Merge branch 'develop' into money_mgt
This commit is contained in:
misagh
commit
714ac6dd08
@ -74,6 +74,7 @@
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"chat_id": "your_telegram_chat_id"
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},
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"initial_state": "running",
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"forcebuy_enable": false,
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"internals": {
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"process_throttle_secs": 5
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}
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@ -86,6 +86,7 @@
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},
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"db_url": "sqlite:///tradesv3.sqlite",
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"initial_state": "running",
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"forcebuy_enable": false,
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"internals": {
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"process_throttle_secs": 5
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},
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@ -53,13 +53,14 @@ The table below will list all configuration parameters.
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| `telegram.enabled` | true | Yes | Enable or not the usage of Telegram.
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| `telegram.token` | token | No | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
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| `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required if `telegram.enabled` is `true`.
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| `webhook.enabled` | false | No | Enable useage of Webhook notifications
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| `webhook.enabled` | false | No | Enable usage of Webhook notifications
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| `webhook.url` | false | No | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
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| `webhook.webhookbuy` | false | No | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
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| `webhook.webhooksell` | false | No | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
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| `webhook.webhookstatus` | false | No | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.
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| `db_url` | `sqlite:///tradesv3.sqlite` | No | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`.
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| `initial_state` | running | No | Defines the initial application state. More information below.
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| `forcebuy_enable` | false | No | Enables the RPC Commands to force a buy. More information below.
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| `strategy` | DefaultStrategy | No | Defines Strategy class to use.
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| `strategy_path` | null | No | Adds an additional strategy lookup path (must be a folder).
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| `internals.process_throttle_secs` | 5 | Yes | Set the process throttle. Value in second.
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@ -113,6 +114,15 @@ Go to the [trailing stoploss Documentation](stoploss.md) for details on trailing
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Possible values are `running` or `stopped`. (default=`running`)
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If the value is `stopped` the bot has to be started with `/start` first.
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### Understand forcebuy_enable
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`forcebuy_enable` enables the usage of forcebuy commands via Telegram.
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This is disabled for security reasons by default, and will show a warning message on startup if enabled.
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You send `/forcebuy ETH/BTC` to the bot, who buys the pair and holds it until a regular sell-signal appears (ROI, stoploss, /forcesell).
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Can be dangerous with some strategies, so use with care
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See [the telegram documentation](telegram-usage.md) for details on usage.
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### Understand process_throttle_secs
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`process_throttle_secs` is an optional field that defines in seconds how long the bot should wait
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@ -23,6 +23,7 @@ official commands. You can ask at any moment for help with `/help`.
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| `/profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
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| `/forcesell <trade_id>` | | Instantly sells the given trade (Ignoring `minimum_roi`).
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| `/forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`).
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| `/forcebuy <pair> [rate]` | | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
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| `/performance` | | Show performance of each finished trade grouped by pair
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| `/balance` | | Show account balance per currency
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| `/daily <n>` | 7 | Shows profit or loss per day, over the last n days
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@ -30,16 +31,20 @@ official commands. You can ask at any moment for help with `/help`.
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| `/version` | | Show version
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## Telegram commands in action
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Below, example of Telegram message you will receive for each command.
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### /start
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> **Status:** `running`
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### /stop
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> `Stopping trader ...`
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> **Status:** `stopped`
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## /status
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For each open trade, the bot will send you the following message.
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> **Trade ID:** `123`
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@ -54,6 +59,7 @@ For each open trade, the bot will send you the following message.
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> **Open Order:** `None`
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## /status table
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Return the status of all open trades in a table format.
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```
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ID Pair Since Profit
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@ -63,6 +69,7 @@ Return the status of all open trades in a table format.
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```
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## /count
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Return the number of trades used and available.
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```
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current max
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@ -71,6 +78,7 @@ current max
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```
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## /profit
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Return a summary of your profit/loss and performance.
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> **ROI:** Close trades
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@ -90,7 +98,14 @@ Return a summary of your profit/loss and performance.
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> **BITTREX:** Selling BTC/LTC with limit `0.01650000 (profit: ~-4.07%, -0.00008168)`
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## /forcebuy <pair>
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> **BITTREX**: Buying ETH/BTC with limit `0.03400000` (`1.000000 ETH`, `225.290 USD`)
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Note that for this to work, `forcebuy_enable` needs to be set to true.
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## /performance
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Return the performance of each crypto-currency the bot has sold.
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> Performance:
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> 1. `RCN/BTC 57.77%`
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@ -101,6 +116,7 @@ Return the performance of each crypto-currency the bot has sold.
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> ...
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## /balance
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Return the balance of all crypto-currency your have on the exchange.
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> **Currency:** BTC
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@ -114,6 +130,7 @@ Return the balance of all crypto-currency your have on the exchange.
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> **Pending:** 0.0
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## /daily <n>
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Per default `/daily` will return the 7 last days.
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The example below if for `/daily 3`:
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@ -127,5 +144,6 @@ Day Profit BTC Profit USD
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```
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## /version
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> **Version:** `0.14.3`
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@ -127,6 +127,9 @@ class Configuration(object):
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config['db_url'] = constants.DEFAULT_DB_PROD_URL
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logger.info('Dry run is disabled')
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if config.get('forcebuy_enable', False):
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logger.warning('`forcebuy` RPC message enabled.')
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logger.info(f'Using DB: "{config["db_url"]}"')
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# Check if the exchange set by the user is supported
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@ -131,6 +131,7 @@ CONF_SCHEMA = {
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},
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'db_url': {'type': 'string'},
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'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
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'forcebuy_enable': {'type': 'boolean'},
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'internals': {
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'type': 'object',
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'properties': {
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@ -451,7 +451,7 @@ class FreqtradeBot(object):
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return True
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return False
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def execute_buy(self, pair: str, stake_amount: float) -> bool:
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def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool:
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"""
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Executes a limit buy for the given pair
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:param pair: pair for which we want to create a LIMIT_BUY
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@ -462,8 +462,11 @@ class FreqtradeBot(object):
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stake_currency = self.config['stake_currency']
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fiat_currency = self.config.get('fiat_display_currency', None)
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# Calculate amount
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buy_limit = self.get_target_bid(pair, self.exchange.get_ticker(pair))
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if price:
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buy_limit = price
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else:
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# Calculate amount
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buy_limit = self.get_target_bid(pair, self.exchange.get_ticker(pair))
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min_stake_amount = self._get_min_pair_stake_amount(pair_s, buy_limit)
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if min_stake_amount is not None and min_stake_amount > stake_amount:
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@ -385,6 +385,40 @@ class RPC(object):
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_exec_forcesell(trade)
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Trade.session.flush()
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def _rpc_forcebuy(self, pair: str, price: Optional[float]) -> Optional[Trade]:
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"""
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Handler for forcebuy <asset> <price>
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Buys a pair trade at the given or current price
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"""
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if not self._freqtrade.config.get('forcebuy_enable', False):
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raise RPCException('Forcebuy not enabled.')
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if self._freqtrade.state != State.RUNNING:
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raise RPCException('trader is not running')
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# Check pair is in stake currency
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stake_currency = self._freqtrade.config.get('stake_currency')
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if not pair.endswith(stake_currency):
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raise RPCException(
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f'Wrong pair selected. Please pairs with stake {stake_currency} pairs only')
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# check if valid pair
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# check if pair already has an open pair
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trade = Trade.query.filter(Trade.is_open.is_(True)).filter(Trade.pair.is_(pair)).first()
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if trade:
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raise RPCException(f'position for {pair} already open - id: {trade.id}')
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# gen stake amount
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stakeamount = self._freqtrade._get_trade_stake_amount()
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# execute buy
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if self._freqtrade.execute_buy(pair, stakeamount, price):
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trade = Trade.query.filter(Trade.is_open.is_(True)).filter(Trade.pair.is_(pair)).first()
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return trade
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else:
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return None
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def _rpc_performance(self) -> List[Dict]:
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"""
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Handler for performance.
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@ -86,6 +86,7 @@ class Telegram(RPC):
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CommandHandler('start', self._start),
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CommandHandler('stop', self._stop),
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CommandHandler('forcesell', self._forcesell),
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CommandHandler('forcebuy', self._forcebuy),
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CommandHandler('performance', self._performance),
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CommandHandler('daily', self._daily),
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CommandHandler('count', self._count),
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@ -375,6 +376,24 @@ class Telegram(RPC):
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except RPCException as e:
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self._send_msg(str(e), bot=bot)
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@authorized_only
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def _forcebuy(self, bot: Bot, update: Update) -> None:
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"""
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Handler for /forcebuy <asset> <price>.
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Buys a pair trade at the given or current price
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:param bot: telegram bot
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:param update: message update
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:return: None
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"""
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message = update.message.text.replace('/forcebuy', '').strip().split()
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pair = message[0]
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price = float(message[1]) if len(message) > 1 else None
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try:
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self._rpc_forcebuy(pair, price)
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except RPCException as e:
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self._send_msg(str(e), bot=bot)
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@authorized_only
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def _performance(self, bot: Bot, update: Update) -> None:
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"""
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@ -569,3 +569,79 @@ def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None:
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trades = rpc._rpc_count()
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nb_trades = len(trades)
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assert nb_trades == 1
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def test_rpcforcebuy(mocker, default_conf, ticker, fee, markets, limit_buy_order) -> None:
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default_conf['forcebuy_enable'] = True
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patch_coinmarketcap(mocker)
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patch_exchange(mocker)
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_balances=MagicMock(return_value=ticker),
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get_ticker=ticker,
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get_fee=fee,
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get_markets=markets,
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buy=buy_mm
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)
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freqtradebot = FreqtradeBot(default_conf)
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patch_get_signal(freqtradebot, (True, False))
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rpc = RPC(freqtradebot)
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pair = 'ETH/BTC'
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trade = rpc._rpc_forcebuy(pair, None)
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assert isinstance(trade, Trade)
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assert trade.pair == pair
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assert trade.open_rate == ticker()['ask']
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# Test buy duplicate
|
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with pytest.raises(RPCException, match=r'position for ETH/BTC already open - id: 1'):
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rpc._rpc_forcebuy(pair, 0.0001)
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pair = 'XRP/BTC'
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trade = rpc._rpc_forcebuy(pair, 0.0001)
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assert isinstance(trade, Trade)
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assert trade.pair == pair
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assert trade.open_rate == 0.0001
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|
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# Test buy pair not with stakes
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with pytest.raises(RPCException, match=r'Wrong pair selected. Please pairs with stake.*'):
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rpc._rpc_forcebuy('XRP/ETH', 0.0001)
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pair = 'XRP/BTC'
|
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|
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# Test not buying
|
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default_conf['stake_amount'] = 0.0000001
|
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freqtradebot = FreqtradeBot(default_conf)
|
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patch_get_signal(freqtradebot, (True, False))
|
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rpc = RPC(freqtradebot)
|
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pair = 'TKN/BTC'
|
||||
trade = rpc._rpc_forcebuy(pair, None)
|
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assert trade is None
|
||||
|
||||
|
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def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
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default_conf['forcebuy_enable'] = True
|
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default_conf['initial_state'] = 'stopped'
|
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patch_coinmarketcap(mocker)
|
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patch_exchange(mocker)
|
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
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|
||||
freqtradebot = FreqtradeBot(default_conf)
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patch_get_signal(freqtradebot, (True, False))
|
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rpc = RPC(freqtradebot)
|
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pair = 'ETH/BTC'
|
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with pytest.raises(RPCException, match=r'trader is not running'):
|
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rpc._rpc_forcebuy(pair, None)
|
||||
|
||||
|
||||
def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
|
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patch_coinmarketcap(mocker)
|
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patch_exchange(mocker)
|
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
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patch_get_signal(freqtradebot, (True, False))
|
||||
rpc = RPC(freqtradebot)
|
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pair = 'ETH/BTC'
|
||||
with pytest.raises(RPCException, match=r'Forcebuy not enabled.'):
|
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rpc._rpc_forcebuy(pair, None)
|
||||
|
||||
@ -71,8 +71,8 @@ def test_init(default_conf, mocker, caplog) -> None:
|
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assert start_polling.start_polling.call_count == 1
|
||||
|
||||
message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \
|
||||
"['balance'], ['start'], ['stop'], ['forcesell'], ['performance'], ['daily'], " \
|
||||
"['count'], ['reload_conf'], ['help'], ['version']]"
|
||||
"['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " \
|
||||
"['performance'], ['daily'], ['count'], ['reload_conf'], ['help'], ['version']]"
|
||||
|
||||
assert log_has(message_str, caplog.record_tuples)
|
||||
|
||||
@ -868,6 +868,63 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
|
||||
assert 'invalid argument' in msg_mock.call_args_list[0][0][0]
|
||||
|
||||
|
||||
def test_forcebuy_handle(default_conf, update, markets, mocker) -> None:
|
||||
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
|
||||
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram._send_msg', MagicMock())
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
_load_markets=MagicMock(return_value={}),
|
||||
get_markets=markets
|
||||
)
|
||||
fbuy_mock = MagicMock(return_value=None)
|
||||
mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
patch_get_signal(freqtradebot, (True, False))
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
update.message.text = '/forcebuy ETH/BTC'
|
||||
telegram._forcebuy(bot=MagicMock(), update=update)
|
||||
|
||||
assert fbuy_mock.call_count == 1
|
||||
assert fbuy_mock.call_args_list[0][0][0] == 'ETH/BTC'
|
||||
assert fbuy_mock.call_args_list[0][0][1] is None
|
||||
|
||||
# Reset and retry with specified price
|
||||
fbuy_mock = MagicMock(return_value=None)
|
||||
mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
|
||||
update.message.text = '/forcebuy ETH/BTC 0.055'
|
||||
telegram._forcebuy(bot=MagicMock(), update=update)
|
||||
|
||||
assert fbuy_mock.call_count == 1
|
||||
assert fbuy_mock.call_args_list[0][0][0] == 'ETH/BTC'
|
||||
assert isinstance(fbuy_mock.call_args_list[0][0][1], float)
|
||||
assert fbuy_mock.call_args_list[0][0][1] == 0.055
|
||||
|
||||
|
||||
def test_forcebuy_handle_exception(default_conf, update, markets, mocker) -> None:
|
||||
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
|
||||
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
|
||||
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram._send_msg', MagicMock())
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
_load_markets=MagicMock(return_value={}),
|
||||
get_markets=markets
|
||||
)
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
patch_get_signal(freqtradebot, (True, False))
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
update.message.text = '/forcebuy ETH/Nonepair'
|
||||
telegram._forcebuy(bot=MagicMock(), update=update)
|
||||
|
||||
assert rpc_mock.call_count == 1
|
||||
assert rpc_mock.call_args_list[0][0][0] == 'Forcebuy not enabled.'
|
||||
|
||||
|
||||
def test_performance_handle(default_conf, update, ticker, fee,
|
||||
limit_buy_order, limit_sell_order, markets, mocker) -> None:
|
||||
patch_coinmarketcap(mocker)
|
||||
|
||||
@ -455,5 +455,19 @@ def test_set_loggers() -> None:
|
||||
assert logging.getLogger('telegram').level is logging.INFO
|
||||
|
||||
|
||||
def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None:
|
||||
default_conf['forcebuy_enable'] = True
|
||||
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
|
||||
read_data=json.dumps(default_conf)
|
||||
))
|
||||
|
||||
args = Arguments([], '').get_parsed_arg()
|
||||
configuration = Configuration(args)
|
||||
validated_conf = configuration.load_config()
|
||||
|
||||
assert validated_conf.get('forcebuy_enable')
|
||||
assert log_has('`forcebuy` RPC message enabled.', caplog.record_tuples)
|
||||
|
||||
|
||||
def test_validate_default_conf(default_conf) -> None:
|
||||
validate(default_conf, constants.CONF_SCHEMA)
|
||||
|
||||
@ -831,6 +831,54 @@ def test_balance_bigger_last_ask(mocker, default_conf) -> None:
|
||||
assert freqtrade.get_target_bid('ETH/BTC', {'ask': 5, 'last': 10}) == 5
|
||||
|
||||
|
||||
def test_execute_buy(mocker, default_conf, fee, markets, limit_buy_order) -> None:
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
stake_amount = 2
|
||||
bid = 0.11
|
||||
get_bid = MagicMock(return_value=bid)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.freqtradebot.FreqtradeBot',
|
||||
get_target_bid=get_bid,
|
||||
_get_min_pair_stake_amount=MagicMock(return_value=1)
|
||||
)
|
||||
buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_ticker=MagicMock(return_value={
|
||||
'bid': 0.00001172,
|
||||
'ask': 0.00001173,
|
||||
'last': 0.00001172
|
||||
}),
|
||||
buy=buy_mm,
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
pair = 'ETH/BTC'
|
||||
print(buy_mm.call_args_list)
|
||||
|
||||
assert freqtrade.execute_buy(pair, stake_amount)
|
||||
assert get_bid.call_count == 1
|
||||
assert buy_mm.call_count == 1
|
||||
call_args = buy_mm.call_args_list[0][0]
|
||||
assert call_args[0] == pair
|
||||
assert call_args[1] == bid
|
||||
assert call_args[2] == stake_amount / bid
|
||||
|
||||
# Test calling with price
|
||||
fix_price = 0.06
|
||||
assert freqtrade.execute_buy(pair, stake_amount, fix_price)
|
||||
# Make sure get_target_bid wasn't called again
|
||||
assert get_bid.call_count == 1
|
||||
|
||||
assert buy_mm.call_count == 2
|
||||
call_args = buy_mm.call_args_list[1][0]
|
||||
assert call_args[0] == pair
|
||||
assert call_args[1] == fix_price
|
||||
assert call_args[2] == stake_amount / fix_price
|
||||
|
||||
|
||||
def test_process_maybe_execute_buy(mocker, default_conf) -> None:
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
|
||||
|
||||
@ -1,10 +1,10 @@
|
||||
ccxt==1.17.455
|
||||
ccxt==1.17.464
|
||||
SQLAlchemy==1.2.13
|
||||
python-telegram-bot==11.1.0
|
||||
arrow==0.12.1
|
||||
cachetools==2.1.0
|
||||
requests==2.20.0
|
||||
urllib3==1.24
|
||||
urllib3==1.24.1
|
||||
wrapt==1.10.11
|
||||
pandas==0.23.4
|
||||
scikit-learn==0.20.0
|
||||
|
||||
Loading…
Reference in New Issue
Block a user