
if self.args.get("strategy") != constants.DEFAULT_STRATEGY or not config.get('strategy'):
if self.args.get("strategy") or not config.get('strategy'):
config.update({'strategy': self.args.get("strategy")})
self._args_to_config(config, argname='strategy_path',
@ -171,6 +171,10 @@ class Configuration:
if 'sd_notify' in self.args and self.args["sd_notify"]:
config['internals'].update({'sd_notify': True})
self._args_to_config(config, argname='dry_run',
logstring='Parameter --dry-run detected, '
'overriding dry_run to: {} ...')
def _process_datadir_options(self, config: Dict[str, Any]) -> None:
"""
Extract information for sys.argv and load directory configurations

View File

@ -39,12 +39,12 @@ class TimeRange:
if self.startts:
self.startts = self.startts - seconds
def adjust_start_if_necessary(self, ticker_interval_secs: int, startup_candles: int,
def adjust_start_if_necessary(self, timeframe_secs: int, startup_candles: int,
min_date: arrow.Arrow) -> None:
"""
Adjust startts by <startup_candles> candles.
Applies only if no startup-candles have been available.
:param ticker_interval_secs: Ticker interval in seconds e.g. `timeframe_to_seconds('5m')`
:param timeframe_secs: Ticker timeframe in seconds e.g. `timeframe_to_seconds('5m')`
:param startup_candles: Number of candles to move start-date forward
:param min_date: Minimum data date loaded. Key kriterium to decide if start-time
has to be moved
@ -55,7 +55,7 @@ class TimeRange:
# If no startts was defined, or backtest-data starts at the defined backtest-date
logger.warning("Moving start-date by %s candles to account for startup time.",
startup_candles)
self.startts = (min_date.timestamp + ticker_interval_secs * startup_candles)
self.startts = (min_date.timestamp + timeframe_secs * startup_candles)
self.starttype = 'date'
@staticmethod

View File

@ -9,8 +9,6 @@ PROCESS_THROTTLE_SECS = 5 # sec
DEFAULT_TICKER_INTERVAL = 5 # min
HYPEROPT_EPOCH = 100 # epochs
RETRY_TIMEOUT = 30 # sec
DEFAULT_STRATEGY = 'DefaultStrategy'
DEFAULT_HYPEROPT = 'DefaultHyperOpt'
DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
DEFAULT_DB_DRYRUN_URL = 'sqlite://'
@ -24,7 +22,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList']
DRY_RUN_WALLET = 999.9
MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons
TICKER_INTERVALS = [
TIMEFRAMES = [
'1m', '3m', '5m', '15m', '30m',
'1h', '2h', '4h', '6h', '8h', '12h',
'1d', '3d', '1w',
@ -57,7 +55,7 @@ CONF_SCHEMA = {
'type': 'object',
'properties': {
'max_open_trades': {'type': 'integer', 'minimum': -1},
'ticker_interval': {'type': 'string', 'enum': TICKER_INTERVALS},
'ticker_interval': {'type': 'string', 'enum': TIMEFRAMES},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
'stake_amount': {
"type": ["number", "string"],

View File

@ -178,9 +178,9 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
:return: Returns df with one additional column, col_name, containing the cumulative profit.
"""
from freqtrade.exchange import timeframe_to_minutes
ticker_minutes = timeframe_to_minutes(timeframe)
# Resample to ticker_interval to make sure trades match candles
_trades_sum = trades.resample(f'{ticker_minutes}min', on='close_time')[['profitperc']].sum()
timeframe_minutes = timeframe_to_minutes(timeframe)
# Resample to timeframe to make sure trades match candles
_trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time')[['profitperc']].sum()
df.loc[:, col_name] = _trades_sum.cumsum()
# Set first value to 0
df.loc[df.iloc[0].name, col_name] = 0

View File

@ -10,13 +10,13 @@ from pandas import DataFrame, to_datetime
logger = logging.getLogger(__name__)
def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *,
def parse_ticker_dataframe(ticker: list, timeframe: str, pair: str, *,
fill_missing: bool = True,
drop_incomplete: bool = True) -> DataFrame:
"""
Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe
:param ticker: ticker list, as returned by exchange.async_get_candle_history
:param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data
:param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data
:param pair: Pair this data is for (used to warn if fillup was necessary)
:param fill_missing: fill up missing candles with 0 candles
(see ohlcv_fill_up_missing_data for details)
@ -52,12 +52,12 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *,
logger.debug('Dropping last candle')
if fill_missing:
return ohlcv_fill_up_missing_data(frame, ticker_interval, pair)
return ohlcv_fill_up_missing_data(frame, timeframe, pair)
else:
return frame
def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str, pair: str) -> DataFrame:
def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame:
"""
Fills up missing data with 0 volume rows,
using the previous close as price for "open", "high" "low" and "close", volume is set to 0
@ -72,7 +72,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str, pair:
'close': 'last',
'volume': 'sum'
}
ticker_minutes = timeframe_to_minutes(ticker_interval)
ticker_minutes = timeframe_to_minutes(timeframe)
# Resample to create "NAN" values
df = dataframe.resample(f'{ticker_minutes}min', on='date').agg(ohlc_dict)

View File

@ -37,52 +37,53 @@ class DataProvider:
@property
def available_pairs(self) -> List[Tuple[str, str]]:
"""
Return a list of tuples containing pair, ticker_interval for which data is currently cached.
Return a list of tuples containing (pair, timeframe) for which data is currently cached.
Should be whitelist + open trades.
"""
return list(self._exchange._klines.keys())
def ohlcv(self, pair: str, ticker_interval: str = None, copy: bool = True) -> DataFrame:
def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
"""
Get ohlcv data for the given pair as DataFrame
Please use the `available_pairs` method to verify which pairs are currently cached.
:param pair: pair to get the data for
:param ticker_interval: ticker interval to get data for
:param timeframe: Ticker timeframe to get data for
:param copy: copy dataframe before returning if True.
Use False only for read-only operations (where the dataframe is not modified)
"""
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
return self._exchange.klines((pair, ticker_interval or self._config['ticker_interval']),
return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
copy=copy)
else:
return DataFrame()
def historic_ohlcv(self, pair: str, ticker_interval: str = None) -> DataFrame:
def historic_ohlcv(self, pair: str, timeframe: str = None) -> DataFrame:
"""
Get stored historic ohlcv data
:param pair: pair to get the data for
:param ticker_interval: ticker interval to get data for
:param timeframe: timeframe to get data for
"""
return load_pair_history(pair=pair,
ticker_interval=ticker_interval or self._config['ticker_interval'],
timeframe=timeframe or self._config['ticker_interval'],
datadir=Path(self._config['datadir'])
)
def get_pair_dataframe(self, pair: str, ticker_interval: str = None) -> DataFrame:
def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
"""
Return pair ohlcv data, either live or cached historical -- depending
on the runmode.
:param pair: pair to get the data for
:param ticker_interval: ticker interval to get data for
:param timeframe: timeframe to get data for
:return: Dataframe for this pair
"""
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
# Get live ohlcv data.
data = self.ohlcv(pair=pair, ticker_interval=ticker_interval)
data = self.ohlcv(pair=pair, timeframe=timeframe)
else:
# Get historic ohlcv data (cached on disk).
data = self.historic_ohlcv(pair=pair, ticker_interval=ticker_interval)
data = self.historic_ohlcv(pair=pair, timeframe=timeframe)
if len(data) == 0:
logger.warning(f"No data found for ({pair}, {ticker_interval}).")
logger.warning(f"No data found for ({pair}, {timeframe}).")
return data
def market(self, pair: str) -> Optional[Dict[str, Any]]:

View File

@ -50,26 +50,30 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
return tickerlist[start_index:stop_index]
def trim_dataframe(df: DataFrame, timerange: TimeRange) -> DataFrame:
def trim_dataframe(df: DataFrame, timerange: TimeRange, df_date_col: str = 'date') -> DataFrame:
"""
Trim dataframe based on given timerange
:param df: Dataframe to trim
:param timerange: timerange (use start and end date if available)
:param: df_date_col: Column in the dataframe to use as Date column
:return: trimmed dataframe
"""
if timerange.starttype == 'date':
start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
df = df.loc[df['date'] >= start, :]
df = df.loc[df[df_date_col] >= start, :]
if timerange.stoptype == 'date':
stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
df = df.loc[df['date'] <= stop, :]
df = df.loc[df[df_date_col] <= stop, :]
return df
def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str,
def load_tickerdata_file(datadir: Path, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None) -> Optional[list]:
"""
Load a pair from file, either .json.gz or .json
:return: tickerlist or None if unsuccessful
"""
filename = pair_data_filename(datadir, pair, ticker_interval)
filename = pair_data_filename(datadir, pair, timeframe)
pairdata = misc.file_load_json(filename)
if not pairdata:
return []
@ -80,11 +84,11 @@ def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str,
def store_tickerdata_file(datadir: Path, pair: str,
ticker_interval: str, data: list, is_zip: bool = False):
timeframe: str, data: list, is_zip: bool = False):
"""
Stores tickerdata to file
"""
filename = pair_data_filename(datadir, pair, ticker_interval)
filename = pair_data_filename(datadir, pair, timeframe)
misc.file_dump_json(filename, data, is_zip=is_zip)
@ -121,7 +125,7 @@ def _validate_pairdata(pair, pairdata, timerange: TimeRange):
def load_pair_history(pair: str,
ticker_interval: str,
timeframe: str,
datadir: Path,
timerange: Optional[TimeRange] = None,
refresh_pairs: bool = False,
@ -133,7 +137,7 @@ def load_pair_history(pair: str,
"""
Loads cached ticker history for the given pair.
:param pair: Pair to load data for
:param ticker_interval: Ticker-interval (e.g. "5m")
:param timeframe: Ticker timeframe (e.g. "5m")
:param datadir: Path to the data storage location.
:param timerange: Limit data to be loaded to this timerange
:param refresh_pairs: Refresh pairs from exchange.
@ -147,34 +151,34 @@ def load_pair_history(pair: str,
timerange_startup = deepcopy(timerange)
if startup_candles > 0 and timerange_startup:
timerange_startup.subtract_start(timeframe_to_seconds(ticker_interval) * startup_candles)
timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
# The user forced the refresh of pairs
if refresh_pairs:
download_pair_history(datadir=datadir,
exchange=exchange,
pair=pair,
ticker_interval=ticker_interval,
timeframe=timeframe,
timerange=timerange)
pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange_startup)
pairdata = load_tickerdata_file(datadir, pair, timeframe, timerange=timerange_startup)
if pairdata:
if timerange_startup:
_validate_pairdata(pair, pairdata, timerange_startup)
return parse_ticker_dataframe(pairdata, ticker_interval, pair=pair,
return parse_ticker_dataframe(pairdata, timeframe, pair=pair,
fill_missing=fill_up_missing,
drop_incomplete=drop_incomplete)
else:
logger.warning(
f'No history data for pair: "{pair}", interval: {ticker_interval}. '
f'No history data for pair: "{pair}", timeframe: {timeframe}. '
'Use `freqtrade download-data` to download the data'
)
return None
def load_data(datadir: Path,
ticker_interval: str,
timeframe: str,
pairs: List[str],
refresh_pairs: bool = False,
exchange: Optional[Exchange] = None,
@ -186,7 +190,7 @@ def load_data(datadir: Path,
"""
Loads ticker history data for a list of pairs
:param datadir: Path to the data storage location.
:param ticker_interval: Ticker-interval (e.g. "5m")
:param timeframe: Ticker Timeframe (e.g. "5m")
:param pairs: List of pairs to load
:param refresh_pairs: Refresh pairs from exchange.
(Note: Requires exchange to be passed as well.)
@ -206,7 +210,7 @@ def load_data(datadir: Path,
logger.info(f'Using indicator startup period: {startup_candles} ...')
for pair in pairs:
hist = load_pair_history(pair=pair, ticker_interval=ticker_interval,
hist = load_pair_history(pair=pair, timeframe=timeframe,
datadir=datadir, timerange=timerange,
refresh_pairs=refresh_pairs,
exchange=exchange,
@ -220,9 +224,9 @@ def load_data(datadir: Path,
return result
def pair_data_filename(datadir: Path, pair: str, ticker_interval: str) -> Path:
def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
pair_s = pair.replace("/", "_")
filename = datadir.joinpath(f'{pair_s}-{ticker_interval}.json')
filename = datadir.joinpath(f'{pair_s}-{timeframe}.json')
return filename
@ -232,7 +236,7 @@ def pair_trades_filename(datadir: Path, pair: str) -> Path:
return filename
def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: str,
def _load_cached_data_for_updating(datadir: Path, pair: str, timeframe: str,
timerange: Optional[TimeRange]) -> Tuple[List[Any],
Optional[int]]:
"""
@ -250,12 +254,12 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: st
if timerange.starttype == 'date':
since_ms = timerange.startts * 1000
elif timerange.stoptype == 'line':
num_minutes = timerange.stopts * timeframe_to_minutes(ticker_interval)
num_minutes = timerange.stopts * timeframe_to_minutes(timeframe)
since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000
# read the cached file
# Intentionally don't pass timerange in - since we need to load the full dataset.
data = load_tickerdata_file(datadir, pair, ticker_interval)
data = load_tickerdata_file(datadir, pair, timeframe)
# remove the last item, could be incomplete candle
if data:
data.pop()
@ -276,18 +280,18 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: st
def download_pair_history(datadir: Path,
exchange: Optional[Exchange],
pair: str,
ticker_interval: str = '5m',
timeframe: str = '5m',
timerange: Optional[TimeRange] = None) -> bool:
"""
Download the latest ticker intervals from the exchange for the pair passed in parameters
The data is downloaded starting from the last correct ticker interval data that
Download latest candles from the exchange for the pair and timeframe passed in parameters
The data is downloaded starting from the last correct data that
exists in a cache. If timerange starts earlier than the data in the cache,
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 timeframe: Ticker Timeframe (e.g 5m)
:param timerange: range of time to download
:return: bool with success state
"""
@ -298,17 +302,17 @@ def download_pair_history(datadir: Path,
try:
logger.info(
f'Download history data for pair: "{pair}", interval: {ticker_interval} '
f'Download history data for pair: "{pair}", timeframe: {timeframe} '
f'and store in {datadir}.'
)
data, since_ms = _load_cached_data_for_updating(datadir, pair, ticker_interval, timerange)
data, since_ms = _load_cached_data_for_updating(datadir, pair, timeframe, timerange)
logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
# Default since_ms to 30 days if nothing is given
new_data = exchange.get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
new_data = exchange.get_historic_ohlcv(pair=pair, timeframe=timeframe,
since_ms=since_ms if since_ms
else
int(arrow.utcnow().shift(
@ -318,12 +322,12 @@ def download_pair_history(datadir: Path,
logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))
logger.debug("New End: %s", misc.format_ms_time(data[-1][0]))
store_tickerdata_file(datadir, pair, ticker_interval, data=data)
store_tickerdata_file(datadir, pair, timeframe, data=data)
return True
except Exception as e:
logger.error(
f'Failed to download history data for pair: "{pair}", interval: {ticker_interval}. '
f'Failed to download history data for pair: "{pair}", timeframe: {timeframe}. '
f'Error: {e}'
)
return False
@ -343,17 +347,17 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
pairs_not_available.append(pair)
logger.info(f"Skipping pair {pair}...")
continue
for ticker_interval in timeframes:
for timeframe in timeframes:
dl_file = pair_data_filename(dl_path, pair, ticker_interval)
dl_file = pair_data_filename(dl_path, pair, timeframe)
if erase and dl_file.exists():
logger.info(
f'Deleting existing data for pair {pair}, interval {ticker_interval}.')
f'Deleting existing data for pair {pair}, interval {timeframe}.')
dl_file.unlink()
logger.info(f'Downloading pair {pair}, interval {ticker_interval}.')
logger.info(f'Downloading pair {pair}, interval {timeframe}.')
download_pair_history(datadir=dl_path, exchange=exchange,
pair=pair, ticker_interval=str(ticker_interval),
pair=pair, timeframe=str(timeframe),
timerange=timerange)
return pairs_not_available
@ -459,7 +463,7 @@ def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]
def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
max_date: datetime, ticker_interval_mins: int) -> bool:
max_date: datetime, timeframe_mins: int) -> bool:
"""
Validates preprocessed backtesting data for missing values and shows warnings about it that.
@ -467,10 +471,10 @@ def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
:param pair: pair used for log output.
:param min_date: start-date of the data
:param max_date: end-date of the data
:param ticker_interval_mins: ticker interval in minutes
:param timeframe_mins: ticker Timeframe in minutes
"""
# total difference in minutes / interval-minutes
expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins)
# total difference in minutes / timeframe-minutes
expected_frames = int((max_date - min_date).total_seconds() // 60 // timeframe_mins)
found_missing = False
dflen = len(data)
if dflen < expected_frames:

View File

@ -97,7 +97,7 @@ class Edge:
data = history.load_data(
datadir=Path(self.config['datadir']),
pairs=pairs,
ticker_interval=self.strategy.ticker_interval,
timeframe=self.strategy.ticker_interval,
refresh_pairs=self._refresh_pairs,
exchange=self.exchange,
timerange=self._timerange,

View File

@ -15,3 +15,4 @@ from freqtrade.exchange.exchange import (market_is_active, # noqa: F401
symbol_is_pair)
from freqtrade.exchange.kraken import Kraken # noqa: F401
from freqtrade.exchange.binance import Binance # noqa: F401
from freqtrade.exchange.bibox import Bibox # noqa: F401

View File

@ -0,0 +1,22 @@
""" Bibox exchange subclass """
import logging
from typing import Dict
from freqtrade.exchange import Exchange
logger = logging.getLogger(__name__)
class Bibox(Exchange):
"""
Bibox exchange class. Contains adjustments needed for Freqtrade to work
with this exchange.
Please note that this exchange is not included in the list of exchanges
officially supported by the Freqtrade development team. So some features
may still not work as expected.
"""
# fetchCurrencies API point requires authentication for Bibox,
# so switch it off for Freqtrade load_markets()
_ccxt_config: Dict = {"has": {"fetchCurrencies": False}}

View File

@ -30,6 +30,9 @@ class Exchange:
_config: Dict = {}
# Parameters to add directly to ccxt sync/async initialization.
_ccxt_config: Dict = {}
# Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
_params: Dict = {}
@ -91,10 +94,17 @@ class Exchange:
self._trades_pagination_arg = self._ft_has['trades_pagination_arg']
# Initialize ccxt objects
ccxt_config = self._ccxt_config.copy()
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
ccxt_config)
self._api = self._init_ccxt(
exchange_config, ccxt_kwargs=exchange_config.get('ccxt_config'))
exchange_config, ccxt_kwargs=ccxt_config)
ccxt_async_config = self._ccxt_config.copy()
ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
ccxt_async_config)
self._api_async = self._init_ccxt(
exchange_config, ccxt_async, ccxt_kwargs=exchange_config.get('ccxt_async_config'))
exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
logger.info('Using Exchange "%s"', self.name)
@ -536,40 +546,40 @@ class Exchange:
logger.info("returning cached ticker-data for %s", pair)
return self._cached_ticker[pair]
def get_historic_ohlcv(self, pair: str, ticker_interval: str,
def get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int) -> List:
"""
Gets candle history using asyncio and returns the list of candles.
Handles all async doing.
Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call.
:param pair: Pair to download
:param ticker_interval: Interval to get
:param timeframe: Ticker Timeframe to get
:param since_ms: Timestamp in milliseconds to get history from
:returns List of tickers
"""
return asyncio.get_event_loop().run_until_complete(
self._async_get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
since_ms=since_ms))
async def _async_get_historic_ohlcv(self, pair: str,
ticker_interval: str,
timeframe: str,
since_ms: int) -> List:
one_call = timeframe_to_msecs(ticker_interval) * self._ohlcv_candle_limit
one_call = timeframe_to_msecs(timeframe) * self._ohlcv_candle_limit
logger.debug(
"one_call: %s msecs (%s)",
one_call,
arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True)
)
input_coroutines = [self._async_get_candle_history(
pair, ticker_interval, since) for since in
pair, timeframe, since) for since in
range(since_ms, arrow.utcnow().timestamp * 1000, one_call)]
tickers = await asyncio.gather(*input_coroutines, return_exceptions=True)
# Combine tickers
data: List = []
for p, ticker_interval, ticker in tickers:
for p, timeframe, ticker in tickers:
if p == pair:
data.extend(ticker)
# Sort data again after extending the result - above calls return in "async order"
@ -589,14 +599,14 @@ class Exchange:
input_coroutines = []
# Gather coroutines to run
for pair, ticker_interval in set(pair_list):
if (not ((pair, ticker_interval) in self._klines)
or self._now_is_time_to_refresh(pair, ticker_interval)):
input_coroutines.append(self._async_get_candle_history(pair, ticker_interval))
for pair, timeframe in set(pair_list):
if (not ((pair, timeframe) in self._klines)
or self._now_is_time_to_refresh(pair, timeframe)):
input_coroutines.append(self._async_get_candle_history(pair, timeframe))
else:
logger.debug(
"Using cached ohlcv data for pair %s, interval %s ...",
pair, ticker_interval
"Using cached ohlcv data for pair %s, timeframe %s ...",
pair, timeframe
)
tickers = asyncio.get_event_loop().run_until_complete(
@ -608,40 +618,40 @@ class Exchange:
logger.warning("Async code raised an exception: %s", res.__class__.__name__)
continue
pair = res[0]
ticker_interval = res[1]
timeframe = res[1]
ticks = res[2]
# keeping last candle time as last refreshed time of the pair
if ticks:
self._pairs_last_refresh_time[(pair, ticker_interval)] = ticks[-1][0] // 1000
self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
# keeping parsed dataframe in cache
self._klines[(pair, ticker_interval)] = parse_ticker_dataframe(
ticks, ticker_interval, pair=pair, fill_missing=True,
self._klines[(pair, timeframe)] = parse_ticker_dataframe(
ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle)
return tickers
def _now_is_time_to_refresh(self, pair: str, ticker_interval: str) -> bool:
def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool:
# Calculating ticker interval in seconds
interval_in_sec = timeframe_to_seconds(ticker_interval)
interval_in_sec = timeframe_to_seconds(timeframe)
return not ((self._pairs_last_refresh_time.get((pair, ticker_interval), 0)
return not ((self._pairs_last_refresh_time.get((pair, timeframe), 0)
+ interval_in_sec) >= arrow.utcnow().timestamp)
@retrier_async
async def _async_get_candle_history(self, pair: str, ticker_interval: str,
async def _async_get_candle_history(self, pair: str, timeframe: str,
since_ms: Optional[int] = None) -> Tuple[str, str, List]:
"""
Asynchronously gets candle histories using fetch_ohlcv
returns tuple: (pair, ticker_interval, ohlcv_list)
returns tuple: (pair, timeframe, ohlcv_list)
"""
try:
# fetch ohlcv asynchronously
s = '(' + arrow.get(since_ms // 1000).isoformat() + ') ' if since_ms is not None else ''
logger.debug(
"Fetching pair %s, interval %s, since %s %s...",
pair, ticker_interval, since_ms, s
pair, timeframe, since_ms, s
)
data = await self._api_async.fetch_ohlcv(pair, timeframe=ticker_interval,
data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
since=since_ms)
# Because some exchange sort Tickers ASC and other DESC.
@ -653,9 +663,9 @@ class Exchange:
data = sorted(data, key=lambda x: x[0])
except IndexError:
logger.exception("Error loading %s. Result was %s.", pair, data)
return pair, ticker_interval, []
logger.debug("Done fetching pair %s, interval %s ...", pair, ticker_interval)
return pair, ticker_interval, data
return pair, timeframe, []
logger.debug("Done fetching pair %s, interval %s ...", pair, timeframe)
return pair, timeframe, data
except ccxt.NotSupported as e:
raise OperationalException(
@ -802,7 +812,6 @@ class Exchange:
Handles all async doing.
Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call.
:param pair: Pair to download
:param ticker_interval: Interval to get
:param since: Timestamp in milliseconds to get history from
:param until: Timestamp in milliseconds. Defaults to current timestamp if not defined.
:param from_id: Download data starting with ID (if id is known)
@ -958,27 +967,27 @@ def available_exchanges(ccxt_module=None) -> List[str]:
return [x for x in exchanges if not is_exchange_bad(x)]
def timeframe_to_seconds(ticker_interval: str) -> int:
def timeframe_to_seconds(timeframe: str) -> int:
"""
Translates the timeframe interval value written in the human readable
form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
of seconds for one timeframe interval.
"""
return ccxt.Exchange.parse_timeframe(ticker_interval)
return ccxt.Exchange.parse_timeframe(timeframe)
def timeframe_to_minutes(ticker_interval: str) -> int:
def timeframe_to_minutes(timeframe: str) -> int:
"""
Same as timeframe_to_seconds, but returns minutes.
"""
return ccxt.Exchange.parse_timeframe(ticker_interval) // 60
return ccxt.Exchange.parse_timeframe(timeframe) // 60
def timeframe_to_msecs(ticker_interval: str) -> int:
def timeframe_to_msecs(timeframe: str) -> int:
"""
Same as timeframe_to_seconds, but returns milliseconds.
"""
return ccxt.Exchange.parse_timeframe(ticker_interval) * 1000
return ccxt.Exchange.parse_timeframe(timeframe) * 1000
def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:

View File

@ -139,7 +139,6 @@ class FreqtradeBot:
if len(trades) < self.config['max_open_trades']:
self.process_maybe_execute_buys()
if 'unfilledtimeout' in self.config:
# Check and handle any timed out open orders
self.check_handle_timedout()
Trade.session.flush()
@ -756,23 +755,28 @@ class FreqtradeBot:
return True
return False
def _check_timed_out(self, side: str, order: dict) -> bool:
"""
Check if timeout is active, and if the order is still open and timed out
"""
timeout = self.config.get('unfilledtimeout', {}).get(side)
ordertime = arrow.get(order['datetime']).datetime
if timeout is not None:
timeout_threshold = arrow.utcnow().shift(minutes=-timeout).datetime
return (order['status'] == 'open' and order['side'] == side
and ordertime < timeout_threshold)
return False
def check_handle_timedout(self) -> None:
"""
Check if any orders are timed out and cancel if neccessary
:param timeoutvalue: Number of minutes until order is considered timed out
:return: None
"""
buy_timeout = self.config['unfilledtimeout']['buy']
sell_timeout = self.config['unfilledtimeout']['sell']
buy_timeout_threshold = arrow.utcnow().shift(minutes=-buy_timeout).datetime
sell_timeout_threshold = arrow.utcnow().shift(minutes=-sell_timeout).datetime
for trade in Trade.get_open_order_trades():
try:
# FIXME: Somehow the query above returns results
# where the open_order_id is in fact None.
# This is probably because the record got
# updated via /forcesell in a different thread.
if not trade.open_order_id:
continue
order = self.exchange.get_order(trade.open_order_id, trade.pair)
@ -782,7 +786,6 @@ class FreqtradeBot:
trade,
traceback.format_exc())
continue
ordertime = arrow.get(order['datetime']).datetime
# Check if trade is still actually open
if float(order['remaining']) == 0.0:
@ -790,15 +793,13 @@ class FreqtradeBot:
continue
if ((order['side'] == 'buy' and order['status'] == 'canceled')
or (order['status'] == 'open'
and order['side'] == 'buy' and ordertime < buy_timeout_threshold)):
or (self._check_timed_out('buy', order))):
self.handle_timedout_limit_buy(trade, order)
self.wallets.update()
elif ((order['side'] == 'sell' and order['status'] == 'canceled')
or (order['status'] == 'open'
and order['side'] == 'sell' and ordertime < sell_timeout_threshold)):
or (self._check_timed_out('sell', order))):
self.handle_timedout_limit_sell(trade, order)
self.wallets.update()

View File

@ -15,7 +15,6 @@ from typing import Any, List
from freqtrade import OperationalException
from freqtrade.configuration import Arguments
from freqtrade.worker import Worker
logger = logging.getLogger('freqtrade')
@ -33,16 +32,19 @@ def main(sysargv: List[str] = None) -> None:
arguments = Arguments(sysargv)
args = arguments.get_parsed_arg()
# A subcommand has been issued.
# Means if Backtesting or Hyperopt have been called we exit the bot
# Call subcommand.
if 'func' in args:
args['func'](args)
# TODO: fetch return_code as returned by the command function here
return_code = 0
return_code = args['func'](args)
else:
# Load and run worker
worker = Worker(args)
worker.run()
# No subcommand was issued.
raise OperationalException(
"Usage of Freqtrade requires a subcommand to be specified.\n"
"To have the previous behavior (bot executing trades in live/dry-run modes, "
"depending on the value of the `dry_run` setting in the config), run freqtrade "
"as `freqtrade trade [options...]`.\n"
"To see the full list of options available, please use "
"`freqtrade --help` or `freqtrade <command> --help`."
)
except SystemExit as e:
return_code = e

View File

@ -78,7 +78,7 @@ def start_hyperopt(args: Dict[str, Any]) -> None:
except Timeout:
logger.info("Another running instance of freqtrade Hyperopt detected.")
logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
"Hyperopt module is resource hungry. Please run your Hyperopts sequentially "
"Hyperopt module is resource hungry. Please run your Hyperopt sequentially "
"or on separate machines.")
logger.info("Quitting now.")
# TODO: return False here in order to help freqtrade to exit

View File

@ -83,8 +83,8 @@ class Backtesting:
if "ticker_interval" not in self.config:
raise OperationalException("Ticker-interval needs to be set in either configuration "
"or as cli argument `--ticker-interval 5m`")
self.ticker_interval = str(self.config.get('ticker_interval'))
self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
self.timeframe = str(self.config.get('ticker_interval'))
self.timeframe_mins = timeframe_to_minutes(self.timeframe)
# Get maximum required startup period
self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
@ -108,7 +108,7 @@ class Backtesting:
data = history.load_data(
datadir=Path(self.config['datadir']),
pairs=self.config['exchange']['pair_whitelist'],
ticker_interval=self.ticker_interval,
timeframe=self.timeframe,
timerange=timerange,
startup_candles=self.required_startup,
fail_without_data=True,
@ -121,7 +121,7 @@ class Backtesting:
min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
)
# Adjust startts forward if not enough data is available
timerange.adjust_start_if_necessary(timeframe_to_seconds(self.ticker_interval),
timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
self.required_startup, min_date)
return data, timerange
@ -375,7 +375,7 @@ class Backtesting:
lock_pair_until: Dict = {}
# Indexes per pair, so some pairs are allowed to have a missing start.
indexes: Dict = {}
tmp = start_date + timedelta(minutes=self.ticker_interval_mins)
tmp = start_date + timedelta(minutes=self.timeframe_mins)
# Loop timerange and get candle for each pair at that point in time
while tmp < end_date:
@ -427,7 +427,7 @@ class Backtesting:
lock_pair_until[pair] = end_date.datetime
# Move time one configured time_interval ahead.
tmp += timedelta(minutes=self.ticker_interval_mins)
tmp += timedelta(minutes=self.timeframe_mins)
return DataFrame.from_records(trades, columns=BacktestResult._fields)
def start(self) -> None:

View File

@ -1,6 +1,6 @@
"""
IHyperOpt interface
This module defines the interface to apply for hyperopts
This module defines the interface to apply for hyperopt
"""
import logging
import math
@ -27,8 +27,8 @@ def _format_exception_message(method: str, space: str) -> str:
class IHyperOpt(ABC):
"""
Interface for freqtrade hyperopts
Defines the mandatory structure must follow any custom hyperopts
Interface for freqtrade hyperopt
Defines the mandatory structure must follow any custom hyperopt
Class attributes you can use:
ticker_interval -> int: value of the ticker interval to use for the strategy
@ -106,10 +106,10 @@ class IHyperOpt(ABC):
roi_t_alpha = 1.0
roi_p_alpha = 1.0
ticker_interval_mins = timeframe_to_minutes(IHyperOpt.ticker_interval)
timeframe_mins = timeframe_to_minutes(IHyperOpt.ticker_interval)
# We define here limits for the ROI space parameters automagically adapted to the
# ticker_interval used by the bot:
# timeframe used by the bot:
#
# * 'roi_t' (limits for the time intervals in the ROI tables) components
# are scaled linearly.
@ -117,8 +117,8 @@ class IHyperOpt(ABC):
#
# The scaling is designed so that it maps exactly to the legacy Freqtrade roi_space()
# method for the 5m ticker interval.
roi_t_scale = ticker_interval_mins / 5
roi_p_scale = math.log1p(ticker_interval_mins) / math.log1p(5)
roi_t_scale = timeframe_mins / 5
roi_p_scale = math.log1p(timeframe_mins) / math.log1p(5)
roi_limits = {
'roi_t1_min': int(10 * roi_t_scale * roi_t_alpha),
'roi_t1_max': int(120 * roi_t_scale * roi_t_alpha),

View File

@ -1,6 +1,6 @@
"""
IHyperOptLoss interface
This module defines the interface for the loss-function for hyperopts
This module defines the interface for the loss-function for hyperopt
"""
from abc import ABC, abstractmethod
@ -11,7 +11,7 @@ from pandas import DataFrame
class IHyperOptLoss(ABC):
"""
Interface for freqtrade hyperopts Loss functions.
Interface for freqtrade hyperopt Loss functions.
Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
"""
ticker_interval: str

View File

@ -39,7 +39,7 @@ def init_plotscript(config):
tickers = history.load_data(
datadir=Path(str(config.get("datadir"))),
pairs=pairs,
ticker_interval=config.get('ticker_interval', '5m'),
timeframe=config.get('ticker_interval', '5m'),
timerange=timerange,
)
@ -47,7 +47,7 @@ def init_plotscript(config):
db_url=config.get('db_url'),
exportfilename=config.get('exportfilename'),
)
trades = history.trim_dataframe(trades, timerange, 'open_time')
return {"tickers": tickers,
"trades": trades,
"pairs": pairs,
@ -300,12 +300,12 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
return fig
def generate_plot_filename(pair, ticker_interval) -> str:
def generate_plot_filename(pair, timeframe) -> str:
"""
Generate filenames per pair/ticker_interval to be used for storing plots
Generate filenames per pair/timeframe to be used for storing plots
"""
pair_name = pair.replace("/", "_")
file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html'
file_name = 'freqtrade-plot-' + pair_name + '-' + timeframe + '.html'
logger.info('Generate plot file for %s', pair)
@ -316,8 +316,9 @@ def store_plot_file(fig, filename: str, directory: Path, auto_open: bool = False
"""
Generate a plot html file from pre populated fig plotly object
:param fig: Plotly Figure to plot
:param pair: Pair to plot (used as filename and Plot title)
:param ticker_interval: Used as part of the filename
:param filename: Name to store the file as
:param directory: Directory to store the file in
:param auto_open: Automatically open files saved
:return: None
"""
directory.mkdir(parents=True, exist_ok=True)
@ -376,12 +377,14 @@ def plot_profit(config: Dict[str, Any]) -> None:
in helping out to find a good algorithm.
"""
plot_elements = init_plotscript(config)
trades = load_trades(config['trade_source'],
db_url=str(config.get('db_url')),
exportfilename=str(config.get('exportfilename')),
)
trades = plot_elements['trades']
# Filter trades to relevant pairs
trades = trades[trades['pair'].isin(plot_elements["pairs"])]
# Remove open pairs - we don't know the profit yet so can't calculate profit for these.
# Also, If only one open pair is left, then the profit-generation would fail.
trades = trades[(trades['pair'].isin(plot_elements["pairs"]))
& (~trades['close_time'].isnull())
]
# Create an average close price of all the pairs that were involved.
# this could be useful to gauge the overall market trend
fig = generate_profit_graph(plot_elements["pairs"], plot_elements["tickers"],

View File

@ -1,14 +1,14 @@
# pragma pylint: disable=attribute-defined-outside-init
"""
This module load custom hyperopts
This module load custom hyperopt
"""
import logging
from pathlib import Path
from typing import Optional, Dict
from freqtrade import OperationalException
from freqtrade.constants import DEFAULT_HYPEROPT, DEFAULT_HYPEROPT_LOSS
from freqtrade.constants import DEFAULT_HYPEROPT_LOSS
from freqtrade.optimize.hyperopt_interface import IHyperOpt
from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
from freqtrade.resolvers import IResolver
@ -20,7 +20,6 @@ class HyperOptResolver(IResolver):
"""
This class contains all the logic to load custom hyperopt class
"""
__slots__ = ['hyperopt']
def __init__(self, config: Dict) -> None:
@ -28,9 +27,12 @@ class HyperOptResolver(IResolver):
Load the custom class from config parameter
:param config: configuration dictionary
"""
if not config.get('hyperopt'):
raise OperationalException("No Hyperopt set. Please use `--hyperopt` to specify "
"the Hyperopt class to use.")
hyperopt_name = config['hyperopt']
# Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
hyperopt_name = config.get('hyperopt') or DEFAULT_HYPEROPT
self.hyperopt = self._load_hyperopt(hyperopt_name, config,
extra_dir=config.get('hyperopt_path'))
@ -72,27 +74,28 @@ class HyperOptLossResolver(IResolver):
"""
This class contains all the logic to load custom hyperopt loss class
"""
__slots__ = ['hyperoptloss']
def __init__(self, config: Dict = None) -> None:
def __init__(self, config: Dict) -> None:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
:param config: configuration dictionary
"""
config = config or {}
# Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
hyperopt_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
# Verify the hyperopt_loss is in the configuration, otherwise fallback to the
# default hyperopt loss
hyperoptloss_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
self.hyperoptloss = self._load_hyperoptloss(
hyperopt_name, config, extra_dir=config.get('hyperopt_path'))
hyperoptloss_name, config, extra_dir=config.get('hyperopt_path'))
# Assign ticker_interval to be used in hyperopt
self.hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
if not hasattr(self.hyperoptloss, 'hyperopt_loss_function'):
raise OperationalException(
f"Found hyperopt {hyperopt_name} does not implement `hyperopt_loss_function`.")
f"Found HyperoptLoss class {hyperoptloss_name} does not "
"implement `hyperopt_loss_function`.")
def _load_hyperoptloss(
self, hyper_loss_name: str, config: Dict,

View File

@ -32,8 +32,11 @@ class StrategyResolver(IResolver):
"""
config = config or {}
# Verify the strategy is in the configuration, otherwise fallback to the default strategy
strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY
if not config.get('strategy'):
raise OperationalException("No strategy set. Please use `--strategy` to specify "
"the strategy class to use.")
strategy_name = config['strategy']
self.strategy: IStrategy = self._load_strategy(strategy_name,
config=config,
extra_dir=config.get('strategy_path'))

View File

@ -169,6 +169,8 @@ class ApiServer(RPC):
view_func=self._status, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/version', 'version',
view_func=self._version, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/ping', 'ping',
view_func=self._ping, methods=['GET'])
# Combined actions and infos
self.app.add_url_rule(f'{BASE_URI}/blacklist', 'blacklist', view_func=self._blacklist,
@ -224,6 +226,13 @@ class ApiServer(RPC):
msg = self._rpc_stopbuy()
return self.rest_dump(msg)
@rpc_catch_errors
def _ping(self):
"""
simple poing version
"""
return self.rest_dump({"status": "pong"})
@require_login
@rpc_catch_errors
def _version(self):
@ -265,7 +274,7 @@ class ApiServer(RPC):
stats = self._rpc_daily_profit(timescale,
self._config['stake_currency'],
self._config['fiat_display_currency']
self._config.get('fiat_display_currency', '')
)
return self.rest_dump(stats)

View File

@ -3,16 +3,15 @@ This module contains class to define a RPC communications
"""
import logging
from abc import abstractmethod
from datetime import timedelta, datetime, date
from decimal import Decimal
from datetime import date, datetime, timedelta
from enum import Enum
from typing import Dict, Any, List, Optional
from math import isnan
from typing import Any, Dict, List, Optional, Tuple
import arrow
from numpy import mean, NAN
from pandas import DataFrame
from numpy import NAN, mean
from freqtrade import TemporaryError, DependencyException
from freqtrade import DependencyException, TemporaryError
from freqtrade.misc import shorten_date
from freqtrade.persistence import Trade
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@ -117,7 +116,7 @@ class RPC:
results.append(trade_dict)
return results
def _rpc_status_table(self) -> DataFrame:
def _rpc_status_table(self, stake_currency, fiat_display_currency: str) -> Tuple[List, List]:
trades = Trade.get_open_trades()
if not trades:
raise RPCException('no active order')
@ -130,17 +129,28 @@ class RPC:
except DependencyException:
current_rate = NAN
trade_perc = (100 * trade.calc_profit_percent(current_rate))
trade_profit = trade.calc_profit(current_rate)
profit_str = f'{trade_perc:.2f}%'
if self._fiat_converter:
fiat_profit = self._fiat_converter.convert_amount(
trade_profit,
stake_currency,
fiat_display_currency
)
if fiat_profit and not isnan(fiat_profit):
profit_str += f" ({fiat_profit:.2f})"
trades_list.append([
trade.id,
trade.pair,
shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
f'{trade_perc:.2f}%'
profit_str
])
profitcol = "Profit"
if self._fiat_converter:
profitcol += " (" + fiat_display_currency + ")"
columns = ['ID', 'Pair', 'Since', 'Profit']
df_statuses = DataFrame.from_records(trades_list, columns=columns)
df_statuses = df_statuses.set_index(columns[0])
return df_statuses
columns = ['ID', 'Pair', 'Since', profitcol]
return trades_list, columns
def _rpc_daily_profit(
self, timescale: int,
@ -219,7 +229,7 @@ class RPC:
profit_percent = trade.calc_profit_percent(rate=current_rate)
profit_all_coin.append(
trade.calc_profit(rate=Decimal(trade.close_rate or current_rate))
trade.calc_profit(rate=trade.close_rate or current_rate)
)
profit_all_perc.append(profit_percent)

View File

@ -234,8 +234,9 @@ class Telegram(RPC):
:return: None
"""
try:
df_statuses = self._rpc_status_table()
message = tabulate(df_statuses, headers='keys', tablefmt='simple')
statlist, head = self._rpc_status_table(self._config['stake_currency'],
self._config.get('fiat_display_currency', ''))
message = tabulate(statlist, headers=head, tablefmt='simple')
self._send_msg(f"<pre>{message}</pre>", parse_mode=ParseMode.HTML)
except RPCException as e:
self._send_msg(str(e))

View File

@ -39,6 +39,17 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
return config
def start_trading(args: Dict[str, Any]) -> int:
"""
Main entry point for trading mode
"""
from freqtrade.worker import Worker
# Load and run worker
worker = Worker(args)
worker.run()
return 0
def start_list_exchanges(args: Dict[str, Any]) -> None:
"""
Print available exchanges
@ -57,7 +68,7 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
def start_create_userdir(args: Dict[str, Any]) -> None:
"""
Create "user_data" directory to contain user data strategies, hyperopts, ...)
Create "user_data" directory to contain user data strategies, hyperopt, ...)
:param args: Cli args from Arguments()
:return: None
"""

View File

@ -16,6 +16,7 @@ nav:
- Hyperopt: hyperopt.md
- Edge Positioning: edge.md
- Utility Subcommands: utils.md
- Exchange-specific Notes: exchanges.md
- FAQ: faq.md
- Data Analysis:
- Jupyter Notebooks: data-analysis.md

View File

@ -1,6 +1,6 @@
# requirements without requirements installable via conda
# mainly used for Raspberry pi installs
ccxt==1.19.14
ccxt==1.19.25
SQLAlchemy==1.3.10
python-telegram-bot==12.2.0
arrow==0.15.4

View File

@ -2,7 +2,7 @@
-r requirements.txt
# Required for hyperopt
scipy==1.3.1
scipy==1.3.2
scikit-learn==0.21.3
scikit-optimize==0.5.2
filelock==3.0.12

View File

@ -1,5 +1,5 @@
# Load common requirements
-r requirements-common.txt
numpy==1.17.3
numpy==1.17.4
pandas==0.25.3

View File

@ -252,6 +252,7 @@ def default_conf(testdatadir):
"db_url": "sqlite://",
"user_data_dir": Path("user_data"),
"verbosity": 3,
"strategy": "DefaultStrategy"
}
return configuration

View File

@ -56,7 +56,7 @@ def test_extract_trades_of_period(testdatadir):
# 2018-11-14 06:07:00
timerange = TimeRange('date', None, 1510639620, 0)
data = load_pair_history(pair=pair, ticker_interval='1m',
data = load_pair_history(pair=pair, timeframe='1m',
datadir=testdatadir, timerange=timerange)
trades = DataFrame(
@ -122,7 +122,7 @@ def test_combine_tickers_with_mean(testdatadir):
pairs = ["ETH/BTC", "ADA/BTC"]
tickers = load_data(datadir=testdatadir,
pairs=pairs,
ticker_interval='5m'
timeframe='5m'
)
df = combine_tickers_with_mean(tickers)
assert isinstance(df, DataFrame)
@ -136,7 +136,7 @@ def test_create_cum_profit(testdatadir):
bt_data = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
df = load_pair_history(pair="TRX/BTC", ticker_interval='5m',
df = load_pair_history(pair="TRX/BTC", timeframe='5m',
datadir=testdatadir, timerange=timerange)
cum_profits = create_cum_profit(df.set_index('date'),
@ -154,7 +154,7 @@ def test_create_cum_profit1(testdatadir):
bt_data.loc[:, 'close_time'] = bt_data.loc[:, 'close_time'] + DateOffset(seconds=20)
timerange = TimeRange.parse_timerange("20180110-20180112")
df = load_pair_history(pair="TRX/BTC", ticker_interval='5m',
df = load_pair_history(pair="TRX/BTC", timeframe='5m',
datadir=testdatadir, timerange=timerange)
cum_profits = create_cum_profit(df.set_index('date'),

View File

@ -23,7 +23,7 @@ def test_parse_ticker_dataframe(ticker_history_list, caplog):
def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
data = load_pair_history(datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
pair='UNITTEST/BTC',
fill_up_missing=False)
caplog.set_level(logging.DEBUG)
@ -42,7 +42,7 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
def test_ohlcv_fill_up_missing_data2(caplog):
ticker_interval = '5m'
timeframe = '5m'
ticks = [[
1511686200000, # 8:50:00
8.794e-05, # open
@ -78,10 +78,10 @@ def test_ohlcv_fill_up_missing_data2(caplog):
]
# Generate test-data without filling missing
data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC", fill_missing=False)
data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC", fill_missing=False)
assert len(data) == 3
caplog.set_level(logging.DEBUG)
data2 = ohlcv_fill_up_missing_data(data, ticker_interval, "UNITTEST/BTC")
data2 = ohlcv_fill_up_missing_data(data, timeframe, "UNITTEST/BTC")
assert len(data2) == 4
# 3rd candle has been filled
row = data2.loc[2, :]
@ -99,7 +99,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
def test_ohlcv_drop_incomplete(caplog):
ticker_interval = '1d'
timeframe = '1d'
ticks = [[
1559750400000, # 2019-06-04
8.794e-05, # open
@ -134,13 +134,13 @@ def test_ohlcv_drop_incomplete(caplog):
]
]
caplog.set_level(logging.DEBUG)
data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
fill_missing=False, drop_incomplete=False)
assert len(data) == 4
assert not log_has("Dropping last candle", caplog)
# Drop last candle
data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
fill_missing=False, drop_incomplete=True)
assert len(data) == 3

View File

@ -9,32 +9,32 @@ from tests.conftest import get_patched_exchange
def test_ohlcv(mocker, default_conf, ticker_history):
default_conf["runmode"] = RunMode.DRY_RUN
ticker_interval = default_conf["ticker_interval"]
timeframe = default_conf["ticker_interval"]
exchange = get_patched_exchange(mocker, default_conf)
exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
exchange._klines[("XRP/BTC", timeframe)] = ticker_history
exchange._klines[("UNITTEST/BTC", timeframe)] = ticker_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", ticker_interval))
assert isinstance(dp.ohlcv("UNITTEST/BTC", ticker_interval), DataFrame)
assert dp.ohlcv("UNITTEST/BTC", ticker_interval) is not ticker_history
assert dp.ohlcv("UNITTEST/BTC", ticker_interval, copy=False) is ticker_history
assert not dp.ohlcv("UNITTEST/BTC", ticker_interval).empty
assert dp.ohlcv("NONESENSE/AAA", ticker_interval).empty
assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe))
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ticker_history
assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ticker_history
assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty
assert dp.ohlcv("NONESENSE/AAA", timeframe).empty
# Test with and without parameter
assert dp.ohlcv("UNITTEST/BTC", ticker_interval).equals(dp.ohlcv("UNITTEST/BTC"))
assert dp.ohlcv("UNITTEST/BTC", timeframe).equals(dp.ohlcv("UNITTEST/BTC"))
default_conf["runmode"] = RunMode.LIVE
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.LIVE
assert isinstance(dp.ohlcv("UNITTEST/BTC", ticker_interval), DataFrame)
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
default_conf["runmode"] = RunMode.BACKTEST
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.BACKTEST
assert dp.ohlcv("UNITTEST/BTC", ticker_interval).empty
assert dp.ohlcv("UNITTEST/BTC", timeframe).empty
def test_historic_ohlcv(mocker, default_conf, ticker_history):
@ -45,7 +45,7 @@ def test_historic_ohlcv(mocker, default_conf, ticker_history):
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
assert isinstance(data, DataFrame)
assert historymock.call_count == 1
assert historymock.call_args_list[0][1]["ticker_interval"] == "5m"
assert historymock.call_args_list[0][1]["timeframe"] == "5m"
def test_get_pair_dataframe(mocker, default_conf, ticker_history):

View File

@ -64,20 +64,20 @@ def _clean_test_file(file: Path) -> None:
def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='30m', datadir=testdatadir)
ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir)
assert isinstance(ld, DataFrame)
assert not log_has(
'Download history data for pair: "UNITTEST/BTC", interval: 30m '
'Download history data for pair: "UNITTEST/BTC", timeframe: 30m '
'and store in None.', caplog
)
def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='7m', datadir=testdatadir)
ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
assert not isinstance(ld, DataFrame)
assert ld is None
assert log_has(
'No history data for pair: "UNITTEST/BTC", interval: 7m. '
'No history data for pair: "UNITTEST/BTC", timeframe: 7m. '
'Use `freqtrade download-data` to download the data', caplog
)
@ -86,7 +86,7 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> N
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
file = testdatadir / 'UNITTEST_BTC-1m.json'
_backup_file(file, copy_file=True)
history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'])
history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
assert file.is_file()
assert not log_has(
'Download history data for pair: "UNITTEST/BTC", interval: 1m '
@ -99,7 +99,7 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
ltfmock = mocker.patch('freqtrade.data.history.load_tickerdata_file',
MagicMock(return_value=None))
timerange = TimeRange('date', None, 1510639620, 0)
history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='1m',
history.load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
datadir=testdatadir, timerange=timerange,
startup_candles=20,
)
@ -122,28 +122,28 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
_backup_file(file)
# do not download a new pair if refresh_pairs isn't set
history.load_pair_history(datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
pair='MEME/BTC')
assert not file.is_file()
assert log_has(
'No history data for pair: "MEME/BTC", interval: 1m. '
'No history data for pair: "MEME/BTC", timeframe: 1m. '
'Use `freqtrade download-data` to download the data', caplog
)
# download a new pair if refresh_pairs is set
history.load_pair_history(datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
refresh_pairs=True,
exchange=exchange,
pair='MEME/BTC')
assert file.is_file()
assert log_has_re(
'Download history data for pair: "MEME/BTC", interval: 1m '
'Download history data for pair: "MEME/BTC", timeframe: 1m '
'and store in .*', caplog
)
with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
history.load_pair_history(datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
refresh_pairs=True,
exchange=None,
pair='MEME/BTC')
@ -269,10 +269,10 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
assert download_pair_history(datadir=testdatadir, exchange=exchange,
pair='MEME/BTC',
ticker_interval='1m')
timeframe='1m')
assert download_pair_history(datadir=testdatadir, exchange=exchange,
pair='CFI/BTC',
ticker_interval='1m')
timeframe='1m')
assert not exchange._pairs_last_refresh_time
assert file1_1.is_file()
assert file2_1.is_file()
@ -286,10 +286,10 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
assert download_pair_history(datadir=testdatadir, exchange=exchange,
pair='MEME/BTC',
ticker_interval='5m')
timeframe='5m')
assert download_pair_history(datadir=testdatadir, exchange=exchange,
pair='CFI/BTC',
ticker_interval='5m')
timeframe='5m')
assert not exchange._pairs_last_refresh_time
assert file1_5.is_file()
assert file2_5.is_file()
@ -307,8 +307,8 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
exchange = get_patched_exchange(mocker, default_conf)
download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='1m')
download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='3m')
download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='1m')
download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='3m')
assert json_dump_mock.call_count == 2
@ -326,12 +326,12 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog,
assert not download_pair_history(datadir=testdatadir, exchange=exchange,
pair='MEME/BTC',
ticker_interval='1m')
timeframe='1m')
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
assert log_has(
'Failed to download history data for pair: "MEME/BTC", interval: 1m. '
'Failed to download history data for pair: "MEME/BTC", timeframe: 1m. '
'Error: File Error', caplog
)
@ -369,7 +369,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
caplog.clear()
start = arrow.get('2018-01-10T00:00:00')
end = arrow.get('2018-02-20T00:00:00')
tickerdata = history.load_data(datadir=testdatadir, ticker_interval='5m',
tickerdata = history.load_data(datadir=testdatadir, timeframe='5m',
pairs=['UNITTEST/BTC'],
timerange=TimeRange('date', 'date',
start.timestamp, end.timestamp))
@ -390,7 +390,7 @@ def test_init(default_conf, mocker) -> None:
exchange=exchange,
pairs=[],
refresh_pairs=True,
ticker_interval=default_conf['ticker_interval']
timeframe=default_conf['ticker_interval']
)
@ -449,7 +449,7 @@ def test_trim_tickerlist(testdatadir) -> None:
def test_trim_dataframe(testdatadir) -> None:
data = history.load_data(
datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
pairs=['UNITTEST/BTC']
)['UNITTEST/BTC']
min_date = int(data.iloc[0]['date'].timestamp())
@ -517,7 +517,7 @@ def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
pairs=['UNITTEST/BTC']
)
)
@ -533,7 +533,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
pairs=['UNITTEST/BTC'],
fill_up_missing=False
)
@ -556,7 +556,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=testdatadir,
ticker_interval='5m',
timeframe='5m',
pairs=['UNITTEST/BTC'],
timerange=timerange
)
@ -669,10 +669,10 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
file5 = testdatadir / 'XRP_ETH-5m.json'
# Compare downloaded dataset with converted dataset
dfbak_1m = history.load_pair_history(datadir=testdatadir,
ticker_interval="1m",
timeframe="1m",
pair=pair)
dfbak_5m = history.load_pair_history(datadir=testdatadir,
ticker_interval="5m",
timeframe="5m",
pair=pair)
_backup_file(file1, copy_file=True)
@ -686,10 +686,10 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
# Load new data
df_1m = history.load_pair_history(datadir=testdatadir,
ticker_interval="1m",
timeframe="1m",
pair=pair)
df_5m = history.load_pair_history(datadir=testdatadir,
ticker_interval="5m",
timeframe="5m",
pair=pair)
assert df_1m.equals(dfbak_1m)

View File

@ -255,7 +255,7 @@ def test_edge_heartbeat_calculate(mocker, edge_conf):
assert edge.calculate() is False
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
def mocked_load_data(datadir, pairs=[], timeframe='0m', refresh_pairs=False,
timerange=None, exchange=None, *args, **kwargs):
hz = 0.1
base = 0.001

View File

@ -1047,8 +1047,8 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
]
pair = 'ETH/BTC'
async def mock_candle_hist(pair, ticker_interval, since_ms):
return pair, ticker_interval, tick
async def mock_candle_hist(pair, timeframe, since_ms):
return pair, timeframe, tick
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
# one_call calculation * 1.8 should do 2 calls
@ -1107,7 +1107,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
assert exchange._api_async.fetch_ohlcv.call_count == 2
assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, interval {pairs[0][1]} ...",
assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, timeframe {pairs[0][1]} ...",
caplog)
@ -1143,7 +1143,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
# exchange = Exchange(default_conf)
await async_ccxt_exception(mocker, default_conf, MagicMock(),
"_async_get_candle_history", "fetch_ohlcv",
pair='ABCD/BTC', ticker_interval=default_conf['ticker_interval'])
pair='ABCD/BTC', timeframe=default_conf['ticker_interval'])
api_mock = MagicMock()
with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):

View File

@ -7,7 +7,7 @@ from freqtrade.exchange import timeframe_to_minutes
from freqtrade.strategy.interface import SellType
ticker_start_time = arrow.get(2018, 10, 3)
tests_ticker_interval = '1h'
tests_timeframe = '1h'
class BTrade(NamedTuple):
@ -36,7 +36,7 @@ class BTContainer(NamedTuple):
def _get_frame_time_from_offset(offset):
return ticker_start_time.shift(minutes=(offset * timeframe_to_minutes(tests_ticker_interval))
return ticker_start_time.shift(minutes=(offset * timeframe_to_minutes(tests_timeframe))
).datetime

View File

@ -9,7 +9,7 @@ from freqtrade.optimize.backtesting import Backtesting
from freqtrade.strategy.interface import SellType
from tests.conftest import patch_exchange
from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
_get_frame_time_from_offset, tests_ticker_interval)
_get_frame_time_from_offset, tests_timeframe)
# Test 0: Sell with signal sell in candle 3
# Test with Stop-loss at 1%
@ -293,7 +293,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
"""
default_conf["stoploss"] = data.stop_loss
default_conf["minimal_roi"] = data.roi
default_conf["ticker_interval"] = tests_ticker_interval
default_conf["ticker_interval"] = tests_timeframe
default_conf["trailing_stop"] = data.trailing_stop
default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
# Only add this to configuration If it's necessary

View File

@ -50,7 +50,7 @@ def trim_dictlist(dict_list, num):
def load_data_test(what, testdatadir):
timerange = TimeRange.parse_timerange('1510694220-1510700340')
pair = history.load_tickerdata_file(testdatadir, ticker_interval='1m',
pair = history.load_tickerdata_file(testdatadir, timeframe='1m',
pair='UNITTEST/BTC', timerange=timerange)
datalen = len(pair)
@ -116,7 +116,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
assert len(results) == num_results
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
def mocked_load_data(datadir, pairs=[], timeframe='0m', refresh_pairs=False,
timerange=None, exchange=None, live=False, *args, **kwargs):
tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC",
@ -126,14 +126,14 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
# use for mock ccxt.fetch_ohlvc'
def _load_pair_as_ticks(pair, tickfreq):
ticks = history.load_tickerdata_file(None, ticker_interval=tickfreq, pair=pair)
ticks = history.load_tickerdata_file(None, timeframe=tickfreq, pair=pair)
ticks = ticks[-201:]
return ticks
# FIX: fixturize this?
def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=None):
data = history.load_data(datadir=datadir, ticker_interval='1m', pairs=[pair])
data = history.load_data(datadir=datadir, timeframe='1m', pairs=[pair])
data = trim_dictlist(data, -201)
patch_exchange(mocker)
backtesting = Backtesting(conf)
@ -184,9 +184,9 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'backtesting'
]
config = setup_configuration(get_args(args), RunMode.BACKTEST)
@ -217,10 +217,10 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
'backtesting',
'--ticker-interval', '1m',
'--enable-position-stacking',
'--disable-max-market-positions',
@ -269,9 +269,9 @@ def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'backtesting'
]
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
@ -286,9 +286,9 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'backtesting'
]
args = get_args(args)
start_backtesting(args)
@ -307,7 +307,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
get_fee = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
backtesting = Backtesting(default_conf)
assert backtesting.config == default_conf
assert backtesting.ticker_interval == '5m'
assert backtesting.timeframe == '5m'
assert callable(backtesting.strategy.tickerdata_to_dataframe)
assert callable(backtesting.strategy.advise_buy)
assert callable(backtesting.strategy.advise_sell)
@ -522,7 +522,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
backtesting = Backtesting(default_conf)
pair = 'UNITTEST/BTC'
timerange = TimeRange('date', None, 1517227800, 0)
data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=['UNITTEST/BTC'],
data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
timerange=timerange)
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(data_processed)
@ -576,9 +576,9 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
# Run a backtesting for an exiting 1min ticker_interval
# Run a backtesting for an exiting 1min timeframe
timerange = TimeRange.parse_timerange('1510688220-1510700340')
data = history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'],
data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
timerange=timerange)
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(processed)
@ -688,7 +688,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
patch_exchange(mocker)
pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=pairs)
data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=pairs)
# Only use 500 lines to increase performance
data = trim_dictlist(data, -500)
@ -817,10 +817,10 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', str(testdatadir),
'backtesting',
'--ticker-interval', '1m',
'--timerange', '1510694220-1510700340',
'--enable-position-stacking',
@ -866,9 +866,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--datadir', str(testdatadir),
'backtesting',
'--ticker-interval', '1m',
'--timerange', '1510694220-1510700340',
'--enable-position-stacking',

View File

@ -15,9 +15,9 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
patched_configuration_load_config_file(mocker, default_conf)
args = [
'edge',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'edge'
]
config = setup_configuration(get_args(args), RunMode.EDGE)
@ -45,10 +45,10 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
)
args = [
'edge',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
'edge',
'--ticker-interval', '1m',
'--timerange', ':100',
'--stoplosses=-0.01,-0.10,-0.001'
@ -79,9 +79,9 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, edge_conf)
args = [
'edge',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'edge'
]
args = get_args(args)
start_edge(args)

View File

@ -26,7 +26,10 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
@pytest.fixture(scope='function')
def hyperopt(default_conf, mocker):
default_conf.update({'spaces': ['all']})
default_conf.update({
'spaces': ['all'],
'hyperopt': 'DefaultHyperOpt',
})
patch_exchange(mocker)
return Hyperopt(default_conf)
@ -69,8 +72,9 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
patched_configuration_load_config_file(mocker, default_conf)
args = [
'hyperopt',
'--config', 'config.json',
'hyperopt'
'--hyperopt', 'DefaultHyperOpt',
]
config = setup_configuration(get_args(args), RunMode.HYPEROPT)
@ -100,9 +104,10 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
)
args = [
'--config', 'config.json',
'--datadir', '/foo/bar',
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--datadir', '/foo/bar',
'--ticker-interval', '1m',
'--timerange', ':100',
'--enable-position-stacking',
@ -157,7 +162,8 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver._load_hyperopt',
MagicMock(return_value=hyperopt(default_conf))
)
x = HyperOptResolver(default_conf, ).hyperopt
default_conf.update({'hyperopt': 'DefaultHyperOpt'})
x = HyperOptResolver(default_conf).hyperopt
assert not hasattr(x, 'populate_indicators')
assert not hasattr(x, 'populate_buy_trend')
assert not hasattr(x, 'populate_sell_trend')
@ -174,7 +180,15 @@ def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
HyperOptResolver(default_conf, ).hyperopt
HyperOptResolver(default_conf).hyperopt
def test_hyperoptresolver_noname(default_conf):
default_conf['hyperopt'] = ''
with pytest.raises(OperationalException,
match="No Hyperopt set. Please use `--hyperopt` to specify "
"the Hyperopt class to use."):
HyperOptResolver(default_conf)
def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
@ -184,7 +198,7 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
MagicMock(return_value=hl)
)
x = HyperOptLossResolver(default_conf, ).hyperoptloss
x = HyperOptLossResolver(default_conf).hyperoptloss
assert hasattr(x, "hyperopt_loss_function")
@ -192,7 +206,7 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
default_conf.update({'hyperopt_loss': "NonExistingLossClass"})
with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'):
HyperOptLossResolver(default_conf, ).hyperopt
HyperOptLossResolver(default_conf).hyperopt
def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None:
@ -203,8 +217,9 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None
patch_exchange(mocker)
args = [
'--config', 'config.json',
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
@ -220,8 +235,9 @@ def test_start(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
args = [
'--config', 'config.json',
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
@ -242,8 +258,9 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
args = [
'--config', 'config.json',
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
@ -258,8 +275,9 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
args = [
'--config', 'config.json',
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
@ -412,6 +430,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'all',
@ -515,10 +534,12 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
def test_generate_optimizer(mocker, default_conf) -> None:
default_conf.update({'config': 'config.json.example'})
default_conf.update({'timerange': None})
default_conf.update({'spaces': 'all'})
default_conf.update({'hyperopt_min_trades': 1})
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'timerange': None,
'spaces': 'all',
'hyperopt_min_trades': 1,
})
trades = [
('TRX/BTC', 0.023117, 0.000233, 100)
@ -582,6 +603,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
def test_clean_hyperopt(mocker, default_conf, caplog):
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'all',
@ -598,6 +620,7 @@ def test_clean_hyperopt(mocker, default_conf, caplog):
def test_continue_hyperopt(mocker, default_conf, caplog):
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'all',
@ -628,6 +651,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'all',
@ -666,6 +690,7 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'roi stoploss',
@ -705,6 +730,7 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'roi stoploss',
@ -747,6 +773,7 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'all',
@ -781,6 +808,7 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'buy',
@ -827,6 +855,7 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'sell',
@ -875,6 +904,7 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': space,

View File

@ -96,6 +96,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
mocker.patch.multiple(
'freqtrade.rpc.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
)
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@ -109,22 +114,34 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
freqtradebot.state = State.RUNNING
with pytest.raises(RPCException, match=r'.*no active order*'):
rpc._rpc_status_table()
rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
freqtradebot.create_trades()
result = rpc._rpc_status_table()
assert 'instantly' in result['Since'].all()
assert 'ETH/BTC' in result['Pair'].all()
assert '-0.59%' in result['Profit'].all()
result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
assert "Since" in headers
assert "Pair" in headers
assert 'instantly' == result[0][2]
assert 'ETH/BTC' == result[0][1]
assert '-0.59%' == result[0][3]
# Test with fiatconvert
rpc._fiat_converter = CryptoToFiatConverter()
result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
assert "Since" in headers
assert "Pair" in headers
assert 'instantly' == result[0][2]
assert 'ETH/BTC' == result[0][1]
assert '-0.59% (-0.09)' == result[0][3]
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
# invalidate ticker cache
rpc._freqtrade.exchange._cached_ticker = {}
result = rpc._rpc_status_table()
assert 'instantly' in result['Since'].all()
assert 'ETH/BTC' in result['Pair'].all()
assert 'nan%' in result['Profit'].all()
result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
assert 'instantly' == result[0][2]
assert 'ETH/BTC' == result[0][1]
assert 'nan%' == result[0][3]
def test_rpc_daily_profit(default_conf, update, ticker, fee,

View File

@ -64,6 +64,10 @@ def test_api_not_found(botclient):
def test_api_unauthorized(botclient):
ftbot, client = botclient
rc = client.get(f"{BASE_URI}/ping")
assert_response(rc)
assert rc.json == {'status': 'pong'}
# Don't send user/pass information
rc = client.get(f"{BASE_URI}/version")
assert_response(rc, 401)

View File

@ -1,5 +1,5 @@
# pragma pylint: disable=missing-docstring, C0103
import time
import logging
from unittest.mock import MagicMock
@ -176,6 +176,8 @@ def test_init_apiserver_enabled(mocker, default_conf, caplog) -> None:
"listen_port": "8080"}
rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
# Sleep to allow the thread to start
time.sleep(0.5)
assert log_has('Enabling rpc.api_server', caplog)
assert len(rpc_manager.registered_modules) == 1
assert 'apiserver' in [mod.name for mod in rpc_manager.registered_modules]

View File

@ -54,21 +54,30 @@ def test_load_strategy_base64(result, caplog, default_conf):
def test_load_strategy_invalid_directory(result, caplog, default_conf):
default_conf['strategy'] = 'SampleStrategy'
resolver = StrategyResolver(default_conf)
extra_dir = Path.cwd() / 'some/path'
resolver._load_strategy('SampleStrategy', config=default_conf, extra_dir=extra_dir)
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_not_found_strategy(default_conf):
strategy = StrategyResolver(default_conf)
default_conf['strategy'] = 'NotFoundStrategy'
with pytest.raises(OperationalException,
match=r"Impossible to load Strategy 'NotFoundStrategy'. "
r"This class does not exist or contains Python code errors."):
strategy._load_strategy(strategy_name='NotFoundStrategy', config=default_conf)
StrategyResolver(default_conf)
def test_load_strategy_noname(default_conf):
default_conf['strategy'] = ''
with pytest.raises(OperationalException,
match="No strategy set. Please use `--strategy` to specify "
"the strategy class to use."):
StrategyResolver(default_conf)
def test_strategy(result, default_conf):

View File

@ -11,7 +11,7 @@ from freqtrade.configuration.cli_options import check_int_positive
# Parse common command-line-arguments. Used for all tools
def test_parse_args_none() -> None:
arguments = Arguments([])
arguments = Arguments(['trade'])
assert isinstance(arguments, Arguments)
x = arguments.get_parsed_arg()
assert isinstance(x, dict)
@ -19,7 +19,7 @@ def test_parse_args_none() -> None:
def test_parse_args_defaults() -> None:
args = Arguments([]).get_parsed_arg()
args = Arguments(['trade']).get_parsed_arg()
assert args["config"] == ['config.json']
assert args["strategy_path"] is None
assert args["datadir"] is None
@ -27,27 +27,27 @@ def test_parse_args_defaults() -> None:
def test_parse_args_config() -> None:
args = Arguments(['-c', '/dev/null']).get_parsed_arg()
args = Arguments(['trade', '-c', '/dev/null']).get_parsed_arg()
assert args["config"] == ['/dev/null']
args = Arguments(['--config', '/dev/null']).get_parsed_arg()
args = Arguments(['trade', '--config', '/dev/null']).get_parsed_arg()
assert args["config"] == ['/dev/null']
args = Arguments(['--config', '/dev/null',
args = Arguments(['trade', '--config', '/dev/null',
'--config', '/dev/zero'],).get_parsed_arg()
assert args["config"] == ['/dev/null', '/dev/zero']
def test_parse_args_db_url() -> None:
args = Arguments(['--db-url', 'sqlite:///test.sqlite']).get_parsed_arg()
args = Arguments(['trade', '--db-url', 'sqlite:///test.sqlite']).get_parsed_arg()
assert args["db_url"] == 'sqlite:///test.sqlite'
def test_parse_args_verbose() -> None:
args = Arguments(['-v']).get_parsed_arg()
args = Arguments(['trade', '-v']).get_parsed_arg()
assert args["verbosity"] == 1
args = Arguments(['--verbose']).get_parsed_arg()
args = Arguments(['trade', '--verbose']).get_parsed_arg()
assert args["verbosity"] == 1
@ -69,7 +69,7 @@ def test_parse_args_invalid() -> None:
def test_parse_args_strategy() -> None:
args = Arguments(['--strategy', 'SomeStrategy']).get_parsed_arg()
args = Arguments(['trade', '--strategy', 'SomeStrategy']).get_parsed_arg()
assert args["strategy"] == 'SomeStrategy'
@ -79,7 +79,7 @@ def test_parse_args_strategy_invalid() -> None:
def test_parse_args_strategy_path() -> None:
args = Arguments(['--strategy-path', '/some/path']).get_parsed_arg()
args = Arguments(['trade', '--strategy-path', '/some/path']).get_parsed_arg()
assert args["strategy_path"] == '/some/path'
@ -98,8 +98,8 @@ def test_parse_args_backtesting_invalid() -> None:
def test_parse_args_backtesting_custom() -> None:
args = [
'-c', 'test_conf.json',
'backtesting',
'-c', 'test_conf.json',
'--ticker-interval', '1m',
'--strategy-list',
'DefaultStrategy',
@ -108,7 +108,7 @@ def test_parse_args_backtesting_custom() -> None:
call_args = Arguments(args).get_parsed_arg()
assert call_args["config"] == ['test_conf.json']
assert call_args["verbosity"] == 0
assert call_args["subparser"] == 'backtesting'
assert call_args["command"] == 'backtesting'
assert call_args["func"] is not None
assert call_args["ticker_interval"] == '1m'
assert type(call_args["strategy_list"]) is list
@ -117,8 +117,8 @@ def test_parse_args_backtesting_custom() -> None:
def test_parse_args_hyperopt_custom() -> None:
args = [
'-c', 'test_conf.json',
'hyperopt',
'-c', 'test_conf.json',
'--epochs', '20',
'--spaces', 'buy'
]
@ -126,7 +126,7 @@ def test_parse_args_hyperopt_custom() -> None:
assert call_args["config"] == ['test_conf.json']
assert call_args["epochs"] == 20
assert call_args["verbosity"] == 0
assert call_args["subparser"] == 'hyperopt'
assert call_args["command"] == 'hyperopt'
assert call_args["spaces"] == ['buy']
assert call_args["func"] is not None
assert callable(call_args["func"])
@ -134,8 +134,8 @@ def test_parse_args_hyperopt_custom() -> None:
def test_download_data_options() -> None:
args = [
'--datadir', 'datadir/directory',
'download-data',
'--datadir', 'datadir/directory',
'--pairs-file', 'file_with_pairs',
'--days', '30',
'--exchange', 'binance'
@ -150,8 +150,8 @@ def test_download_data_options() -> None:
def test_plot_dataframe_options() -> None:
args = [
'-c', 'config.json.example',
'plot-dataframe',
'-c', 'config.json.example',
'--indicators1', 'sma10', 'sma100',
'--indicators2', 'macd', 'fastd', 'fastk',
'--plot-limit', '30',
@ -186,7 +186,7 @@ def test_config_notallowed(mocker) -> None:
]
pargs = Arguments(args).get_parsed_arg()
assert pargs["config"] is None
assert "config" not in pargs
# When file exists:
mocker.patch.object(Path, "is_file", MagicMock(return_value=True))
@ -195,7 +195,7 @@ def test_config_notallowed(mocker) -> None:
]
pargs = Arguments(args).get_parsed_arg()
# config is not added even if it exists, since create-userdir is in the notallowed list
assert pargs["config"] is None
assert "config" not in pargs
def test_config_notrequired(mocker) -> None:

View File

@ -68,7 +68,7 @@ def test_load_config_file(default_conf, mocker, caplog) -> None:
def test__args_to_config(caplog):
arg_list = ['--strategy-path', 'TestTest']
arg_list = ['trade', '--strategy-path', 'TestTest']
args = Arguments(arg_list).get_parsed_arg()
configuration = Configuration(args)
config = {}
@ -96,7 +96,7 @@ def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
default_conf['max_open_trades'] = 0
patched_configuration_load_config_file(mocker, default_conf)
args = Arguments([]).get_parsed_arg()
args = Arguments(['trade']).get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
@ -121,7 +121,7 @@ def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
configsmock
)
arg_list = ['-c', 'test_conf.json', '--config', 'test2_conf.json', ]
arg_list = ['trade', '-c', 'test_conf.json', '--config', 'test2_conf.json', ]
args = Arguments(arg_list).get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
@ -187,7 +187,7 @@ def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) ->
default_conf['max_open_trades'] = -1
patched_configuration_load_config_file(mocker, default_conf)
args = Arguments([]).get_parsed_arg()
args = Arguments(['trade']).get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
@ -211,11 +211,10 @@ def test_load_config_file_exception(mocker) -> None:
def test_load_config(default_conf, mocker) -> None:
patched_configuration_load_config_file(mocker, default_conf)
args = Arguments([]).get_parsed_arg()
args = Arguments(['trade']).get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
assert validated_conf.get('strategy') == 'DefaultStrategy'
assert validated_conf.get('strategy_path') is None
assert 'edge' not in validated_conf
@ -224,6 +223,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
patched_configuration_load_config_file(mocker, default_conf)
arglist = [
'trade',
'--strategy', 'TestStrategy',
'--strategy-path', '/some/path',
'--db-url', 'sqlite:///someurl',
@ -243,6 +243,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
patched_configuration_load_config_file(mocker, conf)
arglist = [
'trade',
'--strategy', 'TestStrategy',
'--strategy-path', '/some/path'
]
@ -259,6 +260,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
patched_configuration_load_config_file(mocker, conf)
arglist = [
'trade',
'--strategy', 'TestStrategy',
'--strategy-path', '/some/path'
]
@ -275,6 +277,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
patched_configuration_load_config_file(mocker, conf)
arglist = [
'trade',
'--strategy', 'TestStrategy',
'--strategy-path', '/some/path'
]
@ -293,6 +296,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
patched_configuration_load_config_file(mocker, conf)
arglist = [
'trade',
'--strategy', 'TestStrategy',
'--strategy-path', '/some/path'
]
@ -303,6 +307,23 @@ def test_load_config_with_params(default_conf, mocker) -> None:
assert validated_conf.get('db_url') == DEFAULT_DB_DRYRUN_URL
@pytest.mark.parametrize("config_value,expected,arglist", [
(True, True, ['trade', '--dry-run']), # Leave config untouched
(False, True, ['trade', '--dry-run']), # Override config untouched
(False, False, ['trade']), # Leave config untouched
(True, True, ['trade']), # Leave config untouched
])
def test_load_dry_run(default_conf, mocker, config_value, expected, arglist) -> None:
default_conf['dry_run'] = config_value
patched_configuration_load_config_file(mocker, default_conf)
configuration = Configuration(Arguments(arglist).get_parsed_arg())
validated_conf = configuration.load_config()
assert validated_conf.get('dry_run') is expected
def test_load_custom_strategy(default_conf, mocker) -> None:
default_conf.update({
'strategy': 'CustomStrategy',
@ -310,7 +331,7 @@ def test_load_custom_strategy(default_conf, mocker) -> None:
})
patched_configuration_load_config_file(mocker, default_conf)
args = Arguments([]).get_parsed_arg()
args = Arguments(['trade']).get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
@ -322,6 +343,7 @@ def test_show_info(default_conf, mocker, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
arglist = [
'trade',
'--strategy', 'TestStrategy',
'--db-url', 'sqlite:///tmp/testdb',
]
@ -338,9 +360,9 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
patched_configuration_load_config_file(mocker, default_conf)
arglist = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'backtesting'
]
args = Arguments(arglist).get_parsed_arg()
@ -376,11 +398,11 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
lambda x, *args, **kwargs: Path(x)
)
arglist = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
'--userdir', "/tmp/freqtrade",
'backtesting',
'--ticker-interval', '1m',
'--enable-position-stacking',
'--disable-max-market-positions',
@ -427,8 +449,8 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
patched_configuration_load_config_file(mocker, default_conf)
arglist = [
'--config', 'config.json',
'backtesting',
'--config', 'config.json',
'--ticker-interval', '1m',
'--export', '/bar/foo',
'--strategy-list',
@ -568,7 +590,7 @@ def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
# Prevent setting loggers
mocker.patch('freqtrade.loggers._set_loggers', MagicMock)
arglist = ['-vvv']
arglist = ['trade', '-vvv']
args = Arguments(arglist).get_parsed_arg()
configuration = Configuration(args)
@ -620,7 +642,7 @@ def test_set_logfile(default_conf, mocker):
patched_configuration_load_config_file(mocker, default_conf)
arglist = [
'--logfile', 'test_file.log',
'trade', '--logfile', 'test_file.log',
]
args = Arguments(arglist).get_parsed_arg()
configuration = Configuration(args)
@ -636,7 +658,7 @@ def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None:
default_conf['forcebuy_enable'] = True
patched_configuration_load_config_file(mocker, default_conf)
args = Arguments([]).get_parsed_arg()
args = Arguments(['trade']).get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
@ -847,8 +869,8 @@ def test_pairlist_resolving():
def test_pairlist_resolving_with_config(mocker, default_conf):
patched_configuration_load_config_file(mocker, default_conf)
arglist = [
'--config', 'config.json',
'download-data',
'--config', 'config.json',
]
args = Arguments(arglist).get_parsed_arg()
@ -861,8 +883,8 @@ def test_pairlist_resolving_with_config(mocker, default_conf):
# Override pairs
arglist = [
'--config', 'config.json',
'download-data',
'--config', 'config.json',
'--pairs', 'ETH/BTC', 'XRP/BTC',
]
@ -883,8 +905,8 @@ def test_pairlist_resolving_with_config_pl(mocker, default_conf):
mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock()))
arglist = [
'--config', 'config.json',
'download-data',
'--config', 'config.json',
'--pairs-file', 'pairs.json',
]
@ -905,8 +927,8 @@ def test_pairlist_resolving_with_config_pl_not_exists(mocker, default_conf):
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
arglist = [
'--config', 'config.json',
'download-data',
'--config', 'config.json',
'--pairs-file', 'pairs.json',
]

View File

@ -11,10 +11,16 @@ from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.main import main
from freqtrade.state import State
from freqtrade.worker import Worker
from tests.conftest import (log_has, patch_exchange,
from tests.conftest import (log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
def test_parse_args_None(caplog) -> None:
with pytest.raises(SystemExit):
main([])
assert log_has_re(r"Usage of Freqtrade requires a subcommand.*", caplog)
def test_parse_args_backtesting(mocker) -> None:
"""
Test that main() can start backtesting and also ensure we can pass some specific arguments
@ -29,7 +35,7 @@ def test_parse_args_backtesting(mocker) -> None:
call_args = backtesting_mock.call_args[0][0]
assert call_args["config"] == ['config.json']
assert call_args["verbosity"] == 0
assert call_args["subparser"] == 'backtesting'
assert call_args["command"] == 'backtesting'
assert call_args["func"] is not None
assert callable(call_args["func"])
assert call_args["ticker_interval"] is None
@ -45,7 +51,7 @@ def test_main_start_hyperopt(mocker) -> None:
call_args = hyperopt_mock.call_args[0][0]
assert call_args["config"] == ['config.json']
assert call_args["verbosity"] == 0
assert call_args["subparser"] == 'hyperopt'
assert call_args["command"] == 'hyperopt'
assert call_args["func"] is not None
assert callable(call_args["func"])
@ -58,7 +64,7 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
args = ['-c', 'config.json.example']
args = ['trade', '-c', 'config.json.example']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
@ -75,7 +81,7 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
args = ['-c', 'config.json.example']
args = ['trade', '-c', 'config.json.example']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
@ -95,7 +101,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
args = ['-c', 'config.json.example']
args = ['trade', '-c', 'config.json.example']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
@ -114,15 +120,15 @@ def test_main_reload_conf(mocker, default_conf, caplog) -> None:
OperationalException("Oh snap!")])
mocker.patch('freqtrade.worker.Worker._worker', worker_mock)
patched_configuration_load_config_file(mocker, default_conf)
reconfigure_mock = mocker.patch('freqtrade.main.Worker._reconfigure', MagicMock())
reconfigure_mock = mocker.patch('freqtrade.worker.Worker._reconfigure', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
args = Arguments(['-c', 'config.json.example']).get_parsed_arg()
args = Arguments(['trade', '-c', 'config.json.example']).get_parsed_arg()
worker = Worker(args=args, config=default_conf)
with pytest.raises(SystemExit):
main(['-c', 'config.json.example'])
main(['trade', '-c', 'config.json.example'])
assert log_has('Using config: config.json.example ...', caplog)
assert worker_mock.call_count == 4
@ -141,7 +147,7 @@ def test_reconfigure(mocker, default_conf) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
args = Arguments(['-c', 'config.json.example']).get_parsed_arg()
args = Arguments(['trade', '-c', 'config.json.example']).get_parsed_arg()
worker = Worker(args=args, config=default_conf)
freqtrade = worker.freqtrade

View File

@ -64,7 +64,7 @@ def test_add_indicators(default_conf, testdatadir, caplog):
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, ticker_interval='1m',
data = history.load_pair_history(pair=pair, timeframe='1m',
datadir=testdatadir, timerange=timerange)
indicators1 = ["ema10"]
indicators2 = ["macd"]
@ -129,7 +129,7 @@ def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, t
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, ticker_interval='1m',
data = history.load_pair_history(pair=pair, timeframe='1m',
datadir=testdatadir, timerange=timerange)
data['buy'] = 0
data['sell'] = 0
@ -164,7 +164,7 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
MagicMock(side_effect=fig_generating_mock))
pair = 'UNITTEST/BTC'
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, ticker_interval='1m',
data = history.load_pair_history(pair=pair, timeframe='1m',
datadir=testdatadir, timerange=timerange)
# Generate buy/sell signals and indicators
@ -228,7 +228,7 @@ def test_add_profit(testdatadir):
bt_data = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
df = history.load_pair_history(pair="TRX/BTC", ticker_interval='5m',
df = history.load_pair_history(pair="TRX/BTC", timeframe='5m',
datadir=testdatadir, timerange=timerange)
fig = generate_empty_figure()
@ -251,7 +251,7 @@ def test_generate_profit_graph(testdatadir):
tickers = history.load_data(datadir=testdatadir,
pairs=pairs,
ticker_interval='5m',
timeframe='5m',
timerange=timerange
)
trades = trades[trades['pair'].isin(pairs)]
@ -281,8 +281,8 @@ def test_generate_profit_graph(testdatadir):
def test_start_plot_dataframe(mocker):
aup = mocker.patch("freqtrade.plot.plotting.load_and_plot_trades", MagicMock())
args = [
"--config", "config.json.example",
"plot-dataframe",
"--config", "config.json.example",
"--pairs", "ETH/BTC"
]
start_plot_dataframe(get_args(args))
@ -323,8 +323,8 @@ def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir):
def test_start_plot_profit(mocker):
aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock())
args = [
"--config", "config.json.example",
"plot-profit",
"--config", "config.json.example",
"--pairs", "ETH/BTC"
]
start_plot_profit(get_args(args))

View File

@ -14,7 +14,7 @@ from tests.conftest import get_args, log_has, patch_exchange
def test_setup_utils_configuration():
args = [
'--config', 'config.json.example',
'list-exchanges', '--config', 'config.json.example',
]
config = setup_utils_configuration(get_args(args), RunMode.OTHER)
@ -95,8 +95,8 @@ def test_list_timeframes(mocker, capsys):
# Test with --config config.json.example
args = [
'--config', 'config.json.example',
"list-timeframes",
'--config', 'config.json.example',
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
@ -139,8 +139,8 @@ def test_list_timeframes(mocker, capsys):
# Test with --one-column
args = [
'--config', 'config.json.example',
"list-timeframes",
'--config', 'config.json.example',
"--one-column",
]
start_list_timeframes(get_args(args))
@ -182,8 +182,8 @@ def test_list_markets(mocker, markets, capsys):
# Test with --config config.json.example
args = [
'--config', 'config.json.example',
"list-markets",
'--config', 'config.json.example',
"--print-list",
]
start_list_markets(get_args(args), False)
@ -208,8 +208,8 @@ def test_list_markets(mocker, markets, capsys):
patch_exchange(mocker, api_mock=api_mock, id="bittrex")
# Test with --all: all markets
args = [
'--config', 'config.json.example',
"list-markets", "--all",
'--config', 'config.json.example',
"--print-list",
]
start_list_markets(get_args(args), False)
@ -221,8 +221,8 @@ def test_list_markets(mocker, markets, capsys):
# Test list-pairs subcommand: active pairs
args = [
'--config', 'config.json.example',
"list-pairs",
'--config', 'config.json.example',
"--print-list",
]
start_list_markets(get_args(args), True)
@ -233,8 +233,8 @@ def test_list_markets(mocker, markets, capsys):
# Test list-pairs subcommand with --all: all pairs
args = [
'--config', 'config.json.example',
"list-pairs", "--all",
'--config', 'config.json.example',
"--print-list",
]
start_list_markets(get_args(args), True)
@ -246,8 +246,8 @@ def test_list_markets(mocker, markets, capsys):
# active markets, base=ETH, LTC
args = [
'--config', 'config.json.example',
"list-markets",
'--config', 'config.json.example',
"--base", "ETH", "LTC",
"--print-list",
]
@ -259,8 +259,8 @@ def test_list_markets(mocker, markets, capsys):
# active markets, base=LTC
args = [
'--config', 'config.json.example',
"list-markets",
'--config', 'config.json.example',
"--base", "LTC",
"--print-list",
]
@ -272,8 +272,8 @@ def test_list_markets(mocker, markets, capsys):
# active markets, quote=USDT, USD
args = [
'--config', 'config.json.example',
"list-markets",
'--config', 'config.json.example',
"--quote", "USDT", "USD",
"--print-list",
]
@ -285,8 +285,8 @@ def test_list_markets(mocker, markets, capsys):
# active markets, quote=USDT
args = [
'--config', 'config.json.example',
"list-markets",
'--config', 'config.json.example',
"--quote", "USDT",
"--print-list",
]
@ -298,8 +298,8 @@ def test_list_markets(mocker, markets, capsys):
# active markets, base=LTC, quote=USDT
args = [
'--config', 'config.json.example',
"list-markets",
'--config', 'config.json.example',
"--base", "LTC", "--quote", "USDT",
"--print-list",
]
@ -311,8 +311,8 @@ def test_list_markets(mocker, markets, capsys):
# active pairs, base=LTC, quote=USDT
args = [
'--config', 'config.json.example',
"list-pairs",
'--config', 'config.json.example',
"--base", "LTC", "--quote", "USD",
"--print-list",
]
@ -324,8 +324,8 @@ def test_list_markets(mocker, markets, capsys):
# active markets, base=LTC, quote=USDT, NONEXISTENT
args = [
'--config', 'config.json.example',
"list-markets",
'--config', 'config.json.example',
"--base", "LTC", "--quote", "USDT", "NONEXISTENT",
"--print-list",
]
@ -337,8 +337,8 @@ def test_list_markets(mocker, markets, capsys):
# active markets, base=LTC, quote=NONEXISTENT
args = [
'--config', 'config.json.example',
"list-markets",
'--config', 'config.json.example',
"--base", "LTC", "--quote", "NONEXISTENT",
"--print-list",
]
@ -350,8 +350,8 @@ def test_list_markets(mocker, markets, capsys):
# Test tabular output
args = [
'--config', 'config.json.example',
"list-markets",
'--config', 'config.json.example',
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
@ -360,8 +360,8 @@ def test_list_markets(mocker, markets, capsys):
# Test tabular output, no markets found
args = [
'--config', 'config.json.example',
"list-markets",
'--config', 'config.json.example',
"--base", "LTC", "--quote", "NONEXISTENT",
]
start_list_markets(get_args(args), False)
@ -372,8 +372,8 @@ def test_list_markets(mocker, markets, capsys):
# Test --print-json
args = [
'--config', 'config.json.example',
"list-markets",
'--config', 'config.json.example',
"--print-json"
]
start_list_markets(get_args(args), False)
@ -384,8 +384,8 @@ def test_list_markets(mocker, markets, capsys):
# Test --print-csv
args = [
'--config', 'config.json.example',
"list-markets",
'--config', 'config.json.example',
"--print-csv"
]
start_list_markets(get_args(args), False)
@ -396,8 +396,8 @@ def test_list_markets(mocker, markets, capsys):
# Test --one-column
args = [
'--config', 'config.json.example',
"list-markets",
'--config', 'config.json.example',
"--one-column"
]
start_list_markets(get_args(args), False)

View File

@ -12,7 +12,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.optimize.hyperopt_interface import IHyperOpt
class SampleHyperOpts(IHyperOpt):
class SampleHyperOpt(IHyperOpt):
"""
This is a sample Hyperopt to inspire you.
Feel free to customize it.

View File

@ -14,7 +14,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.optimize.hyperopt_interface import IHyperOpt
class AdvancedSampleHyperOpts(IHyperOpt):
class AdvancedSampleHyperOpt(IHyperOpt):
"""
This is a sample hyperopt to inspire you.
Feel free to customize it.

View File

@ -26,7 +26,7 @@
"# Customize these according to your needs.\n",
"\n",
"# Define some constants\n",
"ticker_interval = \"5m\"\n",
"timeframe = \"5m\"\n",
"# Name of the strategy class\n",
"strategy_name = 'SampleStrategy'\n",
"# Path to user data\n",
@ -49,7 +49,7 @@
"from freqtrade.data.history import load_pair_history\n",
"\n",
"candles = load_pair_history(datadir=data_location,\n",
" ticker_interval=ticker_interval,\n",
" timeframe=timeframe,\n",
" pair=pair)\n",
"\n",
"# Confirm success\n",