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docs/edge.md
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@ -3,159 +3,198 @@
This page explains how to use Edge Positioning module in your bot in order to enter into a trade only if the trade has a reasonable win rate and risk reward ratio, and consequently adjust your position size and stoploss.
!!! Warning
Edge positioning is not compatible with dynamic whitelist. it overrides dynamic whitelist.
Edge positioning is not compatible with dynamic whitelist. If enabled, it overrides the dynamic whitelist option.
!!! Note
Edge won't consider anything else than buy/sell/stoploss signals. So trailing stoploss, ROI, and everything else will be ignored in its calculation.
Edge does not consider anything else than buy/sell/stoploss signals. So trailing stoploss, ROI, and everything else are ignored in its calculation.
## Introduction
Trading is all about probability. No one can claim that he has a strategy working all the time. You have to assume that sometimes you lose.<br/><br/>
But it doesn't mean there is no rule, it only means rules should work "most of the time". Let's play a game: we toss a coin, heads: I give you 10$, tails: You give me 10$. Is it an interesting game ? no, it is quite boring, isn't it?<br/><br/>
But let's say the probability that we have heads is 80%, and the probability that we have tails is 20%. Now it is becoming interesting ...
That means 10$ x 80% versus 10$ x 20%. 8$ versus 2$. That means over time you will win 8$ risking only 2$ on each toss of coin.<br/><br/>
Let's complicate it more: you win 80% of the time but only 2$, I win 20% of the time but 8$. The calculation is: 80% * 2$ versus 20% * 8$. It is becoming boring again because overtime you win $1.6$ (80% x 2$) and me $1.6 (20% * 8$) too.<br/><br/>
The question is: How do you calculate that? how do you know if you wanna play?
Trading is all about probability. No one can claim that he has a strategy working all the time. You have to assume that sometimes you lose.
But it doesn't mean there is no rule, it only means rules should work "most of the time". Let's play a game: we toss a coin, heads: I give you 10$, tails: you give me 10$. Is it an interesting game? No, it's quite boring, isn't it?
But let's say the probability that we have heads is 80% (because our coin has the displaced distribution of mass or other defect), and the probability that we have tails is 20%. Now it is becoming interesting...
That means 10$ X 80% versus 10$ X 20%. 8$ versus 2$. That means over time you will win 8$ risking only 2$ on each toss of coin.
Let's complicate it more: you win 80% of the time but only 2$, I win 20% of the time but 8$. The calculation is: 80% X 2$ versus 20% X 8$. It is becoming boring again because overtime you win $1.6$ (80% X 2$) and me $1.6 (20% X 8$) too.
The question is: How do you calculate that? How do you know if you wanna play?
The answer comes to two factors:
- Win Rate
- Risk Reward Ratio
### Win Rate
Means over X trades what is the percentage of winning trades to total number of trades (note that we don't consider how much you gained but only If you won or not).
Win Rate (*W*) is is the mean over some amount of trades (*N*) what is the percentage of winning trades to total number of trades (note that we don't consider how much you gained but only if you won or not).
W = (Number of winning trades) / (Total number of trades) = (Number of winning trades) / N
`W = (Number of winning trades) / (Total number of trades)`
Complementary Loss Rate (*L*) is defined as
L = (Number of losing trades) / (Total number of trades) = (Number of losing trades) / N
or, which is the same, as
R = 1 – W
### Risk Reward Ratio
Risk Reward Ratio is a formula used to measure the expected gains of a given investment against the risk of loss. It is basically what you potentially win divided by what you potentially lose:
Risk Reward Ratio (*R*) is a formula used to measure the expected gains of a given investment against the risk of loss. It is basically what you potentially win divided by what you potentially lose:
`R = Profit / Loss`
R = Profit / Loss
Over time, on many trades, you can calculate your risk reward by dividing your average profit on winning trades by your average loss on losing trades:
`Average profit = (Sum of profits) / (Number of winning trades)`
Average profit = (Sum of profits) / (Number of winning trades)
`Average loss = (Sum of losses) / (Number of losing trades)`
Average loss = (Sum of losses) / (Number of losing trades)
`R = (Average profit) / (Average loss)`
R = (Average profit) / (Average loss)
### Expectancy
At this point we can combine *W* and *R* to create an expectancy ratio. This is a simple process of multiplying the risk reward ratio by the percentage of winning trades and subtracting the percentage of losing trades, which is calculated as follows:
At this point we can combine W and R to create an expectancy ratio. This is a simple process of multiplying the risk reward ratio by the percentage of winning trades, and subtracting the percentage of losing trades, which is calculated as follows:
Expectancy Ratio = (Risk Reward Ratio x Win Rate) – Loss Rate
Expectancy Ratio = (Risk Reward Ratio X Win Rate) – Loss Rate = (R X W) – L
So lets say your Win rate is 28% and your Risk Reward Ratio is 5:
`Expectancy = (5 * 0.28) - 0.72 = 0.68`
Expectancy = (5 X 0.28) – 0.72 = 0.68
Superficially, this means that on average you expect this strategy’s trades to return .68 times the size of your losers. This is important for two reasons: First, it may seem obvious, but you know right away that you have a positive return. Second, you now have a number you can compare to other candidate systems to make decisions about which ones you employ.
Superficially, this means that on average you expect this strategy’s trades to return .68 times the size of your loses. This is important for two reasons: First, it may seem obvious, but you know right away that you have a positive return. Second, you now have a number you can compare to other candidate systems to make decisions about which ones you employ.
It is important to remember that any system with an expectancy greater than 0 is profitable using past data. The key is finding one that will be profitable in the future.
You can also use this number to evaluate the effectiveness of modifications to this system.
You can also use this value to evaluate the effectiveness of modifications to this system.
**NOTICE:** It's important to keep in mind that Edge is testing your expectancy using historical data , there's no guarantee that you will have a similar edge in the future. It's still vital to do this testing in order to build confidence in your methodology, but be wary of "curve-fitting" your approach to the historical data as things are unlikely to play out the exact same way for future trades.
**NOTICE:** It's important to keep in mind that Edge is testing your expectancy using historical data, there's no guarantee that you will have a similar edge in the future. It's still vital to do this testing in order to build confidence in your methodology, but be wary of "curve-fitting" your approach to the historical data as things are unlikely to play out the exact same way for future trades.
## How does it work?
If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over X trades for each stoploss. Here is an example:
If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over *N* trades for each stoploss. Here is an example:
| Pair | Stoploss | Win Rate | Risk Reward Ratio | Expectancy |
|----------|:-------------:|-------------:|------------------:|-----------:|
| XZC/ETH | -0.03 | 0.52 |1.359670 | 0.228 |
| XZC/ETH | -0.01 | 0.50 |1.176384 | 0.088 |
| XZC/ETH | -0.02 | 0.51 |1.115941 | 0.079 |
| XZC/ETH | -0.03 | 0.52 |1.359670 | 0.228 |
| XZC/ETH | -0.04 | 0.51 |1.234539 | 0.117 |
The goal here is to find the best stoploss for the strategy in order to have the maximum expectancy. In the above example stoploss at 3% leads to the maximum expectancy according to historical data.
Edge then forces stoploss to your strategy dynamically.
Edge module then forces stoploss value it evaluated to your strategy dynamically.
### Position size
Edge dictates the stake amount for each trade to the bot according to the following factors:
Edge also dictates the stake amount for each trade to the bot according to the following factors:
- Allowed capital at risk
- Stoploss
Allowed capital at risk is calculated as follows:
**allowed capital at risk** = **capital_available_percentage** X **allowed risk per trade**
Allowed capital at risk = (Capital available_percentage) X (Allowed risk per trade)
**Stoploss** is calculated as described above against historical data.
Stoploss is calculated as described above against historical data.
Your position size then will be:
**position size** = **allowed capital at risk** / **stoploss**
Position size = (Allowed capital at risk) / Stoploss
Example:<br/>
Let's say the stake currency is ETH and you have 10 ETH on the exchange, your **capital_available_percentage** is 50% and you would allow 1% of risk for each trade. thus your available capital for trading is **10 x 0.5 = 5 ETH** and allowed capital at risk would be **5 x 0.01 = 0.05 ETH**. <br/>
Let's assume Edge has calculated that for **XLM/ETH** market your stoploss should be at 2%. So your position size will be **0.05 / 0.02 = 2.5ETH**.<br/>
Bot takes a position of 2.5ETH on XLM/ETH (call it trade 1). Up next, you receive another buy signal while trade 1 is still open. This time on BTC/ETH market. Edge calculated stoploss for this market at 4%. So your position size would be 0.05 / 0.04 = 1.25ETH (call it trade 2).<br/>
Note that available capital for trading didn’t change for trade 2 even if you had already trade 1. The available capital doesn’t mean the free amount on your wallet.<br/>
Now you have two trades open. The Bot receives yet another buy signal for another market: **ADA/ETH**. This time the stoploss is calculated at 1%. So your position size is **0.05 / 0.01 = 5ETH**. But there are already 4ETH blocked in two previous trades. So the position size for this third trade would be 1ETH.<br/>
Available capital doesn’t change before a position is sold. Let’s assume that trade 1 receives a sell signal and it is sold with a profit of 1ETH. Your total capital on exchange would be 11 ETH and the available capital for trading becomes 5.5ETH. <br/>
So the Bot receives another buy signal for trade 4 with a stoploss at 2% then your position size would be **0.055 / 0.02 = 2.75**.
Example:
Let's say the stake currency is ETH and you have 10 ETH on the exchange, your capital available percentage is 50% and you would allow 1% of risk for each trade. thus your available capital for trading is **10 x 0.5 = 5 ETH** and allowed capital at risk would be **5 x 0.01 = 0.05 ETH**.
Let's assume Edge has calculated that for **XLM/ETH** market your stoploss should be at 2%. So your position size will be **0.05 / 0.02 = 2.5 ETH**.
Bot takes a position of 2.5 ETH on XLM/ETH (call it trade 1). Up next, you receive another buy signal while trade 1 is still open. This time on **BTC/ETH** market. Edge calculated stoploss for this market at 4%. So your position size would be 0.05 / 0.04 = 1.25 ETH (call it trade 2).
Note that available capital for trading didn’t change for trade 2 even if you had already trade 1. The available capital doesn’t mean the free amount on your wallet.
Now you have two trades open. The bot receives yet another buy signal for another market: **ADA/ETH**. This time the stoploss is calculated at 1%. So your position size is **0.05 / 0.01 = 5 ETH**. But there are already 3.75 ETH blocked in two previous trades. So the position size for this third trade would be **5 – 3.75 = 1.25 ETH**.
Available capital doesn’t change before a position is sold. Let’s assume that trade 1 receives a sell signal and it is sold with a profit of 1 ETH. Your total capital on exchange would be 11 ETH and the available capital for trading becomes 5.5 ETH.
So the Bot receives another buy signal for trade 4 with a stoploss at 2% then your position size would be **0.055 / 0.02 = 2.75 ETH**.
## Configurations
Edge has following configurations:
Edge module has following configuration options:
#### enabled
If true, then Edge will run periodically.<br/>
(default to false)
If true, then Edge will run periodically.
(defaults to false)
#### process_throttle_secs
How often should Edge run in seconds? <br/>
(default to 3600 so one hour)
How often should Edge run in seconds?
(defaults to 3600 so one hour)
#### calculate_since_number_of_days
Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy
Note that it downloads historical data so increasing this number would lead to slowing down the bot.<br/>
(default to 7)
Note that it downloads historical data so increasing this number would lead to slowing down the bot.
(defaults to 7)
#### capital_available_percentage
This is the percentage of the total capital on exchange in stake currency. <br/>
As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital.<br/>
(default to 0.5)
This is the percentage of the total capital on exchange in stake currency.
As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital.
(defaults to 0.5)
#### allowed_risk
Percentage of allowed risk per trade.<br/>
(default to 0.01 [1%])
Percentage of allowed risk per trade.
(defaults to 0.01 so 1%)
#### stoploss_range_min
Minimum stoploss.<br/>
(default to -0.01)
Minimum stoploss.
(defaults to -0.01)
#### stoploss_range_max
Maximum stoploss.<br/>
(default to -0.10)
Maximum stoploss.
(defaults to -0.10)
#### stoploss_range_step
As an example if this is set to -0.01 then Edge will test the strategy for [-0.01, -0,02, -0,03 ..., -0.09, -0.10] ranges.
Note than having a smaller step means having a bigger range which could lead to slow calculation. <br/>
if you set this parameter to -0.001, you then slow down the Edge calculation by a factor of 10. <br/>
(default to -0.01)
As an example if this is set to -0.01 then Edge will test the strategy for \[-0.01, -0,02, -0,03 ..., -0.09, -0.10\] ranges.
Note than having a smaller step means having a bigger range which could lead to slow calculation.
If you set this parameter to -0.001, you then slow down the Edge calculation by a factor of 10.
(defaults to -0.01)
#### minimum_winrate
It filters pairs which don't have at least minimum_winrate.
This comes handy if you want to be conservative and don't comprise win rate in favor of risk reward ratio.<br/>
(default to 0.60)
It filters out pairs which don't have at least minimum_winrate.
This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio.
(defaults to 0.60)
#### minimum_expectancy
It filters paris which have an expectancy lower than this number .
Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return.<br/>
(default to 0.20)
It filters out pairs which have the expectancy lower than this number.
Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return.
(defaults to 0.20)
#### min_trade_number
When calculating W and R and E (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable. Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something. <br/>
(default to 10, it is highly recommended not to decrease this number)
When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable.
Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something.
(defaults to 10, it is highly recommended not to decrease this number)
#### max_trade_duration_minute
Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.<br/>
**NOTICE:** While configuring this value, you should take into consideration your ticker interval. as an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. default value is set assuming your strategy interval is relatively small (1m or 5m, etc).<br/>
(default to 1 day, 1440 = 60 * 24)
Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.
**NOTICE:** While configuring this value, you should take into consideration your ticker interval. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).
(defaults to 1 day, i.e. to 60 * 24 = 1440 minutes)
#### remove_pumps
Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.<br/>
(default to false)
Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.
(defaults to false)
## Running Edge independently
@ -199,14 +238,14 @@ python3 ./freqtrade/main.py edge --stoplosses=-0.01,-0.1,-0.001 #min,max,step
python3 ./freqtrade/main.py edge --timerange=20181110-20181113
```
Doing --timerange=-200 will get the last 200 timeframes from your inputdata. You can also specify specific dates, or a range span indexed by start and stop.
Doing `--timerange=-200` will get the last 200 timeframes from your inputdata. You can also specify specific dates, or a range span indexed by start and stop.
The full timerange specification:
* Use last 123 tickframes of data: --timerange=-123
* Use first 123 tickframes of data: --timerange=123-
* Use tickframes from line 123 through 456: --timerange=123-456
* Use tickframes till 2018/01/31: --timerange=-20180131
* Use tickframes since 2018/01/31: --timerange=20180131-
* Use tickframes since 2018/01/31 till 2018/03/01 : --timerange=20180131-20180301
* Use tickframes between POSIX timestamps 1527595200 1527618600: --timerange=1527595200-1527618600
* Use last 123 tickframes of data: `--timerange=-123`
* Use first 123 tickframes of data: `--timerange=123-`
* Use tickframes from line 123 through 456: `--timerange=123-456`
* Use tickframes till 2018/01/31: `--timerange=-20180131`
* Use tickframes since 2018/01/31: `--timerange=20180131-`
* Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`
* Use tickframes between POSIX timestamps 1527595200 1527618600: `--timerange=1527595200-1527618600`

2
docs/webhook-config.md
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@ -41,7 +41,6 @@ Possible parameters are:
* exchange
* pair
* market_url
* limit
* stake_amount
* stake_amount_fiat
@ -56,7 +55,6 @@ Possible parameters are:
* exchange
* pair
* gain
* market_url
* limit
* amount
* open_rate

79
freqtrade/arguments.py
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@ -6,9 +6,7 @@ import argparse
import os
import re
from typing import List, NamedTuple, Optional
import arrow
from freqtrade import __version__, constants
@ -55,6 +53,11 @@ class Arguments(object):
"""
parsed_arg = self.parser.parse_args(self.args)
# Workaround issue in argparse with action='append' and default value
# (see https://bugs.python.org/issue16399)
if parsed_arg.config is None:
parsed_arg.config = [constants.DEFAULT_CONFIG]
return parsed_arg
def common_args_parser(self) -> None:
@ -63,7 +66,7 @@ class Arguments(object):
"""
self.parser.add_argument(
'-v', '--verbose',
help='verbose mode (-vv for more, -vvv to get all messages)',
help='Verbose mode (-vv for more, -vvv to get all messages).',
action='count',
dest='loglevel',
default=0,
@ -75,15 +78,16 @@ class Arguments(object):
)
self.parser.add_argument(
'-c', '--config',
help='specify configuration file (default: %(default)s)',
help='Specify configuration file (default: %(default)s). '
'Multiple --config options may be used.',
dest='config',
default='config.json',
action='append',
type=str,
metavar='PATH',
)
self.parser.add_argument(
'-d', '--datadir',
help='path to backtest data',
help='Path to backtest data.',
dest='datadir',
default=None,
type=str,
@ -91,7 +95,7 @@ class Arguments(object):
)
self.parser.add_argument(
'-s', '--strategy',
help='specify strategy class name (default: %(default)s)',
help='Specify strategy class name (default: %(default)s).',
dest='strategy',
default='DefaultStrategy',
type=str,
@ -99,14 +103,14 @@ class Arguments(object):
)
self.parser.add_argument(
'--strategy-path',
help='specify additional strategy lookup path',
help='Specify additional strategy lookup path.',
dest='strategy_path',
type=str,
metavar='PATH',
)
self.parser.add_argument(
'--customhyperopt',
help='specify hyperopt class name (default: %(default)s)',
help='Specify hyperopt class name (default: %(default)s).',
dest='hyperopt',
default=constants.DEFAULT_HYPEROPT,
type=str,
@ -114,8 +118,8 @@ class Arguments(object):
)
self.parser.add_argument(
'--dynamic-whitelist',
help='dynamically generate and update whitelist'
' based on 24h BaseVolume (default: %(const)s)'
help='Dynamically generate and update whitelist'
' based on 24h BaseVolume (default: %(const)s).'
' DEPRECATED.',
dest='dynamic_whitelist',
const=constants.DYNAMIC_WHITELIST,
@ -126,7 +130,7 @@ class Arguments(object):
self.parser.add_argument(
'--db-url',
help='Override trades database URL, this is useful if dry_run is enabled'
' or in custom deployments (default: %(default)s)',
' or in custom deployments (default: %(default)s).',
dest='db_url',
type=str,
metavar='PATH',
@ -139,7 +143,7 @@ class Arguments(object):
"""
parser.add_argument(
'--eps', '--enable-position-stacking',
help='Allow buying the same pair multiple times (position stacking)',
help='Allow buying the same pair multiple times (position stacking).',
action='store_true',
dest='position_stacking',
default=False
@ -148,20 +152,20 @@ class Arguments(object):
parser.add_argument(
'--dmmp', '--disable-max-market-positions',
help='Disable applying `max_open_trades` during backtest '
'(same as setting `max_open_trades` to a very high number)',
'(same as setting `max_open_trades` to a very high number).',
action='store_false',
dest='use_max_market_positions',
default=True
)
parser.add_argument(
'-l', '--live',
help='using live data',
help='Use live data.',
action='store_true',
dest='live',
)
parser.add_argument(
'-r', '--refresh-pairs-cached',
help='refresh the pairs files in tests/testdata with the latest data from the '
help='Refresh the pairs files in tests/testdata with the latest data from the '
'exchange. Use it if you want to run your backtesting with up-to-date data.',
action='store_true',
dest='refresh_pairs',
@ -178,8 +182,8 @@ class Arguments(object):
)
parser.add_argument(
'--export',
help='export backtest results, argument are: trades\
Example --export=trades',
help='Export backtest results, argument are: trades. '
'Example --export=trades',
type=str,
default=None,
dest='export',
@ -203,14 +207,14 @@ class Arguments(object):
"""
parser.add_argument(
'-r', '--refresh-pairs-cached',
help='refresh the pairs files in tests/testdata with the latest data from the '
help='Refresh the pairs files in tests/testdata with the latest data from the '
'exchange. Use it if you want to run your edge with up-to-date data.',
action='store_true',
dest='refresh_pairs',
)
parser.add_argument(
'--stoplosses',
help='defines a range of stoploss against which edge will assess the strategy '
help='Defines a range of stoploss against which edge will assess the strategy '
'the format is "min,max,step" (without any space).'
'example: --stoplosses=-0.01,-0.1,-0.001',
type=str,
@ -226,14 +230,14 @@ class Arguments(object):
"""
parser.add_argument(
'-i', '--ticker-interval',
help='specify ticker interval (1m, 5m, 30m, 1h, 1d)',
help='Specify ticker interval (1m, 5m, 30m, 1h, 1d).',
dest='ticker_interval',
type=str,
)
parser.add_argument(
'--timerange',
help='specify what timerange of data to use.',
help='Specify what timerange of data to use.',
default=None,
type=str,
dest='timerange',
@ -246,7 +250,7 @@ class Arguments(object):
"""
parser.add_argument(
'--eps', '--enable-position-stacking',
help='Allow buying the same pair multiple times (position stacking)',
help='Allow buying the same pair multiple times (position stacking).',
action='store_true',
dest='position_stacking',
default=False
@ -255,14 +259,14 @@ class Arguments(object):
parser.add_argument(
'--dmmp', '--disable-max-market-positions',
help='Disable applying `max_open_trades` during backtest '
'(same as setting `max_open_trades` to a very high number)',
'(same as setting `max_open_trades` to a very high number).',
action='store_false',
dest='use_max_market_positions',
default=True
)
parser.add_argument(
'-e', '--epochs',
help='specify number of epochs (default: %(default)d)',
help='Specify number of epochs (default: %(default)d).',
dest='epochs',
default=constants.HYPEROPT_EPOCH,
type=int,
@ -271,7 +275,7 @@ class Arguments(object):
parser.add_argument(
'-s', '--spaces',
help='Specify which parameters to hyperopt. Space separate list. \
Default: %(default)s',
Default: %(default)s.',
choices=['all', 'buy', 'sell', 'roi', 'stoploss'],
default='all',
nargs='+',
@ -288,19 +292,19 @@ class Arguments(object):
subparsers = self.parser.add_subparsers(dest='subparser')
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
backtesting_cmd.set_defaults(func=backtesting.start)
self.optimizer_shared_options(backtesting_cmd)
self.backtesting_options(backtesting_cmd)
# Add edge subcommand
edge_cmd = subparsers.add_parser('edge', help='edge module')
edge_cmd = subparsers.add_parser('edge', help='Edge module.')
edge_cmd.set_defaults(func=edge_cli.start)
self.optimizer_shared_options(edge_cmd)
self.edge_options(edge_cmd)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
hyperopt_cmd.set_defaults(func=hyperopt.start)
self.optimizer_shared_options(hyperopt_cmd)
self.hyperopt_options(hyperopt_cmd)
@ -364,7 +368,7 @@ class Arguments(object):
"""
self.parser.add_argument(
'--pairs-file',
help='File containing a list of pairs to download',
help='File containing a list of pairs to download.',
dest='pairs_file',
default=None,
metavar='PATH',
@ -372,7 +376,7 @@ class Arguments(object):
self.parser.add_argument(
'--export',
help='Export files to given dir',
help='Export files to given dir.',
dest='export',
default=None,
metavar='PATH',
@ -380,16 +384,17 @@ class Arguments(object):
self.parser.add_argument(
'-c', '--config',
help='specify configuration file, used for additional exchange parameters',
help='Specify configuration file (default: %(default)s). '
'Multiple --config options may be used.',
dest='config',
default=None,
action='append',
type=str,
metavar='PATH',
)
self.parser.add_argument(
'--days',
help='Download data for number of days',
help='Download data for given number of days.',
dest='days',
type=int,
metavar='INT',
@ -398,7 +403,7 @@ class Arguments(object):
self.parser.add_argument(
'--exchange',
help='Exchange name (default: %(default)s). Only valid if no config is provided',
help='Exchange name (default: %(default)s). Only valid if no config is provided.',
dest='exchange',
type=str,
default='bittrex'
@ -407,7 +412,7 @@ class Arguments(object):
self.parser.add_argument(
'-t', '--timeframes',
help='Specify which tickers to download. Space separated list. \
Default: %(default)s',
Default: %(default)s.',
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
'6h', '8h', '12h', '1d', '3d', '1w'],
default=['1m', '5m'],
@ -417,7 +422,7 @@ class Arguments(object):
self.parser.add_argument(
'--erase',
help='Clean all existing data for the selected exchange/pairs/timeframes',
help='Clean all existing data for the selected exchange/pairs/timeframes.',
dest='erase',
action='store_true'
)

22
freqtrade/configuration.py
View File

@ -13,6 +13,8 @@ from jsonschema.exceptions import ValidationError, best_match
from freqtrade import OperationalException, constants
from freqtrade.state import RunMode
from freqtrade.misc import deep_merge_dicts
logger = logging.getLogger(__name__)
@ -45,8 +47,18 @@ class Configuration(object):
Extract information for sys.argv and load the bot configuration
:return: Configuration dictionary
"""
logger.info('Using config: %s ...', self.args.config)
config = self._load_config_file(self.args.config)
config: Dict[str, Any] = {}
# Now expecting a list of config filenames here, not a string
for path in self.args.config:
logger.info('Using config: %s ...', path)
# Merge config options, overwriting old values
config = deep_merge_dicts(self._load_config_file(path), config)
if 'internals' not in config:
config['internals'] = {}
logger.info('Validating configuration ...')
self._validate_config(config)
# Set strategy if not specified in config and or if it's non default
if self.args.strategy != constants.DEFAULT_STRATEGY or not config.get('strategy'):
@ -93,11 +105,7 @@ class Configuration(object):
f'Config file "{path}" not found!'
' Please create a config file or check whether it exists.')
if 'internals' not in conf:
conf['internals'] = {}
logger.info('Validating configuration ...')
return self._validate_config(conf)
return conf
def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
"""

1
freqtrade/constants.py
View File

@ -3,6 +3,7 @@
"""
bot constants
"""
DEFAULT_CONFIG = 'config.json'
DYNAMIC_WHITELIST = 20 # pairs
PROCESS_THROTTLE_SECS = 5 # sec
TICKER_INTERVAL = 5 # min

48
freqtrade/edge/__init__.py
View File

@ -351,26 +351,31 @@ class Edge():
return result
def _detect_next_stop_or_sell_point(self, buy_column, sell_column, date_column,
ohlc_columns, stoploss, pair, start_point=0):
ohlc_columns, stoploss, pair):
"""
Iterate through ohlc_columns recursively in order to find the next trade
Iterate through ohlc_columns in order to find the next trade
Next trade opens from the first buy signal noticed to
The sell or stoploss signal after it.
It then calls itself cutting OHLC, buy_column, sell_colum and date_column
Cut from (the exit trade index) + 1
It then cuts OHLC, buy_column, sell_column and date_column.
Cut from (the exit trade index) + 1.
Author: https://github.com/mishaker
"""
result: list = []
start_point = 0
while True:
open_trade_index = utf1st.find_1st(buy_column, 1, utf1st.cmp_equal)
# return empty if we don't find trade entry (i.e. buy==1) or
# we find a buy but at the of array
# Return empty if we don't find trade entry (i.e. buy==1) or
# we find a buy but at the end of array
if open_trade_index == -1 or open_trade_index == len(buy_column) - 1:
return []
break
else:
open_trade_index += 1 # when a buy signal is seen,
# When a buy signal is seen,
# trade opens in reality on the next candle
open_trade_index += 1
stop_price_percentage = stoploss + 1
open_price = ohlc_columns[open_trade_index, 0]
@ -395,19 +400,19 @@ class Edge():
# It is not interesting for Edge to consider it so we simply ignore the trade
# And stop iterating there is no more entry
if stop_index == sell_index == float('inf'):
return []
break
if stop_index <= sell_index:
exit_index = open_trade_index + stop_index
exit_type = SellType.STOP_LOSS
exit_price = stop_price
elif stop_index > sell_index:
# if exit is SELL then we exit at the next candle
# If exit is SELL then we exit at the next candle
exit_index = open_trade_index + sell_index + 1
# check if we have the next candle
# Check if we have the next candle
if len(ohlc_columns) - 1 < exit_index:
return []
break
exit_type = SellType.SELL_SIGNAL
exit_price = ohlc_columns[exit_index, 0]
@ -428,14 +433,11 @@ class Edge():
result.append(trade)
# Calling again the same function recursively but giving
# it a view of exit_index till the end of array
return result + self._detect_next_stop_or_sell_point(
buy_column[exit_index:],
sell_column[exit_index:],
date_column[exit_index:],
ohlc_columns[exit_index:],
stoploss,
pair,
(start_point + exit_index)
)
# Giving a view of exit_index till the end of array
buy_column = buy_column[exit_index:]
sell_column = sell_column[exit_index:]
date_column = date_column[exit_index:]
ohlc_columns = ohlc_columns[exit_index:]
start_point += exit_index
return result

1
freqtrade/exchange/__init__.py
View File

@ -1,2 +1,3 @@
from freqtrade.exchange.exchange import Exchange # noqa: F401
from freqtrade.exchange.kraken import Kraken # noqa: F401
from freqtrade.exchange.binance import Binance # noqa: F401

26
freqtrade/exchange/binance.py Normal file
View File

@ -0,0 +1,26 @@
""" Binance exchange subclass """
import logging
from typing import Dict
from freqtrade.exchange import Exchange
logger = logging.getLogger(__name__)
class Binance(Exchange):
_ft_has: Dict = {
"stoploss_on_exchange": True,
}
def get_order_book(self, pair: str, limit: int = 100) -> dict:
"""
get order book level 2 from exchange
20180619: binance support limits but only on specific range
"""
limit_range = [5, 10, 20, 50, 100, 500, 1000]
# get next-higher step in the limit_range list
limit = min(list(filter(lambda x: limit <= x, limit_range)))
return super().get_order_book(pair, limit)

186
freqtrade/exchange/exchange.py
View File

@ -24,7 +24,7 @@ API_RETRY_COUNT = 4
# Urls to exchange markets, insert quote and base with .format()
_EXCHANGE_URLS = {
ccxt.bittrex.__name__: '/Market/Index?MarketName={quote}-{base}',
ccxt.binance.__name__: '/tradeDetail.html?symbol={base}_{quote}'
ccxt.binance.__name__: '/tradeDetail.html?symbol={base}_{quote}',
}
@ -69,11 +69,17 @@ class Exchange(object):
_conf: Dict = {}
_params: Dict = {}
# Dict to specify which options each exchange implements
# TODO: this should be merged with attributes from subclasses
# To avoid having to copy/paste this to all subclasses.
_ft_has = {
"stoploss_on_exchange": False,
}
def __init__(self, config: dict) -> None:
"""
Initializes this module with the given config,
it does basic validation whether the specified
exchange and pairs are valid.
it does basic validation whether the specified exchange and pairs are valid.
:return: None
"""
self._conf.update(config)
@ -236,8 +242,8 @@ class Exchange(object):
raise OperationalException(
f'Exchange {self.name} does not support market orders.')
if order_types.get('stoploss_on_exchange'):
if self.name != 'Binance':
if (order_types.get("stoploss_on_exchange")
and not self._ft_has.get("stoploss_on_exchange", False)):
raise OperationalException(
'On exchange stoploss is not supported for %s.' % self.name
)
@ -282,104 +288,96 @@ class Exchange(object):
price = ceil(big_price) / pow(10, symbol_prec)
return price
def buy(self, pair: str, ordertype: str, amount: float,
rate: float, time_in_force) -> Dict:
if self._conf['dry_run']:
order_id = f'dry_run_buy_{randint(0, 10**6)}'
self._dry_run_open_orders[order_id] = {
def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
rate: float, params: Dict = {}) -> Dict[str, Any]:
order_id = f'dry_run_{side}_{randint(0, 10**6)}'
dry_order = { # TODO: additional entry should be added for stoploss limit
"id": order_id,
'pair': pair,
'price': rate,
'amount': amount,
"cost": amount * rate,
'type': ordertype,
'side': 'buy',
'remaining': 0.0,
'remaining': amount,
'datetime': arrow.utcnow().isoformat(),
'status': 'closed',
'fee': None
'status': "open",
'fee': None,
"info": {}
}
return {'id': order_id}
self._store_dry_order(dry_order)
return dry_order
def _store_dry_order(self, dry_order: Dict) -> None:
closed_order = dry_order.copy()
if closed_order["type"] in ["market", "limit"]:
closed_order.update({
"status": "closed",
"filled": closed_order["amount"],
"remaining": 0
})
self._dry_run_open_orders[closed_order["id"]] = closed_order
def create_order(self, pair: str, ordertype: str, side: str, amount: float,
rate: float, params: Dict = {}) -> Dict:
try:
# Set the precision for amount and price(rate) as accepted by the exchange
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
params = self._params.copy()
if time_in_force != 'gtc':
params.update({'timeInForce': time_in_force})
return self._api.create_order(pair, ordertype, 'buy',
return self._api.create_order(pair, ordertype, side,
amount, rate, params)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create limit buy order on market {pair}.'
f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not create limit buy order on market {pair}.'
f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
f'Could not create {ordertype} {side} order on market {pair}.'
f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place buy order due to {e.__class__.__name__}. Message: {e}')
f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
def buy(self, pair: str, ordertype: str, amount: float,
rate: float, time_in_force) -> Dict:
if self._conf['dry_run']:
dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate)
return dry_order
params = self._params.copy()
if time_in_force != 'gtc':
params.update({'timeInForce': time_in_force})
return self.create_order(pair, ordertype, 'buy', amount, rate, params)
def sell(self, pair: str, ordertype: str, amount: float,
rate: float, time_in_force='gtc') -> Dict:
if self._conf['dry_run']:
order_id = f'dry_run_sell_{randint(0, 10**6)}'
self._dry_run_open_orders[order_id] = {
'pair': pair,
'price': rate,
'amount': amount,
'type': ordertype,
'side': 'sell',
'remaining': 0.0,
'datetime': arrow.utcnow().isoformat(),
'status': 'closed'
}
return {'id': order_id}
try:
# Set the precision for amount and price(rate) as accepted by the exchange
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
if self._conf['dry_run']:
dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate)
return dry_order
params = self._params.copy()
if time_in_force != 'gtc':
params.update({'timeInForce': time_in_force})
return self._api.create_order(pair, ordertype, 'sell',
amount, rate, params)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create limit sell order on market {pair}.'
f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not create limit sell order on market {pair}.'
f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
return self.create_order(pair, ordertype, 'sell', amount, rate, params)
def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
"""
creates a stoploss limit order.
NOTICE: it is not supported by all exchanges. only binance is tested for now.
TODO: implementation maybe needs to be moved to the binance subclass
"""
ordertype = "stop_loss_limit"
# Set the precision for amount and price(rate) as accepted by the exchange
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate)
stop_price = self.symbol_price_prec(pair, stop_price)
# Ensure rate is less than stop price
@ -388,51 +386,18 @@ class Exchange(object):
'In stoploss limit order, stop price should be more than limit price')
if self._conf['dry_run']:
order_id = f'dry_run_buy_{randint(0, 10**6)}'
self._dry_run_open_orders[order_id] = {
'info': {},
'id': order_id,
'pair': pair,
'price': stop_price,
'amount': amount,
'type': 'stop_loss_limit',
'side': 'sell',
'remaining': amount,
'datetime': arrow.utcnow().isoformat(),
'status': 'open',
'fee': None
}
return self._dry_run_open_orders[order_id]
try:
dry_order = self.dry_run_order(
pair, ordertype, "sell", amount, stop_price)
return dry_order
params = self._params.copy()
params.update({'stopPrice': stop_price})
order = self._api.create_order(pair, 'stop_loss_limit', 'sell',
amount, rate, params)
order = self.create_order(pair, ordertype, 'sell', amount, rate, params)
logger.info('stoploss limit order added for %s. '
'stop price: %s. limit: %s' % (pair, stop_price, rate))
return order
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to place stoploss limit order on market {pair}. '
f'Tried to put a stoploss amount {amount} with '
f'stop {stop_price} and limit {rate} (total {rate*amount}).'
f'Message: {e}')
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not place stoploss limit order on market {pair}.'
f'Tried to place stoploss amount {amount} with '
f'stop {stop_price} and limit {rate} (total {rate*amount}).'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place stoploss limit order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_balance(self, currency: str) -> float:
if self._conf['dry_run']:
@ -637,9 +602,6 @@ class Exchange(object):
def get_order(self, order_id: str, pair: str) -> Dict:
if self._conf['dry_run']:
order = self._dry_run_open_orders[order_id]
order.update({
'id': order_id
})
return order
try:
return self._api.fetch_order(order_id, pair)
@ -659,18 +621,8 @@ class Exchange(object):
Notes:
20180619: bittrex doesnt support limits -.-
20180619: binance support limits but only on specific range
"""
try:
if self._api.name == 'Binance':
limit_range = [5, 10, 20, 50, 100, 500, 1000]
# get next-higher step in the limit_range list
limit = min(list(filter(lambda x: limit <= x, limit_range)))
# above script works like loop below (but with slightly better performance):
# for limitx in limit_range:
# if limit <= limitx:
# limit = limitx
# break
return self._api.fetch_l2_order_book(pair, limit)
except ccxt.NotSupported as e:
@ -702,16 +654,6 @@ class Exchange(object):
except ccxt.BaseError as e:
raise OperationalException(e)
def get_pair_detail_url(self, pair: str) -> str:
try:
url_base = self._api.urls.get('www')
base, quote = pair.split('/')
return url_base + _EXCHANGE_URLS[self._api.id].format(base=base, quote=quote)
except KeyError:
logger.warning('Could not get exchange url for %s', self.name)
return ""
@retrier
def get_markets(self) -> List[dict]:
try:

36
freqtrade/freqtradebot.py
View File

@ -7,7 +7,7 @@ import logging
import time
import traceback
from datetime import datetime
from typing import Any, Callable, Dict, List, Optional
from typing import Any, Callable, Dict, List, Optional, Tuple
import arrow
from requests.exceptions import RequestException
@ -159,24 +159,20 @@ class FreqtradeBot(object):
self.pairlists.refresh_pairlist()
self.active_pair_whitelist = self.pairlists.whitelist
# Calculating Edge positiong
# Calculating Edge positioning
if self.edge:
self.edge.calculate()
self.active_pair_whitelist = self.edge.adjust(self.active_pair_whitelist)
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
trades = Trade.get_open_trades()
# Extend active-pair whitelist with pairs from open trades
# ensures that tickers are downloaded for open trades
self.active_pair_whitelist.extend([trade.pair for trade in trades
if trade.pair not in self.active_pair_whitelist])
# It ensures that tickers are downloaded for open trades
self._extend_whitelist_with_trades(self.active_pair_whitelist, trades)
# Create pair-whitelist tuple with (pair, ticker_interval)
pair_whitelist_tuple = [(pair, self.config['ticker_interval'])
for pair in self.active_pair_whitelist]
# Refreshing candles
self.dataprovider.refresh(pair_whitelist_tuple,
self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
self.strategy.informative_pairs())
# First process current opened trades
@ -206,6 +202,18 @@ class FreqtradeBot(object):
self.state = State.STOPPED
return state_changed
def _extend_whitelist_with_trades(self, whitelist: List[str], trades: List[Any]):
"""
Extend whitelist with pairs from open trades
"""
whitelist.extend([trade.pair for trade in trades if trade.pair not in whitelist])
def _create_pair_whitelist(self, pairs: List[str]) -> List[Tuple[str, str]]:
"""
Create pair-whitelist tuple with (pair, ticker_interval)
"""
return [(pair, self.config['ticker_interval']) for pair in pairs]
def get_target_bid(self, pair: str, tick: Dict = None) -> float:
"""
Calculates bid target between current ask price and last price
@ -256,7 +264,7 @@ class FreqtradeBot(object):
avaliable_amount = self.wallets.get_free(self.config['stake_currency'])
if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
open_trades = len(Trade.query.filter(Trade.is_open.is_(True)).all())
open_trades = len(Trade.get_open_trades())
if open_trades >= self.config['max_open_trades']:
logger.warning('Can\'t open a new trade: max number of trades is reached')
return None
@ -314,7 +322,7 @@ class FreqtradeBot(object):
whitelist = copy.deepcopy(self.active_pair_whitelist)
# Remove currently opened and latest pairs from whitelist
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
for trade in Trade.get_open_trades():
if trade.pair in whitelist:
whitelist.remove(trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair)
@ -371,7 +379,6 @@ class FreqtradeBot(object):
:return: None
"""
pair_s = pair.replace('_', '/')
pair_url = self.exchange.get_pair_detail_url(pair)
stake_currency = self.config['stake_currency']
fiat_currency = self.config.get('fiat_display_currency', None)
time_in_force = self.strategy.order_time_in_force['buy']
@ -436,7 +443,6 @@ class FreqtradeBot(object):
'type': RPCMessageType.BUY_NOTIFICATION,
'exchange': self.exchange.name.capitalize(),
'pair': pair_s,
'market_url': pair_url,
'limit': buy_limit_filled_price,
'stake_amount': stake_amount,
'stake_currency': stake_currency,
@ -844,7 +850,6 @@ class FreqtradeBot(object):
profit_trade = trade.calc_profit(rate=limit)
current_rate = self.exchange.get_ticker(trade.pair)['bid']
profit_percent = trade.calc_profit_percent(limit)
pair_url = self.exchange.get_pair_detail_url(trade.pair)
gain = "profit" if profit_percent > 0 else "loss"
msg = {
@ -852,7 +857,6 @@ class FreqtradeBot(object):
'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
'gain': gain,
'market_url': pair_url,
'limit': limit,
'amount': trade.amount,
'open_rate': trade.open_rate,

18
freqtrade/misc.py
View File

@ -113,3 +113,21 @@ def format_ms_time(date: int) -> str:
: epoch-string in ms
"""
return datetime.fromtimestamp(date/1000.0).strftime('%Y-%m-%dT%H:%M:%S')
def deep_merge_dicts(source, destination):
"""
>>> a = { 'first' : { 'rows' : { 'pass' : 'dog', 'number' : '1' } } }
>>> b = { 'first' : { 'rows' : { 'fail' : 'cat', 'number' : '5' } } }
>>> merge(b, a) == { 'first' : { 'rows' : { 'pass' : 'dog', 'fail' : 'cat', 'number' : '5' } } }
True
"""
for key, value in source.items():
if isinstance(value, dict):
# get node or create one
node = destination.setdefault(key, {})
deep_merge_dicts(value, node)
else:
destination[key] = value
return destination

9
freqtrade/persistence.py
View File

@ -5,7 +5,7 @@ This module contains the class to persist trades into SQLite
import logging
from datetime import datetime
from decimal import Decimal
from typing import Any, Dict, Optional
from typing import Any, Dict, List, Optional
import arrow
from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String,
@ -371,3 +371,10 @@ class Trade(_DECL_BASE):
.filter(Trade.is_open.is_(True))\
.scalar()
return total_open_stake_amount or 0
@staticmethod
def get_open_trades() -> List[Any]:
"""
Query trades from persistence layer
"""
return Trade.query.filter(Trade.is_open.is_(True)).all()

9
freqtrade/rpc/rpc.py
View File

@ -83,7 +83,7 @@ class RPC(object):
a remotely exposed function
"""
# Fetch open trade
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
trades = Trade.get_open_trades()
if not trades:
raise RPCException('no active trade')
else:
@ -103,7 +103,6 @@ class RPC(object):
results.append(dict(
trade_id=trade.id,
pair=trade.pair,
market_url=self._freqtrade.exchange.get_pair_detail_url(trade.pair),
date=arrow.get(trade.open_date),
open_rate=trade.open_rate,
close_rate=trade.close_rate,
@ -118,7 +117,7 @@ class RPC(object):
return results
def _rpc_status_table(self) -> DataFrame:
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
trades = Trade.get_open_trades()
if not trades:
raise RPCException('no active order')
else:
@ -366,7 +365,7 @@ class RPC(object):
if trade_id == 'all':
# Execute sell for all open orders
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
for trade in Trade.get_open_trades():
_exec_forcesell(trade)
Trade.session.flush()
return
@ -442,7 +441,7 @@ class RPC(object):
if self._freqtrade.state != State.RUNNING:
raise RPCException('trader is not running')
return Trade.query.filter(Trade.is_open.is_(True)).all()
return Trade.get_open_trades()
def _rpc_whitelist(self) -> Dict:
""" Returns the currently active whitelist"""

6
freqtrade/rpc/telegram.py
View File

@ -125,7 +125,7 @@ class Telegram(RPC):
else:
msg['stake_amount_fiat'] = 0
message = ("*{exchange}:* Buying [{pair}]({market_url})\n"
message = ("*{exchange}:* Buying {pair}\n"
"with limit `{limit:.8f}\n"
"({stake_amount:.6f} {stake_currency}").format(**msg)
@ -137,7 +137,7 @@ class Telegram(RPC):
msg['amount'] = round(msg['amount'], 8)
msg['profit_percent'] = round(msg['profit_percent'] * 100, 2)
message = ("*{exchange}:* Selling [{pair}]({market_url})\n"
message = ("*{exchange}:* Selling {pair}\n"
"*Limit:* `{limit:.8f}`\n"
"*Amount:* `{amount:.8f}`\n"
"*Open Rate:* `{open_rate:.8f}`\n"
@ -193,7 +193,7 @@ class Telegram(RPC):
messages = [
"*Trade ID:* `{trade_id}`\n"
"*Current Pair:* [{pair}]({market_url})\n"
"*Current Pair:* {pair}\n"
"*Open Since:* `{date}`\n"
"*Amount:* `{amount}`\n"
"*Open Rate:* `{open_rate:.8f}`\n"

266
freqtrade/tests/exchange/test_exchange.py
View File

@ -12,12 +12,16 @@ import pytest
from pandas import DataFrame
from freqtrade import DependencyException, OperationalException, TemporaryError
from freqtrade.exchange import Exchange, Kraken
from freqtrade.exchange import Exchange, Kraken, Binance
from freqtrade.exchange.exchange import API_RETRY_COUNT
from freqtrade.tests.conftest import get_patched_exchange, log_has, log_has_re
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
# Make sure to always keep one exchange here which is NOT subclassed!!
EXCHANGES = ['bittrex', 'binance', 'kraken', ]
# Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
def get_mock_coro(return_value):
async def mock_coro(*args, **kwargs):
@ -26,16 +30,17 @@ def get_mock_coro(return_value):
return Mock(wraps=mock_coro)
def ccxt_exceptionhandlers(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
fun, mock_ccxt_fun, **kwargs):
with pytest.raises(TemporaryError):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
@ -113,7 +118,7 @@ def test_exchange_resolver(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
exchange = ExchangeResolver('Binance', default_conf).exchange
exchange = ExchangeResolver('Bittrex', default_conf).exchange
assert isinstance(exchange, Exchange)
assert log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog.record_tuples)
@ -122,6 +127,15 @@ def test_exchange_resolver(default_conf, mocker, caplog):
exchange = ExchangeResolver('Kraken', default_conf).exchange
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Kraken)
assert not isinstance(exchange, Binance)
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog.record_tuples)
exchange = ExchangeResolver('Binance', default_conf).exchange
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Binance)
assert not isinstance(exchange, Kraken)
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog.record_tuples)
@ -443,6 +457,58 @@ def test_exchange_has(default_conf, mocker):
assert not exchange.exchange_has("deadbeef")
@pytest.mark.parametrize("side", [
("buy"),
("sell")
])
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_dry_run_order(default_conf, mocker, side, exchange_name):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
order = exchange.dry_run_order(
pair='ETH/BTC', ordertype='limit', side=side, amount=1, rate=200)
assert 'id' in order
assert f'dry_run_{side}_' in order["id"]
@pytest.mark.parametrize("side", [
("buy"),
("sell")
])
@pytest.mark.parametrize("ordertype,rate", [
("market", None),
("limit", 200),
("stop_loss_limit", 200)
])
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_create_order(default_conf, mocker, side, ordertype, rate, exchange_name):
api_mock = MagicMock()
order_id = 'test_prod_{}_{}'.format(side, randint(0, 10 ** 6))
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order = exchange.create_order(
pair='ETH/BTC', ordertype=ordertype, side=side, amount=1, rate=200)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == ordertype
assert api_mock.create_order.call_args[0][2] == side
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is rate
def test_buy_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf)
@ -453,7 +519,8 @@ def test_buy_dry_run(default_conf, mocker):
assert 'dry_run_buy_' in order['id']
def test_buy_prod(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_buy_prod(default_conf, mocker, exchange_name):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'market'
@ -467,7 +534,7 @@ def test_buy_prod(default_conf, mocker):
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
@ -498,25 +565,25 @@ def test_buy_prod(default_conf, mocker):
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
with pytest.raises(TemporaryError):
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
with pytest.raises(OperationalException):
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
@ -621,7 +688,8 @@ def test_sell_dry_run(default_conf, mocker):
assert 'dry_run_sell_' in order['id']
def test_sell_prod(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_sell_prod(default_conf, mocker, exchange_name):
api_mock = MagicMock()
order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
order_type = 'market'
@ -635,7 +703,7 @@ def test_sell_prod(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
@ -660,22 +728,22 @@ def test_sell_prod(default_conf, mocker):
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(TemporaryError):
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(OperationalException):
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
@ -686,23 +754,24 @@ def test_get_balance_dry_run(default_conf, mocker):
assert exchange.get_balance(currency='BTC') == 999.9
def test_get_balance_prod(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_balance_prod(default_conf, mocker, exchange_name):
api_mock = MagicMock()
api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}})
default_conf['dry_run'] = False
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
assert exchange.get_balance(currency='BTC') == 123.4
with pytest.raises(OperationalException):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_balance(currency='BTC')
with pytest.raises(TemporaryError, match=r'.*balance due to malformed exchange response:.*'):
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
mocker.patch('freqtrade.exchange.Exchange.get_balances', MagicMock(return_value={}))
exchange.get_balance(currency='BTC')
@ -713,7 +782,8 @@ def test_get_balances_dry_run(default_conf, mocker):
assert exchange.get_balances() == {}
def test_get_balances_prod(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_balances_prod(default_conf, mocker, exchange_name):
balance_item = {
'free': 10.0,
'total': 10.0,
@ -727,17 +797,18 @@ def test_get_balances_prod(default_conf, mocker):
'3ST': balance_item
})
default_conf['dry_run'] = False
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
assert len(exchange.get_balances()) == 3
assert exchange.get_balances()['1ST']['free'] == 10.0
assert exchange.get_balances()['1ST']['total'] == 10.0
assert exchange.get_balances()['1ST']['used'] == 0.0
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
"get_balances", "fetch_balance")
def test_get_tickers(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_tickers(default_conf, mocker, exchange_name):
api_mock = MagicMock()
tick = {'ETH/BTC': {
'symbol': 'ETH/BTC',
@ -752,7 +823,7 @@ def test_get_tickers(default_conf, mocker):
}
}
api_mock.fetch_tickers = MagicMock(return_value=tick)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
# retrieve original ticker
tickers = exchange.get_tickers()
@ -763,20 +834,21 @@ def test_get_tickers(default_conf, mocker):
assert tickers['BCH/BTC']['bid'] == 0.6
assert tickers['BCH/BTC']['ask'] == 0.5
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
"get_tickers", "fetch_tickers")
with pytest.raises(OperationalException):
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_tickers()
api_mock.fetch_tickers = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_tickers()
def test_get_ticker(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_ticker(default_conf, mocker, exchange_name):
api_mock = MagicMock()
tick = {
'symbol': 'ETH/BTC',
@ -786,7 +858,7 @@ def test_get_ticker(default_conf, mocker):
}
api_mock.fetch_ticker = MagicMock(return_value=tick)
api_mock.markets = {'ETH/BTC': {}}
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
# retrieve original ticker
ticker = exchange.get_ticker(pair='ETH/BTC')
@ -801,7 +873,7 @@ def test_get_ticker(default_conf, mocker):
'last': 42,
}
api_mock.fetch_ticker = MagicMock(return_value=tick)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
# if not caching the result we should get the same ticker
# if not fetching a new result we should get the cached ticker
@ -820,20 +892,21 @@ def test_get_ticker(default_conf, mocker):
exchange.get_ticker(pair='ETH/BTC', refresh=False)
assert api_mock.fetch_ticker.call_count == 0
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
"get_ticker", "fetch_ticker",
pair='ETH/BTC', refresh=True)
api_mock.fetch_ticker = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_ticker(pair='ETH/BTC', refresh=True)
with pytest.raises(DependencyException, match=r'Pair XRP/ETH not available'):
exchange.get_ticker(pair='XRP/ETH', refresh=True)
def test_get_history(default_conf, mocker, caplog):
exchange = get_patched_exchange(mocker, default_conf)
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_history(default_conf, mocker, caplog, exchange_name):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
tick = [
[
arrow.utcnow().timestamp * 1000, # unix timestamp ms
@ -912,7 +985,8 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
@pytest.mark.asyncio
async def test__async_get_candle_history(default_conf, mocker, caplog):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
tick = [
[
arrow.utcnow().timestamp * 1000, # unix timestamp ms
@ -925,11 +999,10 @@ async def test__async_get_candle_history(default_conf, mocker, caplog):
]
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
# Monkey-patch async function
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
exchange = Exchange(default_conf)
pair = 'ETH/BTC'
res = await exchange._async_get_candle_history(pair, "5m")
assert type(res) is tuple
@ -948,7 +1021,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog):
api_mock = MagicMock()
with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_get_candle_history(pair, "5m",
(arrow.utcnow().timestamp - 2000) * 1000)
@ -1001,12 +1074,13 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
assert log_has("Async code raised an exception: TypeError", caplog.record_tuples)
def test_get_order_book(default_conf, mocker, order_book_l2):
default_conf['exchange']['name'] = 'binance'
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_order_book(default_conf, mocker, order_book_l2, exchange_name):
default_conf['exchange']['name'] = exchange_name
api_mock = MagicMock()
api_mock.fetch_l2_order_book = order_book_l2
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order_book = exchange.get_order_book(pair='ETH/BTC', limit=10)
assert 'bids' in order_book
assert 'asks' in order_book
@ -1014,19 +1088,20 @@ def test_get_order_book(default_conf, mocker, order_book_l2):
assert len(order_book['asks']) == 10
def test_get_order_book_exception(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_order_book_exception(default_conf, mocker, exchange_name):
api_mock = MagicMock()
with pytest.raises(OperationalException):
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_order_book(pair='ETH/BTC', limit=50)
with pytest.raises(TemporaryError):
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_order_book(pair='ETH/BTC', limit=50)
with pytest.raises(OperationalException):
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_order_book(pair='ETH/BTC', limit=50)
@ -1039,8 +1114,9 @@ def make_fetch_ohlcv_mock(data):
return fetch_ohlcv_mock
@pytest.mark.parametrize("exchange_name", EXCHANGES)
@pytest.mark.asyncio
async def test___async_get_candle_history_sort(default_conf, mocker):
async def test___async_get_candle_history_sort(default_conf, mocker, exchange_name):
def sort_data(data, key):
return sorted(data, key=key)
@ -1058,7 +1134,7 @@ async def test___async_get_candle_history_sort(default_conf, mocker):
[1527830700000, 0.07652, 0.07652, 0.07651, 0.07652, 10.04822687],
[1527830400000, 0.07649, 0.07651, 0.07649, 0.07651, 2.5734867]
]
exchange = get_patched_exchange(mocker, default_conf)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data))
# Test the ticker history sort
@ -1120,36 +1196,39 @@ async def test___async_get_candle_history_sort(default_conf, mocker):
assert ticks[9][5] == 2.31452783
def test_cancel_order_dry_run(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
assert exchange.cancel_order(order_id='123', pair='TKN/BTC') is None
# Ensure that if not dry_run, we should call API
def test_cancel_order(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_cancel_order(default_conf, mocker, exchange_name):
default_conf['dry_run'] = False
api_mock = MagicMock()
api_mock.cancel_order = MagicMock(return_value=123)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
with pytest.raises(DependencyException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
"cancel_order", "cancel_order",
order_id='_', pair='TKN/BTC')
def test_get_order(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_order(default_conf, mocker, exchange_name):
default_conf['dry_run'] = True
order = MagicMock()
order.myid = 123
exchange = get_patched_exchange(mocker, default_conf)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange._dry_run_open_orders['X'] = order
print(exchange.get_order('X', 'TKN/BTC'))
assert exchange.get_order('X', 'TKN/BTC').myid == 123
@ -1157,67 +1236,32 @@ def test_get_order(default_conf, mocker):
default_conf['dry_run'] = False
api_mock = MagicMock()
api_mock.fetch_order = MagicMock(return_value=456)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
assert exchange.get_order('X', 'TKN/BTC') == 456
with pytest.raises(DependencyException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
'get_order', 'fetch_order',
order_id='_', pair='TKN/BTC')
def test_name(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_name(default_conf, mocker, exchange_name):
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
default_conf['exchange']['name'] = 'binance'
default_conf['exchange']['name'] = exchange_name
exchange = Exchange(default_conf)
assert exchange.name == 'Binance'
assert exchange.name == exchange_name.title()
assert exchange.id == exchange_name
def test_id(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
default_conf['exchange']['name'] = 'binance'
exchange = Exchange(default_conf)
assert exchange.id == 'binance'
def test_get_pair_detail_url(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
default_conf['exchange']['name'] = 'binance'
exchange = Exchange(default_conf)
url = exchange.get_pair_detail_url('TKN/ETH')
assert 'TKN' in url
assert 'ETH' in url
url = exchange.get_pair_detail_url('LOOONG/BTC')
assert 'LOOONG' in url
assert 'BTC' in url
default_conf['exchange']['name'] = 'bittrex'
exchange = Exchange(default_conf)
url = exchange.get_pair_detail_url('TKN/ETH')
assert 'TKN' in url
assert 'ETH' in url
url = exchange.get_pair_detail_url('LOOONG/BTC')
assert 'LOOONG' in url
assert 'BTC' in url
default_conf['exchange']['name'] = 'poloniex'
exchange = Exchange(default_conf)
url = exchange.get_pair_detail_url('LOOONG/BTC')
assert '' == url
assert log_has('Could not get exchange url for Poloniex', caplog.record_tuples)
def test_get_trades_for_order(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_trades_for_order(default_conf, mocker, exchange_name):
order_id = 'ABCD-ABCD'
since = datetime(2018, 5, 5)
default_conf["dry_run"] = False
@ -1244,13 +1288,13 @@ def test_get_trades_for_order(default_conf, mocker):
'amount': 0.2340606,
'fee': {'cost': 0.06179, 'currency': 'BTC'}
}])
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
orders = exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
assert len(orders) == 1
assert orders[0]['price'] == 165
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
'get_trades_for_order', 'fetch_my_trades',
order_id=order_id, pair='LTC/BTC', since=since)
@ -1258,10 +1302,11 @@ def test_get_trades_for_order(default_conf, mocker):
assert exchange.get_trades_for_order(order_id, 'LTC/BTC', since) == []
def test_get_markets(default_conf, mocker, markets):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_markets(default_conf, mocker, markets, exchange_name):
api_mock = MagicMock()
api_mock.fetch_markets = markets
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
ret = exchange.get_markets()
assert isinstance(ret, list)
assert len(ret) == 9
@ -1269,11 +1314,12 @@ def test_get_markets(default_conf, mocker, markets):
assert ret[0]["id"] == "ethbtc"
assert ret[0]["symbol"] == "ETH/BTC"
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
'get_markets', 'fetch_markets')
def test_get_fee(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_fee(default_conf, mocker, exchange_name):
api_mock = MagicMock()
api_mock.calculate_fee = MagicMock(return_value={
'type': 'taker',
@ -1281,11 +1327,11 @@ def test_get_fee(default_conf, mocker):
'rate': 0.025,
'cost': 0.05
})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
assert exchange.get_fee() == 0.025
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
'get_fee', 'calculate_fee')

2
freqtrade/tests/rpc/test_rpc.py
View File

@ -51,7 +51,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
assert {
'trade_id': 1,
'pair': 'ETH/BTC',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'date': ANY,
'open_rate': 1.099e-05,
'close_rate': None,
@ -72,7 +71,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
assert {
'trade_id': 1,
'pair': 'ETH/BTC',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'date': ANY,
'open_rate': 1.099e-05,
'close_rate': None,

28
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@ -5,7 +5,7 @@
import re
from datetime import datetime
from random import randint
from unittest.mock import MagicMock, ANY
from unittest.mock import MagicMock
import arrow
import pytest
@ -183,7 +183,6 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_pair_detail_url=MagicMock(),
get_fee=fee,
get_markets=markets
)
@ -195,7 +194,6 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
_rpc_trade_status=MagicMock(return_value=[{
'trade_id': 1,
'pair': 'ETH/BTC',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'date': arrow.utcnow(),
'open_rate': 1.099e-05,
'close_rate': None,
@ -270,7 +268,7 @@ def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> No
telegram._status(bot=MagicMock(), update=update)
assert msg_mock.call_count == 1
assert '[ETH/BTC]' in msg_mock.call_args_list[0][0][0]
assert 'ETH/BTC' in msg_mock.call_args_list[0][0][0]
def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
@ -721,7 +719,6 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'profit',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'limit': 1.172e-05,
'amount': 90.99181073703367,
'open_rate': 1.099e-05,
@ -776,7 +773,6 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'limit': 1.044e-05,
'amount': 90.99181073703367,
'open_rate': 1.099e-05,
@ -796,7 +792,6 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker
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('freqtrade.exchange.Exchange.get_pair_detail_url', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
@ -823,7 +818,6 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
'market_url': ANY,
'limit': 1.098e-05,
'amount': 90.99181073703367,
'open_rate': 1.099e-05,
@ -1100,7 +1094,6 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None:
'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,
@ -1108,7 +1101,7 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None:
'fiat_currency': 'USD'
})
assert msg_mock.call_args[0][0] \
== '*Bittrex:* Buying [ETH/BTC](https://bittrex.com/Market/Index?MarketName=BTC-ETH)\n' \
== '*Bittrex:* Buying ETH/BTC\n' \
'with limit `0.00001099\n' \
'(0.001000 BTC,0.000 USD)`'
@ -1129,7 +1122,6 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'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,
@ -1141,8 +1133,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'sell_reason': SellType.STOP_LOSS.value
})
assert msg_mock.call_args[0][0] \
== ('*Binance:* Selling [KEY/ETH]'
'(https://www.binance.com/tradeDetail.html?symbol=KEY_ETH)\n'
== ('*Binance:* Selling KEY/ETH\n'
'*Limit:* `0.00003201`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
@ -1156,7 +1147,6 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'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,
@ -1167,8 +1157,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'sell_reason': SellType.STOP_LOSS.value
})
assert msg_mock.call_args[0][0] \
== ('*Binance:* Selling [KEY/ETH]'
'(https://www.binance.com/tradeDetail.html?symbol=KEY_ETH)\n'
== ('*Binance:* Selling KEY/ETH\n'
'*Limit:* `0.00003201`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
@ -1256,7 +1245,6 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
'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,
@ -1264,7 +1252,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
'fiat_currency': None
})
assert msg_mock.call_args[0][0] \
== '*Bittrex:* Buying [ETH/BTC](https://bittrex.com/Market/Index?MarketName=BTC-ETH)\n' \
== '*Bittrex:* Buying ETH/BTC\n' \
'with limit `0.00001099\n' \
'(0.001000 BTC)`'
@ -1284,7 +1272,6 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
'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,
@ -1296,8 +1283,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
'sell_reason': SellType.STOP_LOSS.value
})
assert msg_mock.call_args[0][0] \
== '*Binance:* Selling [KEY/ETH]' \
'(https://www.binance.com/tradeDetail.html?symbol=KEY_ETH)\n' \
== '*Binance:* Selling KEY/ETH\n' \
'*Limit:* `0.00003201`\n' \
'*Amount:* `1333.33333333`\n' \
'*Open Rate:* `0.00007500`\n' \

3
freqtrade/tests/rpc/test_rpc_webhook.py
View File

@ -48,7 +48,6 @@ def test_send_msg(default_conf, mocker):
'type': RPCMessageType.BUY_NOTIFICATION,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'market_url': "http://mockedurl/ETH_BTC",
'limit': 0.005,
'stake_amount': 0.8,
'stake_amount_fiat': 500,
@ -73,7 +72,6 @@ def test_send_msg(default_conf, mocker):
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': "profit",
'market_url': "http://mockedurl/ETH_BTC",
'limit': 0.005,
'amount': 0.8,
'open_rate': 0.004,
@ -127,7 +125,6 @@ def test_exception_send_msg(default_conf, mocker, caplog):
'type': RPCMessageType.BUY_NOTIFICATION,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'market_url': "http://mockedurl/ETH_BTC",
'limit': 0.005,
'stake_amount': 0.8,
'stake_amount_fiat': 500,

15
freqtrade/tests/test_arguments.py
View File

@ -16,7 +16,7 @@ def test_parse_args_none() -> None:
def test_parse_args_defaults() -> None:
args = Arguments([], '').get_parsed_arg()
assert args.config == 'config.json'
assert args.config == ['config.json']
assert args.strategy_path is None
assert args.datadir is None
assert args.loglevel == 0
@ -24,10 +24,15 @@ def test_parse_args_defaults() -> None:
def test_parse_args_config() -> None:
args = Arguments(['-c', '/dev/null'], '').get_parsed_arg()
assert args.config == '/dev/null'
assert args.config == ['/dev/null']
args = Arguments(['--config', '/dev/null'], '').get_parsed_arg()
assert args.config == '/dev/null'
assert args.config == ['/dev/null']
args = Arguments(['--config', '/dev/null',
'--config', '/dev/zero'],
'').get_parsed_arg()
assert args.config == ['/dev/null', '/dev/zero']
def test_parse_args_db_url() -> None:
@ -139,7 +144,7 @@ def test_parse_args_backtesting_custom() -> None:
'TestStrategy'
]
call_args = Arguments(args, '').get_parsed_arg()
assert call_args.config == 'test_conf.json'
assert call_args.config == ['test_conf.json']
assert call_args.live is True
assert call_args.loglevel == 0
assert call_args.subparser == 'backtesting'
@ -158,7 +163,7 @@ def test_parse_args_hyperopt_custom() -> None:
'--spaces', 'buy'
]
call_args = Arguments(args, '').get_parsed_arg()
assert call_args.config == 'test_conf.json'
assert call_args.config == ['test_conf.json']
assert call_args.epochs == 20
assert call_args.loglevel == 0
assert call_args.subparser == 'hyperopt'

49
freqtrade/tests/test_configuration.py
View File

@ -1,15 +1,15 @@
# pragma pylint: disable=missing-docstring, protected-access, invalid-name
import json
from argparse import Namespace
import logging
from argparse import Namespace
from copy import deepcopy
from unittest.mock import MagicMock
import pytest
from jsonschema import validate, ValidationError, Draft4Validator
from jsonschema import Draft4Validator, ValidationError, validate
from freqtrade import constants
from freqtrade import OperationalException
from freqtrade import OperationalException, constants
from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration, set_loggers
from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
@ -50,18 +50,49 @@ def test_load_config_file(default_conf, mocker, caplog) -> None:
validated_conf = configuration._load_config_file('somefile')
assert file_mock.call_count == 1
assert validated_conf.items() >= default_conf.items()
assert 'internals' in validated_conf
assert log_has('Validating configuration ...', caplog.record_tuples)
def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
default_conf['max_open_trades'] = 0
file_mock = mocker.patch('freqtrade.configuration.open', mocker.mock_open(
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
read_data=json.dumps(default_conf)
))
Configuration(Namespace())._load_config_file('somefile')
assert file_mock.call_count == 1
args = Arguments([], '').get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
assert validated_conf['max_open_trades'] == 0
assert 'internals' in validated_conf
assert log_has('Validating configuration ...', caplog.record_tuples)
def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
conf1 = deepcopy(default_conf)
conf2 = deepcopy(default_conf)
del conf1['exchange']['key']
del conf1['exchange']['secret']
del conf2['exchange']['name']
conf2['exchange']['pair_whitelist'] += ['NANO/BTC']
config_files = [conf1, conf2]
configsmock = MagicMock(side_effect=config_files)
mocker.patch('freqtrade.configuration.Configuration._load_config_file', configsmock)
arg_list = ['-c', 'test_conf.json', '--config', 'test2_conf.json', ]
args = Arguments(arg_list, '').get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
exchange_conf = default_conf['exchange']
assert validated_conf['exchange']['name'] == exchange_conf['name']
assert validated_conf['exchange']['key'] == exchange_conf['key']
assert validated_conf['exchange']['secret'] == exchange_conf['secret']
assert validated_conf['exchange']['pair_whitelist'] != conf1['exchange']['pair_whitelist']
assert validated_conf['exchange']['pair_whitelist'] == conf2['exchange']['pair_whitelist']
assert 'internals' in validated_conf
assert log_has('Validating configuration ...', caplog.record_tuples)

5
freqtrade/tests/test_freqtradebot.py
View File

@ -1872,7 +1872,6 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'profit',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'limit': 1.172e-05,
'amount': 90.99181073703367,
'open_rate': 1.099e-05,
@ -1919,7 +1918,6 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'limit': 1.044e-05,
'amount': 90.99181073703367,
'open_rate': 1.099e-05,
@ -1974,7 +1972,6 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'limit': 1.08801e-05,
'amount': 90.99181073703367,
'open_rate': 1.099e-05,
@ -2146,7 +2143,6 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'profit',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'limit': 1.172e-05,
'amount': 90.99181073703367,
'open_rate': 1.099e-05,
@ -2194,7 +2190,6 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'limit': 1.044e-05,
'amount': 90.99181073703367,
'open_rate': 1.099e-05,

4
freqtrade/tests/test_main.py
View File

@ -22,7 +22,7 @@ def test_parse_args_backtesting(mocker) -> None:
main(['backtesting'])
assert backtesting_mock.call_count == 1
call_args = backtesting_mock.call_args[0][0]
assert call_args.config == 'config.json'
assert call_args.config == ['config.json']
assert call_args.live is False
assert call_args.loglevel == 0
assert call_args.subparser == 'backtesting'
@ -35,7 +35,7 @@ def test_main_start_hyperopt(mocker) -> None:
main(['hyperopt'])
assert hyperopt_mock.call_count == 1
call_args = hyperopt_mock.call_args[0][0]
assert call_args.config == 'config.json'
assert call_args.config == ['config.json']
assert call_args.loglevel == 0
assert call_args.subparser == 'hyperopt'
assert call_args.func is not None

45
freqtrade/tests/test_persistence.py
View File

@ -629,3 +629,48 @@ def test_adjust_stop_loss(limit_buy_order, limit_sell_order, fee):
assert round(trade.stop_loss, 8) == 1.26
assert trade.max_rate == 1.4
assert trade.initial_stop_loss == 0.95
def test_get_open(default_conf, fee):
init(default_conf)
# Simulate dry_run entries
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='dry_run_buy_12345'
)
Trade.session.add(trade)
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
is_open=False,
open_order_id='dry_run_sell_12345'
)
Trade.session.add(trade)
# Simulate prod entry
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='prod_buy_12345'
)
Trade.session.add(trade)
assert len(Trade.get_open_trades()) == 2

2
requirements-dev.txt
View File

@ -1,7 +1,7 @@
# Include all requirements to run the bot.
-r requirements.txt
flake8==3.7.6
flake8==3.7.7
flake8-type-annotations==0.1.0
flake8-tidy-imports==2.0.0
pytest==4.3.0

8
requirements.txt
View File

@ -1,4 +1,4 @@
ccxt==1.18.281
ccxt==1.18.313
SQLAlchemy==1.2.18
python-telegram-bot==11.1.0
arrow==0.13.1
@ -6,12 +6,12 @@ cachetools==3.1.0
requests==2.21.0
urllib3==1.24.1
wrapt==1.11.1
numpy==1.16.1
numpy==1.16.2
pandas==0.24.1
scikit-learn==0.20.2
scikit-learn==0.20.3
joblib==0.13.2
scipy==1.2.1
jsonschema==2.6.0
jsonschema==3.0.1
TA-Lib==0.4.17
tabulate==0.8.3
coinmarketcap==5.0.3

14
scripts/download_backtest_data.py
View File

@ -5,12 +5,14 @@ import json
import sys
from pathlib import Path
import arrow
from typing import Any, Dict
from freqtrade import arguments
from freqtrade.arguments import Arguments
from freqtrade.arguments import TimeRange
from freqtrade.exchange import Exchange
from freqtrade.data.history import download_pair_history
from freqtrade.configuration import Configuration, set_loggers
from freqtrade.misc import deep_merge_dicts
import logging
logging.basicConfig(
@ -21,7 +23,7 @@ set_loggers(0)
DEFAULT_DL_PATH = 'user_data/data'
arguments = arguments.Arguments(sys.argv[1:], 'download utility')
arguments = Arguments(sys.argv[1:], 'download utility')
arguments.testdata_dl_options()
args = arguments.parse_args()
@ -29,7 +31,13 @@ timeframes = args.timeframes
if args.config:
configuration = Configuration(args)
config = configuration._load_config_file(args.config)
config: Dict[str, Any] = {}
# Now expecting a list of config filenames here, not a string
for path in args.config:
print('Using config: %s ...', path)
# Merge config options, overwriting old values
config = deep_merge_dicts(configuration._load_config_file(path), config)
config['stake_currency'] = ''
# Ensure we do not use Exchange credentials