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Merge 5c945bd10c into a90e90f577

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Matthias 2018-03-11 19:24:41 +00:00 committed by GitHub
commit 7920a0d111
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3 changed files with 14 additions and 11 deletions
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2
freqtrade/exchange/__init__.py
View File

@ -165,7 +165,7 @@ def get_balance(currency: str) -> float:
if _CONF['dry_run']: if _CONF['dry_run']:
return 999.9 return 999.9
return _API.fetch_balance()[currency] return _API.fetch_balance()[currency]["free"]
def get_balances(): def get_balances():

13
freqtrade/optimize/__init__.py
View File

@ -3,6 +3,7 @@
import logging import logging
import json import json
import os import os
from datetime import datetime
from typing import Optional, List, Dict from typing import Optional, List, Dict
from pandas import DataFrame from pandas import DataFrame
from freqtrade.exchange import get_ticker_history from freqtrade.exchange import get_ticker_history
@ -35,7 +36,7 @@ def load_tickerdata_file(datadir, pair, ticker_interval, timerange=None):
path = make_testdata_path(datadir) path = make_testdata_path(datadir)
file = '{abspath}/{pair}-{ticker_interval}.json'.format( file = '{abspath}/{pair}-{ticker_interval}.json'.format(
abspath=path, abspath=path,
pair=pair, pair=pair.replace('/', '_'),
ticker_interval=ticker_interval, ticker_interval=ticker_interval,
) )
gzipfile = file + '.gz' gzipfile = file + '.gz'
@ -135,7 +136,7 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
interval=interval, interval=interval,
)) ))
filepair = pair.replace("-", "_") filepair = pair.replace("/", "_")
filename = os.path.join(path, '{pair}-{interval}.json'.format( filename = os.path.join(path, '{pair}-{interval}.json'.format(
pair=filepair, pair=filepair,
interval=interval, interval=interval,
@ -155,9 +156,11 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
for row in new_data: for row in new_data:
if row not in data: if row not in data:
data.append(row) data.append(row)
logger.debug("New Start: {}".format(data[1]['T'])) logger.debug("New Start: {}".format(
logger.debug("New End: {}".format(data[-1:][0]['T'])) datetime.fromtimestamp(data[0][0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S')))
data = sorted(data, key=lambda data: data['T']) logger.debug("New End: {}".format(
datetime.fromtimestamp(data[-1:][0][0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S')))
data = sorted(data, key=lambda data: data[0])
misc.file_dump_json(filename, data) misc.file_dump_json(filename, data)

10
freqtrade/optimize/backtesting.py
View File

@ -73,7 +73,7 @@ def get_sell_trade_entry(pair, row, buy_subset, ticker, trade_count_lock, args):
open_date=row.date, open_date=row.date,
stake_amount=stake_amount, stake_amount=stake_amount,
amount=stake_amount / row.open, amount=stake_amount / row.open,
fee=exchange.get_fee() fee=exchange.get_fee_taker()
) )
# calculate win/lose forwards from buy point # calculate win/lose forwards from buy point
@ -113,7 +113,6 @@ def backtest(args) -> DataFrame:
records = [] records = []
trades = [] trades = []
trade_count_lock: dict = {} trade_count_lock: dict = {}
exchange._API = Bittrex({'key': '', 'secret': ''})
for pair, pair_data in processed.items(): for pair, pair_data in processed.items():
pair_data['buy'], pair_data['sell'] = 0, 0 pair_data['buy'], pair_data['sell'] = 0, 0
ticker = populate_sell_trend(populate_buy_trend(pair_data)) ticker = populate_sell_trend(populate_buy_trend(pair_data))
@ -164,13 +163,14 @@ def start(args):
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s', format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
) )
exchange._API = Bittrex({'key': '', 'secret': ''})
logger.info('Using config: %s ...', args.config) logger.info('Using config: %s ...', args.config)
config = misc.load_config(args.config) config = misc.load_config(args.config)
ticker_interval = config.get('ticker_interval', args.ticker_interval) ticker_interval = config.get('ticker_interval', args.ticker_interval)
logger.info('Using ticker_interval: %s ...', ticker_interval) logger.info('Using ticker_interval: %s ...', ticker_interval)
# patch config to no key
config['key'] = ''
config['secret'] = ''
exchange.init(config)
data = {} data = {}
pairs = config['exchange']['pair_whitelist'] pairs = config['exchange']['pair_whitelist']
if args.live: if args.live: