adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into pr/imxuwang/3799

Browse Source
This commit is contained in:
Matthias
2020-11-19 13:18:03 +01:00
parent 50e7418d24 37849f8496
commit 7a8b274a44
54 changed files with 772 additions and 511 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
freqtrade/commands/cli_options.py
View File

@@ -4,6 +4,7 @@ Definition of cli arguments used in arguments.py
from argparse import ArgumentTypeError
from freqtrade import __version__, constants
from freqtrade.constants import HYPEROPT_LOSS_BUILTIN
def check_int_positive(value: str) -> int:
@@ -257,8 +258,7 @@ AVAILABLE_CLI_OPTIONS = {
help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
'Different functions can generate completely different results, '
'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
'ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss, '
'SharpeHyperOptLossDaily, SortinoHyperOptLoss, SortinoHyperOptLossDaily.',
f'{", ".join(HYPEROPT_LOSS_BUILTIN)}',
metavar='NAME',
),
"hyperoptexportfilename": Arg(
@@ -354,13 +354,11 @@ AVAILABLE_CLI_OPTIONS = {
'--data-format-ohlcv',
help='Storage format for downloaded candle (OHLCV) data. (default: `%(default)s`).',
choices=constants.AVAILABLE_DATAHANDLERS,
default='json'
),
"dataformat_trades": Arg(
'--data-format-trades',
help='Storage format for downloaded trades data. (default: `%(default)s`).',
choices=constants.AVAILABLE_DATAHANDLERS,
default='jsongz'
),
"exchange": Arg(
'--exchange',

8
freqtrade/commands/data_commands.py
View File

@@ -1,10 +1,9 @@
import logging
import sys
from collections import defaultdict
from datetime import datetime, timedelta
from typing import Any, Dict, List
import arrow
from freqtrade.configuration import TimeRange, setup_utils_configuration
from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data,
@@ -29,12 +28,15 @@ def start_download_data(args: Dict[str, Any]) -> None:
"You can only specify one or the other.")
timerange = TimeRange()
if 'days' in config:
time_since = arrow.utcnow().shift(days=-config['days']).strftime("%Y%m%d")
time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d")
timerange = TimeRange.parse_timerange(f'{time_since}-')
if 'timerange' in config:
timerange = timerange.parse_timerange(config['timerange'])
# Remove stake-currency to skip checks which are not relevant for datadownload
config['stake_currency'] = ''
if 'pairs' not in config:
raise OperationalException(
"Downloading data requires a list of pairs. "

2
freqtrade/commands/deploy_commands.py
View File

@@ -133,7 +133,7 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
if new_path.exists():
raise OperationalException(f"`{new_path}` already exists. "
"Please choose another Strategy Name.")
"Please choose another Hyperopt Name.")
deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
else:
raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")

8
freqtrade/configuration/timerange.py
View File

@@ -52,11 +52,11 @@ class TimeRange:
:return: None (Modifies the object in place)
"""
if (not self.starttype or (startup_candles
and min_date.timestamp >= self.startts)):
and min_date.int_timestamp >= self.startts)):
# If no startts was defined, or backtest-data starts at the defined backtest-date
logger.warning("Moving start-date by %s candles to account for startup time.",
startup_candles)
self.startts = (min_date.timestamp + timeframe_secs * startup_candles)
self.startts = (min_date.int_timestamp + timeframe_secs * startup_candles)
self.starttype = 'date'
@staticmethod
@@ -89,7 +89,7 @@ class TimeRange:
if stype[0]:
starts = rvals[index]
if stype[0] == 'date' and len(starts) == 8:
start = arrow.get(starts, 'YYYYMMDD').timestamp
start = arrow.get(starts, 'YYYYMMDD').int_timestamp
elif len(starts) == 13:
start = int(starts) // 1000
else:
@@ -98,7 +98,7 @@ class TimeRange:
if stype[1]:
stops = rvals[index]
if stype[1] == 'date' and len(stops) == 8:
stop = arrow.get(stops, 'YYYYMMDD').timestamp
stop = arrow.get(stops, 'YYYYMMDD').int_timestamp
elif len(stops) == 13:
stop = int(stops) // 1000
else:

3
freqtrade/constants.py
View File

@@ -20,6 +20,9 @@ REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
ORDERBOOK_SIDES = ['ask', 'bid']
ORDERTYPE_POSSIBILITIES = ['limit', 'market']
ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
'AgeFilter', 'PrecisionFilter', 'PriceFilter',
'ShuffleFilter', 'SpreadFilter']

6
freqtrade/data/dataprovider.py
View File

@@ -8,7 +8,6 @@ import logging
from datetime import datetime, timezone
from typing import Any, Dict, List, Optional, Tuple
from arrow import Arrow
from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
@@ -38,7 +37,7 @@ class DataProvider:
:param timeframe: Timeframe to get data for
:param dataframe: analyzed dataframe
"""
self.__cached_pairs[(pair, timeframe)] = (dataframe, Arrow.utcnow().datetime)
self.__cached_pairs[(pair, timeframe)] = (dataframe, datetime.now(timezone.utc))
def add_pairlisthandler(self, pairlists) -> None:
"""
@@ -88,7 +87,8 @@ class DataProvider:
"""
return load_pair_history(pair=pair,
timeframe=timeframe or self._config['timeframe'],
datadir=self._config['datadir']
datadir=self._config['datadir'],
data_format=self._config.get('dataformat_ohlcv', 'json')
)
def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:

4
freqtrade/data/history/hdf5datahandler.py
View File

@@ -3,6 +3,7 @@ import re
from pathlib import Path
from typing import List, Optional
import numpy as np
import pandas as pd
from freqtrade import misc
@@ -175,7 +176,8 @@ class HDF5DataHandler(IDataHandler):
if timerange.stoptype == 'date':
where.append(f"timestamp < {timerange.stopts * 1e3}")
trades = pd.read_hdf(filename, key=key, mode="r", where=where)
trades: pd.DataFrame = pd.read_hdf(filename, key=key, mode="r", where=where)
trades[['id', 'type']] = trades[['id', 'type']].replace({np.nan: None})
return trades.values.tolist()
def trades_purge(self, pair: str) -> bool:

4
freqtrade/edge/edge_positioning.py
View File

@@ -87,7 +87,7 @@ class Edge:
heartbeat = self.edge_config.get('process_throttle_secs')
if (self._last_updated > 0) and (
self._last_updated + heartbeat > arrow.utcnow().timestamp):
self._last_updated + heartbeat > arrow.utcnow().int_timestamp):
return False
data: Dict[str, Any] = {}
@@ -146,7 +146,7 @@ class Edge:
# Fill missing, calculable columns, profit, duration , abs etc.
trades_df = self._fill_calculable_fields(DataFrame(trades))
self._cached_pairs = self._process_expectancy(trades_df)
self._last_updated = arrow.utcnow().timestamp
self._last_updated = arrow.utcnow().int_timestamp
return True

31
freqtrade/exchange/exchange.py
View File

@@ -282,7 +282,7 @@ class Exchange:
asyncio.get_event_loop().run_until_complete(
self._api_async.load_markets(reload=reload))
except ccxt.BaseError as e:
except (asyncio.TimeoutError, ccxt.BaseError) as e:
logger.warning('Could not load async markets. Reason: %s', e)
return
@@ -291,7 +291,7 @@ class Exchange:
try:
self._api.load_markets()
self._load_async_markets()
self._last_markets_refresh = arrow.utcnow().timestamp
self._last_markets_refresh = arrow.utcnow().int_timestamp
except ccxt.BaseError as e:
logger.warning('Unable to initialize markets. Reason: %s', e)
@@ -300,14 +300,14 @@ class Exchange:
# Check whether markets have to be reloaded
if (self._last_markets_refresh > 0) and (
self._last_markets_refresh + self.markets_refresh_interval
> arrow.utcnow().timestamp):
> arrow.utcnow().int_timestamp):
return None
logger.debug("Performing scheduled market reload..")
try:
self._api.load_markets(reload=True)
# Also reload async markets to avoid issues with newly listed pairs
self._load_async_markets(reload=True)
self._last_markets_refresh = arrow.utcnow().timestamp
self._last_markets_refresh = arrow.utcnow().int_timestamp
except ccxt.BaseError:
logger.exception("Could not reload markets.")
@@ -501,7 +501,7 @@ class Exchange:
'side': side,
'remaining': _amount,
'datetime': arrow.utcnow().isoformat(),
'timestamp': int(arrow.utcnow().timestamp * 1000),
'timestamp': int(arrow.utcnow().int_timestamp * 1000),
'status': "closed" if ordertype == "market" else "open",
'fee': None,
'info': {}
@@ -687,6 +687,9 @@ class Exchange:
async def _async_get_historic_ohlcv(self, pair: str,
timeframe: str,
since_ms: int) -> List:
"""
Download historic ohlcv
"""
one_call = timeframe_to_msecs(timeframe) * self._ohlcv_candle_limit
logger.debug(
@@ -696,15 +699,20 @@ class Exchange:
)
input_coroutines = [self._async_get_candle_history(
pair, timeframe, since) for since in
range(since_ms, arrow.utcnow().timestamp * 1000, one_call)]
range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
results = await asyncio.gather(*input_coroutines, return_exceptions=True)
# Combine gathered results
data: List = []
for p, timeframe, res in results:
for res in results:
if isinstance(res, Exception):
logger.warning("Async code raised an exception: %s", res.__class__.__name__)
continue
# Deconstruct tuple if it's not an exception
p, _, new_data = res
if p == pair:
data.extend(res)
data.extend(new_data)
# Sort data again after extending the result - above calls return in "async order"
data = sorted(data, key=lambda x: x[0])
logger.info("Downloaded data for %s with length %s.", pair, len(data))
@@ -741,9 +749,8 @@ class Exchange:
if isinstance(res, Exception):
logger.warning("Async code raised an exception: %s", res.__class__.__name__)
continue
pair = res[0]
timeframe = res[1]
ticks = res[2]
# Deconstruct tuple (has 3 elements)
pair, timeframe, ticks = res
# keeping last candle time as last refreshed time of the pair
if ticks:
self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
@@ -759,7 +766,7 @@ class Exchange:
interval_in_sec = timeframe_to_seconds(timeframe)
return not ((self._pairs_last_refresh_time.get((pair, timeframe), 0)
+ interval_in_sec) >= arrow.utcnow().timestamp)
+ interval_in_sec) >= arrow.utcnow().int_timestamp)
@retrier_async
async def _async_get_candle_history(self, pair: str, timeframe: str,

50
freqtrade/freqtradebot.py
View File

@@ -4,7 +4,7 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
import copy
import logging
import traceback
from datetime import datetime
from datetime import datetime, timezone
from math import isclose
from threading import Lock
from typing import Any, Dict, List, Optional
@@ -19,10 +19,10 @@ from freqtrade.data.dataprovider import DataProvider
from freqtrade.edge import Edge
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, PricingError)
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import safe_value_fallback, safe_value_fallback2
from freqtrade.pairlist.pairlistmanager import PairListManager
from freqtrade.persistence import Order, Trade, cleanup_db, init_db
from freqtrade.persistence import Order, PairLocks, Trade, cleanup_db, init_db
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.rpc import RPCManager, RPCMessageType
from freqtrade.state import State
@@ -72,6 +72,8 @@ class FreqtradeBot:
self.wallets = Wallets(self.config, self.exchange)
PairLocks.timeframe = self.config['timeframe']
self.pairlists = PairListManager(self.exchange, self.config)
self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
@@ -345,27 +347,27 @@ class FreqtradeBot:
whitelist = copy.deepcopy(self.active_pair_whitelist)
if not whitelist:
logger.info("Active pair whitelist is empty.")
else:
# Remove pairs for currently opened trades from the whitelist
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)
return trades_created
# Remove pairs for currently opened trades from the whitelist
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)
if not whitelist:
logger.info("No currency pair in active pair whitelist, "
"but checking to sell open trades.")
else:
# Create entity and execute trade for each pair from whitelist
for pair in whitelist:
try:
trades_created += self.create_trade(pair)
except DependencyException as exception:
logger.warning('Unable to create trade for %s: %s', pair, exception)
if not whitelist:
logger.info("No currency pair in active pair whitelist, "
"but checking to sell open trades.")
return trades_created
# Create entity and execute trade for each pair from whitelist
for pair in whitelist:
try:
trades_created += self.create_trade(pair)
except DependencyException as exception:
logger.warning('Unable to create trade for %s: %s', pair, exception)
if not trades_created:
logger.debug("Found no buy signals for whitelisted currencies. "
"Trying again...")
if not trades_created:
logger.debug("Found no buy signals for whitelisted currencies. "
"Trying again...")
return trades_created
@@ -937,7 +939,7 @@ class FreqtradeBot:
self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
stoploss_order=True)
# Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']),
self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
reason='Auto lock')
self._notify_sell(trade, "stoploss")
return True
@@ -1264,7 +1266,7 @@ class FreqtradeBot:
Trade.session.flush()
# Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']),
self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
reason='Auto lock')
self._notify_sell(trade, order_type)

2
freqtrade/optimize/backtesting.py
View File

@@ -340,7 +340,7 @@ class Backtesting:
# max_open_trades must be respected
# don't open on the last row
if ((position_stacking or len(open_trades[pair]) == 0)
and max_open_trades > 0 and open_trade_count_start < max_open_trades
and (max_open_trades <= 0 or open_trade_count_start < max_open_trades)
and tmp != end_date
and row[BUY_IDX] == 1 and row[SELL_IDX] != 1):
# Enter trade

4
freqtrade/optimize/optimize_reports.py
View File

@@ -268,9 +268,9 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
'profit_total': results['profit_percent'].sum(),
'profit_total_abs': results['profit_abs'].sum(),
'backtest_start': min_date.datetime,
'backtest_start_ts': min_date.timestamp * 1000,
'backtest_start_ts': min_date.int_timestamp * 1000,
'backtest_end': max_date.datetime,
'backtest_end_ts': max_date.timestamp * 1000,
'backtest_end_ts': max_date.int_timestamp * 1000,
'backtest_days': backtest_days,
'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else 0,

4
freqtrade/persistence/__init__.py
View File

@@ -1,4 +1,4 @@
# flake8: noqa: F401
from freqtrade.persistence.models import (Order, PairLock, Trade, clean_dry_run_db, cleanup_db,
init_db)
from freqtrade.persistence.models import Order, Trade, clean_dry_run_db, cleanup_db, init_db
from freqtrade.persistence.pairlock_middleware import PairLocks

67
freqtrade/persistence/models.py
View File

@@ -270,7 +270,6 @@ class Trade(_DECL_BASE):
'amount_requested': round(self.amount_requested, 8) if self.amount_requested else None,
'stake_amount': round(self.stake_amount, 8),
'strategy': self.strategy,
'ticker_interval': self.timeframe, # DEPRECATED
'timeframe': self.timeframe,
'fee_open': self.fee_open,
@@ -295,12 +294,16 @@ class Trade(_DECL_BASE):
tzinfo=timezone.utc).timestamp() * 1000) if self.close_date else None,
'close_rate': self.close_rate,
'close_rate_requested': self.close_rate_requested,
'close_profit': self.close_profit,
'close_profit_abs': self.close_profit_abs,
'close_profit': self.close_profit, # Deprecated
'close_profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None,
'close_profit_abs': self.close_profit_abs, # Deprecated
'profit_ratio': self.close_profit,
'profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None,
'profit_abs': self.close_profit_abs,
'sell_reason': self.sell_reason,
'sell_order_status': self.sell_order_status,
'stop_loss': self.stop_loss, # Deprecated - should not be used
'stop_loss_abs': self.stop_loss,
'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
@@ -309,7 +312,6 @@ class Trade(_DECL_BASE):
if self.stoploss_last_update else None),
'stoploss_last_update_timestamp': int(self.stoploss_last_update.replace(
tzinfo=timezone.utc).timestamp() * 1000) if self.stoploss_last_update else None,
'initial_stop_loss': self.initial_stop_loss, # Deprecated - should not be used
'initial_stop_loss_abs': self.initial_stop_loss,
'initial_stop_loss_ratio': (self.initial_stop_loss_pct
if self.initial_stop_loss_pct else None),
@@ -684,70 +686,21 @@ class PairLock(_DECL_BASE):
f'lock_end_time={lock_end_time})')
@staticmethod
def lock_pair(pair: str, until: datetime, reason: str = None) -> None:
lock = PairLock(
pair=pair,
lock_time=datetime.now(timezone.utc),
lock_end_time=until,
reason=reason,
active=True
)
PairLock.session.add(lock)
PairLock.session.flush()
@staticmethod
def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> List['PairLock']:
def query_pair_locks(pair: Optional[str], now: datetime) -> Query:
"""
Get all locks for this pair
:param pair: Pair to check for. Returns all current locks if pair is empty
:param now: Datetime object (generated via datetime.now(timezone.utc)).
defaults to datetime.utcnow()
"""
if not now:
now = datetime.now(timezone.utc)
filters = [func.datetime(PairLock.lock_end_time) >= now,
filters = [PairLock.lock_end_time > now,
# Only active locks
PairLock.active.is_(True), ]
if pair:
filters.append(PairLock.pair == pair)
return PairLock.query.filter(
*filters
).all()
@staticmethod
def unlock_pair(pair: str, now: Optional[datetime] = None) -> None:
"""
Release all locks for this pair.
:param pair: Pair to unlock
:param now: Datetime object (generated via datetime.now(timezone.utc)).
defaults to datetime.utcnow()
"""
if not now:
now = datetime.now(timezone.utc)
logger.info(f"Releasing all locks for {pair}.")
locks = PairLock.get_pair_locks(pair, now)
for lock in locks:
lock.active = False
PairLock.session.flush()
@staticmethod
def is_pair_locked(pair: str, now: Optional[datetime] = None) -> bool:
"""
:param pair: Pair to check for
:param now: Datetime object (generated via datetime.now(timezone.utc)).
defaults to datetime.utcnow()
"""
if not now:
now = datetime.now(timezone.utc)
return PairLock.query.filter(
PairLock.pair == pair,
func.datetime(PairLock.lock_end_time) >= now,
# Only active locks
PairLock.active.is_(True),
).first() is not None
)
def to_json(self) -> Dict[str, Any]:
return {

99
freqtrade/persistence/pairlock_middleware.py Normal file
View File

@@ -0,0 +1,99 @@
import logging
from datetime import datetime, timezone
from typing import List, Optional
from freqtrade.exchange import timeframe_to_next_date
from freqtrade.persistence.models import PairLock
logger = logging.getLogger(__name__)
class PairLocks():
"""
Pairlocks middleware class
Abstracts the database layer away so it becomes optional - which will be necessary to support
backtesting and hyperopt in the future.
"""
use_db = True
locks: List[PairLock] = []
timeframe: str = ''
@staticmethod
def lock_pair(pair: str, until: datetime, reason: str = None) -> None:
lock = PairLock(
pair=pair,
lock_time=datetime.now(timezone.utc),
lock_end_time=timeframe_to_next_date(PairLocks.timeframe, until),
reason=reason,
active=True
)
if PairLocks.use_db:
PairLock.session.add(lock)
PairLock.session.flush()
else:
PairLocks.locks.append(lock)
@staticmethod
def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> List[PairLock]:
"""
Get all currently active locks for this pair
:param pair: Pair to check for. Returns all current locks if pair is empty
:param now: Datetime object (generated via datetime.now(timezone.utc)).
defaults to datetime.now(timezone.utc)
"""
if not now:
now = datetime.now(timezone.utc)
if PairLocks.use_db:
return PairLock.query_pair_locks(pair, now).all()
else:
locks = [lock for lock in PairLocks.locks if (
lock.lock_end_time >= now
and lock.active is True
and (pair is None or lock.pair == pair)
)]
return locks
@staticmethod
def unlock_pair(pair: str, now: Optional[datetime] = None) -> None:
"""
Release all locks for this pair.
:param pair: Pair to unlock
:param now: Datetime object (generated via datetime.now(timezone.utc)).
defaults to datetime.now(timezone.utc)
"""
if not now:
now = datetime.now(timezone.utc)
logger.info(f"Releasing all locks for {pair}.")
locks = PairLocks.get_pair_locks(pair, now)
for lock in locks:
lock.active = False
if PairLocks.use_db:
PairLock.session.flush()
@staticmethod
def is_global_lock(now: Optional[datetime] = None) -> bool:
"""
:param now: Datetime object (generated via datetime.now(timezone.utc)).
defaults to datetime.now(timezone.utc)
"""
if not now:
now = datetime.now(timezone.utc)
return len(PairLocks.get_pair_locks('*', now)) > 0
@staticmethod
def is_pair_locked(pair: str, now: Optional[datetime] = None) -> bool:
"""
:param pair: Pair to check for
:param now: Datetime object (generated via datetime.now(timezone.utc)).
defaults to datetime.now(timezone.utc)
"""
if not now:
now = datetime.now(timezone.utc)
return len(PairLocks.get_pair_locks(pair, now)) > 0 or PairLocks.is_global_lock(now)

18
freqtrade/plot/plotting.py
View File

@@ -9,9 +9,9 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown, combine_dataframe
create_cum_profit, extract_trades_of_period, load_trades)
from freqtrade.data.converter import trim_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import load_data
from freqtrade.data.history import get_timerange, load_data
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_prev_date
from freqtrade.exchange import timeframe_to_prev_date, timeframe_to_seconds
from freqtrade.misc import pair_to_filename
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.strategy import IStrategy
@@ -29,7 +29,7 @@ except ImportError:
exit(1)
def init_plotscript(config):
def init_plotscript(config, startup_candles: int = 0):
"""
Initialize objects needed for plotting
:return: Dict with candle (OHLCV) data, trades and pairs
@@ -48,9 +48,16 @@ def init_plotscript(config):
pairs=pairs,
timeframe=config.get('timeframe', '5m'),
timerange=timerange,
startup_candles=startup_candles,
data_format=config.get('dataformat_ohlcv', 'json'),
)
if startup_candles:
min_date, max_date = get_timerange(data)
logger.info(f"Loading data from {min_date} to {max_date}")
timerange.adjust_start_if_necessary(timeframe_to_seconds(config.get('timeframe', '5m')),
startup_candles, min_date)
no_trades = False
filename = config.get('exportfilename')
if config.get('no_trades', False):
@@ -72,6 +79,7 @@ def init_plotscript(config):
return {"ohlcv": data,
"trades": trades,
"pairs": pairs,
"timerange": timerange,
}
@@ -474,7 +482,8 @@ def load_and_plot_trades(config: Dict[str, Any]):
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
IStrategy.dp = DataProvider(config, exchange)
plot_elements = init_plotscript(config)
plot_elements = init_plotscript(config, strategy.startup_candle_count)
timerange = plot_elements['timerange']
trades = plot_elements['trades']
pair_counter = 0
for pair, data in plot_elements["ohlcv"].items():
@@ -482,6 +491,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
logger.info("analyse pair %s", pair)
df_analyzed = strategy.analyze_ticker(data, {'pair': pair})
df_analyzed = trim_dataframe(df_analyzed, timerange)
trades_pair = trades.loc[trades['pair'] == pair]
trades_pair = extract_trades_of_period(df_analyzed, trades_pair)

9
freqtrade/resolvers/hyperopt_resolver.py
View File

@@ -7,7 +7,7 @@ import logging
from pathlib import Path
from typing import Dict
from freqtrade.constants import USERPATH_HYPEROPTS
from freqtrade.constants import HYPEROPT_LOSS_BUILTIN, USERPATH_HYPEROPTS
from freqtrade.exceptions import OperationalException
from freqtrade.optimize.hyperopt_interface import IHyperOpt
from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
@@ -72,8 +72,11 @@ class HyperOptLossResolver(IResolver):
hyperoptloss_name = config.get('hyperopt_loss')
if not hyperoptloss_name:
raise OperationalException("No Hyperopt loss set. Please use `--hyperopt-loss` to "
"specify the Hyperopt-Loss class to use.")
raise OperationalException(
"No Hyperopt loss set. Please use `--hyperopt-loss` to "
"specify the Hyperopt-Loss class to use.\n"
f"Built-in Hyperopt-loss-functions are: {', '.join(HYPEROPT_LOSS_BUILTIN)}"
)
hyperoptloss = HyperOptLossResolver.load_object(hyperoptloss_name,
config, kwargs={},
extra_dir=config.get('hyperopt_path'))

2
freqtrade/rpc/api_server.py
View File

@@ -329,7 +329,7 @@ class ApiServer(RPC):
"""
Prints the bot's version
"""
return jsonify(self._rpc_show_config(self._config))
return jsonify(RPC._rpc_show_config(self._config, self._freqtrade.state))
@require_login
@rpc_catch_errors

40
freqtrade/rpc/rpc.py
View File

@@ -19,7 +19,7 @@ from freqtrade.exceptions import ExchangeError, PricingError
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
from freqtrade.loggers import bufferHandler
from freqtrade.misc import shorten_date
from freqtrade.persistence import PairLock, Trade
from freqtrade.persistence import PairLocks, Trade
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
from freqtrade.state import State
from freqtrade.strategy.interface import SellType
@@ -93,7 +93,8 @@ class RPC:
def send_msg(self, msg: Dict[str, str]) -> None:
""" Sends a message to all registered rpc modules """
def _rpc_show_config(self, config) -> Dict[str, Any]:
@staticmethod
def _rpc_show_config(config, botstate: State) -> Dict[str, Any]:
"""
Return a dict of config options.
Explicitly does NOT return the full config to avoid leakage of sensitive
@@ -104,22 +105,24 @@ class RPC:
'stake_currency': config['stake_currency'],
'stake_amount': config['stake_amount'],
'max_open_trades': config['max_open_trades'],
'minimal_roi': config['minimal_roi'].copy(),
'stoploss': config['stoploss'],
'trailing_stop': config['trailing_stop'],
'minimal_roi': config['minimal_roi'].copy() if 'minimal_roi' in config else {},
'stoploss': config.get('stoploss'),
'trailing_stop': config.get('trailing_stop'),
'trailing_stop_positive': config.get('trailing_stop_positive'),
'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
'ticker_interval': config['timeframe'], # DEPRECATED
'timeframe': config['timeframe'],
'timeframe_ms': timeframe_to_msecs(config['timeframe']),
'timeframe_min': timeframe_to_minutes(config['timeframe']),
'timeframe': config.get('timeframe'),
'timeframe_ms': timeframe_to_msecs(config['timeframe']
) if 'timeframe' in config else '',
'timeframe_min': timeframe_to_minutes(config['timeframe']
) if 'timeframe' in config else '',
'exchange': config['exchange']['name'],
'strategy': config['strategy'],
'forcebuy_enabled': config.get('forcebuy_enable', False),
'ask_strategy': config.get('ask_strategy', {}),
'bid_strategy': config.get('bid_strategy', {}),
'state': str(self._freqtrade.state) if self._freqtrade else '',
'state': str(botstate),
'runmode': config['runmode'].value
}
return val
@@ -152,17 +155,18 @@ class RPC:
stoploss_current_dist = trade.stop_loss - current_rate
stoploss_current_dist_ratio = stoploss_current_dist / current_rate
fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
if trade.close_profit is not None else None)
trade_dict = trade.to_json()
trade_dict.update(dict(
base_currency=self._freqtrade.config['stake_currency'],
close_profit=trade.close_profit if trade.close_profit is not None else None,
close_profit_pct=fmt_close_profit,
current_rate=current_rate,
current_profit=current_profit,
current_profit_pct=round(current_profit * 100, 2),
current_profit_abs=current_profit_abs,
current_profit=current_profit, # Deprectated
current_profit_pct=round(current_profit * 100, 2), # Deprectated
current_profit_abs=current_profit_abs, # Deprectated
profit_ratio=current_profit,
profit_pct=round(current_profit * 100, 2),
profit_abs=current_profit_abs,
stoploss_current_dist=stoploss_current_dist,
stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
stoploss_current_dist_pct=round(stoploss_current_dist_ratio * 100, 2),
@@ -601,10 +605,8 @@ class RPC:
def _rpc_locks(self) -> Dict[str, Any]:
""" Returns the current locks"""
if self._freqtrade.state != State.RUNNING:
raise RPCException('trader is not running')
locks = PairLock.get_pair_locks(None)
locks = PairLocks.get_pair_locks(None)
return {
'lock_count': len(locks),
'locks': [lock.to_json() for lock in locks]

14
freqtrade/rpc/telegram.py
View File

@@ -248,18 +248,17 @@ class Telegram(RPC):
"*Open Rate:* `{open_rate:.8f}`",
"*Close Rate:* `{close_rate}`" if r['close_rate'] else "",
"*Current Rate:* `{current_rate:.8f}`",
("*Close Profit:* `{close_profit_pct}`"
if r['close_profit_pct'] is not None else ""),
"*Current Profit:* `{current_profit_pct:.2f}%`",
("*Current Profit:* " if r['is_open'] else "*Close Profit: *")
+ "`{profit_pct:.2f}%`",
]
if (r['stop_loss'] != r['initial_stop_loss']
if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
and r['initial_stop_loss_pct'] is not None):
# Adding initial stoploss only if it is different from stoploss
lines.append("*Initial Stoploss:* `{initial_stop_loss:.8f}` "
lines.append("*Initial Stoploss:* `{initial_stop_loss_abs:.8f}` "
"`({initial_stop_loss_pct:.2f}%)`")
# Adding stoploss and stoploss percentage only if it is not None
lines.append("*Stoploss:* `{stop_loss:.8f}` " +
lines.append("*Stoploss:* `{stop_loss_abs:.8f}` " +
("`({stop_loss_pct:.2f}%)`" if r['stop_loss_pct'] else ""))
lines.append("*Stoploss distance:* `{stoploss_current_dist:.8f}` "
"`({stoploss_current_dist_pct:.2f}%)`")
@@ -833,7 +832,8 @@ class Telegram(RPC):
:param update: message update
:return: None
"""
val = self._rpc_show_config(self._freqtrade.config)
val = RPC._rpc_show_config(self._freqtrade.config, self._freqtrade.state)
if val['trailing_stop']:
sl_info = (
f"*Initial Stoploss:* `{val['stoploss']}`\n"

10
freqtrade/strategy/interface.py
View File

@@ -17,7 +17,7 @@ from freqtrade.data.dataprovider import DataProvider
from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.exchange.exchange import timeframe_to_next_date
from freqtrade.persistence import PairLock, Trade
from freqtrade.persistence import PairLocks, Trade
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from freqtrade.wallets import Wallets
@@ -288,7 +288,7 @@ class IStrategy(ABC):
Needs to be timezone aware `datetime.now(timezone.utc)`
:param reason: Optional string explaining why the pair was locked.
"""
PairLock.lock_pair(pair, until, reason)
PairLocks.lock_pair(pair, until, reason)
def unlock_pair(self, pair: str) -> None:
"""
@@ -297,7 +297,7 @@ class IStrategy(ABC):
manually from within the strategy, to allow an easy way to unlock pairs.
:param pair: Unlock pair to allow trading again
"""
PairLock.unlock_pair(pair, datetime.now(timezone.utc))
PairLocks.unlock_pair(pair, datetime.now(timezone.utc))
def is_pair_locked(self, pair: str, candle_date: datetime = None) -> bool:
"""
@@ -312,10 +312,10 @@ class IStrategy(ABC):
if not candle_date:
# Simple call ...
return PairLock.is_pair_locked(pair, candle_date)
return PairLocks.is_pair_locked(pair, candle_date)
else:
lock_time = timeframe_to_next_date(self.timeframe, candle_date)
return PairLock.is_pair_locked(pair, lock_time)
return PairLocks.is_pair_locked(pair, lock_time)
def analyze_ticker(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""

2
freqtrade/templates/base_strategy.py.j2
View File

@@ -63,7 +63,7 @@ class {{ strategy }}(IStrategy):
ignore_roi_if_buy_signal = False
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 20
startup_candle_count: int = 30
# Optional order type mapping.
order_types = {

2
freqtrade/templates/sample_strategy.py
View File

@@ -64,7 +64,7 @@ class SampleStrategy(IStrategy):
ignore_roi_if_buy_signal = False
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 20
startup_candle_count: int = 30
# Optional order type mapping.
order_types = {

4
freqtrade/wallets.py
View File

@@ -108,13 +108,13 @@ class Wallets:
for trading operations, the latest balance is needed.
:param require_update: Allow skipping an update if balances were recently refreshed
"""
if (require_update or (self._last_wallet_refresh + 3600 < arrow.utcnow().timestamp)):
if (require_update or (self._last_wallet_refresh + 3600 < arrow.utcnow().int_timestamp)):
if self._config['dry_run']:
self._update_dry()
else:
self._update_live()
logger.info('Wallets synced.')
self._last_wallet_refresh = arrow.utcnow().timestamp
self._last_wallet_refresh = arrow.utcnow().int_timestamp
def get_all_balances(self) -> Dict[str, Any]:
return self._wallets