From 71226a6c65154d50558015bbcf2dcdaa6bdcd1eb Mon Sep 17 00:00:00 2001 From: enenn Date: Sun, 4 Feb 2018 16:53:15 +0100 Subject: [PATCH] Change history data filename and format --- .gitignore | 2 +- Vagrantfile | 74 ++++++++++++++++++ bin/{freqtrade => freqtrade.py} | 0 freqtrade/analyze.py | 2 +- freqtrade/exchange/__init__.py | 3 + freqtrade/misc.py | 7 +- freqtrade/optimize/__init__.py | 31 +++++--- freqtrade/tests/optimize/test_optimize.py | 2 +- freqtrade/tests/testdata/ADA_BTC-1.json | 1 - freqtrade/tests/testdata/ADA_BTC-1m.json | 1 + freqtrade/tests/testdata/ADA_BTC-5.json | 1 - freqtrade/tests/testdata/ADA_BTC-5m.json | 1 + freqtrade/tests/testdata/BTC-XEL-1.json | 1 - freqtrade/tests/testdata/BTC_XEL-1.json | 1 - freqtrade/tests/testdata/DASH_BTC-1m.json | 1 + freqtrade/tests/testdata/DASH_BTC-5.json | 1 - freqtrade/tests/testdata/DASH_BTC-5m.json | 1 + freqtrade/tests/testdata/ETC_BTC-1.json | 1 - freqtrade/tests/testdata/ETC_BTC-5.json | 1 - freqtrade/tests/testdata/ETH_BTC-1.json | 1 - freqtrade/tests/testdata/ETH_BTC-1m.json | 1 + freqtrade/tests/testdata/ETH_BTC-5.json | 1 - freqtrade/tests/testdata/ETH_BTC-5m.json | 1 + freqtrade/tests/testdata/LTC_BTC-1.json | 1 - freqtrade/tests/testdata/LTC_BTC-1m.json | 1 + freqtrade/tests/testdata/LTC_BTC-5.json | 1 - freqtrade/tests/testdata/LTC_BTC-5m.json | 1 + freqtrade/tests/testdata/MEME_BTC-1.json | 1 - freqtrade/tests/testdata/NXT_BTC-1.json | 1 - freqtrade/tests/testdata/NXT_BTC-5.json | 1 - freqtrade/tests/testdata/POWR_BTC-1.json | 1 - freqtrade/tests/testdata/POWR_BTC-1m.json | 1 + freqtrade/tests/testdata/POWR_BTC-5.json | 1 - freqtrade/tests/testdata/POWR_BTC-5m.json | 1 + freqtrade/tests/testdata/STORJ_BTC-5.json | 1 - freqtrade/tests/testdata/UNITTEST_BTC-1.json | 1 - freqtrade/tests/testdata/UNITTEST_BTC-1m.json | 1 + freqtrade/tests/testdata/UNITTEST_BTC-30.json | 1 - .../tests/testdata/UNITTEST_BTC-30m.json | 1 + freqtrade/tests/testdata/UNITTEST_BTC-8.json | 3 - .../tests/testdata/UNITTEST_BTC-8.json.gz | Bin 371871 -> 0 bytes freqtrade/tests/testdata/UNITTEST_BTC-8m.json | 1 + freqtrade/tests/testdata/XLM_BTC-1.json | 1 - freqtrade/tests/testdata/XLM_BTC-5.json | 1 - freqtrade/tests/testdata/XMR_BTC-1.json | 1 - freqtrade/tests/testdata/XMR_BTC-5.json | 1 - freqtrade/tests/testdata/ZEC_BTC-1.json | 1 - freqtrade/tests/testdata/ZEC_BTC-5.json | 1 - .../tests/testdata/download_backtest_data.py | 19 ++++- freqtrade/tests/testdata/pairs.json | 20 +---- 50 files changed, 133 insertions(+), 68 deletions(-) create mode 100644 Vagrantfile rename bin/{freqtrade => freqtrade.py} (100%) delete mode 100644 freqtrade/tests/testdata/ADA_BTC-1.json create mode 100644 freqtrade/tests/testdata/ADA_BTC-1m.json delete mode 100644 freqtrade/tests/testdata/ADA_BTC-5.json create mode 100644 freqtrade/tests/testdata/ADA_BTC-5m.json delete mode 100644 freqtrade/tests/testdata/BTC-XEL-1.json delete mode 100644 freqtrade/tests/testdata/BTC_XEL-1.json create mode 100644 freqtrade/tests/testdata/DASH_BTC-1m.json delete mode 100644 freqtrade/tests/testdata/DASH_BTC-5.json create mode 100644 freqtrade/tests/testdata/DASH_BTC-5m.json delete mode 100644 freqtrade/tests/testdata/ETC_BTC-1.json delete mode 100644 freqtrade/tests/testdata/ETC_BTC-5.json delete mode 100644 freqtrade/tests/testdata/ETH_BTC-1.json create mode 100644 freqtrade/tests/testdata/ETH_BTC-1m.json delete mode 100644 freqtrade/tests/testdata/ETH_BTC-5.json create mode 100644 freqtrade/tests/testdata/ETH_BTC-5m.json delete mode 100644 freqtrade/tests/testdata/LTC_BTC-1.json create mode 100644 freqtrade/tests/testdata/LTC_BTC-1m.json delete mode 100644 freqtrade/tests/testdata/LTC_BTC-5.json create mode 100644 freqtrade/tests/testdata/LTC_BTC-5m.json delete mode 100644 freqtrade/tests/testdata/MEME_BTC-1.json delete mode 100644 freqtrade/tests/testdata/NXT_BTC-1.json delete mode 100644 freqtrade/tests/testdata/NXT_BTC-5.json delete mode 100644 freqtrade/tests/testdata/POWR_BTC-1.json create mode 100644 freqtrade/tests/testdata/POWR_BTC-1m.json delete mode 100644 freqtrade/tests/testdata/POWR_BTC-5.json create mode 100644 freqtrade/tests/testdata/POWR_BTC-5m.json delete mode 100644 freqtrade/tests/testdata/STORJ_BTC-5.json delete mode 100644 freqtrade/tests/testdata/UNITTEST_BTC-1.json create mode 100644 freqtrade/tests/testdata/UNITTEST_BTC-1m.json delete mode 100644 freqtrade/tests/testdata/UNITTEST_BTC-30.json create mode 100644 freqtrade/tests/testdata/UNITTEST_BTC-30m.json delete mode 100644 freqtrade/tests/testdata/UNITTEST_BTC-8.json delete mode 100644 freqtrade/tests/testdata/UNITTEST_BTC-8.json.gz create mode 100644 freqtrade/tests/testdata/UNITTEST_BTC-8m.json delete mode 100644 freqtrade/tests/testdata/XLM_BTC-1.json delete mode 100644 freqtrade/tests/testdata/XLM_BTC-5.json delete mode 100644 freqtrade/tests/testdata/XMR_BTC-1.json delete mode 100644 freqtrade/tests/testdata/XMR_BTC-5.json delete mode 100644 freqtrade/tests/testdata/ZEC_BTC-1.json delete mode 100644 freqtrade/tests/testdata/ZEC_BTC-5.json diff --git a/.gitignore b/.gitignore index 8c7a6e257..bd0a74b7f 100644 --- a/.gitignore +++ b/.gitignore @@ -1,5 +1,5 @@ # Freqtrade rules -freqtrade/tests/testdata/*.json +#freqtrade/tests/testdata/*.json hyperopt_conf.py config.json *.sqlite diff --git a/Vagrantfile b/Vagrantfile new file mode 100644 index 000000000..1f3923051 --- /dev/null +++ b/Vagrantfile @@ -0,0 +1,74 @@ +# -*- mode: ruby -*- +# vi: set ft=ruby : + +# All Vagrant configuration is done below. The "2" in Vagrant.configure +# configures the configuration version (we support older styles for +# backwards compatibility). Please don't change it unless you know what +# you're doing. +Vagrant.configure("2") do |config| + # The most common configuration options are documented and commented below. + # For a complete reference, please see the online documentation at + # https://docs.vagrantup.com. + + # Every Vagrant development environment requires a box. You can search for + # boxes at https://vagrantcloud.com/search. + config.vm.box = "bento/ubuntu-16.04" + + # Disable automatic box update checking. If you disable this, then + # boxes will only be checked for updates when the user runs + # `vagrant box outdated`. This is not recommended. + # config.vm.box_check_update = false + + # Create a forwarded port mapping which allows access to a specific port + # within the machine from a port on the host machine. In the example below, + # accessing "localhost:8080" will access port 80 on the guest machine. + # NOTE: This will enable public access to the opened port + # config.vm.network "forwarded_port", guest: 80, host: 8080 + + # Create a forwarded port mapping which allows access to a specific port + # within the machine from a port on the host machine and only allow access + # via 127.0.0.1 to disable public access + # config.vm.network "forwarded_port", guest: 80, host: 8080, host_ip: "127.0.0.1" + + # Create a private network, which allows host-only access to the machine + # using a specific IP. + # config.vm.network "private_network", ip: "192.168.33.10" + + # Create a public network, which generally matched to bridged network. + # Bridged networks make the machine appear as another physical device on + # your network. + # config.vm.network "public_network" + + # Share an additional folder to the guest VM. The first argument is + # the path on the host to the actual folder. The second argument is + # the path on the guest to mount the folder. And the optional third + # argument is a set of non-required options. + config.vm.synced_folder ".", "/vagrant/freqtrade" + config.vm.synced_folder ".env", "/vagrant/freqtrade/.env", disabled: true + config.vm.synced_folder ".hyperopt", "/vagrant/freqtrade/.hyperopt", disabled: true + + + # Provider-specific configuration so you can fine-tune various + # backing providers for Vagrant. These expose provider-specific options. + # Example for VirtualBox: + # + config.vm.provider "virtualbox" do |vb| + # # Display the VirtualBox GUI when booting the machine + # vb.gui = true + # + # Customize the amount of memory on the VM: + vb.memory = "4096" + vb.cpus = "10" + end + # + # View the documentation for the provider you are using for more + # information on available options. + + # Enable provisioning with a shell script. Additional provisioners such as + # Puppet, Chef, Ansible, Salt, and Docker are also available. Please see the + # documentation for more information about their specific syntax and use. + # config.vm.provision "shell", inline: <<-SHELL + # apt-get update + # apt-get install -y apache2 + # SHELL +end diff --git a/bin/freqtrade b/bin/freqtrade.py similarity index 100% rename from bin/freqtrade rename to bin/freqtrade.py diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index 1dc75c1d0..0be5245f8 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -32,7 +32,7 @@ def parse_ticker_dataframe(ticker: list) -> DataFrame: .rename(columns=columns) if 'BV' in frame: frame.drop('BV', 1, inplace=True) - frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True) + frame['date'] = to_datetime(frame['date'], unit='ms') frame.sort_values('date', inplace=True) return frame diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 8f793fba4..694d8bab3 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -187,4 +187,7 @@ def get_name() -> str: def get_fee() -> float: + if not _API.markets: + _API.load_markets() + return _API.calculate_fee('ETH/BTC', '', '', 1, 1)['rate'] diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 0cd88b06d..6c8e1b6db 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -271,9 +271,8 @@ def hyperopt_options(parser: argparse.ArgumentParser) -> None: '-i', '--ticker-interval', help='specify ticker interval in minutes (default: 5)', dest='ticker_interval', - default=5, - type=int, - metavar='INT', + default='5m', + type=str, ) parser.add_argument( '--timerange', @@ -336,7 +335,7 @@ CONF_SCHEMA = { 'type': 'object', 'properties': { 'max_open_trades': {'type': 'integer', 'minimum': 1}, - 'ticker_interval': {'type': 'integer', 'enum': [1, 5, 30, 60, 1440]}, + 'ticker_interval': {'type': 'string', 'enum': ['1m', '5m', '30m', '1h', '12h']}, 'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']}, 'stake_amount': {'type': 'number', 'minimum': 0.0005}, 'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF', diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index cdbd18d48..ea4ab7976 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -57,7 +57,7 @@ def load_tickerdata_file(datadir, pair, ticker_interval, timerange=None): return pairdata -def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = None, +def load_data(datadir: str, ticker_interval: str, pairs: Optional[List[str]] = None, refresh_pairs: Optional[bool] = False, timerange=None) -> Dict[str, List]: """ Loads ticker history data for the given parameters @@ -102,7 +102,7 @@ def make_testdata_path(datadir: str) -> str: '..', 'tests', 'testdata')) -def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool: +def download_pairs(datadir, pairs: List[str], ticker_interval: str) -> bool: """For each pairs passed in parameters, download the ticker intervals""" for pair in pairs: try: @@ -122,7 +122,7 @@ def file_dump_json(filename, data): # FIX: 20180110, suggest rename interval to tick_interval -def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> bool: +def download_backtesting_testdata(datadir: str, pair: str, interval: str = '5m') -> bool: """ Download the latest 1 and 5 ticker intervals from Bittrex for the pairs passed in parameters Based on @Rybolov work: https://github.com/rybolov/freqtrade-data @@ -131,7 +131,7 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> """ path = make_testdata_path(datadir) - logger.info('Download the pair: "{pair}", Interval: {interval} min'.format( + logger.info('Downloading the pair: "{pair}", Interval: {interval}'.format( pair=pair, interval=interval, )) @@ -152,14 +152,21 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> logger.debug("Current Start: None") logger.debug("Current End: None") - new_data = get_ticker_history(pair=pair, tick_interval=int(interval)) - for row in new_data: - if row not in data: - data.append(row) - logger.debug("New Start: {}".format(data[1]['T'])) - logger.debug("New End: {}".format(data[-1:][0]['T'])) - data = sorted(data, key=lambda data: data['T']) + new_data = get_ticker_history(pair=pair, tick_interval=interval) + data_json = [] + for candlestick in new_data: + data_json.append({ + 'T': candlestick[0], + 'O': candlestick[1], + 'H': candlestick[2], + 'L': candlestick[3], + 'C': candlestick[4], + 'V': candlestick[5], + }) + logger.debug("New Start: {}".format(data_json[1]['T'])) + logger.debug("New End: {}".format(data_json[-1]['T'])) + data = sorted(data, key=lambda data_json: data_json['T']) - misc.file_dump_json(filename, data) + misc.file_dump_json(filename, data_json) return True diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index d7d80be96..9644a0fd2 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -51,7 +51,7 @@ def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog): exchange._API = ccxt.binance({'key': '', 'secret': ''}) - file = 'freqtrade/tests/testdata/UNITTEST_BTC-30.json' + file = 'freqtrade/tests/testdata/UNITTEST_BTC-30m.json' _backup_file(file, copy_file=True) optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval=30) assert os.path.isfile(file) is True diff --git a/freqtrade/tests/testdata/ADA_BTC-1.json b/freqtrade/tests/testdata/ADA_BTC-1.json deleted file mode 100644 index dd31cac0f..000000000 --- a/freqtrade/tests/testdata/ADA_BTC-1.json +++ /dev/null @@ -1 +0,0 @@ -[{"O": 5.352e-05, "H": 5.4e-05, "L": 5.348e-05, "C": 5.4e-05, "V": 100380.64502838, "T": "2018-01-20T04:55:00", "BV": 5.37835135}, {"O": 5.399e-05, "H": 5.41e-05, "L": 5.337e-05, "C": 5.345e-05, "V": 395731.65051556, "T": "2018-01-20T04:56:00", "BV": 21.23334135}, {"O": 5.345e-05, "H": 5.358e-05, "L": 5.303e-05, "C": 5.32e-05, "V": 194541.85707997, "T": "2018-01-20T04:57:00", "BV": 10.37702935}, {"O": 5.32e-05, "H": 5.325e-05, "L": 5.281e-05, "C": 5.281e-05, "V": 332212.6400607, "T": "2018-01-20T04:58:00", "BV": 17.62334704}, {"O": 5.281e-05, "H": 5.325e-05, "L": 5.28e-05, "C": 5.301e-05, "V": 116982.73501469, "T": "2018-01-20T04:59:00", "BV": 6.19782947}, {"O": 5.312e-05, "H": 5.312e-05, "L": 5.26e-05, "C": 5.28e-05, "V": 102876.5307909, "T": "2018-01-20T05:00:00", "BV": 5.44248823}, {"O": 5.28e-05, "H": 5.294e-05, "L": 5.261e-05, "C": 5.294e-05, "V": 64904.94837251, "T": "2018-01-20T05:01:00", "BV": 3.42914861}, {"O": 5.294e-05, "H": 5.294e-05, "L": 5.263e-05, "C": 5.264e-05, "V": 178453.4371242, "T": "2018-01-20T05:02:00", "BV": 9.42014021}, {"O": 5.263e-05, "H": 5.264e-05, "L": 5.253e-05, "C": 5.255e-05, "V": 83906.40639888, "T": "2018-01-20T05:03:00", "BV": 4.41468922}, {"O": 5.255e-05, "H": 5.255e-05, "L": 5.197e-05, "C": 5.2e-05, "V": 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109.98370475}] \ No newline at end of file diff --git a/freqtrade/tests/testdata/LTC_BTC-5.json b/freqtrade/tests/testdata/LTC_BTC-5.json deleted file mode 100644 index d8f73aa96..000000000 --- a/freqtrade/tests/testdata/LTC_BTC-5.json +++ /dev/null @@ -1 +0,0 @@ -[{"O": 0.0169325, "H": 0.01702482, "L": 0.01690701, "C": 0.01690701, "V": 1615.44770933, "T": "2018-01-10T04:55:00", "BV": 27.44760977}, {"O": 0.01698499, "H": 0.01705, "L": 0.01690701, "C": 0.01705, "V": 782.20238741, "T": "2018-01-10T05:00:00", "BV": 13.29063844}, {"O": 0.01702, "H": 0.01725, "L": 0.01701, "C": 0.01721996, "V": 2579.93083684, "T": "2018-01-10T05:05:00", "BV": 44.3153614}, {"O": 0.01721997, "H": 0.01725, "L": 0.01709803, "C": 0.0172, "V": 1130.81615431, "T": "2018-01-10T05:10:00", "BV": 19.48407575}, {"O": 0.0172, "H": 0.01725, "L": 0.01708326, "C": 0.017195, "V": 851.13317657, "T": "2018-01-10T05:15:00", "BV": 14.62770582}, {"O": 0.01719984, "H": 0.01719999, "L": 0.01708773, "C": 0.01718496, "V": 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