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Merge pull request #1069 from freqtrade/feat/movefiatconverttorpc

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Feat/movefiatconverttorpc
This commit is contained in:
Janne Sinivirta 2018-07-26 14:25:58 +03:00 committed by GitHub
commit 726b94b077
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8 changed files with 112 additions and 58 deletions
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1
freqtrade/constants.py
View File

@ -153,7 +153,6 @@ CONF_SCHEMA = {
'max_open_trades',
'stake_currency',
'stake_amount',
'fiat_display_currency',
'dry_run',
'bid_strategy',
'telegram'

18
freqtrade/freqtradebot.py
View File

@ -16,7 +16,6 @@ from cachetools import TTLCache, cached
from freqtrade import (DependencyException, OperationalException,
TemporaryError, __version__, constants, persistence)
from freqtrade.exchange import Exchange
from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.persistence import Trade
from freqtrade.rpc import RPCManager, RPCMessageType
from freqtrade.state import State
@ -50,7 +49,6 @@ class FreqtradeBot(object):
# Init objects
self.config = config
self.strategy: IStrategy = StrategyResolver(self.config).strategy
self.fiat_converter = CryptoToFiatConverter()
self.rpc: RPCManager = RPCManager(self)
self.persistence = None
self.exchange = Exchange(self.config)
@ -346,7 +344,7 @@ class FreqtradeBot(object):
pair_s = pair.replace('_', '/')
pair_url = self.exchange.get_pair_detail_url(pair)
stake_currency = self.config['stake_currency']
fiat_currency = self.config['fiat_display_currency']
fiat_currency = self.config.get('fiat_display_currency', None)
# Calculate amount
buy_limit = self.get_target_bid(self.exchange.get_ticker(pair))
@ -363,12 +361,6 @@ class FreqtradeBot(object):
order_id = self.exchange.buy(pair, buy_limit, amount)['id']
stake_amount_fiat = self.fiat_converter.convert_amount(
stake_amount,
stake_currency,
fiat_currency
)
self.rpc.send_msg({
'type': RPCMessageType.BUY_NOTIFICATION,
'exchange': self.exchange.name.capitalize(),
@ -376,7 +368,6 @@ class FreqtradeBot(object):
'market_url': pair_url,
'limit': buy_limit,
'stake_amount': stake_amount,
'stake_amount_fiat': stake_amount_fiat,
'stake_currency': stake_currency,
'fiat_currency': fiat_currency
})
@ -648,14 +639,7 @@ class FreqtradeBot(object):
if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
stake_currency = self.config['stake_currency']
fiat_currency = self.config['fiat_display_currency']
fiat_converter = CryptoToFiatConverter()
profit_fiat = fiat_converter.convert_amount(
profit_trade,
stake_currency,
fiat_currency,
)
msg.update({
'profit_fiat': profit_fiat,
'stake_currency': stake_currency,
'fiat_currency': fiat_currency,
})

28
freqtrade/rpc/rpc.py
View File

@ -6,13 +6,14 @@ from abc import abstractmethod
from datetime import timedelta, datetime, date
from decimal import Decimal
from enum import Enum
from typing import Dict, Any, List
from typing import Dict, Any, List, Optional
import arrow
import sqlalchemy as sql
from numpy import mean, nan_to_num
from pandas import DataFrame
from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.misc import shorten_date
from freqtrade.persistence import Trade
from freqtrade.state import State
@ -49,6 +50,9 @@ class RPC(object):
"""
RPC class can be used to have extra feature, like bot data, and access to DB data
"""
# Bind _fiat_converter if needed in each RPC handler
_fiat_converter: Optional[CryptoToFiatConverter] = None
def __init__(self, freqtrade) -> None:
"""
Initializes all enabled rpc modules
@ -142,7 +146,6 @@ class RPC(object):
if not (isinstance(timescale, int) and timescale > 0):
raise RPCException('timescale must be an integer greater than 0')
fiat = self._freqtrade.fiat_converter
for day in range(0, timescale):
profitday = today - timedelta(days=day)
trades = Trade.query \
@ -165,11 +168,11 @@ class RPC(object):
symbol=stake_currency
),
'{value:.3f} {symbol}'.format(
value=fiat.convert_amount(
value=self._fiat_converter.convert_amount(
value['amount'],
stake_currency,
fiat_display_currency
),
) if self._fiat_converter else 0,
symbol=fiat_display_currency
),
'{value} trade{s}'.format(
@ -224,24 +227,23 @@ class RPC(object):
bp_pair, bp_rate = best_pair
# FIX: we want to keep fiatconverter in a state/environment,
# doing this will utilize its caching functionallity, instead we reinitialize it here
fiat = self._freqtrade.fiat_converter
# Prepare data to display
profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
profit_closed_percent = round(nan_to_num(mean(profit_closed_percent)) * 100, 2)
profit_closed_fiat = fiat.convert_amount(
profit_closed_fiat = self._fiat_converter.convert_amount(
profit_closed_coin_sum,
stake_currency,
fiat_display_currency
)
) if self._fiat_converter else 0
profit_all_coin_sum = round(sum(profit_all_coin), 8)
profit_all_percent = round(nan_to_num(mean(profit_all_percent)) * 100, 2)
profit_all_fiat = fiat.convert_amount(
profit_all_fiat = self._fiat_converter.convert_amount(
profit_all_coin_sum,
stake_currency,
fiat_display_currency
)
) if self._fiat_converter else 0
num = float(len(durations) or 1)
return {
'profit_closed_coin': profit_closed_coin_sum,
@ -285,9 +287,9 @@ class RPC(object):
if total == 0.0:
raise RPCException('all balances are zero')
fiat = self._freqtrade.fiat_converter
symbol = fiat_display_currency
value = fiat.convert_amount(total, 'BTC', symbol)
value = self._fiat_converter.convert_amount(total, 'BTC',
symbol) if self._fiat_converter else 0
return {
'currencies': output,
'total': total,

29
freqtrade/rpc/telegram.py
View File

@ -12,6 +12,7 @@ from telegram.error import NetworkError, TelegramError
from telegram.ext import CommandHandler, Updater
from freqtrade.__init__ import __version__
from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.rpc import RPC, RPCException, RPCMessageType
logger = logging.getLogger(__name__)
@ -66,6 +67,8 @@ class Telegram(RPC):
self._updater: Updater = None
self._config = freqtrade.config
self._init()
if self._config.get('fiat_display_currency', None):
self._fiat_converter = CryptoToFiatConverter()
def _init(self) -> None:
"""
@ -114,11 +117,19 @@ class Telegram(RPC):
""" Send a message to telegram channel """
if msg['type'] == RPCMessageType.BUY_NOTIFICATION:
if self._fiat_converter:
msg['stake_amount_fiat'] = self._fiat_converter.convert_amount(
msg['stake_amount'], msg['stake_currency'], msg['fiat_currency'])
else:
msg['stake_amount_fiat'] = 0
message = "*{exchange}:* Buying [{pair}]({market_url})\n" \
"with limit `{limit:.8f}\n" \
"({stake_amount:.6f} {stake_currency}," \
"{stake_amount_fiat:.3f} {fiat_currency})`" \
.format(**msg)
"({stake_amount:.6f} {stake_currency}".format(**msg)
if msg.get('fiat_currency', None):
message += ",{stake_amount_fiat:.3f} {fiat_currency}".format(**msg)
message += ")`"
elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
msg['amount'] = round(msg['amount'], 8)
@ -133,8 +144,10 @@ class Telegram(RPC):
# Check if all sell properties are available.
# This might not be the case if the message origin is triggered by /forcesell
if all(prop in msg for prop in ['gain', 'profit_fiat',
'fiat_currency', 'stake_currency']):
if (all(prop in msg for prop in ['gain', 'fiat_currency', 'stake_currency'])
and self._fiat_converter):
msg['profit_fiat'] = self._fiat_converter.convert_amount(
msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
message += '` ({gain}: {profit_amount:.8f} {stake_currency}`' \
'` / {profit_fiat:.3f} {fiat_currency})`'.format(**msg)
@ -213,7 +226,7 @@ class Telegram(RPC):
:return: None
"""
stake_cur = self._config['stake_currency']
fiat_disp_cur = self._config['fiat_display_currency']
fiat_disp_cur = self._config.get('fiat_display_currency', '')
try:
timescale = int(update.message.text.replace('/daily', '').strip())
except (TypeError, ValueError):
@ -246,7 +259,7 @@ class Telegram(RPC):
:return: None
"""
stake_cur = self._config['stake_currency']
fiat_disp_cur = self._config['fiat_display_currency']
fiat_disp_cur = self._config.get('fiat_display_currency', '')
try:
stats = self._rpc_trade_statistics(
@ -285,7 +298,7 @@ class Telegram(RPC):
def _balance(self, bot: Bot, update: Update) -> None:
""" Handler for /balance """
try:
result = self._rpc_balance(self._config['fiat_display_currency'])
result = self._rpc_balance(self._config.get('fiat_display_currency', ''))
output = ''
for currency in result['currencies']:
output += "*{currency}:*\n" \

9
freqtrade/tests/rpc/test_rpc.py
View File

@ -9,6 +9,7 @@ from unittest.mock import MagicMock, ANY
import pytest
from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
from freqtrade.rpc import RPC, RPCException
@ -124,7 +125,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
fiat_display_currency = default_conf['fiat_display_currency']
rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter()
# Create some test data
freqtradebot.create_trade()
trade = Trade.query.first()
@ -164,7 +165,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
'freqtrade.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=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',
@ -180,6 +181,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
fiat_display_currency = default_conf['fiat_display_currency']
rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter()
with pytest.raises(RPCException, match=r'.*no closed trade*'):
rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
@ -313,7 +315,7 @@ def test_rpc_balance_handle(default_conf, mocker):
'freqtrade.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=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',
@ -324,6 +326,7 @@ def test_rpc_balance_handle(default_conf, mocker):
freqtradebot = FreqtradeBot(default_conf)
patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter()
result = rpc._rpc_balance(default_conf['fiat_display_currency'])
assert prec_satoshi(result['total'], 12)

76
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@ -362,7 +362,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
"""
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch(
'freqtrade.fiat_convert.CryptoToFiatConverter._find_price',
'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
return_value=15000.0
)
mocker.patch.multiple(
@ -474,7 +474,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
Test _profit() method
"""
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
@ -742,7 +742,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
Test _forcesell() method
"""
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=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(
@ -783,7 +783,6 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
'profit_percent': 0.06110514,
'profit_fiat': 0.9189,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
} == last_msg
@ -841,7 +840,6 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
'current_rate': 1.044e-05,
'profit_amount': -5.492e-05,
'profit_percent': -0.05478343,
'profit_fiat': -0.8238000000000001,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
} == last_msg
@ -890,7 +888,6 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker
'current_rate': 1.098e-05,
'profit_amount': -5.91e-06,
'profit_percent': -0.00589292,
'profit_fiat': -0.08865,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
} == msg
@ -1122,6 +1119,8 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
old_convamount = telegram._fiat_converter.convert_amount
telegram._fiat_converter.convert_amount = lambda a, b, c: -24.812
telegram.send_msg({
'type': RPCMessageType.SELL_NOTIFICATION,
'exchange': 'Binance',
@ -1134,7 +1133,6 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'current_rate': 3.201e-05,
'profit_amount': -0.05746268,
'profit_percent': -0.57405275,
'profit_fiat': -24.81204044792,
'stake_currency': 'ETH',
'fiat_currency': 'USD'
})
@ -1170,6 +1168,8 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'*Open Rate:* `0.00007500`\n' \
'*Current Rate:* `0.00003201`\n' \
'*Profit:* `-57.41%`'
# Reset singleton function to avoid random breaks
telegram._fiat_converter.convert_amount = old_convamount
def test_send_msg_status_notification(default_conf, mocker) -> None:
@ -1203,6 +1203,68 @@ def test_send_msg_unknown_type(default_conf, mocker) -> None:
})
def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
del default_conf['fiat_display_currency']
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
telegram.send_msg({
'type': RPCMessageType.BUY_NOTIFICATION,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'limit': 1.099e-05,
'stake_amount': 0.001,
'stake_amount_fiat': 0.0,
'stake_currency': 'BTC',
'fiat_currency': None
})
assert msg_mock.call_args[0][0] \
== '*Bittrex:* Buying [ETH/BTC](https://bittrex.com/Market/Index?MarketName=BTC-ETH)\n' \
'with limit `0.00001099\n' \
'(0.001000 BTC)`'
def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
del default_conf['fiat_display_currency']
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
telegram.send_msg({
'type': RPCMessageType.SELL_NOTIFICATION,
'exchange': 'Binance',
'pair': 'KEY/ETH',
'gain': 'loss',
'market_url': 'https://www.binance.com/tradeDetail.html?symbol=KEY_ETH',
'limit': 3.201e-05,
'amount': 1333.3333333333335,
'open_rate': 7.5e-05,
'current_rate': 3.201e-05,
'profit_amount': -0.05746268,
'profit_percent': -0.57405275,
'stake_currency': 'ETH',
'fiat_currency': 'USD'
})
assert msg_mock.call_args[0][0] \
== '*Binance:* Selling [KEY/ETH]' \
'(https://www.binance.com/tradeDetail.html?symbol=KEY_ETH)\n' \
'*Limit:* `0.00003201`\n' \
'*Amount:* `1333.33333333`\n' \
'*Open Rate:* `0.00007500`\n' \
'*Current Rate:* `0.00003201`\n' \
'*Profit:* `-57.41%`'
def test__send_msg(default_conf, mocker) -> None:
"""
Test send_msg() method

4
freqtrade/tests/test_freqtradebot.py
View File

@ -1353,7 +1353,6 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
get_fee=fee,
get_markets=markets
)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
@ -1386,7 +1385,6 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
'profit_percent': 0.06110514,
'profit_fiat': 0.9189,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
} == last_msg
@ -1398,7 +1396,6 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
"""
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
@ -1439,7 +1436,6 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
'current_rate': 1.044e-05,
'profit_amount': -5.492e-05,
'profit_percent': -0.05478343,
'profit_fiat': -0.8238000000000001,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
} == last_msg

5
freqtrade/tests/test_main.py
View File

@ -62,7 +62,6 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
args = ['-c', 'config.json.example']
@ -90,7 +89,6 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
args = ['-c', 'config.json.example']
@ -118,7 +116,6 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
args = ['-c', 'config.json.example']
@ -146,7 +143,6 @@ def test_main_reload_conf(mocker, default_conf, caplog) -> None:
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
# Raise exception as side effect to avoid endless loop
@ -174,7 +170,6 @@ def test_reconfigure(mocker, default_conf) -> None:
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtrade = FreqtradeBot(default_conf)