Make ohlcv data endpoint work correctly with new interface

freqtrade/rpc/api_server/api_schemas.py

@@ -145,6 +145,8 @@ class OrderTypes(BaseModel):
 class ShowConfig(BaseModel):
     version: str
     dry_run: bool
+    trading_mode: str
+    short_allowed: bool
     stake_currency: str
     stake_amount: Union[float, str]
     available_capital: Optional[float]
@@ -339,6 +341,10 @@ class PairHistory(BaseModel):
     length: int
     buy_signals: int
     sell_signals: int
+    enter_long_signals: int
+    exit_long_signals: int
+    enter_short_signals: int
+    exit_short_signals: int
     last_analyzed: datetime
     last_analyzed_ts: int
     data_start_ts: int

freqtrade/rpc/rpc.py

@@ -108,6 +108,8 @@ class RPC:
         val = {
             'version': __version__,
             'dry_run': config['dry_run'],
+            'trading_mode': config.get('trading_mode', 'spot'),
+            'short_allowed': config.get('trading_mode', 'spot') != 'spot',
             'stake_currency': config['stake_currency'],
             'stake_currency_decimals': decimals_per_coin(config['stake_currency']),
             'stake_amount': config['stake_amount'],
@@ -909,20 +911,21 @@ class RPC:
     def _convert_dataframe_to_dict(strategy: str, pair: str, timeframe: str, dataframe: DataFrame,
                                    last_analyzed: datetime) -> Dict[str, Any]:
         has_content = len(dataframe) != 0
-        buy_signals = 0
+        signals = {
-        sell_signals = 0
+            'enter_long': 0,
+            'exit_long': 0,
+            'enter_short': 0,
+            'exit_short': 0,
+        }
         if has_content:
 
             dataframe.loc[:, '__date_ts'] = dataframe.loc[:, 'date'].view(int64) // 1000 // 1000
             # Move signal close to separate column when signal for easy plotting
-            if 'buy' in dataframe.columns:
+            for sig_type in signals.keys():
-                buy_mask = (dataframe['buy'] == 1)
+                if sig_type in dataframe.columns:
-                buy_signals = int(buy_mask.sum())
+                    mask = (dataframe[sig_type] == 1)
-                dataframe.loc[buy_mask, '_buy_signal_close'] = dataframe.loc[buy_mask, 'close']
+                    signals[sig_type] = int(mask.sum())
-            if 'sell' in dataframe.columns:
+                    dataframe.loc[mask, f'_{sig_type}_signal_close'] = dataframe.loc[mask, 'close']
-                sell_mask = (dataframe['sell'] == 1)
-                sell_signals = int(sell_mask.sum())
-                dataframe.loc[sell_mask, '_sell_signal_close'] = dataframe.loc[sell_mask, 'close']
             dataframe = dataframe.replace([inf, -inf], NAN)
             dataframe = dataframe.replace({NAN: None})
 
@@ -934,8 +937,12 @@ class RPC:
             'columns': list(dataframe.columns),
             'data': dataframe.values.tolist(),
             'length': len(dataframe),
-            'buy_signals': buy_signals,
+            'buy_signals': signals['enter_long'],  # Deprecated
-            'sell_signals': sell_signals,
+            'sell_signals': signals['exit_long'],  # Deprecated
+            'enter_long_signals': signals['enter_long'],
+            'exit_long_signals': signals['exit_long'],
+            'enter_short_signals': signals['enter_short'],
+            'exit_short_signals': signals['exit_short'],
             'last_analyzed': last_analyzed,
             'last_analyzed_ts': int(last_analyzed.timestamp()),
             'data_start': '',

tests/rpc/test_rpc_apiserver.py

@@ -527,18 +527,20 @@ def test_api_show_config(botclient):
 
     rc = client_get(client, f"{BASE_URI}/show_config")
     assert_response(rc)
-    assert 'dry_run' in rc.json()
+    response = rc.json()
-    assert rc.json()['exchange'] == 'binance'
+    assert 'dry_run' in response
-    assert rc.json()['timeframe'] == '5m'
+    assert response['exchange'] == 'binance'
-    assert rc.json()['timeframe_ms'] == 300000
+    assert response['timeframe'] == '5m'
-    assert rc.json()['timeframe_min'] == 5
+    assert response['timeframe_ms'] == 300000
-    assert rc.json()['state'] == 'running'
+    assert response['timeframe_min'] == 5
-    assert rc.json()['bot_name'] == 'freqtrade'
+    assert response['state'] == 'running'
-    assert not rc.json()['trailing_stop']
+    assert response['bot_name'] == 'freqtrade'
-    assert 'bid_strategy' in rc.json()
+    assert response['trading_mode'] == 'spot'
-    assert 'ask_strategy' in rc.json()
+    assert not response['trailing_stop']
-    assert 'unfilledtimeout' in rc.json()
+    assert 'bid_strategy' in response
-    assert 'version' in rc.json()
+    assert 'ask_strategy' in response
+    assert 'unfilledtimeout' in response
+    assert 'version' in response
 
 
 def test_api_daily(botclient, mocker, ticker, fee, markets):
@@ -1168,9 +1170,11 @@ def test_api_pair_candles(botclient, ohlcv_history):
     assert 'data_stop_ts' in rc.json()
     assert len(rc.json()['data']) == 0
     ohlcv_history['sma'] = ohlcv_history['close'].rolling(2).mean()
-    ohlcv_history['buy'] = 0
+    ohlcv_history['enter_long'] = 0
-    ohlcv_history.loc[1, 'buy'] = 1
+    ohlcv_history.loc[1, 'enter_long'] = 1
-    ohlcv_history['sell'] = 0
+    ohlcv_history['exit_long'] = 0
+    ohlcv_history['enter_short'] = 0
+    ohlcv_history['exit_short'] = 0
 
     ftbot.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
 
@@ -1189,9 +1193,12 @@ def test_api_pair_candles(botclient, ohlcv_history):
     assert rc.json()['data_stop'] == '2017-11-26 09:00:00+00:00'
     assert rc.json()['data_stop_ts'] == 1511686800000
     assert isinstance(rc.json()['columns'], list)
-    assert rc.json()['columns'] == ['date', 'open', 'high',
+    assert set(rc.json()['columns']) == {
-                                    'low', 'close', 'volume', 'sma', 'buy', 'sell',
+        'date', 'open', 'high', 'low', 'close', 'volume',
-                                    '__date_ts', '_buy_signal_close', '_sell_signal_close']
+        'sma', 'enter_long', 'exit_long', 'enter_short', 'exit_short', '__date_ts',
+        '_enter_long_signal_close', '_exit_long_signal_close',
+        '_enter_short_signal_close', '_exit_short_signal_close'
+    }
     assert 'pair' in rc.json()
     assert rc.json()['pair'] == 'XRP/BTC'
 
@@ -1200,12 +1207,12 @@ def test_api_pair_candles(botclient, ohlcv_history):
 
     assert (rc.json()['data'] ==
             [['2017-11-26 08:50:00', 8.794e-05, 8.948e-05, 8.794e-05, 8.88e-05, 0.0877869,
-              None, 0, 0, 1511686200000, None, None],
+              None, 0, 0, 0, 0, 1511686200000, None, None, None, None],
              ['2017-11-26 08:55:00', 8.88e-05, 8.942e-05, 8.88e-05,
-                 8.893e-05, 0.05874751, 8.886500000000001e-05, 1, 0, 1511686500000, 8.893e-05,
+                 8.893e-05, 0.05874751, 8.886500000000001e-05, 1, 0, 0, 0, 1511686500000, 8.893e-05,
-                 None],
+                 None, None, None],
              ['2017-11-26 09:00:00', 8.891e-05, 8.893e-05, 8.875e-05, 8.877e-05,
-                 0.7039405, 8.885e-05, 0, 0, 1511686800000, None, None]
+                 0.7039405, 8.885e-05, 0, 0, 0, 0, 1511686800000, None, None, None, None]
 
              ])