From 2816b96650b46c2a18859b95527cda0edb5de1d6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 6 Feb 2020 20:26:04 +0100 Subject: [PATCH 001/417] Create strategy_wrapper to call user-defined code with --- freqtrade/exceptions.py | 7 +++++++ freqtrade/strategy/interface.py | 25 ++++++++-------------- freqtrade/strategy/strategy_wrapper.py | 29 ++++++++++++++++++++++++++ tests/strategy/test_interface.py | 4 ++-- 4 files changed, 47 insertions(+), 18 deletions(-) create mode 100644 freqtrade/strategy/strategy_wrapper.py diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py index 2f05ddb57..553a691ef 100644 --- a/freqtrade/exceptions.py +++ b/freqtrade/exceptions.py @@ -35,3 +35,10 @@ class TemporaryError(FreqtradeException): This could happen when an exchange is congested, unavailable, or the user has networking problems. Usually resolves itself after a time. """ + + +class StrategyError(FreqtradeException): + """ + Errors with custom user-code deteced. + Usually caused by errors in the strategy. + """ diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 6e15c5183..c20bf0218 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -3,21 +3,22 @@ IStrategy interface This module defines the interface to apply for strategies """ import logging +import warnings from abc import ABC, abstractmethod from datetime import datetime, timezone from enum import Enum from typing import Dict, List, NamedTuple, Optional, Tuple -import warnings import arrow from pandas import DataFrame from freqtrade.data.dataprovider import DataProvider +from freqtrade.exceptions import StrategyError from freqtrade.exchange import timeframe_to_minutes from freqtrade.persistence import Trade +from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from freqtrade.wallets import Wallets - logger = logging.getLogger(__name__) @@ -255,20 +256,12 @@ class IStrategy(ABC): return False, False try: - dataframe = self._analyze_ticker_internal(dataframe, {'pair': pair}) - except ValueError as error: - logger.warning( - 'Unable to analyze ticker for pair %s: %s', - pair, - str(error) - ) - return False, False - except Exception as error: - logger.exception( - 'Unexpected error when analyzing ticker for pair %s: %s', - pair, - str(error) - ) + dataframe = strategy_safe_wrapper( + self._analyze_ticker_internal, message="" + )(dataframe, {'pair': pair}) + except StrategyError as error: + logger.warning(f"Unable to analyze ticker for pair {pair}: {error}") + return False, False if dataframe.empty: diff --git a/freqtrade/strategy/strategy_wrapper.py b/freqtrade/strategy/strategy_wrapper.py new file mode 100644 index 000000000..61c986732 --- /dev/null +++ b/freqtrade/strategy/strategy_wrapper.py @@ -0,0 +1,29 @@ +import logging + +from freqtrade.exceptions import StrategyError + +logger = logging.getLogger(__name__) + + +def strategy_safe_wrapper(f, message: str, default_retval=None): + def wrapper(*args, **kwargs): + try: + return f(*args, **kwargs) + except ValueError as error: + logger.warning( + f"{message}" + f"Strategy caused the following exception: {error}" + f"{f}" + ) + if not default_retval: + raise StrategyError(str(error)) from error + return default_retval + except Exception as error: + logger.exception( + f"Unexpected error {error} calling {f}" + ) + if not default_retval: + raise StrategyError(str(error)) from error + return default_retval + + return wrapper diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 89c38bda1..2959fe62c 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -10,8 +10,8 @@ from freqtrade.configuration import TimeRange from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.history import load_tickerdata_file from freqtrade.persistence import Trade -from tests.conftest import get_patched_exchange, log_has from freqtrade.strategy.default_strategy import DefaultStrategy +from tests.conftest import get_patched_exchange, log_has, log_has_re # Avoid to reinit the same object again and again _STRATEGY = DefaultStrategy(config={}) @@ -65,7 +65,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_hi ) assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], ticker_history) - assert log_has('Unable to analyze ticker for pair foo: xyz', caplog) + assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog) def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history): From 49dcc561b77461ce22f8f875c49814008592b078 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 6 Feb 2020 20:30:17 +0100 Subject: [PATCH 002/417] POC for check_buy_timeout --- freqtrade/freqtradebot.py | 7 ++++++- freqtrade/strategy/interface.py | 18 ++++++++++++++++++ freqtrade/strategy/strategy_wrapper.py | 2 +- 3 files changed, 25 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index e51b3d550..f458f91d6 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -26,6 +26,7 @@ from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.rpc import RPCManager, RPCMessageType from freqtrade.state import State from freqtrade.strategy.interface import IStrategy, SellType +from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from freqtrade.wallets import Wallets logger = logging.getLogger(__name__) @@ -819,7 +820,11 @@ class FreqtradeBot: continue if ((order['side'] == 'buy' and order['status'] == 'canceled') - or (self._check_timed_out('buy', order))): + or self._check_timed_out('buy', order) + or strategy_safe_wrapper(self.strategy.check_buy_timeout, + default_retval=False)(pair=trade.pair, + trade=trade, + order=order)): self.handle_timedout_limit_buy(trade, order) self.wallets.update() diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index c20bf0218..de08b7cda 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -149,6 +149,24 @@ class IStrategy(ABC): :return: DataFrame with sell column """ + def check_buy_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: + """ + Check buy timeout function callback. + This method can be used to override the buy-timeout. + It is called whenever a limit buy order has been created, + and is not yet fully filled. + Configuration options in `unfilledtimeout` will be verified before this, + so ensure to set these timeouts high enough. + + When not implemented by a strategy, this simply returns False. + :param pair: Pair the trade is for + :param trade: trade object. + :param order: Order dictionary as returned from CCXT. + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the buy-order is cancelled. + """ + return False + def informative_pairs(self) -> List[Tuple[str, str]]: """ Define additional, informative pair/interval combinations to be cached from the exchange. diff --git a/freqtrade/strategy/strategy_wrapper.py b/freqtrade/strategy/strategy_wrapper.py index 61c986732..4f35bfbab 100644 --- a/freqtrade/strategy/strategy_wrapper.py +++ b/freqtrade/strategy/strategy_wrapper.py @@ -5,7 +5,7 @@ from freqtrade.exceptions import StrategyError logger = logging.getLogger(__name__) -def strategy_safe_wrapper(f, message: str, default_retval=None): +def strategy_safe_wrapper(f, message: str = "", default_retval=None): def wrapper(*args, **kwargs): try: return f(*args, **kwargs) From 8c1a9332215bc6dedc813188cae09b3a343e83e0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Feb 2020 20:23:43 +0100 Subject: [PATCH 003/417] cancel_order should return a dict --- freqtrade/exchange/exchange.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index b3b347016..7fc2af308 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -894,9 +894,9 @@ class Exchange: until=until, from_id=from_id)) @retrier - def cancel_order(self, order_id: str, pair: str) -> None: + def cancel_order(self, order_id: str, pair: str) -> Dict: if self._config['dry_run']: - return + return {} try: return self._api.cancel_order(order_id, pair) From 6c01542fed34a71f44ae3b4aa75a0c8bce0b302f Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Feb 2020 20:27:13 +0100 Subject: [PATCH 004/417] Ad check_sell_timeout --- freqtrade/freqtradebot.py | 6 +++++- freqtrade/strategy/interface.py | 18 ++++++++++++++++++ 2 files changed, 23 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index f458f91d6..aa41c2f2a 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -830,7 +830,11 @@ class FreqtradeBot: self.wallets.update() elif ((order['side'] == 'sell' and order['status'] == 'canceled') - or (self._check_timed_out('sell', order))): + or (self._check_timed_out('sell', order)) + or strategy_safe_wrapper(self.strategy.check_sell_timeout, + default_retval=False)(pair=trade.pair, + trade=trade, + order=order)): self.handle_timedout_limit_sell(trade, order) self.wallets.update() diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index de08b7cda..681d2ccfb 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -167,6 +167,24 @@ class IStrategy(ABC): """ return False + def check_sell_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: + """ + Check sell timeout function callback. + This method can be used to override the sell-timeout. + It is called whenever a limit sell order has been created, + and is not yet fully filled. + Configuration options in `unfilledtimeout` will be verified before this, + so ensure to set these timeouts high enough. + + When not implemented by a strategy, this simply returns False. + :param pair: Pair the trade is for + :param trade: trade object. + :param order: Order dictionary as returned from CCXT. + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the sell-order is cancelled. + """ + return False + def informative_pairs(self) -> List[Tuple[str, str]]: """ Define additional, informative pair/interval combinations to be cached from the exchange. From 135d9ddf7ac4138ebd3b0650cf25655e67ecba32 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Feb 2020 20:35:13 +0100 Subject: [PATCH 005/417] Fix test due to changed dry-run cancel order --- tests/exchange/test_exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 8b2e439c3..acef073f1 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1634,7 +1634,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange def test_cancel_order_dry_run(default_conf, mocker, exchange_name): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) - assert exchange.cancel_order(order_id='123', pair='TKN/BTC') is None + assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {} # Ensure that if not dry_run, we should call API From bc30162a31b99078a3866659377210b084fccbbe Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Feb 2020 20:54:21 +0100 Subject: [PATCH 006/417] Add some documentation --- docs/strategy-customization.md | 3 +-- mkdocs.yml | 1 + 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 07833da34..5746cc613 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -1,7 +1,6 @@ # Strategy Customization -This page explains where to customize your strategies, and add new -indicators. +This page explains where to customize your strategies, and add new indicators. ## Install a custom strategy file diff --git a/mkdocs.yml b/mkdocs.yml index d53687c64..528b77eb5 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -24,6 +24,7 @@ nav: - Plotting: plotting.md - SQL Cheatsheet: sql_cheatsheet.md - Advanced Post-installation Tasks: advanced-setup.md + - Advanced Strategy: strategy-advanced.md - Advanced Hyperopt: advanced-hyperopt.md - Sandbox Testing: sandbox-testing.md - Deprecated Features: deprecated.md From 63502ed976a9cd5ffc75d09b8b5295fc34dca1e4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Feb 2020 08:14:08 +0100 Subject: [PATCH 007/417] Add new advanced-strategy documentation file --- docs/strategy-advanced.md | 59 +++++++++++++++++++++++++++++++++++++++ 1 file changed, 59 insertions(+) create mode 100644 docs/strategy-advanced.md diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md new file mode 100644 index 000000000..bdb380276 --- /dev/null +++ b/docs/strategy-advanced.md @@ -0,0 +1,59 @@ +# Advanced Strategies + +This page explains some advanced concepts available for strategies. +If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation first. + +## Custom order timeout rules + +Simple, timebased order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section. + +However, freqtrade also offers a custom callback for both ordertypes, which allows you to decide based on custom criteria if a order did time out or not. + +!!! Note: + Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances. + +### Custom order timeout example + +A simple example, which applies different unfilled-timeouts depending on the price of the asset can be seen below. +It applies a tight timeout for higher priced assets, while allowing more time to fill on cheap coins. + +The function must return either `True` (cancel order) or `False` (keep order alive). + +``` python +from datetime import datetime, timestamp +from freqtrade.persistence import Trade + +class Awesomestrategy(IStrategy): + + # ... populate_* methods + + # Set unfilledtimeout to 25 hours, since our maximum timeout from below is 24 hours. + unfilledtimeout = { + 'buy': 60 * 25, + 'sell': 60 * 25 + } + + def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: + if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5): + return True + elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3): + return True + elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24): + return True + return True + + + def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: + if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5): + return True + elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3): + return True + elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24): + return True + return True +``` + +!!! Note: + For the above example, `unfilledtimeout` must be set to something bigger than 24h, otherwise that type of timeout will apply first. + + From 4a188525ec610b8e0b41bb028f9803bf98abaa8a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Feb 2020 11:28:13 +0100 Subject: [PATCH 008/417] Fix documentation note syntax --- docs/strategy-advanced.md | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index bdb380276..a60a6ea47 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -9,7 +9,7 @@ Simple, timebased order-timeouts can be configured either via strategy or in the However, freqtrade also offers a custom callback for both ordertypes, which allows you to decide based on custom criteria if a order did time out or not. -!!! Note: +!!! Note Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances. ### Custom order timeout example @@ -53,7 +53,5 @@ class Awesomestrategy(IStrategy): return True ``` -!!! Note: +!!! Note For the above example, `unfilledtimeout` must be set to something bigger than 24h, otherwise that type of timeout will apply first. - - From 365fdf4c3732bdbe588e18f052b81648d0c551f7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Feb 2020 11:41:22 +0100 Subject: [PATCH 009/417] Add docstring to strategy wrapper --- freqtrade/strategy/strategy_wrapper.py | 9 +++++++-- 1 file changed, 7 insertions(+), 2 deletions(-) diff --git a/freqtrade/strategy/strategy_wrapper.py b/freqtrade/strategy/strategy_wrapper.py index 4f35bfbab..597432255 100644 --- a/freqtrade/strategy/strategy_wrapper.py +++ b/freqtrade/strategy/strategy_wrapper.py @@ -6,6 +6,11 @@ logger = logging.getLogger(__name__) def strategy_safe_wrapper(f, message: str = "", default_retval=None): + """ + Wrapper around user-provided methods and functions. + Caches all exceptions and returns either the default_retval (if it's not None) or raises + a StrategyError exception, which then needs to be handled by the calling method. + """ def wrapper(*args, **kwargs): try: return f(*args, **kwargs) @@ -15,14 +20,14 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None): f"Strategy caused the following exception: {error}" f"{f}" ) - if not default_retval: + if default_retval is None: raise StrategyError(str(error)) from error return default_retval except Exception as error: logger.exception( f"Unexpected error {error} calling {f}" ) - if not default_retval: + if default_retval is None: raise StrategyError(str(error)) from error return default_retval From 8cd77b2e2708a30fd3c01002f21aca8c23673e7d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Feb 2020 11:52:39 +0100 Subject: [PATCH 010/417] Add some tests for strategy_wrapper --- freqtrade/strategy/strategy_wrapper.py | 1 + tests/strategy/test_interface.py | 38 ++++++++++++++++++++++++++ 2 files changed, 39 insertions(+) diff --git a/freqtrade/strategy/strategy_wrapper.py b/freqtrade/strategy/strategy_wrapper.py index 597432255..7b9da9140 100644 --- a/freqtrade/strategy/strategy_wrapper.py +++ b/freqtrade/strategy/strategy_wrapper.py @@ -25,6 +25,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None): return default_retval except Exception as error: logger.exception( + f"{message}" f"Unexpected error {error} calling {f}" ) if default_retval is None: diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index ca9bdc504..1db01b3ac 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -4,12 +4,15 @@ import logging from unittest.mock import MagicMock import arrow +import pytest from pandas import DataFrame from freqtrade.configuration import TimeRange from freqtrade.data.history import load_data +from freqtrade.exceptions import StrategyError from freqtrade.persistence import Trade from freqtrade.resolvers import StrategyResolver +from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from tests.conftest import get_patched_exchange, log_has, log_has_re from .strats.default_strategy import DefaultStrategy @@ -323,3 +326,38 @@ def test_is_pair_locked(default_conf): pair = 'ETH/BTC' strategy.unlock_pair(pair) assert not strategy.is_pair_locked(pair) + + +@pytest.mark.parametrize('error', [ + ValueError, KeyError, Exception, +]) +def test_strategy_safe_wrapper_error(caplog, error): + def failing_method(): + raise error('This is an error.') + + def working_method(argumentpassedin): + return argumentpassedin + + with pytest.raises(StrategyError, match=r'This is an error.'): + strategy_safe_wrapper(failing_method, message='DeadBeef')() + + assert log_has_re(r'DeadBeef.*', caplog) + ret = strategy_safe_wrapper(failing_method, message='DeadBeef', default_retval=True)() + + assert isinstance(ret, bool) + assert ret + + +@pytest.mark.parametrize('value', [ + 1, 22, 55, True, False, {'a': 1, 'b': '112'}, + [1, 2, 3, 4], (4, 2, 3, 6) +]) +def test_strategy_safe_wrapper(value): + + def working_method(argumentpassedin): + return argumentpassedin + + ret = strategy_safe_wrapper(working_method, message='DeadBeef')(value) + + assert type(ret) == type(value) + assert ret == value From 634e7cc34a7f7adc10216d00418532780753a067 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Feb 2020 13:04:40 +0100 Subject: [PATCH 011/417] Implement handle_buy_trade_customcallback --- tests/test_freqtradebot.py | 47 ++++++++++++++++++++++++++++++++++++++ 1 file changed, 47 insertions(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 5ed4d296c..68ce733b1 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1914,6 +1914,53 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, freqtrade.handle_trade(trade) +def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade, + fee, mocker) -> None: + default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30} + + rpc_mock = patch_RPCManager(mocker) + cancel_order_mock = MagicMock(return_value=limit_buy_order_old) + patch_exchange(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + fetch_ticker=ticker, + get_order=MagicMock(return_value=limit_buy_order_old), + cancel_order=cancel_order_mock, + get_fee=fee + ) + freqtrade = FreqtradeBot(default_conf) + + Trade.session.add(open_trade) + + # Return false - trade remains open + freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False) + freqtrade.check_handle_timedout() + assert cancel_order_mock.call_count == 0 + trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + nb_trades = len(trades) + assert nb_trades == 1 + assert freqtrade.strategy.check_buy_timeout.call_count == 1 + + # Raise Keyerror ... (no impact on trade) + freqtrade.strategy.check_buy_timeout = MagicMock(side_effect=KeyError) + freqtrade.check_handle_timedout() + assert cancel_order_mock.call_count == 0 + trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + nb_trades = len(trades) + assert nb_trades == 1 + assert freqtrade.strategy.check_buy_timeout.call_count == 1 + + freqtrade.strategy.check_buy_timeout = MagicMock(return_value=True) + # Trade should be closed since the function returns true + freqtrade.check_handle_timedout() + assert cancel_order_mock.call_count == 1 + assert rpc_mock.call_count == 1 + trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + nb_trades = len(trades) + assert nb_trades == 0 + assert freqtrade.strategy.check_buy_timeout.call_count == 1 + + def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade, fee, mocker) -> None: rpc_mock = patch_RPCManager(mocker) From 9301f81fc8f5eca1003586290c86514bc22e72de Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Feb 2020 13:09:46 +0100 Subject: [PATCH 012/417] Add test for user-sell_timeout handling --- tests/test_freqtradebot.py | 45 ++++++++++++++++++++++++++++++++++++++ 1 file changed, 45 insertions(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 68ce733b1..e4b9a28ce 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2040,6 +2040,51 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord assert nb_trades == 1 +def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_order_old, mocker, + open_trade) -> None: + default_conf["unfilledtimeout"] = {"buy": 1440, "sell": 1440} + rpc_mock = patch_RPCManager(mocker) + cancel_order_mock = MagicMock() + patch_exchange(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + fetch_ticker=ticker, + get_order=MagicMock(return_value=limit_sell_order_old), + cancel_order=cancel_order_mock + ) + freqtrade = FreqtradeBot(default_conf) + + open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime + open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime + open_trade.is_open = False + + Trade.session.add(open_trade) + + freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False) + # Return false - No impact + freqtrade.check_handle_timedout() + assert cancel_order_mock.call_count == 0 + assert rpc_mock.call_count == 0 + assert open_trade.is_open is False + assert freqtrade.strategy.check_sell_timeout.call_count == 1 + + freqtrade.strategy.check_sell_timeout = MagicMock(side_effect=KeyError) + # Return Error - No impact + freqtrade.check_handle_timedout() + assert cancel_order_mock.call_count == 0 + assert rpc_mock.call_count == 0 + assert open_trade.is_open is False + assert freqtrade.strategy.check_sell_timeout.call_count == 1 + + # Return True - sells! + freqtrade.strategy.check_sell_timeout = MagicMock(return_value=True) + freqtrade.check_handle_timedout() + assert cancel_order_mock.call_count == 1 + assert rpc_mock.call_count == 1 + assert open_trade.is_open is True + assert freqtrade.strategy.check_sell_timeout.call_count == 1 + + def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker, open_trade) -> None: rpc_mock = patch_RPCManager(mocker) From e37f055dad850b366439ff6531777ca17f268ed5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Feb 2020 13:11:33 +0100 Subject: [PATCH 013/417] Improve some tests --- tests/test_freqtradebot.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index e4b9a28ce..0766d7f33 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1977,6 +1977,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op Trade.session.add(open_trade) + freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False) # check it does cancel buy orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 @@ -1984,6 +1985,8 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 0 + # Custom user buy-timeout is never called + assert freqtrade.strategy.check_buy_timeout.call_count == 0 def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade, @@ -2104,11 +2107,14 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, Trade.session.add(open_trade) + freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False) # check it does cancel sell orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 assert open_trade.is_open is True + # Custom user sell-timeout is never called + assert freqtrade.strategy.check_sell_timeout.call_count == 0 def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade, From 47e46bf205602caaa19b88fdfb863a308ba1a18b Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 25 Feb 2020 14:48:46 +0100 Subject: [PATCH 014/417] Add second example using dataprovider and current price --- docs/strategy-advanced.md | 39 +++++++++++++++++++++++++++++++++++++-- 1 file changed, 37 insertions(+), 2 deletions(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index a60a6ea47..bdcd29f46 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -40,7 +40,7 @@ class Awesomestrategy(IStrategy): return True elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24): return True - return True + return False def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: @@ -50,8 +50,43 @@ class Awesomestrategy(IStrategy): return True elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24): return True - return True + return False ``` !!! Note For the above example, `unfilledtimeout` must be set to something bigger than 24h, otherwise that type of timeout will apply first. + + +### Custom order timeout example (using additional data) + +``` python +from datetime import datetime, timestamp +from freqtrade.persistence import Trade + +class Awesomestrategy(IStrategy): + + # ... populate_* methods + + # Set unfilledtimeout to 25 hours, since our maximum timeout from below is 24 hours. + unfilledtimeout = { + 'buy': 60 * 25, + 'sell': 60 * 25 + } + + def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: + ob = self.dp.orderbook(pair, 1) + current_price = ob['bids'][0][0] + # Cancel buy order if price is more than 2% above the order. + if order['price'] * 0.98 < best_bid: + return True + return False + + + def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: + ob = self.dp.orderbook(pair, 1) + current_price = ob['asks'][0][0] + # Cancel sell order if price is more than 2% below the order. + if order['price'] * 1.02 > current_price: + return True + return False +``` From d44f6651c4a63030dcaaecbda1431a020cc21ef0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 25 Feb 2020 19:55:23 +0100 Subject: [PATCH 015/417] Fix small parenteses bug --- docs/strategy-advanced.md | 4 ++-- freqtrade/freqtradebot.py | 8 ++++---- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index bdcd29f46..8d241cc86 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -77,7 +77,7 @@ class Awesomestrategy(IStrategy): ob = self.dp.orderbook(pair, 1) current_price = ob['bids'][0][0] # Cancel buy order if price is more than 2% above the order. - if order['price'] * 0.98 < best_bid: + if order['price'] > current_price * 1.02: return True return False @@ -86,7 +86,7 @@ class Awesomestrategy(IStrategy): ob = self.dp.orderbook(pair, 1) current_price = ob['asks'][0][0] # Cancel sell order if price is more than 2% below the order. - if order['price'] * 1.02 > current_price: + if order['price'] < current_price * 0.98: return True return False ``` diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 5adbe76f4..05cd60e5e 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -847,24 +847,24 @@ class FreqtradeBot: self.wallets.update() continue - if ((order['side'] == 'buy' and order['status'] == 'canceled') + if (order['side'] == 'buy' and (order['status'] == 'canceled' or self._check_timed_out('buy', order) or strategy_safe_wrapper(self.strategy.check_buy_timeout, default_retval=False)(pair=trade.pair, trade=trade, - order=order)): + order=order))): self.handle_timedout_limit_buy(trade, order) self.wallets.update() order_type = self.strategy.order_types['buy'] self._notify_buy_cancel(trade, order_type) - elif ((order['side'] == 'sell' and order['status'] == 'canceled') + elif (order['side'] == 'sell' and (order['status'] == 'canceled' or self._check_timed_out('sell', order) or strategy_safe_wrapper(self.strategy.check_sell_timeout, default_retval=False)(pair=trade.pair, trade=trade, - order=order)): + order=order))): self.handle_timedout_limit_sell(trade, order) self.wallets.update() order_type = self.strategy.order_types['sell'] From a030ce9348bd5229005631fbdd2e91908f057f7a Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 25 Feb 2020 20:22:59 +0100 Subject: [PATCH 016/417] Reformat if condition --- freqtrade/freqtradebot.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 05cd60e5e..fa0981448 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -847,7 +847,8 @@ class FreqtradeBot: self.wallets.update() continue - if (order['side'] == 'buy' and (order['status'] == 'canceled' + if (order['side'] == 'buy' and ( + order['status'] == 'canceled' or self._check_timed_out('buy', order) or strategy_safe_wrapper(self.strategy.check_buy_timeout, default_retval=False)(pair=trade.pair, @@ -859,7 +860,8 @@ class FreqtradeBot: order_type = self.strategy.order_types['buy'] self._notify_buy_cancel(trade, order_type) - elif (order['side'] == 'sell' and (order['status'] == 'canceled' + elif (order['side'] == 'sell' and ( + order['status'] == 'canceled' or self._check_timed_out('sell', order) or strategy_safe_wrapper(self.strategy.check_sell_timeout, default_retval=False)(pair=trade.pair, From eda77aeec8555bf5c27e1a574f63497773e4d38c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 Mar 2020 09:30:30 +0100 Subject: [PATCH 017/417] Add render_template fallback --- freqtrade/misc.py | 12 ++++++++++++ 1 file changed, 12 insertions(+) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 96bac28d8..9eb309e13 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -148,3 +148,15 @@ def render_template(templatefile: str, arguments: dict = {}) -> str: ) template = env.get_template(templatefile) return template.render(**arguments) + + +def render_template_with_fallback(templatefile: str, templatefallbackfile: str, + arguments: dict = {}) -> str: + """ + Use templatefile if possible, otherwise fall back to templatefallbackfile + """ + from jinja2.exceptions import TemplateNotFound + try: + return render_template(templatefile, arguments) + except TemplateNotFound: + return render_template(templatefallbackfile, arguments) From 7736f8d0180f8e4ae86aed14867131443be9557a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 Mar 2020 09:34:42 +0100 Subject: [PATCH 018/417] Add tests for fallkback --- tests/test_misc.py | 17 ++++++++++++++++- 1 file changed, 16 insertions(+), 1 deletion(-) diff --git a/tests/test_misc.py b/tests/test_misc.py index 83e008466..23775c85e 100644 --- a/tests/test_misc.py +++ b/tests/test_misc.py @@ -9,7 +9,8 @@ import pytest from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json, file_load_json, format_ms_time, pair_to_filename, - plural, shorten_date) + plural, render_template, + render_template_with_fallback, shorten_date) def test_shorten_date() -> None: @@ -123,3 +124,17 @@ def test_plural() -> None: assert plural(1.5, "ox", "oxen") == "oxen" assert plural(-0.5, "ox", "oxen") == "oxen" assert plural(-1.5, "ox", "oxen") == "oxen" + + +def test_render_template_fallback(mocker): + from jinja2.exceptions import TemplateNotFound + with pytest.raises(TemplateNotFound): + val = render_template( + templatefile='subtemplates/indicators_does-not-exist.j2',) + + val = render_template_with_fallback( + templatefile='subtemplates/indicators_does-not-exist.j2', + templatefallbackfile='subtemplates/indicators_minimal.j2', + ) + assert isinstance(val, str) + assert 'if self.dp' in val From 791148176c90ce493952268c6401052c2b6f32ba Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 Mar 2020 09:35:53 +0100 Subject: [PATCH 019/417] Add callback functions to new-strategy --template advanced --- freqtrade/commands/cli_options.py | 6 +-- freqtrade/commands/deploy_commands.py | 53 ++++++++++++++----- freqtrade/templates/base_strategy.py.j2 | 1 + .../subtemplates/strategy_methods_advanced.j2 | 36 +++++++++++++ .../subtemplates/strategy_methods_empty.j2 | 0 5 files changed, 80 insertions(+), 16 deletions(-) create mode 100644 freqtrade/templates/subtemplates/strategy_methods_advanced.j2 create mode 100644 freqtrade/templates/subtemplates/strategy_methods_empty.j2 diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index a8d4bc198..2c49d7487 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -379,9 +379,9 @@ AVAILABLE_CLI_OPTIONS = { # Templating options "template": Arg( '--template', - help='Use a template which is either `minimal` or ' - '`full` (containing multiple sample indicators). Default: `%(default)s`.', - choices=['full', 'minimal'], + help='Use a template which is either `minimal`, ' + '`full` (containing multiple sample indicators) or `advanced`. Default: `%(default)s`.', + choices=['full', 'minimal', 'advanced'], default='full', ), # Plot dataframe diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py index f5a68f748..a29ba346f 100644 --- a/freqtrade/commands/deploy_commands.py +++ b/freqtrade/commands/deploy_commands.py @@ -8,7 +8,7 @@ from freqtrade.configuration.directory_operations import (copy_sample_files, create_userdata_dir) from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES from freqtrade.exceptions import OperationalException -from freqtrade.misc import render_template +from freqtrade.misc import render_template, render_template_with_fallback from freqtrade.state import RunMode logger = logging.getLogger(__name__) @@ -32,10 +32,27 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st """ Deploy new strategy from template to strategy_path """ - indicators = render_template(templatefile=f"subtemplates/indicators_{subtemplate}.j2",) - buy_trend = render_template(templatefile=f"subtemplates/buy_trend_{subtemplate}.j2",) - sell_trend = render_template(templatefile=f"subtemplates/sell_trend_{subtemplate}.j2",) - plot_config = render_template(templatefile=f"subtemplates/plot_config_{subtemplate}.j2",) + fallback = 'full' + indicators = render_template_with_fallback( + templatefile=f"subtemplates/indicators_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/indicators_{fallback}.j2", + ) + buy_trend = render_template_with_fallback( + templatefile=f"subtemplates/buy_trend_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/buy_trend_{fallback}.j2", + ) + sell_trend = render_template_with_fallback( + templatefile=f"subtemplates/sell_trend_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/sell_trend_{fallback}.j2", + ) + plot_config = render_template_with_fallback( + templatefile=f"subtemplates/plot_config_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/plot_config_{fallback}.j2", + ) + additional_methods = render_template_with_fallback( + templatefile=f"subtemplates/strategy_methods_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/strategy_methods_empty.j2", + ) strategy_text = render_template(templatefile='base_strategy.py.j2', arguments={"strategy": strategy_name, @@ -43,6 +60,7 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st "buy_trend": buy_trend, "sell_trend": sell_trend, "plot_config": plot_config, + "additional_methods": additional_methods, }) logger.info(f"Writing strategy to `{strategy_path}`.") @@ -73,14 +91,23 @@ def deploy_new_hyperopt(hyperopt_name: str, hyperopt_path: Path, subtemplate: st """ Deploys a new hyperopt template to hyperopt_path """ - buy_guards = render_template( - templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",) - sell_guards = render_template( - templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",) - buy_space = render_template( - templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",) - sell_space = render_template( - templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",) + fallback = 'full' + buy_guards = render_template_with_fallback( + templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/hyperopt_buy_guards_{fallback}.j2", + ) + sell_guards = render_template_with_fallback( + templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/hyperopt_sell_guards_{fallback}.j2", + ) + buy_space = render_template_with_fallback( + templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/hyperopt_buy_space_{fallback}.j2", + ) + sell_space = render_template_with_fallback( + templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2", + templatefallbackfile=f"subtemplates/hyperopt_sell_space_{fallback}.j2", + ) strategy_text = render_template(templatefile='base_hyperopt.py.j2', arguments={"hyperopt": hyperopt_name, diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2 index fbf083387..a1b9f7388 100644 --- a/freqtrade/templates/base_strategy.py.j2 +++ b/freqtrade/templates/base_strategy.py.j2 @@ -137,3 +137,4 @@ class {{ strategy }}(IStrategy): ), 'sell'] = 1 return dataframe + {{ additional_methods | indent(4) }} diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 new file mode 100644 index 000000000..05541d1c7 --- /dev/null +++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 @@ -0,0 +1,36 @@ + +def check_buy_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: + """ + Check buy timeout function callback. + This method can be used to override the buy-timeout. + It is called whenever a limit buy order has been created, + and is not yet fully filled. + Configuration options in `unfilledtimeout` will be verified before this, + so ensure to set these timeouts high enough. + + When not implemented by a strategy, this simply returns False. + :param pair: Pair the trade is for + :param trade: trade object. + :param order: Order dictionary as returned from CCXT. + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the buy-order is cancelled. + """ + return False + +def check_sell_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: + """ + Check sell timeout function callback. + This method can be used to override the sell-timeout. + It is called whenever a limit sell order has been created, + and is not yet fully filled. + Configuration options in `unfilledtimeout` will be verified before this, + so ensure to set these timeouts high enough. + + When not implemented by a strategy, this simply returns False. + :param pair: Pair the trade is for + :param trade: trade object. + :param order: Order dictionary as returned from CCXT. + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the sell-order is cancelled. + """ + return False diff --git a/freqtrade/templates/subtemplates/strategy_methods_empty.j2 b/freqtrade/templates/subtemplates/strategy_methods_empty.j2 new file mode 100644 index 000000000..e69de29bb From cd54875f03ab8fb2444503bf50ec9bd8837a42fe Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 Mar 2020 09:40:07 +0100 Subject: [PATCH 020/417] Add documentation link to advanced functions --- .../templates/subtemplates/strategy_methods_advanced.j2 | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 index 05541d1c7..20144125c 100644 --- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 +++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 @@ -1,5 +1,5 @@ -def check_buy_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: +def check_buy_timeout(self, pair: str, trade: 'Trade', order: Dict, **kwargs) -> bool: """ Check buy timeout function callback. This method can be used to override the buy-timeout. @@ -8,6 +8,8 @@ def check_buy_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> b Configuration options in `unfilledtimeout` will be verified before this, so ensure to set these timeouts high enough. + For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ + When not implemented by a strategy, this simply returns False. :param pair: Pair the trade is for :param trade: trade object. @@ -17,7 +19,7 @@ def check_buy_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> b """ return False -def check_sell_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: +def check_sell_timeout(self, pair: str, trade: 'Trade', order: Dict, **kwargs) -> bool: """ Check sell timeout function callback. This method can be used to override the sell-timeout. @@ -26,6 +28,8 @@ def check_sell_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> Configuration options in `unfilledtimeout` will be verified before this, so ensure to set these timeouts high enough. + For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ + When not implemented by a strategy, this simply returns False. :param pair: Pair the trade is for :param trade: trade object. From 4d8430c687de23be59b7914374f5d5c5f72b92c6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 Mar 2020 09:43:20 +0100 Subject: [PATCH 021/417] Use string typehints to avoid import errors --- docs/strategy-advanced.md | 4 ++-- freqtrade/strategy/interface.py | 4 ++-- freqtrade/templates/subtemplates/strategy_methods_advanced.j2 | 4 ++-- 3 files changed, 6 insertions(+), 6 deletions(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index 8d241cc86..dcb8018f9 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -33,7 +33,7 @@ class Awesomestrategy(IStrategy): 'sell': 60 * 25 } - def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: + def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool: if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5): return True elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3): @@ -43,7 +43,7 @@ class Awesomestrategy(IStrategy): return False - def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: + def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool: if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5): return True elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3): diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 95dbbb99f..a5945ae1f 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -149,7 +149,7 @@ class IStrategy(ABC): :return: DataFrame with sell column """ - def check_buy_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: + def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: """ Check buy timeout function callback. This method can be used to override the buy-timeout. @@ -167,7 +167,7 @@ class IStrategy(ABC): """ return False - def check_sell_timeout(self, pair: str, trade: Trade, order: Dict, **kwargs) -> bool: + def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: """ Check sell timeout function callback. This method can be used to override the sell-timeout. diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 index 20144125c..0ca35e117 100644 --- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 +++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 @@ -1,5 +1,5 @@ -def check_buy_timeout(self, pair: str, trade: 'Trade', order: Dict, **kwargs) -> bool: +def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool: """ Check buy timeout function callback. This method can be used to override the buy-timeout. @@ -19,7 +19,7 @@ def check_buy_timeout(self, pair: str, trade: 'Trade', order: Dict, **kwargs) -> """ return False -def check_sell_timeout(self, pair: str, trade: 'Trade', order: Dict, **kwargs) -> bool: +def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool: """ Check sell timeout function callback. This method can be used to override the sell-timeout. From 0f2d77163455ed1c163a26bee03592a5c8f3a2d6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 Mar 2020 09:46:12 +0100 Subject: [PATCH 022/417] update docs --- docs/utils.md | 26 ++++++++++++++++---------- 1 file changed, 16 insertions(+), 10 deletions(-) diff --git a/docs/utils.md b/docs/utils.md index cdf0c31af..78185be38 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -77,7 +77,7 @@ Results will be located in `user_data/strategies/.py`. ``` output usage: freqtrade new-strategy [-h] [--userdir PATH] [-s NAME] - [--template {full,minimal}] + [--template {full,minimal,advanced}] optional arguments: -h, --help show this help message and exit @@ -86,10 +86,10 @@ optional arguments: -s NAME, --strategy NAME Specify strategy class name which will be used by the bot. - --template {full,minimal} - Use a template which is either `minimal` or `full` - (containing multiple sample indicators). Default: - `full`. + --template {full,minimal,advanced} + Use a template which is either `minimal`, `full` + (containing multiple sample indicators) or `advanced`. + Default: `full`. ``` @@ -105,6 +105,12 @@ With custom user directory freqtrade new-strategy --userdir ~/.freqtrade/ --strategy AwesomeStrategy ``` +Using the advanced template (populates all optional functions and methods) + +```bash +freqtrade new-strategy --strategy AwesomeStrategy --template advanced +``` + ## Create new hyperopt Creates a new hyperopt from a template similar to SampleHyperopt. @@ -114,7 +120,7 @@ Results will be located in `user_data/hyperopts/.py`. ``` output usage: freqtrade new-hyperopt [-h] [--userdir PATH] [--hyperopt NAME] - [--template {full,minimal}] + [--template {full,minimal,advanced}] optional arguments: -h, --help show this help message and exit @@ -122,10 +128,10 @@ optional arguments: Path to userdata directory. --hyperopt NAME Specify hyperopt class name which will be used by the bot. - --template {full,minimal} - Use a template which is either `minimal` or `full` - (containing multiple sample indicators). Default: - `full`. + --template {full,minimal,advanced} + Use a template which is either `minimal`, `full` + (containing multiple sample indicators) or `advanced`. + Default: `full`. ``` ### Sample usage of new-hyperopt From 0587256733a1f9df8deb4ac4c6f63a2ded10e274 Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Thu, 5 Mar 2020 21:57:01 +0100 Subject: [PATCH 023/417] minor create_trade() optimization --- freqtrade/freqtradebot.py | 20 ++++++++++---------- 1 file changed, 10 insertions(+), 10 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 4cbacdb1e..e5ae9043a 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -246,7 +246,7 @@ class FreqtradeBot: if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False): logger.info( f"Getting price from order book {bid_strategy['price_side'].capitalize()} side." - ) + ) order_book_top = bid_strategy.get('order_book_top', 1) order_book = self.exchange.get_order_book(pair, order_book_top) logger.debug('order_book %s', order_book) @@ -394,21 +394,21 @@ class FreqtradeBot: logger.info(f"Pair {pair} is currently locked.") return False + if not self.get_free_open_trades(): + logger.debug(f"Can't open a new trade for {pair}: max number of trades is reached.") + return False + + stake_amount = self.get_trade_stake_amount(pair) + if not stake_amount: + logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.") + return False + # running get_signal on historical data fetched (buy, sell) = self.strategy.get_signal( pair, self.strategy.ticker_interval, self.dataprovider.ohlcv(pair, self.strategy.ticker_interval)) if buy and not sell: - if not self.get_free_open_trades(): - logger.debug("Can't open a new trade: max number of trades is reached.") - return False - - stake_amount = self.get_trade_stake_amount(pair) - if not stake_amount: - logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.") - return False - logger.info(f"Buy signal found: about create a new trade with stake_amount: " f"{stake_amount} ...") From 3208faf7ede6be0898951b8d0bffd2966071f1b7 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 8 Mar 2020 13:35:31 +0300 Subject: [PATCH 024/417] Do not use ticker where it's not a ticker --- docs/backtesting.md | 12 +-- docs/configuration.md | 8 +- docs/data-download.md | 12 +-- docs/developer.md | 6 +- docs/edge.md | 2 +- docs/exchanges.md | 4 +- docs/hyperopt.md | 17 ++-- docs/strategy-customization.md | 17 ++-- docs/utils.md | 6 +- freqtrade/commands/arguments.py | 4 +- freqtrade/commands/build_config_commands.py | 2 +- freqtrade/commands/cli_options.py | 2 +- freqtrade/configuration/timerange.py | 2 +- freqtrade/data/btanalysis.py | 10 +- freqtrade/data/converter.py | 55 +++++------ freqtrade/data/dataprovider.py | 14 +-- freqtrade/data/history/history_utils.py | 22 ++--- freqtrade/data/history/idatahandler.py | 25 +++-- freqtrade/data/history/jsondatahandler.py | 4 +- freqtrade/edge/edge_positioning.py | 16 +-- freqtrade/exchange/exchange.py | 79 +++++++-------- freqtrade/freqtradebot.py | 8 +- freqtrade/misc.py | 12 +-- freqtrade/optimize/backtesting.py | 48 ++++----- freqtrade/optimize/hyperopt.py | 12 +-- freqtrade/plot/plotting.py | 24 ++--- freqtrade/strategy/interface.py | 30 +++--- freqtrade/templates/base_strategy.py.j2 | 2 +- freqtrade/templates/sample_strategy.py | 2 +- tests/conftest.py | 23 ++--- tests/data/test_btanalysis.py | 11 +-- tests/data/test_converter.py | 28 +++--- tests/data/test_dataprovider.py | 36 +++---- tests/data/test_history.py | 48 ++++----- tests/edge/test_edge.py | 26 ++--- tests/exchange/test_exchange.py | 102 ++++++++++---------- tests/optimize/__init__.py | 10 +- tests/optimize/test_backtesting.py | 44 ++++----- tests/optimize/test_hyperopt.py | 44 ++++----- tests/strategy/strats/default_strategy.py | 2 +- tests/strategy/test_interface.py | 52 +++++----- tests/test_misc.py | 8 +- tests/test_plotting.py | 20 ++-- 43 files changed, 459 insertions(+), 452 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 79bfa2350..3d08d5332 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -11,8 +11,8 @@ Now you have good Buy and Sell strategies and some historic data, you want to te real data. This is what we call [backtesting](https://en.wikipedia.org/wiki/Backtesting). -Backtesting will use the crypto-currencies (pairs) from your config file and load ticker data from `user_data/data/` by default. -If no data is available for the exchange / pair / ticker interval combination, backtesting will ask you to download them first using `freqtrade download-data`. +Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/` by default. +If no data is available for the exchange / pair / timeframe (ticker interval) combination, backtesting will ask you to download them first using `freqtrade download-data`. For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation. The result of backtesting will confirm if your bot has better odds of making a profit than a loss. @@ -22,19 +22,19 @@ The result of backtesting will confirm if your bot has better odds of making a p ### Run a backtesting against the currencies listed in your config file -#### With 5 min tickers (Per default) +#### With 5 min candle (OHLCV) data (per default) ```bash freqtrade backtesting ``` -#### With 1 min tickers +#### With 1 min candle (OHLCV) data ```bash freqtrade backtesting --ticker-interval 1m ``` -#### Using a different on-disk ticker-data source +#### Using a different on-disk historical candle (OHLCV) data source Assume you downloaded the history data from the Bittrex exchange and kept it in the `user_data/data/bittrex-20180101` directory. You can then use this data for backtesting as follows: @@ -223,7 +223,7 @@ You can then load the trades to perform further analysis as shown in our [data a To compare multiple strategies, a list of Strategies can be provided to backtesting. -This is limited to 1 ticker-interval per run, however, data is only loaded once from disk so if you have multiple +This is limited to 1 timeframe (ticker interval) value per run. However, data is only loaded once from disk so if you have multiple strategies you'd like to compare, this will give a nice runtime boost. All listed Strategies need to be in the same directory. diff --git a/docs/configuration.md b/docs/configuration.md index 5580b9c68..42018a499 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -47,7 +47,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade).
*Defaults to `false`.*
**Datatype:** Boolean | `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade).
*Defaults to `0.5`.*
**Datatype:** Float (as ratio) | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals.
*Defaults to `0.05` (5%).*
**Datatype:** Positive Float as ratio. -| `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** String +| `ticker_interval` | The timeframe (ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** String | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency).
**Datatype:** String | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode.
*Defaults to `true`.*
**Datatype:** Boolean | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.
*Defaults to `1000`.*
**Datatype:** Float @@ -113,8 +113,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
**Datatype:** Boolean | `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file.
**Datatype:** String | `user_data_dir` | Directory containing user data.
*Defaults to `./user_data/`*.
**Datatype:** String -| `dataformat_ohlcv` | Data format to use to store OHLCV historic data.
*Defaults to `json`*.
**Datatype:** String -| `dataformat_trades` | Data format to use to store trades historic data.
*Defaults to `jsongz`*.
**Datatype:** String +| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data.
*Defaults to `json`*.
**Datatype:** String +| `dataformat_trades` | Data format to use to store historical trades data.
*Defaults to `jsongz`*.
**Datatype:** String ### Parameters in the strategy @@ -413,7 +413,7 @@ Advanced options can be configured using the `_ft_has_params` setting, which wil Available options are listed in the exchange-class as `_ft_has_default`. -For example, to test the order type `FOK` with Kraken, and modify candle_limit to 200 (so you only get 200 candles per call): +For example, to test the order type `FOK` with Kraken, and modify candle limit to 200 (so you only get 200 candles per API call): ```json "exchange": { diff --git a/docs/data-download.md b/docs/data-download.md index 76e22f4ea..903d62854 100644 --- a/docs/data-download.md +++ b/docs/data-download.md @@ -33,7 +33,7 @@ optional arguments: Specify which tickers to download. Space-separated list. Default: `1m 5m`. --erase Clean all existing data for the selected exchange/pairs/timeframes. --data-format-ohlcv {json,jsongz} - Storage format for downloaded ohlcv data. (default: `json`). + Storage format for downloaded candle (OHLCV) data. (default: `json`). --data-format-trades {json,jsongz} Storage format for downloaded trades data. (default: `jsongz`). @@ -105,7 +105,7 @@ Common arguments: ##### Example converting data -The following command will convert all ohlcv (candle) data available in `~/.freqtrade/data/binance` from json to jsongz, saving diskspace in the process. +The following command will convert all candle (OHLCV) data available in `~/.freqtrade/data/binance` from json to jsongz, saving diskspace in the process. It'll also remove original json data files (`--erase` parameter). ``` bash @@ -192,15 +192,15 @@ Then run: freqtrade download-data --exchange binance ``` -This will download ticker data for all the currency pairs you defined in `pairs.json`. +This will download historical candle (OHLCV) data for all the currency pairs you defined in `pairs.json`. ### Other Notes - To use a different directory than the exchange specific default, use `--datadir user_data/data/some_directory`. -- To change the exchange used to download the tickers, please use a different configuration file (you'll probably need to adjust ratelimits etc.) +- To change the exchange used to download the historical data from, please use a different configuration file (you'll probably need to adjust ratelimits etc.) - To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`. -- To download ticker data for only 10 days, use `--days 10` (defaults to 30 days). -- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers. +- To download historical candle (OHLCV) data for only 10 days, use `--days 10` (defaults to 30 days). +- Use `--timeframes` to specify what timeframe download the historical candle (OHLCV) data for. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute data. - To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with most other options. ### Trades (tick) data diff --git a/docs/developer.md b/docs/developer.md index ef9232a59..34b2f1ba5 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -165,7 +165,7 @@ Since CCXT does not provide unification for Stoploss On Exchange yet, we'll need ### Incomplete candles -While fetching OHLCV data, we're may end up getting incomplete candles (Depending on the exchange). +While fetching candle (OHLCV) data, we may end up getting incomplete candles (depending on the exchange). To demonstrate this, we'll use daily candles (`"1d"`) to keep things simple. We query the api (`ct.fetch_ohlcv()`) for the timeframe and look at the date of the last entry. If this entry changes or shows the date of a "incomplete" candle, then we should drop this since having incomplete candles is problematic because indicators assume that only complete candles are passed to them, and will generate a lot of false buy signals. By default, we're therefore removing the last candle assuming it's incomplete. @@ -174,14 +174,14 @@ To check how the new exchange behaves, you can use the following snippet: ``` python import ccxt from datetime import datetime -from freqtrade.data.converter import parse_ticker_dataframe +from freqtrade.data.converter import ohlcv_to_dataframe ct = ccxt.binance() timeframe = "1d" pair = "XLM/BTC" # Make sure to use a pair that exists on that exchange! raw = ct.fetch_ohlcv(pair, timeframe=timeframe) # convert to dataframe -df1 = parse_ticker_dataframe(raw, timeframe, pair=pair, drop_incomplete=False) +df1 = ohlcv_to_dataframe(raw, timeframe, pair=pair, drop_incomplete=False) print(df1.tail(1)) print(datetime.utcnow()) diff --git a/docs/edge.md b/docs/edge.md index 6a301b044..721f570c7 100644 --- a/docs/edge.md +++ b/docs/edge.md @@ -156,7 +156,7 @@ Edge module has following configuration options: | `minimum_winrate` | 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`.*
**Datatype:** Float | `minimum_expectancy` | 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`.*
**Datatype:** Float | `min_trade_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).*
**Datatype:** Integer -| `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.
**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 `1440` (one day).*
**Datatype:** Integer +| `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.
**NOTICE:** While configuring this value, you should take into consideration your timeframe (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 `1440` (one day).*
**Datatype:** Integer | `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.
*Defaults to `false`.*
**Datatype:** Boolean ## Running Edge independently diff --git a/docs/exchanges.md b/docs/exchanges.md index 70dae0aa5..66a0e96da 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -76,8 +76,8 @@ $ pip3 install web3 ### Send incomplete candles to the strategy -Most exchanges return incomplete candles via their ohlcv / klines interface. -By default, Freqtrade assumes that incomplete candles are returned and removes the last candle assuming it's an incomplete candle. +Most exchanges return current incomplete candle via their OHLCV/klines API interface. +By default, Freqtrade assumes that incomplete candle is fetched from the exchange and removes the last candle assuming it's the incomplete candle. Whether your exchange returns incomplete candles or not can be checked using [the helper script](developer.md#Incomplete-candles) from the Contributor documentation. diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 9bc5888ce..abd7aa7ce 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -103,9 +103,10 @@ Place the corresponding settings into the following methods The configuration and rules are the same than for buy signals. To avoid naming collisions in the search-space, please prefix all sell-spaces with `sell-`. -#### Using ticker-interval as part of the Strategy +#### Using timeframe as a part of the Strategy -The Strategy exposes the ticker-interval as `self.ticker_interval`. The same value is available as class-attribute `HyperoptName.ticker_interval`. +The Strategy class exposes the timeframe (ticker interval) value as the `self.ticker_interval` attribute. +The same value is available as class-attribute `HyperoptName.ticker_interval`. In the case of the linked sample-value this would be `SampleHyperOpt.ticker_interval`. ## Solving a Mystery @@ -222,11 +223,11 @@ The `--spaces all` option determines that all possible parameters should be opti !!! Warning When switching parameters or changing configuration options, make sure to not use the argument `--continue` so temporary results can be removed. -### Execute Hyperopt with Different Ticker-Data Source +### Execute Hyperopt with different historical data source -If you would like to hyperopt parameters using an alternate ticker data that -you have on-disk, use the `--datadir PATH` option. Default hyperopt will -use data from directory `user_data/data`. +If you would like to hyperopt parameters using an alternate historical data set that +you have on-disk, use the `--datadir PATH` option. By default, hyperopt +uses data from directory `user_data/data`. ### Running Hyperopt with Smaller Testset @@ -380,7 +381,7 @@ As stated in the comment, you can also use it as the value of the `minimal_roi` #### Default ROI Search Space -If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values vary in the following ranges (for some of the most used ticker intervals, values are rounded to 5 digits after the decimal point): +If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point): | # step | 1m | | 5m | | 1h | | 1d | | | ------ | ------ | ----------------- | -------- | ----------- | ---------- | ----------------- | ------------ | ----------------- | @@ -389,7 +390,7 @@ If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace f | 3 | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 | | 4 | 6...44 | 0.0 | 30...220 | 0.0 | 360...2640 | 0.0 | 8640...63360 | 0.0 | -These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the ticker interval used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the ticker interval used. +These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe (ticker interval) used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used. If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default. diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 4aacd3af6..7793ea148 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -84,7 +84,7 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame Performance Note: For the best performance be frugal on the number of indicators you are using. Let uncomment only the indicator you are using in your strategies or your hyperopt configuration, otherwise you will waste your memory and CPU usage. - :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe() + :param dataframe: Dataframe with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ @@ -284,13 +284,14 @@ If your exchange supports it, it's recommended to also set `"stoploss_on_exchang For more information on order_types please look [here](configuration.md#understand-order_types). -### Ticker interval +### Timeframe (ticker interval) This is the set of candles the bot should download and use for the analysis. Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported by your exchange should work. -Please note that the same buy/sell signals may work with one interval, but not the other. -This setting is accessible within the strategy by using `self.ticker_interval`. +Please note that the same buy/sell signals may work well with one timeframe, but not with the others. + +This setting is accessible within the strategy methods as the `self.ticker_interval` attribute. ### Metadata dict @@ -335,14 +336,14 @@ Please always check the mode of operation to select the correct method to get da #### Possible options for DataProvider - `available_pairs` - Property with tuples listing cached pairs with their intervals (pair, interval). -- `ohlcv(pair, timeframe)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame. +- `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame. - `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk. - `get_pair_dataframe(pair, timeframe)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes). - `orderbook(pair, maximum)` - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries. - `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure. - `runmode` - Property containing the current runmode. -#### Example: fetch live ohlcv / historic data for the first informative pair +#### Example: fetch live / historical candle (OHLCV) data for the first informative pair ``` python if self.dp: @@ -377,8 +378,8 @@ if self.dp: ``` python if self.dp: - for pair, ticker in self.dp.available_pairs: - print(f"available {pair}, {ticker}") + for pair, timeframe in self.dp.available_pairs: + print(f"available {pair}, {timeframe}") ``` #### Get data for non-tradeable pairs diff --git a/docs/utils.md b/docs/utils.md index cdf0c31af..ec9ceeac9 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -61,8 +61,8 @@ $ freqtrade new-config --config config_binance.json ? Do you want to enable Dry-run (simulated trades)? Yes ? Please insert your stake currency: BTC ? Please insert your stake amount: 0.05 -? Please insert max_open_trades (Integer or 'unlimited'): 5 -? Please insert your ticker interval: 15m +? Please insert max_open_trades (Integer or 'unlimited'): 3 +? Please insert your timeframe (ticker interval): 5m ? Please insert your display Currency (for reporting): USD ? Select exchange binance ? Do you want to enable Telegram? No @@ -258,7 +258,7 @@ All exchanges supported by the ccxt library: _1btcxe, acx, adara, allcoin, anxpr ## List Timeframes -Use the `list-timeframes` subcommand to see the list of ticker intervals (timeframes) available for the exchange. +Use the `list-timeframes` subcommand to see the list of timeframes (ticker intervals) available for the exchange. ``` usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [-1] diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 73e77d69d..06acea69e 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -296,7 +296,7 @@ class Arguments: # Add convert-data subcommand convert_data_cmd = subparsers.add_parser( 'convert-data', - help='Convert OHLCV data from one format to another.', + help='Convert candle (OHLCV) data from one format to another.', parents=[_common_parser], ) convert_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=True)) @@ -305,7 +305,7 @@ class Arguments: # Add convert-trade-data subcommand convert_trade_data_cmd = subparsers.add_parser( 'convert-trade-data', - help='Convert trade-data from one format to another.', + help='Convert trade data from one format to another.', parents=[_common_parser], ) convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False)) diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py index 1598fa2ae..58ac6ec27 100644 --- a/freqtrade/commands/build_config_commands.py +++ b/freqtrade/commands/build_config_commands.py @@ -76,7 +76,7 @@ def ask_user_config() -> Dict[str, Any]: { "type": "text", "name": "ticker_interval", - "message": "Please insert your ticker interval:", + "message": "Please insert your timeframe (ticker interval):", "default": "5m", }, { diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index ef674c5c2..e92acef30 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -348,7 +348,7 @@ AVAILABLE_CLI_OPTIONS = { ), "dataformat_ohlcv": Arg( '--data-format-ohlcv', - help='Storage format for downloaded ohlcv data. (default: `%(default)s`).', + help='Storage format for downloaded candle (OHLCV) data. (default: `%(default)s`).', choices=constants.AVAILABLE_DATAHANDLERS, default='json' ), diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py index 3db5f6217..151003999 100644 --- a/freqtrade/configuration/timerange.py +++ b/freqtrade/configuration/timerange.py @@ -45,7 +45,7 @@ class TimeRange: """ Adjust startts by candles. Applies only if no startup-candles have been available. - :param timeframe_secs: Ticker timeframe in seconds e.g. `timeframe_to_seconds('5m')` + :param timeframe_secs: Timeframe in seconds e.g. `timeframe_to_seconds('5m')` :param startup_candles: Number of candles to move start-date forward :param min_date: Minimum data date loaded. Key kriterium to decide if start-time has to be moved diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 7972c6333..681bf6734 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -151,17 +151,17 @@ def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> p return trades -def combine_tickers_with_mean(tickers: Dict[str, pd.DataFrame], - column: str = "close") -> pd.DataFrame: +def combine_dataframes_with_mean(data: Dict[str, pd.DataFrame], + column: str = "close") -> pd.DataFrame: """ Combine multiple dataframes "column" - :param tickers: Dict of Dataframes, dict key should be pair. + :param data: Dict of Dataframes, dict key should be pair. :param column: Column in the original dataframes to use :return: DataFrame with the column renamed to the dict key, and a column named mean, containing the mean of all pairs. """ - df_comb = pd.concat([tickers[pair].set_index('date').rename( - {column: pair}, axis=1)[pair] for pair in tickers], axis=1) + df_comb = pd.concat([data[pair].set_index('date').rename( + {column: pair}, axis=1)[pair] for pair in data], axis=1) df_comb['mean'] = df_comb.mean(axis=1) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 49a2a25bc..77371bf27 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -13,12 +13,12 @@ from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS logger = logging.getLogger(__name__) -def parse_ticker_dataframe(ticker: list, timeframe: str, pair: str, *, - fill_missing: bool = True, - drop_incomplete: bool = True) -> DataFrame: +def ohlcv_to_dataframe(ohlcv: list, timeframe: str, pair: str, *, + fill_missing: bool = True, drop_incomplete: bool = True) -> DataFrame: """ - Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe - :param ticker: ticker list, as returned by exchange.async_get_candle_history + Converts a list with candle (OHLCV) data (in format returned by ccxt.fetch_ohlcv) + to a Dataframe + :param ohlcv: list with candle (OHLCV) data, as returned by exchange.async_get_candle_history :param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data :param pair: Pair this data is for (used to warn if fillup was necessary) :param fill_missing: fill up missing candles with 0 candles @@ -26,21 +26,18 @@ def parse_ticker_dataframe(ticker: list, timeframe: str, pair: str, *, :param drop_incomplete: Drop the last candle of the dataframe, assuming it's incomplete :return: DataFrame """ - logger.debug("Parsing tickerlist to dataframe") + logger.debug(f"Converting candle (OHLCV) data to dataframe for pair {pair}.") cols = DEFAULT_DATAFRAME_COLUMNS - frame = DataFrame(ticker, columns=cols) + df = DataFrame(ohlcv, columns=cols) - frame['date'] = to_datetime(frame['date'], - unit='ms', - utc=True, - infer_datetime_format=True) + df['date'] = to_datetime(df['date'], unit='ms', utc=True, infer_datetime_format=True) - # Some exchanges return int values for volume and even for ohlc. + # Some exchanges return int values for Volume and even for OHLC. # Convert them since TA-LIB indicators used in the strategy assume floats # and fail with exception... - frame = frame.astype(dtype={'open': 'float', 'high': 'float', 'low': 'float', 'close': 'float', - 'volume': 'float'}) - return clean_ohlcv_dataframe(frame, timeframe, pair, + df = df.astype(dtype={'open': 'float', 'high': 'float', 'low': 'float', 'close': 'float', + 'volume': 'float'}) + return clean_ohlcv_dataframe(df, timeframe, pair, fill_missing=fill_missing, drop_incomplete=drop_incomplete) @@ -49,11 +46,11 @@ def clean_ohlcv_dataframe(data: DataFrame, timeframe: str, pair: str, *, fill_missing: bool = True, drop_incomplete: bool = True) -> DataFrame: """ - Clense a ohlcv dataframe by + Clense a OHLCV dataframe by * Grouping it by date (removes duplicate tics) * dropping last candles if requested * Filling up missing data (if requested) - :param data: DataFrame containing ohlcv data. + :param data: DataFrame containing candle (OHLCV) data. :param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data :param pair: Pair this data is for (used to warn if fillup was necessary) :param fill_missing: fill up missing candles with 0 candles @@ -88,16 +85,16 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) """ from freqtrade.exchange import timeframe_to_minutes - ohlc_dict = { + ohlcv_dict = { 'open': 'first', 'high': 'max', 'low': 'min', 'close': 'last', 'volume': 'sum' } - ticker_minutes = timeframe_to_minutes(timeframe) + timeframe_minutes = timeframe_to_minutes(timeframe) # Resample to create "NAN" values - df = dataframe.resample(f'{ticker_minutes}min', on='date').agg(ohlc_dict) + df = dataframe.resample(f'{timeframe_minutes}min', on='date').agg(ohlcv_dict) # Forwardfill close for missing columns df['close'] = df['close'].fillna(method='ffill') @@ -159,20 +156,20 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame: def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame: """ - Converts trades list to ohlcv list + Converts trades list to OHLCV list TODO: This should get a dedicated test :param trades: List of trades, as returned by ccxt.fetch_trades. - :param timeframe: Ticker timeframe to resample data to - :return: ohlcv Dataframe. + :param timeframe: Timeframe to resample data to + :return: OHLCV Dataframe. """ from freqtrade.exchange import timeframe_to_minutes - ticker_minutes = timeframe_to_minutes(timeframe) + timeframe_minutes = timeframe_to_minutes(timeframe) df = pd.DataFrame(trades) df['datetime'] = pd.to_datetime(df['datetime']) df = df.set_index('datetime') - df_new = df['price'].resample(f'{ticker_minutes}min').ohlc() - df_new['volume'] = df['amount'].resample(f'{ticker_minutes}min').sum() + df_new = df['price'].resample(f'{timeframe_minutes}min').ohlc() + df_new['volume'] = df['amount'].resample(f'{timeframe_minutes}min').sum() df_new['date'] = df_new.index # Drop 0 volume rows df_new = df_new.dropna() @@ -206,7 +203,7 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool): """ - Convert ohlcv from one format to another format. + Convert OHLCV from one format to another :param config: Config dictionary :param convert_from: Source format :param convert_to: Target format @@ -216,7 +213,7 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to: src = get_datahandler(config['datadir'], convert_from) trg = get_datahandler(config['datadir'], convert_to) timeframes = config.get('timeframes', [config.get('ticker_interval')]) - logger.info(f"Converting OHLCV for timeframe {timeframes}") + logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}") if 'pairs' not in config: config['pairs'] = [] @@ -224,7 +221,7 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to: for timeframe in timeframes: config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'], timeframe)) - logger.info(f"Converting OHLCV for {config['pairs']}") + logger.info(f"Converting candle (OHLCV) data for {config['pairs']}") for timeframe in timeframes: for pair in config['pairs']: diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index 2964d1cb7..1df710152 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -1,7 +1,7 @@ """ Dataprovider Responsible to provide data to the bot -including Klines, tickers, historic data +including ticker and orderbook data, live and historical candle (OHLCV) data Common Interface for bot and strategy to access data. """ import logging @@ -43,10 +43,10 @@ class DataProvider: def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame: """ - Get ohlcv data for the given pair as DataFrame + Get candle (OHLCV) data for the given pair as DataFrame Please use the `available_pairs` method to verify which pairs are currently cached. :param pair: pair to get the data for - :param timeframe: Ticker timeframe to get data for + :param timeframe: Timeframe to get data for :param copy: copy dataframe before returning if True. Use False only for read-only operations (where the dataframe is not modified) """ @@ -58,7 +58,7 @@ class DataProvider: def historic_ohlcv(self, pair: str, timeframe: str = None) -> DataFrame: """ - Get stored historic ohlcv data + Get stored historical candle (OHLCV) data :param pair: pair to get the data for :param timeframe: timeframe to get data for """ @@ -69,17 +69,17 @@ class DataProvider: def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame: """ - Return pair ohlcv data, either live or cached historical -- depending + Return pair candle (OHLCV) data, either live or cached historical -- depending on the runmode. :param pair: pair to get the data for :param timeframe: timeframe to get data for :return: Dataframe for this pair """ if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE): - # Get live ohlcv data. + # Get live OHLCV data. data = self.ohlcv(pair=pair, timeframe=timeframe) else: - # Get historic ohlcv data (cached on disk). + # Get historical OHLCV data (cached on disk). data = self.historic_ohlcv(pair=pair, timeframe=timeframe) if len(data) == 0: logger.warning(f"No data found for ({pair}, {timeframe}).") diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 5f9a7da20..89d29d33b 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -9,7 +9,7 @@ from pandas import DataFrame from freqtrade.configuration import TimeRange from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS -from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv +from freqtrade.data.converter import ohlcv_to_dataframe, trades_to_ohlcv from freqtrade.data.history.idatahandler import IDataHandler, get_datahandler from freqtrade.exceptions import OperationalException from freqtrade.exchange import Exchange @@ -28,10 +28,10 @@ def load_pair_history(pair: str, data_handler: IDataHandler = None, ) -> DataFrame: """ - Load cached ticker history for the given pair. + Load cached ohlcv history for the given pair. :param pair: Pair to load data for - :param timeframe: Ticker timeframe (e.g. "5m") + :param timeframe: Timeframe (e.g. "5m") :param datadir: Path to the data storage location. :param data_format: Format of the data. Ignored if data_handler is set. :param timerange: Limit data to be loaded to this timerange @@ -63,10 +63,10 @@ def load_data(datadir: Path, data_format: str = 'json', ) -> Dict[str, DataFrame]: """ - Load ticker history data for a list of pairs. + Load ohlcv history data for a list of pairs. :param datadir: Path to the data storage location. - :param timeframe: Ticker Timeframe (e.g. "5m") + :param timeframe: Timeframe (e.g. "5m") :param pairs: List of pairs to load :param timerange: Limit data to be loaded to this timerange :param fill_up_missing: Fill missing values with "No action"-candles @@ -104,10 +104,10 @@ def refresh_data(datadir: Path, timerange: Optional[TimeRange] = None, ) -> None: """ - Refresh ticker history data for a list of pairs. + Refresh ohlcv history data for a list of pairs. :param datadir: Path to the data storage location. - :param timeframe: Ticker Timeframe (e.g. "5m") + :param timeframe: Timeframe (e.g. "5m") :param pairs: List of pairs to load :param exchange: Exchange object :param timerange: Limit data to be loaded to this timerange @@ -165,7 +165,7 @@ def _download_pair_history(datadir: Path, Based on @Rybolov work: https://github.com/rybolov/freqtrade-data :param pair: pair to download - :param timeframe: Ticker Timeframe (e.g 5m) + :param timeframe: Timeframe (e.g "5m") :param timerange: range of time to download :return: bool with success state """ @@ -194,8 +194,8 @@ def _download_pair_history(datadir: Path, days=-30).float_timestamp) * 1000 ) # TODO: Maybe move parsing to exchange class (?) - new_dataframe = parse_ticker_dataframe(new_data, timeframe, pair, - fill_missing=False, drop_incomplete=True) + new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair, + fill_missing=False, drop_incomplete=True) if data.empty: data = new_dataframe else: @@ -362,7 +362,7 @@ def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime, :param pair: pair used for log output. :param min_date: start-date of the data :param max_date: end-date of the data - :param timeframe_min: ticker Timeframe in minutes + :param timeframe_min: Timeframe in minutes """ # total difference in minutes / timeframe-minutes expected_frames = int((max_date - min_date).total_seconds() // 60 // timeframe_min) diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index df03e7713..b08292604 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -55,7 +55,7 @@ class IDataHandler(ABC): Implements the loading and conversion to a Pandas dataframe. Timerange trimming and dataframe validation happens outside of this method. :param pair: Pair to load data - :param timeframe: Ticker timeframe (e.g. "5m") + :param timeframe: Timeframe (e.g. "5m") :param timerange: Limit data to be loaded to this timerange. Optionally implemented by subclasses to avoid loading all data where possible. @@ -67,7 +67,7 @@ class IDataHandler(ABC): """ Remove data for this pair :param pair: Delete data for this pair. - :param timeframe: Ticker timeframe (e.g. "5m") + :param timeframe: Timeframe (e.g. "5m") :return: True when deleted, false if file did not exist. """ @@ -129,10 +129,10 @@ class IDataHandler(ABC): warn_no_data: bool = True ) -> DataFrame: """ - Load cached ticker history for the given pair. + Load cached candle (OHLCV) data for the given pair. :param pair: Pair to load data for - :param timeframe: Ticker timeframe (e.g. "5m") + :param timeframe: Timeframe (e.g. "5m") :param timerange: Limit data to be loaded to this timerange :param fill_missing: Fill missing values with "No action"-candles :param drop_incomplete: Drop last candle assuming it may be incomplete. @@ -145,28 +145,27 @@ class IDataHandler(ABC): if startup_candles > 0 and timerange_startup: timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles) - pairdf = self._ohlcv_load(pair, timeframe, - timerange=timerange_startup) - if pairdf.empty: + df = self._ohlcv_load(pair, timeframe, timerange=timerange_startup) + if df.empty: if warn_no_data: logger.warning( f'No history data for pair: "{pair}", timeframe: {timeframe}. ' 'Use `freqtrade download-data` to download the data' ) - return pairdf + return df else: - enddate = pairdf.iloc[-1]['date'] + enddate = df.iloc[-1]['date'] if timerange_startup: - self._validate_pairdata(pair, pairdf, timerange_startup) - pairdf = trim_dataframe(pairdf, timerange_startup) + self._validate_pairdata(pair, df, timerange_startup) + df = trim_dataframe(df, timerange_startup) # incomplete candles should only be dropped if we didn't trim the end beforehand. - return clean_ohlcv_dataframe(pairdf, timeframe, + return clean_ohlcv_dataframe(df, timeframe, pair=pair, fill_missing=fill_missing, drop_incomplete=(drop_incomplete and - enddate == pairdf.iloc[-1]['date'])) + enddate == df.iloc[-1]['date'])) def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange): """ diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py index 2b738a94a..363b03958 100644 --- a/freqtrade/data/history/jsondatahandler.py +++ b/freqtrade/data/history/jsondatahandler.py @@ -60,7 +60,7 @@ class JsonDataHandler(IDataHandler): Implements the loading and conversion to a Pandas dataframe. Timerange trimming and dataframe validation happens outside of this method. :param pair: Pair to load data - :param timeframe: Ticker timeframe (e.g. "5m") + :param timeframe: Timeframe (e.g. "5m") :param timerange: Limit data to be loaded to this timerange. Optionally implemented by subclasses to avoid loading all data where possible. @@ -83,7 +83,7 @@ class JsonDataHandler(IDataHandler): """ Remove data for this pair :param pair: Delete data for this pair. - :param timeframe: Ticker timeframe (e.g. "5m") + :param timeframe: Timeframe (e.g. "5m") :return: True when deleted, false if file did not exist. """ filename = self._pair_data_filename(self._datadir, pair, timeframe) diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index 57a8f4a7c..a24e29efb 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -119,7 +119,7 @@ class Edge: logger.critical("No data found. Edge is stopped ...") return False - preprocessed = self.strategy.tickerdata_to_dataframe(data) + preprocessed = self.strategy.ohlcvdata_to_dataframe(data) # Print timeframe min_date, max_date = history.get_timerange(preprocessed) @@ -137,10 +137,10 @@ class Edge: pair_data = pair_data.sort_values(by=['date']) pair_data = pair_data.reset_index(drop=True) - ticker_data = self.strategy.advise_sell( + dataframe = self.strategy.advise_sell( self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy() - trades += self._find_trades_for_stoploss_range(ticker_data, pair, self._stoploss_range) + trades += self._find_trades_for_stoploss_range(dataframe, pair, self._stoploss_range) # If no trade found then exit if len(trades) == 0: @@ -359,11 +359,11 @@ class Edge: # Returning a list of pairs in order of "expectancy" return final - def _find_trades_for_stoploss_range(self, ticker_data, pair, stoploss_range): - buy_column = ticker_data['buy'].values - sell_column = ticker_data['sell'].values - date_column = ticker_data['date'].values - ohlc_columns = ticker_data[['open', 'high', 'low', 'close']].values + def _find_trades_for_stoploss_range(self, dataframe, pair, stoploss_range): + buy_column = dataframe['buy'].values + sell_column = dataframe['sell'].values + date_column = dataframe['date'].values + ohlc_columns = dataframe[['open', 'high', 'low', 'close']].values result: list = [] for stoploss in stoploss_range: diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 522b4e40e..f4c94a1ca 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -18,7 +18,7 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, decimal_to_precision) from pandas import DataFrame -from freqtrade.data.converter import parse_ticker_dataframe +from freqtrade.data.converter import ohlcv_to_dataframe from freqtrade.exceptions import (DependencyException, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async @@ -351,7 +351,7 @@ class Exchange: def validate_timeframes(self, timeframe: Optional[str]) -> None: """ - Checks if ticker interval from config is a supported timeframe on the exchange + Check if timeframe from config is a supported timeframe on the exchange """ if not hasattr(self._api, "timeframes") or self._api.timeframes is None: # If timeframes attribute is missing (or is None), the exchange probably @@ -364,7 +364,7 @@ class Exchange: if timeframe and (timeframe not in self.timeframes): raise OperationalException( - f"Invalid ticker interval '{timeframe}'. This exchange supports: {self.timeframes}") + f"Invalid timeframe '{timeframe}'. This exchange supports: {self.timeframes}") if timeframe and timeframe_to_minutes(timeframe) < 1: raise OperationalException( @@ -599,7 +599,7 @@ class Exchange: return self._api.fetch_tickers() except ccxt.NotSupported as e: raise OperationalException( - f'Exchange {self._api.name} does not support fetching tickers in batch.' + f'Exchange {self._api.name} does not support fetching tickers in batch. ' f'Message: {e}') from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( @@ -623,13 +623,13 @@ class Exchange: def get_historic_ohlcv(self, pair: str, timeframe: str, since_ms: int) -> List: """ - Gets candle history using asyncio and returns the list of candles. - Handles all async doing. - Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call. + Get candle history using asyncio and returns the list of candles. + Handles all async work for this. + Async over one pair, assuming we get `self._ohlcv_candle_limit` candles per call. :param pair: Pair to download - :param timeframe: Ticker Timeframe to get + :param timeframe: Timeframe to get data for :param since_ms: Timestamp in milliseconds to get history from - :returns List of tickers + :returns List with candle (OHLCV) data """ return asyncio.get_event_loop().run_until_complete( self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe, @@ -649,26 +649,27 @@ class Exchange: pair, timeframe, since) for since in range(since_ms, arrow.utcnow().timestamp * 1000, one_call)] - tickers = await asyncio.gather(*input_coroutines, return_exceptions=True) + results = await asyncio.gather(*input_coroutines, return_exceptions=True) - # Combine tickers + # Combine gathered results data: List = [] - for p, timeframe, ticker in tickers: + for p, timeframe, res in results: if p == pair: - data.extend(ticker) + data.extend(res) # Sort data again after extending the result - above calls return in "async order" data = sorted(data, key=lambda x: x[0]) - logger.info("downloaded %s with length %s.", pair, len(data)) + logger.info("Downloaded data for %s with length %s.", pair, len(data)) return data def refresh_latest_ohlcv(self, pair_list: List[Tuple[str, str]]) -> List[Tuple[str, List]]: """ - Refresh in-memory ohlcv asynchronously and set `_klines` with the result + Refresh in-memory OHLCV asynchronously and set `_klines` with the result Loops asynchronously over pair_list and downloads all pairs async (semi-parallel). + Only used in the dataprovider.refresh() method. :param pair_list: List of 2 element tuples containing pair, interval to refresh - :return: Returns a List of ticker-dataframes. + :return: TODO: return value is only used in the tests, get rid of it """ - logger.debug("Refreshing ohlcv data for %d pairs", len(pair_list)) + logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list)) input_coroutines = [] @@ -679,15 +680,15 @@ class Exchange: input_coroutines.append(self._async_get_candle_history(pair, timeframe)) else: logger.debug( - "Using cached ohlcv data for pair %s, timeframe %s ...", + "Using cached candle (OHLCV) data for pair %s, timeframe %s ...", pair, timeframe ) - tickers = asyncio.get_event_loop().run_until_complete( + results = asyncio.get_event_loop().run_until_complete( asyncio.gather(*input_coroutines, return_exceptions=True)) # handle caching - for res in tickers: + for res in results: if isinstance(res, Exception): logger.warning("Async code raised an exception: %s", res.__class__.__name__) continue @@ -698,13 +699,14 @@ class Exchange: if ticks: self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000 # keeping parsed dataframe in cache - self._klines[(pair, timeframe)] = parse_ticker_dataframe( + self._klines[(pair, timeframe)] = ohlcv_to_dataframe( ticks, timeframe, pair=pair, fill_missing=True, drop_incomplete=self._ohlcv_partial_candle) - return tickers + + return results def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool: - # Calculating ticker interval in seconds + # Timeframe in seconds interval_in_sec = timeframe_to_seconds(timeframe) return not ((self._pairs_last_refresh_time.get((pair, timeframe), 0) @@ -714,11 +716,11 @@ class Exchange: async def _async_get_candle_history(self, pair: str, timeframe: str, since_ms: Optional[int] = None) -> Tuple[str, str, List]: """ - Asynchronously gets candle histories using fetch_ohlcv + Asynchronously get candle history data using fetch_ohlcv returns tuple: (pair, timeframe, ohlcv_list) """ try: - # fetch ohlcv asynchronously + # Fetch OHLCV asynchronously s = '(' + arrow.get(since_ms // 1000).isoformat() + ') ' if since_ms is not None else '' logger.debug( "Fetching pair %s, interval %s, since %s %s...", @@ -728,9 +730,9 @@ class Exchange: data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe, since=since_ms) - # Because some exchange sort Tickers ASC and other DESC. - # Ex: Bittrex returns a list of tickers ASC (oldest first, newest last) - # when GDAX returns a list of tickers DESC (newest first, oldest last) + # Some exchanges sort OHLCV in ASC order and others in DESC. + # Ex: Bittrex returns the list of OHLCV in ASC order (oldest first, newest last) + # while GDAX returns the list of OHLCV in DESC order (newest first, oldest last) # Only sort if necessary to save computing time try: if data and data[0][0] > data[-1][0]: @@ -743,14 +745,15 @@ class Exchange: except ccxt.NotSupported as e: raise OperationalException( - f'Exchange {self._api.name} does not support fetching historical candlestick data.' - f'Message: {e}') from e + f'Exchange {self._api.name} does not support fetching historical ' + f'candle (OHLCV) data. Message: {e}') from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: - raise TemporaryError(f'Could not load ticker history for pair {pair} due to ' - f'{e.__class__.__name__}. Message: {e}') from e + raise TemporaryError(f'Could not fetch historical candle (OHLCV) data ' + f'for pair {pair} due to {e.__class__.__name__}. ' + f'Message: {e}') from e except ccxt.BaseError as e: - raise OperationalException(f'Could not fetch ticker data for pair {pair}. ' - f'Msg: {e}') from e + raise OperationalException(f'Could not fetch historical candle (OHLCV) data ' + f'for pair {pair}. Message: {e}') from e @retrier_async async def _async_fetch_trades(self, pair: str, @@ -883,14 +886,14 @@ class Exchange: until: Optional[int] = None, from_id: Optional[str] = None) -> Tuple[str, List]: """ - Gets candle history using asyncio and returns the list of candles. - Handles all async doing. - Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call. + Get trade history data using asyncio. + Handles all async work and returns the list of candles. + Async over one pair, assuming we get `self._ohlcv_candle_limit` candles per call. :param pair: Pair to download :param since: Timestamp in milliseconds to get history from :param until: Timestamp in milliseconds. Defaults to current timestamp if not defined. :param from_id: Download data starting with ID (if id is known) - :returns List of tickers + :returns List of trade data """ if not self.exchange_has("fetchTrades"): raise OperationalException("This exchange does not suport downloading Trades.") diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 914b8d9cd..9897b39b4 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -172,8 +172,8 @@ class FreqtradeBot: _whitelist = self.edge.adjust(_whitelist) if trades: - # Extend active-pair whitelist with pairs from open trades - # It ensures that tickers are downloaded for open trades + # Extend active-pair whitelist with pairs of open trades + # It ensures that candle (OHLCV) data are downloaded for open trades as well _whitelist.extend([trade.pair for trade in trades if trade.pair not in _whitelist]) return _whitelist @@ -628,7 +628,7 @@ class FreqtradeBot: def get_sell_rate(self, pair: str, refresh: bool) -> float: """ - Get sell rate - either using get-ticker bid or first bid based on orderbook + Get sell rate - either using ticker bid or first bid based on orderbook The orderbook portion is only used for rpc messaging, which would otherwise fail for BitMex (has no bid/ask in fetch_ticker) or remain static in any other case since it's not updating. @@ -1043,7 +1043,7 @@ class FreqtradeBot: """ profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested profit_trade = trade.calc_profit(rate=profit_rate) - # Use cached ticker here - it was updated seconds ago. + # Use cached rates here - it was updated seconds ago. current_rate = self.get_sell_rate(trade.pair, False) profit_ratio = trade.calc_profit_ratio(profit_rate) gain = "profit" if profit_ratio > 0 else "loss" diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 96bac28d8..1f52b75ec 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -81,13 +81,13 @@ def file_load_json(file): gzipfile = file # Try gzip file first, otherwise regular json file. if gzipfile.is_file(): - logger.debug('Loading ticker data from file %s', gzipfile) - with gzip.open(gzipfile) as tickerdata: - pairdata = json_load(tickerdata) + logger.debug(f"Loading historical data from file {gzipfile}") + with gzip.open(gzipfile) as datafile: + pairdata = json_load(datafile) elif file.is_file(): - logger.debug('Loading ticker data from file %s', file) - with open(file) as tickerdata: - pairdata = json_load(tickerdata) + logger.debug(f"Loading historical data from file {file}") + with open(file) as datafile: + pairdata = json_load(datafile) else: return None return pairdata diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 94441ce24..949c072c5 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -88,8 +88,8 @@ class Backtesting: validate_config_consistency(self.config) if "ticker_interval" not in self.config: - raise OperationalException("Ticker-interval needs to be set in either configuration " - "or as cli argument `--ticker-interval 5m`") + raise OperationalException("Timeframe (ticker interval) needs to be set in either " + "configuration or as cli argument `--ticker-interval 5m`") self.timeframe = str(self.config.get('ticker_interval')) self.timeframe_min = timeframe_to_minutes(self.timeframe) @@ -151,32 +151,33 @@ class Backtesting: logger.info(f'Dumping backtest results to {recordfilename}') file_dump_json(recordfilename, records) - def _get_ticker_list(self, processed: Dict) -> Dict[str, DataFrame]: + def _get_ohlcv_as_lists(self, processed: Dict) -> Dict[str, DataFrame]: """ - Helper function to convert a processed tickerlist into a list for performance reasons. + Helper function to convert a processed dataframes into lists for performance reasons. Used by backtest() - so keep this optimized for performance. """ headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high'] - ticker: Dict = {} - # Create ticker dict + data: Dict = {} + # Create dict with data for pair, pair_data in processed.items(): pair_data.loc[:, 'buy'] = 0 # cleanup from previous run pair_data.loc[:, 'sell'] = 0 # cleanup from previous run - ticker_data = self.strategy.advise_sell( + dataframe = self.strategy.advise_sell( self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy() - # to avoid using data from future, we buy/sell with signal from previous candle - ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1) - ticker_data.loc[:, 'sell'] = ticker_data['sell'].shift(1) + # To avoid using data from future, we use buy/sell signals shifted + # from the previous candle + dataframe.loc[:, 'buy'] = dataframe['buy'].shift(1) + dataframe.loc[:, 'sell'] = dataframe['sell'].shift(1) - ticker_data.drop(ticker_data.head(1).index, inplace=True) + dataframe.drop(dataframe.head(1).index, inplace=True) # Convert from Pandas to list for performance reasons # (Looping Pandas is slow.) - ticker[pair] = [x for x in ticker_data.itertuples()] - return ticker + data[pair] = [x for x in dataframe.itertuples()] + return data def _get_close_rate(self, sell_row, trade: Trade, sell: SellCheckTuple, trade_dur: int) -> float: @@ -220,7 +221,7 @@ class Backtesting: def _get_sell_trade_entry( self, pair: str, buy_row: DataFrame, - partial_ticker: List, trade_count_lock: Dict, + partial_ohlcv: List, trade_count_lock: Dict, stake_amount: float, max_open_trades: int) -> Optional[BacktestResult]: trade = Trade( @@ -235,7 +236,7 @@ class Backtesting: ) logger.debug(f"{pair} - Backtesting emulates creation of new trade: {trade}.") # calculate win/lose forwards from buy point - for sell_row in partial_ticker: + for sell_row in partial_ohlcv: if max_open_trades > 0: # Increase trade_count_lock for every iteration trade_count_lock[sell_row.date] = trade_count_lock.get(sell_row.date, 0) + 1 @@ -259,9 +260,9 @@ class Backtesting: close_rate=closerate, sell_reason=sell.sell_type ) - if partial_ticker: + if partial_ohlcv: # no sell condition found - trade stil open at end of backtest period - sell_row = partial_ticker[-1] + sell_row = partial_ohlcv[-1] bt_res = BacktestResult(pair=pair, profit_percent=trade.calc_profit_ratio(rate=sell_row.open), profit_abs=trade.calc_profit(rate=sell_row.open), @@ -308,8 +309,9 @@ class Backtesting: trades = [] trade_count_lock: Dict = {} - # Dict of ticker-lists for performance (looping lists is a lot faster than dataframes) - ticker: Dict = self._get_ticker_list(processed) + # Use dict of lists with data for performance + # (looping lists is a lot faster than pandas DataFrames) + data: Dict = self._get_ohlcv_as_lists(processed) lock_pair_until: Dict = {} # Indexes per pair, so some pairs are allowed to have a missing start. @@ -319,12 +321,12 @@ class Backtesting: # Loop timerange and get candle for each pair at that point in time while tmp < end_date: - for i, pair in enumerate(ticker): + for i, pair in enumerate(data): if pair not in indexes: indexes[pair] = 0 try: - row = ticker[pair][indexes[pair]] + row = data[pair][indexes[pair]] except IndexError: # missing Data for one pair at the end. # Warnings for this are shown during data loading @@ -352,7 +354,7 @@ class Backtesting: # since indexes has been incremented before, we need to go one step back to # also check the buying candle for sell conditions. - trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][indexes[pair]-1:], + trade_entry = self._get_sell_trade_entry(pair, row, data[pair][indexes[pair]-1:], trade_count_lock, stake_amount, max_open_trades) @@ -395,7 +397,7 @@ class Backtesting: self._set_strategy(strat) # need to reprocess data every time to populate signals - preprocessed = self.strategy.tickerdata_to_dataframe(data) + preprocessed = self.strategy.ohlcvdata_to_dataframe(data) # Trim startup period from analyzed dataframe for pair, df in preprocessed.items(): diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index e9ab469f4..ed58db977 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -75,8 +75,8 @@ class Hyperopt: self.trials_file = (self.config['user_data_dir'] / 'hyperopt_results' / 'hyperopt_results.pickle') - self.tickerdata_pickle = (self.config['user_data_dir'] / - 'hyperopt_results' / 'hyperopt_tickerdata.pkl') + self.data_pickle_file = (self.config['user_data_dir'] / + 'hyperopt_results' / 'hyperopt_data.pkl') self.total_epochs = config.get('epochs', 0) self.current_best_loss = 100 @@ -130,7 +130,7 @@ class Hyperopt: """ Remove hyperopt pickle files to restart hyperopt. """ - for f in [self.tickerdata_pickle, self.trials_file]: + for f in [self.data_pickle_file, self.trials_file]: p = Path(f) if p.is_file(): logger.info(f"Removing `{p}`.") @@ -454,7 +454,7 @@ class Hyperopt: self.backtesting.strategy.trailing_only_offset_is_reached = \ d['trailing_only_offset_is_reached'] - processed = load(self.tickerdata_pickle) + processed = load(self.data_pickle_file) min_date, max_date = get_timerange(processed) @@ -570,7 +570,7 @@ class Hyperopt: self.hyperopt_table_header = -1 data, timerange = self.backtesting.load_bt_data() - preprocessed = self.backtesting.strategy.tickerdata_to_dataframe(data) + preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data) # Trim startup period from analyzed dataframe for pair, df in preprocessed.items(): @@ -581,7 +581,7 @@ class Hyperopt: 'Hyperopting with data from %s up to %s (%s days)..', min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days ) - dump(preprocessed, self.tickerdata_pickle) + dump(preprocessed, self.data_pickle_file) # We don't need exchange instance anymore while running hyperopt self.backtesting.exchange = None # type: ignore diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index d979a40e0..cfbda6714 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -6,7 +6,7 @@ import pandas as pd from freqtrade.configuration import TimeRange from freqtrade.data.btanalysis import (calculate_max_drawdown, - combine_tickers_with_mean, + combine_dataframes_with_mean, create_cum_profit, extract_trades_of_period, load_trades) from freqtrade.data.converter import trim_dataframe @@ -29,7 +29,7 @@ except ImportError: def init_plotscript(config): """ Initialize objects needed for plotting - :return: Dict with tickers, trades and pairs + :return: Dict with candle (OHLCV) data, trades and pairs """ if "pairs" in config: @@ -40,7 +40,7 @@ def init_plotscript(config): # Set timerange to use timerange = TimeRange.parse_timerange(config.get("timerange")) - tickers = load_data( + data = load_data( datadir=config.get("datadir"), pairs=pairs, timeframe=config.get('ticker_interval', '5m'), @@ -53,7 +53,7 @@ def init_plotscript(config): exportfilename=config.get('exportfilename'), ) trades = trim_dataframe(trades, timerange, 'open_time') - return {"tickers": tickers, + return {"ohlcv": data, "trades": trades, "pairs": pairs, } @@ -368,10 +368,10 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra return fig -def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame], +def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame], trades: pd.DataFrame, timeframe: str) -> go.Figure: # Combine close-values for all pairs, rename columns to "pair" - df_comb = combine_tickers_with_mean(tickers, "close") + df_comb = combine_dataframes_with_mean(data, "close") # Add combined cumulative profit df_comb = create_cum_profit(df_comb, trades, 'cum_profit', timeframe) @@ -439,7 +439,7 @@ def load_and_plot_trades(config: Dict[str, Any]): """ From configuration provided - Initializes plot-script - - Get tickers data + - Get candle (OHLCV) data - Generate Dafaframes populated with indicators and signals based on configured strategy - Load trades excecuted during the selected period - Generate Plotly plot objects @@ -451,13 +451,13 @@ def load_and_plot_trades(config: Dict[str, Any]): plot_elements = init_plotscript(config) trades = plot_elements['trades'] pair_counter = 0 - for pair, data in plot_elements["tickers"].items(): + for pair, data in plot_elements["ohlcv"].items(): pair_counter += 1 logger.info("analyse pair %s", pair) - tickers = {} - tickers[pair] = data + ohlcv = {} + ohlcv[pair] = data - dataframe = strategy.analyze_ticker(tickers[pair], {'pair': pair}) + dataframe = strategy.analyze_ticker(ohlcv[pair], {'pair': pair}) trades_pair = trades.loc[trades['pair'] == pair] trades_pair = extract_trades_of_period(dataframe, trades_pair) @@ -494,7 +494,7 @@ def plot_profit(config: Dict[str, Any]) -> None: # Create an average close price of all the pairs that were involved. # this could be useful to gauge the overall market trend - fig = generate_profit_graph(plot_elements["pairs"], plot_elements["tickers"], + fig = generate_profit_graph(plot_elements["pairs"], plot_elements["ohlcv"], trades, config.get('ticker_interval', '5m')) store_plot_file(fig, filename='freqtrade-profit-plot.html', directory=config['user_data_dir'] / "plot", auto_open=True) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index d23af3f6e..696d2b2d2 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -59,7 +59,7 @@ class IStrategy(ABC): Attributes you can use: minimal_roi -> Dict: Minimal ROI designed for the strategy stoploss -> float: optimal stoploss designed for the strategy - ticker_interval -> str: value of the ticker interval to use for the strategy + ticker_interval -> str: value of the timeframe (ticker interval) to use with the strategy """ # Strategy interface version # Default to version 2 @@ -125,7 +125,7 @@ class IStrategy(ABC): def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Populate indicators that will be used in the Buy and Sell strategy - :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe() + :param dataframe: DataFrame with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ @@ -200,11 +200,11 @@ class IStrategy(ABC): def analyze_ticker(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ - Parses the given ticker history and returns a populated DataFrame + Parses the given candle (OHLCV) data and returns a populated DataFrame add several TA indicators and buy signal to it - :param dataframe: Dataframe containing ticker data + :param dataframe: Dataframe containing data from exchange :param metadata: Metadata dictionary with additional data (e.g. 'pair') - :return: DataFrame with ticker data and indicator data + :return: DataFrame of candle (OHLCV) data with indicator data and signals added """ logger.debug("TA Analysis Launched") dataframe = self.advise_indicators(dataframe, metadata) @@ -214,12 +214,12 @@ class IStrategy(ABC): def _analyze_ticker_internal(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ - Parses the given ticker history and returns a populated DataFrame + Parses the given candle (OHLCV) data and returns a populated DataFrame add several TA indicators and buy signal to it WARNING: Used internally only, may skip analysis if `process_only_new_candles` is set. - :param dataframe: Dataframe containing ticker data + :param dataframe: Dataframe containing data from exchange :param metadata: Metadata dictionary with additional data (e.g. 'pair') - :return: DataFrame with ticker data and indicator data + :return: DataFrame of candle (OHLCV) data with indicator data and signals added """ pair = str(metadata.get('pair')) @@ -251,21 +251,21 @@ class IStrategy(ABC): :return: (Buy, Sell) A bool-tuple indicating buy/sell signal """ if not isinstance(dataframe, DataFrame) or dataframe.empty: - logger.warning('Empty ticker history for pair %s', pair) + logger.warning('Empty candle (OHLCV) data for pair %s', pair) return False, False try: dataframe = self._analyze_ticker_internal(dataframe, {'pair': pair}) except ValueError as error: logger.warning( - 'Unable to analyze ticker for pair %s: %s', + 'Unable to analyze candle (OHLCV) data for pair %s: %s', pair, str(error) ) return False, False except Exception as error: logger.exception( - 'Unexpected error when analyzing ticker for pair %s: %s', + 'Unexpected error when analyzing candle (OHLCV) data for pair %s: %s', pair, str(error) ) @@ -440,19 +440,19 @@ class IStrategy(ABC): else: return current_profit > roi - def tickerdata_to_dataframe(self, tickerdata: Dict[str, DataFrame]) -> Dict[str, DataFrame]: + def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]: """ - Creates a dataframe and populates indicators for given ticker data + Creates a dataframe and populates indicators for given candle (OHLCV) data Used by optimize operations only, not during dry / live runs. """ return {pair: self.advise_indicators(pair_data, {'pair': pair}) - for pair, pair_data in tickerdata.items()} + for pair, pair_data in data.items()} def advise_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Populate indicators that will be used in the Buy and Sell strategy This method should not be overridden. - :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe() + :param dataframe: Dataframe with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2 index fbf083387..97a189ff4 100644 --- a/freqtrade/templates/base_strategy.py.j2 +++ b/freqtrade/templates/base_strategy.py.j2 @@ -99,7 +99,7 @@ class {{ strategy }}(IStrategy): Performance Note: For the best performance be frugal on the number of indicators you are using. Let uncomment only the indicator you are using in your strategies or your hyperopt configuration, otherwise you will waste your memory and CPU usage. - :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe() + :param dataframe: Dataframe with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py index 17372e1e0..f78489173 100644 --- a/freqtrade/templates/sample_strategy.py +++ b/freqtrade/templates/sample_strategy.py @@ -116,7 +116,7 @@ class SampleStrategy(IStrategy): Performance Note: For the best performance be frugal on the number of indicators you are using. Let uncomment only the indicator you are using in your strategies or your hyperopt configuration, otherwise you will waste your memory and CPU usage. - :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe() + :param dataframe: Dataframe with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ diff --git a/tests/conftest.py b/tests/conftest.py index e8e3fe9e3..64d0cd5ee 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -15,7 +15,7 @@ from telegram import Chat, Message, Update from freqtrade import constants, persistence from freqtrade.commands import Arguments -from freqtrade.data.converter import parse_ticker_dataframe +from freqtrade.data.converter import ohlcv_to_dataframe from freqtrade.edge import Edge, PairInfo from freqtrade.exchange import Exchange from freqtrade.freqtradebot import FreqtradeBot @@ -849,15 +849,15 @@ def order_book_l2(): @pytest.fixture -def ticker_history_list(): +def ohlcv_history_list(): return [ [ 1511686200000, # unix timestamp ms - 8.794e-05, # open - 8.948e-05, # high - 8.794e-05, # low - 8.88e-05, # close - 0.0877869, # volume (in quote currency) + 8.794e-05, # open + 8.948e-05, # high + 8.794e-05, # low + 8.88e-05, # close + 0.0877869, # volume (in quote currency) ], [ 1511686500000, @@ -879,8 +879,9 @@ def ticker_history_list(): @pytest.fixture -def ticker_history(ticker_history_list): - return parse_ticker_dataframe(ticker_history_list, "5m", pair="UNITTEST/BTC", fill_missing=True) +def ohlcv_history(ohlcv_history_list): + return ohlcv_to_dataframe(ohlcv_history_list, "5m", pair="UNITTEST/BTC", + fill_missing=True) @pytest.fixture @@ -1195,8 +1196,8 @@ def tickers(): @pytest.fixture def result(testdatadir): with (testdatadir / 'UNITTEST_BTC-1m.json').open('r') as data_file: - return parse_ticker_dataframe(json.load(data_file), '1m', pair="UNITTEST/BTC", - fill_missing=True) + return ohlcv_to_dataframe(json.load(data_file), '1m', pair="UNITTEST/BTC", + fill_missing=True) @pytest.fixture(scope="function") diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 7e3c1f077..da5d225b9 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -8,7 +8,7 @@ from freqtrade.configuration import TimeRange from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, analyze_trade_parallelism, calculate_max_drawdown, - combine_tickers_with_mean, + combine_dataframes_with_mean, create_cum_profit, extract_trades_of_period, load_backtest_data, load_trades, @@ -120,13 +120,10 @@ def test_load_trades(default_conf, mocker): assert bt_mock.call_count == 1 -def test_combine_tickers_with_mean(testdatadir): +def test_combine_dataframes_with_mean(testdatadir): pairs = ["ETH/BTC", "ADA/BTC"] - tickers = load_data(datadir=testdatadir, - pairs=pairs, - timeframe='5m' - ) - df = combine_tickers_with_mean(tickers) + data = load_data(datadir=testdatadir, pairs=pairs, timeframe='5m') + df = combine_dataframes_with_mean(data) assert isinstance(df, DataFrame) assert "ETH/BTC" in df.columns assert "ADA/BTC" in df.columns diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py index a0ec2f46f..7dff520e0 100644 --- a/tests/data/test_converter.py +++ b/tests/data/test_converter.py @@ -5,9 +5,12 @@ from freqtrade.configuration.timerange import TimeRange from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_format, ohlcv_fill_up_missing_data, - parse_ticker_dataframe, trim_dataframe) -from freqtrade.data.history import (get_timerange, load_data, - load_pair_history, validate_backtest_data) + ohlcv_to_dataframe, + trim_dataframe) +from freqtrade.data.history import (get_timerange, + load_data, + load_pair_history, + validate_backtest_data) from tests.conftest import log_has from tests.data.test_history import _backup_file, _clean_test_file @@ -16,15 +19,15 @@ def test_dataframe_correct_columns(result): assert result.columns.tolist() == ['date', 'open', 'high', 'low', 'close', 'volume'] -def test_parse_ticker_dataframe(ticker_history_list, caplog): +def test_ohlcv_to_dataframe(ohlcv_history_list, caplog): columns = ['date', 'open', 'high', 'low', 'close', 'volume'] caplog.set_level(logging.DEBUG) # Test file with BV data - dataframe = parse_ticker_dataframe(ticker_history_list, '5m', - pair="UNITTEST/BTC", fill_missing=True) + dataframe = ohlcv_to_dataframe(ohlcv_history_list, '5m', pair="UNITTEST/BTC", + fill_missing=True) assert dataframe.columns.tolist() == columns - assert log_has('Parsing tickerlist to dataframe', caplog) + assert log_has('Converting candle (OHLCV) data to dataframe for pair UNITTEST/BTC.', caplog) def test_ohlcv_fill_up_missing_data(testdatadir, caplog): @@ -84,7 +87,8 @@ def test_ohlcv_fill_up_missing_data2(caplog): ] # Generate test-data without filling missing - data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC", fill_missing=False) + data = ohlcv_to_dataframe(ticks, timeframe, pair="UNITTEST/BTC", + fill_missing=False) assert len(data) == 3 caplog.set_level(logging.DEBUG) data2 = ohlcv_fill_up_missing_data(data, timeframe, "UNITTEST/BTC") @@ -140,14 +144,14 @@ def test_ohlcv_drop_incomplete(caplog): ] ] caplog.set_level(logging.DEBUG) - data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC", - fill_missing=False, drop_incomplete=False) + data = ohlcv_to_dataframe(ticks, timeframe, pair="UNITTEST/BTC", + fill_missing=False, drop_incomplete=False) assert len(data) == 4 assert not log_has("Dropping last candle", caplog) # Drop last candle - data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC", - fill_missing=False, drop_incomplete=True) + data = ohlcv_to_dataframe(ticks, timeframe, pair="UNITTEST/BTC", + fill_missing=False, drop_incomplete=True) assert len(data) == 3 assert log_has("Dropping last candle", caplog) diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py index 1dbe20936..2b3dda188 100644 --- a/tests/data/test_dataprovider.py +++ b/tests/data/test_dataprovider.py @@ -7,19 +7,19 @@ from freqtrade.state import RunMode from tests.conftest import get_patched_exchange -def test_ohlcv(mocker, default_conf, ticker_history): +def test_ohlcv(mocker, default_conf, ohlcv_history): default_conf["runmode"] = RunMode.DRY_RUN timeframe = default_conf["ticker_interval"] exchange = get_patched_exchange(mocker, default_conf) - exchange._klines[("XRP/BTC", timeframe)] = ticker_history - exchange._klines[("UNITTEST/BTC", timeframe)] = ticker_history + exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history + exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.DRY_RUN - assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe)) + assert ohlcv_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe)) assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame) - assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ticker_history - assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ticker_history + assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ohlcv_history + assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ohlcv_history assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty assert dp.ohlcv("NONESENSE/AAA", timeframe).empty @@ -37,8 +37,8 @@ def test_ohlcv(mocker, default_conf, ticker_history): assert dp.ohlcv("UNITTEST/BTC", timeframe).empty -def test_historic_ohlcv(mocker, default_conf, ticker_history): - historymock = MagicMock(return_value=ticker_history) +def test_historic_ohlcv(mocker, default_conf, ohlcv_history): + historymock = MagicMock(return_value=ohlcv_history) mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock) dp = DataProvider(default_conf, None) @@ -48,18 +48,18 @@ def test_historic_ohlcv(mocker, default_conf, ticker_history): assert historymock.call_args_list[0][1]["timeframe"] == "5m" -def test_get_pair_dataframe(mocker, default_conf, ticker_history): +def test_get_pair_dataframe(mocker, default_conf, ohlcv_history): default_conf["runmode"] = RunMode.DRY_RUN ticker_interval = default_conf["ticker_interval"] exchange = get_patched_exchange(mocker, default_conf) - exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history - exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history + exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history + exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.DRY_RUN - assert ticker_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)) + assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)) assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame) - assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ticker_history + assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ohlcv_history assert not dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).empty assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty @@ -73,7 +73,7 @@ def test_get_pair_dataframe(mocker, default_conf, ticker_history): assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame) assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty - historymock = MagicMock(return_value=ticker_history) + historymock = MagicMock(return_value=ohlcv_history) mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock) default_conf["runmode"] = RunMode.BACKTEST dp = DataProvider(default_conf, exchange) @@ -82,11 +82,11 @@ def test_get_pair_dataframe(mocker, default_conf, ticker_history): # assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty -def test_available_pairs(mocker, default_conf, ticker_history): +def test_available_pairs(mocker, default_conf, ohlcv_history): exchange = get_patched_exchange(mocker, default_conf) ticker_interval = default_conf["ticker_interval"] - exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history - exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history + exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history + exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history dp = DataProvider(default_conf, exchange) assert len(dp.available_pairs) == 2 @@ -96,7 +96,7 @@ def test_available_pairs(mocker, default_conf, ticker_history): ] -def test_refresh(mocker, default_conf, ticker_history): +def test_refresh(mocker, default_conf, ohlcv_history): refresh_mock = MagicMock() mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 9c9af9acd..12390538a 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -12,7 +12,7 @@ from pandas import DataFrame from pandas.testing import assert_frame_equal from freqtrade.configuration import TimeRange -from freqtrade.data.converter import parse_ticker_dataframe +from freqtrade.data.converter import ohlcv_to_dataframe from freqtrade.data.history.history_utils import ( _download_pair_history, _download_trades_history, _load_cached_data_for_updating, convert_trades_to_ohlcv, get_timerange, @@ -63,7 +63,7 @@ def _clean_test_file(file: Path) -> None: file_swp.rename(file) -def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None: +def test_load_data_30min_timeframe(mocker, caplog, default_conf, testdatadir) -> None: ld = load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir) assert isinstance(ld, DataFrame) assert not log_has( @@ -72,7 +72,7 @@ def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> No ) -def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None: +def test_load_data_7min_timeframe(mocker, caplog, default_conf, testdatadir) -> None: ld = load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir) assert isinstance(ld, DataFrame) assert ld.empty @@ -82,8 +82,8 @@ def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> Non ) -def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> None: - mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history) +def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) -> None: + mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history) file = testdatadir / 'UNITTEST_BTC-1m.json' _backup_file(file, copy_file=True) load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC']) @@ -110,12 +110,12 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> assert ltfmock.call_args_list[0][1]['timerange'].startts == timerange.startts - 20 * 60 -def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, +def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog, default_conf, testdatadir) -> None: """ - Test load_pair_history() with 1 min ticker + Test load_pair_history() with 1 min timeframe """ - mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list) + mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list) exchange = get_patched_exchange(mocker, default_conf) file = testdatadir / 'MEME_BTC-1m.json' @@ -188,8 +188,8 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None: with open(test_filename, "rt") as file: test_data = json.load(file) - test_data_df = parse_ticker_dataframe(test_data, '1m', 'UNITTEST/BTC', - fill_missing=False, drop_incomplete=False) + test_data_df = ohlcv_to_dataframe(test_data, '1m', 'UNITTEST/BTC', + fill_missing=False, drop_incomplete=False) # now = last cached item + 1 hour now_ts = test_data[-1][0] / 1000 + 60 * 60 mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts)) @@ -230,8 +230,8 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None: assert start_ts is None -def test_download_pair_history(ticker_history_list, mocker, default_conf, testdatadir) -> None: - mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list) +def test_download_pair_history(ohlcv_history_list, mocker, default_conf, testdatadir) -> None: + mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list) exchange = get_patched_exchange(mocker, default_conf) file1_1 = testdatadir / 'MEME_BTC-1m.json' file1_5 = testdatadir / 'MEME_BTC-5m.json' @@ -293,7 +293,7 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None: assert json_dump_mock.call_count == 2 -def test_download_backtesting_data_exception(ticker_history, mocker, caplog, +def test_download_backtesting_data_exception(ohlcv_history, mocker, caplog, default_conf, testdatadir) -> None: mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', side_effect=Exception('File Error')) @@ -321,15 +321,15 @@ def test_load_partial_missing(testdatadir, caplog) -> None: # Make sure we start fresh - test missing data at start start = arrow.get('2018-01-01T00:00:00') end = arrow.get('2018-01-11T00:00:00') - tickerdata = load_data(testdatadir, '5m', ['UNITTEST/BTC'], startup_candles=20, - timerange=TimeRange('date', 'date', start.timestamp, end.timestamp)) + data = load_data(testdatadir, '5m', ['UNITTEST/BTC'], startup_candles=20, + timerange=TimeRange('date', 'date', start.timestamp, end.timestamp)) assert log_has( 'Using indicator startup period: 20 ...', caplog ) # timedifference in 5 minutes td = ((end - start).total_seconds() // 60 // 5) + 1 - assert td != len(tickerdata['UNITTEST/BTC']) - start_real = tickerdata['UNITTEST/BTC'].iloc[0, 0] + assert td != len(data['UNITTEST/BTC']) + start_real = data['UNITTEST/BTC'].iloc[0, 0] assert log_has(f'Missing data at start for pair ' f'UNITTEST/BTC, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}', caplog) @@ -337,14 +337,14 @@ def test_load_partial_missing(testdatadir, caplog) -> None: caplog.clear() start = arrow.get('2018-01-10T00:00:00') end = arrow.get('2018-02-20T00:00:00') - tickerdata = load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'], - timerange=TimeRange('date', 'date', start.timestamp, end.timestamp)) + data = load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'], + timerange=TimeRange('date', 'date', start.timestamp, end.timestamp)) # timedifference in 5 minutes td = ((end - start).total_seconds() // 60 // 5) + 1 - assert td != len(tickerdata['UNITTEST/BTC']) + assert td != len(data['UNITTEST/BTC']) # Shift endtime with +5 - as last candle is dropped (partial candle) - end_real = arrow.get(tickerdata['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5) + end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5) assert log_has(f'Missing data at end for pair ' f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}', caplog) @@ -403,7 +403,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None: default_conf.update({'strategy': 'DefaultStrategy'}) strategy = StrategyResolver.load_strategy(default_conf) - data = strategy.tickerdata_to_dataframe( + data = strategy.ohlcvdata_to_dataframe( load_data( datadir=testdatadir, timeframe='1m', @@ -421,7 +421,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) default_conf.update({'strategy': 'DefaultStrategy'}) strategy = StrategyResolver.load_strategy(default_conf) - data = strategy.tickerdata_to_dataframe( + data = strategy.ohlcvdata_to_dataframe( load_data( datadir=testdatadir, timeframe='1m', @@ -446,7 +446,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No strategy = StrategyResolver.load_strategy(default_conf) timerange = TimeRange('index', 'index', 200, 250) - data = strategy.tickerdata_to_dataframe( + data = strategy.ohlcvdata_to_dataframe( load_data( datadir=testdatadir, timeframe='5m', diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py index 2a0d19128..c68ac477c 100644 --- a/tests/edge/test_edge.py +++ b/tests/edge/test_edge.py @@ -11,7 +11,7 @@ import pytest from pandas import DataFrame, to_datetime from freqtrade.exceptions import OperationalException -from freqtrade.data.converter import parse_ticker_dataframe +from freqtrade.data.converter import ohlcv_to_dataframe from freqtrade.edge import Edge, PairInfo from freqtrade.strategy.interface import SellType from tests.conftest import get_patched_freqtradebot, log_has @@ -26,7 +26,7 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe, # 5) Stoploss and sell are hit. should sell on stoploss #################################################################### -ticker_start_time = arrow.get(2018, 10, 3) +tests_start_time = arrow.get(2018, 10, 3) ticker_interval_in_minute = 60 _ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7} @@ -43,10 +43,10 @@ def _validate_ohlc(buy_ohlc_sell_matrice): def _build_dataframe(buy_ohlc_sell_matrice): _validate_ohlc(buy_ohlc_sell_matrice) - tickers = [] + data = [] for ohlc in buy_ohlc_sell_matrice: - ticker = { - 'date': ticker_start_time.shift( + d = { + 'date': tests_start_time.shift( minutes=( ohlc[0] * ticker_interval_in_minute)).timestamp * @@ -57,9 +57,9 @@ def _build_dataframe(buy_ohlc_sell_matrice): 'low': ohlc[4], 'close': ohlc[5], 'sell': ohlc[6]} - tickers.append(ticker) + data.append(d) - frame = DataFrame(tickers) + frame = DataFrame(data) frame['date'] = to_datetime(frame['date'], unit='ms', utc=True, @@ -69,7 +69,7 @@ def _build_dataframe(buy_ohlc_sell_matrice): def _time_on_candle(number): - return np.datetime64(ticker_start_time.shift( + return np.datetime64(tests_start_time.shift( minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms') @@ -262,7 +262,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m', NEOBTC = [ [ - ticker_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000, + tests_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000, math.sin(x * hz) / 1000 + base, math.sin(x * hz) / 1000 + base + 0.0001, math.sin(x * hz) / 1000 + base - 0.0001, @@ -274,7 +274,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m', base = 0.002 LTCBTC = [ [ - ticker_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000, + tests_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000, math.sin(x * hz) / 1000 + base, math.sin(x * hz) / 1000 + base + 0.0001, math.sin(x * hz) / 1000 + base - 0.0001, @@ -282,8 +282,10 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m', 123.45 ] for x in range(0, 500)] - pairdata = {'NEO/BTC': parse_ticker_dataframe(NEOBTC, '1h', pair="NEO/BTC", fill_missing=True), - 'LTC/BTC': parse_ticker_dataframe(LTCBTC, '1h', pair="LTC/BTC", fill_missing=True)} + pairdata = {'NEO/BTC': ohlcv_to_dataframe(NEOBTC, '1h', pair="NEO/BTC", + fill_missing=True), + 'LTC/BTC': ohlcv_to_dataframe(LTCBTC, '1h', pair="LTC/BTC", + fill_missing=True)} return pairdata diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 6bec53d49..8d8930f66 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -581,7 +581,7 @@ def test_validate_timeframes_failed(default_conf, mocker): mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) with pytest.raises(OperationalException, - match=r"Invalid ticker interval '3m'. This exchange supports.*"): + match=r"Invalid timeframe '3m'. This exchange supports.*"): Exchange(default_conf) default_conf["ticker_interval"] = "15s" @@ -1211,7 +1211,7 @@ def test_fetch_ticker(default_conf, mocker, exchange_name): @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name): exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) - tick = [ + ohlcv = [ [ arrow.utcnow().timestamp * 1000, # unix timestamp ms 1, # open @@ -1224,7 +1224,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name): pair = 'ETH/BTC' async def mock_candle_hist(pair, timeframe, since_ms): - return pair, timeframe, tick + return pair, timeframe, ohlcv exchange._async_get_candle_history = Mock(wraps=mock_candle_hist) # one_call calculation * 1.8 should do 2 calls @@ -1232,12 +1232,12 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name): ret = exchange.get_historic_ohlcv(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000)) assert exchange._async_get_candle_history.call_count == 2 - # Returns twice the above tick + # Returns twice the above OHLCV data assert len(ret) == 2 def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None: - tick = [ + ohlcv = [ [ (arrow.utcnow().timestamp - 1) * 1000, # unix timestamp ms 1, # open @@ -1258,14 +1258,14 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None: caplog.set_level(logging.DEBUG) exchange = get_patched_exchange(mocker, default_conf) - exchange._api_async.fetch_ohlcv = get_mock_coro(tick) + exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv) pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')] # empty dicts assert not exchange._klines exchange.refresh_latest_ohlcv(pairs) - assert log_has(f'Refreshing ohlcv data for {len(pairs)} pairs', caplog) + assert log_has(f'Refreshing candle (OHLCV) data for {len(pairs)} pairs', caplog) assert exchange._klines assert exchange._api_async.fetch_ohlcv.call_count == 2 for pair in pairs: @@ -1283,14 +1283,15 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None: exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]) assert exchange._api_async.fetch_ohlcv.call_count == 2 - assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, timeframe {pairs[0][1]} ...", + assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, " + f"timeframe {pairs[0][1]} ...", caplog) @pytest.mark.asyncio @pytest.mark.parametrize("exchange_name", EXCHANGES) async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name): - tick = [ + ohlcv = [ [ arrow.utcnow().timestamp * 1000, # unix timestamp ms 1, # open @@ -1304,7 +1305,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_ caplog.set_level(logging.DEBUG) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) # Monkey-patch async function - exchange._api_async.fetch_ohlcv = get_mock_coro(tick) + exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv) pair = 'ETH/BTC' res = await exchange._async_get_candle_history(pair, "5m") @@ -1312,9 +1313,9 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_ assert len(res) == 3 assert res[0] == pair assert res[1] == "5m" - assert res[2] == tick + assert res[2] == ohlcv assert exchange._api_async.fetch_ohlcv.call_count == 1 - assert not log_has(f"Using cached ohlcv data for {pair} ...", caplog) + assert not log_has(f"Using cached candle (OHLCV) data for {pair} ...", caplog) # exchange = Exchange(default_conf) await async_ccxt_exception(mocker, default_conf, MagicMock(), @@ -1322,14 +1323,15 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_ pair='ABCD/BTC', timeframe=default_conf['ticker_interval']) api_mock = MagicMock() - with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'): + with pytest.raises(OperationalException, + match=r'Could not fetch historical candle \(OHLCV\) data.*'): api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error")) 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) with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching ' - r'historical candlestick data\..*'): + r'historical candle \(OHLCV\) data\..*'): api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) await exchange._async_get_candle_history(pair, "5m", @@ -1339,7 +1341,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_ @pytest.mark.asyncio async def test__async_get_candle_history_empty(default_conf, mocker, caplog): """ Test empty exchange result """ - tick = [] + ohlcv = [] caplog.set_level(logging.DEBUG) exchange = get_patched_exchange(mocker, default_conf) @@ -1353,7 +1355,7 @@ async def test__async_get_candle_history_empty(default_conf, mocker, caplog): assert len(res) == 3 assert res[0] == pair assert res[1] == "5m" - assert res[2] == tick + assert res[2] == ohlcv assert exchange._api_async.fetch_ohlcv.call_count == 1 @@ -1431,8 +1433,8 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na return sorted(data, key=key) # GDAX use-case (real data from GDAX) - # This ticker history is ordered DESC (newest first, oldest last) - tick = [ + # This OHLCV data is ordered DESC (newest first, oldest last) + ohlcv = [ [1527833100000, 0.07666, 0.07671, 0.07666, 0.07668, 16.65244264], [1527832800000, 0.07662, 0.07666, 0.07662, 0.07666, 1.30051526], [1527832500000, 0.07656, 0.07661, 0.07656, 0.07661, 12.034778840000001], @@ -1445,31 +1447,31 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na [1527830400000, 0.07649, 0.07651, 0.07649, 0.07651, 2.5734867] ] exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) - exchange._api_async.fetch_ohlcv = get_mock_coro(tick) + exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv) sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data)) - # Test the ticker history sort + # Test the OHLCV data sort res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval']) assert res[0] == 'ETH/BTC' - ticks = res[2] + res_ohlcv = res[2] assert sort_mock.call_count == 1 - assert ticks[0][0] == 1527830400000 - assert ticks[0][1] == 0.07649 - assert ticks[0][2] == 0.07651 - assert ticks[0][3] == 0.07649 - assert ticks[0][4] == 0.07651 - assert ticks[0][5] == 2.5734867 + assert res_ohlcv[0][0] == 1527830400000 + assert res_ohlcv[0][1] == 0.07649 + assert res_ohlcv[0][2] == 0.07651 + assert res_ohlcv[0][3] == 0.07649 + assert res_ohlcv[0][4] == 0.07651 + assert res_ohlcv[0][5] == 2.5734867 - assert ticks[9][0] == 1527833100000 - assert ticks[9][1] == 0.07666 - assert ticks[9][2] == 0.07671 - assert ticks[9][3] == 0.07666 - assert ticks[9][4] == 0.07668 - assert ticks[9][5] == 16.65244264 + assert res_ohlcv[9][0] == 1527833100000 + assert res_ohlcv[9][1] == 0.07666 + assert res_ohlcv[9][2] == 0.07671 + assert res_ohlcv[9][3] == 0.07666 + assert res_ohlcv[9][4] == 0.07668 + assert res_ohlcv[9][5] == 16.65244264 # Bittrex use-case (real data from Bittrex) - # This ticker history is ordered ASC (oldest first, newest last) - tick = [ + # This OHLCV data is ordered ASC (oldest first, newest last) + ohlcv = [ [1527827700000, 0.07659999, 0.0766, 0.07627, 0.07657998, 1.85216924], [1527828000000, 0.07657995, 0.07657995, 0.0763, 0.0763, 26.04051037], [1527828300000, 0.0763, 0.07659998, 0.0763, 0.0764, 10.36434124], @@ -1481,29 +1483,29 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na [1527830100000, 0.076695, 0.07671, 0.07624171, 0.07671, 1.80689244], [1527830400000, 0.07671, 0.07674399, 0.07629216, 0.07655213, 2.31452783] ] - exchange._api_async.fetch_ohlcv = get_mock_coro(tick) + exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv) # Reset sort mock sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data)) - # Test the ticker history sort + # Test the OHLCV data sort res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval']) assert res[0] == 'ETH/BTC' assert res[1] == default_conf['ticker_interval'] - ticks = res[2] + res_ohlcv = res[2] # Sorted not called again - data is already in order assert sort_mock.call_count == 0 - assert ticks[0][0] == 1527827700000 - assert ticks[0][1] == 0.07659999 - assert ticks[0][2] == 0.0766 - assert ticks[0][3] == 0.07627 - assert ticks[0][4] == 0.07657998 - assert ticks[0][5] == 1.85216924 + assert res_ohlcv[0][0] == 1527827700000 + assert res_ohlcv[0][1] == 0.07659999 + assert res_ohlcv[0][2] == 0.0766 + assert res_ohlcv[0][3] == 0.07627 + assert res_ohlcv[0][4] == 0.07657998 + assert res_ohlcv[0][5] == 1.85216924 - assert ticks[9][0] == 1527830400000 - assert ticks[9][1] == 0.07671 - assert ticks[9][2] == 0.07674399 - assert ticks[9][3] == 0.07629216 - assert ticks[9][4] == 0.07655213 - assert ticks[9][5] == 2.31452783 + assert res_ohlcv[9][0] == 1527830400000 + assert res_ohlcv[9][1] == 0.07671 + assert res_ohlcv[9][2] == 0.07674399 + assert res_ohlcv[9][3] == 0.07629216 + assert res_ohlcv[9][4] == 0.07655213 + assert res_ohlcv[9][5] == 2.31452783 @pytest.mark.asyncio diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py index 13605a38c..8bc66f02c 100644 --- a/tests/optimize/__init__.py +++ b/tests/optimize/__init__.py @@ -6,7 +6,7 @@ from pandas import DataFrame from freqtrade.exchange import timeframe_to_minutes from freqtrade.strategy.interface import SellType -ticker_start_time = arrow.get(2018, 10, 3) +tests_start_time = arrow.get(2018, 10, 3) tests_timeframe = '1h' @@ -36,14 +36,14 @@ class BTContainer(NamedTuple): def _get_frame_time_from_offset(offset): - return ticker_start_time.shift(minutes=(offset * timeframe_to_minutes(tests_timeframe)) - ).datetime + minutes = offset * timeframe_to_minutes(tests_timeframe) + return tests_start_time.shift(minutes=minutes).datetime -def _build_backtest_dataframe(ticker_with_signals): +def _build_backtest_dataframe(data): columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell'] - frame = DataFrame.from_records(ticker_with_signals, columns=columns) + frame = DataFrame.from_records(data, columns=columns) frame['date'] = frame['date'].apply(_get_frame_time_from_offset) # Ensure floats are in place for column in ['open', 'high', 'low', 'close', 'volume']: diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 96855dc9d..1b6e23ffa 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -84,7 +84,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None: backtesting = Backtesting(config) data = load_data_test(contour, testdatadir) - processed = backtesting.strategy.tickerdata_to_dataframe(data) + processed = backtesting.strategy.ohlcvdata_to_dataframe(data) min_date, max_date = get_timerange(processed) assert isinstance(processed, dict) results = backtesting.backtest( @@ -105,7 +105,7 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'): data = trim_dictlist(data, -201) patch_exchange(mocker) backtesting = Backtesting(conf) - processed = backtesting.strategy.tickerdata_to_dataframe(data) + processed = backtesting.strategy.ohlcvdata_to_dataframe(data) min_date, max_date = get_timerange(processed) return { 'processed': processed, @@ -275,7 +275,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None: backtesting = Backtesting(default_conf) assert backtesting.config == default_conf assert backtesting.timeframe == '5m' - assert callable(backtesting.strategy.tickerdata_to_dataframe) + assert callable(backtesting.strategy.ohlcvdata_to_dataframe) assert callable(backtesting.strategy.advise_buy) assert callable(backtesting.strategy.advise_sell) assert isinstance(backtesting.strategy.dp, DataProvider) @@ -297,7 +297,7 @@ def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> No "or as cli argument `--ticker-interval 5m`", caplog) -def test_tickerdata_with_fee(default_conf, mocker, testdatadir) -> None: +def test_data_with_fee(default_conf, mocker, testdatadir) -> None: patch_exchange(mocker) default_conf['fee'] = 0.1234 @@ -307,21 +307,21 @@ def test_tickerdata_with_fee(default_conf, mocker, testdatadir) -> None: assert fee_mock.call_count == 0 -def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None: +def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None: patch_exchange(mocker) timerange = TimeRange.parse_timerange('1510694220-1510700340') - tickerlist = history.load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange, - fill_up_missing=True) + data = history.load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange, + fill_up_missing=True) backtesting = Backtesting(default_conf) - data = backtesting.strategy.tickerdata_to_dataframe(tickerlist) - assert len(data['UNITTEST/BTC']) == 102 + processed = backtesting.strategy.ohlcvdata_to_dataframe(data) + assert len(processed['UNITTEST/BTC']) == 102 # Load strategy to compare the result between Backtesting function and strategy are the same default_conf.update({'strategy': 'DefaultStrategy'}) strategy = StrategyResolver.load_strategy(default_conf) - data2 = strategy.tickerdata_to_dataframe(tickerlist) - assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC']) + processed2 = strategy.ohlcvdata_to_dataframe(data) + assert processed['UNITTEST/BTC'].equals(processed2['UNITTEST/BTC']) def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: @@ -329,7 +329,6 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) mocker.patch('freqtrade.data.history.get_timerange', get_timerange) - mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock()) patch_exchange(mocker) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock(return_value=1)) @@ -360,7 +359,6 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> mocker.patch('freqtrade.data.history.history_utils.load_pair_history', MagicMock(return_value=pd.DataFrame())) mocker.patch('freqtrade.data.history.get_timerange', get_timerange) - mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock()) patch_exchange(mocker) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock(return_value=1)) @@ -385,10 +383,10 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None: timerange = TimeRange('date', None, 1517227800, 0) data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'], timerange=timerange) - data_processed = backtesting.strategy.tickerdata_to_dataframe(data) - min_date, max_date = get_timerange(data_processed) + processed = backtesting.strategy.ohlcvdata_to_dataframe(data) + min_date, max_date = get_timerange(processed) results = backtesting.backtest( - processed=data_processed, + processed=processed, stake_amount=default_conf['stake_amount'], start_date=min_date, end_date=max_date, @@ -416,7 +414,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None: 'sell_reason': [SellType.ROI, SellType.ROI] }) pd.testing.assert_frame_equal(results, expected) - data_pair = data_processed[pair] + data_pair = processed[pair] for _, t in results.iterrows(): ln = data_pair.loc[data_pair["date"] == t["open_time"]] # Check open trade rate alignes to open rate @@ -439,7 +437,7 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) - timerange = TimeRange.parse_timerange('1510688220-1510700340') data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'], timerange=timerange) - processed = backtesting.strategy.tickerdata_to_dataframe(data) + processed = backtesting.strategy.ohlcvdata_to_dataframe(data) min_date, max_date = get_timerange(processed) results = backtesting.backtest( processed=processed, @@ -458,7 +456,7 @@ def test_processed(default_conf, mocker, testdatadir) -> None: backtesting = Backtesting(default_conf) dict_of_tickerrows = load_data_test('raise', testdatadir) - dataframes = backtesting.strategy.tickerdata_to_dataframe(dict_of_tickerrows) + dataframes = backtesting.strategy.ohlcvdata_to_dataframe(dict_of_tickerrows) dataframe = dataframes['UNITTEST/BTC'] cols = dataframe.columns # assert the dataframe got some of the indicator columns @@ -557,10 +555,10 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) backtesting.strategy.advise_buy = _trend_alternate_hold # Override backtesting.strategy.advise_sell = _trend_alternate_hold # Override - data_processed = backtesting.strategy.tickerdata_to_dataframe(data) - min_date, max_date = get_timerange(data_processed) + processed = backtesting.strategy.ohlcvdata_to_dataframe(data) + min_date, max_date = get_timerange(processed) backtest_conf = { - 'processed': data_processed, + 'processed': processed, 'stake_amount': default_conf['stake_amount'], 'start_date': min_date, 'end_date': max_date, @@ -576,7 +574,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) assert len(evaluate_result_multi(results, '5m', 3)) == 0 backtest_conf = { - 'processed': data_processed, + 'processed': processed, 'stake_amount': default_conf['stake_amount'], 'start_date': min_date, 'end_date': max_date, diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 0406157f6..eefc6b28a 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -524,7 +524,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None: }]) ) patch_exchange(mocker) - # Co-test loading ticker-interval from strategy + # Co-test loading timeframe from strategy del default_conf['ticker_interval'] default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpt', @@ -534,7 +534,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None: 'hyperopt_jobs': 1, }) hyperopt = Hyperopt(default_conf) - hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() + hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() @@ -544,7 +544,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None: out, err = capsys.readouterr() assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out assert dumper.called - # Should be called twice, once for tickerdata, once to save evaluations + # Should be called twice, once for historical candle data, once to save evaluations assert dumper.call_count == 2 assert hasattr(hyperopt.backtesting.strategy, "advise_sell") assert hasattr(hyperopt.backtesting.strategy, "advise_buy") @@ -630,8 +630,8 @@ def test_has_space(hyperopt, spaces, expected_results): def test_populate_indicators(hyperopt, testdatadir) -> None: - tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True) - dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist) + data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True) + dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data) dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'], {'pair': 'UNITTEST/BTC'}) @@ -642,8 +642,8 @@ def test_populate_indicators(hyperopt, testdatadir) -> None: def test_buy_strategy_generator(hyperopt, testdatadir) -> None: - tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True) - dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist) + data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True) + dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data) dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'], {'pair': 'UNITTEST/BTC'}) @@ -783,7 +783,7 @@ def test_clean_hyperopt(mocker, default_conf, caplog): h = Hyperopt(default_conf) assert unlinkmock.call_count == 2 - assert log_has(f"Removing `{h.tickerdata_pickle}`.", caplog) + assert log_has(f"Removing `{h.data_pickle_file}`.", caplog) def test_continue_hyperopt(mocker, default_conf, caplog): @@ -845,7 +845,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None: }) hyperopt = Hyperopt(default_conf) - hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() + hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() @@ -859,7 +859,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None: ) assert result_str in out # noqa: E501 assert dumper.called - # Should be called twice, once for tickerdata, once to save evaluations + # Should be called twice, once for historical candle data, once to save evaluations assert dumper.call_count == 2 @@ -903,7 +903,7 @@ def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None }) hyperopt = Hyperopt(default_conf) - hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() + hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() @@ -913,7 +913,7 @@ def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None out, err = capsys.readouterr() assert '{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi":{},"stoploss":null}' in out # noqa: E501 assert dumper.called - # Should be called twice, once for tickerdata, once to save evaluations + # Should be called twice, once for historical candle data, once to save evaluations assert dumper.call_count == 2 @@ -953,7 +953,7 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> }) hyperopt = Hyperopt(default_conf) - hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() + hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) hyperopt.start() @@ -963,7 +963,7 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> out, err = capsys.readouterr() assert '{"minimal_roi":{},"stoploss":null}' in out assert dumper.called - # Should be called twice, once for tickerdata, once to save evaluations + # Should be called twice, once for historical candle data, once to save evaluations assert dumper.call_count == 2 @@ -1000,7 +1000,7 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys) 'hyperopt_jobs': 1, }) hyperopt = Hyperopt(default_conf) - hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() + hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) del hyperopt.custom_hyperopt.__class__.buy_strategy_generator @@ -1015,7 +1015,7 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys) out, err = capsys.readouterr() assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out assert dumper.called - # Should be called twice, once for tickerdata, once to save evaluations + # Should be called twice, once for historical candle data, once to save evaluations assert dumper.call_count == 2 assert hasattr(hyperopt.backtesting.strategy, "advise_sell") assert hasattr(hyperopt.backtesting.strategy, "advise_buy") @@ -1043,7 +1043,7 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) - 'hyperopt_jobs': 1, }) hyperopt = Hyperopt(default_conf) - hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() + hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) del hyperopt.custom_hyperopt.__class__.buy_strategy_generator @@ -1088,7 +1088,7 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None: 'hyperopt_jobs': 1, }) hyperopt = Hyperopt(default_conf) - hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() + hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) # TODO: sell_strategy_generator() is actually not called because @@ -1103,7 +1103,7 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None: out, err = capsys.readouterr() assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out assert dumper.called - # Should be called twice, once for tickerdata, once to save evaluations + # Should be called twice, once for historical candle data, once to save evaluations assert dumper.call_count == 2 assert hasattr(hyperopt.backtesting.strategy, "advise_sell") assert hasattr(hyperopt.backtesting.strategy, "advise_buy") @@ -1145,7 +1145,7 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None 'hyperopt_jobs': 1, }) hyperopt = Hyperopt(default_conf) - hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() + hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) # TODO: buy_strategy_generator() is actually not called because @@ -1160,7 +1160,7 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None out, err = capsys.readouterr() assert 'Best result:\n\n* 1/1: foo result Objective: 1.00000\n' in out assert dumper.called - # Should be called twice, once for tickerdata, once to save evaluations + # Should be called twice, once for historical candle data, once to save evaluations assert dumper.call_count == 2 assert hasattr(hyperopt.backtesting.strategy, "advise_sell") assert hasattr(hyperopt.backtesting.strategy, "advise_buy") @@ -1194,7 +1194,7 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho 'hyperopt_jobs': 1, }) hyperopt = Hyperopt(default_conf) - hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock() + hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock() hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={}) delattr(hyperopt.custom_hyperopt.__class__, method) diff --git a/tests/strategy/strats/default_strategy.py b/tests/strategy/strats/default_strategy.py index 6c343b477..7ea55d3f9 100644 --- a/tests/strategy/strats/default_strategy.py +++ b/tests/strategy/strats/default_strategy.py @@ -68,7 +68,7 @@ class DefaultStrategy(IStrategy): Performance Note: For the best performance be frugal on the number of indicators you are using. Let uncomment only the indicator you are using in your strategies or your hyperopt configuration, otherwise you will waste your memory and CPU usage. - :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe() + :param dataframe: Dataframe with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 86d0738c6..949dda4a0 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -17,69 +17,69 @@ from tests.conftest import get_patched_exchange, log_has _STRATEGY = DefaultStrategy(config={}) -def test_returns_latest_buy_signal(mocker, default_conf, ticker_history): +def test_returns_latest_buy_signal(mocker, default_conf, ohlcv_history): mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) ) - assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False) + assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False) mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) ) - assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True) + assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True) -def test_returns_latest_sell_signal(mocker, default_conf, ticker_history): +def test_returns_latest_sell_signal(mocker, default_conf, ohlcv_history): mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}]) ) - assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True) + assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True) mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) ) - assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False) + assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False) def test_get_signal_empty(default_conf, mocker, caplog): assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], DataFrame()) - assert log_has('Empty ticker history for pair foo', caplog) + assert log_has('Empty candle (OHLCV) data for pair foo', caplog) caplog.clear() assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'], []) - assert log_has('Empty ticker history for pair bar', caplog) + assert log_has('Empty candle (OHLCV) data for pair bar', caplog) -def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history): +def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history): caplog.set_level(logging.INFO) mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', side_effect=ValueError('xyz') ) assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], - ticker_history) - assert log_has('Unable to analyze ticker for pair foo: xyz', caplog) + ohlcv_history) + assert log_has('Unable to analyze candle (OHLCV) data for pair foo: xyz', caplog) -def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history): +def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history): caplog.set_level(logging.INFO) mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', return_value=DataFrame([]) ) assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], - ticker_history) + ohlcv_history) assert log_has('Empty dataframe for pair xyz', caplog) -def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history): +def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history): caplog.set_level(logging.INFO) # default_conf defines a 5m interval. we check interval * 2 + 5m # this is necessary as the last candle is removed (partial candles) by default @@ -90,7 +90,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history): return_value=DataFrame(ticks) ) assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], - ticker_history) + ohlcv_history) assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog) @@ -103,15 +103,15 @@ def test_get_signal_handles_exceptions(mocker, default_conf): assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False) -def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None: +def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None: default_conf.update({'strategy': 'DefaultStrategy'}) strategy = StrategyResolver.load_strategy(default_conf) timerange = TimeRange.parse_timerange('1510694220-1510700340') - tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange, - fill_up_missing=True) - data = strategy.tickerdata_to_dataframe(tickerlist) - assert len(data['UNITTEST/BTC']) == 102 # partial candle was removed + data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange, + fill_up_missing=True) + processed = strategy.ohlcvdata_to_dataframe(data) + assert len(processed['UNITTEST/BTC']) == 102 # partial candle was removed def test_min_roi_reached(default_conf, fee) -> None: @@ -222,7 +222,7 @@ def test_min_roi_reached3(default_conf, fee) -> None: assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime) -def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None: +def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None: caplog.set_level(logging.DEBUG) ind_mock = MagicMock(side_effect=lambda x, meta: x) buy_mock = MagicMock(side_effect=lambda x, meta: x) @@ -235,7 +235,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None: ) strategy = DefaultStrategy({}) - strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'}) + strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'}) assert ind_mock.call_count == 1 assert buy_mock.call_count == 1 assert buy_mock.call_count == 1 @@ -244,7 +244,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None: assert not log_has('Skipping TA Analysis for already analyzed candle', caplog) caplog.clear() - strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'}) + strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'}) # No analysis happens as process_only_new_candles is true assert ind_mock.call_count == 2 assert buy_mock.call_count == 2 @@ -253,7 +253,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None: assert not log_has('Skipping TA Analysis for already analyzed candle', caplog) -def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -> None: +def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) -> None: caplog.set_level(logging.DEBUG) ind_mock = MagicMock(side_effect=lambda x, meta: x) buy_mock = MagicMock(side_effect=lambda x, meta: x) @@ -268,7 +268,7 @@ def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) - strategy = DefaultStrategy({}) strategy.process_only_new_candles = True - ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'}) + ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'}) assert 'high' in ret.columns assert 'low' in ret.columns assert 'close' in ret.columns @@ -280,7 +280,7 @@ def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) - assert not log_has('Skipping TA Analysis for already analyzed candle', caplog) caplog.clear() - ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'}) + ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'}) # No analysis happens as process_only_new_candles is true assert ind_mock.call_count == 1 assert buy_mock.call_count == 1 diff --git a/tests/test_misc.py b/tests/test_misc.py index 83e008466..c1e23926b 100644 --- a/tests/test_misc.py +++ b/tests/test_misc.py @@ -6,7 +6,7 @@ from unittest.mock import MagicMock import pytest -from freqtrade.data.converter import parse_ticker_dataframe +from freqtrade.data.converter import ohlcv_to_dataframe from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json, file_load_json, format_ms_time, pair_to_filename, plural, shorten_date) @@ -18,9 +18,9 @@ def test_shorten_date() -> None: assert shorten_date(str_data) == str_shorten_data -def test_datesarray_to_datetimearray(ticker_history_list): - dataframes = parse_ticker_dataframe(ticker_history_list, "5m", pair="UNITTEST/BTC", - fill_missing=True) +def test_datesarray_to_datetimearray(ohlcv_history_list): + dataframes = ohlcv_to_dataframe(ohlcv_history_list, "5m", pair="UNITTEST/BTC", + fill_missing=True) dates = datesarray_to_datetimearray(dataframes['date']) assert isinstance(dates[0], datetime.datetime) diff --git a/tests/test_plotting.py b/tests/test_plotting.py index dd04035b7..42010ad0d 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -51,15 +51,15 @@ def test_init_plotscript(default_conf, mocker, testdatadir): default_conf["datadir"] = testdatadir default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json") ret = init_plotscript(default_conf) - assert "tickers" in ret + assert "ohlcv" in ret assert "trades" in ret assert "pairs" in ret default_conf['pairs'] = ["TRX/BTC", "ADA/BTC"] ret = init_plotscript(default_conf) - assert "tickers" in ret - assert "TRX/BTC" in ret["tickers"] - assert "ADA/BTC" in ret["tickers"] + assert "ohlcv" in ret + assert "TRX/BTC" in ret["ohlcv"] + assert "ADA/BTC" in ret["ohlcv"] def test_add_indicators(default_conf, testdatadir, caplog): @@ -269,14 +269,14 @@ def test_generate_profit_graph(testdatadir): pairs = ["TRX/BTC", "ADA/BTC"] trades = trades[trades['close_time'] < pd.Timestamp('2018-01-12', tz='UTC')] - tickers = history.load_data(datadir=testdatadir, - pairs=pairs, - timeframe='5m', - timerange=timerange - ) + data = history.load_data(datadir=testdatadir, + pairs=pairs, + timeframe='5m', + timerange=timerange) + trades = trades[trades['pair'].isin(pairs)] - fig = generate_profit_graph(pairs, tickers, trades, timeframe="5m") + fig = generate_profit_graph(pairs, data, trades, timeframe="5m") assert isinstance(fig, go.Figure) assert fig.layout.title.text == "Freqtrade Profit plot" From 3eaae4661d3256ca27c92329b60661734c3ed716 Mon Sep 17 00:00:00 2001 From: orehunt Date: Mon, 9 Mar 2020 07:39:23 +0100 Subject: [PATCH 025/417] check again for emptiness after trimming dataframe --- freqtrade/data/history/idatahandler.py | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index df03e7713..87810c95f 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -160,6 +160,13 @@ class IDataHandler(ABC): if timerange_startup: self._validate_pairdata(pair, pairdf, timerange_startup) pairdf = trim_dataframe(pairdf, timerange_startup) + if pairdf.empty: + if warn_no_data: + logger.warning( + f'No history data for pair: "{pair}", timeframe: {timeframe}. ' + 'Use `freqtrade download-data` to download the data' + ) + return pairdf # incomplete candles should only be dropped if we didn't trim the end beforehand. return clean_ohlcv_dataframe(pairdf, timeframe, From 2b1c146940633b50dc0d9a9d225f44cc893bb088 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 10 Mar 2020 16:05:33 +0100 Subject: [PATCH 026/417] Add default volume > 0 filter --- docs/hyperopt.md | 3 +++ freqtrade/templates/base_hyperopt.py.j2 | 6 ++++++ freqtrade/templates/sample_hyperopt.py | 6 ++++++ freqtrade/templates/sample_hyperopt_advanced.py | 6 ++++++ 4 files changed, 21 insertions(+) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 9bc5888ce..1293c7ab4 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -159,6 +159,9 @@ So let's write the buy strategy using these values: dataframe['macd'], dataframe['macdsignal'] )) + # Check that volume is not 0 + conditions.append(dataframe['volume'] > 0) + if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), diff --git a/freqtrade/templates/base_hyperopt.py.j2 b/freqtrade/templates/base_hyperopt.py.j2 index 08178da4b..ec787cbb6 100644 --- a/freqtrade/templates/base_hyperopt.py.j2 +++ b/freqtrade/templates/base_hyperopt.py.j2 @@ -66,6 +66,9 @@ class {{ hyperopt }}(IHyperOpt): dataframe['close'], dataframe['sar'] )) + # Check that the candle had volume + conditions.append(dataframe['volume'] > 0) + if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), @@ -111,6 +114,9 @@ class {{ hyperopt }}(IHyperOpt): dataframe['sar'], dataframe['close'] )) + # Check that the candle had volume + conditions.append(dataframe['volume'] > 0) + if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), diff --git a/freqtrade/templates/sample_hyperopt.py b/freqtrade/templates/sample_hyperopt.py index 0baa00442..0b6d030db 100644 --- a/freqtrade/templates/sample_hyperopt.py +++ b/freqtrade/templates/sample_hyperopt.py @@ -78,6 +78,9 @@ class SampleHyperOpt(IHyperOpt): dataframe['close'], dataframe['sar'] )) + # Check that volume is not 0 + conditions.append(dataframe['volume'] > 0) + if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), @@ -138,6 +141,9 @@ class SampleHyperOpt(IHyperOpt): dataframe['sar'], dataframe['close'] )) + # Check that volume is not 0 + conditions.append(dataframe['volume'] > 0) + if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py index c8067ad28..7f05c4430 100644 --- a/freqtrade/templates/sample_hyperopt_advanced.py +++ b/freqtrade/templates/sample_hyperopt_advanced.py @@ -93,6 +93,9 @@ class AdvancedSampleHyperOpt(IHyperOpt): dataframe['close'], dataframe['sar'] )) + # Check that volume is not 0 + conditions.append(dataframe['volume'] > 0) + if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), @@ -153,6 +156,9 @@ class AdvancedSampleHyperOpt(IHyperOpt): dataframe['sar'], dataframe['close'] )) + # Check that volume is not 0 + conditions.append(dataframe['volume'] > 0) + if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), From 3a8b68c0fd721094c606286b4dce6a86d89442d9 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Tue, 10 Mar 2020 20:30:36 +0100 Subject: [PATCH 027/417] Initial work on progressbar --- freqtrade/loggers.py | 9 ++++++--- freqtrade/optimize/hyperopt.py | 34 ++++++++++++++++++++++++++++++---- requirements-hyperopt.txt | 1 + 3 files changed, 37 insertions(+), 7 deletions(-) diff --git a/freqtrade/loggers.py b/freqtrade/loggers.py index c69388430..609604ff2 100644 --- a/freqtrade/loggers.py +++ b/freqtrade/loggers.py @@ -4,6 +4,7 @@ import sys from logging import Formatter from logging.handlers import RotatingFileHandler, SysLogHandler from typing import Any, Dict, List +import progressbar from freqtrade.exceptions import OperationalException @@ -18,13 +19,13 @@ def _set_loggers(verbosity: int = 0) -> None: """ logging.getLogger('requests').setLevel( - logging.INFO if verbosity <= 1 else logging.DEBUG + logging.INFO if verbosity <= 1 else logging.DEBUG ) logging.getLogger("urllib3").setLevel( - logging.INFO if verbosity <= 1 else logging.DEBUG + logging.INFO if verbosity <= 1 else logging.DEBUG ) logging.getLogger('ccxt.base.exchange').setLevel( - logging.INFO if verbosity <= 2 else logging.DEBUG + logging.INFO if verbosity <= 2 else logging.DEBUG ) logging.getLogger('telegram').setLevel(logging.INFO) @@ -36,6 +37,8 @@ def setup_logging(config: Dict[str, Any]) -> None: # Log level verbosity = config['verbosity'] + progressbar.streams.wrap_stderr() + # Log to stderr log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stderr)] diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 4c32a0543..93fc3c558 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -7,7 +7,6 @@ This module contains the hyperopt logic import locale import logging import random -import sys import warnings from math import ceil from collections import OrderedDict @@ -22,8 +21,9 @@ from colorama import init as colorama_init from joblib import (Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects) from pandas import DataFrame, json_normalize, isna +import progressbar import tabulate -from os import path +from os import path, popen import io from freqtrade.data.converter import trim_dataframe @@ -270,7 +270,6 @@ class Hyperopt: # Print '\n' after each 100th epoch to separate dots from the log messages. # Otherwise output is messy on a terminal. print('.', end='' if results['current_epoch'] % 100 != 0 else None) # type: ignore - sys.stdout.flush() if self.print_all or is_best: if not self.print_all: @@ -622,6 +621,10 @@ class Hyperopt: def _set_random_state(self, random_state: Optional[int]) -> int: return random_state or random.randint(1, 2**16 - 1) + def _get_height(self) -> int: + rows = int((popen('stty size', 'r').read().split())[0]) + return rows + def start(self) -> None: self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None)) logger.info(f"Using optimizer random state: {self.random_state}") @@ -629,7 +632,6 @@ class Hyperopt: data, timerange = self.backtesting.load_bt_data() preprocessed = self.backtesting.strategy.tickerdata_to_dataframe(data) - # Trim startup period from analyzed dataframe for pair, df in preprocessed.items(): preprocessed[pair] = trim_dataframe(df, timerange) @@ -659,6 +661,14 @@ class Hyperopt: try: with Parallel(n_jobs=config_jobs) as parallel: + self.progress_bar = progressbar.ProgressBar( + min_value=0, + max_value=self.total_epochs, + initial_value=0, + line_breaks=True, + enable_colors=self.print_colorized + ) + self.progress_bar.start() jobs = parallel._effective_n_jobs() logger.info(f'Effective number of parallel workers used: {jobs}') EVALS = ceil(self.total_epochs / jobs) @@ -673,6 +683,9 @@ class Hyperopt: self.opt.tell(asked, [v['loss'] for v in f_val]) self.fix_optimizer_models_list() + # Calculate progressbar outputs + pbar_line = ceil(self._get_height() / 2) + for j, val in enumerate(f_val): # Use human-friendly indexes here (starting from 1) current = i * jobs + j + 1 @@ -689,12 +702,19 @@ class Hyperopt: self.print_results(val) + if pbar_line <= current: + self.progress_bar.update(current) + pbar_line = current + ceil(self._get_height() / 2) + if is_best: self.current_best_loss = val['loss'] self.trials.append(val) # Save results after each best epoch and every 100 epochs if is_best or current % 100 == 0: self.save_trials() + self.progress_bar.finish() + + # self.progress_bar.update(current) except KeyboardInterrupt: print('User interrupted..') @@ -708,3 +728,9 @@ class Hyperopt: # This is printed when Ctrl+C is pressed quickly, before first epochs have # a chance to be evaluated. print("No epochs evaluated yet, no best result.") + + def __getstate__(self): + state = self.__dict__.copy() + del state['trials'] + del state['progress_bar'] + return state diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index c7e586a33..3c500839e 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -7,3 +7,4 @@ scikit-learn==0.22.2.post1 scikit-optimize==0.7.4 filelock==3.0.12 joblib==0.14.1 +progressbar2==3.50.0 From 129a88d5da1879e1cae93e1771a995da6d5f0bfc Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 11 Mar 2020 19:53:28 +0100 Subject: [PATCH 028/417] Extract emptyness check to it's own method --- freqtrade/data/history/idatahandler.py | 27 ++++++++++++++------------ 1 file changed, 15 insertions(+), 12 deletions(-) diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index 87810c95f..bde9612f2 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -147,12 +147,7 @@ class IDataHandler(ABC): pairdf = self._ohlcv_load(pair, timeframe, timerange=timerange_startup) - if pairdf.empty: - if warn_no_data: - logger.warning( - f'No history data for pair: "{pair}", timeframe: {timeframe}. ' - 'Use `freqtrade download-data` to download the data' - ) + if self._check_empty_df(pairdf, pair, timeframe, warn_no_data): return pairdf else: enddate = pairdf.iloc[-1]['date'] @@ -160,12 +155,7 @@ class IDataHandler(ABC): if timerange_startup: self._validate_pairdata(pair, pairdf, timerange_startup) pairdf = trim_dataframe(pairdf, timerange_startup) - if pairdf.empty: - if warn_no_data: - logger.warning( - f'No history data for pair: "{pair}", timeframe: {timeframe}. ' - 'Use `freqtrade download-data` to download the data' - ) + if self._check_empty_df(pairdf, pair, timeframe, warn_no_data): return pairdf # incomplete candles should only be dropped if we didn't trim the end beforehand. @@ -175,6 +165,19 @@ class IDataHandler(ABC): drop_incomplete=(drop_incomplete and enddate == pairdf.iloc[-1]['date'])) + def _check_empty_df(self, pairdf: DataFrame, pair: str, timeframe: str, warn_no_data: bool): + """ + Warn on empty dataframe + """ + if pairdf.empty: + if warn_no_data: + logger.warning( + f'No history data for pair: "{pair}", timeframe: {timeframe}. ' + 'Use `freqtrade download-data` to download the data' + ) + return True + return False + def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange): """ Validates pairdata for missing data at start end end and logs warnings. From 81cbb925568dbae6260caf88ced5c90f7abc1a3b Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Wed, 11 Mar 2020 22:30:36 +0100 Subject: [PATCH 029/417] Switch to TQDM --- freqtrade/commands/hyperopt_commands.py | 4 +- freqtrade/optimize/hyperopt.py | 71 +++++++++++++++++++------ 2 files changed, 57 insertions(+), 18 deletions(-) diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py index 5b2388252..3f61ea66c 100755 --- a/freqtrade/commands/hyperopt_commands.py +++ b/freqtrade/commands/hyperopt_commands.py @@ -52,8 +52,8 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None: if not export_csv: try: - Hyperopt.print_result_table(config, trials, total_epochs, - not filteroptions['only_best'], print_colorized, 0) + print(Hyperopt.get_result_table(config, trials, total_epochs, + not filteroptions['only_best'], print_colorized, 0)) except KeyboardInterrupt: print('User interrupted..') diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 93fc3c558..e110f7e9c 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -21,7 +21,7 @@ from colorama import init as colorama_init from joblib import (Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects) from pandas import DataFrame, json_normalize, isna -import progressbar +from tqdm import tqdm import tabulate from os import path, popen import io @@ -275,11 +275,37 @@ class Hyperopt: if not self.print_all: # Separate the results explanation string from dots print("\n") - self.print_result_table(self.config, results, self.total_epochs, - self.print_all, self.print_colorized, - self.hyperopt_table_header) + print(self.get_result_table( + self.config, results, self.total_epochs, + self.print_all, self.print_colorized, + self.hyperopt_table_header + ) + ) self.hyperopt_table_header = 2 + def get_results(self, results) -> str: + """ + Log results if it is better than any previous evaluation + """ + output = '' + is_best = results['is_best'] + # if not self.print_all: + # Print '\n' after each 100th epoch to separate dots from the log messages. + # Otherwise output is messy on a terminal. + # return '.', end='' if results['current_epoch'] % 100 != 0 else None # type: ignore + + if self.print_all or is_best: + # if not self.print_all: + # Separate the results explanation string from dots + # print("\n") + output = self.get_result_table( + self.config, results, self.total_epochs, + self.print_all, self.print_colorized, + self.hyperopt_table_header + ) + self.hyperopt_table_header = 2 + return output + @staticmethod def print_results_explanation(results, total_epochs, highlight_best: bool, print_colorized: bool) -> None: @@ -303,13 +329,13 @@ class Hyperopt: f"Objective: {results['loss']:.5f}") @staticmethod - def print_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool, - print_colorized: bool, remove_header: int) -> None: + def get_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool, + print_colorized: bool, remove_header: int) -> str: """ Log result table """ if not results: - return + return '' tabulate.PRESERVE_WHITESPACE = True @@ -380,7 +406,7 @@ class Hyperopt: trials.to_dict(orient='list'), tablefmt='psql', headers='keys', stralign="right" ) - print(table) + return table @staticmethod def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool, @@ -661,6 +687,7 @@ class Hyperopt: try: with Parallel(n_jobs=config_jobs) as parallel: + """ self.progress_bar = progressbar.ProgressBar( min_value=0, max_value=self.total_epochs, @@ -668,9 +695,17 @@ class Hyperopt: line_breaks=True, enable_colors=self.print_colorized ) - self.progress_bar.start() + """ jobs = parallel._effective_n_jobs() logger.info(f'Effective number of parallel workers used: {jobs}') + + # Define progressbar + self.progress_bar = tqdm( + total=self.total_epochs, ncols=108, unit=' Epoch', + bar_format='Epoch {n_fmt}/{total_fmt} ({percentage:3.0f}%)|{bar}|' + ' [{elapsed}<{remaining} {rate_fmt}{postfix}]' + ) + EVALS = ceil(self.total_epochs / jobs) for i in range(EVALS): # Correct the number of epochs to be processed for the last @@ -684,8 +719,7 @@ class Hyperopt: self.fix_optimizer_models_list() # Calculate progressbar outputs - pbar_line = ceil(self._get_height() / 2) - + # pbar_line = ceil(self._get_height() / 2) for j, val in enumerate(f_val): # Use human-friendly indexes here (starting from 1) current = i * jobs + j + 1 @@ -699,20 +733,25 @@ class Hyperopt: # evaluations can take different time. Here they are aligned in the # order they will be shown to the user. val['is_best'] = is_best - - self.print_results(val) - + # print(current) + output = self.get_results(val) + self.progress_bar.write(output) + # self.progress_bar.write(str(len(output.split('\n')[0]))) + self.progress_bar.ncols = len(output.split('\n')[0]) + self.progress_bar.update(1) + """ if pbar_line <= current: self.progress_bar.update(current) pbar_line = current + ceil(self._get_height() / 2) - + """ if is_best: self.current_best_loss = val['loss'] self.trials.append(val) # Save results after each best epoch and every 100 epochs if is_best or current % 100 == 0: self.save_trials() - self.progress_bar.finish() + self.progress_bar.ncols = 108 + self.progress_bar.close() # self.progress_bar.update(current) except KeyboardInterrupt: From 755763ec42b51370c7326e4e90f5c35921ba2125 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Wed, 11 Mar 2020 22:43:27 +0100 Subject: [PATCH 030/417] Update requirements --- requirements-hyperopt.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index 3c500839e..7469674cd 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -7,4 +7,4 @@ scikit-learn==0.22.2.post1 scikit-optimize==0.7.4 filelock==3.0.12 joblib==0.14.1 -progressbar2==3.50.0 +tqdm==4.43.0 From 40a413c524b9eb2b2d13e222ac1e81173a1d5b1e Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Wed, 11 Mar 2020 22:50:23 +0100 Subject: [PATCH 031/417] More remove of progressbar2 --- freqtrade/loggers.py | 3 --- 1 file changed, 3 deletions(-) diff --git a/freqtrade/loggers.py b/freqtrade/loggers.py index 609604ff2..153ce8c80 100644 --- a/freqtrade/loggers.py +++ b/freqtrade/loggers.py @@ -4,7 +4,6 @@ import sys from logging import Formatter from logging.handlers import RotatingFileHandler, SysLogHandler from typing import Any, Dict, List -import progressbar from freqtrade.exceptions import OperationalException @@ -37,8 +36,6 @@ def setup_logging(config: Dict[str, Any]) -> None: # Log level verbosity = config['verbosity'] - progressbar.streams.wrap_stderr() - # Log to stderr log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stderr)] From 9387ed923c97a2dffebfa1ca57662745d97a0f44 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Thu, 12 Mar 2020 02:07:50 +0100 Subject: [PATCH 032/417] fix for empty lines --- freqtrade/optimize/hyperopt.py | 12 +++--------- 1 file changed, 3 insertions(+), 9 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index e110f7e9c..48a89e1d6 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -289,15 +289,8 @@ class Hyperopt: """ output = '' is_best = results['is_best'] - # if not self.print_all: - # Print '\n' after each 100th epoch to separate dots from the log messages. - # Otherwise output is messy on a terminal. - # return '.', end='' if results['current_epoch'] % 100 != 0 else None # type: ignore if self.print_all or is_best: - # if not self.print_all: - # Separate the results explanation string from dots - # print("\n") output = self.get_result_table( self.config, results, self.total_epochs, self.print_all, self.print_colorized, @@ -735,9 +728,10 @@ class Hyperopt: val['is_best'] = is_best # print(current) output = self.get_results(val) - self.progress_bar.write(output) + if output: + self.progress_bar.write(output) # self.progress_bar.write(str(len(output.split('\n')[0]))) - self.progress_bar.ncols = len(output.split('\n')[0]) + self.progress_bar.ncols = 108 self.progress_bar.update(1) """ if pbar_line <= current: From df1ae565dc09c93b046b2ba79cb5a1ce647c1d09 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Thu, 12 Mar 2020 02:26:41 +0100 Subject: [PATCH 033/417] clean-up --- freqtrade/optimize/hyperopt.py | 32 +++----------------------------- 1 file changed, 3 insertions(+), 29 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 48a89e1d6..a6da8c4b8 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -23,7 +23,7 @@ from joblib import (Parallel, cpu_count, delayed, dump, load, from pandas import DataFrame, json_normalize, isna from tqdm import tqdm import tabulate -from os import path, popen +from os import path import io from freqtrade.data.converter import trim_dataframe @@ -640,10 +640,6 @@ class Hyperopt: def _set_random_state(self, random_state: Optional[int]) -> int: return random_state or random.randint(1, 2**16 - 1) - def _get_height(self) -> int: - rows = int((popen('stty size', 'r').read().split())[0]) - return rows - def start(self) -> None: self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None)) logger.info(f"Using optimizer random state: {self.random_state}") @@ -680,15 +676,6 @@ class Hyperopt: try: with Parallel(n_jobs=config_jobs) as parallel: - """ - self.progress_bar = progressbar.ProgressBar( - min_value=0, - max_value=self.total_epochs, - initial_value=0, - line_breaks=True, - enable_colors=self.print_colorized - ) - """ jobs = parallel._effective_n_jobs() logger.info(f'Effective number of parallel workers used: {jobs}') @@ -712,7 +699,6 @@ class Hyperopt: self.fix_optimizer_models_list() # Calculate progressbar outputs - # pbar_line = ceil(self._get_height() / 2) for j, val in enumerate(f_val): # Use human-friendly indexes here (starting from 1) current = i * jobs + j + 1 @@ -726,18 +712,12 @@ class Hyperopt: # evaluations can take different time. Here they are aligned in the # order they will be shown to the user. val['is_best'] = is_best - # print(current) output = self.get_results(val) if output: self.progress_bar.write(output) - # self.progress_bar.write(str(len(output.split('\n')[0]))) self.progress_bar.ncols = 108 self.progress_bar.update(1) - """ - if pbar_line <= current: - self.progress_bar.update(current) - pbar_line = current + ceil(self._get_height() / 2) - """ + if is_best: self.current_best_loss = val['loss'] self.trials.append(val) @@ -747,8 +727,8 @@ class Hyperopt: self.progress_bar.ncols = 108 self.progress_bar.close() - # self.progress_bar.update(current) except KeyboardInterrupt: + self.progress_bar.close() print('User interrupted..') self.save_trials(final=True) @@ -761,9 +741,3 @@ class Hyperopt: # This is printed when Ctrl+C is pressed quickly, before first epochs have # a chance to be evaluated. print("No epochs evaluated yet, no best result.") - - def __getstate__(self): - state = self.__dict__.copy() - del state['trials'] - del state['progress_bar'] - return state From 1a59fc11be8312c19cd5723f641ac66128b05117 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Thu, 12 Mar 2020 02:36:18 +0100 Subject: [PATCH 034/417] doh --- freqtrade/optimize/hyperopt.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index a6da8c4b8..9ff4a1ead 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -741,3 +741,9 @@ class Hyperopt: # This is printed when Ctrl+C is pressed quickly, before first epochs have # a chance to be evaluated. print("No epochs evaluated yet, no best result.") + + def __getstate__(self): + state = self.__dict__.copy() + del state['trials'] + del state['progress_bar'] + return state From 5737139979351eab8482cbe230b111310e11981b Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Thu, 12 Mar 2020 16:47:09 +0100 Subject: [PATCH 035/417] Small fix --- freqtrade/optimize/hyperopt.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 9ff4a1ead..a5921703f 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -7,6 +7,7 @@ This module contains the hyperopt logic import locale import logging import random +import sys import warnings from math import ceil from collections import OrderedDict @@ -270,6 +271,7 @@ class Hyperopt: # Print '\n' after each 100th epoch to separate dots from the log messages. # Otherwise output is messy on a terminal. print('.', end='' if results['current_epoch'] % 100 != 0 else None) # type: ignore + sys.stdout.flush() if self.print_all or is_best: if not self.print_all: From 6f67b8d9b900961afb93508214d981925261d3ec Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 12 Mar 2020 19:50:46 +0100 Subject: [PATCH 036/417] iCheck after clean_dataframe, too --- freqtrade/data/history/idatahandler.py | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index bde9612f2..b0a6a97dc 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -159,11 +159,13 @@ class IDataHandler(ABC): return pairdf # incomplete candles should only be dropped if we didn't trim the end beforehand. - return clean_ohlcv_dataframe(pairdf, timeframe, - pair=pair, - fill_missing=fill_missing, - drop_incomplete=(drop_incomplete and - enddate == pairdf.iloc[-1]['date'])) + pairdf = clean_ohlcv_dataframe(pairdf, timeframe, + pair=pair, + fill_missing=fill_missing, + drop_incomplete=(drop_incomplete and + enddate == pairdf.iloc[-1]['date'])) + self._check_empty_df(pairdf, pair, timeframe, warn_no_data) + return pairdf def _check_empty_df(self, pairdf: DataFrame, pair: str, timeframe: str, warn_no_data: bool): """ From ebb0187f4040aa7f23ed54cacd8faa9919640994 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 13 Mar 2020 03:54:56 +0300 Subject: [PATCH 037/417] dataframe -> df_analyzed in backtesting and edge --- freqtrade/edge/edge_positioning.py | 14 +++++++------- freqtrade/optimize/backtesting.py | 10 +++++----- 2 files changed, 12 insertions(+), 12 deletions(-) diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index a24e29efb..256b67383 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -137,10 +137,10 @@ class Edge: pair_data = pair_data.sort_values(by=['date']) pair_data = pair_data.reset_index(drop=True) - dataframe = self.strategy.advise_sell( + df_analyzed = self.strategy.advise_sell( self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy() - trades += self._find_trades_for_stoploss_range(dataframe, pair, self._stoploss_range) + trades += self._find_trades_for_stoploss_range(df_analyzed, pair, self._stoploss_range) # If no trade found then exit if len(trades) == 0: @@ -359,11 +359,11 @@ class Edge: # Returning a list of pairs in order of "expectancy" return final - def _find_trades_for_stoploss_range(self, dataframe, pair, stoploss_range): - buy_column = dataframe['buy'].values - sell_column = dataframe['sell'].values - date_column = dataframe['date'].values - ohlc_columns = dataframe[['open', 'high', 'low', 'close']].values + def _find_trades_for_stoploss_range(self, df, pair, stoploss_range): + buy_column = df['buy'].values + sell_column = df['sell'].values + date_column = df['date'].values + ohlc_columns = df[['open', 'high', 'low', 'close']].values result: list = [] for stoploss in stoploss_range: diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 949c072c5..210fe3c66 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -164,19 +164,19 @@ class Backtesting: pair_data.loc[:, 'buy'] = 0 # cleanup from previous run pair_data.loc[:, 'sell'] = 0 # cleanup from previous run - dataframe = self.strategy.advise_sell( + df_analyzed = self.strategy.advise_sell( self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy() # To avoid using data from future, we use buy/sell signals shifted # from the previous candle - dataframe.loc[:, 'buy'] = dataframe['buy'].shift(1) - dataframe.loc[:, 'sell'] = dataframe['sell'].shift(1) + df_analyzed.loc[:, 'buy'] = df_analyzed['buy'].shift(1) + df_analyzed.loc[:, 'sell'] = df_analyzed['sell'].shift(1) - dataframe.drop(dataframe.head(1).index, inplace=True) + df_analyzed.drop(df_analyzed.head(1).index, inplace=True) # Convert from Pandas to list for performance reasons # (Looping Pandas is slow.) - data[pair] = [x for x in dataframe.itertuples()] + data[pair] = [x for x in df_analyzed.itertuples()] return data def _get_close_rate(self, sell_row, trade: Trade, sell: SellCheckTuple, From b2952cd42ad22ecb0e623909524c07ac273803f3 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 13 Mar 2020 03:58:16 +0300 Subject: [PATCH 038/417] remove redundant dict --- freqtrade/plot/plotting.py | 4 +--- 1 file changed, 1 insertion(+), 3 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index cfbda6714..220056d2d 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -454,10 +454,8 @@ def load_and_plot_trades(config: Dict[str, Any]): for pair, data in plot_elements["ohlcv"].items(): pair_counter += 1 logger.info("analyse pair %s", pair) - ohlcv = {} - ohlcv[pair] = data - dataframe = strategy.analyze_ticker(ohlcv[pair], {'pair': pair}) + dataframe = strategy.analyze_ticker(data, {'pair': pair}) trades_pair = trades.loc[trades['pair'] == pair] trades_pair = extract_trades_of_period(dataframe, trades_pair) From ddfe5b5f1cb4788936699afbc36c1f19e85d2fc4 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 13 Mar 2020 04:00:24 +0300 Subject: [PATCH 039/417] dataframe -> df_analyzed in plotting --- freqtrade/plot/plotting.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 220056d2d..be7be2de0 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -455,13 +455,13 @@ def load_and_plot_trades(config: Dict[str, Any]): pair_counter += 1 logger.info("analyse pair %s", pair) - dataframe = strategy.analyze_ticker(data, {'pair': pair}) + df_analyzed = strategy.analyze_ticker(data, {'pair': pair}) trades_pair = trades.loc[trades['pair'] == pair] - trades_pair = extract_trades_of_period(dataframe, trades_pair) + trades_pair = extract_trades_of_period(df_analyzed, trades_pair) fig = generate_candlestick_graph( pair=pair, - data=dataframe, + data=df_analyzed, trades=trades_pair, indicators1=config.get("indicators1", []), indicators2=config.get("indicators2", []), From a7ed51c6424202dccb27f44a847721dbbf4eecde Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 13 Mar 2020 04:04:23 +0300 Subject: [PATCH 040/417] return back the name of the hyperopt data file --- freqtrade/optimize/hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index ed58db977..a6b13f93f 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -76,7 +76,7 @@ class Hyperopt: self.trials_file = (self.config['user_data_dir'] / 'hyperopt_results' / 'hyperopt_results.pickle') self.data_pickle_file = (self.config['user_data_dir'] / - 'hyperopt_results' / 'hyperopt_data.pkl') + 'hyperopt_results' / 'hyperopt_tickerdata.pkl') self.total_epochs = config.get('epochs', 0) self.current_best_loss = 100 From 59fadabb5ba01bc113c0d87cced31a7e7074df66 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 13 Mar 2020 20:26:14 +0300 Subject: [PATCH 041/417] Fix merging --- freqtrade/data/history/idatahandler.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index ae050103b..1bb4d5971 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -150,7 +150,7 @@ class IDataHandler(ABC): if self._check_empty_df(pairdf, pair, timeframe, warn_no_data): return pairdf else: - enddate = df.iloc[-1]['date'] + enddate = pairdf.iloc[-1]['date'] if timerange_startup: self._validate_pairdata(pair, pairdf, timerange_startup) From c56cbc21b1658102d912435fa00316ae3da51443 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 14 Mar 2020 10:42:01 +0100 Subject: [PATCH 042/417] Remove indexing warning in edge --- freqtrade/edge/edge_positioning.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index 256b67383..d196ab4b3 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -317,7 +317,7 @@ class Edge: } # Group by (pair and stoploss) by applying above aggregator - df = results.groupby(['pair', 'stoploss'])['profit_abs', 'trade_duration'].agg( + df = results.groupby(['pair', 'stoploss'])[['profit_abs', 'trade_duration']].agg( groupby_aggregator).reset_index(col_level=1) # Dropping level 0 as we don't need it From 308d8fe2a9daf78fd58642c884dd6a9c4bd9a119 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 14 Mar 2020 10:44:46 +0100 Subject: [PATCH 043/417] Remove deprecation warnings due to date conversion --- tests/edge/test_edge.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py index c68ac477c..3bebeee65 100644 --- a/tests/edge/test_edge.py +++ b/tests/edge/test_edge.py @@ -163,8 +163,8 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None: for c, trade in enumerate(data.trades): res = results.iloc[c] assert res.exit_type == trade.sell_reason - assert res.open_time == np.datetime64(_get_frame_time_from_offset(trade.open_tick)) - assert res.close_time == np.datetime64(_get_frame_time_from_offset(trade.close_tick)) + assert res.open_time == _get_frame_time_from_offset(trade.open_tick).replace(tzinfo=None) + assert res.close_time == _get_frame_time_from_offset(trade.close_tick).replace(tzinfo=None) def test_adjust(mocker, edge_conf): From 27faf12fdeef84f404aa7bf32f27e7591cc1a910 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Sat, 14 Mar 2020 22:15:03 +0100 Subject: [PATCH 044/417] Fix if no file exists --- freqtrade/commands/arguments.py | 2 +- freqtrade/commands/cli_options.py | 5 +++++ freqtrade/data/btanalysis.py | 8 ++++++-- freqtrade/plot/plotting.py | 19 +++++++++++++++---- tests/data/test_btanalysis.py | 5 ++++- 5 files changed, 31 insertions(+), 8 deletions(-) diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 1a8cca72b..66fa0b038 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -59,7 +59,7 @@ ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchang ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", "db_url", "trade_source", "export", "exportfilename", - "timerange", "ticker_interval"] + "timerange", "ticker_interval", "skip_trades"] ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source", "ticker_interval"] diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index 42c697d56..187e0a424 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -413,6 +413,11 @@ AVAILABLE_CLI_OPTIONS = { metavar='INT', default=750, ), + "skip_trades": Arg( + '--skip-trades', + help='Skip using trades file from backtesting and DB.', + action='store_true', + ), "trade_source": Arg( '--trade-source', help='Specify the source for trades (Can be DB or file (backtest file)) ' diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 681bf6734..fc938ad7e 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -111,7 +111,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: t.calc_profit(), t.calc_profit_ratio(), t.open_rate, t.close_rate, t.amount, (round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2) - if t.close_date else None), + if t.close_date else None), t.sell_reason, t.fee_open, t.fee_close, t.open_rate_requested, @@ -129,12 +129,16 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: return trades -def load_trades(source: str, db_url: str, exportfilename: str) -> pd.DataFrame: +def load_trades(source: str, db_url: str, exportfilename: str, skip_trades: bool) -> pd.DataFrame: """ Based on configuration option "trade_source": * loads data from DB (using `db_url`) * loads data from backtestfile (using `exportfilename`) """ + if skip_trades: + df = pd.DataFrame(columns=BT_DATA_COLUMNS) + return df + if source == "DB": return load_trades_from_db(db_url) elif source == "file": diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index be7be2de0..cb2686878 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -3,6 +3,7 @@ from pathlib import Path from typing import Any, Dict, List import pandas as pd +from os.path import isfile from freqtrade.configuration import TimeRange from freqtrade.data.btanalysis import (calculate_max_drawdown, @@ -48,11 +49,21 @@ def init_plotscript(config): data_format=config.get('dataformat_ohlcv', 'json'), ) - trades = load_trades(config['trade_source'], - db_url=config.get('db_url'), - exportfilename=config.get('exportfilename'), - ) + skip_trades = False + if not isfile(config.get('exportfilename')) and config['trade_source'] == 'file': + logger.info("Backtest file is missing skipping trades.") + skip_trades = True + elif config.get('skip_trades', False): + skip_trades = True + + trades = load_trades( + config['trade_source'], + db_url=config.get('db_url'), + exportfilename=config.get('exportfilename'), + skip_trades=skip_trades + ) trades = trim_dataframe(trades, timerange, 'open_time') + return {"ohlcv": data, "trades": trades, "pairs": pairs, diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index da5d225b9..44e9c1072 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -104,6 +104,7 @@ def test_load_trades(default_conf, mocker): load_trades("DB", db_url=default_conf.get('db_url'), exportfilename=default_conf.get('exportfilename'), + skip_trades=False ) assert db_mock.call_count == 1 @@ -114,7 +115,9 @@ def test_load_trades(default_conf, mocker): default_conf['exportfilename'] = "testfile.json" load_trades("file", db_url=default_conf.get('db_url'), - exportfilename=default_conf.get('exportfilename'),) + exportfilename=default_conf.get('exportfilename'), + skip_trades=False + ) assert db_mock.call_count == 0 assert bt_mock.call_count == 1 From cf7e80f45d5d664c1dcb1cc92335cffb67186d12 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Sat, 14 Mar 2020 23:55:13 +0100 Subject: [PATCH 045/417] Docs and logging --- docs/plotting.md | 62 +++++++++++++++++++++++++------------- freqtrade/plot/plotting.py | 2 +- 2 files changed, 42 insertions(+), 22 deletions(-) diff --git a/docs/plotting.md b/docs/plotting.md index 3eef8f8e7..ef28f0fe3 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -23,44 +23,64 @@ The `freqtrade plot-dataframe` subcommand shows an interactive graph with three Possible arguments: ``` -usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME] - [--strategy-path PATH] [-p PAIRS [PAIRS ...]] [--indicators1 INDICATORS1 [INDICATORS1 ...]] - [--indicators2 INDICATORS2 [INDICATORS2 ...]] [--plot-limit INT] [--db-url PATH] - [--trade-source {DB,file}] [--export EXPORT] [--export-filename PATH] [--timerange TIMERANGE] - [-i TICKER_INTERVAL] +usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH] + [-d PATH] [--userdir PATH] [-s NAME] + [--strategy-path PATH] [-p PAIRS [PAIRS ...]] + [--indicators1 INDICATORS1 [INDICATORS1 ...]] + [--indicators2 INDICATORS2 [INDICATORS2 ...]] + [--plot-limit INT] [--db-url PATH] + [--trade-source {DB,file}] [--export EXPORT] + [--export-filename PATH] + [--timerange TIMERANGE] [-i TICKER_INTERVAL] + [--skip-trades] optional arguments: -h, --help show this help message and exit -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...] - Show profits for only these pairs. Pairs are space-separated. + Show profits for only these pairs. Pairs are space- + separated. --indicators1 INDICATORS1 [INDICATORS1 ...] - Set indicators from your strategy you want in the first row of the graph. Space-separated list. Example: + Set indicators from your strategy you want in the + first row of the graph. Space-separated list. Example: `ema3 ema5`. Default: `['sma', 'ema3', 'ema5']`. --indicators2 INDICATORS2 [INDICATORS2 ...] - Set indicators from your strategy you want in the third row of the graph. Space-separated list. Example: + Set indicators from your strategy you want in the + third row of the graph. Space-separated list. Example: `fastd fastk`. Default: `['macd', 'macdsignal']`. - --plot-limit INT Specify tick limit for plotting. Notice: too high values cause huge files. Default: 750. - --db-url PATH Override trades database URL, this is useful in custom deployments (default: `sqlite:///tradesv3.sqlite` - for Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for Dry Run). + --plot-limit INT Specify tick limit for plotting. Notice: too high + values cause huge files. Default: 750. + --db-url PATH Override trades database URL, this is useful in custom + deployments (default: `sqlite:///tradesv3.sqlite` for + Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for + Dry Run). --trade-source {DB,file} - Specify the source for trades (Can be DB or file (backtest file)) Default: file - --export EXPORT Export backtest results, argument are: trades. Example: `--export=trades` + Specify the source for trades (Can be DB or file + (backtest file)) Default: file + --export EXPORT Export backtest results, argument are: trades. + Example: `--export=trades` --export-filename PATH - Save backtest results to the file with this filename. Requires `--export` to be set as well. Example: - `--export-filename=user_data/backtest_results/backtest_today.json` + Save backtest results to the file with this filename. + Requires `--export` to be set as well. Example: + `--export-filename=user_data/backtest_results/backtest + _today.json` --timerange TIMERANGE Specify what timerange of data to use. -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL - Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`). + Specify ticker interval (`1m`, `5m`, `30m`, `1h`, + `1d`). + --skip-trades Skip using trades file from backtesting and DB. Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). - --logfile FILE Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more + --logfile FILE Log to the file specified. Special values are: + 'syslog', 'journald'. See the documentation for more details. -V, --version show program's version number and exit -c PATH, --config PATH - Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to - `-` to read config from stdin. + Specify configuration file (default: + `userdir/config.json` or `config.json` whichever + exists). Multiple --config options may be used. Can be + set to `-` to read config from stdin. -d PATH, --datadir PATH Path to directory with historical backtesting data. --userdir PATH, --user-data-dir PATH @@ -68,9 +88,9 @@ Common arguments: Strategy arguments: -s NAME, --strategy NAME - Specify strategy class name which will be used by the bot. + Specify strategy class name which will be used by the + bot. --strategy-path PATH Specify additional strategy lookup path. - ``` Example: diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index cb2686878..8da61597f 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -51,7 +51,7 @@ def init_plotscript(config): skip_trades = False if not isfile(config.get('exportfilename')) and config['trade_source'] == 'file': - logger.info("Backtest file is missing skipping trades.") + logger.warning("Backtest file is missing skipping trades.") skip_trades = True elif config.get('skip_trades', False): skip_trades = True From 2c0980aa3ab2af40e46411819f2e53b76eae6fa4 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Sun, 15 Mar 2020 00:09:08 +0100 Subject: [PATCH 046/417] Tests --- tests/data/test_btanalysis.py | 12 ++++++++++++ 1 file changed, 12 insertions(+) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 44e9c1072..95f371d7f 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -122,6 +122,18 @@ def test_load_trades(default_conf, mocker): assert db_mock.call_count == 0 assert bt_mock.call_count == 1 + db_mock.reset_mock() + bt_mock.reset_mock() + default_conf['exportfilename'] = "testfile.json" + load_trades("file", + db_url=default_conf.get('db_url'), + exportfilename=default_conf.get('exportfilename'), + skip_trades=True + ) + + assert db_mock.call_count == 0 + assert bt_mock.call_count == 0 + def test_combine_dataframes_with_mean(testdatadir): pairs = ["ETH/BTC", "ADA/BTC"] From 0f1640bed4691cc0d27ed1d665e77c8d2dd85944 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 15 Mar 2020 09:39:45 +0100 Subject: [PATCH 047/417] convert exportfilename to Path when config parsing --- freqtrade/configuration/configuration.py | 1 + freqtrade/data/btanalysis.py | 8 ++++++-- freqtrade/optimize/backtesting.py | 2 +- tests/data/test_btanalysis.py | 5 +++-- tests/optimize/test_backtesting.py | 1 + tests/test_plotting.py | 6 +++--- 6 files changed, 15 insertions(+), 8 deletions(-) diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index 0645d72be..ce2101441 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -196,6 +196,7 @@ class Configuration: if self.args.get('exportfilename'): self._args_to_config(config, argname='exportfilename', logstring='Storing backtest results to {} ...') + config['exportfilename'] = Path(config['exportfilename']) else: config['exportfilename'] = (config['user_data_dir'] / 'backtest_results/backtest-result.json') diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 681bf6734..e8ec03fea 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -129,16 +129,20 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: return trades -def load_trades(source: str, db_url: str, exportfilename: str) -> pd.DataFrame: +def load_trades(source: str, db_url: str, exportfilename: Path) -> pd.DataFrame: """ Based on configuration option "trade_source": * loads data from DB (using `db_url`) * loads data from backtestfile (using `exportfilename`) + :param source: "DB" or "file" - specify source to load from + :param db_url: sqlalchemy formatted url to a database + :param exportfilename: Json file generated by backtesting + :return: DataFrame containing trades """ if source == "DB": return load_trades_from_db(db_url) elif source == "file": - return load_backtest_data(Path(exportfilename)) + return load_backtest_data(exportfilename) def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame: diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 210fe3c66..40e6590f7 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -421,7 +421,7 @@ class Backtesting: for strategy, results in all_results.items(): if self.config.get('export', False): - self._store_backtest_result(Path(self.config['exportfilename']), results, + self._store_backtest_result(self.config['exportfilename'], results, strategy if len(self.strategylist) > 1 else None) print(f"Result for strategy {strategy}") diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index da5d225b9..7513991ea 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -1,8 +1,9 @@ +from pathlib import Path from unittest.mock import MagicMock import pytest from arrow import Arrow -from pandas import DataFrame, DateOffset, to_datetime, Timestamp +from pandas import DataFrame, DateOffset, Timestamp, to_datetime from freqtrade.configuration import TimeRange from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, @@ -111,7 +112,7 @@ def test_load_trades(default_conf, mocker): db_mock.reset_mock() bt_mock.reset_mock() - default_conf['exportfilename'] = "testfile.json" + default_conf['exportfilename'] = Path("testfile.json") load_trades("file", db_url=default_conf.get('db_url'), exportfilename=default_conf.get('exportfilename'),) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index f78b44704..da23a9af4 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -224,6 +224,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) -> assert 'export' in config assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog) assert 'exportfilename' in config + assert isinstance(config['exportfilename'], Path) assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog) assert 'fee' in config diff --git a/tests/test_plotting.py b/tests/test_plotting.py index 42010ad0d..a5c965429 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -49,7 +49,7 @@ def test_init_plotscript(default_conf, mocker, testdatadir): default_conf['trade_source'] = "file" default_conf['ticker_interval'] = "5m" default_conf["datadir"] = testdatadir - default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json") + default_conf['exportfilename'] = testdatadir / "backtest-result_test.json" ret = init_plotscript(default_conf) assert "ohlcv" in ret assert "trades" in ret @@ -318,7 +318,7 @@ def test_start_plot_dataframe(mocker): def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir): default_conf['trade_source'] = 'file' default_conf["datadir"] = testdatadir - default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json") + default_conf['exportfilename'] = testdatadir / "backtest-result_test.json" default_conf['indicators1'] = ["sma5", "ema10"] default_conf['indicators2'] = ["macd"] default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"] @@ -374,7 +374,7 @@ def test_start_plot_profit_error(mocker): def test_plot_profit(default_conf, mocker, testdatadir, caplog): default_conf['trade_source'] = 'file' default_conf["datadir"] = testdatadir - default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json") + default_conf['exportfilename'] = testdatadir / "backtest-result_test.json" default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"] profit_mock = MagicMock() From 328dbd3930981103d2646e27e53156f104e59745 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 15 Mar 2020 15:04:48 +0100 Subject: [PATCH 048/417] Remove unnecessary parameter to generate_text_table_sell_reason --- freqtrade/optimize/backtesting.py | 7 +++---- freqtrade/optimize/optimize_reports.py | 8 ++++---- tests/optimize/test_optimize_reports.py | 6 ++---- 3 files changed, 9 insertions(+), 12 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 40e6590f7..5ee5a058f 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -7,7 +7,7 @@ import logging from copy import deepcopy from datetime import datetime, timedelta from pathlib import Path -from typing import Any, Dict, List, NamedTuple, Optional +from typing import Any, Dict, List, NamedTuple, Optional, Tuple import arrow from pandas import DataFrame @@ -108,7 +108,7 @@ class Backtesting: # And the regular "stoploss" function would not apply to that case self.strategy.order_types['stoploss_on_exchange'] = False - def load_bt_data(self): + def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]: timerange = TimeRange.parse_timerange(None if self.config.get( 'timerange') is None else str(self.config.get('timerange'))) @@ -432,8 +432,7 @@ class Backtesting: print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '=')) print(table) - table = generate_text_table_sell_reason(data, - stake_currency=self.config['stake_currency'], + table = generate_text_table_sell_reason(stake_currency=self.config['stake_currency'], max_open_trades=self.config['max_open_trades'], results=results) if isinstance(table, str): diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 39bde50a8..ee29aa283 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -69,12 +69,12 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore -def generate_text_table_sell_reason( - data: Dict[str, Dict], stake_currency: str, max_open_trades: int, results: DataFrame -) -> str: +def generate_text_table_sell_reason(stake_currency: str, max_open_trades: int, + results: DataFrame) -> str: """ Generate small table outlining Backtest results - :param data: Dict of containing data that was used during backtesting. + :param stake_currency: Stakecurrency used + :param max_open_trades: Max_open_trades parameter :param results: Dataframe containing the backtest results :return: pretty printed table with tabulate as string """ diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 285ecaa02..5e68a5ef8 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -61,10 +61,8 @@ def test_generate_text_table_sell_reason(default_conf, mocker): '| stop_loss | 1 | 0 | 0 | 1 |' ' -10 | -10 | -0.2 | -5 |' ) - assert generate_text_table_sell_reason( - data={'ETH/BTC': {}}, - stake_currency='BTC', max_open_trades=2, - results=results) == result_str + assert generate_text_table_sell_reason(stake_currency='BTC', max_open_trades=2, + results=results) == result_str def test_generate_text_table_strategy(default_conf, mocker): From 6106d59e1a0122863849e03e671db698f02c5c96 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 15 Mar 2020 15:17:35 +0100 Subject: [PATCH 049/417] Move store_backtest_results to optimize_reports --- freqtrade/optimize/backtesting.py | 18 ------------------ freqtrade/optimize/optimize_reports.py | 26 +++++++++++++++++++++++++- 2 files changed, 25 insertions(+), 19 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 5ee5a058f..9dd1b8429 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -6,7 +6,6 @@ This module contains the backtesting logic import logging from copy import deepcopy from datetime import datetime, timedelta -from pathlib import Path from typing import Any, Dict, List, NamedTuple, Optional, Tuple import arrow @@ -134,23 +133,6 @@ class Backtesting: return data, timerange - def _store_backtest_result(self, recordfilename: Path, results: DataFrame, - strategyname: Optional[str] = None) -> None: - - records = [(t.pair, t.profit_percent, t.open_time.timestamp(), - t.close_time.timestamp(), t.open_index - 1, t.trade_duration, - t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value) - for index, t in results.iterrows()] - - if records: - if strategyname: - # Inject strategyname to filename - recordfilename = Path.joinpath( - recordfilename.parent, - f'{recordfilename.stem}-{strategyname}').with_suffix(recordfilename.suffix) - logger.info(f'Dumping backtest results to {recordfilename}') - file_dump_json(recordfilename, records) - def _get_ohlcv_as_lists(self, processed: Dict) -> Dict[str, DataFrame]: """ Helper function to convert a processed dataframes into lists for performance reasons. diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index ee29aa283..fb407f681 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -1,9 +1,33 @@ +import logging from datetime import timedelta -from typing import Dict +from pathlib import Path +from typing import Dict, Optional from pandas import DataFrame from tabulate import tabulate +from freqtrade.misc import file_dump_json + +logger = logging.getLogger(__name__) + + +def store_backtest_result(recordfilename: Path, results: DataFrame, + strategyname: Optional[str] = None) -> None: + + records = [(t.pair, t.profit_percent, t.open_time.timestamp(), + t.close_time.timestamp(), t.open_index - 1, t.trade_duration, + t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value) + for index, t in results.iterrows()] + + if records: + if strategyname: + # Inject strategyname to filename + recordfilename = Path.joinpath( + recordfilename.parent, + f'{recordfilename.stem}-{strategyname}').with_suffix(recordfilename.suffix) + logger.info(f'Dumping backtest results to {recordfilename}') + file_dump_json(recordfilename, records) + def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_trades: int, results: DataFrame, skip_nan: bool = False) -> str: From a13d581658173fb764c110ae9966767f17c85e7d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 15 Mar 2020 15:17:53 +0100 Subject: [PATCH 050/417] Move backtest-result visualization out of backtesting class --- freqtrade/optimize/backtesting.py | 48 ++------------------------ freqtrade/optimize/optimize_reports.py | 44 +++++++++++++++++++++++ 2 files changed, 47 insertions(+), 45 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 9dd1b8429..323331bc6 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -18,10 +18,7 @@ from freqtrade.data.converter import trim_dataframe from freqtrade.data.dataprovider import DataProvider from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds -from freqtrade.misc import file_dump_json -from freqtrade.optimize.optimize_reports import ( - generate_text_table, generate_text_table_sell_reason, - generate_text_table_strategy) +from freqtrade.optimize.optimize_reports import show_backtest_results from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.state import RunMode @@ -399,44 +396,5 @@ class Backtesting: max_open_trades=max_open_trades, position_stacking=position_stacking, ) - - for strategy, results in all_results.items(): - - if self.config.get('export', False): - self._store_backtest_result(self.config['exportfilename'], results, - strategy if len(self.strategylist) > 1 else None) - - print(f"Result for strategy {strategy}") - table = generate_text_table(data, stake_currency=self.config['stake_currency'], - max_open_trades=self.config['max_open_trades'], - results=results) - if isinstance(table, str): - print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '=')) - print(table) - - table = generate_text_table_sell_reason(stake_currency=self.config['stake_currency'], - max_open_trades=self.config['max_open_trades'], - results=results) - if isinstance(table, str): - print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '=')) - print(table) - - table = generate_text_table(data, - stake_currency=self.config['stake_currency'], - max_open_trades=self.config['max_open_trades'], - results=results.loc[results.open_at_end], skip_nan=True) - if isinstance(table, str): - print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '=')) - print(table) - if isinstance(table, str): - print('=' * len(table.splitlines()[0])) - print() - if len(all_results) > 1: - # Print Strategy summary table - table = generate_text_table_strategy(self.config['stake_currency'], - self.config['max_open_trades'], - all_results=all_results) - print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '=')) - print(table) - print('=' * len(table.splitlines()[0])) - print('\nFor more details, please look at the detail tables above') + # Show backtest results + show_backtest_results(self.config, data, all_results) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index fb407f681..fef0accb0 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -197,3 +197,47 @@ def generate_edge_table(results: dict) -> str: # Ignore type as floatfmt does allow tuples but mypy does not know that return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore + + +def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame], + all_results: Dict[str, DataFrame]): + for strategy, results in all_results.items(): + + if config.get('export', False): + store_backtest_result(config['exportfilename'], results, + strategy if len(all_results) > 1 else None) + + print(f"Result for strategy {strategy}") + table = generate_text_table(btdata, stake_currency=config['stake_currency'], + max_open_trades=config['max_open_trades'], + results=results) + if isinstance(table, str): + print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '=')) + print(table) + + table = generate_text_table_sell_reason(stake_currency=config['stake_currency'], + max_open_trades=config['max_open_trades'], + results=results) + if isinstance(table, str): + print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '=')) + print(table) + + table = generate_text_table(btdata, + stake_currency=config['stake_currency'], + max_open_trades=config['max_open_trades'], + results=results.loc[results.open_at_end], skip_nan=True) + if isinstance(table, str): + print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '=')) + print(table) + if isinstance(table, str): + print('=' * len(table.splitlines()[0])) + print() + if len(all_results) > 1: + # Print Strategy summary table + table = generate_text_table_strategy(config['stake_currency'], + config['max_open_trades'], + all_results=all_results) + print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '=')) + print(table) + print('=' * len(table.splitlines()[0])) + print('\nFor more details, please look at the detail tables above') From e95665cecaeec2337dee47660674401535b406a7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 15 Mar 2020 15:36:23 +0100 Subject: [PATCH 051/417] Make backtestresult storing independent from printing --- freqtrade/optimize/backtesting.py | 6 ++++- freqtrade/optimize/optimize_reports.py | 36 ++++++++++++-------------- 2 files changed, 21 insertions(+), 21 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 323331bc6..1725a7d13 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -18,7 +18,8 @@ from freqtrade.data.converter import trim_dataframe from freqtrade.data.dataprovider import DataProvider from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds -from freqtrade.optimize.optimize_reports import show_backtest_results +from freqtrade.optimize.optimize_reports import (show_backtest_results, + store_backtest_result) from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.state import RunMode @@ -396,5 +397,8 @@ class Backtesting: max_open_trades=max_open_trades, position_stacking=position_stacking, ) + + if self.config.get('export', False): + store_backtest_result(self.config['exportfilename'], all_results) # Show backtest results show_backtest_results(self.config, data, all_results) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index fef0accb0..701432071 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -11,22 +11,22 @@ from freqtrade.misc import file_dump_json logger = logging.getLogger(__name__) -def store_backtest_result(recordfilename: Path, results: DataFrame, - strategyname: Optional[str] = None) -> None: +def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame]) -> None: - records = [(t.pair, t.profit_percent, t.open_time.timestamp(), - t.close_time.timestamp(), t.open_index - 1, t.trade_duration, - t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value) - for index, t in results.iterrows()] + for strategy, results in all_results.items(): + records = [(t.pair, t.profit_percent, t.open_time.timestamp(), + t.close_time.timestamp(), t.open_index - 1, t.trade_duration, + t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value) + for index, t in results.iterrows()] - if records: - if strategyname: - # Inject strategyname to filename - recordfilename = Path.joinpath( - recordfilename.parent, - f'{recordfilename.stem}-{strategyname}').with_suffix(recordfilename.suffix) - logger.info(f'Dumping backtest results to {recordfilename}') - file_dump_json(recordfilename, records) + if records: + if len(all_results) > 1: + # Inject strategy to filename + recordfilename = Path.joinpath( + recordfilename.parent, + f'{recordfilename.stem}-{strategy}').with_suffix(recordfilename.suffix) + logger.info(f'Dumping backtest results to {recordfilename}') + file_dump_json(recordfilename, records) def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_trades: int, @@ -203,10 +203,6 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame], all_results: Dict[str, DataFrame]): for strategy, results in all_results.items(): - if config.get('export', False): - store_backtest_result(config['exportfilename'], results, - strategy if len(all_results) > 1 else None) - print(f"Result for strategy {strategy}") table = generate_text_table(btdata, stake_currency=config['stake_currency'], max_open_trades=config['max_open_trades'], @@ -235,8 +231,8 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame], if len(all_results) > 1: # Print Strategy summary table table = generate_text_table_strategy(config['stake_currency'], - config['max_open_trades'], - all_results=all_results) + config['max_open_trades'], + all_results=all_results) print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '=')) print(table) print('=' * len(table.splitlines()[0])) From fe50a0f3a13e0d0f92084314af081ce1230acaac Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 15 Mar 2020 15:36:53 +0100 Subject: [PATCH 052/417] Move test for store_bt_results to optimize_reports --- tests/optimize/test_backtesting.py | 89 +++---------------------- tests/optimize/test_optimize_reports.py | 76 ++++++++++++++++++++- 2 files changed, 83 insertions(+), 82 deletions(-) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index da23a9af4..1c4d3b16a 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -331,8 +331,8 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: mocker.patch('freqtrade.data.history.get_timerange', get_timerange) patch_exchange(mocker) - mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) - mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock(return_value=1)) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest') + mocker.patch('freqtrade.optimize.backtesting.show_backtest_results') default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] default_conf['ticker_interval'] = '1m' @@ -361,8 +361,8 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> MagicMock(return_value=pd.DataFrame())) mocker.patch('freqtrade.data.history.get_timerange', get_timerange) patch_exchange(mocker) - mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) - mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock(return_value=1)) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest') + mocker.patch('freqtrade.optimize.backtesting.show_backtest_results') default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] default_conf['ticker_interval'] = "1m" @@ -507,7 +507,6 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir): def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir): mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch('freqtrade.optimize.backtesting.file_dump_json', MagicMock()) backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC', datadir=testdatadir) default_conf['ticker_interval'] = '1m' @@ -515,7 +514,6 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir): backtesting.strategy.advise_buy = _trend_alternate # Override backtesting.strategy.advise_sell = _trend_alternate # Override results = backtesting.backtest(**backtest_conf) - backtesting._store_backtest_result("test_.json", results) # 200 candles in backtest data # won't buy on first (shifted by 1) # 100 buys signals @@ -586,84 +584,12 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) assert len(evaluate_result_multi(results, '5m', 1)) == 0 -def test_backtest_record(default_conf, fee, mocker): - names = [] - records = [] - patch_exchange(mocker) - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch( - 'freqtrade.optimize.backtesting.file_dump_json', - new=lambda n, r: (names.append(n), records.append(r)) - ) - - backtesting = Backtesting(default_conf) - results = pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC", - "UNITTEST/BTC", "UNITTEST/BTC"], - "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780], - "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003], - "open_time": [Arrow(2017, 11, 14, 19, 32, 00).datetime, - Arrow(2017, 11, 14, 21, 36, 00).datetime, - Arrow(2017, 11, 14, 22, 12, 00).datetime, - Arrow(2017, 11, 14, 22, 44, 00).datetime], - "close_time": [Arrow(2017, 11, 14, 21, 35, 00).datetime, - Arrow(2017, 11, 14, 22, 10, 00).datetime, - Arrow(2017, 11, 14, 22, 43, 00).datetime, - Arrow(2017, 11, 14, 22, 58, 00).datetime], - "open_rate": [0.002543, 0.003003, 0.003089, 0.003214], - "close_rate": [0.002546, 0.003014, 0.003103, 0.003217], - "open_index": [1, 119, 153, 185], - "close_index": [118, 151, 184, 199], - "trade_duration": [123, 34, 31, 14], - "open_at_end": [False, False, False, True], - "sell_reason": [SellType.ROI, SellType.STOP_LOSS, - SellType.ROI, SellType.FORCE_SELL] - }) - backtesting._store_backtest_result("backtest-result.json", results) - assert len(results) == 4 - # Assert file_dump_json was only called once - assert names == ['backtest-result.json'] - records = records[0] - # Ensure records are of correct type - assert len(records) == 4 - - # reset test to test with strategy name - names = [] - records = [] - backtesting._store_backtest_result(Path("backtest-result.json"), results, "DefStrat") - assert len(results) == 4 - # Assert file_dump_json was only called once - assert names == [Path('backtest-result-DefStrat.json')] - records = records[0] - # Ensure records are of correct type - assert len(records) == 4 - - # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117) - # Below follows just a typecheck of the schema/type of trade-records - oix = None - for (pair, profit, date_buy, date_sell, buy_index, dur, - openr, closer, open_at_end, sell_reason) in records: - assert pair == 'UNITTEST/BTC' - assert isinstance(profit, float) - # FIX: buy/sell should be converted to ints - assert isinstance(date_buy, float) - assert isinstance(date_sell, float) - assert isinstance(openr, float) - assert isinstance(closer, float) - assert isinstance(open_at_end, bool) - assert isinstance(sell_reason, str) - isinstance(buy_index, pd._libs.tslib.Timestamp) - if oix: - assert buy_index > oix - oix = buy_index - assert dur > 0 - - def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] patch_exchange(mocker) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) - mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock()) + mocker.patch('freqtrade.optimize.backtesting.show_backtest_results', MagicMock()) patched_configuration_load_config_file(mocker, default_conf) @@ -705,9 +631,10 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): backtestmock = MagicMock() mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock) gen_table_mock = MagicMock() - mocker.patch('freqtrade.optimize.backtesting.generate_text_table', gen_table_mock) + mocker.patch('freqtrade.optimize.optimize_reports.generate_text_table', gen_table_mock) gen_strattable_mock = MagicMock() - mocker.patch('freqtrade.optimize.backtesting.generate_text_table_strategy', gen_strattable_mock) + mocker.patch('freqtrade.optimize.optimize_reports.generate_text_table_strategy', + gen_strattable_mock) patched_configuration_load_config_file(mocker, default_conf) args = [ diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 5e68a5ef8..36c9a93b3 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -1,10 +1,14 @@ +from pathlib import Path + import pandas as pd +from arrow import Arrow from freqtrade.edge import PairInfo from freqtrade.optimize.optimize_reports import ( generate_edge_table, generate_text_table, generate_text_table_sell_reason, - generate_text_table_strategy) + generate_text_table_strategy, store_backtest_result) from freqtrade.strategy.interface import SellType +from tests.conftest import patch_exchange def test_generate_text_table(default_conf, mocker): @@ -113,3 +117,73 @@ def test_generate_edge_table(edge_conf, mocker): assert generate_edge_table(results).count('| ETH/BTC |') == 1 assert generate_edge_table(results).count( '| Risk Reward Ratio | Required Risk Reward | Expectancy |') == 1 + + +def test_backtest_record(default_conf, fee, mocker): + names = [] + records = [] + patch_exchange(mocker) + mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch( + 'freqtrade.optimize.optimize_reports.file_dump_json', + new=lambda n, r: (names.append(n), records.append(r)) + ) + + results = {'DefStrat': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC", + "UNITTEST/BTC", "UNITTEST/BTC"], + "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780], + "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003], + "open_time": [Arrow(2017, 11, 14, 19, 32, 00).datetime, + Arrow(2017, 11, 14, 21, 36, 00).datetime, + Arrow(2017, 11, 14, 22, 12, 00).datetime, + Arrow(2017, 11, 14, 22, 44, 00).datetime], + "close_time": [Arrow(2017, 11, 14, 21, 35, 00).datetime, + Arrow(2017, 11, 14, 22, 10, 00).datetime, + Arrow(2017, 11, 14, 22, 43, 00).datetime, + Arrow(2017, 11, 14, 22, 58, 00).datetime], + "open_rate": [0.002543, 0.003003, 0.003089, 0.003214], + "close_rate": [0.002546, 0.003014, 0.003103, 0.003217], + "open_index": [1, 119, 153, 185], + "close_index": [118, 151, 184, 199], + "trade_duration": [123, 34, 31, 14], + "open_at_end": [False, False, False, True], + "sell_reason": [SellType.ROI, SellType.STOP_LOSS, + SellType.ROI, SellType.FORCE_SELL] + })} + store_backtest_result(Path("backtest-result.json"), results) + # Assert file_dump_json was only called once + assert names == [Path('backtest-result.json')] + records = records[0] + # Ensure records are of correct type + assert len(records) == 4 + + # reset test to test with strategy name + names = [] + records = [] + results['Strat'] = pd.DataFrame() + store_backtest_result(Path("backtest-result.json"), results) + # Assert file_dump_json was only called once + assert names == [Path('backtest-result-DefStrat.json')] + records = records[0] + # Ensure records are of correct type + assert len(records) == 4 + + # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117) + # Below follows just a typecheck of the schema/type of trade-records + oix = None + for (pair, profit, date_buy, date_sell, buy_index, dur, + openr, closer, open_at_end, sell_reason) in records: + assert pair == 'UNITTEST/BTC' + assert isinstance(profit, float) + # FIX: buy/sell should be converted to ints + assert isinstance(date_buy, float) + assert isinstance(date_sell, float) + assert isinstance(openr, float) + assert isinstance(closer, float) + assert isinstance(open_at_end, bool) + assert isinstance(sell_reason, str) + isinstance(buy_index, pd._libs.tslib.Timestamp) + if oix: + assert buy_index > oix + oix = buy_index + assert dur > 0 From e1b08ad76caf8482ee712d782bad482c643b0307 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 15 Mar 2020 15:38:26 +0100 Subject: [PATCH 053/417] Add docstring to store_backtest_result --- freqtrade/optimize/optimize_reports.py | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 701432071..abfbaf1d8 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -12,7 +12,11 @@ logger = logging.getLogger(__name__) def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame]) -> None: - + """ + Stores backtest results to file (one file per strategy) + :param recordfilename: Destination filename + :param all_results: Dict of Dataframes, one results dataframe per strategy + """ for strategy, results in all_results.items(): records = [(t.pair, t.profit_percent, t.open_time.timestamp(), t.close_time.timestamp(), t.open_index - 1, t.trade_duration, From 3d4664c2a6da70027189d73a04b75bdd1821f79e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 15 Mar 2020 15:40:12 +0100 Subject: [PATCH 054/417] Remove unnecessary import --- freqtrade/optimize/optimize_reports.py | 2 +- tests/optimize/test_optimize_reports.py | 40 ++++++++++++------------- 2 files changed, 21 insertions(+), 21 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index abfbaf1d8..251da9159 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -1,7 +1,7 @@ import logging from datetime import timedelta from pathlib import Path -from typing import Dict, Optional +from typing import Dict from pandas import DataFrame from tabulate import tabulate diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 36c9a93b3..f19668459 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -130,26 +130,26 @@ def test_backtest_record(default_conf, fee, mocker): ) results = {'DefStrat': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC", - "UNITTEST/BTC", "UNITTEST/BTC"], - "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780], - "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003], - "open_time": [Arrow(2017, 11, 14, 19, 32, 00).datetime, - Arrow(2017, 11, 14, 21, 36, 00).datetime, - Arrow(2017, 11, 14, 22, 12, 00).datetime, - Arrow(2017, 11, 14, 22, 44, 00).datetime], - "close_time": [Arrow(2017, 11, 14, 21, 35, 00).datetime, - Arrow(2017, 11, 14, 22, 10, 00).datetime, - Arrow(2017, 11, 14, 22, 43, 00).datetime, - Arrow(2017, 11, 14, 22, 58, 00).datetime], - "open_rate": [0.002543, 0.003003, 0.003089, 0.003214], - "close_rate": [0.002546, 0.003014, 0.003103, 0.003217], - "open_index": [1, 119, 153, 185], - "close_index": [118, 151, 184, 199], - "trade_duration": [123, 34, 31, 14], - "open_at_end": [False, False, False, True], - "sell_reason": [SellType.ROI, SellType.STOP_LOSS, - SellType.ROI, SellType.FORCE_SELL] - })} + "UNITTEST/BTC", "UNITTEST/BTC"], + "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780], + "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003], + "open_time": [Arrow(2017, 11, 14, 19, 32, 00).datetime, + Arrow(2017, 11, 14, 21, 36, 00).datetime, + Arrow(2017, 11, 14, 22, 12, 00).datetime, + Arrow(2017, 11, 14, 22, 44, 00).datetime], + "close_time": [Arrow(2017, 11, 14, 21, 35, 00).datetime, + Arrow(2017, 11, 14, 22, 10, 00).datetime, + Arrow(2017, 11, 14, 22, 43, 00).datetime, + Arrow(2017, 11, 14, 22, 58, 00).datetime], + "open_rate": [0.002543, 0.003003, 0.003089, 0.003214], + "close_rate": [0.002546, 0.003014, 0.003103, 0.003217], + "open_index": [1, 119, 153, 185], + "close_index": [118, 151, 184, 199], + "trade_duration": [123, 34, 31, 14], + "open_at_end": [False, False, False, True], + "sell_reason": [SellType.ROI, SellType.STOP_LOSS, + SellType.ROI, SellType.FORCE_SELL] + })} store_backtest_result(Path("backtest-result.json"), results) # Assert file_dump_json was only called once assert names == [Path('backtest-result.json')] From 8c33e07dc660853eee0eee0d10109063f52d11cf Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Sun, 15 Mar 2020 21:20:32 +0100 Subject: [PATCH 055/417] Update based on comments --- docs/plotting.md | 2 +- freqtrade/commands/arguments.py | 2 +- freqtrade/commands/cli_options.py | 6 +++--- freqtrade/data/btanalysis.py | 6 +++--- freqtrade/plot/plotting.py | 13 ++++++------- tests/data/test_btanalysis.py | 6 +++--- 6 files changed, 17 insertions(+), 18 deletions(-) diff --git a/docs/plotting.md b/docs/plotting.md index ef28f0fe3..56906ebec 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -68,7 +68,7 @@ optional arguments: -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`). - --skip-trades Skip using trades file from backtesting and DB. + --no-trades Skip using trades from backtesting file and DB. Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 66fa0b038..8c64c5857 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -59,7 +59,7 @@ ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchang ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", "db_url", "trade_source", "export", "exportfilename", - "timerange", "ticker_interval", "skip_trades"] + "timerange", "ticker_interval", "no_trades"] ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source", "ticker_interval"] diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index 187e0a424..5cf1b7fce 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -413,9 +413,9 @@ AVAILABLE_CLI_OPTIONS = { metavar='INT', default=750, ), - "skip_trades": Arg( - '--skip-trades', - help='Skip using trades file from backtesting and DB.', + "no_trades": Arg( + '--no-trades', + help='Skip using trades from backtesting file and DB.', action='store_true', ), "trade_source": Arg( diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 8670f30c6..17b243f56 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -129,7 +129,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: return trades -def load_trades(source: str, db_url: str, exportfilename: Path, skip_trades: bool) -> pd.DataFrame: +def load_trades(source: str, db_url: str, exportfilename: Path, no_trades: bool) -> pd.DataFrame: """ Based on configuration option "trade_source": * loads data from DB (using `db_url`) @@ -137,10 +137,10 @@ def load_trades(source: str, db_url: str, exportfilename: Path, skip_trades: boo :param source: "DB" or "file" - specify source to load from :param db_url: sqlalchemy formatted url to a database :param exportfilename: Json file generated by backtesting - :param skip_trades: Skip using trades, only return backtesting data columns + :param no_trades: Skip using trades, only return backtesting data columns :return: DataFrame containing trades """ - if skip_trades: + if no_trades: df = pd.DataFrame(columns=BT_DATA_COLUMNS) return df diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 8da61597f..fc8f25612 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -3,7 +3,6 @@ from pathlib import Path from typing import Any, Dict, List import pandas as pd -from os.path import isfile from freqtrade.configuration import TimeRange from freqtrade.data.btanalysis import (calculate_max_drawdown, @@ -49,18 +48,18 @@ def init_plotscript(config): data_format=config.get('dataformat_ohlcv', 'json'), ) - skip_trades = False - if not isfile(config.get('exportfilename')) and config['trade_source'] == 'file': + no_trades = False + if config.get('no_trades', False): + no_trades = True + elif not config['exportfilename'].is_file() and config['trade_source'] == 'file': logger.warning("Backtest file is missing skipping trades.") - skip_trades = True - elif config.get('skip_trades', False): - skip_trades = True + no_trades = True trades = load_trades( config['trade_source'], db_url=config.get('db_url'), exportfilename=config.get('exportfilename'), - skip_trades=skip_trades + no_trades=no_trades ) trades = trim_dataframe(trades, timerange, 'open_time') diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 8561f2b84..4b47faeee 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -105,7 +105,7 @@ def test_load_trades(default_conf, mocker): load_trades("DB", db_url=default_conf.get('db_url'), exportfilename=default_conf.get('exportfilename'), - skip_trades=False + no_trades=False ) assert db_mock.call_count == 1 @@ -117,7 +117,7 @@ def test_load_trades(default_conf, mocker): load_trades("file", db_url=default_conf.get('db_url'), exportfilename=default_conf.get('exportfilename'), - skip_trades=False + no_trades=False ) assert db_mock.call_count == 0 @@ -129,7 +129,7 @@ def test_load_trades(default_conf, mocker): load_trades("file", db_url=default_conf.get('db_url'), exportfilename=default_conf.get('exportfilename'), - skip_trades=True + no_trades=True ) assert db_mock.call_count == 0 From 06198c00283eeaef44f0dda391a3cc769acce6ae Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Sun, 15 Mar 2020 21:27:45 +0100 Subject: [PATCH 056/417] Missed configuration.py --- freqtrade/configuration/configuration.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index ce2101441..e5515670d 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -359,6 +359,9 @@ class Configuration: self._args_to_config(config, argname='erase', logstring='Erase detected. Deleting existing data.') + self._args_to_config(config, argname='no_trades', + logstring='Parameter --no-trades detected.') + self._args_to_config(config, argname='timeframes', logstring='timeframes --timeframes: {}') From e8a92cb3136971bbcd96257e4dc036e7b701da26 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 16 Mar 2020 08:17:21 +0000 Subject: [PATCH 057/417] Bump pandas from 1.0.1 to 1.0.2 Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.0.1 to 1.0.2. - [Release notes](https://github.com/pandas-dev/pandas/releases) - [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md) - [Commits](https://github.com/pandas-dev/pandas/compare/v1.0.1...v1.0.2) Signed-off-by: dependabot-preview[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 68024f587..12d7336aa 100644 --- a/requirements.txt +++ b/requirements.txt @@ -2,4 +2,4 @@ -r requirements-common.txt numpy==1.18.1 -pandas==1.0.1 +pandas==1.0.2 From 0b341757525c23f1242e7e9b189d97b76f5b54b2 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 16 Mar 2020 08:17:53 +0000 Subject: [PATCH 058/417] Bump ccxt from 1.23.81 to 1.24.31 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.23.81 to 1.24.31. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.23.81...1.24.31) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 784eef93c..f3f7d8a07 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.23.81 +ccxt==1.24.31 SQLAlchemy==1.3.13 python-telegram-bot==12.4.2 arrow==0.15.5 From 8cfff40fcfb2ba7145c12b165f75e34debcedae6 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 16 Mar 2020 08:18:07 +0000 Subject: [PATCH 059/417] Bump plotly from 4.5.3 to 4.5.4 Bumps [plotly](https://github.com/plotly/plotly.py) from 4.5.3 to 4.5.4. - [Release notes](https://github.com/plotly/plotly.py/releases) - [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md) - [Commits](https://github.com/plotly/plotly.py/compare/v4.5.3...v4.5.4) Signed-off-by: dependabot-preview[bot] --- requirements-plot.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-plot.txt b/requirements-plot.txt index 381334a66..7a5b21e2d 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,5 +1,5 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==4.5.3 +plotly==4.5.4 From 3eee0c43a727fe91bad3481e1dab0551793afa4e Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 16 Mar 2020 08:18:33 +0000 Subject: [PATCH 060/417] Bump pytest from 5.3.5 to 5.4.1 Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.3.5 to 5.4.1. - [Release notes](https://github.com/pytest-dev/pytest/releases) - [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest/compare/5.3.5...5.4.1) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 1e58ae6e0..f2801c15b 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -8,7 +8,7 @@ flake8==3.7.9 flake8-type-annotations==0.1.0 flake8-tidy-imports==4.0.0 mypy==0.761 -pytest==5.3.5 +pytest==5.4.1 pytest-asyncio==0.10.0 pytest-cov==2.8.1 pytest-mock==2.0.0 From 7a7530d57d4ef7d39ff715ccee7cf9ddf2a820a0 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 16 Mar 2020 08:53:20 +0000 Subject: [PATCH 061/417] Bump sqlalchemy from 1.3.13 to 1.3.15 Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.13 to 1.3.15. - [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases) - [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES) - [Commits](https://github.com/sqlalchemy/sqlalchemy/commits) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index f3f7d8a07..7c2ad4283 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,7 +1,7 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs ccxt==1.24.31 -SQLAlchemy==1.3.13 +SQLAlchemy==1.3.15 python-telegram-bot==12.4.2 arrow==0.15.5 cachetools==4.0.0 From 62d449251cc8a02182a46015bc2a36e71d549c85 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 16 Mar 2020 08:54:12 +0000 Subject: [PATCH 062/417] Bump mypy from 0.761 to 0.770 Bumps [mypy](https://github.com/python/mypy) from 0.761 to 0.770. - [Release notes](https://github.com/python/mypy/releases) - [Commits](https://github.com/python/mypy/compare/v0.761...v0.770) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index f2801c15b..a4d83eb4f 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,7 +7,7 @@ coveralls==1.11.1 flake8==3.7.9 flake8-type-annotations==0.1.0 flake8-tidy-imports==4.0.0 -mypy==0.761 +mypy==0.770 pytest==5.4.1 pytest-asyncio==0.10.0 pytest-cov==2.8.1 From 4f46fb9bf5cb0ae22e3b365e552f62da712bd99f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 17 Mar 2020 19:33:18 +0100 Subject: [PATCH 063/417] Add template and jupyter files to release --- MANIFEST.in | 1 + 1 file changed, 1 insertion(+) diff --git a/MANIFEST.in b/MANIFEST.in index 7529152a0..c67f5258f 100644 --- a/MANIFEST.in +++ b/MANIFEST.in @@ -2,3 +2,4 @@ include LICENSE include README.md include config.json.example recursive-include freqtrade *.py +recursive-include freqtrade/templates/ *.j2 *.ipynb From 05250ba6611278b794677780a2e00febdb14f476 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Wed, 18 Mar 2020 11:00:33 +0100 Subject: [PATCH 064/417] Update docs/plotting.md Co-Authored-By: Matthias --- docs/plotting.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/plotting.md b/docs/plotting.md index 56906ebec..be83065a6 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -32,7 +32,7 @@ usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH] [--trade-source {DB,file}] [--export EXPORT] [--export-filename PATH] [--timerange TIMERANGE] [-i TICKER_INTERVAL] - [--skip-trades] + [--no-trades] optional arguments: -h, --help show this help message and exit From 0920d6fce4d35ebd3f99ed321131764fde628206 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Wed, 18 Mar 2020 11:01:09 +0100 Subject: [PATCH 065/417] Update freqtrade/data/btanalysis.py Co-Authored-By: Matthias --- freqtrade/data/btanalysis.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 17b243f56..898072748 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -129,7 +129,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: return trades -def load_trades(source: str, db_url: str, exportfilename: Path, no_trades: bool) -> pd.DataFrame: +def load_trades(source: str, db_url: str, exportfilename: Path, no_trades: bool = False) -> pd.DataFrame: """ Based on configuration option "trade_source": * loads data from DB (using `db_url`) From 3e1bef888ab1344f8763e130cdef835b0b030d6b Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 18 Mar 2020 11:42:42 +0100 Subject: [PATCH 066/417] Fix flake8 error --- freqtrade/data/btanalysis.py | 3 ++- tests/data/test_btanalysis.py | 1 - 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 898072748..23a9f720c 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -129,7 +129,8 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: return trades -def load_trades(source: str, db_url: str, exportfilename: Path, no_trades: bool = False) -> pd.DataFrame: +def load_trades(source: str, db_url: str, exportfilename: Path, + no_trades: bool = False) -> pd.DataFrame: """ Based on configuration option "trade_source": * loads data from DB (using `db_url`) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 4b47faeee..463e5ae36 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -117,7 +117,6 @@ def test_load_trades(default_conf, mocker): load_trades("file", db_url=default_conf.get('db_url'), exportfilename=default_conf.get('exportfilename'), - no_trades=False ) assert db_mock.call_count == 0 From ecf3a3e07076e3101e804e5216ec38ff236a1686 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 19 Mar 2020 19:42:51 +0100 Subject: [PATCH 067/417] Add test validating different return values --- tests/test_freqtradebot.py | 10 ++++++++-- 1 file changed, 8 insertions(+), 2 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 9f6e5ef0c..e37270bd3 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2228,10 +2228,16 @@ def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> Non assert cancel_order_mock.call_count == 1 -def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_order) -> None: +@pytest.mark.parametrize('cancelorder', [ + {}, + 'String Return value', + 123 +]) +def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_order, + cancelorder) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - cancel_order_mock = MagicMock(return_value={}) + cancel_order_mock = MagicMock(return_value=cancelorder) mocker.patch.multiple( 'freqtrade.exchange.Exchange', cancel_order=cancel_order_mock From 5e702f6891c76a066aae85833026780cc01ebee5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 19 Mar 2020 19:43:19 +0100 Subject: [PATCH 068/417] Verify cancel_order returnvalue is a dictionary --- freqtrade/freqtradebot.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 9897b39b4..bc3078a5c 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -891,6 +891,9 @@ class FreqtradeBot: if order['status'] != 'canceled': reason = "cancelled due to timeout" corder = self.exchange.cancel_order(trade.open_order_id, trade.pair) + # Some exchanges don't return a dict here. + if not isinstance(corder, dict): + corder = {} logger.info('Buy order %s for %s.', reason, trade) else: # Order was cancelled already, so we can reuse the existing dict From 5f9479b39fe4c31ac0171501c28186ef0b1065b9 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 20 Mar 2020 02:10:44 +0300 Subject: [PATCH 069/417] Edge import cosmetics --- freqtrade/edge/edge_positioning.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index d196ab4b3..5305e23cf 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -8,10 +8,10 @@ import numpy as np import utils_find_1st as utf1st from pandas import DataFrame -from freqtrade import constants from freqtrade.configuration import TimeRange -from freqtrade.data import history +from freqtrade.constants import UNLIMITED_STAKE_AMOUNT from freqtrade.exceptions import OperationalException +from freqtrade.data.history import get_timerange, load_data, refresh_data from freqtrade.strategy.interface import SellType logger = logging.getLogger(__name__) @@ -54,7 +54,7 @@ class Edge: if self.config['max_open_trades'] != float('inf'): logger.critical('max_open_trades should be -1 in config !') - if self.config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT: + if self.config['stake_amount'] != UNLIMITED_STAKE_AMOUNT: raise OperationalException('Edge works only with unlimited stake amount') # Deprecated capital_available_percentage. Will use tradable_balance_ratio in the future. @@ -96,7 +96,7 @@ class Edge: logger.info('Using local backtesting data (using whitelist in given config) ...') if self._refresh_pairs: - history.refresh_data( + refresh_data( datadir=self.config['datadir'], pairs=pairs, exchange=self.exchange, @@ -104,7 +104,7 @@ class Edge: timerange=self._timerange, ) - data = history.load_data( + data = load_data( datadir=self.config['datadir'], pairs=pairs, timeframe=self.strategy.ticker_interval, @@ -122,7 +122,7 @@ class Edge: preprocessed = self.strategy.ohlcvdata_to_dataframe(data) # Print timeframe - min_date, max_date = history.get_timerange(preprocessed) + min_date, max_date = get_timerange(preprocessed) logger.info( 'Measuring data from %s up to %s (%s days) ...', min_date.isoformat(), From 3e0ffdce75aa6795caa830bfeb4c614a1750c207 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 20 Mar 2020 04:21:17 +0300 Subject: [PATCH 070/417] Adjust tests --- tests/edge/test_edge.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py index 3bebeee65..2304c53c2 100644 --- a/tests/edge/test_edge.py +++ b/tests/edge/test_edge.py @@ -292,8 +292,8 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m', def test_edge_process_downloaded_data(mocker, edge_conf): freqtrade = get_patched_freqtradebot(mocker, edge_conf) mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001)) - mocker.patch('freqtrade.data.history.refresh_data', MagicMock()) - mocker.patch('freqtrade.data.history.load_data', mocked_load_data) + mocker.patch('freqtrade.edge.edge_positioning.refresh_data', MagicMock()) + mocker.patch('freqtrade.edge.edge_positioning.load_data', mocked_load_data) edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy) assert edge.calculate() @@ -304,8 +304,8 @@ def test_edge_process_downloaded_data(mocker, edge_conf): def test_edge_process_no_data(mocker, edge_conf, caplog): freqtrade = get_patched_freqtradebot(mocker, edge_conf) mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001)) - mocker.patch('freqtrade.data.history.refresh_data', MagicMock()) - mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={})) + mocker.patch('freqtrade.edge.edge_positioning.refresh_data', MagicMock()) + mocker.patch('freqtrade.edge.edge_positioning.load_data', MagicMock(return_value={})) edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy) assert not edge.calculate() @@ -317,8 +317,8 @@ def test_edge_process_no_data(mocker, edge_conf, caplog): def test_edge_process_no_trades(mocker, edge_conf, caplog): freqtrade = get_patched_freqtradebot(mocker, edge_conf) mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001)) - mocker.patch('freqtrade.data.history.refresh_data', MagicMock()) - mocker.patch('freqtrade.data.history.load_data', mocked_load_data) + mocker.patch('freqtrade.edge.edge_positioning.refresh_data', MagicMock()) + mocker.patch('freqtrade.edge.edge_positioning.load_data', mocked_load_data) # Return empty mocker.patch('freqtrade.edge.Edge._find_trades_for_stoploss_range', MagicMock(return_value=[])) edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy) From 942792f1233f35eba31d51d96ecbc92163376af1 Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Fri, 20 Mar 2020 05:48:53 +0100 Subject: [PATCH 071/417] updated as suggested --- freqtrade/freqtradebot.py | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index e5ae9043a..378252c29 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -394,21 +394,23 @@ class FreqtradeBot: logger.info(f"Pair {pair} is currently locked.") return False + # get_free_open_trades is checked before create_trade is called + # but it is still used here to prevent opening too many trades within one iteration if not self.get_free_open_trades(): logger.debug(f"Can't open a new trade for {pair}: max number of trades is reached.") return False - stake_amount = self.get_trade_stake_amount(pair) - if not stake_amount: - logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.") - return False - # running get_signal on historical data fetched (buy, sell) = self.strategy.get_signal( pair, self.strategy.ticker_interval, self.dataprovider.ohlcv(pair, self.strategy.ticker_interval)) if buy and not sell: + stake_amount = self.get_trade_stake_amount(pair) + if not stake_amount: + logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.") + return False + logger.info(f"Buy signal found: about create a new trade with stake_amount: " f"{stake_amount} ...") From e30faf8c8c371de43b0e1c35b5eae89489e01ab9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 21 Mar 2020 20:04:05 +0100 Subject: [PATCH 072/417] Remove partial candle documentation It wasn't working 100% correctly - see #2993 --- docs/exchanges.md | 16 +++------------- 1 file changed, 3 insertions(+), 13 deletions(-) diff --git a/docs/exchanges.md b/docs/exchanges.md index 66a0e96da..c600077ce 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -74,23 +74,13 @@ Should you experience constant errors with Nonce (like `InvalidNonce`), it is be $ pip3 install web3 ``` -### Send incomplete candles to the strategy +### Getting latest price / Incomplete candles Most exchanges return current incomplete candle via their OHLCV/klines API interface. By default, Freqtrade assumes that incomplete candle is fetched from the exchange and removes the last candle assuming it's the incomplete candle. Whether your exchange returns incomplete candles or not can be checked using [the helper script](developer.md#Incomplete-candles) from the Contributor documentation. -If the exchange does return incomplete candles and you would like to have incomplete candles in your strategy, you can set the following parameter in the configuration file. +Due to the danger of repainting, Freqtrade does not allow you to use this incomplete candle. -``` json -{ - - "exchange": { - "_ft_has_params": {"ohlcv_partial_candle": false} - } -} -``` - -!!! Warning "Danger of repainting" - Changing this parameter makes the strategy responsible to avoid repainting and handle this accordingly. Doing this is therefore not recommended, and should only be performed by experienced users who are fully aware of the impact this setting has. +However, usually, this requirement is based on the need for the latest price - which can be aquired using the [data provider](strategy-customization.md#possible-options-for-dataprovider) from within the strategy. From 2c434e9b116fdfb71c2da4f57db4e25683ce7d39 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 22 Mar 2020 11:16:09 +0100 Subject: [PATCH 073/417] Add close_proit_abs column --- freqtrade/freqtradebot.py | 1 + freqtrade/persistence.py | 11 ++++++++--- tests/test_persistence.py | 20 ++++++++++++++++++++ 3 files changed, 29 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index db632693a..570f8bea8 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -954,6 +954,7 @@ class FreqtradeBot: trade.close_rate = None trade.close_profit = None + trade.close_profit_abs = None trade.close_date = None trade.is_open = True trade.open_order_id = None diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index ac084d12e..0d668596c 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -86,7 +86,7 @@ def check_migrate(engine) -> None: logger.debug(f'trying {table_back_name}') # Check for latest column - if not has_column(cols, 'open_trade_price'): + if not has_column(cols, 'close_profit_abs'): logger.info(f'Running database migration - backup available as {table_back_name}') fee_open = get_column_def(cols, 'fee_open', 'fee') @@ -106,6 +106,9 @@ def check_migrate(engine) -> None: ticker_interval = get_column_def(cols, 'ticker_interval', 'null') open_trade_price = get_column_def(cols, 'open_trade_price', f'amount * open_rate * (1 + {fee_open})') + close_profit_abs = get_column_def( + cols, 'close_profit_abs', + f"(amount * close_rate * (1 - {fee_close})) - {open_trade_price}") # Schema migration necessary engine.execute(f"alter table trades rename to {table_back_name}") @@ -123,7 +126,7 @@ def check_migrate(engine) -> None: stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct, stoploss_order_id, stoploss_last_update, max_rate, min_rate, sell_reason, strategy, - ticker_interval, open_trade_price + ticker_interval, open_trade_price, close_profit_abs ) select id, lower(exchange), case @@ -143,7 +146,7 @@ def check_migrate(engine) -> None: {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update, {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason, {strategy} strategy, {ticker_interval} ticker_interval, - {open_trade_price} open_trade_price + {open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs from {table_back_name} """) @@ -190,6 +193,7 @@ class Trade(_DECL_BASE): close_rate = Column(Float) close_rate_requested = Column(Float) close_profit = Column(Float) + close_profit_abs = Column(Float) stake_amount = Column(Float, nullable=False) amount = Column(Float) open_date = Column(DateTime, nullable=False, default=datetime.utcnow) @@ -334,6 +338,7 @@ class Trade(_DECL_BASE): """ self.close_rate = Decimal(rate) self.close_profit = self.calc_profit_ratio() + self.close_profit_abs = self.calc_profit() self.close_date = datetime.utcnow() self.is_open = False self.open_order_id = None diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 6bd7971a7..991922cba 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -476,12 +476,22 @@ def test_migrate_old(mocker, default_conf, fee): stake=default_conf.get("stake_amount"), amount=amount ) + insert_table_old2 = """INSERT INTO trades (exchange, pair, is_open, fee, + open_rate, close_rate, stake_amount, amount, open_date) + VALUES ('BITTREX', 'BTC_ETC', 0, {fee}, + 0.00258580, 0.00268580, {stake}, {amount}, + '2017-11-28 12:44:24.000000') + """.format(fee=fee.return_value, + stake=default_conf.get("stake_amount"), + amount=amount + ) engine = create_engine('sqlite://') mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine) # Create table using the old format engine.execute(create_table_old) engine.execute(insert_table_old) + engine.execute(insert_table_old2) # Run init to test migration init(default_conf['db_url'], default_conf['dry_run']) @@ -500,6 +510,15 @@ def test_migrate_old(mocker, default_conf, fee): assert trade.stop_loss == 0.0 assert trade.initial_stop_loss == 0.0 assert trade.open_trade_price == trade._calc_open_trade_price() + assert trade.close_profit_abs is None + + trade = Trade.query.filter(Trade.id == 2).first() + assert trade.close_rate is not None + assert trade.is_open == 0 + assert trade.open_rate_requested is None + assert trade.close_rate_requested is None + assert trade.close_rate is not None + assert pytest.approx(trade.close_profit_abs) == trade.calc_profit() def test_migrate_new(mocker, default_conf, fee, caplog): @@ -583,6 +602,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog): assert log_has("trying trades_bak2", caplog) assert log_has("Running database migration - backup available as trades_bak2", caplog) assert trade.open_trade_price == trade._calc_open_trade_price() + assert trade.close_profit_abs is None def test_migrate_mid_state(mocker, default_conf, fee, caplog): From efd94c84debab78c00bc141b6108f43b366c2e07 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 22 Mar 2020 11:22:49 +0100 Subject: [PATCH 074/417] Add example notebook to gitignore again --- .gitignore | 1 - 1 file changed, 1 deletion(-) diff --git a/.gitignore b/.gitignore index 9ac2c9d5d..f206fce66 100644 --- a/.gitignore +++ b/.gitignore @@ -6,7 +6,6 @@ user_data/* !user_data/strategy/sample_strategy.py !user_data/notebooks user_data/notebooks/* -!user_data/notebooks/*example.ipynb freqtrade-plot.html freqtrade-profit-plot.html From f14c496ce9ffca5186d4479a611c37c76c0a35ce Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 22 Mar 2020 11:28:18 +0100 Subject: [PATCH 075/417] Remove calc_close_profit from RPC This is now possible - but only for closed trades, so certain occurances need to remain. --- freqtrade/rpc/rpc.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 9014c1874..a0f50b070 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -197,7 +197,7 @@ class RPC: Trade.close_date >= profitday, Trade.close_date < (profitday + timedelta(days=1)) ]).order_by(Trade.close_date).all() - curdayprofit = sum(trade.calc_profit() for trade in trades) + curdayprofit = sum(trade.close_profit_abs for trade in trades) profit_days[profitday] = { 'amount': f'{curdayprofit:.8f}', 'trades': len(trades) @@ -246,8 +246,8 @@ class RPC: durations.append((trade.close_date - trade.open_date).total_seconds()) if not trade.is_open: - profit_ratio = trade.calc_profit_ratio() - profit_closed_coin.append(trade.calc_profit()) + profit_ratio = trade.close_profit + profit_closed_coin.append(trade.close_profit_abs) profit_closed_ratio.append(profit_ratio) else: # Get current rate From acd402187a179e1f040fc42fe1dba22b2519a2e9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 22 Mar 2020 19:39:36 +0100 Subject: [PATCH 076/417] Update max_open_trades documentation --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index b0f4c7554..78c643868 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -40,7 +40,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | Parameter | Description | |------------|-------------| -| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
**Datatype:** Positive integer or -1. +| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the lenght of your whitelist another limitation which can apply. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
**Datatype:** Positive integer or -1. | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy).
**Datatype:** String | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Positive float or `"unlimited"`. | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade).
*Defaults to `0.99` 99%).*
**Datatype:** Positive float between `0.1` and `1.0`. From 45aaa8c09d2a704e49b56ef47b360425f305b7b5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 22 Mar 2020 20:09:01 +0100 Subject: [PATCH 077/417] Parse and show relevant configuration section --- freqtrade/configuration/load_config.py | 28 ++++++++++++++++++++++++-- 1 file changed, 26 insertions(+), 2 deletions(-) diff --git a/freqtrade/configuration/load_config.py b/freqtrade/configuration/load_config.py index 19179c6c3..0d2dc0955 100644 --- a/freqtrade/configuration/load_config.py +++ b/freqtrade/configuration/load_config.py @@ -1,13 +1,15 @@ """ This module contain functions to load the configuration file """ -import rapidjson import logging +import re import sys +from pathlib import Path from typing import Any, Dict -from freqtrade.exceptions import OperationalException +import rapidjson +from freqtrade.exceptions import OperationalException logger = logging.getLogger(__name__) @@ -15,6 +17,22 @@ logger = logging.getLogger(__name__) CONFIG_PARSE_MODE = rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS +def log_config_error_range(path: str, errmsg: str) -> str: + """ + Parses configuration file and prints range around error + """ + if path != '-': + offsetlist = re.findall(r'(?<=Parse\serror\sat\soffset\s)\d+', errmsg) + if offsetlist: + offset = int(offsetlist[0]) + text = Path(path).read_text() + # Fetch an offset of 80 characters around the error line + subtext = text[offset-min(80, offset):offset+80] + segments = subtext.split('\n') + # Remove first and last lines, to avoid odd truncations + return '\n'.join(segments[1:-1]) + + def load_config_file(path: str) -> Dict[str, Any]: """ Loads a config file from the given path @@ -29,5 +47,11 @@ def load_config_file(path: str) -> Dict[str, Any]: raise OperationalException( f'Config file "{path}" not found!' ' Please create a config file or check whether it exists.') + except rapidjson.JSONDecodeError as e: + err_range = log_config_error_range(path, str(e)) + raise OperationalException( + f'{e}\n' + f'Please verify the following segment of your configuration:\n{err_range}' + ) return config From 6c55b40fe04f4cea4b92841212b150d69f5d200a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 22 Mar 2020 20:15:33 +0100 Subject: [PATCH 078/417] Add test verifying config printing --- tests/test_configuration.py | 11 +++++++++++ 1 file changed, 11 insertions(+) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 1e9d6440d..ec6753feb 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -66,6 +66,17 @@ def test_load_config_file(default_conf, mocker, caplog) -> None: assert validated_conf.items() >= default_conf.items() +def test_load_config_file_error(default_conf, mocker, caplog) -> None: + del default_conf['user_data_dir'] + filedata = json.dumps(default_conf).replace( + '"stake_amount": 0.001,', '"stake_amount": .001,') + mocker.patch('freqtrade.configuration.load_config.open', mocker.mock_open(read_data=filedata)) + mocker.patch.object(Path, "read_text", MagicMock(return_value=filedata)) + + with pytest.raises(OperationalException, match=f".*Please verify the following segment.*"): + load_config_file('somefile') + + def test__args_to_config(caplog): arg_list = ['trade', '--strategy-path', 'TestTest'] From 8f7e113d798bb8b973efd6a66b59d1abf18722f4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 23 Mar 2020 07:54:27 +0100 Subject: [PATCH 079/417] Add additional test --- freqtrade/configuration/load_config.py | 7 +++++-- tests/test_configuration.py | 15 ++++++++++++++- 2 files changed, 19 insertions(+), 3 deletions(-) diff --git a/freqtrade/configuration/load_config.py b/freqtrade/configuration/load_config.py index 0d2dc0955..55da28913 100644 --- a/freqtrade/configuration/load_config.py +++ b/freqtrade/configuration/load_config.py @@ -29,8 +29,11 @@ def log_config_error_range(path: str, errmsg: str) -> str: # Fetch an offset of 80 characters around the error line subtext = text[offset-min(80, offset):offset+80] segments = subtext.split('\n') - # Remove first and last lines, to avoid odd truncations - return '\n'.join(segments[1:-1]) + if len(segments) > 3: + # Remove first and last lines, to avoid odd truncations + return '\n'.join(segments[1:-1]) + else: + return subtext def load_config_file(path: str) -> Dict[str, Any]: diff --git a/tests/test_configuration.py b/tests/test_configuration.py index ec6753feb..a1936aee0 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -18,7 +18,7 @@ from freqtrade.configuration.config_validation import validate_config_schema from freqtrade.configuration.deprecated_settings import ( check_conflicting_settings, process_deprecated_setting, process_temporary_deprecated_settings) -from freqtrade.configuration.load_config import load_config_file +from freqtrade.configuration.load_config import load_config_file, log_config_error_range from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL from freqtrade.exceptions import OperationalException from freqtrade.loggers import _set_loggers, setup_logging @@ -77,6 +77,19 @@ def test_load_config_file_error(default_conf, mocker, caplog) -> None: load_config_file('somefile') +def test_load_config_file_error_range(default_conf, mocker, caplog) -> None: + del default_conf['user_data_dir'] + filedata = json.dumps(default_conf).replace( + '"stake_amount": 0.001,', '"stake_amount": .001,') + mocker.patch.object(Path, "read_text", MagicMock(return_value=filedata)) + + x = log_config_error_range('somefile', 'Parse error at offset 64: Invalid value.') + assert isinstance(x, str) + assert (x == '{"max_open_trades": 1, "stake_currency": "BTC", ' + '"stake_amount": .001, "fiat_display_currency": "USD", ' + '"ticker_interval": "5m", "dry_run": true, ') + + def test__args_to_config(caplog): arg_list = ['trade', '--strategy-path', 'TestTest'] From d581b7e2d79493ddccb6cbd2cbe41b6baa028b38 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 23 Mar 2020 07:57:30 +0100 Subject: [PATCH 080/417] Add fallback if no error could be determined --- freqtrade/configuration/load_config.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/freqtrade/configuration/load_config.py b/freqtrade/configuration/load_config.py index 55da28913..a24ee3d0a 100644 --- a/freqtrade/configuration/load_config.py +++ b/freqtrade/configuration/load_config.py @@ -34,6 +34,7 @@ def log_config_error_range(path: str, errmsg: str) -> str: return '\n'.join(segments[1:-1]) else: return subtext + return '' def load_config_file(path: str) -> Dict[str, Any]: @@ -55,6 +56,7 @@ def load_config_file(path: str) -> Dict[str, Any]: raise OperationalException( f'{e}\n' f'Please verify the following segment of your configuration:\n{err_range}' + if err_range else 'Please verify your configuration file for syntax errors.' ) return config From f4a69ba5a753c38f9b18ec81e596d38c86ce66de Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 23 Mar 2020 09:04:50 +0000 Subject: [PATCH 081/417] Bump numpy from 1.18.1 to 1.18.2 Bumps [numpy](https://github.com/numpy/numpy) from 1.18.1 to 1.18.2. - [Release notes](https://github.com/numpy/numpy/releases) - [Changelog](https://github.com/numpy/numpy/blob/master/doc/HOWTO_RELEASE.rst.txt) - [Commits](https://github.com/numpy/numpy/compare/v1.18.1...v1.18.2) Signed-off-by: dependabot-preview[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 12d7336aa..e69d919e0 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,5 +1,5 @@ # Load common requirements -r requirements-common.txt -numpy==1.18.1 +numpy==1.18.2 pandas==1.0.2 From de91e169bc6f3316f5d3a5ad52add147ec71eba6 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 23 Mar 2020 09:05:12 +0000 Subject: [PATCH 082/417] Bump tabulate from 0.8.6 to 0.8.7 Bumps [tabulate](https://github.com/astanin/python-tabulate) from 0.8.6 to 0.8.7. - [Release notes](https://github.com/astanin/python-tabulate/releases) - [Changelog](https://github.com/astanin/python-tabulate/blob/master/CHANGELOG) - [Commits](https://github.com/astanin/python-tabulate/compare/v0.8.6...v0.8.7) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 7c2ad4283..c1e23dfa9 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -10,7 +10,7 @@ urllib3==1.25.8 wrapt==1.12.1 jsonschema==3.2.0 TA-Lib==0.4.17 -tabulate==0.8.6 +tabulate==0.8.7 pycoingecko==1.2.0 jinja2==2.11.1 From 98dc4b4ca3893452e80db2f58dd9d72baaeb5f26 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 23 Mar 2020 09:06:41 +0000 Subject: [PATCH 083/417] Bump ccxt from 1.24.31 to 1.24.83 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.24.31 to 1.24.83. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.24.31...1.24.83) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 7c2ad4283..6274297c2 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.24.31 +ccxt==1.24.83 SQLAlchemy==1.3.15 python-telegram-bot==12.4.2 arrow==0.15.5 From cb1bc5d5abb1b125be1282c7538f9e169d17d3b8 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 23 Mar 2020 09:15:43 +0000 Subject: [PATCH 084/417] Bump pandas from 1.0.2 to 1.0.3 Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.0.2 to 1.0.3. - [Release notes](https://github.com/pandas-dev/pandas/releases) - [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md) - [Commits](https://github.com/pandas-dev/pandas/compare/v1.0.2...v1.0.3) Signed-off-by: dependabot-preview[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index e69d919e0..b1a4b4403 100644 --- a/requirements.txt +++ b/requirements.txt @@ -2,4 +2,4 @@ -r requirements-common.txt numpy==1.18.2 -pandas==1.0.2 +pandas==1.0.3 From 0f53e646fd7d3e707f470244d785539211a17793 Mon Sep 17 00:00:00 2001 From: orehunt Date: Tue, 24 Mar 2020 13:54:46 +0100 Subject: [PATCH 085/417] check that the strategy dataframe matches the one given by the bot --- freqtrade/strategy/interface.py | 19 ++++++++++++++++--- 1 file changed, 16 insertions(+), 3 deletions(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 696d2b2d2..530cd0af4 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -241,8 +241,18 @@ class IStrategy(ABC): return dataframe - def get_signal(self, pair: str, interval: str, - dataframe: DataFrame) -> Tuple[bool, bool]: + @staticmethod + def preserve_df(d: DataFrame) -> Tuple[int, float, datetime]: + """ keep some data for dataframes """ + return len(d), d["close"].iloc[-1], d["date"].iloc[-1] + + @staticmethod + def assert_df(d: DataFrame, df_len: int, df_close: float, df_date: datetime): + """ make sure data is unmodified """ + if df_len != len(d) or df_close != d["close"].iloc[-1] or df_date != d["date"].iloc[-1]: + raise Exception("Dataframe returned from strategy does not match original") + + def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]: """ Calculates current signal based several technical analysis indicators :param pair: pair in format ANT/BTC @@ -254,8 +264,11 @@ class IStrategy(ABC): logger.warning('Empty candle (OHLCV) data for pair %s', pair) return False, False + latest_date = dataframe['date'].max() try: + df_len, df_close, df_date = self.preserve_df(dataframe) dataframe = self._analyze_ticker_internal(dataframe, {'pair': pair}) + self.assert_df(dataframe, df_len, df_close, df_date) except ValueError as error: logger.warning( 'Unable to analyze candle (OHLCV) data for pair %s: %s', @@ -275,7 +288,7 @@ class IStrategy(ABC): logger.warning('Empty dataframe for pair %s', pair) return False, False - latest = dataframe.iloc[-1] + latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1] # Check if dataframe is out of date signal_date = arrow.get(latest['date']) From be41981ef08f65d2d377d7a225456fbdc6221b83 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 20:10:15 +0100 Subject: [PATCH 086/417] Test warnings with filter always on --- tests/test_configuration.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 1e9d6440d..79387ba7a 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -73,6 +73,7 @@ def test__args_to_config(caplog): configuration = Configuration(args) config = {} with warnings.catch_warnings(record=True) as w: + warnings.simplefilter("always") # No warnings ... configuration._args_to_config(config, argname="strategy_path", logstring="DeadBeef") assert len(w) == 0 @@ -82,6 +83,7 @@ def test__args_to_config(caplog): configuration = Configuration(args) config = {} with warnings.catch_warnings(record=True) as w: + warnings.simplefilter("always") # Deprecation warnings! configuration._args_to_config(config, argname="strategy_path", logstring="DeadBeef", deprecated_msg="Going away soon!") From d9a5e1cd48955041a6e41e1e6138be75b15c46f1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 25 Mar 2020 08:30:18 +0100 Subject: [PATCH 087/417] Update docs/exchanges.md Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/exchanges.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/exchanges.md b/docs/exchanges.md index c600077ce..06db26f89 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -83,4 +83,4 @@ Whether your exchange returns incomplete candles or not can be checked using [th Due to the danger of repainting, Freqtrade does not allow you to use this incomplete candle. -However, usually, this requirement is based on the need for the latest price - which can be aquired using the [data provider](strategy-customization.md#possible-options-for-dataprovider) from within the strategy. +However, if it is based on the need for the latest price for your strategy - then this requirement can be acquired using the [data provider](strategy-customization.md#possible-options-for-dataprovider) from within the strategy. From dfac7448d1260b81653e600fda27dc57d41af0ab Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 25 Mar 2020 08:33:22 +0100 Subject: [PATCH 088/417] fix typo Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index 78c643868..9ecb0a13e 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -40,7 +40,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | Parameter | Description | |------------|-------------| -| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the lenght of your whitelist another limitation which can apply. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
**Datatype:** Positive integer or -1. +| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the length of your whitelist another limitation which can apply. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
**Datatype:** Positive integer or -1. | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy).
**Datatype:** String | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Positive float or `"unlimited"`. | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade).
*Defaults to `0.99` 99%).*
**Datatype:** Positive float between `0.1` and `1.0`. From 6f687c97ce1743e43dc8b4a1bcb166cf7be4a523 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 25 Mar 2020 09:24:37 +0100 Subject: [PATCH 089/417] Update docs/configuration.md Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index 9ecb0a13e..d8a9653c3 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -40,7 +40,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | Parameter | Description | |------------|-------------| -| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the length of your whitelist another limitation which can apply. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).
**Datatype:** Positive integer or -1. +| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the length of your pairlist is another limitation which can apply. If -1 then it is ignored (i.e. potentially unlimited open trades, limited by the pairlist). [More information below](#configuring-amount-per-trade).
**Datatype:** Positive integer or -1. | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy).
**Datatype:** String | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Positive float or `"unlimited"`. | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade).
*Defaults to `0.99` 99%).*
**Datatype:** Positive float between `0.1` and `1.0`. From 91b058cf11d2ed585c0a67e9fa4dd89d280907f9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 16:16:10 +0100 Subject: [PATCH 090/417] Fix typo in tests --- tests/test_freqtradebot.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index e37270bd3..abc9babba 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2129,7 +2129,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap assert rpc_mock.call_count == 2 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() assert len(trades) == 1 - # Verify that tradehas been updated + # Verify that trade has been updated assert trades[0].amount == (limit_buy_order_old_partial['amount'] - limit_buy_order_old_partial['remaining']) - 0.0001 assert trades[0].open_order_id is None @@ -2168,7 +2168,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, assert rpc_mock.call_count == 2 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() assert len(trades) == 1 - # Verify that tradehas been updated + # Verify that trade has been updated assert trades[0].amount == (limit_buy_order_old_partial['amount'] - limit_buy_order_old_partial['remaining']) From 1817e6fbdfecbbca308e2fbaf8bdc9b57756182e Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 16:16:19 +0100 Subject: [PATCH 091/417] Combine real_amount updating into one method --- freqtrade/freqtradebot.py | 18 +++++------------- 1 file changed, 5 insertions(+), 13 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 570f8bea8..b30f55ccd 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -916,17 +916,7 @@ class FreqtradeBot: # we need to fall back to the values from order if corder does not contain these keys. trade.amount = order['amount'] - corder.get('remaining', order['remaining']) trade.stake_amount = trade.amount * trade.open_rate - # verify if fees were taken from amount to avoid problems during selling - try: - new_amount = self.get_real_amount(trade, corder if 'fee' in corder else order, - trade.amount) - if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): - trade.amount = new_amount - # Fee was applied, so set to 0 - trade.fee_open = 0 - trade.recalc_open_trade_price() - except DependencyException as e: - logger.warning("Could not update trade amount: %s", e) + self.update_trade_state(trade, corder if 'fee' in corder else order, trade.amount) trade.open_order_id = None logger.info('Partial buy order timeout for %s.', trade) @@ -1122,9 +1112,11 @@ class FreqtradeBot: # Common update trade state methods # - def update_trade_state(self, trade: Trade, action_order: dict = None) -> None: + def update_trade_state(self, trade: Trade, action_order: dict = None, + order_amount: float = None) -> None: """ Checks trades with open orders and updates the amount if necessary + Handles closing both buy and sell orders. """ # Get order details for actual price per unit if trade.open_order_id: @@ -1137,7 +1129,7 @@ class FreqtradeBot: return # Try update amount (binance-fix) try: - new_amount = self.get_real_amount(trade, order) + new_amount = self.get_real_amount(trade, order, order_amount) if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): order['amount'] = new_amount # Fee was applied, so set to 0 From 9c351007f5a1fa4b27f0c123f6a8c736c9843f55 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 17:12:24 +0100 Subject: [PATCH 092/417] Provide reason for cancelled sell order --- freqtrade/freqtradebot.py | 12 +++++++----- freqtrade/rpc/telegram.py | 3 ++- tests/rpc/test_rpc_telegram.py | 6 ++++-- 3 files changed, 13 insertions(+), 8 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index b30f55ccd..af0de108a 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -926,10 +926,10 @@ class FreqtradeBot: }) return False - def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool: + def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> str: """ Sell timeout - cancel order and update trade - :return: True if order was fully cancelled + :return: Reason for cancel """ # if trade is not partially completed, just cancel the trade if order['remaining'] == order['amount']: @@ -943,16 +943,17 @@ class FreqtradeBot: logger.info('Sell order %s for %s.', reason, trade) trade.close_rate = None + trade.close_rate_requested = None trade.close_profit = None trade.close_profit_abs = None trade.close_date = None trade.is_open = True trade.open_order_id = None - return True + return reason # TODO: figure out how to handle partially complete sell orders - return False + return 'partially filled - keeping order open' def _safe_sell_amount(self, pair: str, amount: float) -> float: """ @@ -1071,7 +1072,7 @@ class FreqtradeBot: # Send the message self.rpc.send_msg(msg) - def _notify_sell_cancel(self, trade: Trade, order_type: str) -> None: + def _notify_sell_cancel(self, trade: Trade, order_type: str, reason: str) -> None: """ Sends rpc notification when a sell cancel occured. """ @@ -1098,6 +1099,7 @@ class FreqtradeBot: 'close_date': trade.close_date, 'stake_currency': self.config['stake_currency'], 'fiat_currency': self.config.get('fiat_display_currency', None), + 'reason': reason, } if 'fiat_display_currency' in self.config: diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index ad01700ab..a21f7556c 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -172,7 +172,8 @@ class Telegram(RPC): ' / {profit_fiat:.3f} {fiat_currency})`').format(**msg) elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION: - message = "*{exchange}:* Cancelling Open Sell Order for {pair}".format(**msg) + message = ("*{exchange}:* Cancelling Open Sell Order " + "for {pair}. Reason: {reason}").format(**msg) elif msg['type'] == RPCMessageType.STATUS_NOTIFICATION: message = '*Status:* `{status}`'.format(**msg) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index d769016c4..bbc961763 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -1316,18 +1316,20 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None: 'type': RPCMessageType.SELL_CANCEL_NOTIFICATION, 'exchange': 'Binance', 'pair': 'KEY/ETH', + 'reason': 'Cancelled on exchange' }) assert msg_mock.call_args[0][0] \ - == ('*Binance:* Cancelling Open Sell Order for KEY/ETH') + == ('*Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: Cancelled on exchange') msg_mock.reset_mock() telegram.send_msg({ 'type': RPCMessageType.SELL_CANCEL_NOTIFICATION, 'exchange': 'Binance', 'pair': 'KEY/ETH', + 'reason': 'timeout' }) assert msg_mock.call_args[0][0] \ - == ('*Binance:* Cancelling Open Sell Order for KEY/ETH') + == ('*Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: timeout') # Reset singleton function to avoid random breaks telegram._fiat_converter.convert_amount = old_convamount From 270ac2e8c113f39a55a14c019e19c578f8b059ab Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 17:15:47 +0100 Subject: [PATCH 093/417] Add check_order_cancelled_empty method to exchange --- freqtrade/exchange/exchange.py | 8 ++++++++ tests/exchange/test_exchange.py | 12 ++++++++++++ 2 files changed, 20 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index f4c94a1ca..073e28659 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -902,6 +902,14 @@ class Exchange: self._async_get_trade_history(pair=pair, since=since, until=until, from_id=from_id)) + def check_order_canceled_empty(self, order: Dict) -> bool: + """ + Verify if an order has been cancelled without being partially filled + :param order: Order dict as returned from get_order() + :return: True if order has been cancelled without being filled, False otherwise. + """ + return order['status'] in ('closed', 'canceled') and order.get('filled') == 0.0 + @retrier def cancel_order(self, order_id: str, pair: str) -> None: if self._config['dry_run']: diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 8d8930f66..7f03eb547 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1705,6 +1705,18 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name): assert exchange.cancel_order(order_id='123', pair='TKN/BTC') is None +@pytest.mark.parametrize("exchange_name", EXCHANGES) +@pytest.mark.parametrize("order,result", [ + ({'status': 'closed', 'filled': 10}, False), + ({'status': 'closed', 'filled': 0.0}, True), + ({'status': 'canceled', 'filled': 0.0}, True), + ({'status': 'canceled', 'filled': 10.0}, False), + ]) +def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order, result): + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) + assert exchange.check_order_canceled_empty(order) == result + + # Ensure that if not dry_run, we should call API @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_cancel_order(default_conf, mocker, exchange_name): From 7c47c6e3bd52e30d7d81462d0188c5c31baa18a0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 17:16:35 +0100 Subject: [PATCH 094/417] check for timeouts before exiting positions --- freqtrade/freqtradebot.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index af0de108a..14cda9192 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -143,6 +143,10 @@ class FreqtradeBot: self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist), self.strategy.informative_pairs()) + with self._sell_lock: + # Check and handle any timed out open orders + self.check_handle_timedout() + # Protect from collisions with forcesell. # Without this, freqtrade my try to recreate stoploss_on_exchange orders # while selling is in process, since telegram messages arrive in an different thread. @@ -154,8 +158,6 @@ class FreqtradeBot: if self.get_free_open_trades(): self.enter_positions() - # Check and handle any timed out open orders - self.check_handle_timedout() Trade.session.flush() def _refresh_whitelist(self, trades: List[Trade] = []) -> List[str]: From 700cedc57312b02e18a2aa98b5f71ab253953c80 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 17:17:40 +0100 Subject: [PATCH 095/417] Unify handling of open orders to update_trade_state --- freqtrade/freqtradebot.py | 42 ++++++++++++++++++++++----------------- 1 file changed, 24 insertions(+), 18 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 14cda9192..e27569317 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -602,7 +602,6 @@ class FreqtradeBot: trades_closed = 0 for trade in trades: try: - self.update_trade_state(trade) if (self.strategy.order_types.get('stoploss_on_exchange') and self.handle_stoploss_on_exchange(trade)): @@ -862,30 +861,32 @@ class FreqtradeBot: continue order = self.exchange.get_order(trade.open_order_id, trade.pair) except (RequestException, DependencyException, InvalidOrderException): - logger.info( - 'Cannot query order for %s due to %s', - trade, - traceback.format_exc()) + logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc()) continue + trade_state_update = self.update_trade_state(trade, order) + # Check if trade is still actually open - if float(order.get('remaining', 0.0)) == 0.0: - self.wallets.update() - continue + # TODO: this seems questionable at best + # if float(order.get('remaining', 0.0)) == 0.0: + # self.wallets.update() + # continue - if ((order['side'] == 'buy' and order['status'] == 'canceled') - or (self._check_timed_out('buy', order))): + if (order['side'] == 'buy' and ( + trade_state_update + or self._check_timed_out('buy', order))): self.handle_timedout_limit_buy(trade, order) self.wallets.update() order_type = self.strategy.order_types['buy'] self._notify_buy_cancel(trade, order_type) - elif ((order['side'] == 'sell' and order['status'] == 'canceled') - or (self._check_timed_out('sell', order))): - self.handle_timedout_limit_sell(trade, order) + elif (order['side'] == 'sell' and ( + trade_state_update + or self._check_timed_out('sell', order))): + reason = self.handle_timedout_limit_sell(trade, order) self.wallets.update() order_type = self.strategy.order_types['sell'] - self._notify_sell_cancel(trade, order_type) + self._notify_sell_cancel(trade, order_type, reason) def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool: """ @@ -934,8 +935,8 @@ class FreqtradeBot: :return: Reason for cancel """ # if trade is not partially completed, just cancel the trade - if order['remaining'] == order['amount']: - if order["status"] != "canceled": + if order['remaining'] == order['amount'] or order['filled'] == 0.0: + if not self.exchange.check_order_canceled_empty(order): reason = "cancelled due to timeout" # if trade is not partially completed, just delete the trade self.exchange.cancel_order(trade.open_order_id, trade.pair) @@ -1117,7 +1118,7 @@ class FreqtradeBot: # def update_trade_state(self, trade: Trade, action_order: dict = None, - order_amount: float = None) -> None: + order_amount: float = None) -> bool: """ Checks trades with open orders and updates the amount if necessary Handles closing both buy and sell orders. @@ -1139,16 +1140,21 @@ class FreqtradeBot: # Fee was applied, so set to 0 trade.fee_open = 0 trade.recalc_open_trade_price() - except DependencyException as exception: logger.warning("Could not update trade amount: %s", exception) + if self.exchange.check_order_canceled_empty(order): + # Trade has been cancelled on exchange + # Handling of this will happen in check_handle_timeout. + return True trade.update(order) # Updating wallets when order is closed if not trade.is_open: self.wallets.update() + return False + def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ Get real amount for the trade From f3103be15c22a09648b58bffbf88611faf9dc4d1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 17:20:16 +0100 Subject: [PATCH 096/417] Fix test --- freqtrade/freqtradebot.py | 2 +- tests/test_freqtradebot.py | 13 ++++++++----- 2 files changed, 9 insertions(+), 6 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index e27569317..bec08fbc2 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -935,7 +935,7 @@ class FreqtradeBot: :return: Reason for cancel """ # if trade is not partially completed, just cancel the trade - if order['remaining'] == order['amount'] or order['filled'] == 0.0: + if order['remaining'] == order['amount'] or order.get('filled') == 0.0: if not self.exchange.check_order_canceled_empty(order): reason = "cancelled due to timeout" # if trade is not partially completed, just delete the trade diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index abc9babba..fd6136799 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1592,13 +1592,13 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order) trade = MagicMock() - trade.open_order_id = '123' + trade.open_order_id = None trade.open_fee = 0.001 trades = [trade] # Test raise of DependencyException exception mocker.patch( - 'freqtrade.freqtradebot.FreqtradeBot.update_trade_state', + 'freqtrade.freqtradebot.FreqtradeBot.handle_trade', side_effect=DependencyException() ) n = freqtrade.exit_positions(trades) @@ -1970,7 +1970,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) - limit_buy_order_old.update({"status": "canceled"}) + limit_buy_order_old.update({"status": "canceled", 'filled': 0.0}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, @@ -2049,7 +2049,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, """ Handle sell order cancelled on exchange""" rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() - limit_sell_order_old.update({"status": "canceled"}) + limit_sell_order_old.update({"status": "canceled", 'filled': 0.0}) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -2276,7 +2276,7 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: assert freqtrade.handle_timedout_limit_sell(trade, order) assert cancel_order_mock.call_count == 1 order['amount'] = 2 - assert not freqtrade.handle_timedout_limit_sell(trade, order) + assert freqtrade.handle_timedout_limit_sell(trade, order) == 'partially filled - keeping order open' # Assert cancel_order was not called (callcount remains unchanged) assert cancel_order_mock.call_count == 1 @@ -2544,8 +2544,11 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f # Create some test data freqtrade.enter_positions() + freqtrade.check_handle_timedout() trade = Trade.query.first() trades = [trade] + assert trade.stoploss_order_id is None + freqtrade.exit_positions(trades) assert trade assert trade.stoploss_order_id == '123' From 19e5dbddc6670d9d759bc140bdbd4298ec9c13e4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 19:53:35 +0100 Subject: [PATCH 097/417] Add filled to all orders --- tests/conftest.py | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/tests/conftest.py b/tests/conftest.py index 64d0cd5ee..4b971c1bc 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -712,6 +712,7 @@ def limit_buy_order(): 'datetime': arrow.utcnow().isoformat(), 'price': 0.00001099, 'amount': 90.99181073, + 'filled': 90.99181073, 'remaining': 0.0, 'status': 'closed' } @@ -727,6 +728,7 @@ def market_buy_order(): 'datetime': arrow.utcnow().isoformat(), 'price': 0.00004099, 'amount': 91.99181073, + 'filled': 91.99181073, 'remaining': 0.0, 'status': 'closed' } @@ -742,6 +744,7 @@ def market_sell_order(): 'datetime': arrow.utcnow().isoformat(), 'price': 0.00004173, 'amount': 91.99181073, + 'filled': 91.99181073, 'remaining': 0.0, 'status': 'closed' } @@ -757,6 +760,7 @@ def limit_buy_order_old(): 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), 'price': 0.00001099, 'amount': 90.99181073, + 'filled': 0.0, 'remaining': 90.99181073, 'status': 'open' } @@ -772,6 +776,7 @@ def limit_sell_order_old(): 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'price': 0.00001099, 'amount': 90.99181073, + 'filled': 0.0, 'remaining': 90.99181073, 'status': 'open' } @@ -787,6 +792,7 @@ def limit_buy_order_old_partial(): 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'price': 0.00001099, 'amount': 90.99181073, + 'filled': 23.0, 'remaining': 67.99181073, 'status': 'open' } @@ -810,6 +816,7 @@ def limit_sell_order(): 'datetime': arrow.utcnow().isoformat(), 'price': 0.00001173, 'amount': 90.99181073, + 'filled': 90.99181073, 'remaining': 0.0, 'status': 'closed' } From f04f606b707ee39d03224e3c015610c12c5a252d Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 19:53:50 +0100 Subject: [PATCH 098/417] Updateing order amount should use filled - not amount if possible --- freqtrade/persistence.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 0d668596c..97a6b6084 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -315,7 +315,7 @@ class Trade(_DECL_BASE): if order_type in ('market', 'limit') and order['side'] == 'buy': # Update open rate and actual amount self.open_rate = Decimal(order['price']) - self.amount = Decimal(order['amount']) + self.amount = Decimal(order.get('filled', order['amount'])) self.recalc_open_trade_price() logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self) self.open_order_id = None From 1e2fadbc022c93e4e4fb3b2679af3e86938d1182 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 19:54:13 +0100 Subject: [PATCH 099/417] Fix failing test --- tests/test_freqtradebot.py | 1 + 1 file changed, 1 insertion(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index fd6136799..4a633e0d8 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2499,6 +2499,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke assert trade trades = [trade] + freqtrade.check_handle_timedout() freqtrade.exit_positions(trades) # Increase the price and sell it From 3c1b155e9ff0f837ffbd950545f93c4f8a9ffe1f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 20:05:25 +0100 Subject: [PATCH 100/417] Remove filled if amount is modified to suit fee structure --- freqtrade/freqtradebot.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index bec08fbc2..d0b37fefb 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1122,6 +1122,7 @@ class FreqtradeBot: """ Checks trades with open orders and updates the amount if necessary Handles closing both buy and sell orders. + :return: True if order has been cancelled without being filled partially, False otherwise """ # Get order details for actual price per unit if trade.open_order_id: @@ -1131,12 +1132,13 @@ class FreqtradeBot: order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair) except InvalidOrderException as exception: logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception) - return + return False # Try update amount (binance-fix) try: new_amount = self.get_real_amount(trade, order, order_amount) if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): order['amount'] = new_amount + del order['filled'] # Fee was applied, so set to 0 trade.fee_open = 0 trade.recalc_open_trade_price() From 95011919d3c2857b6fb34cb61d83d00c8d791a0f Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 25 Mar 2020 10:45:05 +0100 Subject: [PATCH 101/417] Remove questionable handling of orders --- freqtrade/freqtradebot.py | 6 ------ tests/test_freqtradebot.py | 3 ++- 2 files changed, 2 insertions(+), 7 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index d0b37fefb..a0d142dee 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -866,12 +866,6 @@ class FreqtradeBot: trade_state_update = self.update_trade_state(trade, order) - # Check if trade is still actually open - # TODO: this seems questionable at best - # if float(order.get('remaining', 0.0)) == 0.0: - # self.wallets.update() - # continue - if (order['side'] == 'buy' and ( trade_state_update or self._check_timed_out('buy', order))): diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 4a633e0d8..9fb545b15 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2276,7 +2276,8 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: assert freqtrade.handle_timedout_limit_sell(trade, order) assert cancel_order_mock.call_count == 1 order['amount'] = 2 - assert freqtrade.handle_timedout_limit_sell(trade, order) == 'partially filled - keeping order open' + assert (freqtrade.handle_timedout_limit_sell(trade, order) + == 'partially filled - keeping order open') # Assert cancel_order was not called (callcount remains unchanged) assert cancel_order_mock.call_count == 1 From 3ef568029f48a55dc22b64d4ea904da75d50b2d3 Mon Sep 17 00:00:00 2001 From: orehunt Date: Thu, 26 Mar 2020 07:05:30 +0100 Subject: [PATCH 102/417] different exception messages --- freqtrade/strategy/interface.py | 19 ++++++++++++++----- 1 file changed, 14 insertions(+), 5 deletions(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 530cd0af4..4f833be23 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -16,6 +16,7 @@ from freqtrade.data.dataprovider import DataProvider from freqtrade.exchange import timeframe_to_minutes from freqtrade.persistence import Trade from freqtrade.wallets import Wallets +from freqtrade.exceptions import DependencyException logger = logging.getLogger(__name__) @@ -242,15 +243,23 @@ class IStrategy(ABC): return dataframe @staticmethod - def preserve_df(d: DataFrame) -> Tuple[int, float, datetime]: + def preserve_df(dataframe: DataFrame) -> Tuple[int, float, datetime]: """ keep some data for dataframes """ - return len(d), d["close"].iloc[-1], d["date"].iloc[-1] + return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1] @staticmethod - def assert_df(d: DataFrame, df_len: int, df_close: float, df_date: datetime): + def assert_df(dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime): """ make sure data is unmodified """ - if df_len != len(d) or df_close != d["close"].iloc[-1] or df_date != d["date"].iloc[-1]: - raise Exception("Dataframe returned from strategy does not match original") + message = "" + if df_len != len(dataframe): + message = "length" + elif df_close != dataframe["close"].iloc[-1]: + message = "last close price" + elif df_date != dataframe["date"].iloc[-1]: + message = "last date" + if message: + raise DependencyException("Dataframe returned from strategy has mismatching " + f"{message}.") def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]: """ From 78aa65825550726142ca154b9b0c4427fac283c1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 29 Mar 2020 11:27:40 +0200 Subject: [PATCH 103/417] Remove unnecessary test (it's a copy of the remaining test) --- tests/strategy/test_interface.py | 38 ++++++++++++++++++-------------- 1 file changed, 22 insertions(+), 16 deletions(-) diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 949dda4a0..4e8d8f708 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -17,33 +17,36 @@ from tests.conftest import get_patched_exchange, log_has _STRATEGY = DefaultStrategy(config={}) -def test_returns_latest_buy_signal(mocker, default_conf, ohlcv_history): - mocker.patch.object( - _STRATEGY, '_analyze_ticker_internal', - return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) - ) - assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False) +def test_returns_latest_signal(mocker, default_conf, ohlcv_history): + ohlcv_history.loc[1, 'date'] = arrow.utcnow() + # Take a copy to correctly modify the call + mocked_history = ohlcv_history.copy() + mocked_history['sell'] = 0 + mocked_history['buy'] = 0 + mocked_history.loc[1, 'sell'] = 1 mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', - return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) - ) - assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True) - - -def test_returns_latest_sell_signal(mocker, default_conf, ohlcv_history): - mocker.patch.object( - _STRATEGY, '_analyze_ticker_internal', - return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}]) + return_value=mocked_history ) assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True) + mocked_history.loc[1, 'sell'] = 0 + mocked_history.loc[1, 'buy'] = 1 mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', - return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) + return_value=mocked_history ) assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False) + mocked_history.loc[1, 'sell'] = 0 + mocked_history.loc[1, 'buy'] = 0 + + mocker.patch.object( + _STRATEGY, '_analyze_ticker_internal', + return_value=mocked_history + ) + assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, False) def test_get_signal_empty(default_conf, mocker, caplog): @@ -74,6 +77,8 @@ def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history) _STRATEGY, '_analyze_ticker_internal', return_value=DataFrame([]) ) + mocker.patch.object(_STRATEGY, 'assert_df') + assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], ohlcv_history) assert log_has('Empty dataframe for pair xyz', caplog) @@ -89,6 +94,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history): _STRATEGY, '_analyze_ticker_internal', return_value=DataFrame(ticks) ) + mocker.patch.object(_STRATEGY, 'assert_df') assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], ohlcv_history) assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog) From 0887a0212c73816e3ae68c7ca7f7a4cb09a3f192 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 29 Mar 2020 11:29:31 +0200 Subject: [PATCH 104/417] Adjust tests to pass validation --- tests/strategy/test_interface.py | 13 +++++++++---- 1 file changed, 9 insertions(+), 4 deletions(-) diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 4e8d8f708..be8750c3c 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -85,14 +85,19 @@ def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history) def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history): - caplog.set_level(logging.INFO) # default_conf defines a 5m interval. we check interval * 2 + 5m # this is necessary as the last candle is removed (partial candles) by default - oldtime = arrow.utcnow().shift(minutes=-16) - ticks = DataFrame([{'buy': 1, 'date': oldtime}]) + ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16) + # Take a copy to correctly modify the call + mocked_history = ohlcv_history.copy() + mocked_history['sell'] = 0 + mocked_history['buy'] = 0 + mocked_history.loc[1, 'buy'] = 1 + + caplog.set_level(logging.INFO) mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', - return_value=DataFrame(ticks) + return_value=mocked_history ) mocker.patch.object(_STRATEGY, 'assert_df') assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], From cd2e738e351ae2e84d144009291c5346848f029b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 29 Mar 2020 11:40:13 +0200 Subject: [PATCH 105/417] Add test for assert error --- freqtrade/strategy/interface.py | 11 ++++++----- tests/strategy/test_interface.py | 21 +++++++++++++++++++++ 2 files changed, 27 insertions(+), 5 deletions(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 4f833be23..89a38bf54 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -279,11 +279,12 @@ class IStrategy(ABC): dataframe = self._analyze_ticker_internal(dataframe, {'pair': pair}) self.assert_df(dataframe, df_len, df_close, df_date) except ValueError as error: - logger.warning( - 'Unable to analyze candle (OHLCV) data for pair %s: %s', - pair, - str(error) - ) + logger.warning('Unable to analyze candle (OHLCV) data for pair %s: %s', + pair, str(error)) + return False, False + except DependencyException as error: + logger.warning("Unable to analyze candle (OHLCV) data for pair %s: %s", + pair, str(error)) return False, False except Exception as error: logger.exception( diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index be8750c3c..1f496a01b 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -6,6 +6,7 @@ from unittest.mock import MagicMock import arrow from pandas import DataFrame +from freqtrade.exceptions import DependencyException from freqtrade.configuration import TimeRange from freqtrade.data.history import load_data from freqtrade.persistence import Trade @@ -105,6 +106,26 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history): assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog) +def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history): + # default_conf defines a 5m interval. we check interval * 2 + 5m + # this is necessary as the last candle is removed (partial candles) by default + ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16) + # Take a copy to correctly modify the call + mocked_history = ohlcv_history.copy() + mocked_history['sell'] = 0 + mocked_history['buy'] = 0 + mocked_history.loc[1, 'buy'] = 1 + + caplog.set_level(logging.INFO) + mocker.patch.object( + _STRATEGY, 'assert_df', + side_effect=DependencyException('Dataframe returned...') + ) + assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], + ohlcv_history) + assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...', caplog) + + def test_get_signal_handles_exceptions(mocker, default_conf): exchange = get_patched_exchange(mocker, default_conf) mocker.patch.object( From 83cc121b706efe6e364885f24778255e9c0eb60a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 29 Mar 2020 11:44:36 +0200 Subject: [PATCH 106/417] Add tsts for assert_df (ensuring it raises when it should) --- tests/strategy/test_interface.py | 28 +++++++++++++++++++++++++--- 1 file changed, 25 insertions(+), 3 deletions(-) diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 1f496a01b..8bc399f42 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -4,16 +4,18 @@ import logging from unittest.mock import MagicMock import arrow +import pytest from pandas import DataFrame -from freqtrade.exceptions import DependencyException from freqtrade.configuration import TimeRange from freqtrade.data.history import load_data +from freqtrade.exceptions import DependencyException from freqtrade.persistence import Trade from freqtrade.resolvers import StrategyResolver -from .strats.default_strategy import DefaultStrategy from tests.conftest import get_patched_exchange, log_has +from .strats.default_strategy import DefaultStrategy + # Avoid to reinit the same object again and again _STRATEGY = DefaultStrategy(config={}) @@ -123,7 +125,27 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history): ) assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], ohlcv_history) - assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...', caplog) + assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...', + caplog) + + +def test_assert_df(default_conf, mocker, ohlcv_history): + # Ensure it's running when passed correctly + _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history), + ohlcv_history.loc[1, 'close'], ohlcv_history.loc[1, 'date']) + + with pytest.raises(DependencyException, match=r"Dataframe returned from strategy.*length\."): + _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history) + 1, + ohlcv_history.loc[1, 'close'], ohlcv_history.loc[1, 'date']) + + with pytest.raises(DependencyException, + match=r"Dataframe returned from strategy.*last close price\."): + _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history), + ohlcv_history.loc[1, 'close'] + 0.01, ohlcv_history.loc[1, 'date']) + with pytest.raises(DependencyException, + match=r"Dataframe returned from strategy.*last date\."): + _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history), + ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date']) def test_get_signal_handles_exceptions(mocker, default_conf): From a5d00ce7176a78058cb9af3d091a51902fa5b764 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 30 Mar 2020 07:56:17 +0200 Subject: [PATCH 107/417] Remove defaultstrategy occurance from docs --- docs/bot-usage.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 78e137676..60cacfb94 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -145,9 +145,9 @@ It is recommended to use version control to keep track of changes to your strate This parameter will allow you to load your custom strategy class. Per default without `--strategy` or `-s` the bot will load the -`DefaultStrategy` included with the bot (`freqtrade/strategy/default_strategy.py`). +`SampleStrategy` installed by the `create-userdir` subcommand (usually `user_data/strategy/sample_strategy.py`). -The bot will search your strategy file within `user_data/strategies` and `freqtrade/strategy`. +The bot will search your strategy file within `user_data/strategies`. To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this parameter. From f1b92e2569f8db26fb092ad3e579d94542d28f01 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 30 Mar 2020 08:11:38 +0200 Subject: [PATCH 108/417] Improve wording of documentation --- docs/bot-usage.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 60cacfb94..b1649374a 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -144,10 +144,10 @@ It is recommended to use version control to keep track of changes to your strate ### How to use **--strategy**? This parameter will allow you to load your custom strategy class. -Per default without `--strategy` or `-s` the bot will load the -`SampleStrategy` installed by the `create-userdir` subcommand (usually `user_data/strategy/sample_strategy.py`). +To test the bot installation, you can use the `SampleStrategy` installed by the `create-userdir` subcommand (usually `user_data/strategy/sample_strategy.py`). The bot will search your strategy file within `user_data/strategies`. +To use other directories, please read the next section about `--strategy-path`. To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this parameter. From 7e1719cfc71b0e4a26cf3922b6b279a78c4bd326 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 30 Mar 2020 08:56:50 +0000 Subject: [PATCH 109/417] Bump prompt-toolkit from 3.0.4 to 3.0.5 Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.4 to 3.0.5. - [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases) - [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG) - [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/compare/3.0.4...3.0.5) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index e490c8927..c3ae57c72 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -30,4 +30,4 @@ flask==1.1.1 colorama==0.4.3 # Building config files interactively questionary==1.5.1 -prompt-toolkit==3.0.4 +prompt-toolkit==3.0.5 From 7e60e0549afd5a20c8d10178baa33ab89ae72d02 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 30 Mar 2020 08:57:16 +0000 Subject: [PATCH 110/417] Bump flake8-tidy-imports from 4.0.0 to 4.1.0 Bumps [flake8-tidy-imports](https://github.com/adamchainz/flake8-tidy-imports) from 4.0.0 to 4.1.0. - [Release notes](https://github.com/adamchainz/flake8-tidy-imports/releases) - [Changelog](https://github.com/adamchainz/flake8-tidy-imports/blob/master/HISTORY.rst) - [Commits](https://github.com/adamchainz/flake8-tidy-imports/compare/4.0.0...4.1.0) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index a4d83eb4f..01f189c56 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -6,7 +6,7 @@ coveralls==1.11.1 flake8==3.7.9 flake8-type-annotations==0.1.0 -flake8-tidy-imports==4.0.0 +flake8-tidy-imports==4.1.0 mypy==0.770 pytest==5.4.1 pytest-asyncio==0.10.0 From 2de10d4c5665e6183f2d9d72f035f20288beb1af Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 30 Mar 2020 08:58:21 +0000 Subject: [PATCH 111/417] Bump ccxt from 1.24.83 to 1.25.38 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.24.83 to 1.25.38. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.24.83...1.25.38) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index e490c8927..54a738e06 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.24.83 +ccxt==1.25.38 SQLAlchemy==1.3.15 python-telegram-bot==12.4.2 arrow==0.15.5 From d8d6fe3574ae73f8867233fc7f6daeb9cb03a3ec Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 30 Mar 2020 08:58:54 +0000 Subject: [PATCH 112/417] Bump python-telegram-bot from 12.4.2 to 12.5 Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.4.2 to 12.5. - [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases) - [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst) - [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v12.4.2...v12.5) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index e490c8927..57617697f 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -2,7 +2,7 @@ # mainly used for Raspberry pi installs ccxt==1.24.83 SQLAlchemy==1.3.15 -python-telegram-bot==12.4.2 +python-telegram-bot==12.5 arrow==0.15.5 cachetools==4.0.0 requests==2.23.0 From 54d20cb81c90f567924e4a41a6aabeb19a46b288 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 30 Mar 2020 20:08:07 +0200 Subject: [PATCH 113/417] Plot percent correctly --- freqtrade/plot/plotting.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index fc8f25612..fac3aa2a3 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -136,8 +136,8 @@ def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame) -> m df_comb.loc[lowdate, 'cum_profit'], ], mode='markers', - name=f"Max drawdown {max_drawdown:.2f}%", - text=f"Max drawdown {max_drawdown:.2f}%", + name=f"Max drawdown {max_drawdown * 100:.2f}%", + text=f"Max drawdown {max_drawdown * 100:.2f}%", marker=dict( symbol='square-open', size=9, From 45fb4d25abf06484c8a0020102fd9786826eaa8b Mon Sep 17 00:00:00 2001 From: orehunt Date: Tue, 31 Mar 2020 18:47:53 +0200 Subject: [PATCH 114/417] use equality instead of index for row lookups --- freqtrade/plot/plotting.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index fc8f25612..b311c591a 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -132,8 +132,8 @@ def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame) -> m drawdown = go.Scatter( x=[highdate, lowdate], y=[ - df_comb.loc[highdate, 'cum_profit'], - df_comb.loc[lowdate, 'cum_profit'], + df_comb.loc[df_comb.index == highdate, 'cum_profit'], + df_comb.loc[df_comb.index == lowdate, 'cum_profit'], ], mode='markers', name=f"Max drawdown {max_drawdown:.2f}%", From 8bfbbac74889095d6c6c9c97e443fbc50391fa3f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 31 Mar 2020 07:18:13 +0200 Subject: [PATCH 115/417] Add default trades columns --- freqtrade/constants.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 54f620631..0a35ab1fe 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -24,6 +24,7 @@ AVAILABLE_DATAHANDLERS = ['json', 'jsongz'] DRY_RUN_WALLET = 1000 MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume'] +DEFAULT_TRADES_COLUMNS = ['timestamp', 'type', 'side', 'price', 'amount', 'cost'] USERPATH_HYPEROPTS = 'hyperopts' USERPATH_STRATEGIES = 'strategies' From 1659ddcc5dc44fc00ef41b74f92302fa4d03e093 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 31 Mar 2020 20:12:01 +0200 Subject: [PATCH 116/417] Add conversion function from fetch_trades to list --- freqtrade/constants.py | 4 +++- freqtrade/data/converter.py | 16 ++++++++++--- tests/conftest.py | 44 ++++++++++++++++++++++++++++++++++++ tests/data/test_converter.py | 23 +++++++++++++++---- 4 files changed, 78 insertions(+), 9 deletions(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 0a35ab1fe..34e1c63f1 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -24,7 +24,9 @@ AVAILABLE_DATAHANDLERS = ['json', 'jsongz'] DRY_RUN_WALLET = 1000 MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume'] -DEFAULT_TRADES_COLUMNS = ['timestamp', 'type', 'side', 'price', 'amount', 'cost'] +# Don't modify sequence of DEFAULT_TRADES_COLUMNS +# it has wide consequences for stored trades files +DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost'] USERPATH_HYPEROPTS = 'hyperopts' USERPATH_STRATEGIES = 'strategies' diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 77371bf27..7abd0453f 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -3,12 +3,13 @@ Functions to convert data from one format to another """ import logging from datetime import datetime, timezone -from typing import Any, Dict +from typing import Any, Dict, List import pandas as pd from pandas import DataFrame, to_datetime -from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS +from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS + logger = logging.getLogger(__name__) @@ -154,7 +155,16 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame: return frame -def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame: +def trades_dict_to_list(trades: List[Dict]) -> List[List]: + """ + Convert fetch_trades result into a List (to be more memory efficient). + :param trades: List of trades, as returned by ccxt.fetch_trades. + :return: List of Lists, with constants.DEFAULT_TRADES_COLUMNS as columns + """ + return [[t[col] for col in DEFAULT_TRADES_COLUMNS]for t in trades] + + +def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame: """ Converts trades list to OHLCV list TODO: This should get a dedicated test diff --git a/tests/conftest.py b/tests/conftest.py index 64d0cd5ee..72f9bfe46 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1391,6 +1391,50 @@ def buy_order_fee(): } +@pytest.fixture +def fetch_trades_result(): + return [{'info': {'a': 153942751, + 'p': '0.02059000', + 'q': '6.95500000', + 'f': 170811204, + 'l': 170811204, + 'T': 1585670882666, + 'm': True, + 'M': True}, + 'timestamp': 1585670882666, + 'datetime': '2020-03-31T16:08:02.666Z', + 'symbol': 'ETH/BTC', + 'id': '153942751', + 'order': None, + 'type': None, + 'takerOrMaker': None, + 'side': 'sell', + 'price': 0.02059, + 'amount': 6.955, + 'cost': 0.14320345, + 'fee': None}, + {'info': {'a': 153942752, + 'p': '0.02059100', + 'q': '0.04900000', + 'f': 170811205, + 'l': 170811205, + 'T': 1585670889154, + 'm': False, + 'M': True}, + 'timestamp': 1585670889154, + 'datetime': '2020-03-31T16:08:09.154Z', + 'symbol': 'ETH/BTC', + 'id': '153942752', + 'order': None, + 'type': None, + 'takerOrMaker': None, + 'side': 'buy', + 'price': 0.020591, + 'amount': 0.049, + 'cost': 0.001008959, + 'fee': None}] + + @pytest.fixture(scope="function") def edge_conf(default_conf): conf = deepcopy(default_conf) diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py index 7dff520e0..1f7837e46 100644 --- a/tests/data/test_converter.py +++ b/tests/data/test_converter.py @@ -5,12 +5,10 @@ from freqtrade.configuration.timerange import TimeRange from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_format, ohlcv_fill_up_missing_data, - ohlcv_to_dataframe, + ohlcv_to_dataframe, trades_dict_to_list, trim_dataframe) -from freqtrade.data.history import (get_timerange, - load_data, - load_pair_history, - validate_backtest_data) +from freqtrade.data.history import (get_timerange, load_data, + load_pair_history, validate_backtest_data) from tests.conftest import log_has from tests.data.test_history import _backup_file, _clean_test_file @@ -197,6 +195,21 @@ def test_trim_dataframe(testdatadir) -> None: assert all(data_modify.iloc[0] == data.iloc[25]) +def test_trades_dict_to_list(mocker, fetch_trades_result): + res = trades_dict_to_list(fetch_trades_result) + assert isinstance(res, list) + assert isinstance(res[0], list) + for i, t in enumerate(res): + assert t[0] == fetch_trades_result[i]['timestamp'] + assert t[1] == fetch_trades_result[i]['id'] + assert t[2] == fetch_trades_result[i]['type'] + assert t[3] == fetch_trades_result[i]['side'] + assert t[4] == fetch_trades_result[i]['price'] + assert t[5] == fetch_trades_result[i]['amount'] + assert t[6] == fetch_trades_result[i]['cost'] + + + def test_convert_trades_format(mocker, default_conf, testdatadir): file = testdatadir / "XRP_ETH-trades.json.gz" file_new = testdatadir / "XRP_ETH-trades.json" From d76bb1ccf4eedbb0da4f2d0077bb264f26338ed8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 31 Mar 2020 20:20:10 +0200 Subject: [PATCH 117/417] Use List of Lists instead of list of Dicts for trades data --- freqtrade/data/history/history_utils.py | 14 +++++---- freqtrade/data/history/idatahandler.py | 17 +++++++---- freqtrade/data/history/jsondatahandler.py | 26 ++++++++++++----- freqtrade/exchange/exchange.py | 35 ++++++++++++----------- 4 files changed, 58 insertions(+), 34 deletions(-) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 89d29d33b..86d90f8aa 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -261,10 +261,14 @@ def _download_trades_history(exchange: Exchange, trades = data_handler.trades_load(pair) - from_id = trades[-1]['id'] if trades else None + # TradesList columns are defined in constants.DEFAULT_TRADES_COLUMNS + # DEFAULT_TRADES_COLUMNS: 0 -> timestamp + # DEFAULT_TRADES_COLUMNS: 1 -> id + from_id = trades[-1][1] if trades else None - logger.debug("Current Start: %s", trades[0]['datetime'] if trades else 'None') - logger.debug("Current End: %s", trades[-1]['datetime'] if trades else 'None') + logger.debug("Current Start: %s", trades[0][0] if trades else 'None') + logger.debug("Current End: %s", trades[-1][0] if trades else 'None') + logger.info(f"Current Amount of trades: {len(trades)}") # Default since_ms to 30 days if nothing is given new_trades = exchange.get_historic_trades(pair=pair, @@ -276,8 +280,8 @@ def _download_trades_history(exchange: Exchange, trades.extend(new_trades[1]) data_handler.trades_store(pair, data=trades) - logger.debug("New Start: %s", trades[0]['datetime']) - logger.debug("New End: %s", trades[-1]['datetime']) + logger.debug("New Start: %s", trades[0][0]) + logger.debug("New End: %s", trades[-1][0]) logger.info(f"New Amount of trades: {len(trades)}") return True diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index 1bb4d5971..4663c29ac 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -8,7 +8,7 @@ from abc import ABC, abstractclassmethod, abstractmethod from copy import deepcopy from datetime import datetime, timezone from pathlib import Path -from typing import Dict, List, Optional, Type +from typing import List, Optional, Type from pandas import DataFrame @@ -18,6 +18,9 @@ from freqtrade.exchange import timeframe_to_seconds logger = logging.getLogger(__name__) +# Type for trades list +TradeList = List[List] + class IDataHandler(ABC): @@ -89,23 +92,25 @@ class IDataHandler(ABC): """ @abstractmethod - def trades_store(self, pair: str, data: List[Dict]) -> None: + def trades_store(self, pair: str, data: TradeList) -> None: """ Store trades data (list of Dicts) to file :param pair: Pair - used for filename - :param data: List of Dicts containing trade data + :param data: List of Lists containing trade data, + column sequence as in DEFAULT_TRADES_COLUMNS """ @abstractmethod - def trades_append(self, pair: str, data: List[Dict]): + def trades_append(self, pair: str, data: TradeList): """ Append data to existing files :param pair: Pair - used for filename - :param data: List of Dicts containing trade data + :param data: List of Lists containing trade data, + column sequence as in DEFAULT_TRADES_COLUMNS """ @abstractmethod - def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]: + def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: """ Load a pair from file, either .json.gz or .json :param pair: Load trades for this pair diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py index 363b03958..d4aa21a1d 100644 --- a/freqtrade/data/history/jsondatahandler.py +++ b/freqtrade/data/history/jsondatahandler.py @@ -1,6 +1,7 @@ +import logging import re from pathlib import Path -from typing import Dict, List, Optional +from typing import List, Optional import numpy as np from pandas import DataFrame, read_json, to_datetime @@ -8,8 +9,11 @@ from pandas import DataFrame, read_json, to_datetime from freqtrade import misc from freqtrade.configuration import TimeRange from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS +from freqtrade.converter import trades_dict_to_list -from .idatahandler import IDataHandler +from .idatahandler import IDataHandler, TradeList + +logger = logging.getLogger(__name__) class JsonDataHandler(IDataHandler): @@ -113,24 +117,26 @@ class JsonDataHandler(IDataHandler): # Check if regex found something and only return these results to avoid exceptions. return [match[0].replace('_', '/') for match in _tmp if match] - def trades_store(self, pair: str, data: List[Dict]) -> None: + def trades_store(self, pair: str, data: TradeList) -> None: """ Store trades data (list of Dicts) to file :param pair: Pair - used for filename - :param data: List of Dicts containing trade data + :param data: List of Lists containing trade data, + column sequence as in DEFAULT_TRADES_COLUMNS """ filename = self._pair_trades_filename(self._datadir, pair) misc.file_dump_json(filename, data, is_zip=self._use_zip) - def trades_append(self, pair: str, data: List[Dict]): + def trades_append(self, pair: str, data: TradeList): """ Append data to existing files :param pair: Pair - used for filename - :param data: List of Dicts containing trade data + :param data: List of Lists containing trade data, + column sequence as in DEFAULT_TRADES_COLUMNS """ raise NotImplementedError() - def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]: + def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: """ Load a pair from file, either .json.gz or .json # TODO: respect timerange ... @@ -140,9 +146,15 @@ class JsonDataHandler(IDataHandler): """ filename = self._pair_trades_filename(self._datadir, pair) tradesdata = misc.file_load_json(filename) + if not tradesdata: return [] + if isinstance(tradesdata[0], dict): + # Convert trades dict to list + logger.info("Old trades format detected - converting") + tradesdata = trades_dict_to_list(tradesdata) + pass return tradesdata def trades_purge(self, pair: str) -> bool: diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index f4c94a1ca..da23b290c 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -18,13 +18,12 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, decimal_to_precision) from pandas import DataFrame -from freqtrade.data.converter import ohlcv_to_dataframe +from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list from freqtrade.exceptions import (DependencyException, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async from freqtrade.misc import deep_merge_dicts - CcxtModuleType = Any @@ -758,7 +757,7 @@ class Exchange: @retrier_async async def _async_fetch_trades(self, pair: str, since: Optional[int] = None, - params: Optional[dict] = None) -> List[Dict]: + params: Optional[dict] = None) -> List[List]: """ Asyncronously gets trade history using fetch_trades. Handles exchange errors, does one call to the exchange. @@ -778,7 +777,7 @@ class Exchange: '(' + arrow.get(since // 1000).isoformat() + ') ' if since is not None else '' ) trades = await self._api_async.fetch_trades(pair, since=since, limit=1000) - return trades + return trades_dict_to_list(trades) except ccxt.NotSupported as e: raise OperationalException( f'Exchange {self._api.name} does not support fetching historical trade data.' @@ -792,7 +791,7 @@ class Exchange: async def _async_get_trade_history_id(self, pair: str, until: int, since: Optional[int] = None, - from_id: Optional[str] = None) -> Tuple[str, List[Dict]]: + from_id: Optional[str] = None) -> Tuple[str, List[List]]: """ Asyncronously gets trade history using fetch_trades use this when exchange uses id-based iteration (check `self._trades_pagination`) @@ -803,7 +802,7 @@ class Exchange: returns tuple: (pair, trades-list) """ - trades: List[Dict] = [] + trades: List[List] = [] if not from_id: # Fetch first elements using timebased method to get an ID to paginate on @@ -812,7 +811,9 @@ class Exchange: # e.g. Binance returns the "last 1000" candles within a 1h time interval # - so we will miss the first trades. t = await self._async_fetch_trades(pair, since=since) - from_id = t[-1]['id'] + # DEFAULT_TRADES_COLUMNS: 0 -> timestamp + # DEFAULT_TRADES_COLUMNS: 1 -> id + from_id = t[-1][1] trades.extend(t[:-1]) while True: t = await self._async_fetch_trades(pair, @@ -820,21 +821,21 @@ class Exchange: if len(t): # Skip last id since its the key for the next call trades.extend(t[:-1]) - if from_id == t[-1]['id'] or t[-1]['timestamp'] > until: + if from_id == t[-1][1] or t[-1][0] > until: logger.debug(f"Stopping because from_id did not change. " - f"Reached {t[-1]['timestamp']} > {until}") + f"Reached {t[-1][0]} > {until}") # Reached the end of the defined-download period - add last trade as well. trades.extend(t[-1:]) break - from_id = t[-1]['id'] + from_id = t[-1][1] else: break return (pair, trades) async def _async_get_trade_history_time(self, pair: str, until: int, - since: Optional[int] = None) -> Tuple[str, List]: + since: Optional[int] = None) -> Tuple[str, List[List]]: """ Asyncronously gets trade history using fetch_trades, when the exchange uses time-based iteration (check `self._trades_pagination`) @@ -844,16 +845,18 @@ class Exchange: returns tuple: (pair, trades-list) """ - trades: List[Dict] = [] + trades: List[List] = [] + # DEFAULT_TRADES_COLUMNS: 0 -> timestamp + # DEFAULT_TRADES_COLUMNS: 1 -> id while True: t = await self._async_fetch_trades(pair, since=since) if len(t): - since = t[-1]['timestamp'] + since = t[-1][1] trades.extend(t) # Reached the end of the defined-download period - if until and t[-1]['timestamp'] > until: + if until and t[-1][0] > until: logger.debug( - f"Stopping because until was reached. {t[-1]['timestamp']} > {until}") + f"Stopping because until was reached. {t[-1][0]} > {until}") break else: break @@ -863,7 +866,7 @@ class Exchange: async def _async_get_trade_history(self, pair: str, since: Optional[int] = None, until: Optional[int] = None, - from_id: Optional[str] = None) -> Tuple[str, List[Dict]]: + from_id: Optional[str] = None) -> Tuple[str, List[List]]: """ Async wrapper handling downloading trades using either time or id based methods. """ From bac0eaab039410041f79beabf8f4651db7f562d5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 31 Mar 2020 20:46:42 +0200 Subject: [PATCH 118/417] fix convert to ohlcv --- freqtrade/data/converter.py | 7 ++++--- freqtrade/data/history/history_utils.py | 4 ++++ freqtrade/data/history/jsondatahandler.py | 2 +- 3 files changed, 9 insertions(+), 4 deletions(-) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 7abd0453f..90db82f74 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -174,9 +174,10 @@ def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame: """ from freqtrade.exchange import timeframe_to_minutes timeframe_minutes = timeframe_to_minutes(timeframe) - df = pd.DataFrame(trades) - df['datetime'] = pd.to_datetime(df['datetime']) - df = df.set_index('datetime') + df = pd.DataFrame(trades, columns=DEFAULT_TRADES_COLUMNS) + df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms', + utc=True,) + df = df.set_index('timestamp') df_new = df['price'].resample(f'{timeframe_minutes}min').ohlc() df_new['volume'] = df['amount'].resample(f'{timeframe_minutes}min').sum() diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 86d90f8aa..a7490f17b 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -264,7 +264,11 @@ def _download_trades_history(exchange: Exchange, # TradesList columns are defined in constants.DEFAULT_TRADES_COLUMNS # DEFAULT_TRADES_COLUMNS: 0 -> timestamp # DEFAULT_TRADES_COLUMNS: 1 -> id + from_id = trades[-1][1] if trades else None + if trades and since < trades[-1][0]: + # Reset since to the last available point + since = trades[-1][0] logger.debug("Current Start: %s", trades[0][0] if trades else 'None') logger.debug("Current End: %s", trades[-1][0] if trades else 'None') diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py index d4aa21a1d..50a32603b 100644 --- a/freqtrade/data/history/jsondatahandler.py +++ b/freqtrade/data/history/jsondatahandler.py @@ -9,7 +9,7 @@ from pandas import DataFrame, read_json, to_datetime from freqtrade import misc from freqtrade.configuration import TimeRange from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS -from freqtrade.converter import trades_dict_to_list +from freqtrade.data.converter import trades_dict_to_list from .idatahandler import IDataHandler, TradeList From b95e9fe3515a15898326fcac2c6fd16453e4b08e Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 06:53:04 +0200 Subject: [PATCH 119/417] Fix mocks to return correct things --- tests/conftest.py | 52 ++++++++--------------------------------------- 1 file changed, 8 insertions(+), 44 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 72f9bfe46..517a11b47 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1227,6 +1227,14 @@ def trades_for_order(): @pytest.fixture(scope="function") def trades_history(): + return [[1565798399463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508], + [1565798399629, '126181330', None, 'buy', 0.019627, 0.244, 0.004788987999999999], + [1565798399752, '126181331', None, 'sell', 0.019626, 0.011, 0.00021588599999999999], + [1565798399862, '126181332', None, 'sell', 0.019626, 0.011, 0.00021588599999999999], + [1565798399872, '126181333', None, 'sell', 0.019626, 0.011, 0.00021588599999999999]] + +@pytest.fixture(scope="function") +def fetch_trades_result(): return [{'info': {'a': 126181329, 'p': '0.01962700', 'q': '0.04000000', @@ -1391,50 +1399,6 @@ def buy_order_fee(): } -@pytest.fixture -def fetch_trades_result(): - return [{'info': {'a': 153942751, - 'p': '0.02059000', - 'q': '6.95500000', - 'f': 170811204, - 'l': 170811204, - 'T': 1585670882666, - 'm': True, - 'M': True}, - 'timestamp': 1585670882666, - 'datetime': '2020-03-31T16:08:02.666Z', - 'symbol': 'ETH/BTC', - 'id': '153942751', - 'order': None, - 'type': None, - 'takerOrMaker': None, - 'side': 'sell', - 'price': 0.02059, - 'amount': 6.955, - 'cost': 0.14320345, - 'fee': None}, - {'info': {'a': 153942752, - 'p': '0.02059100', - 'q': '0.04900000', - 'f': 170811205, - 'l': 170811205, - 'T': 1585670889154, - 'm': False, - 'M': True}, - 'timestamp': 1585670889154, - 'datetime': '2020-03-31T16:08:09.154Z', - 'symbol': 'ETH/BTC', - 'id': '153942752', - 'order': None, - 'type': None, - 'takerOrMaker': None, - 'side': 'buy', - 'price': 0.020591, - 'amount': 0.049, - 'cost': 0.001008959, - 'fee': None}] - - @pytest.fixture(scope="function") def edge_conf(default_conf): conf = deepcopy(default_conf) From 59f1a061f733955c3b62c99d40b1c3b7e945f98c Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 06:53:58 +0200 Subject: [PATCH 120/417] adapt exchange tests to use lists instead of dicts --- tests/exchange/test_exchange.py | 42 ++++++++++++++++----------------- 1 file changed, 21 insertions(+), 21 deletions(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 8d8930f66..535d1f87f 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1511,18 +1511,18 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na @pytest.mark.asyncio @pytest.mark.parametrize("exchange_name", EXCHANGES) async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name, - trades_history): + fetch_trades_result): caplog.set_level(logging.DEBUG) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) # Monkey-patch async function - exchange._api_async.fetch_trades = get_mock_coro(trades_history) + exchange._api_async.fetch_trades = get_mock_coro(fetch_trades_result) pair = 'ETH/BTC' res = await exchange._async_fetch_trades(pair, since=None, params=None) assert type(res) is list - assert isinstance(res[0], dict) - assert isinstance(res[1], dict) + assert isinstance(res[0], list) + assert isinstance(res[1], list) assert exchange._api_async.fetch_trades.call_count == 1 assert exchange._api_async.fetch_trades.call_args[0][0] == pair @@ -1568,7 +1568,7 @@ async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchang if 'since' in kwargs: # Return first 3 return trades_history[:-2] - elif kwargs.get('params', {}).get(pagination_arg) == trades_history[-3]['id']: + elif kwargs.get('params', {}).get(pagination_arg) == trades_history[-3][1]: # Return 2 return trades_history[-3:-1] else: @@ -1578,8 +1578,8 @@ async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchang exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist) pair = 'ETH/BTC' - ret = await exchange._async_get_trade_history_id(pair, since=trades_history[0]["timestamp"], - until=trades_history[-1]["timestamp"]-1) + ret = await exchange._async_get_trade_history_id(pair, since=trades_history[0][0], + until=trades_history[-1][0]-1) assert type(ret) is tuple assert ret[0] == pair assert type(ret[1]) is list @@ -1588,7 +1588,7 @@ async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchang fetch_trades_cal = exchange._async_fetch_trades.call_args_list # first call (using since, not fromId) assert fetch_trades_cal[0][0][0] == pair - assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"] + assert fetch_trades_cal[0][1]['since'] == trades_history[0][0] # 2nd call assert fetch_trades_cal[1][0][0] == pair @@ -1604,7 +1604,7 @@ async def test__async_get_trade_history_time(default_conf, mocker, caplog, excha caplog.set_level(logging.DEBUG) async def mock_get_trade_hist(pair, *args, **kwargs): - if kwargs['since'] == trades_history[0]["timestamp"]: + if kwargs['since'] == trades_history[0][0]: return trades_history[:-1] else: return trades_history[-1:] @@ -1614,8 +1614,8 @@ async def test__async_get_trade_history_time(default_conf, mocker, caplog, excha # Monkey-patch async function exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist) pair = 'ETH/BTC' - ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0]["timestamp"], - until=trades_history[-1]["timestamp"]-1) + ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0][0], + until=trades_history[-1][0]-1) assert type(ret) is tuple assert ret[0] == pair assert type(ret[1]) is list @@ -1624,11 +1624,11 @@ async def test__async_get_trade_history_time(default_conf, mocker, caplog, excha fetch_trades_cal = exchange._async_fetch_trades.call_args_list # first call (using since, not fromId) assert fetch_trades_cal[0][0][0] == pair - assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"] + assert fetch_trades_cal[0][1]['since'] == trades_history[0][0] # 2nd call assert fetch_trades_cal[1][0][0] == pair - assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"] + assert fetch_trades_cal[0][1]['since'] == trades_history[0][0] assert log_has_re(r"Stopping because until was reached.*", caplog) @@ -1640,7 +1640,7 @@ async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog, caplog.set_level(logging.DEBUG) async def mock_get_trade_hist(pair, *args, **kwargs): - if kwargs['since'] == trades_history[0]["timestamp"]: + if kwargs['since'] == trades_history[0][0]: return trades_history[:-1] else: return [] @@ -1650,8 +1650,8 @@ async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog, # Monkey-patch async function exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist) pair = 'ETH/BTC' - ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0]["timestamp"], - until=trades_history[-1]["timestamp"]-1) + ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0][0], + until=trades_history[-1][0]-1) assert type(ret) is tuple assert ret[0] == pair assert type(ret[1]) is list @@ -1660,7 +1660,7 @@ async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog, fetch_trades_cal = exchange._async_fetch_trades.call_args_list # first call (using since, not fromId) assert fetch_trades_cal[0][0][0] == pair - assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"] + assert fetch_trades_cal[0][1]['since'] == trades_history[0][0] @pytest.mark.parametrize("exchange_name", EXCHANGES) @@ -1672,8 +1672,8 @@ def test_get_historic_trades(default_conf, mocker, caplog, exchange_name, trades exchange._async_get_trade_history_id = get_mock_coro((pair, trades_history)) exchange._async_get_trade_history_time = get_mock_coro((pair, trades_history)) - ret = exchange.get_historic_trades(pair, since=trades_history[0]["timestamp"], - until=trades_history[-1]["timestamp"]) + ret = exchange.get_historic_trades(pair, since=trades_history[0][0], + until=trades_history[-1][0]) # Depending on the exchange, one or the other method should be called assert sum([exchange._async_get_trade_history_id.call_count, @@ -1694,8 +1694,8 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange with pytest.raises(OperationalException, match="This exchange does not suport downloading Trades."): - exchange.get_historic_trades(pair, since=trades_history[0]["timestamp"], - until=trades_history[-1]["timestamp"]) + exchange.get_historic_trades(pair, since=trades_history[0][0], + until=trades_history[-1][0]) @pytest.mark.parametrize("exchange_name", EXCHANGES) From 0506caf986af7e6bc82e6584e5238e74232edca0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 07:23:43 +0200 Subject: [PATCH 121/417] Implement trades_remove_dulicates --- freqtrade/data/converter.py | 17 +++++++++++++++-- tests/data/test_converter.py | 13 +++++++++++-- 2 files changed, 26 insertions(+), 4 deletions(-) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 90db82f74..d2108b9be 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -1,15 +1,17 @@ """ Functions to convert data from one format to another """ +import itertools import logging from datetime import datetime, timezone +from operator import itemgetter from typing import Any, Dict, List import pandas as pd from pandas import DataFrame, to_datetime -from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS - +from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, + DEFAULT_TRADES_COLUMNS) logger = logging.getLogger(__name__) @@ -155,6 +157,17 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame: return frame +def trades_remove_duplicates(trades: List[List]) -> List[List]: + """ + Removes duplicates from the trades list. + Uses itertools.groupby to avoid converting to pandas. + Tests show it as being pretty efficient on lists of 4M Lists. + :param trades: List of Lists with constants.DEFAULT_TRADES_COLUMNS as columns + :return: same format as above, but with duplicates removed + """ + return [i for i, _ in itertools.groupby(sorted(trades, key=itemgetter(0)))] + + def trades_dict_to_list(trades: List[Dict]) -> List[List]: """ Convert fetch_trades result into a List (to be more memory efficient). diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py index 1f7837e46..463700d0c 100644 --- a/tests/data/test_converter.py +++ b/tests/data/test_converter.py @@ -6,7 +6,7 @@ from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_format, ohlcv_fill_up_missing_data, ohlcv_to_dataframe, trades_dict_to_list, - trim_dataframe) + trades_remove_duplicates, trim_dataframe) from freqtrade.data.history import (get_timerange, load_data, load_pair_history, validate_backtest_data) from tests.conftest import log_has @@ -195,7 +195,16 @@ def test_trim_dataframe(testdatadir) -> None: assert all(data_modify.iloc[0] == data.iloc[25]) -def test_trades_dict_to_list(mocker, fetch_trades_result): +def test_trades_remove_duplicates(trades_history): + trades_history1 = trades_history * 3 + assert len(trades_history1) == len(trades_history) * 3 + res = trades_remove_duplicates(trades_history1) + assert len(res) == len(trades_history) + for i, t in enumerate(res): + assert t == trades_history[i] + + +def test_trades_dict_to_list(fetch_trades_result): res = trades_dict_to_list(fetch_trades_result) assert isinstance(res, list) assert isinstance(res[0], list) From ff9caf790be4118f18ebf2f9c8779cf717ae507d Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 07:58:39 +0200 Subject: [PATCH 122/417] remove trade duplicates in datahandler --- freqtrade/data/history/history_utils.py | 6 +++++- freqtrade/data/history/idatahandler.py | 15 +++++++++++++-- freqtrade/data/history/jsondatahandler.py | 2 +- 3 files changed, 19 insertions(+), 4 deletions(-) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index a7490f17b..74c8e8b96 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -9,7 +9,9 @@ from pandas import DataFrame from freqtrade.configuration import TimeRange from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS -from freqtrade.data.converter import ohlcv_to_dataframe, trades_to_ohlcv +from freqtrade.data.converter import (ohlcv_to_dataframe, + trades_remove_duplicates, + trades_to_ohlcv) from freqtrade.data.history.idatahandler import IDataHandler, get_datahandler from freqtrade.exceptions import OperationalException from freqtrade.exchange import Exchange @@ -282,6 +284,8 @@ def _download_trades_history(exchange: Exchange, from_id=from_id, ) trades.extend(new_trades[1]) + # Remove duplicates to make sure we're not storing data we don't need + trades = trades_remove_duplicates(trades) data_handler.trades_store(pair, data=trades) logger.debug("New Start: %s", trades[0][0]) diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index 4663c29ac..d5d7c16db 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -13,7 +13,8 @@ from typing import List, Optional, Type from pandas import DataFrame from freqtrade.configuration import TimeRange -from freqtrade.data.converter import clean_ohlcv_dataframe, trim_dataframe +from freqtrade.data.converter import (clean_ohlcv_dataframe, + trades_remove_duplicates, trim_dataframe) from freqtrade.exchange import timeframe_to_seconds logger = logging.getLogger(__name__) @@ -110,7 +111,7 @@ class IDataHandler(ABC): """ @abstractmethod - def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: + def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: """ Load a pair from file, either .json.gz or .json :param pair: Load trades for this pair @@ -126,6 +127,16 @@ class IDataHandler(ABC): :return: True when deleted, false if file did not exist. """ + def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: + """ + Load a pair from file, either .json.gz or .json + Removes duplicates in the process. + :param pair: Load trades for this pair + :param timerange: Timerange to load trades for - currently not implemented + :return: List of trades + """ + return trades_remove_duplicates(self._trades_load(pair, timerange=timerange)) + def ohlcv_load(self, pair, timeframe: str, timerange: Optional[TimeRange] = None, fill_missing: bool = True, diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py index 50a32603b..01320f129 100644 --- a/freqtrade/data/history/jsondatahandler.py +++ b/freqtrade/data/history/jsondatahandler.py @@ -136,7 +136,7 @@ class JsonDataHandler(IDataHandler): """ raise NotImplementedError() - def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: + def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: """ Load a pair from file, either .json.gz or .json # TODO: respect timerange ... From ba03d96961a969bc43a8c930a35c0715e9a006f2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 20:04:36 +0200 Subject: [PATCH 123/417] Test 5s offset on since --- freqtrade/data/history/history_utils.py | 3 ++- tests/data/test_history.py | 11 +++++++++++ 2 files changed, 13 insertions(+), 1 deletion(-) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 74c8e8b96..27aadc17c 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -270,7 +270,8 @@ def _download_trades_history(exchange: Exchange, from_id = trades[-1][1] if trades else None if trades and since < trades[-1][0]: # Reset since to the last available point - since = trades[-1][0] + # - 5 seconds (to ensure we're getting all trades) + since = trades[-1][0] - (5 * 1000) logger.debug("Current Start: %s", trades[0][0] if trades else 'None') logger.debug("Current End: %s", trades[-1][0] if trades else 'None') diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 12390538a..fedf63353 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -548,6 +548,17 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad assert file1.is_file() # clean files freshly downloaded + _clean_test_file(file1) + ght_mock.reset_mock() + since_time = int(trades_history[-2][0] // 1000) + timerange = TimeRange('date', None, since_time, 0) + assert _download_trades_history(data_handler=data_handler, exchange=exchange, + pair='ETH/BTC', timerange=timerange) + + assert ght_mock.call_count == 1 + # Check this in seconds - since we had to convert to seconds above too. + assert int(ght_mock.call_args_list[0].kwargs['since'] // 1000) == since_time - 5 + _clean_test_file(file1) mocker.patch('freqtrade.exchange.Exchange.get_historic_trades', From 437d4cda5d5cdcea0a033326eb9661d2e4b6e629 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 20:12:13 +0200 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zSJS%7RvV{BUXHW;0~x%vueU6MgguW79b(s76DL|jHQ%g)?4Kj9$p8tyy6gU!UVFYh z21MB2;e)G94_$-=E*a1k>{}W#Vgtc`c{%pQszbmo;)59u*5~(s%&)L(=~|`s>O9LI zkl4Uy_+(BQjIH;5o@+iO=~gjNpfz|NX>qqn{<}i?i#$q{Of(9D+ZhFI?($w^Dl;uf zC;Y``IFgX*lJ3B4>C5B1Ky_Hlx&tgTred%})O|1GKTrs?0_kUE)(AucUH&3v5*pBEr$njoHwR?_JBvFLOziqANG96g-7%I zAJp|w0@bjbk0GK|y+|4CsSdpp_r^<+X-Z=ACl5C#P$%#N{}*hQ5$pjQ>3CBKicRjG zcJ3ck`y)bu!X-q(_5;7XL~4UR44D$4X=Ve0rFKvTG8(g?j713Hl^Ua?Qp6F@qR=^(t#MG!{q3;4(_a`sNe`CTY z+IPNSC1^KyF7nnI(fZsTuMzX_N@mp?6M#RO*oY%JlBt8phl2J$%FMpR_>b}=A z4Hp2(6C0ij;PfHMV_K Date: Wed, 1 Apr 2020 20:12:28 +0200 Subject: [PATCH 125/417] Add test for trades data conversation --- tests/data/test_history.py | 13 ++++++++++++- 1 file changed, 12 insertions(+), 1 deletion(-) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index fedf63353..8df968217 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -612,7 +612,7 @@ def test_jsondatahandler_ohlcv_get_pairs(testdatadir): def test_jsondatahandler_trades_get_pairs(testdatadir): pairs = JsonGzDataHandler.trades_get_pairs(testdatadir) # Convert to set to avoid failures due to sorting - assert set(pairs) == {'XRP/ETH'} + assert set(pairs) == {'XRP/ETH', 'XRP/OLD'} def test_jsondatahandler_ohlcv_purge(mocker, testdatadir): @@ -625,6 +625,17 @@ def test_jsondatahandler_ohlcv_purge(mocker, testdatadir): assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m') +def test_jsondatahandler_trades_load(mocker, testdatadir, caplog): + dh = JsonGzDataHandler(testdatadir) + logmsg = "Old trades format detected - converting" + dh.trades_load('XRP/ETH') + assert not log_has(logmsg, caplog) + + # Test conversation is happening + dh.trades_load('XRP/OLD') + assert log_has(logmsg, caplog) + + def test_jsondatahandler_trades_purge(mocker, testdatadir): mocker.patch.object(Path, "exists", MagicMock(return_value=False)) mocker.patch.object(Path, "unlink", MagicMock()) From 0d51383b57fa7a09410bdeab9398e3f2b0b27761 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 20:31:21 +0200 Subject: [PATCH 126/417] Format logmessages correctly --- freqtrade/data/history/history_utils.py | 11 +++++++---- tests/data/test_history.py | 8 ++++---- 2 files changed, 11 insertions(+), 8 deletions(-) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 27aadc17c..1b51b864c 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -15,6 +15,7 @@ from freqtrade.data.converter import (ohlcv_to_dataframe, from freqtrade.data.history.idatahandler import IDataHandler, get_datahandler from freqtrade.exceptions import OperationalException from freqtrade.exchange import Exchange +from freqtrade.misc import format_ms_time logger = logging.getLogger(__name__) @@ -271,10 +272,12 @@ def _download_trades_history(exchange: Exchange, if trades and since < trades[-1][0]: # Reset since to the last available point # - 5 seconds (to ensure we're getting all trades) + logger.info(f"Using last trade date -5s - Downloading trades for {pair} " + f"since: {format_ms_time(since)}.") since = trades[-1][0] - (5 * 1000) - logger.debug("Current Start: %s", trades[0][0] if trades else 'None') - logger.debug("Current End: %s", trades[-1][0] if trades else 'None') + logger.debug(f"Current Start: {format_ms_time(trades[0][0]) if trades else 'None'}") + logger.debug(f"Current End: {format_ms_time(trades[-1][0]) if trades else 'None'}") logger.info(f"Current Amount of trades: {len(trades)}") # Default since_ms to 30 days if nothing is given @@ -289,8 +292,8 @@ def _download_trades_history(exchange: Exchange, trades = trades_remove_duplicates(trades) data_handler.trades_store(pair, data=trades) - logger.debug("New Start: %s", trades[0][0]) - logger.debug("New End: %s", trades[-1][0]) + logger.debug(f"New Start: {format_ms_time(trades[0][0])}") + logger.debug(f"New End: {format_ms_time(trades[-1][0])}") logger.info(f"New Amount of trades: {len(trades)}") return True diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 8df968217..072bf00f5 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -547,18 +547,18 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad assert log_has("New Amount of trades: 5", caplog) assert file1.is_file() - # clean files freshly downloaded - _clean_test_file(file1) ght_mock.reset_mock() - since_time = int(trades_history[-2][0] // 1000) + since_time = int(trades_history[-3][0] // 1000) + since_time2 = int(trades_history[-1][0] // 1000) timerange = TimeRange('date', None, since_time, 0) assert _download_trades_history(data_handler=data_handler, exchange=exchange, pair='ETH/BTC', timerange=timerange) assert ght_mock.call_count == 1 # Check this in seconds - since we had to convert to seconds above too. - assert int(ght_mock.call_args_list[0].kwargs['since'] // 1000) == since_time - 5 + assert int(ght_mock.call_args_list[0].kwargs['since'] // 1000) == since_time2 - 5 + # clean files freshly downloaded _clean_test_file(file1) mocker.patch('freqtrade.exchange.Exchange.get_historic_trades', From eab6c9c5f2838a0d464a5a5f3f2bf672e0f27f1e Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 1 Apr 2020 20:50:00 +0200 Subject: [PATCH 127/417] Fix message --- freqtrade/data/history/history_utils.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 1b51b864c..5cdcd7276 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -272,9 +272,9 @@ def _download_trades_history(exchange: Exchange, if trades and since < trades[-1][0]: # Reset since to the last available point # - 5 seconds (to ensure we're getting all trades) + since = trades[-1][0] - (5 * 1000) logger.info(f"Using last trade date -5s - Downloading trades for {pair} " f"since: {format_ms_time(since)}.") - since = trades[-1][0] - (5 * 1000) logger.debug(f"Current Start: {format_ms_time(trades[0][0]) if trades else 'None'}") logger.debug(f"Current End: {format_ms_time(trades[-1][0]) if trades else 'None'}") From 9d7ad23d426a1c5e135e05c07cbb24985285efa4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 2 Apr 2020 08:20:50 +0200 Subject: [PATCH 128/417] Fix test leakage --- freqtrade/data/history/history_utils.py | 8 +++--- tests/conftest.py | 1 + tests/data/test_converter.py | 36 ++++++++++++++----------- 3 files changed, 25 insertions(+), 20 deletions(-) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 5cdcd7276..4f3f75a87 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -260,7 +260,9 @@ def _download_trades_history(exchange: Exchange, """ try: - since = timerange.startts * 1000 if timerange and timerange.starttype == 'date' else None + since = timerange.startts * 1000 if \ + (timerange and timerange.starttype == 'date') else int(arrow.utcnow().shift( + days=-30).float_timestamp) * 1000 trades = data_handler.trades_load(pair) @@ -282,9 +284,7 @@ def _download_trades_history(exchange: Exchange, # Default since_ms to 30 days if nothing is given new_trades = exchange.get_historic_trades(pair=pair, - since=since if since else - int(arrow.utcnow().shift( - days=-30).float_timestamp) * 1000, + since=since, from_id=from_id, ) trades.extend(new_trades[1]) diff --git a/tests/conftest.py b/tests/conftest.py index 517a11b47..a4beeec33 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1233,6 +1233,7 @@ def trades_history(): [1565798399862, '126181332', None, 'sell', 0.019626, 0.011, 0.00021588599999999999], [1565798399872, '126181333', None, 'sell', 0.019626, 0.011, 0.00021588599999999999]] + @pytest.fixture(scope="function") def fetch_trades_result(): return [{'info': {'a': 126181329, diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py index 463700d0c..4a580366f 100644 --- a/tests/data/test_converter.py +++ b/tests/data/test_converter.py @@ -218,33 +218,37 @@ def test_trades_dict_to_list(fetch_trades_result): assert t[6] == fetch_trades_result[i]['cost'] - def test_convert_trades_format(mocker, default_conf, testdatadir): - file = testdatadir / "XRP_ETH-trades.json.gz" - file_new = testdatadir / "XRP_ETH-trades.json" - _backup_file(file, copy_file=True) - default_conf['datadir'] = testdatadir + files = [{'old': testdatadir / "XRP_ETH-trades.json.gz", + 'new': testdatadir / "XRP_ETH-trades.json"}, + {'old': testdatadir / "XRP_OLD-trades.json.gz", + 'new': testdatadir / "XRP_OLD-trades.json"}, + ] + for file in files: + _backup_file(file['old'], copy_file=True) + assert not file['new'].exists() - assert not file_new.exists() + default_conf['datadir'] = testdatadir convert_trades_format(default_conf, convert_from='jsongz', convert_to='json', erase=False) - assert file_new.exists() - assert file.exists() + for file in files: + assert file['new'].exists() + assert file['old'].exists() - # Remove original file - file.unlink() + # Remove original file + file['old'].unlink() # Convert back convert_trades_format(default_conf, convert_from='json', convert_to='jsongz', erase=True) + for file in files: + assert file['old'].exists() + assert not file['new'].exists() - assert file.exists() - assert not file_new.exists() - - _clean_test_file(file) - if file_new.exists(): - file_new.unlink() + _clean_test_file(file['old']) + if file['new'].exists(): + file['new'].unlink() def test_convert_ohlcv_format(mocker, default_conf, testdatadir): From 46f1d1f39f0bb1bf2e7379ab6b520d0c8e1baa47 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 2 Apr 2020 11:54:30 +0200 Subject: [PATCH 129/417] Failing test might be incompatibility --- tests/data/test_history.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 072bf00f5..6fd4d9569 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -556,7 +556,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad assert ght_mock.call_count == 1 # Check this in seconds - since we had to convert to seconds above too. - assert int(ght_mock.call_args_list[0].kwargs['since'] // 1000) == since_time2 - 5 + assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time2 - 5 # clean files freshly downloaded _clean_test_file(file1) From cf6e6488c72c58e80567bdc90a27de0550c9154b Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 2 Apr 2020 17:29:18 +0200 Subject: [PATCH 130/417] Fix filename handling with --strategy-list --- freqtrade/optimize/optimize_reports.py | 7 ++++--- tests/optimize/test_optimize_reports.py | 9 +++++++-- 2 files changed, 11 insertions(+), 5 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 251da9159..646afb5df 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -24,13 +24,14 @@ def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame for index, t in results.iterrows()] if records: + filename = recordfilename if len(all_results) > 1: # Inject strategy to filename - recordfilename = Path.joinpath( + filename = Path.joinpath( recordfilename.parent, f'{recordfilename.stem}-{strategy}').with_suffix(recordfilename.suffix) - logger.info(f'Dumping backtest results to {recordfilename}') - file_dump_json(recordfilename, records) + logger.info(f'Dumping backtest results to {filename}') + file_dump_json(filename, records) def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_trades: int, diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index f19668459..3bbc396c8 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -160,10 +160,15 @@ def test_backtest_record(default_conf, fee, mocker): # reset test to test with strategy name names = [] records = [] - results['Strat'] = pd.DataFrame() + results['Strat'] = results['DefStrat'] + results['Strat2'] = results['DefStrat'] store_backtest_result(Path("backtest-result.json"), results) # Assert file_dump_json was only called once - assert names == [Path('backtest-result-DefStrat.json')] + assert names == [ + Path('backtest-result-DefStrat.json'), + Path('backtest-result-Strat.json'), + Path('backtest-result-Strat2.json'), + ] records = records[0] # Ensure records are of correct type assert len(records) == 4 From 3fcd531eacbda7ca89e64ff68e0185efc8bd621d Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 4 Nov 2019 20:19:43 +0100 Subject: [PATCH 131/417] Copy dataframe in interfac.py (reduces memory consumption) --- freqtrade/strategy/interface.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 89a38bf54..6307e664e 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -468,7 +468,7 @@ class IStrategy(ABC): Creates a dataframe and populates indicators for given candle (OHLCV) data Used by optimize operations only, not during dry / live runs. """ - return {pair: self.advise_indicators(pair_data, {'pair': pair}) + return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}) for pair, pair_data in data.items()} def advise_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: From de471862635f7344924c47ae91d2b00bd7a3c4e3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Jan 2020 11:42:31 +0100 Subject: [PATCH 132/417] Use .loc for assignments --- freqtrade/optimize/backtesting.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 1725a7d13..f29f599a6 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -149,8 +149,8 @@ class Backtesting: # To avoid using data from future, we use buy/sell signals shifted # from the previous candle - df_analyzed.loc[:, 'buy'] = df_analyzed['buy'].shift(1) - df_analyzed.loc[:, 'sell'] = df_analyzed['sell'].shift(1) + df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1) + df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1) df_analyzed.drop(df_analyzed.head(1).index, inplace=True) From c465552df4b37be165157a1ad6c7e9e22e92f4b2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 2 Apr 2020 20:17:54 +0200 Subject: [PATCH 133/417] Update comment to mention .copy() usage --- freqtrade/strategy/interface.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 6307e664e..c6f711b74 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -467,6 +467,9 @@ class IStrategy(ABC): """ Creates a dataframe and populates indicators for given candle (OHLCV) data Used by optimize operations only, not during dry / live runs. + Using .copy() to get a fresh copy of the dataframe for every strategy run. + Has positive effects on memory usage for whatever reason - also when + using only one strategy. """ return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}) for pair, pair_data in data.items()} From d4dde011405365fced9a93b2c916e31a66233344 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 2 Apr 2020 20:23:20 +0200 Subject: [PATCH 134/417] Add test --- tests/strategy/test_interface.py | 13 +++++++++++++ 1 file changed, 13 insertions(+) diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 8bc399f42..1c31aeb6a 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -168,6 +168,19 @@ def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None: assert len(processed['UNITTEST/BTC']) == 102 # partial candle was removed +def test_ohlcvdata_to_dataframe_copy(mocker, default_conf, testdatadir) -> None: + default_conf.update({'strategy': 'DefaultStrategy'}) + strategy = StrategyResolver.load_strategy(default_conf) + aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators') + timerange = TimeRange.parse_timerange('1510694220-1510700340') + data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange, + fill_up_missing=True) + strategy.ohlcvdata_to_dataframe(data) + assert aimock.call_count == 1 + # Ensure that a copy of the dataframe is passed to advice_indicators + assert aimock.call_args_list[0][0][0] is not data + + def test_min_roi_reached(default_conf, fee) -> None: # Use list to confirm sequence does not matter From a99c53f1ec4f89cd5fa2fe6c57f958f9fa4fd1cf Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 5 Apr 2020 14:29:03 +0200 Subject: [PATCH 135/417] Add test showing that high is before low --- tests/data/test_btanalysis.py | 15 +++++++++++++++ 1 file changed, 15 insertions(+) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 463e5ae36..9f23ecf8f 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -191,3 +191,18 @@ def test_calculate_max_drawdown(testdatadir): assert low == Timestamp('2018-01-30 04:45:00', tz='UTC') with pytest.raises(ValueError, match='Trade dataframe empty.'): drawdown, h, low = calculate_max_drawdown(DataFrame()) + + +def test_calculate_max_drawdown2(): + values = [0.011580, 0.010048, 0.011340, 0.012161, 0.010416, 0.010009, 0.020024, + -0.024662, -0.022350, 0.020496, -0.029859, -0.030511, 0.010041, 0.010872, + -0.025782, 0.010400, 0.012374, 0.012467, 0.114741, 0.010303, 0.010088, + -0.033961, 0.010680, 0.010886, -0.029274, 0.011178, 0.010693, 0.010711] + + dates = [Arrow(2020, 1, 1).shift(days=i) for i in range(len(values))] + df = DataFrame(zip(values, dates), columns=['profit', 'open_time']) + drawdown, h, low = calculate_max_drawdown(df, date_col='open_time', value_col='profit') + assert isinstance(drawdown, float) + # High must be before low + assert h < low + assert drawdown == 0.091755 From e204170eb65055d487ab68e23150c658162d0007 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 5 Apr 2020 14:29:40 +0200 Subject: [PATCH 136/417] Fix max_drawdown bug finding low before high! --- freqtrade/data/btanalysis.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 23a9f720c..1ff737b90 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -219,7 +219,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time' max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax() max_drawdown_df['drawdown'] = max_drawdown_df['cumulative'] - max_drawdown_df['high_value'] - high_date = profit_results.loc[max_drawdown_df['high_value'].idxmax(), date_col] - low_date = profit_results.loc[max_drawdown_df['drawdown'].idxmin(), date_col] - + idxmin = max_drawdown_df['drawdown'].idxmin() + high_date = profit_results.loc[max_drawdown_df.iloc[:idxmin]['high_value'].idxmax(), date_col] + low_date = profit_results.loc[idxmin, date_col] return abs(min(max_drawdown_df['drawdown'])), high_date, low_date From 4e907e2304da16c5ed28f93aa239f244e4c2a79d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 5 Apr 2020 14:35:53 +0200 Subject: [PATCH 137/417] Use timeframe_to_prev_date to move trade-date to candle --- freqtrade/plot/plotting.py | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index b311c591a..5da067069 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -10,6 +10,7 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown, create_cum_profit, extract_trades_of_period, load_trades) from freqtrade.data.converter import trim_dataframe +from freqtrade.exchange import timeframe_to_prev_date from freqtrade.data.history import load_data from freqtrade.misc import pair_to_filename from freqtrade.resolvers import StrategyResolver @@ -122,7 +123,8 @@ def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_sub return fig -def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame) -> make_subplots: +def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame, + timeframe: str) -> make_subplots: """ Add scatter points indicating max drawdown """ @@ -132,8 +134,8 @@ def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame) -> m drawdown = go.Scatter( x=[highdate, lowdate], y=[ - df_comb.loc[df_comb.index == highdate, 'cum_profit'], - df_comb.loc[df_comb.index == lowdate, 'cum_profit'], + df_comb.loc[timeframe_to_prev_date(timeframe, highdate), 'cum_profit'], + df_comb.loc[timeframe_to_prev_date(timeframe, lowdate), 'cum_profit'], ], mode='markers', name=f"Max drawdown {max_drawdown:.2f}%", @@ -405,7 +407,7 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame], fig.add_trace(avgclose, 1, 1) fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit') - fig = add_max_drawdown(fig, 2, trades, df_comb) + fig = add_max_drawdown(fig, 2, trades, df_comb, timeframe) for pair in pairs: profit_col = f'cum_profit_{pair}' From 41d5c40f1099a0f35c9906a6554edb7ff1de9015 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 5 Apr 2020 14:43:01 +0200 Subject: [PATCH 138/417] Correctly test drawdown plot --- freqtrade/data/btanalysis.py | 2 ++ tests/data/test_btanalysis.py | 4 ++++ tests/test_plotting.py | 4 ++-- 3 files changed, 8 insertions(+), 2 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 1ff737b90..4505ea52a 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -220,6 +220,8 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time' max_drawdown_df['drawdown'] = max_drawdown_df['cumulative'] - max_drawdown_df['high_value'] idxmin = max_drawdown_df['drawdown'].idxmin() + if idxmin == 0: + raise ValueError("No losing trade, therefore no drawdown.") high_date = profit_results.loc[max_drawdown_df.iloc[:idxmin]['high_value'].idxmax(), date_col] low_date = profit_results.loc[idxmin, date_col] return abs(min(max_drawdown_df['drawdown'])), high_date, low_date diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 9f23ecf8f..4eec20976 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -206,3 +206,7 @@ def test_calculate_max_drawdown2(): # High must be before low assert h < low assert drawdown == 0.091755 + + df = DataFrame(zip(values[:5], dates[:5]), columns=['profit', 'open_time']) + with pytest.raises(ValueError, match='No losing trade, therefore no drawdown.'): + calculate_max_drawdown(df, date_col='open_time', value_col='profit') diff --git a/tests/test_plotting.py b/tests/test_plotting.py index a5c965429..0258b94d1 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -266,7 +266,7 @@ def test_generate_profit_graph(testdatadir): filename = testdatadir / "backtest-result_test.json" trades = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") - pairs = ["TRX/BTC", "ADA/BTC"] + pairs = ["TRX/BTC", "XLM/BTC"] trades = trades[trades['close_time'] < pd.Timestamp('2018-01-12', tz='UTC')] data = history.load_data(datadir=testdatadir, @@ -292,7 +292,7 @@ def test_generate_profit_graph(testdatadir): profit = find_trace_in_fig_data(figure.data, "Profit") assert isinstance(profit, go.Scatter) - profit = find_trace_in_fig_data(figure.data, "Max drawdown 0.00%") + profit = find_trace_in_fig_data(figure.data, "Max drawdown 10.45%") assert isinstance(profit, go.Scatter) for pair in pairs: From 0a14d5ec467bdab197d1d100446f7c4dd5fdb698 Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Sun, 5 Apr 2020 16:14:02 +0200 Subject: [PATCH 139/417] trades history RPC --- freqtrade/rpc/api_server.py | 16 ++++++++++++- freqtrade/rpc/rpc.py | 47 +++++++++++++++++++++++++++++++++++++ scripts/rest_client.py | 7 ++++++ 3 files changed, 69 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 8f4cc4787..7e0cdd71d 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -173,7 +173,8 @@ class ApiServer(RPC): view_func=self._show_config, methods=['GET']) self.app.add_url_rule(f'{BASE_URI}/ping', 'ping', view_func=self._ping, methods=['GET']) - + self.app.add_url_rule(f'{BASE_URI}/trades', 'trades', + view_func=self._trades, methods=['GET']) # Combined actions and infos self.app.add_url_rule(f'{BASE_URI}/blacklist', 'blacklist', view_func=self._blacklist, methods=['GET', 'POST']) @@ -357,6 +358,19 @@ class ApiServer(RPC): results = self._rpc_balance(self._config['stake_currency'], self._config.get('fiat_display_currency', '')) return self.rest_dump(results) + + @require_login + @rpc_catch_errors + def _trades(self): + """ + Handler for /trades. + + Returns the X last trades in json format + """ + last_trades_number = request.args.get('last_trades_number', 0) + last_trades_number = int(last_trades_number) + results = self._rpc_trade_history(last_trades_number) + return self.rest_dump(results) @require_login @rpc_catch_errors diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index a0f50b070..b0c045e4a 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -226,6 +226,53 @@ class RPC: for key, value in profit_days.items() ] + def _rpc_trade_history( + self, last_trades_number: int) -> List[List[Any]]: + """ Returns the X last trades """ + if last_trades_number > 0: + trades = Trade.get_trades().order_by(Trade.id.desc()).limit(last_trades_number) + else: + trades = Trade.get_trades().order_by(Trade.id.desc()).all() + + output = [] + + for trade in trades: + output.append({ + 'id': trade.id, + 'pair': trade.pair, + 'exchange': trade.exchange, + 'is_open': trade.is_open if trade.is_open is not None else 0, + 'open_rate': trade.open_rate, + 'close_rate': trade.close_rate, + 'fee_open': trade.fee_open, + 'fee_close': trade.fee_close, + 'open_rate_requested': trade.open_rate_requested, + 'open_trade_price': trade.open_trade_price, + 'close_rate_requested': trade.close_rate_requested, + 'close_profit': trade.close_profit, + 'close_profit_abs': trade.close_profit_abs, + 'stake_amount': trade.stake_amount, + 'amount': trade.amount, + 'open_date': trade.open_date, + 'close_date': trade.close_date, + 'open_order_id': trade.open_order_id, + 'stop_loss': trade.stop_loss, + 'stop_loss_pct': trade.stop_loss_pct, + 'initial_stop_loss': trade.initial_stop_loss, + 'initial_stop_loss_pct': trade.initial_stop_loss_pct, + 'stoploss_order_id': trade.stoploss_order_id, + 'stoploss_last_update': trade.stoploss_last_update, + 'max_rate': trade.max_rate, + 'min_rate': trade.min_rate, + 'sell_reason': trade.sell_reason, + 'strategy': trade.strategy, + 'ticker_interval': trade.ticker_interval, + }) + + return { + "trades" : output + } + def _rpc_trade_statistics( self, stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]: """ Returns cumulative profit statistics """ diff --git a/scripts/rest_client.py b/scripts/rest_client.py index ccb33604f..5cbdd8e07 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -156,6 +156,13 @@ class FtRestClient(): """ return self._get("show_config") + def history(self, number=None): + """Return the amount of open trades. + + :return: json object + """ + return self._get("trades", params={"last_trades_number": number} if number else 0) + def whitelist(self): """Show the current whitelist. From 15c45b984d20d3079875d4b1480e9bac0067b7cd Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Sun, 5 Apr 2020 16:47:46 +0200 Subject: [PATCH 140/417] removing whitespace --- freqtrade/rpc/api_server.py | 2 +- freqtrade/rpc/rpc.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 7e0cdd71d..d2fb5bfad 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -358,7 +358,7 @@ class ApiServer(RPC): results = self._rpc_balance(self._config['stake_currency'], self._config.get('fiat_display_currency', '')) return self.rest_dump(results) - + @require_login @rpc_catch_errors def _trades(self): diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index b0c045e4a..a3506816b 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -270,7 +270,7 @@ class RPC: }) return { - "trades" : output + "trades": output } def _rpc_trade_statistics( From 8555c5b2110b29a65d20843fa1a66bf79a3a8219 Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Sun, 5 Apr 2020 17:03:51 +0200 Subject: [PATCH 141/417] fix return value --- freqtrade/rpc/rpc.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index a3506816b..01e593e82 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -227,7 +227,7 @@ class RPC: ] def _rpc_trade_history( - self, last_trades_number: int) -> List[List[Any]]: + self, last_trades_number: int) -> Dict[str, List[Dict[str, Any]]]: """ Returns the X last trades """ if last_trades_number > 0: trades = Trade.get_trades().order_by(Trade.id.desc()).limit(last_trades_number) From 6256025c73ae59ce9f9f3c9e52216bd157db0a22 Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Mon, 6 Apr 2020 11:00:31 +0200 Subject: [PATCH 142/417] various adjustement from PR discussion --- freqtrade/persistence.py | 15 +++++++++++++- freqtrade/rpc/api_server.py | 5 ++--- freqtrade/rpc/rpc.py | 41 ++++++------------------------------- scripts/rest_client.py | 7 ++++--- 4 files changed, 26 insertions(+), 42 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 0d668596c..b0ef4bd8f 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -188,7 +188,7 @@ class Trade(_DECL_BASE): fee_close = Column(Float, nullable=False, default=0.0) open_rate = Column(Float) open_rate_requested = Column(Float) - # open_trade_price - calcuated via _calc_open_trade_price + # open_trade_price - calculated via _calc_open_trade_price open_trade_price = Column(Float) close_rate = Column(Float) close_rate_requested = Column(Float) @@ -233,6 +233,9 @@ class Trade(_DECL_BASE): return { 'trade_id': self.id, 'pair': self.pair, + 'is_open': self.is_open, + 'fee_open': self.fee_open, + 'fee_close': self.fee_close, 'open_date_hum': arrow.get(self.open_date).humanize(), 'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"), 'close_date_hum': (arrow.get(self.close_date).humanize() @@ -240,14 +243,24 @@ class Trade(_DECL_BASE): 'close_date': (self.close_date.strftime("%Y-%m-%d %H:%M:%S") if self.close_date else None), 'open_rate': self.open_rate, + 'open_rate_requested': self.open_rate_requested, + 'open_trade_price': self.open_trade_price, 'close_rate': self.close_rate, + 'close_rate_requested': self.close_rate_requested, 'amount': round(self.amount, 8), 'stake_amount': round(self.stake_amount, 8), + 'close_profit': self.close_profit, + 'sell_reason': self.sell_reason, 'stop_loss': self.stop_loss, 'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None, 'initial_stop_loss': self.initial_stop_loss, 'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100 if self.initial_stop_loss_pct else None), + 'min_rate': self.min_rate, + 'max_rate': self.max_rate, + 'strategy': self.strategy, + 'ticker_interval': self.ticker_interval, + 'open_order_id': self.open_order_id, } def adjust_min_max_rates(self, current_price: float) -> None: diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index d2fb5bfad..0335bb151 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -367,9 +367,8 @@ class ApiServer(RPC): Returns the X last trades in json format """ - last_trades_number = request.args.get('last_trades_number', 0) - last_trades_number = int(last_trades_number) - results = self._rpc_trade_history(last_trades_number) + limit = int(request.args.get('limit', 0)) + results = self._rpc_trade_history(limit) return self.rest_dump(results) @require_login diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 01e593e82..b78856265 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -227,50 +227,21 @@ class RPC: ] def _rpc_trade_history( - self, last_trades_number: int) -> Dict[str, List[Dict[str, Any]]]: + self, limit: int) -> Dict[str, List[Dict[str, Any]]]: """ Returns the X last trades """ - if last_trades_number > 0: - trades = Trade.get_trades().order_by(Trade.id.desc()).limit(last_trades_number) + if limit > 0: + trades = Trade.get_trades().order_by(Trade.id.desc()).limit(limit) else: trades = Trade.get_trades().order_by(Trade.id.desc()).all() output = [] for trade in trades: - output.append({ - 'id': trade.id, - 'pair': trade.pair, - 'exchange': trade.exchange, - 'is_open': trade.is_open if trade.is_open is not None else 0, - 'open_rate': trade.open_rate, - 'close_rate': trade.close_rate, - 'fee_open': trade.fee_open, - 'fee_close': trade.fee_close, - 'open_rate_requested': trade.open_rate_requested, - 'open_trade_price': trade.open_trade_price, - 'close_rate_requested': trade.close_rate_requested, - 'close_profit': trade.close_profit, - 'close_profit_abs': trade.close_profit_abs, - 'stake_amount': trade.stake_amount, - 'amount': trade.amount, - 'open_date': trade.open_date, - 'close_date': trade.close_date, - 'open_order_id': trade.open_order_id, - 'stop_loss': trade.stop_loss, - 'stop_loss_pct': trade.stop_loss_pct, - 'initial_stop_loss': trade.initial_stop_loss, - 'initial_stop_loss_pct': trade.initial_stop_loss_pct, - 'stoploss_order_id': trade.stoploss_order_id, - 'stoploss_last_update': trade.stoploss_last_update, - 'max_rate': trade.max_rate, - 'min_rate': trade.min_rate, - 'sell_reason': trade.sell_reason, - 'strategy': trade.strategy, - 'ticker_interval': trade.ticker_interval, - }) + output.append(trade.to_json()) return { - "trades": output + "trades": output, + "trades_count": len(output) } def _rpc_trade_statistics( diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 5cbdd8e07..116c00063 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -156,12 +156,13 @@ class FtRestClient(): """ return self._get("show_config") - def history(self, number=None): - """Return the amount of open trades. + def history(self, limit=None): + """Return trades history. + :param limit: Limits trades to the X last trades . No limit to get all the trades. :return: json object """ - return self._get("trades", params={"last_trades_number": number} if number else 0) + return self._get("trades", params={"limit": limit} if limit else 0) def whitelist(self): """Show the current whitelist. From a1e81a51efcc8497e1cdae8cb0303d894b6f2a17 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Apr 2020 09:09:54 +0000 Subject: [PATCH 143/417] Bump ccxt from 1.25.38 to 1.25.81 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.25.38 to 1.25.81. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.25.38...1.25.81) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 3c9802990..7e873aa83 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.25.38 +ccxt==1.25.81 SQLAlchemy==1.3.15 python-telegram-bot==12.5 arrow==0.15.5 From 5de7ee3bdb1f11d3ae082face12a960c804136db Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Apr 2020 09:10:07 +0000 Subject: [PATCH 144/417] Bump plotly from 4.5.4 to 4.6.0 Bumps [plotly](https://github.com/plotly/plotly.py) from 4.5.4 to 4.6.0. - [Release notes](https://github.com/plotly/plotly.py/releases) - [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md) - [Commits](https://github.com/plotly/plotly.py/compare/v4.5.4...v4.6.0) Signed-off-by: dependabot-preview[bot] --- requirements-plot.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-plot.txt b/requirements-plot.txt index 7a5b21e2d..3db48a201 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,5 +1,5 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==4.5.4 +plotly==4.6.0 From 144d252e19bff28837f3f22fb29b3d42024e99eb Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Apr 2020 09:10:30 +0000 Subject: [PATCH 145/417] Bump flask from 1.1.1 to 1.1.2 Bumps [flask](https://github.com/pallets/flask) from 1.1.1 to 1.1.2. - [Release notes](https://github.com/pallets/flask/releases) - [Changelog](https://github.com/pallets/flask/blob/master/CHANGES.rst) - [Commits](https://github.com/pallets/flask/compare/1.1.1...1.1.2) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 3c9802990..310383680 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -24,7 +24,7 @@ python-rapidjson==0.9.1 sdnotify==0.3.2 # Api server -flask==1.1.1 +flask==1.1.2 # Support for colorized terminal output colorama==0.4.3 From 0b30cb7f8f42fd0e1fe430c3ec5299fda03dec09 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Apr 2020 09:11:33 +0000 Subject: [PATCH 146/417] Bump pytest-mock from 2.0.0 to 3.0.0 Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 2.0.0 to 3.0.0. - [Release notes](https://github.com/pytest-dev/pytest-mock/releases) - [Changelog](https://github.com/pytest-dev/pytest-mock/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest-mock/compare/v2.0.0...v3.0.0) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 01f189c56..814003cbf 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -11,7 +11,7 @@ mypy==0.770 pytest==5.4.1 pytest-asyncio==0.10.0 pytest-cov==2.8.1 -pytest-mock==2.0.0 +pytest-mock==3.0.0 pytest-random-order==1.0.4 # Convert jupyter notebooks to markdown documents From be76e3c55482e9ae55bc820ca8b8e53dec247b75 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Apr 2020 09:23:21 +0000 Subject: [PATCH 147/417] Bump python-telegram-bot from 12.5 to 12.5.1 Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.5 to 12.5.1. - [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases) - [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst) - [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v12.5...v12.5.1) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 7e873aa83..7f2b39ff2 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -2,7 +2,7 @@ # mainly used for Raspberry pi installs ccxt==1.25.81 SQLAlchemy==1.3.15 -python-telegram-bot==12.5 +python-telegram-bot==12.5.1 arrow==0.15.5 cachetools==4.0.0 requests==2.23.0 From 815660c0700726d7c7cb9a8b82bf9e76186f016f Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Mon, 6 Apr 2020 11:32:00 +0200 Subject: [PATCH 148/417] fix tests --- tests/rpc/test_rpc.py | 24 ++++++++++++++++++++++++ 1 file changed, 24 insertions(+) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 47ffb771b..875a234b2 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -49,6 +49,18 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'base_currency': 'BTC', 'open_date': ANY, 'open_date_hum': ANY, + 'is_open': ANY, + 'fee_open': ANY, + 'fee_close': ANY, + 'open_rate_requested': ANY, + 'open_trade_price': ANY, + 'close_rate_requested': ANY, + 'sell_reason': ANY, + 'min_rate': ANY, + 'max_rate': ANY, + 'strategy': ANY, + 'ticker_interval': ANY, + 'open_order_id': ANY, 'close_date': None, 'close_date_hum': None, 'open_rate': 1.098e-05, @@ -76,6 +88,18 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'base_currency': 'BTC', 'open_date': ANY, 'open_date_hum': ANY, + 'is_open': ANY, + 'fee_open': ANY, + 'fee_close': ANY, + 'open_rate_requested': ANY, + 'open_trade_price': ANY, + 'close_rate_requested': ANY, + 'sell_reason': ANY, + 'min_rate': ANY, + 'max_rate': ANY, + 'strategy': ANY, + 'ticker_interval': ANY, + 'open_order_id': ANY, 'close_date': None, 'close_date_hum': None, 'open_rate': 1.098e-05, From d5609d49972f2d8ddc873b945090bba2635db00f Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Mon, 6 Apr 2020 13:12:32 +0200 Subject: [PATCH 149/417] Changed back to progressbar2 for better handling of logger. Coloring still needs some work (bug + what colors to use) --- freqtrade/optimize/hyperopt.py | 107 ++++++++++++++++++--------------- requirements-hyperopt.txt | 2 +- setup.py | 1 + 3 files changed, 59 insertions(+), 51 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index a5921703f..1adaf54e1 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -22,7 +22,7 @@ from colorama import init as colorama_init from joblib import (Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects) from pandas import DataFrame, json_normalize, isna -from tqdm import tqdm +import progressbar import tabulate from os import path import io @@ -44,7 +44,8 @@ with warnings.catch_warnings(): from skopt import Optimizer from skopt.space import Dimension - +progressbar.streams.wrap_stderr() +progressbar.streams.wrap_stdout() logger = logging.getLogger(__name__) @@ -682,55 +683,67 @@ class Hyperopt: logger.info(f'Effective number of parallel workers used: {jobs}') # Define progressbar - self.progress_bar = tqdm( - total=self.total_epochs, ncols=108, unit=' Epoch', - bar_format='Epoch {n_fmt}/{total_fmt} ({percentage:3.0f}%)|{bar}|' - ' [{elapsed}<{remaining} {rate_fmt}{postfix}]' - ) + if self.print_colorized: + widgets = [ + ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs), + ' (', progressbar.Percentage(), ')] ', + progressbar.Bar(marker=progressbar.AnimatedMarker( + fill='█', + fill_wrap='\x1b[32m{}\x1b[39m', + marker_wrap='\x1b[31m{}\x1b[39m', + )), + ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', + ] + else: + widgets = [ + ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs), '] ', + progressbar.Bar(marker='█'), + ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', + ] + with progressbar.ProgressBar( + maxval=self.total_epochs, redirect_stdout=True, redirect_stderr=True, + widgets=widgets + ) as pbar: + EVALS = ceil(self.total_epochs / jobs) + for i in range(EVALS): + # Correct the number of epochs to be processed for the last + # iteration (should not exceed self.total_epochs in total) + n_rest = (i + 1) * jobs - self.total_epochs + current_jobs = jobs - n_rest if n_rest > 0 else jobs - EVALS = ceil(self.total_epochs / jobs) - for i in range(EVALS): - # Correct the number of epochs to be processed for the last - # iteration (should not exceed self.total_epochs in total) - n_rest = (i + 1) * jobs - self.total_epochs - current_jobs = jobs - n_rest if n_rest > 0 else jobs + asked = self.opt.ask(n_points=current_jobs) + f_val = self.run_optimizer_parallel(parallel, asked, i) + self.opt.tell(asked, [v['loss'] for v in f_val]) + self.fix_optimizer_models_list() - asked = self.opt.ask(n_points=current_jobs) - f_val = self.run_optimizer_parallel(parallel, asked, i) - self.opt.tell(asked, [v['loss'] for v in f_val]) - self.fix_optimizer_models_list() + # Calculate progressbar outputs + for j, val in enumerate(f_val): + # Use human-friendly indexes here (starting from 1) + current = i * jobs + j + 1 + val['current_epoch'] = current + val['is_initial_point'] = current <= INITIAL_POINTS - # Calculate progressbar outputs - for j, val in enumerate(f_val): - # Use human-friendly indexes here (starting from 1) - current = i * jobs + j + 1 - val['current_epoch'] = current - val['is_initial_point'] = current <= INITIAL_POINTS - logger.debug(f"Optimizer epoch evaluated: {val}") + logger.debug(f"Optimizer epoch evaluated: {val}") - is_best = self.is_best_loss(val, self.current_best_loss) - # This value is assigned here and not in the optimization method - # to keep proper order in the list of results. That's because - # evaluations can take different time. Here they are aligned in the - # order they will be shown to the user. - val['is_best'] = is_best - output = self.get_results(val) - if output: - self.progress_bar.write(output) - self.progress_bar.ncols = 108 - self.progress_bar.update(1) + is_best = self.is_best_loss(val, self.current_best_loss) + # This value is assigned here and not in the optimization method + # to keep proper order in the list of results. That's because + # evaluations can take different time. Here they are aligned in the + # order they will be shown to the user. + val['is_best'] = is_best + self.print_results(val) - if is_best: - self.current_best_loss = val['loss'] - self.trials.append(val) - # Save results after each best epoch and every 100 epochs - if is_best or current % 100 == 0: - self.save_trials() - self.progress_bar.ncols = 108 - self.progress_bar.close() + if is_best: + self.current_best_loss = val['loss'] + self.trials.append(val) + + # Save results after each best epoch and every 100 epochs + if is_best or current % 100 == 0: + self.save_trials() + + pbar.update(current) except KeyboardInterrupt: - self.progress_bar.close() print('User interrupted..') self.save_trials(final=True) @@ -743,9 +756,3 @@ class Hyperopt: # This is printed when Ctrl+C is pressed quickly, before first epochs have # a chance to be evaluated. print("No epochs evaluated yet, no best result.") - - def __getstate__(self): - state = self.__dict__.copy() - del state['trials'] - del state['progress_bar'] - return state diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index 7469674cd..6df1eb157 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -7,4 +7,4 @@ scikit-learn==0.22.2.post1 scikit-optimize==0.7.4 filelock==3.0.12 joblib==0.14.1 -tqdm==4.43.0 +progressbar2==3.50.1 diff --git a/setup.py b/setup.py index 7890f862e..94c48a6a7 100644 --- a/setup.py +++ b/setup.py @@ -24,6 +24,7 @@ hyperopt = [ 'scikit-optimize', 'filelock', 'joblib', + 'progressbar2', ] develop = [ From c1f9595086b3a3b2f7871ac0818c878a9c11b876 Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Mon, 6 Apr 2020 15:49:24 +0200 Subject: [PATCH 150/417] fix broken tests --- tests/rpc/test_rpc_apiserver.py | 33 +++++++++++++++++++++++++++++++-- tests/test_persistence.py | 30 ++++++++++++++++++++++++++++-- 2 files changed, 59 insertions(+), 4 deletions(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index e0abd886d..79073825d 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -444,7 +444,22 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'stake_amount': 0.001, 'stop_loss': 0.0, 'stop_loss_pct': None, - 'trade_id': 1}] + 'trade_id': 1, + 'close_rate_requested': None, + 'current_profit': -0.41, + 'current_rate': 1.099e-05, + 'fee_close': 0.0025, + 'fee_open': 0.0025, + 'open_date': ANY, + 'is_open': True, + 'max_rate': 0.0, + 'min_rate': None, + 'open_order_id': ANY, + 'open_rate_requested': 1.098e-05, + 'open_trade_price': 0.0010025, + 'sell_reason': None, + 'strategy': 'DefaultStrategy', + 'ticker_interval': 5}] def test_api_version(botclient): @@ -533,7 +548,21 @@ def test_api_forcebuy(botclient, mocker, fee): 'stake_amount': 1, 'stop_loss': None, 'stop_loss_pct': None, - 'trade_id': None} + 'trade_id': None, + 'close_profit': None, + 'close_rate_requested': None, + 'fee_close': 0.0025, + 'fee_open': 0.0025, + 'is_open': False, + 'max_rate': None, + 'min_rate': None, + 'open_order_id': '123456', + 'open_rate_requested': None, + 'open_trade_price': 0.2460546025, + 'sell_reason': None, + 'strategy': None, + 'ticker_interval': None + } def test_api_forcesell(botclient, mocker, ticker, fee, markets): diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 991922cba..c6de10e3d 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -777,18 +777,31 @@ def test_to_json(default_conf, fee): assert result == {'trade_id': None, 'pair': 'ETH/BTC', + 'is_open': None, 'open_date_hum': '2 hours ago', 'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"), + 'open_order_id': 'dry_run_buy_12345', 'close_date_hum': None, 'close_date': None, 'open_rate': 0.123, + 'open_rate_requested': None, + 'open_trade_price': 15.1668225, + 'fee_close': 0.0025, + 'fee_open': 0.0025, 'close_rate': None, + 'close_rate_requested': None, 'amount': 123.0, 'stake_amount': 0.001, + 'close_profit': None, + 'sell_reason': None, 'stop_loss': None, 'stop_loss_pct': None, 'initial_stop_loss': None, - 'initial_stop_loss_pct': None} + 'initial_stop_loss_pct': None, + 'min_rate': None, + 'max_rate': None, + 'strategy': None, + 'ticker_interval': None} # Simulate dry_run entries trade = Trade( @@ -819,7 +832,20 @@ def test_to_json(default_conf, fee): 'stop_loss': None, 'stop_loss_pct': None, 'initial_stop_loss': None, - 'initial_stop_loss_pct': None} + 'initial_stop_loss_pct': None, + 'close_profit': None, + 'close_rate_requested': None, + 'fee_close': 0.0025, + 'fee_open': 0.0025, + 'is_open': None, + 'max_rate': None, + 'min_rate': None, + 'open_order_id': None, + 'open_rate_requested': None, + 'open_trade_price': 12.33075, + 'sell_reason': None, + 'strategy': None, + 'ticker_interval': None} def test_stoploss_reinitialization(default_conf, fee): From 20abb379aaeaea97f63b193d5e1a2caddb892533 Mon Sep 17 00:00:00 2001 From: orehunt Date: Mon, 6 Apr 2020 15:49:59 +0200 Subject: [PATCH 151/417] trim trades to the available ohlcv data before plotting profits --- freqtrade/data/btanalysis.py | 13 ++++++++++--- freqtrade/plot/plotting.py | 3 +++ 2 files changed, 13 insertions(+), 3 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 23a9f720c..780980ad6 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -151,13 +151,20 @@ def load_trades(source: str, db_url: str, exportfilename: Path, return load_backtest_data(exportfilename) -def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame: +def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame, + date_index=False) -> pd.DataFrame: """ Compare trades and backtested pair DataFrames to get trades performed on backtested period :return: the DataFrame of a trades of period """ - trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) & - (trades['close_time'] <= dataframe.iloc[-1]['date'])] + if date_index: + trades_start = dataframe.index[0] + trades_stop = dataframe.index[-1] + else: + trades_start = dataframe.iloc[0]['date'] + trades_stop = dataframe.iloc[-1]['date'] + trades = trades.loc[(trades['open_time'] >= trades_start) & + (trades['close_time'] <= trades_stop)] return trades diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 5da067069..6dcb71cc4 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -385,6 +385,9 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame], # Combine close-values for all pairs, rename columns to "pair" df_comb = combine_dataframes_with_mean(data, "close") + # Trim trades to available OHLCV data + trades = extract_trades_of_period(df_comb, trades, date_index=True) + # Add combined cumulative profit df_comb = create_cum_profit(df_comb, trades, 'cum_profit', timeframe) From 2444fb9cd6afe8fe9cd086872d7e6d0b29e95ab7 Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Mon, 6 Apr 2020 15:56:57 +0200 Subject: [PATCH 152/417] fix broken tests: remove duplicated value --- tests/rpc/test_rpc_apiserver.py | 1 - 1 file changed, 1 deletion(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 79073825d..c96f68f29 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -446,7 +446,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'stop_loss_pct': None, 'trade_id': 1, 'close_rate_requested': None, - 'current_profit': -0.41, 'current_rate': 1.099e-05, 'fee_close': 0.0025, 'fee_open': 0.0025, From 200111fef6b4b8ff90818a4e76d6caa207fb4034 Mon Sep 17 00:00:00 2001 From: Ork Blutt Date: Mon, 6 Apr 2020 16:07:43 +0200 Subject: [PATCH 153/417] fix method return value --- freqtrade/rpc/rpc.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index b78856265..35386760d 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -227,7 +227,7 @@ class RPC: ] def _rpc_trade_history( - self, limit: int) -> Dict[str, List[Dict[str, Any]]]: + self, limit: int) -> Dict: """ Returns the X last trades """ if limit > 0: trades = Trade.get_trades().order_by(Trade.id.desc()).limit(limit) From c95906cfcf89210b7045fc9f95ace14aa6c2cc31 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Tue, 7 Apr 2020 10:42:15 +0200 Subject: [PATCH 154/417] Update hyperopt.py --- freqtrade/optimize/hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 1adaf54e1..a839d2111 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -649,7 +649,7 @@ class Hyperopt: self.hyperopt_table_header = -1 data, timerange = self.backtesting.load_bt_data() - preprocessed = self.backtesting.strategy.tickerdata_to_dataframe(data) + preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data) # Trim startup period from analyzed dataframe for pair, df in preprocessed.items(): preprocessed[pair] = trim_dataframe(df, timerange) From 132f5f73f5bd7c083891802704e7bb208b12012b Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Tue, 7 Apr 2020 10:44:18 +0200 Subject: [PATCH 155/417] Update hyperopt.py --- freqtrade/optimize/hyperopt.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index a839d2111..bf32997c1 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -650,6 +650,7 @@ class Hyperopt: data, timerange = self.backtesting.load_bt_data() preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data) + # Trim startup period from analyzed dataframe for pair, df in preprocessed.items(): preprocessed[pair] = trim_dataframe(df, timerange) From bdc85ec89b23a99abebe8722da799d81c42a208c Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 7 Apr 2020 19:42:16 +0200 Subject: [PATCH 156/417] Move create_mock_tests to conftest and add test for test_trade-history --- tests/conftest.py | 46 +++++++++++++++++++++++++++++++++ tests/data/test_btanalysis.py | 2 +- tests/rpc/test_rpc.py | 28 +++++++++++++++++++- tests/test_persistence.py | 48 +---------------------------------- 4 files changed, 75 insertions(+), 49 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 64d0cd5ee..da1fbd6d4 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -166,6 +166,52 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None: freqtrade.exchange.refresh_latest_ohlcv = lambda p: None +def create_mock_trades(fee): + """ + Create some fake trades ... + """ + # 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, + close_rate=0.128, + close_profit=0.005, + 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) + + @pytest.fixture(autouse=True) def patch_coingekko(mocker) -> None: """ diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 463e5ae36..0edad8e78 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -15,7 +15,7 @@ from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, load_backtest_data, load_trades, load_trades_from_db) from freqtrade.data.history import load_data, load_pair_history -from tests.test_persistence import create_mock_trades +from tests.conftest import create_mock_trades def test_load_backtest_data(testdatadir): diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 875a234b2..d2af4bd87 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -13,7 +13,7 @@ from freqtrade.persistence import Trade from freqtrade.rpc import RPC, RPCException from freqtrade.rpc.fiat_convert import CryptoToFiatConverter from freqtrade.state import State -from tests.conftest import get_patched_freqtradebot, patch_get_signal +from tests.conftest import get_patched_freqtradebot, patch_get_signal, create_mock_trades # Functions for recurrent object patching @@ -211,6 +211,32 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee, rpc._rpc_daily_profit(0, stake_currency, fiat_display_currency) +def test_rpc_trade_history(mocker, default_conf, markets, fee): + mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=markets) + ) + + freqtradebot = get_patched_freqtradebot(mocker, default_conf) + create_mock_trades(fee) + rpc = RPC(freqtradebot) + rpc._fiat_converter = CryptoToFiatConverter() + trades = rpc._rpc_trade_history(2) + assert len(trades['trades']) == 2 + assert trades['trades_count'] == 2 + assert isinstance(trades['trades'][0], dict) + assert isinstance(trades['trades'][1], dict) + + trades = rpc._rpc_trade_history(0) + assert len(trades['trades']) == 3 + assert trades['trades_count'] == 3 + # The first trade is for ETH ... sorting is descending + assert trades['trades'][-1]['pair'] == 'ETH/BTC' + assert trades['trades'][0]['pair'] == 'ETC/BTC' + assert trades['trades'][1]['pair'] == 'ETC/BTC' + + def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee, limit_buy_order, limit_sell_order, mocker) -> None: mocker.patch.multiple( diff --git a/tests/test_persistence.py b/tests/test_persistence.py index c6de10e3d..ceac24356 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -9,53 +9,7 @@ from sqlalchemy import create_engine from freqtrade import constants from freqtrade.exceptions import OperationalException from freqtrade.persistence import Trade, clean_dry_run_db, init -from tests.conftest import log_has - - -def create_mock_trades(fee): - """ - Create some fake trades ... - """ - # 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, - close_rate=0.128, - close_profit=0.005, - 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) +from tests.conftest import log_has, create_mock_trades def test_init_create_session(default_conf): From 296c616ce7c2595ec65ba11d4c0ad0d7e670721f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 7 Apr 2020 19:50:13 +0200 Subject: [PATCH 157/417] Add test for api-trades call --- tests/rpc/test_rpc_apiserver.py | 26 +++++++++++++++++++++++++- 1 file changed, 25 insertions(+), 1 deletion(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index c96f68f29..6548790cb 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -13,7 +13,7 @@ from freqtrade.__init__ import __version__ from freqtrade.persistence import Trade from freqtrade.rpc.api_server import BASE_URI, ApiServer from freqtrade.state import State -from tests.conftest import get_patched_freqtradebot, log_has, patch_get_signal +from tests.conftest import get_patched_freqtradebot, log_has, patch_get_signal, create_mock_trades _TEST_USER = "FreqTrader" _TEST_PASS = "SuperSecurePassword1!" @@ -302,6 +302,30 @@ def test_api_daily(botclient, mocker, ticker, fee, markets): assert rc.json[0][0] == str(datetime.utcnow().date()) +def test_api_trades(botclient, mocker, ticker, fee, markets): + ftbot, client = botclient + patch_get_signal(ftbot, (True, False)) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=markets) + ) + rc = client_get(client, f"{BASE_URI}/trades") + assert_response(rc) + assert len(rc.json) == 2 + assert rc.json['trades_count'] == 0 + + create_mock_trades(fee) + + rc = client_get(client, f"{BASE_URI}/trades") + assert_response(rc) + assert len(rc.json['trades']) == 3 + assert rc.json['trades_count'] == 3 + rc = client_get(client, f"{BASE_URI}/trades?limit=2") + assert_response(rc) + assert len(rc.json['trades']) == 2 + assert rc.json['trades_count'] == 2 + + def test_api_edge_disabled(botclient, mocker, ticker, fee, markets): ftbot, client = botclient patch_get_signal(ftbot, (True, False)) From 492c2799dc78c38ece251c06f4377fdf03113b61 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 7 Apr 2020 19:52:34 +0200 Subject: [PATCH 158/417] Rename rest-client script history to trades --- scripts/rest_client.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/scripts/rest_client.py b/scripts/rest_client.py index 116c00063..b26c32479 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -156,10 +156,10 @@ class FtRestClient(): """ return self._get("show_config") - def history(self, limit=None): + def trades(self, limit=None): """Return trades history. - :param limit: Limits trades to the X last trades . No limit to get all the trades. + :param limit: Limits trades to the X last trades. No limit to get all the trades. :return: json object """ return self._get("trades", params={"limit": limit} if limit else 0) From 02192f28cd62a1fe4b0bf95545f718079122b715 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 8 Apr 2020 07:56:21 +0200 Subject: [PATCH 159/417] Small stylistic updates --- freqtrade/rpc/rpc.py | 8 ++------ 1 file changed, 2 insertions(+), 6 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 35386760d..8645e466e 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -226,18 +226,14 @@ class RPC: for key, value in profit_days.items() ] - def _rpc_trade_history( - self, limit: int) -> Dict: + def _rpc_trade_history(self, limit: int) -> Dict: """ Returns the X last trades """ if limit > 0: trades = Trade.get_trades().order_by(Trade.id.desc()).limit(limit) else: trades = Trade.get_trades().order_by(Trade.id.desc()).all() - output = [] - - for trade in trades: - output.append(trade.to_json()) + output = [trade.to_json() for trade in trades] return { "trades": output, From 5cff72a42e1ab58d841d42cae43cf59f6fbcf932 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 Apr 2020 09:22:38 +0200 Subject: [PATCH 160/417] Improve logging to ensure which branch is used for buy order cancels --- freqtrade/freqtradebot.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 570f8bea8..16e4d4d2d 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -904,6 +904,7 @@ class FreqtradeBot: logger.info('Buy order %s for %s.', reason, trade) if corder.get('remaining', order['remaining']) == order['amount']: + logger.info('Buy order removed from database %s', trade) # if trade is not partially completed, just delete the trade Trade.session.delete(trade) Trade.session.flush() From 4707484a4cf8982bb9aa1548b5ba754356981d0d Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Thu, 9 Apr 2020 11:42:13 +0200 Subject: [PATCH 161/417] Fix issue with colring enabled + styling --- freqtrade/optimize/hyperopt.py | 27 +++++++++------------------ 1 file changed, 9 insertions(+), 18 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index fac613549..f34967af2 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -7,7 +7,6 @@ This module contains the hyperopt logic import locale import logging import random -import sys import warnings from math import ceil from collections import OrderedDict @@ -18,7 +17,6 @@ from typing import Any, Dict, List, Optional import rapidjson from colorama import Fore, Style -from colorama import init as colorama_init from joblib import (Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects) from pandas import DataFrame, json_normalize, isna @@ -268,17 +266,10 @@ class Hyperopt: Log results if it is better than any previous evaluation """ is_best = results['is_best'] - if not self.print_all: - # Print '\n' after each 100th epoch to separate dots from the log messages. - # Otherwise output is messy on a terminal. - print('.', end='' if results['current_epoch'] % 100 != 0 else None) # type: ignore - sys.stdout.flush() if self.print_all or is_best: - if not self.print_all: - # Separate the results explanation string from dots - print("\n") - print(self.get_result_table( + print( + self.get_result_table( self.config, results, self.total_epochs, self.print_all, self.print_colorized, self.hyperopt_table_header @@ -675,9 +666,6 @@ class Hyperopt: self.dimensions: List[Dimension] = self.hyperopt_space() self.opt = self.get_optimizer(self.dimensions, config_jobs) - if self.print_colorized: - colorama_init(autoreset=True) - try: with Parallel(n_jobs=config_jobs) as parallel: jobs = parallel._effective_n_jobs() @@ -690,15 +678,18 @@ class Hyperopt: ' (', progressbar.Percentage(), ')] ', progressbar.Bar(marker=progressbar.AnimatedMarker( fill='█', - fill_wrap='\x1b[32m{}\x1b[39m', - marker_wrap='\x1b[31m{}\x1b[39m', + fill_wrap=Fore.GREEN + '{}' + Fore.RESET, + marker_wrap=Style.BRIGHT + '{}' + Style.RESET_ALL, )), ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', ] else: widgets = [ - ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs), '] ', - progressbar.Bar(marker='█'), + ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs), + ' (', progressbar.Percentage(), ')] ', + progressbar.Bar(marker=progressbar.AnimatedMarker( + fill='█', + )), ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', ] with progressbar.ProgressBar( From 346e09fed1045b73a9fa5aa25fa8226660fb7356 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 Apr 2020 19:32:10 +0200 Subject: [PATCH 162/417] Add test verifying that cancel_order with empty remaining is causing the bug --- tests/test_freqtradebot.py | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index e37270bd3..2536d57db 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2204,14 +2204,11 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke caplog) -def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> None: +def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order) - mocker.patch.multiple( - 'freqtrade.exchange.Exchange', - cancel_order=cancel_order_mock - ) + mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock) freqtrade = FreqtradeBot(default_conf) @@ -2227,9 +2224,14 @@ def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> Non assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 + mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException) + assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) + assert log_has_re(r"Could not cancel buy order", caplog) + @pytest.mark.parametrize('cancelorder', [ {}, + {'remaining': None}, 'String Return value', 123 ]) From cbf5bf6735fa1b0aabfce9ba58fe370dd2d600c4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 Apr 2020 19:34:48 +0200 Subject: [PATCH 163/417] Add safe_value_fallback function --- freqtrade/misc.py | 15 +++++++++++++++ tests/test_misc.py | 15 ++++++++++++++- 2 files changed, 29 insertions(+), 1 deletion(-) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 1f52b75ec..ea7bab843 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -134,6 +134,21 @@ def round_dict(d, n): return {k: (round(v, n) if isinstance(v, float) else v) for k, v in d.items()} +def safe_value_fallback(dict1: dict, dict2: dict, key1: str, key2: str, default_value=None): + """ + Search a value in dict1, return this if it's not None. + Fall back to dict2 - return key2 from dict2 if it's not None. + Else falls back to None. + + """ + if key1 in dict1 and dict1[key1] is not None: + return dict1[key1] + else: + if key2 in dict2 and dict2[key2] is not None: + return dict2[key2] + return default_value + + def plural(num: float, singular: str, plural: str = None) -> str: return singular if (num == 1 or num == -1) else plural or singular + 's' diff --git a/tests/test_misc.py b/tests/test_misc.py index c1e23926b..1bb5b40af 100644 --- a/tests/test_misc.py +++ b/tests/test_misc.py @@ -9,7 +9,7 @@ import pytest from freqtrade.data.converter import ohlcv_to_dataframe from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json, file_load_json, format_ms_time, pair_to_filename, - plural, shorten_date) + plural, safe_value_fallback, shorten_date) def test_shorten_date() -> None: @@ -93,6 +93,19 @@ def test_format_ms_time() -> None: assert format_ms_time(date_in_epoch_ms) == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S') +def test_safe_value_fallback(): + dict1 = {'keya': None, 'keyb': 2, 'keyc': 5} + dict2 = {'keya': 20, 'keyb': None, 'keyc': 6} + assert safe_value_fallback(dict1, dict2, 'keya', 'keya') == 20 + assert safe_value_fallback(dict2, dict1, 'keya', 'keya') == 20 + + assert safe_value_fallback(dict1, dict2, 'keyb', 'keyb') == 2 + assert safe_value_fallback(dict2, dict1, 'keyb', 'keyb') == 2 + + assert safe_value_fallback(dict1, dict2, 'keyc', 'keyc') == 5 + assert safe_value_fallback(dict2, dict1, 'keyc', 'keyc') == 6 + + def test_plural() -> None: assert plural(0, "page") == "pages" assert plural(0.0, "page") == "pages" From f39706cabd78c35aaf668bf290ba4c79ae744bcb Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 Apr 2020 19:35:27 +0200 Subject: [PATCH 164/417] Fix #3130 - when corder['remaining'] contains none-type --- freqtrade/freqtradebot.py | 19 +++++++++++++------ 1 file changed, 13 insertions(+), 6 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 16e4d4d2d..b5c2ac4ee 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -20,6 +20,7 @@ from freqtrade.data.dataprovider import DataProvider from freqtrade.edge import Edge from freqtrade.exceptions import DependencyException, InvalidOrderException from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date +from freqtrade.misc import safe_value_fallback from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver @@ -892,18 +893,23 @@ class FreqtradeBot: """ if order['status'] != 'canceled': reason = "cancelled due to timeout" - corder = self.exchange.cancel_order(trade.open_order_id, trade.pair) - # Some exchanges don't return a dict here. - if not isinstance(corder, dict): + try: + corder = self.exchange.cancel_order(trade.open_order_id, trade.pair) + # Some exchanges don't return a dict here. + if not isinstance(corder, dict): + corder = {} + logger.info('Buy order %s for %s.', reason, trade) + except InvalidOrderException: corder = {} - logger.info('Buy order %s for %s.', reason, trade) + logger.exception( + f"Could not cancel buy order {trade.open_order_id} for pair {trade.pair}") else: # Order was cancelled already, so we can reuse the existing dict corder = order reason = "cancelled on exchange" logger.info('Buy order %s for %s.', reason, trade) - if corder.get('remaining', order['remaining']) == order['amount']: + if safe_value_fallback(corder, order, 'remaining', 'remaining') == order['amount']: logger.info('Buy order removed from database %s', trade) # if trade is not partially completed, just delete the trade Trade.session.delete(trade) @@ -915,7 +921,8 @@ class FreqtradeBot: # cancel_order may not contain the full order dict, so we need to fallback # to the order dict aquired before cancelling. # we need to fall back to the values from order if corder does not contain these keys. - trade.amount = order['amount'] - corder.get('remaining', order['remaining']) + trade.amount = order['amount'] - safe_value_fallback(corder, order, + 'remaining', 'remaining') trade.stake_amount = trade.amount * trade.open_rate # verify if fees were taken from amount to avoid problems during selling try: From c03f637f5b629b55e74c4b8e0405bc8f7767bd7e Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 9 Apr 2020 19:40:04 +0200 Subject: [PATCH 165/417] Improve safe_value_fallback test --- tests/test_misc.py | 12 ++++++++++-- 1 file changed, 10 insertions(+), 2 deletions(-) diff --git a/tests/test_misc.py b/tests/test_misc.py index 1bb5b40af..832bcb3a9 100644 --- a/tests/test_misc.py +++ b/tests/test_misc.py @@ -94,8 +94,8 @@ def test_format_ms_time() -> None: def test_safe_value_fallback(): - dict1 = {'keya': None, 'keyb': 2, 'keyc': 5} - dict2 = {'keya': 20, 'keyb': None, 'keyc': 6} + dict1 = {'keya': None, 'keyb': 2, 'keyc': 5, 'keyd': None} + dict2 = {'keya': 20, 'keyb': None, 'keyc': 6, 'keyd': None} assert safe_value_fallback(dict1, dict2, 'keya', 'keya') == 20 assert safe_value_fallback(dict2, dict1, 'keya', 'keya') == 20 @@ -105,6 +105,14 @@ def test_safe_value_fallback(): assert safe_value_fallback(dict1, dict2, 'keyc', 'keyc') == 5 assert safe_value_fallback(dict2, dict1, 'keyc', 'keyc') == 6 + assert safe_value_fallback(dict1, dict2, 'keyd', 'keyd') is None + assert safe_value_fallback(dict2, dict1, 'keyd', 'keyd') is None + assert safe_value_fallback(dict2, dict1, 'keyd', 'keyd', 1234) == 1234 + + assert safe_value_fallback(dict1, dict2, 'keyNo', 'keyNo') is None + assert safe_value_fallback(dict2, dict1, 'keyNo', 'keyNo') is None + assert safe_value_fallback(dict2, dict1, 'keyNo', 'keyNo', 1234) == 1234 + def test_plural() -> None: assert plural(0, "page") == "pages" From d9e54ab7a4b386a1faa89dbb995fceb1f1c90a92 Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Sat, 11 Apr 2020 17:42:19 +0200 Subject: [PATCH 166/417] Update freqtrade/optimize/hyperopt.py nice find Co-Authored-By: Matthias --- freqtrade/optimize/hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index f34967af2..4b9139681 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -677,7 +677,7 @@ class Hyperopt: ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs), ' (', progressbar.Percentage(), ')] ', progressbar.Bar(marker=progressbar.AnimatedMarker( - fill='█', + fill='\N{FULL BLOCK}', fill_wrap=Fore.GREEN + '{}' + Fore.RESET, marker_wrap=Style.BRIGHT + '{}' + Style.RESET_ALL, )), From 2c1c1c7f166871d1ba7ce95803426c50f85ff4df Mon Sep 17 00:00:00 2001 From: Fredrik81 Date: Sat, 11 Apr 2020 17:42:32 +0200 Subject: [PATCH 167/417] Update freqtrade/optimize/hyperopt.py nice find Co-Authored-By: Matthias --- freqtrade/optimize/hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 4b9139681..affd6f3b3 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -688,7 +688,7 @@ class Hyperopt: ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs), ' (', progressbar.Percentage(), ')] ', progressbar.Bar(marker=progressbar.AnimatedMarker( - fill='█', + fill='\N{FULL BLOCK}', )), ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', ] From 952d2f7513a7b28d6ee0fad8142169aeb6ebe166 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 12 Apr 2020 09:55:21 +0200 Subject: [PATCH 168/417] have version-detection fall back to freqtrade_commit this allows freqtrade --version to work in docker too. sample command: `docker-compose run --rm freqtrade -version` --- freqtrade/__init__.py | 9 ++++++++- 1 file changed, 8 insertions(+), 1 deletion(-) diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index ad432a20b..4da56c3aa 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -24,4 +24,11 @@ if __version__ == 'develop': # stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"') except Exception: # git not available, ignore - pass + try: + # Try Fallback to freqtrade_commit file (created by CI whild building docker image) + from pathlib import Path + versionfile = Path('./freqtrade_commit') + if versionfile.is_file(): + __version__ = f"docker-{versionfile.read_text()[:8]}" + except Exception: + pass From 4ee0cbb5751c2bdb67724d379c6f2e3b1d12b339 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 12 Apr 2020 10:40:02 +0200 Subject: [PATCH 169/417] Reset index to correctly gather index --- freqtrade/data/btanalysis.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 4505ea52a..a96e43dff 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -213,7 +213,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time' """ if len(trades) == 0: raise ValueError("Trade dataframe empty.") - profit_results = trades.sort_values(date_col) + profit_results = trades.sort_values(date_col).reset_index() max_drawdown_df = pd.DataFrame() max_drawdown_df['cumulative'] = profit_results[value_col].cumsum() max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax() From eac4dbcd287871aeff837b875d730118d2165081 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Apr 2020 08:30:31 +0000 Subject: [PATCH 170/417] Bump sqlalchemy from 1.3.15 to 1.3.16 Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.15 to 1.3.16. - [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases) - [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES) - [Commits](https://github.com/sqlalchemy/sqlalchemy/commits) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index eb6ed8464..4a5d66c09 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,7 +1,7 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs ccxt==1.25.81 -SQLAlchemy==1.3.15 +SQLAlchemy==1.3.16 python-telegram-bot==12.5.1 arrow==0.15.5 cachetools==4.0.0 From 350b4d5e7deaca04b36805503616f8f8001cad17 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Apr 2020 08:31:00 +0000 Subject: [PATCH 171/417] Bump coveralls from 1.11.1 to 2.0.0 Bumps [coveralls](https://github.com/coveralls-clients/coveralls-python) from 1.11.1 to 2.0.0. - [Release notes](https://github.com/coveralls-clients/coveralls-python/releases) - [Changelog](https://github.com/coveralls-clients/coveralls-python/blob/master/CHANGELOG.md) - [Commits](https://github.com/coveralls-clients/coveralls-python/compare/1.11.1...2.0.0) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 814003cbf..ae240d7c8 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -3,7 +3,7 @@ -r requirements-plot.txt -r requirements-hyperopt.txt -coveralls==1.11.1 +coveralls==2.0.0 flake8==3.7.9 flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 From cfcce0e657feb91f69198f426d9f91f2a46ea290 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Apr 2020 08:32:29 +0000 Subject: [PATCH 172/417] Bump mkdocs-material from 4.6.3 to 5.1.0 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 4.6.3 to 5.1.0. - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/4.6.3...5.1.0) Signed-off-by: dependabot-preview[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 48ade026e..138b6e862 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==4.6.3 +mkdocs-material==5.1.0 mdx_truly_sane_lists==1.2 From fb0d76b94a73c4764adff2fc89dbf98bfc2e5589 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Apr 2020 11:47:12 +0000 Subject: [PATCH 173/417] Bump cachetools from 4.0.0 to 4.1.0 Bumps [cachetools](https://github.com/tkem/cachetools) from 4.0.0 to 4.1.0. - [Release notes](https://github.com/tkem/cachetools/releases) - [Changelog](https://github.com/tkem/cachetools/blob/master/CHANGELOG.rst) - [Commits](https://github.com/tkem/cachetools/compare/v4.0.0...v4.1.0) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 4a5d66c09..e22bebf28 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -4,7 +4,7 @@ ccxt==1.25.81 SQLAlchemy==1.3.16 python-telegram-bot==12.5.1 arrow==0.15.5 -cachetools==4.0.0 +cachetools==4.1.0 requests==2.23.0 urllib3==1.25.8 wrapt==1.12.1 From a166fc887f27e1670ea29f38155059206e85e8cf Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Apr 2020 11:47:14 +0000 Subject: [PATCH 174/417] Bump python-telegram-bot from 12.5.1 to 12.6.1 Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.5.1 to 12.6.1. - [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases) - [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst) - [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v12.5.1...v12.6.1) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 4a5d66c09..e1572e215 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -2,7 +2,7 @@ # mainly used for Raspberry pi installs ccxt==1.25.81 SQLAlchemy==1.3.16 -python-telegram-bot==12.5.1 +python-telegram-bot==12.6.1 arrow==0.15.5 cachetools==4.0.0 requests==2.23.0 From a1d2124e450db4993c9d0bd8c81db0aab8f59fc2 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Apr 2020 12:29:38 +0000 Subject: [PATCH 175/417] Bump ccxt from 1.25.81 to 1.26.12 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.25.81 to 1.26.12. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.25.81...1.26.12) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index ca8918caf..a6a0fb78e 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.25.81 +ccxt==1.26.12 SQLAlchemy==1.3.16 python-telegram-bot==12.6.1 arrow==0.15.5 From ddf37ef059655c93ec9109382815e683ae834dd2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 08:02:42 +0200 Subject: [PATCH 176/417] Add test to demonstrate that the dataframe is not changed --- freqtrade/data/btanalysis.py | 2 +- tests/data/test_btanalysis.py | 6 ++++++ 2 files changed, 7 insertions(+), 1 deletion(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index a96e43dff..0c2fbff1e 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -213,7 +213,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time' """ if len(trades) == 0: raise ValueError("Trade dataframe empty.") - profit_results = trades.sort_values(date_col).reset_index() + profit_results = trades.sort_values(date_col).reset_index(drop=True) max_drawdown_df = pd.DataFrame() max_drawdown_df['cumulative'] = profit_results[value_col].cumsum() max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax() diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 4eec20976..7b894cccc 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -201,7 +201,13 @@ def test_calculate_max_drawdown2(): dates = [Arrow(2020, 1, 1).shift(days=i) for i in range(len(values))] df = DataFrame(zip(values, dates), columns=['profit', 'open_time']) + # sort by profit and reset index + df = df.sort_values('profit').reset_index(drop=True) + df1 = df.copy() drawdown, h, low = calculate_max_drawdown(df, date_col='open_time', value_col='profit') + # Ensure df has not been altered. + assert df.equals(df1) + assert isinstance(drawdown, float) # High must be before low assert h < low From 55a052bcf6853e0b1a6e2e21b3d1ff61d730db40 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 08:05:46 +0200 Subject: [PATCH 177/417] fix typo in comment Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- freqtrade/__init__.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index 4da56c3aa..e96e7f530 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -25,7 +25,7 @@ if __version__ == 'develop': except Exception: # git not available, ignore try: - # Try Fallback to freqtrade_commit file (created by CI whild building docker image) + # Try Fallback to freqtrade_commit file (created by CI while building docker image) from pathlib import Path versionfile = Path('./freqtrade_commit') if versionfile.is_file(): From cfe1e4876a00196cd40b938360042d08468b8ca2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 19:20:47 +0200 Subject: [PATCH 178/417] Improve testcase for cancel_order_empty --- freqtrade/exchange/exchange.py | 2 +- tests/exchange/test_exchange.py | 2 ++ 2 files changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 073e28659..ad4824a10 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -908,7 +908,7 @@ class Exchange: :param order: Order dict as returned from get_order() :return: True if order has been cancelled without being filled, False otherwise. """ - return order['status'] in ('closed', 'canceled') and order.get('filled') == 0.0 + return order.get('status') in ('closed', 'canceled') and order.get('filled') == 0.0 @retrier def cancel_order(self, order_id: str, pair: str) -> None: diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 7f03eb547..cc3f95735 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1711,6 +1711,8 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name): ({'status': 'closed', 'filled': 0.0}, True), ({'status': 'canceled', 'filled': 0.0}, True), ({'status': 'canceled', 'filled': 10.0}, False), + ({'status': 'unknown', 'filled': 10.0}, False), + ({'result': 'testest123'}, False), ]) def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order, result): exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) From 7c15375f5da6fb66efc00f356486eb4a5736534d Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 20:20:36 +0200 Subject: [PATCH 179/417] Add log_on_refresh - using TTL caching to avoid spamming logs --- freqtrade/pairlist/IPairList.py | 23 +++++++++++++++++++++++ 1 file changed, 23 insertions(+) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index 35844a99e..e57bc4e88 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -9,6 +9,8 @@ from abc import ABC, abstractmethod, abstractproperty from copy import deepcopy from typing import Any, Dict, List +from cachetools import TTLCache, cached + from freqtrade.exchange import market_is_active logger = logging.getLogger(__name__) @@ -31,6 +33,9 @@ class IPairList(ABC): self._config = config self._pairlistconfig = pairlistconfig self._pairlist_pos = pairlist_pos + self.refresh_period = self._pairlistconfig.get('refresh_period', 1800) + self._last_refresh = 0 + self._log_cache = TTLCache(maxsize=1024, ttl=self.refresh_period) @property def name(self) -> str: @@ -40,6 +45,24 @@ class IPairList(ABC): """ return self.__class__.__name__ + def log_on_refresh(self, logmethod, message: str) -> None: + """ + Logs message - not more often than "refresh_period" to avoid log spamming + Logs the log-message as debug as well to simplify debugging. + :param logmethod: Function that'll be called. Most likely `logger.info`. + :param message: String containing the message to be sent to the function. + :return: None. + """ + + @cached(cache=self._log_cache) + def _log_on_refresh(logmethod, message: str): + logmethod(message) + + # Log as debug first + logger.debug(message) + # Call hidden function. + _log_on_refresh(logmethod, message) + @abstractproperty def needstickers(self) -> bool: """ From 5d876ca0a359f129a79a3f486216261734fd9003 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 20:21:10 +0200 Subject: [PATCH 180/417] Use log-spamprevention methods --- freqtrade/pairlist/PriceFilter.py | 4 ++-- freqtrade/pairlist/SpreadFilter.py | 6 +++--- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index dc02ae251..7ea1e6003 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -43,8 +43,8 @@ class PriceFilter(IPairList): compare = ticker['last'] + 1 / pow(10, precision) changeperc = (compare - ticker['last']) / ticker['last'] if changeperc > self._low_price_ratio: - logger.info(f"Removed {ticker['symbol']} from whitelist, " - f"because 1 unit is {changeperc * 100:.3f}%") + self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, " + f"because 1 unit is {changeperc * 100:.3f}%") return False return True diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py index 9361837cc..49731ef11 100644 --- a/freqtrade/pairlist/SpreadFilter.py +++ b/freqtrade/pairlist/SpreadFilter.py @@ -49,9 +49,9 @@ class SpreadFilter(IPairList): if 'bid' in ticker and 'ask' in ticker: spread = 1 - ticker['bid'] / ticker['ask'] if not ticker or spread > self._max_spread_ratio: - logger.info(f"Removed {ticker['symbol']} from whitelist, " - f"because spread {spread * 100:.3f}% >" - f"{self._max_spread_ratio * 100}%") + self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, " + f"because spread {spread * 100:.3f}% >" + f"{self._max_spread_ratio * 100}%") pairlist.remove(p) else: pairlist.remove(p) From 13ee7a55c4756035d647f00a25767407e2cafe40 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 20:21:30 +0200 Subject: [PATCH 181/417] Fix #3166 Always call _gen_pair_whitelist if volumepairlist is not the first in the list. --- freqtrade/pairlist/VolumePairList.py | 21 ++++++++++----------- 1 file changed, 10 insertions(+), 11 deletions(-) diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 9ce2adc9e..65f43245c 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -39,7 +39,6 @@ class VolumePairList(IPairList): if not self._validate_keys(self._sort_key): raise OperationalException( f'key {self._sort_key} not in {SORT_VALUES}') - self._last_refresh = 0 @property def needstickers(self) -> bool: @@ -68,16 +67,18 @@ class VolumePairList(IPairList): :return: new whitelist """ # Generate dynamic whitelist - if self._last_refresh + self.refresh_period < datetime.now().timestamp(): + # Must always run if this pairlist is not the first in the list. + if (self._pairlist_pos != 0 or + (self._last_refresh + self.refresh_period < datetime.now().timestamp())): + self._last_refresh = int(datetime.now().timestamp()) - return self._gen_pair_whitelist(pairlist, - tickers, - self._config['stake_currency'], - self._sort_key, - self._min_value - ) + pairs = self._gen_pair_whitelist(pairlist, tickers, + self._config['stake_currency'], + self._sort_key, self._min_value) else: - return pairlist + pairs = pairlist + self.log_on_refresh(logger.info, f"Searching {self._number_pairs} pairs: {pairs}") + return pairs def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict, base_currency: str, key: str, min_val: int) -> List[str]: @@ -88,7 +89,6 @@ class VolumePairList(IPairList): :param tickers: Tickers (from exchange.get_tickers()). :return: List of pairs """ - if self._pairlist_pos == 0: # If VolumePairList is the first in the list, use fresh pairlist # Check if pair quote currency equals to the stake currency. @@ -109,6 +109,5 @@ class VolumePairList(IPairList): pairs = self._verify_blacklist(pairs, aswarning=False) # Limit to X number of pairs pairs = pairs[:self._number_pairs] - logger.info(f"Searching {self._number_pairs} pairs: {pairs}") return pairs From ceca0a659cef27ed872bcb504af6ec74c99f1511 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 20:25:58 +0200 Subject: [PATCH 182/417] Simplify cached stuff to only what's needed --- freqtrade/pairlist/IPairList.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index e57bc4e88..e089e546c 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -55,13 +55,13 @@ class IPairList(ABC): """ @cached(cache=self._log_cache) - def _log_on_refresh(logmethod, message: str): + def _log_on_refresh(message: str): logmethod(message) # Log as debug first logger.debug(message) # Call hidden function. - _log_on_refresh(logmethod, message) + _log_on_refresh(message) @abstractproperty def needstickers(self) -> bool: From 1b2bf2c9b69680d2ed09e3edfeffc1d00451932a Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 20:39:54 +0200 Subject: [PATCH 183/417] Add test for cached log method --- tests/pairlist/test_pairlist.py | 22 ++++++++++++++++++++++ 1 file changed, 22 insertions(+) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 1ce1151b7..6275bdafc 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -46,6 +46,28 @@ def static_pl_conf(whitelist_conf): return whitelist_conf +def test_log_on_refresh(mocker, static_pl_conf, markets, tickers): + mocker.patch.multiple('freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=markets), + exchange_has=MagicMock(return_value=True), + get_tickers=tickers + ) + freqtrade = get_patched_freqtradebot(mocker, static_pl_conf) + logmock = MagicMock() + # Assign starting whitelist + pl = freqtrade.pairlists._pairlists[0] + pl.log_on_refresh(logmock, 'Hello world') + assert logmock.call_count == 1 + pl.log_on_refresh(logmock, 'Hello world') + assert logmock.call_count == 1 + assert pl._log_cache.currsize == 1 + assert ('Hello world',) in pl._log_cache._Cache__data + + pl.log_on_refresh(logmock, 'Hello world2') + assert logmock.call_count == 2 + assert pl._log_cache.currsize == 2 + + def test_load_pairlist_noexist(mocker, markets, default_conf): bot = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) From 2b7376f6f334d78ede1d98fb1fee5ca3af4a9b34 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Apr 2020 20:45:30 +0200 Subject: [PATCH 184/417] Implement log-filtering for all pairlists --- freqtrade/pairlist/PrecisionFilter.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py index f16458ca5..2a2ba46b7 100644 --- a/freqtrade/pairlist/PrecisionFilter.py +++ b/freqtrade/pairlist/PrecisionFilter.py @@ -39,8 +39,9 @@ class PrecisionFilter(IPairList): stop_gap_price = self._exchange.price_to_precision(ticker["symbol"], stop_price * 0.99) logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}") if sp <= stop_gap_price: - logger.info(f"Removed {ticker['symbol']} from whitelist, " - f"because stop price {sp} would be <= stop limit {stop_gap_price}") + self.log_on_refresh(logger.info, + f"Removed {ticker['symbol']} from whitelist, " + f"because stop price {sp} would be <= stop limit {stop_gap_price}") return False return True From ac008a4758e16ef7da0523bc32a37e25ea85e32c Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Apr 2020 06:58:54 +0200 Subject: [PATCH 185/417] Remove obsolete comment in tests --- tests/optimize/test_optimize_reports.py | 1 - 1 file changed, 1 deletion(-) diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 3bbc396c8..e0782146a 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -163,7 +163,6 @@ def test_backtest_record(default_conf, fee, mocker): results['Strat'] = results['DefStrat'] results['Strat2'] = results['DefStrat'] store_backtest_result(Path("backtest-result.json"), results) - # Assert file_dump_json was only called once assert names == [ Path('backtest-result-DefStrat.json'), Path('backtest-result-Strat.json'), From 36e714a7b258576df0d920fef50fba700037ffad Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Apr 2020 07:19:27 +0200 Subject: [PATCH 186/417] Add price_get_one_pip filter --- freqtrade/exchange/exchange.py | 11 +++++++++++ freqtrade/pairlist/PriceFilter.py | 5 ++--- 2 files changed, 13 insertions(+), 3 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index f4c94a1ca..7dd910fab 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -452,6 +452,17 @@ class Exchange: price = ceil(big_price) / pow(10, symbol_prec) return price + def price_get_one_pip(self, pair: str, price: float) -> float: + """ + Get's the "1 pip" value for this pair. + Used in PriceFilter to calculate the 1pip movements. + """ + precision = self.markets[pair]['precision']['price'] + if self.precisionMode == TICK_SIZE: + return price % precision + else: + return 1 / pow(10, precision) + 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)}' diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index dc02ae251..00c9d44c9 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -38,9 +38,8 @@ class PriceFilter(IPairList): :param precision: Precision :return: True if the pair can stay, false if it should be removed """ - precision = self._exchange.markets[ticker['symbol']]['precision']['price'] - - compare = ticker['last'] + 1 / pow(10, precision) + compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'], + ticker['last']) changeperc = (compare - ticker['last']) / ticker['last'] if changeperc > self._low_price_ratio: logger.info(f"Removed {ticker['symbol']} from whitelist, " From 33b6c7de5b01fdb31026da307b9546c6cbca3529 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Apr 2020 07:53:31 +0200 Subject: [PATCH 187/417] Add tests for price_one_pip --- freqtrade/exchange/exchange.py | 2 +- tests/exchange/test_exchange.py | 26 ++++++++++++++++++++++++++ 2 files changed, 27 insertions(+), 1 deletion(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 7dd910fab..b3255f1bd 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -459,7 +459,7 @@ class Exchange: """ precision = self.markets[pair]['precision']['price'] if self.precisionMode == TICK_SIZE: - return price % precision + return precision else: return 1 / pow(10, precision) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 8d8930f66..c0aedc7f9 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -253,6 +253,32 @@ def test_price_to_precision(default_conf, mocker, price, precision_mode, precisi assert pytest.approx(exchange.price_to_precision(pair, price)) == expected +@pytest.mark.parametrize("price,precision_mode,precision,expected", [ + (2.34559, 2, 4, 0.0001), + (2.34559, 2, 5, 0.00001), + (2.34559, 2, 3, 0.001), + (2.9999, 2, 3, 0.001), + (200.0511, 2, 3, 0.001), + # Tests for Tick_size + (2.34559, 4, 0.0001, 0.0001), + (2.34559, 4, 0.00001, 0.00001), + (2.34559, 4, 0.0025, 0.0025), + (2.9909, 4, 0.0025, 0.0025), + (234.43, 4, 0.5, 0.5), + (234.43, 4, 0.0025, 0.0025), + (234.43, 4, 0.00013, 0.00013), + +]) +def test_price_get_one_pip(default_conf, mocker, price, precision_mode, precision, expected): + markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': precision}}}) + exchange = get_patched_exchange(mocker, default_conf, id="binance") + mocker.patch('freqtrade.exchange.Exchange.markets', markets) + mocker.patch('freqtrade.exchange.Exchange.precisionMode', + PropertyMock(return_value=precision_mode)) + pair = 'ETH/BTC' + assert pytest.approx(exchange.price_get_one_pip(pair, price)) == expected + + def test_set_sandbox(default_conf, mocker): """ Test working scenario From 99f3e9ed777c33ad537e799893d4675da8aa8aec Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Apr 2020 07:55:15 +0200 Subject: [PATCH 188/417] Remove wrong comment --- freqtrade/pairlist/PriceFilter.py | 1 - 1 file changed, 1 deletion(-) diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index 00c9d44c9..f0ba6cd7f 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -35,7 +35,6 @@ class PriceFilter(IPairList): """ Check if if one price-step (pip) is > than a certain barrier. :param ticker: ticker dict as returned from ccxt.load_markets() - :param precision: Precision :return: True if the pair can stay, false if it should be removed """ compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'], From 8314759228f019488df8e204b64ddc06dc0e0c0f Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Wed, 15 Apr 2020 12:14:35 +0000 Subject: [PATCH 189/417] Bump ccxt from 1.26.12 to 1.26.32 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.26.12 to 1.26.32. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.26.12...1.26.32) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index a6a0fb78e..206e104ae 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.26.12 +ccxt==1.26.32 SQLAlchemy==1.3.16 python-telegram-bot==12.6.1 arrow==0.15.5 From 16a810a0f61e59bb29f35fdd2333427b63f6c1a2 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Wed, 15 Apr 2020 12:14:53 +0000 Subject: [PATCH 190/417] Bump jinja2 from 2.11.1 to 2.11.2 Bumps [jinja2](https://github.com/pallets/jinja) from 2.11.1 to 2.11.2. - [Release notes](https://github.com/pallets/jinja/releases) - [Changelog](https://github.com/pallets/jinja/blob/master/CHANGES.rst) - [Commits](https://github.com/pallets/jinja/compare/2.11.1...2.11.2) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index a6a0fb78e..e98540e18 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -12,7 +12,7 @@ jsonschema==3.2.0 TA-Lib==0.4.17 tabulate==0.8.7 pycoingecko==1.2.0 -jinja2==2.11.1 +jinja2==2.11.2 # find first, C search in arrays py_find_1st==1.1.4 From d36e2cf6ab85be1e0993f8ef69f67e117385dbf2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 16 Apr 2020 07:06:47 +0200 Subject: [PATCH 191/417] Fix random test failure in hyperopt --- freqtrade/optimize/hyperopt.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index affd6f3b3..68e7032d9 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -665,7 +665,6 @@ class Hyperopt: self.dimensions: List[Dimension] = self.hyperopt_space() self.opt = self.get_optimizer(self.dimensions, config_jobs) - try: with Parallel(n_jobs=config_jobs) as parallel: jobs = parallel._effective_n_jobs() @@ -693,7 +692,7 @@ class Hyperopt: ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', ] with progressbar.ProgressBar( - maxval=self.total_epochs, redirect_stdout=True, redirect_stderr=True, + maxval=self.total_epochs, redirect_stdout=False, redirect_stderr=False, widgets=widgets ) as pbar: EVALS = ceil(self.total_epochs / jobs) From 1f70fcfa2da744b70f71190f575928c0c42ea6ca Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 16 Apr 2020 20:19:34 +0200 Subject: [PATCH 192/417] Update logmessage --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index b5c2ac4ee..8afe7d6f9 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -910,7 +910,7 @@ class FreqtradeBot: logger.info('Buy order %s for %s.', reason, trade) if safe_value_fallback(corder, order, 'remaining', 'remaining') == order['amount']: - logger.info('Buy order removed from database %s', trade) + logger.info('Buy order fully cancelled. Removing %s from database.', trade) # if trade is not partially completed, just delete the trade Trade.session.delete(trade) Trade.session.flush() From 7aba9bc62abc56bdebc2015316f6ac4c38064c5f Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 06:22:25 +0200 Subject: [PATCH 193/417] Update freqtrade/data/converter.py Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- freqtrade/data/converter.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index d2108b9be..0ef7955a4 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -174,7 +174,7 @@ def trades_dict_to_list(trades: List[Dict]) -> List[List]: :param trades: List of trades, as returned by ccxt.fetch_trades. :return: List of Lists, with constants.DEFAULT_TRADES_COLUMNS as columns """ - return [[t[col] for col in DEFAULT_TRADES_COLUMNS]for t in trades] + return [[t[col] for col in DEFAULT_TRADES_COLUMNS] for t in trades] def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame: From fc684b00917d2d135704e52a2974e0c5a272fb26 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 06:59:52 +0200 Subject: [PATCH 194/417] Ensure deleting filled is not raising an error if filled does not exist --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 213444f72..8865dd20b 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1140,7 +1140,7 @@ class FreqtradeBot: new_amount = self.get_real_amount(trade, order, order_amount) if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): order['amount'] = new_amount - del order['filled'] + order.pop('filled', None) # Fee was applied, so set to 0 trade.fee_open = 0 trade.recalc_open_trade_price() From 800891a4759b3f2e96f3593be9471f089c7e2e92 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 07:18:46 +0200 Subject: [PATCH 195/417] Add tests for cancel_order_with_result --- freqtrade/exchange/exchange.py | 30 ++++++++++++++++++++++++++++++ tests/exchange/test_exchange.py | 14 ++++++++++++++ 2 files changed, 44 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index f2f8cd69f..412a60386 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -937,6 +937,36 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(e) from e + def is_cancel_order_result_suitable(self, corder) -> bool: + if not isinstance(corder, dict): + return False + + required = ('fee', 'status', 'amount') + return all(k in corder for k in required) + + def cancel_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict: + """ + Cancel order returning a result. + Creates a fake result if cancel order returns a non-usable result + and get_order does not work (certain exchanges don't return cancelled orders) + :param order_id: Orderid to cancel + :param pair: Pair corresponding to order_id + :param amount: Amount to use for fake response + :return: Result from either cancel_order if usable, or fetch_order + """ + if self._config['dry_run']: + return {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}} + corder = self.cancel_order(order_id, pair) + if self.is_cancel_order_result_suitable(corder): + return corder + try: + order = self.get_order(order_id, pair) + except InvalidOrderException: + logger.warning(f"Could not fetch cancelled order {order_id}.") + order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}} + + return order + @retrier def get_order(self, order_id: str, pair: str) -> Dict: if self._config['dry_run']: diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index b74ea1a6b..1f0df5aa5 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1745,6 +1745,20 @@ def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order, assert exchange.check_order_canceled_empty(order) == result +@pytest.mark.parametrize("exchange_name", EXCHANGES) +@pytest.mark.parametrize("order,result", [ + ({'status': 'closed', 'amount': 10, 'fee': {}}, True), + ({'status': 'closed', 'amount': 0.0, 'fee': {}}, True), + ({'status': 'canceled', 'amount': 0.0, 'fee': {}}, True), + ({'status': 'canceled', 'amount': 10.0}, False), + ({'amount': 10.0, 'fee': {}}, False), + ({'result': 'testest123'}, False), + ('hello_world', False), +]) +def test_is_cancel_order_result_suitable(mocker, default_conf, exchange_name, order, result): + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) + assert exchange.is_cancel_order_result_suitable(order) == result + # Ensure that if not dry_run, we should call API @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_cancel_order(default_conf, mocker, exchange_name): From 5e3e0e819f20869b4d3e9a04abe4cb3b040bede9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 17:53:18 +0200 Subject: [PATCH 196/417] Add tests for cancel_order_with_result --- freqtrade/exchange/exchange.py | 11 ++++++----- tests/exchange/test_exchange.py | 34 +++++++++++++++++++++++++++++++++ 2 files changed, 40 insertions(+), 5 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 412a60386..d3a520eaa 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -954,11 +954,12 @@ class Exchange: :param amount: Amount to use for fake response :return: Result from either cancel_order if usable, or fetch_order """ - if self._config['dry_run']: - return {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}} - corder = self.cancel_order(order_id, pair) - if self.is_cancel_order_result_suitable(corder): - return corder + try: + corder = self.cancel_order(order_id, pair) + if self.is_cancel_order_result_suitable(corder): + return corder + except InvalidOrderException: + logger.warning(f"Could not cancel order {order_id}.") try: order = self.get_order(order_id, pair) except InvalidOrderException: diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 1f0df5aa5..e3ab76b92 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1759,6 +1759,40 @@ def test_is_cancel_order_result_suitable(mocker, default_conf, exchange_name, or exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) assert exchange.is_cancel_order_result_suitable(order) == result + +@pytest.mark.parametrize("exchange_name", EXCHANGES) +@pytest.mark.parametrize("corder,call_corder,call_forder", [ + ({'status': 'closed', 'amount': 10, 'fee': {}}, 1, 0), + ({'amount': 10, 'fee': {}}, 1, 1), +]) +def test_cancel_order_with_result(default_conf, mocker, exchange_name, corder, + call_corder, call_forder): + default_conf['dry_run'] = False + api_mock = MagicMock() + api_mock.cancel_order = MagicMock(return_value=corder) + api_mock.fetch_order = MagicMock(return_value={}) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + res = exchange.cancel_order_with_result('1234', 'ETH/BTC', 1234) + assert isinstance(res, dict) + assert api_mock.cancel_order.call_count == call_corder + assert api_mock.fetch_order.call_count == call_forder + + +@pytest.mark.parametrize("exchange_name", EXCHANGES) +def test_cancel_order_with_result_error(default_conf, mocker, exchange_name, caplog): + default_conf['dry_run'] = False + api_mock = MagicMock() + api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order")) + api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + + res = exchange.cancel_order_with_result('1234', 'ETH/BTC', 1541) + assert isinstance(res, dict) + assert log_has("Could not cancel order 1234.", caplog) + assert log_has("Could not fetch cancelled order 1234.", caplog) + assert res['amount'] == 1541 + + # Ensure that if not dry_run, we should call API @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_cancel_order(default_conf, mocker, exchange_name): From 1069cb3616001e44bdc17e68e36d46bb93544d4a Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 17:53:56 +0200 Subject: [PATCH 197/417] Use cancel_order_with_result when cancelling orders after timeout --- freqtrade/freqtradebot.py | 12 +++++------- tests/test_freqtradebot.py | 13 ++++++------- 2 files changed, 11 insertions(+), 14 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 8865dd20b..f4aeba3fe 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -891,11 +891,8 @@ class FreqtradeBot: if order['status'] != 'canceled': reason = "cancelled due to timeout" try: - corder = self.exchange.cancel_order(trade.open_order_id, trade.pair) - # Some exchanges don't return a dict here. - if not isinstance(corder, dict): - corder = {} - logger.info('Buy order %s for %s.', reason, trade) + corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, + trade.amount) except InvalidOrderException: corder = {} logger.exception( @@ -904,7 +901,8 @@ class FreqtradeBot: # Order was cancelled already, so we can reuse the existing dict corder = order reason = "cancelled on exchange" - logger.info('Buy order %s for %s.', reason, trade) + + logger.info('Buy order %s for %s.', reason, trade) if safe_value_fallback(corder, order, 'remaining', 'remaining') == order['amount']: logger.info('Buy order fully cancelled. Removing %s from database.', trade) @@ -921,7 +919,7 @@ class FreqtradeBot: trade.amount = order['amount'] - safe_value_fallback(corder, order, 'remaining', 'remaining') trade.stake_amount = trade.amount * trade.open_rate - self.update_trade_state(trade, corder if 'fee' in corder else order, trade.amount) + self.update_trade_state(trade, corder, trade.amount) trade.open_order_id = None logger.info('Partial buy order timeout for %s.', trade) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 1102dd344..c3e78c9be 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1948,7 +1948,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old), - cancel_order=cancel_order_mock, + cancel_order_with_result=cancel_order_mock, get_fee=fee ) freqtrade = FreqtradeBot(default_conf) @@ -2055,7 +2055,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_order=MagicMock(return_value=limit_sell_order_old), - cancel_order=cancel_order_mock + cancel_order_with_result=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) @@ -2082,7 +2082,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old_partial), - cancel_order=cancel_order_mock + cancel_order_with_result=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) @@ -2109,7 +2109,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old_partial), - cancel_order=cancel_order_mock, + cancel_order_with_result=cancel_order_mock, get_trades_for_order=MagicMock(return_value=trades_for_order), ) freqtrade = FreqtradeBot(default_conf) @@ -2146,7 +2146,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old_partial), - cancel_order=cancel_order_mock, + cancel_order_with_result=cancel_order_mock, get_trades_for_order=MagicMock(return_value=trades_for_order), ) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', @@ -2208,7 +2208,7 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order) - mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock) + mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) freqtrade = FreqtradeBot(default_conf) @@ -2226,7 +2226,6 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException) assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) - assert log_has_re(r"Could not cancel buy order", caplog) @pytest.mark.parametrize('cancelorder', [ From 55af8bf26f33cca56cf9b0ccda4f088bb2c7ef83 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 19:49:43 +0200 Subject: [PATCH 198/417] document to install hyperopt dependencies --- docs/hyperopt.md | 18 ++++++++++++++++++ 1 file changed, 18 insertions(+) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index c5055a3a8..825cc0267 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -16,6 +16,24 @@ To learn how to get data for the pairs and exchange you're interested in, head o !!! Bug Hyperopt can crash when used with only 1 CPU Core as found out in [Issue #1133](https://github.com/freqtrade/freqtrade/issues/1133) +## Install hyperopt dependencies + +Since Hyperopt dependencies are not needed to run a bot, they are not installed by default. + +### Docker + +The docker-image includes hyperopt dependencies, no further action needed + +!!! Note + Since Hyperopt is a resource intensive process, running it on a Raspberry Pi is not recommended, therefore the Raspberry image does not include Hyperopt dependencies. + +### Simple installation script (setup.sh) / Manual installation + +```bash +source .env/bin/activate +pip install -r requirements-hyperopt.txt +``` + ## Prepare Hyperopting Before we start digging into Hyperopt, we recommend you to take a look at From 0273539f0614d58578f354bbc55448152d5036c8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 19:55:53 +0200 Subject: [PATCH 199/417] Remove exceptionhandler, this exception is handled in cancel_with_response --- freqtrade/freqtradebot.py | 9 ++------- 1 file changed, 2 insertions(+), 7 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index f4aeba3fe..65ba46987 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -890,13 +890,8 @@ class FreqtradeBot: """ if order['status'] != 'canceled': reason = "cancelled due to timeout" - try: - corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, - trade.amount) - except InvalidOrderException: - corder = {} - logger.exception( - f"Could not cancel buy order {trade.open_order_id} for pair {trade.pair}") + corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, + trade.amount) else: # Order was cancelled already, so we can reuse the existing dict corder = order From 506781f4102064651423a923c2342e931c08f3d3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 17 Apr 2020 20:48:27 +0200 Subject: [PATCH 200/417] Reword hyperopt install docs --- docs/hyperopt.md | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 825cc0267..ad812a5ad 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -18,16 +18,16 @@ To learn how to get data for the pairs and exchange you're interested in, head o ## Install hyperopt dependencies -Since Hyperopt dependencies are not needed to run a bot, they are not installed by default. +Since Hyperopt dependencies are not needed to run the bot itself, are heavy, can not be easily built on some platforms (like Raspberry PI), they are not installed by default. Before you run Hyperopt, you need to install the corresponding dependencies, as described in this section below. + +!!! Note + Since Hyperopt is a resource intensive process, running it on a Raspberry Pi is not recommended nor supported. ### Docker -The docker-image includes hyperopt dependencies, no further action needed +The docker-image includes hyperopt dependencies, no further action needed. -!!! Note - Since Hyperopt is a resource intensive process, running it on a Raspberry Pi is not recommended, therefore the Raspberry image does not include Hyperopt dependencies. - -### Simple installation script (setup.sh) / Manual installation +### Easy installation script (setup.sh) / Manual installation ```bash source .env/bin/activate From 2f60d9cad4a6cc73542c6ff4f00d982241993f89 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Fri, 17 Apr 2020 23:23:22 +0300 Subject: [PATCH 201/417] minor: fix typo in the docs --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index d8a9653c3..338299781 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -34,7 +34,7 @@ The prevelance for all Options is as follows: - CLI arguments override any other option - Configuration files are used in sequence (last file wins), and override Strategy configurations. -- Strategy configurations are only used if they are not set via configuration or via command line arguments. These options are market with [Strategy Override](#parameters-in-the-strategy) in the below table. +- Strategy configurations are only used if they are not set via configuration or via command line arguments. These options are marked with [Strategy Override](#parameters-in-the-strategy) in the below table. Mandatory parameters are marked as **Required**, which means that they are required to be set in one of the possible ways. From c775d6512670916f206d39d02ca2ec8dc52ecfd8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 18 Apr 2020 06:55:25 +0200 Subject: [PATCH 202/417] Update typehint for cancel_order --- freqtrade/exchange/exchange.py | 4 ++-- tests/exchange/test_exchange.py | 2 +- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index d3a520eaa..1a0565959 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -922,9 +922,9 @@ class Exchange: return order.get('status') in ('closed', 'canceled') and order.get('filled') == 0.0 @retrier - def cancel_order(self, order_id: str, pair: str) -> None: + def cancel_order(self, order_id: str, pair: str) -> Dict: if self._config['dry_run']: - return + return {} try: return self._api.cancel_order(order_id, pair) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index e3ab76b92..3c92612a0 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1728,7 +1728,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange def test_cancel_order_dry_run(default_conf, mocker, exchange_name): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) - assert exchange.cancel_order(order_id='123', pair='TKN/BTC') is None + assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {} @pytest.mark.parametrize("exchange_name", EXCHANGES) From 76dd388b3cba461d48139599c9daf47a7d8e87bb Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 20 Apr 2020 09:25:17 +0000 Subject: [PATCH 203/417] Bump pytest-mock from 3.0.0 to 3.1.0 Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 3.0.0 to 3.1.0. - [Release notes](https://github.com/pytest-dev/pytest-mock/releases) - [Changelog](https://github.com/pytest-dev/pytest-mock/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest-mock/compare/v3.0.0...v3.1.0) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index ae240d7c8..d269676af 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -11,7 +11,7 @@ mypy==0.770 pytest==5.4.1 pytest-asyncio==0.10.0 pytest-cov==2.8.1 -pytest-mock==3.0.0 +pytest-mock==3.1.0 pytest-random-order==1.0.4 # Convert jupyter notebooks to markdown documents From 4742fc665733b719d68e1455fc31ceb1bb8ea66d Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 20 Apr 2020 09:26:09 +0000 Subject: [PATCH 204/417] Bump urllib3 from 1.25.8 to 1.25.9 Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.25.8 to 1.25.9. - [Release notes](https://github.com/urllib3/urllib3/releases) - [Changelog](https://github.com/urllib3/urllib3/blob/master/CHANGES.rst) - [Commits](https://github.com/urllib3/urllib3/compare/1.25.8...1.25.9) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index caf1c226a..6d49f3f89 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -6,7 +6,7 @@ python-telegram-bot==12.6.1 arrow==0.15.5 cachetools==4.1.0 requests==2.23.0 -urllib3==1.25.8 +urllib3==1.25.9 wrapt==1.12.1 jsonschema==3.2.0 TA-Lib==0.4.17 From d395d7ac7d94a0e16a1b32f76481a7fe481fe2c5 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 20 Apr 2020 09:26:31 +0000 Subject: [PATCH 205/417] Bump mkdocs-material from 5.1.0 to 5.1.1 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.1.0 to 5.1.1. - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.1.0...5.1.1) Signed-off-by: dependabot-preview[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 138b6e862..1f8d710a9 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.1.0 +mkdocs-material==5.1.1 mdx_truly_sane_lists==1.2 From 84d09eb96da22cee3c1485ed6b5ead2c32ca4361 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 20 Apr 2020 09:27:16 +0000 Subject: [PATCH 206/417] Bump questionary from 1.5.1 to 1.5.2 Bumps [questionary](https://github.com/tmbo/questionary) from 1.5.1 to 1.5.2. - [Release notes](https://github.com/tmbo/questionary/releases) - [Commits](https://github.com/tmbo/questionary/compare/1.5.1...1.5.2) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index caf1c226a..133f961ae 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -29,5 +29,5 @@ flask==1.1.2 # Support for colorized terminal output colorama==0.4.3 # Building config files interactively -questionary==1.5.1 +questionary==1.5.2 prompt-toolkit==3.0.5 From 597f053ae3a9fa0ebc167c07a1098b2c9bdde42a Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 20 Apr 2020 09:27:37 +0000 Subject: [PATCH 207/417] Bump numpy from 1.18.2 to 1.18.3 Bumps [numpy](https://github.com/numpy/numpy) from 1.18.2 to 1.18.3. - [Release notes](https://github.com/numpy/numpy/releases) - [Changelog](https://github.com/numpy/numpy/blob/master/doc/HOWTO_RELEASE.rst.txt) - [Commits](https://github.com/numpy/numpy/compare/v1.18.2...v1.18.3) Signed-off-by: dependabot-preview[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index b1a4b4403..967f8df10 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,5 +1,5 @@ # Load common requirements -r requirements-common.txt -numpy==1.18.2 +numpy==1.18.3 pandas==1.0.3 From a7249f3865d5cca2d98c5a5c30c01fd094850a72 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 20 Apr 2020 09:28:19 +0000 Subject: [PATCH 208/417] Bump ccxt from 1.26.32 to 1.26.53 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.26.32 to 1.26.53. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.26.32...1.26.53) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index caf1c226a..ccaaecc07 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.26.32 +ccxt==1.26.53 SQLAlchemy==1.3.16 python-telegram-bot==12.6.1 arrow==0.15.5 From 87f1060abc09c801ca2296c06f8c219353764bce Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 21 Apr 2020 19:47:49 +0200 Subject: [PATCH 209/417] Default docker to log into log-dir --- docker-compose.yml | 3 ++- freqtrade/configuration/directory_operations.py | 4 ++-- tests/test_directory_operations.py | 2 +- user_data/logs/.gitkeep | 0 4 files changed, 5 insertions(+), 4 deletions(-) create mode 100644 user_data/logs/.gitkeep diff --git a/docker-compose.yml b/docker-compose.yml index 3a4c4c2db..49d83aa5e 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -3,6 +3,7 @@ version: '3' services: freqtrade: image: freqtradeorg/freqtrade:master + # image: freqtradeorg/freqtrade:develop # Build step - only needed when additional dependencies are needed # build: # context: . @@ -14,7 +15,7 @@ services: # Default command used when running `docker compose up` command: > trade - --logfile /freqtrade/user_data/freqtrade.log + --logfile /freqtrade/user_data/logs/freqtrade.log --db-url sqlite:////freqtrade/user_data/tradesv3.sqlite --config /freqtrade/user_data/config.json --strategy SampleStrategy diff --git a/freqtrade/configuration/directory_operations.py b/freqtrade/configuration/directory_operations.py index 5f8eb76b0..6b8c8cb5a 100644 --- a/freqtrade/configuration/directory_operations.py +++ b/freqtrade/configuration/directory_operations.py @@ -33,8 +33,8 @@ def create_userdata_dir(directory: str, create_dir: bool = False) -> Path: :param create_dir: Create directory if it does not exist. :return: Path object containing the directory """ - sub_dirs = ["backtest_results", "data", "hyperopts", "hyperopt_results", "notebooks", - "plot", "strategies", ] + sub_dirs = ["backtest_results", "data", "hyperopts", "hyperopt_results", "logs", + "notebooks", "plot", "strategies", ] folder = Path(directory) if not folder.is_dir(): if create_dir: diff --git a/tests/test_directory_operations.py b/tests/test_directory_operations.py index 889338a64..71c91549f 100644 --- a/tests/test_directory_operations.py +++ b/tests/test_directory_operations.py @@ -25,7 +25,7 @@ def test_create_userdata_dir(mocker, default_conf, caplog) -> None: md = mocker.patch.object(Path, 'mkdir', MagicMock()) x = create_userdata_dir('/tmp/bar', create_dir=True) - assert md.call_count == 8 + assert md.call_count == 9 assert md.call_args[1]['parents'] is False assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog) assert isinstance(x, Path) diff --git a/user_data/logs/.gitkeep b/user_data/logs/.gitkeep new file mode 100644 index 000000000..e69de29bb From 6b53197dfc820ae5ce899a869bdd37187b4368e2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 21 Apr 2020 20:42:58 +0200 Subject: [PATCH 210/417] Fix documentation to use --logfile, not --logfilename (which does not exist) --- docs/advanced-setup.md | 24 ++++++++++++------------ docs/faq.md | 2 +- 2 files changed, 13 insertions(+), 13 deletions(-) diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index 2d3fe36f5..95480a2c6 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -37,30 +37,30 @@ as the watchdog. ## Advanced Logging -On many Linux systems the bot can be configured to send its log messages to `syslog` or `journald` system services. Logging to a remote `syslog` server is also available on Windows. The special values for the `--logfilename` command line option can be used for this. +On many Linux systems the bot can be configured to send its log messages to `syslog` or `journald` system services. Logging to a remote `syslog` server is also available on Windows. The special values for the `--logfile` command line option can be used for this. ### Logging to syslog -To send Freqtrade log messages to a local or remote `syslog` service use the `--logfilename` command line option with the value in the following format: +To send Freqtrade log messages to a local or remote `syslog` service use the `--logfile` command line option with the value in the following format: -* `--logfilename syslog:` -- send log messages to `syslog` service using the `` as the syslog address. +* `--logfile syslog:` -- send log messages to `syslog` service using the `` as the syslog address. The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character. So, the following are the examples of possible usages: -* `--logfilename syslog:/dev/log` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems. -* `--logfilename syslog` -- same as above, the shortcut for `/dev/log`. -* `--logfilename syslog:/var/run/syslog` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS. -* `--logfilename syslog:localhost:514` -- log to local syslog using UDP socket, if it listens on port 514. -* `--logfilename syslog::514` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server. +* `--logfile syslog:/dev/log` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems. +* `--logfile syslog` -- same as above, the shortcut for `/dev/log`. +* `--logfile syslog:/var/run/syslog` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS. +* `--logfile syslog:localhost:514` -- log to local syslog using UDP socket, if it listens on port 514. +* `--logfile syslog::514` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server. Log messages are send to `syslog` with the `user` facility. So you can see them with the following commands: * `tail -f /var/log/user`, or * install a comprehensive graphical viewer (for instance, 'Log File Viewer' for Ubuntu). -On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfilename syslog` or `--logfilename journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better. +On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better. For `rsyslog` the messages from the bot can be redirected into a separate dedicated log file. To achieve this, add ``` @@ -78,9 +78,9 @@ $RepeatedMsgReduction on This needs the `systemd` python package installed as the dependency, which is not available on Windows. Hence, the whole journald logging functionality is not available for a bot running on Windows. -To send Freqtrade log messages to `journald` system service use the `--logfilename` command line option with the value in the following format: +To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format: -* `--logfilename journald` -- send log messages to `journald`. +* `--logfile journald` -- send log messages to `journald`. Log messages are send to `journald` with the `user` facility. So you can see them with the following commands: @@ -89,4 +89,4 @@ Log messages are send to `journald` with the `user` facility. So you can see the There are many other options in the `journalctl` utility to filter the messages, see manual pages for this utility. -On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfilename syslog` or `--logfilename journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better. +On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better. diff --git a/docs/faq.md b/docs/faq.md index 94818964b..8e8a1bf35 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -100,7 +100,7 @@ $ tail -f /path/to/mylogfile.log | grep 'something' ``` from a separate terminal window. -On Windows, the `--logfilename` option is also supported by Freqtrade and you can use the `findstr` command to search the log for the string of interest: +On Windows, the `--logfile` option is also supported by Freqtrade and you can use the `findstr` command to search the log for the string of interest: ``` > type \path\to\mylogfile.log | findstr "something" ``` From adf0bb69b8ecef7c974b8a29cb63ef2ebb1da826 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 22 Apr 2020 06:39:03 +0200 Subject: [PATCH 211/417] Update sql cheatsheet to allow manual closing trades correctly --- docs/sql_cheatsheet.md | 25 ++++++++++++++----------- 1 file changed, 14 insertions(+), 11 deletions(-) diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index f41520bd9..b7b38c3dc 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -67,22 +67,32 @@ SELECT * FROM trades; !!! Warning Manually selling a pair on the exchange will not be detected by the bot and it will try to sell anyway. Whenever possible, forcesell should be used to accomplish the same thing. - It is strongly advised to backup your database file before making any manual changes. + It is strongly advised to backup your database file before making any manual changes. !!! Note This should not be necessary after /forcesell, as forcesell orders are closed automatically by the bot on the next iteration. ```sql UPDATE trades -SET is_open=0, close_date=, close_rate=, close_profit=close_rate/open_rate-1, sell_reason= +SET is_open=0, + close_date=, + close_rate=, + close_profit=close_rate/open_rate-1, + close_profit_abs = (amount * * (1 - fee_close) - (amount * open_rate * 1 - fee_open), + sell_reason= WHERE id=; ``` -##### Example +### Example ```sql UPDATE trades -SET is_open=0, close_date='2017-12-20 03:08:45.103418', close_rate=0.19638016, close_profit=0.0496, sell_reason='force_sell' +SET is_open=0, + close_date='2017-12-20 03:08:45.103418', + close_rate=0.19638016, + close_profit=0.0496, + close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * 1 - fee_open) + sell_reason='force_sell' WHERE id=31; ``` @@ -99,10 +109,3 @@ VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, , , Date: Wed, 22 Apr 2020 18:45:33 -0600 Subject: [PATCH 212/417] Update wording in expectancy docs and add example --- docs/edge.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/edge.md b/docs/edge.md index 721f570c7..029844c0b 100644 --- a/docs/edge.md +++ b/docs/edge.md @@ -79,7 +79,7 @@ So lets say your Win rate is 28% and your Risk Reward Ratio is 5: 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 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. +Superficially, this means that on average you expect this strategy’s trades to return 1.68 times the size of your loses. Said another way, you can expect to win $1.68 for every $1 you lose. 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. From 461b0ef7381c0ca4cdcb37de6888b3e22ab582e6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 23 Apr 2020 20:03:59 +0200 Subject: [PATCH 213/417] Add test verifying we're not reintroducing this in the future Tests case of FTX, which returns mostly empty ticker info --- tests/conftest.py | 48 +++++++++++++++++++++++++++++++++ tests/pairlist/test_pairlist.py | 9 +++++-- 2 files changed, 55 insertions(+), 2 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 62c1d7046..d95475b8c 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -739,6 +739,31 @@ def shitcoinmarkets(markets): "future": False, "active": True }, + 'ADAHALF/USDT': { + "percentage": True, + "tierBased": False, + "taker": 0.001, + "maker": 0.001, + "precision": { + "base": 8, + "quote": 8, + "amount": 2, + "price": 4 + }, + "limits": { + }, + "id": "ADAHALFUSDT", + "symbol": "ADAHALF/USDT", + "base": "ADAHALF", + "quote": "USDT", + "baseId": "ADAHALF", + "quoteId": "USDT", + "info": {}, + "type": "spot", + "spot": True, + "future": False, + "active": True + }, }) return shitmarkets @@ -1243,6 +1268,29 @@ def tickers(): "quoteVolume": 323652.075405, "info": {} }, + # Example of leveraged pair with incomplete info + "ADAHALF/USDT": { + "symbol": "ADAHALF/USDT", + "timestamp": 1580469388244, + "datetime": "2020-01-31T11:16:28.244Z", + "high": None, + "low": None, + "bid": 0.7305, + "bidVolume": None, + "ask": 0.7342, + "askVolume": None, + "vwap": None, + "open": None, + "close": None, + "last": None, + "previousClose": None, + "change": None, + "percentage": 2.628, + "average": None, + "baseVolume": 0.0, + "quoteVolume": 0.0, + "info": {} + }, }) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 6275bdafc..9184beaa0 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -163,7 +163,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}], "BTC", ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']), ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], - "USDT", ['ETH/USDT', 'NANO/USDT']), + "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']), # No pair for ETH ... ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], "ETH", []), @@ -177,6 +177,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "PriceFilter", "low_price_ratio": 0.03}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']), + # PriceFilter and VolumePairList + ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, + {"method": "PriceFilter", "low_price_ratio": 0.03}], + "USDT", ['ETH/USDT', 'NANO/USDT']), # Hot is removed by precision_filter, Fuel by low_price_filter. ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"}, {"method": "PrecisionFilter"}, @@ -221,7 +225,8 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' r'would be <= stop limit.*', caplog) if pairlist['method'] == 'PriceFilter': - assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) + assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or + log_has_re(r"^Removed .* from whitelist, because 'last' is empty.*", caplog)) def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: From f4995780e5c15c8b270a3118bed0a1215557c05c Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 23 Apr 2020 20:04:36 +0200 Subject: [PATCH 214/417] Verify last is not None - to avoid crashing fix #3117 --- freqtrade/pairlist/PriceFilter.py | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index 0f7e0782f..31d0eec58 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -37,6 +37,12 @@ class PriceFilter(IPairList): :param ticker: ticker dict as returned from ccxt.load_markets() :return: True if the pair can stay, false if it should be removed """ + if ticker['last'] is None: + + self.log_on_refresh(logger.info, + f"Removed {ticker['symbol']} from whitelist, " + "because 'last' is empty (Usually no trade in the last 24h).") + return False compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'], ticker['last']) changeperc = (compare - ticker['last']) / ticker['last'] @@ -47,7 +53,6 @@ class PriceFilter(IPairList): return True def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: - """ Filters and sorts pairlist and returns the whitelist again. Called on each bot iteration - please use internal caching if necessary From 9627604ec3d13ada6aa50f77b5cb4e8be6456523 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 24 Apr 2020 07:57:43 +0200 Subject: [PATCH 215/417] change wording of log message --- freqtrade/pairlist/PriceFilter.py | 4 ++-- tests/pairlist/test_pairlist.py | 3 ++- 2 files changed, 4 insertions(+), 3 deletions(-) diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index 31d0eec58..2f7e98e24 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -40,8 +40,8 @@ class PriceFilter(IPairList): if ticker['last'] is None: self.log_on_refresh(logger.info, - f"Removed {ticker['symbol']} from whitelist, " - "because 'last' is empty (Usually no trade in the last 24h).") + f"Removed {ticker['symbol']} from whitelist, because " + "ticker['last'] is empty (Usually no trade in the last 24h).") return False compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'], ticker['last']) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 9184beaa0..7dfe8bcca 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -226,7 +226,8 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t r'would be <= stop limit.*', caplog) if pairlist['method'] == 'PriceFilter': assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or - log_has_re(r"^Removed .* from whitelist, because 'last' is empty.*", caplog)) + log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*", + caplog)) def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: From 5c012d79eb284a9f44dd46c93d235a64319b7934 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 24 Apr 2020 18:14:07 +0300 Subject: [PATCH 216/417] Remove unused method --- freqtrade/optimize/hyperopt.py | 15 --------------- 1 file changed, 15 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 68e7032d9..61e2a9b6f 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -293,21 +293,6 @@ class Hyperopt: self.hyperopt_table_header = 2 return output - @staticmethod - def print_results_explanation(results, total_epochs, highlight_best: bool, - print_colorized: bool) -> None: - """ - Log results explanation string - """ - explanation_str = Hyperopt._format_explanation_string(results, total_epochs) - # Colorize output - if print_colorized: - if results['total_profit'] > 0: - explanation_str = Fore.GREEN + explanation_str - if highlight_best and results['is_best']: - explanation_str = Style.BRIGHT + explanation_str - print(explanation_str) - @staticmethod def _format_explanation_string(results, total_epochs) -> str: return (("*" if results['is_initial_point'] else " ") + From 6e5f0869b33ac4e5059f9b96b80fb880e9be225a Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 24 Apr 2020 18:39:08 +0300 Subject: [PATCH 217/417] Remove another unused method --- freqtrade/optimize/hyperopt.py | 16 ---------------- 1 file changed, 16 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 61e2a9b6f..fcf50af6a 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -277,22 +277,6 @@ class Hyperopt: ) self.hyperopt_table_header = 2 - def get_results(self, results) -> str: - """ - Log results if it is better than any previous evaluation - """ - output = '' - is_best = results['is_best'] - - if self.print_all or is_best: - output = self.get_result_table( - self.config, results, self.total_epochs, - self.print_all, self.print_colorized, - self.hyperopt_table_header - ) - self.hyperopt_table_header = 2 - return output - @staticmethod def _format_explanation_string(results, total_epochs) -> str: return (("*" if results['is_initial_point'] else " ") + From 2d994f6feb137edc224a47c0b48d95fb12ddf4fa Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 24 Apr 2020 21:57:29 +0300 Subject: [PATCH 218/417] Better printing of asterisk --- freqtrade/optimize/hyperopt.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index fcf50af6a..ea27430ee 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -304,8 +304,9 @@ class Hyperopt: trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best'] trials['is_profit'] = False - trials.loc[trials['is_initial_point'], 'Best'] = '*' + trials.loc[trials['is_initial_point'], 'Best'] = '* ' trials.loc[trials['is_best'], 'Best'] = 'Best' + trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best' trials.loc[trials['Total profit'] > 0, 'is_profit'] = True trials['Trades'] = trials['Trades'].astype(str) From c230a94d553a5b38c7118bff7ccb1a7e374f5442 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 25 Apr 2020 11:23:54 +0300 Subject: [PATCH 219/417] Fix #3065 --- docs/hyperopt.md | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index ad812a5ad..30a22a969 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -6,9 +6,7 @@ algorithms included in the `scikit-optimize` package to accomplish this. The search will burn all your CPU cores, make your laptop sound like a fighter jet and still take a long time. -In general, the search for best parameters starts with a few random combinations and then uses Bayesian search with a -ML regressor algorithm (currently ExtraTreesRegressor) to quickly find a combination of parameters in the search hyperspace -that minimizes the value of the [loss function](#loss-functions). +In general, the search for best parameters starts with a few random combinations (see [below](#reproducible-results) for more details) and then uses Bayesian search with a ML regressor algorithm (currently ExtraTreesRegressor) to quickly find a combination of parameters in the search hyperspace that minimizes the value of the [loss function](#loss-functions). Hyperopt requires historic data to be available, just as backtesting does. To learn how to get data for the pairs and exchange you're interested in, head over to the [Data Downloading](data-download.md) section of the documentation. @@ -311,7 +309,7 @@ You can also enable position stacking in the configuration file by explicitly se ### Reproducible results -The search for optimal parameters starts with a few (currently 30) random combinations in the hyperspace of parameters, random Hyperopt epochs. These random epochs are marked with a leading asterisk sign at the Hyperopt output. +The search for optimal parameters starts with a few (currently 30) random combinations in the hyperspace of parameters, random Hyperopt epochs. These random epochs are marked with an asterisk character (`*`) in the first column in the Hyperopt output. The initial state for generation of these random values (random state) is controlled by the value of the `--random-state` command line option. You can set it to some arbitrary value of your choice to obtain reproducible results. From d9f255a6c07809ea28981e39c3bb576f1394461a Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 25 Apr 2020 12:49:14 +0300 Subject: [PATCH 220/417] Fix asterisk printing for csv output --- freqtrade/optimize/hyperopt.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index ea27430ee..79b6b8cb0 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -397,6 +397,7 @@ class Hyperopt: trials['is_profit'] = False trials.loc[trials['is_initial_point'], 'Best'] = '*' trials.loc[trials['is_best'], 'Best'] = 'Best' + trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best' trials.loc[trials['Total profit'] > 0, 'is_profit'] = True trials['Epoch'] = trials['Epoch'].astype(str) trials['Trades'] = trials['Trades'].astype(str) From 8987859044df53cda8086a72d792d22635b93d87 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 15:37:13 +0200 Subject: [PATCH 221/417] Enable pairlist parsing for backtesting and hyperopt --- freqtrade/optimize/backtesting.py | 11 ++++++-- tests/optimize/test_backtesting.py | 40 ++++++++++++++++++++++++------ 2 files changed, 41 insertions(+), 10 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index f29f599a6..c01e3de50 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -20,6 +20,7 @@ from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds from freqtrade.optimize.optimize_reports import (show_backtest_results, store_backtest_result) +from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.state import RunMode @@ -63,10 +64,16 @@ class Backtesting: self.strategylist: List[IStrategy] = [] self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config) + self.pairlists = PairListManager(self.exchange, self.config) + self.pairlists.refresh_pairlist() + + if len(self.pairlists.whitelist) == 0: + raise OperationalException("No pair in whitelist.") + if config.get('fee'): self.fee = config['fee'] else: - self.fee = self.exchange.get_fee(symbol=self.config['exchange']['pair_whitelist'][0]) + self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0]) if self.config.get('runmode') != RunMode.HYPEROPT: self.dataprovider = DataProvider(self.config, self.exchange) @@ -111,7 +118,7 @@ class Backtesting: data = history.load_data( datadir=self.config['datadir'], - pairs=self.config['exchange']['pair_whitelist'], + pairs=self.pairlists.whitelist, timeframe=self.timeframe, timerange=timerange, startup_candles=self.required_startup, diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 1c4d3b16a..862dbe3aa 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -2,7 +2,7 @@ import random from pathlib import Path -from unittest.mock import MagicMock +from unittest.mock import MagicMock, PropertyMock import numpy as np import pandas as pd @@ -10,8 +10,9 @@ import pytest from arrow import Arrow from freqtrade import constants +from freqtrade.commands.optimize_commands import (setup_optimize_configuration, + start_backtesting) from freqtrade.configuration import TimeRange -from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_backtesting from freqtrade.data import history from freqtrade.data.btanalysis import evaluate_result_multi from freqtrade.data.converter import clean_ohlcv_dataframe @@ -333,8 +334,9 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: patch_exchange(mocker) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest') mocker.patch('freqtrade.optimize.backtesting.show_backtest_results') + mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', + PropertyMock(return_value=['UNITTEST/BTC'])) - default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] default_conf['ticker_interval'] = '1m' default_conf['datadir'] = testdatadir default_conf['export'] = None @@ -362,9 +364,9 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> mocker.patch('freqtrade.data.history.get_timerange', get_timerange) patch_exchange(mocker) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest') - mocker.patch('freqtrade.optimize.backtesting.show_backtest_results') + mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', + PropertyMock(return_value=['UNITTEST/BTC'])) - default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] default_conf['ticker_interval'] = "1m" default_conf['datadir'] = testdatadir default_conf['export'] = None @@ -375,6 +377,27 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> backtesting.start() +def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> None: + def get_timerange(input1): + return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) + + mocker.patch('freqtrade.data.history.history_utils.load_pair_history', + MagicMock(return_value=pd.DataFrame())) + mocker.patch('freqtrade.data.history.get_timerange', get_timerange) + patch_exchange(mocker) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest') + mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', + PropertyMock(return_value=[])) + + default_conf['ticker_interval'] = "1m" + default_conf['datadir'] = testdatadir + default_conf['export'] = None + default_conf['timerange'] = '20180101-20180102' + + with pytest.raises(OperationalException, match='No pair in whitelist.'): + Backtesting(default_conf) + + def test_backtest(default_conf, fee, mocker, testdatadir) -> None: default_conf['ask_strategy']['use_sell_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) @@ -585,12 +608,12 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): - default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] patch_exchange(mocker) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.show_backtest_results', MagicMock()) - + mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', + PropertyMock(return_value=['UNITTEST/BTC'])) patched_configuration_load_config_file(mocker, default_conf) args = [ @@ -625,10 +648,11 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): - default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] patch_exchange(mocker) backtestmock = MagicMock() + mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', + PropertyMock(return_value=['UNITTEST/BTC'])) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock) gen_table_mock = MagicMock() mocker.patch('freqtrade.optimize.optimize_reports.generate_text_table', gen_table_mock) From 57345476abf5992fca61d4537cef95e7e206cb48 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 15:38:20 +0200 Subject: [PATCH 222/417] Document pairlists for backtesting --- docs/backtesting.md | 8 ++++++-- docs/configuration.md | 2 +- 2 files changed, 7 insertions(+), 3 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 3d08d5332..d6775e17c 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -17,8 +17,12 @@ For details on downloading, please refer to the [Data Downloading](data-download The result of backtesting will confirm if your bot has better odds of making a profit than a loss. -!!! Tip "Using dynamic pairlists for backtesting" - While using dynamic pairlists during backtesting is not possible, a dynamic pairlist using current data can be generated via the [`test-pairlist`](utils.md#test-pairlist) command, and needs to be specified as `"pair_whitelist"` attribute in the configuration. +!!! Warning "Using dynamic pairlists for backtesting" + Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist. + Also, when using pairlists other than StaticPairlist, reproducability of backtesting-results cannot be guaranteed. + Please read the [pairlists documentation](configuration.md#pairlists) for more information. + + To achieve reproducible results, best generate a pairlist via the [`test-pairlist`](utils.md#test-pairlist) command and use that as static pairlist. ### Run a backtesting against the currencies listed in your config file diff --git a/docs/configuration.md b/docs/configuration.md index 338299781..3de89301f 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -544,7 +544,6 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting Using `ask_strategy.order_book_max` higher than 1 will result in improper dry-run results (significantly better than real orders executed on exchange), since dry-run assumes orders to be filled almost instantly. It is therefore advised to not use this setting for dry-runs. - #### Sell price without Orderbook enabled When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price. @@ -622,6 +621,7 @@ Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0. These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. #### Spread Filter + Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`). Example: If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027 the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005` From e8530c36d3a8bcf92d509d98d1ba6459a656a399 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 15:46:20 +0200 Subject: [PATCH 223/417] Remove pairlists from hyperopt too (it holds a reference to exchange) --- freqtrade/optimize/hyperopt.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index fcf50af6a..f9dddd573 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -624,6 +624,7 @@ class Hyperopt: # We don't need exchange instance anymore while running hyperopt self.backtesting.exchange = None # type: ignore + self.backtesting.pairlists = None # type: ignore self.trials = self.load_previous_results(self.trials_file) From a3a045dbd4a650b35d1430ab4609bd1947354a01 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 15:54:23 +0200 Subject: [PATCH 224/417] Add small section noting that a strategy file is always necessary fix #3047 --- docs/hyperopt.md | 3 +++ 1 file changed, 3 insertions(+) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 30a22a969..55d2d984c 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -63,6 +63,9 @@ Optional - can also be loaded from a strategy: !!! Note Assuming the optional methods are not in your hyperopt file, please use `--strategy AweSomeStrategy` which contains these methods so hyperopt can use these methods instead. +!!! Note + You will always have to provide a strategy to Hyperopt even if it contains all methods. + Rarely you may also need to override: * `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default) From d1a24db6b7bce1eb118f9fd19fb5017049f958cf Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 16:04:10 +0200 Subject: [PATCH 225/417] Remove deprecated pairlist and binary --- bin/freqtrade | 11 --------- docs/deprecated.md | 6 +++++ .../configuration/deprecated_settings.py | 23 ------------------- tests/test_configuration.py | 12 ---------- 4 files changed, 6 insertions(+), 46 deletions(-) delete mode 100755 bin/freqtrade diff --git a/bin/freqtrade b/bin/freqtrade deleted file mode 100755 index eee7cbef4..000000000 --- a/bin/freqtrade +++ /dev/null @@ -1,11 +0,0 @@ -#!/usr/bin/env python3 - -import sys -import logging - -logger = logging.getLogger(__name__) - - -logger.error("DEPRECATED installation detected, please run `pip install -e .` again.") - -sys.exit(2) diff --git a/docs/deprecated.md b/docs/deprecated.md index 349d41a09..a9a914f44 100644 --- a/docs/deprecated.md +++ b/docs/deprecated.md @@ -24,3 +24,9 @@ and in freqtrade 2019.7 (master branch). `--live` in the context of backtesting allowed to download the latest tick data for backtesting. Did only download the latest 500 candles, so was ineffective in getting good backtest data. Removed in 2019-7-dev (develop branch) and in freqtrade 2019-8 (master branch) + +### Allow running multiple pairlists in sequence + +The former `"pairlists"` section in the configuration has been removed, and is replaced by `pairlist` - being a list to specify a sequence of pairlists. + +The old option has been deprecated in 2019.11 and has been removed in 2020.4. diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py index 55497d4f5..3999ea422 100644 --- a/freqtrade/configuration/deprecated_settings.py +++ b/freqtrade/configuration/deprecated_settings.py @@ -58,29 +58,6 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None: process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal', 'experimental', 'ignore_roi_if_buy_signal') - if not config.get('pairlists') and not config.get('pairlists'): - config['pairlists'] = [{'method': 'StaticPairList'}] - logger.warning( - "DEPRECATED: " - "Pairlists must be defined explicitly in the future." - "Defaulting to StaticPairList for now.") - - if config.get('pairlist', {}).get("method") == 'VolumePairList': - logger.warning( - "DEPRECATED: " - f"Using VolumePairList in pairlist is deprecated and must be moved to pairlists. " - "Please refer to the docs on configuration details") - pl = {'method': 'VolumePairList'} - pl.update(config.get('pairlist', {}).get('config')) - config['pairlists'].append(pl) - - if config.get('pairlist', {}).get('config', {}).get('precision_filter'): - logger.warning( - "DEPRECATED: " - f"Using precision_filter setting is deprecated and has been replaced by" - "PrecisionFilter. Please refer to the docs on configuration details") - config['pairlists'].append({'method': 'PrecisionFilter'}) - if (config.get('edge', {}).get('enabled', False) and 'capital_available_percentage' in config.get('edge', {})): logger.warning( diff --git a/tests/test_configuration.py b/tests/test_configuration.py index f29f2eaf2..c89f1381e 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -1041,18 +1041,6 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca assert default_conf[setting[0]][setting[1]] == setting[5] -def test_process_deprecated_setting_pairlists(mocker, default_conf, caplog): - patched_configuration_load_config_file(mocker, default_conf) - default_conf.update({'pairlist': { - 'method': 'VolumePairList', - 'config': {'precision_filter': True} - }}) - - process_temporary_deprecated_settings(default_conf) - assert log_has_re(r'DEPRECATED.*precision_filter.*', caplog) - assert log_has_re(r'DEPRECATED.*in pairlist is deprecated and must be moved*', caplog) - - def test_process_deprecated_setting_edge(mocker, edge_conf, caplog): patched_configuration_load_config_file(mocker, edge_conf) edge_conf.update({'edge': { From 9fa21628d7cf77fe81dca35373b9caa21c0c6515 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 16:29:17 +0200 Subject: [PATCH 226/417] Deprecate keys other than quoteVolume fixes #2981 --- docs/configuration.md | 4 +--- docs/deprecated.md | 6 +++++- freqtrade/pairlist/VolumePairList.py | 4 ++++ tests/pairlist/test_pairlist.py | 13 ++++++++++--- 4 files changed, 20 insertions(+), 7 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index 338299781..2942014be 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -585,7 +585,7 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis #### Volume Pair List -`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume` and defaults to `quoteVolume`. +`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can only be `quoteVolume`. `VolumePairList` considers outputs of previous pairlists unless it's the first configured pairlist, it does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange. @@ -593,8 +593,6 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis `VolumePairList` is based on the ticker data, as reported by the ccxt library: -* The `bidVolume` is the volume (amount) of current best bid in the orderbook. -* The `askVolume` is the volume (amount) of current best ask in the orderbook. * The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours. ```json diff --git a/docs/deprecated.md b/docs/deprecated.md index a9a914f44..408c7b2ac 100644 --- a/docs/deprecated.md +++ b/docs/deprecated.md @@ -27,6 +27,10 @@ Removed in 2019-7-dev (develop branch) and in freqtrade 2019-8 (master branch) ### Allow running multiple pairlists in sequence -The former `"pairlists"` section in the configuration has been removed, and is replaced by `pairlist` - being a list to specify a sequence of pairlists. +The former `"pairlist"` section in the configuration has been removed, and is replaced by `pairlists` - being a list to specify a sequence of pairlists. The old option has been deprecated in 2019.11 and has been removed in 2020.4. + +### deprecation of bidVolume and askVolume from volumepairlist + +Since only quoteVolume can be compared between assets, the other options (bidVolume, askVolume) have been deprecated in 2020.4. diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 65f43245c..eb44fe725 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -39,6 +39,10 @@ class VolumePairList(IPairList): if not self._validate_keys(self._sort_key): raise OperationalException( f'key {self._sort_key} not in {SORT_VALUES}') + if self._sort_key != 'quoteVolume': + logger.warning( + "DEPRECATED: using any key other than quoteVolume for VolumePairList is deprecated." + ) @property def needstickers(self) -> bool: diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 7dfe8bcca..f9e2893c3 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -4,11 +4,11 @@ from unittest.mock import MagicMock, PropertyMock import pytest -from freqtrade.exceptions import OperationalException from freqtrade.constants import AVAILABLE_PAIRLISTS -from freqtrade.resolvers import PairListResolver +from freqtrade.exceptions import OperationalException from freqtrade.pairlist.pairlistmanager import PairListManager -from tests.conftest import get_patched_freqtradebot, log_has_re +from freqtrade.resolvers import PairListResolver +from tests.conftest import get_patched_freqtradebot, log_has, log_has_re # whitelist, blacklist @@ -228,6 +228,13 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*", caplog)) + if pairlist['method'] == 'VolumePairList': + logmsg = ("DEPRECATED: using any key other than quoteVolume for " + "VolumePairList is deprecated.") + if pairlist['sort_key'] != 'quoteVolume': + assert log_has(logmsg, caplog) + else: + assert not log_has(logmsg, caplog) def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: From deb14e0c8522da23bd2a4b487d6afa4187b4015a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 16:32:11 +0200 Subject: [PATCH 227/417] Update "final" message in setup.sh closes #2773 --- setup.sh | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/setup.sh b/setup.sh index e120190ce..d6e0006f1 100755 --- a/setup.sh +++ b/setup.sh @@ -252,7 +252,8 @@ function install() { echo "-------------------------" echo "Run the bot !" echo "-------------------------" - echo "You can now use the bot by executing 'source .env/bin/activate; freqtrade trade'." + echo "You can now use the bot by executing 'source .env/bin/activate; freqtrade '." + echo "You verify that freqtrade is installed successfully by running 'source .env/bin/activate; freqtrade --version'." } function plot() { From e1a347df90efa8517dc9a0e51bc144403ba53a43 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 16:55:13 +0200 Subject: [PATCH 228/417] Use subcommand, add 3rd line --- setup.sh | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/setup.sh b/setup.sh index d6e0006f1..918c41e6b 100755 --- a/setup.sh +++ b/setup.sh @@ -252,7 +252,8 @@ function install() { echo "-------------------------" echo "Run the bot !" echo "-------------------------" - echo "You can now use the bot by executing 'source .env/bin/activate; freqtrade '." + echo "You can now use the bot by executing 'source .env/bin/activate; freqtrade '." + echo "You can see the list of available bot subcommands by executing 'source .env/bin/activate; freqtrade --help'." echo "You verify that freqtrade is installed successfully by running 'source .env/bin/activate; freqtrade --version'." } From 255a43c98e75d18fe0a6bc04c513467c7ce85ffe Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 17:25:18 +0200 Subject: [PATCH 229/417] Update price timeout example --- docs/strategy-advanced.md | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index dcb8018f9..39e92d651 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -56,7 +56,6 @@ class Awesomestrategy(IStrategy): !!! Note For the above example, `unfilledtimeout` must be set to something bigger than 24h, otherwise that type of timeout will apply first. - ### Custom order timeout example (using additional data) ``` python @@ -77,7 +76,7 @@ class Awesomestrategy(IStrategy): ob = self.dp.orderbook(pair, 1) current_price = ob['bids'][0][0] # Cancel buy order if price is more than 2% above the order. - if order['price'] > current_price * 1.02: + if current_price > order['price'] * 1.02: return True return False @@ -86,7 +85,7 @@ class Awesomestrategy(IStrategy): ob = self.dp.orderbook(pair, 1) current_price = ob['asks'][0][0] # Cancel sell order if price is more than 2% below the order. - if order['price'] < current_price * 0.98: + if current_price < order['price'] * 0.98: return True return False ``` From e928c5fdaf3c46588ecb427427ff2c848104d16b Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 27 Apr 2020 07:15:37 +0200 Subject: [PATCH 230/417] Update docs/hyperopt.md Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/hyperopt.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 55d2d984c..11161e58b 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -64,7 +64,7 @@ Optional - can also be loaded from a strategy: Assuming the optional methods are not in your hyperopt file, please use `--strategy AweSomeStrategy` which contains these methods so hyperopt can use these methods instead. !!! Note - You will always have to provide a strategy to Hyperopt even if it contains all methods. + You always have to provide a strategy to Hyperopt, even if your custom Hyperopt class contains all methods. Rarely you may also need to override: From fb8a85da01e7a0c108a3a132e313cb4a7bb79224 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 27 Apr 2020 07:56:17 +0200 Subject: [PATCH 231/417] Disallow VolumePairList from backtesting for now --- freqtrade/optimize/backtesting.py | 3 +++ tests/optimize/test_backtesting.py | 8 +++++--- 2 files changed, 8 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index c01e3de50..3bf211d99 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -65,6 +65,9 @@ class Backtesting: self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config) self.pairlists = PairListManager(self.exchange, self.config) + if 'VolumePairList' in self.pairlists.name_list: + raise OperationalException("VolumePairList not allowed for backtesting.") + self.pairlists.refresh_pairlist() if len(self.pairlists.whitelist) == 0: diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 862dbe3aa..6c2d6c9dd 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -378,9 +378,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> None: - def get_timerange(input1): - return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) - + mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) mocker.patch('freqtrade.data.history.history_utils.load_pair_history', MagicMock(return_value=pd.DataFrame())) mocker.patch('freqtrade.data.history.get_timerange', get_timerange) @@ -397,6 +395,10 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> with pytest.raises(OperationalException, match='No pair in whitelist.'): Backtesting(default_conf) + default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}] + with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'): + Backtesting(default_conf) + def test_backtest(default_conf, fee, mocker, testdatadir) -> None: default_conf['ask_strategy']['use_sell_signal'] = False From 77a2ff8917e37271f906d92dde9e2b622c56cbd1 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 27 Apr 2020 09:02:21 +0000 Subject: [PATCH 232/417] Bump ccxt from 1.26.53 to 1.27.1 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.26.53 to 1.27.1. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.26.53...1.27.1) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 861c3bdd5..a53fc3999 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.26.53 +ccxt==1.27.1 SQLAlchemy==1.3.16 python-telegram-bot==12.6.1 arrow==0.15.5 From 2122384ec1c1f072870ca39ea47d765930d735e5 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 27 Apr 2020 09:02:49 +0000 Subject: [PATCH 233/417] Bump progressbar2 from 3.50.1 to 3.51.0 Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.50.1 to 3.51.0. - [Release notes](https://github.com/WoLpH/python-progressbar/releases) - [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst) - [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.50.1...v3.51.0) Signed-off-by: dependabot-preview[bot] --- requirements-hyperopt.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index 6df1eb157..b0e18867d 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -7,4 +7,4 @@ scikit-learn==0.22.2.post1 scikit-optimize==0.7.4 filelock==3.0.12 joblib==0.14.1 -progressbar2==3.50.1 +progressbar2==3.51.0 From 52c92a19e320ca6fb5be23fab736d35b44e80d0b Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 27 Apr 2020 09:03:30 +0000 Subject: [PATCH 234/417] Bump pytest-asyncio from 0.10.0 to 0.11.0 Bumps [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio) from 0.10.0 to 0.11.0. - [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases) - [Commits](https://github.com/pytest-dev/pytest-asyncio/compare/v0.10.0...v0.11.0) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index d269676af..508716bde 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -9,7 +9,7 @@ flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 mypy==0.770 pytest==5.4.1 -pytest-asyncio==0.10.0 +pytest-asyncio==0.11.0 pytest-cov==2.8.1 pytest-mock==3.1.0 pytest-random-order==1.0.4 From abbb3254b2ed287604587c2be5ac5fccddd5c8d3 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 27 Apr 2020 09:03:59 +0000 Subject: [PATCH 235/417] Bump mkdocs-material from 5.1.1 to 5.1.3 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.1.1 to 5.1.3. - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.1.1...5.1.3) Signed-off-by: dependabot-preview[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 1f8d710a9..1c0e280ae 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.1.1 +mkdocs-material==5.1.3 mdx_truly_sane_lists==1.2 From 3754bf46ed8b028101a07df96a2a3efc338f4fb7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 27 Apr 2020 17:13:30 +0200 Subject: [PATCH 236/417] Change wording in deprecation messages Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/deprecated.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/deprecated.md b/docs/deprecated.md index 408c7b2ac..a7b57b10e 100644 --- a/docs/deprecated.md +++ b/docs/deprecated.md @@ -27,9 +27,9 @@ Removed in 2019-7-dev (develop branch) and in freqtrade 2019-8 (master branch) ### Allow running multiple pairlists in sequence -The former `"pairlist"` section in the configuration has been removed, and is replaced by `pairlists` - being a list to specify a sequence of pairlists. +The former `"pairlist"` section in the configuration has been removed, and is replaced by `"pairlists"` - being a list to specify a sequence of pairlists. -The old option has been deprecated in 2019.11 and has been removed in 2020.4. +The old section of configuration parameters (`"pairlist"`) has been deprecated in 2019.11 and has been removed in 2020.4. ### deprecation of bidVolume and askVolume from volumepairlist From a01ed170f55a2a2cf07b4b5fcc721933308dc623 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 28 Apr 2020 17:33:07 +0300 Subject: [PATCH 237/417] Improve hyperopt-list logging --- freqtrade/optimize/hyperopt.py | 6 +++--- tests/commands/test_commands.py | 5 ++--- 2 files changed, 5 insertions(+), 6 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index ad9d7d44c..1e8077f10 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -376,13 +376,13 @@ class Hyperopt: # Verification for overwrite if path.isfile(csv_file): - logger.error("CSV-File already exists!") + logger.error(f"CSV file already exists: {csv_file}") return try: io.open(csv_file, 'w+').close() except IOError: - logger.error("Filed to create CSV-File!") + logger.error(f"Failed to create CSV file: {csv_file}") return trials = json_normalize(results, max_level=1) @@ -420,7 +420,7 @@ class Hyperopt: trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit']) trials.to_csv(csv_file, index=False, header=True, mode='w', encoding='UTF-8') - print("CSV-File created!") + logger.info(f"CSV file created: {csv_file}") def has_space(self, space: str) -> bool: """ diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 4530cd03d..264ae9a63 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -727,7 +727,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys): assert re.match("['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC', 'XRP/BTC']", captured.out) -def test_hyperopt_list(mocker, capsys, hyperopt_results): +def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results): mocker.patch( 'freqtrade.optimize.hyperopt.Hyperopt.load_previous_results', MagicMock(return_value=hyperopt_results) @@ -911,8 +911,7 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results): pargs['config'] = None start_hyperopt_list(pargs) captured = capsys.readouterr() - assert all(x in captured.out - for x in ["CSV-File created!"]) + log_has("CSV file created: test_file.csv", caplog) f = Path("test_file.csv") assert 'Best,1,2,-1.25%,-0.00125625,,-2.51,"3,930.0 m",0.43662' in f.read_text() assert f.is_file() From c26835048c9efb76325b36a8efa4a9e752e230aa Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 28 Apr 2020 22:56:19 +0300 Subject: [PATCH 238/417] Hyperopt cleanup, do not use 'trials' --- freqtrade/optimize/hyperopt.py | 72 +++++++++++++++++---------------- tests/optimize/test_hyperopt.py | 41 ++++++++++--------- 2 files changed, 59 insertions(+), 54 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 1e8077f10..a3e636988 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -75,8 +75,8 @@ class Hyperopt: self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config) self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function - self.trials_file = (self.config['user_data_dir'] / - 'hyperopt_results' / 'hyperopt_results.pickle') + self.results_file = (self.config['user_data_dir'] / + 'hyperopt_results' / 'hyperopt_results.pickle') self.data_pickle_file = (self.config['user_data_dir'] / 'hyperopt_results' / 'hyperopt_tickerdata.pkl') self.total_epochs = config.get('epochs', 0) @@ -88,10 +88,10 @@ class Hyperopt: else: logger.info("Continuing on previous hyperopt results.") - self.num_trials_saved = 0 + self.num_epochs_saved = 0 # Previous evaluations - self.trials: List = [] + self.epochs: List = [] # Populate functions here (hasattr is slow so should not be run during "regular" operations) if hasattr(self.custom_hyperopt, 'populate_indicators'): @@ -132,7 +132,7 @@ class Hyperopt: """ Remove hyperopt pickle files to restart hyperopt. """ - for f in [self.data_pickle_file, self.trials_file]: + for f in [self.data_pickle_file, self.results_file]: p = Path(f) if p.is_file(): logger.info(f"Removing `{p}`.") @@ -151,27 +151,26 @@ class Hyperopt: # and the values are taken from the list of parameters. return {d.name: v for d, v in zip(dimensions, raw_params)} - def save_trials(self, final: bool = False) -> None: + def _save_results(self) -> None: """ - Save hyperopt trials to file + Save hyperopt results to file """ - num_trials = len(self.trials) - if num_trials > self.num_trials_saved: - logger.debug(f"Saving {num_trials} {plural(num_trials, 'epoch')}.") - dump(self.trials, self.trials_file) - self.num_trials_saved = num_trials - if final: - logger.info(f"{num_trials} {plural(num_trials, 'epoch')} " - f"saved to '{self.trials_file}'.") + num_epochs = len(self.epochs) + if num_epochs > self.num_epochs_saved: + logger.debug(f"Saving {num_epochs} {plural(num_epochs, 'epoch')}.") + dump(self.epochs, self.results_file) + self.num_epochs_saved = num_epochs + logger.debug(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} " + f"saved to '{self.results_file}'.") @staticmethod - def _read_trials(trials_file: Path) -> List: + def _read_results(results_file: Path) -> List: """ - Read hyperopt trials file + Read hyperopt results from file """ - logger.info("Reading Trials from '%s'", trials_file) - trials = load(trials_file) - return trials + logger.info("Reading epochs from '%s'", results_file) + data = load(results_file) + return data def _get_params_details(self, params: Dict) -> Dict: """ @@ -588,19 +587,20 @@ class Hyperopt: wrap_non_picklable_objects(self.generate_optimizer))(v, i) for v in asked) @staticmethod - def load_previous_results(trials_file: Path) -> List: + def load_previous_results(results_file: Path) -> List: """ Load data for epochs from the file if we have one """ - trials: List = [] - if trials_file.is_file() and trials_file.stat().st_size > 0: - trials = Hyperopt._read_trials(trials_file) - if trials[0].get('is_best') is None: + epochs: List = [] + if results_file.is_file() and results_file.stat().st_size > 0: + epochs = Hyperopt._read_results(results_file) + # Detection of some old format, without 'is_best' field saved + if epochs[0].get('is_best') is None: raise OperationalException( "The file with Hyperopt results is incompatible with this version " "of Freqtrade and cannot be loaded.") - logger.info(f"Loaded {len(trials)} previous evaluations from disk.") - return trials + logger.info(f"Loaded {len(epochs)} previous evaluations from disk.") + return epochs def _set_random_state(self, random_state: Optional[int]) -> int: return random_state or random.randint(1, 2**16 - 1) @@ -628,7 +628,7 @@ class Hyperopt: self.backtesting.exchange = None # type: ignore self.backtesting.pairlists = None # type: ignore - self.trials = self.load_previous_results(self.trials_file) + self.epochs = self.load_previous_results(self.results_file) cpus = cpu_count() logger.info(f"Found {cpus} CPU cores. Let's make them scream!") @@ -698,23 +698,25 @@ class Hyperopt: if is_best: self.current_best_loss = val['loss'] - self.trials.append(val) + self.epochs.append(val) # Save results after each best epoch and every 100 epochs if is_best or current % 100 == 0: - self.save_trials() + self._save_results() pbar.update(current) except KeyboardInterrupt: print('User interrupted..') - self.save_trials(final=True) + self._save_results() + logger.info(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} " + f"saved to '{self.results_file}'.") - if self.trials: - sorted_trials = sorted(self.trials, key=itemgetter('loss')) - results = sorted_trials[0] - self.print_epoch_details(results, self.total_epochs, self.print_json) + if self.epochs: + sorted_epochs = sorted(self.epochs, key=itemgetter('loss')) + best_epoch = sorted_epochs[0] + self.print_epoch_details(best_epoch, self.total_epochs, self.print_json) else: # This is printed when Ctrl+C is pressed quickly, before first epochs have # a chance to be evaluated. diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index b5106be0c..cc8b9aa37 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -1,5 +1,6 @@ # pragma pylint: disable=missing-docstring,W0212,C0103 import locale +import logging from datetime import datetime from pathlib import Path from typing import Dict, List @@ -56,14 +57,14 @@ def hyperopt_results(): # Functions for recurrent object patching -def create_trials(mocker, hyperopt, testdatadir) -> List[Dict]: +def create_results(mocker, hyperopt, testdatadir) -> List[Dict]: """ - When creating trials, mock the hyperopt Trials so that *by default* + When creating results, mock the hyperopt so that *by default* - we don't create any pickle'd files in the filesystem - we might have a pickle'd file so make sure that we return false when looking for it """ - hyperopt.trials_file = testdatadir / 'optimize/ut_trials.pickle' + hyperopt.results_file = testdatadir / 'optimize/ut_results.pickle' mocker.patch.object(Path, "is_file", MagicMock(return_value=False)) stat_mock = MagicMock() @@ -477,28 +478,30 @@ def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None: assert caplog.record_tuples == [] -def test_save_trials_saves_trials(mocker, hyperopt, testdatadir, caplog) -> None: - trials = create_trials(mocker, hyperopt, testdatadir) +def test_save_results_saves_epochs(mocker, hyperopt, testdatadir, caplog) -> None: + epochs = create_results(mocker, hyperopt, testdatadir) mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None) - trials_file = testdatadir / 'optimize' / 'ut_trials.pickle' + results_file = testdatadir / 'optimize' / 'ut_results.pickle' - hyperopt.trials = trials - hyperopt.save_trials(final=True) - assert log_has(f"1 epoch saved to '{trials_file}'.", caplog) + caplog.set_level(logging.DEBUG) + + hyperopt.epochs = epochs + hyperopt._save_results() + assert log_has(f"1 epoch saved to '{results_file}'.", caplog) mock_dump.assert_called_once() - hyperopt.trials = trials + trials - hyperopt.save_trials(final=True) - assert log_has(f"2 epochs saved to '{trials_file}'.", caplog) + hyperopt.epochs = epochs + epochs + hyperopt._save_results() + assert log_has(f"2 epochs saved to '{results_file}'.", caplog) -def test_read_trials_returns_trials_file(mocker, hyperopt, testdatadir, caplog) -> None: - trials = create_trials(mocker, hyperopt, testdatadir) - mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=trials) - trials_file = testdatadir / 'optimize' / 'ut_trials.pickle' - hyperopt_trial = hyperopt._read_trials(trials_file) - assert log_has(f"Reading Trials from '{trials_file}'", caplog) - assert hyperopt_trial == trials +def test_read_results_returns_epochs(mocker, hyperopt, testdatadir, caplog) -> None: + epochs = create_results(mocker, hyperopt, testdatadir) + mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=epochs) + results_file = testdatadir / 'optimize' / 'ut_results.pickle' + hyperopt_epochs = hyperopt._read_results(results_file) + assert log_has(f"Reading epochs from '{results_file}'", caplog) + assert hyperopt_epochs == epochs mock_load.assert_called_once() From c6787d7e9faf4f3ad6a3d00ed7c806ad83cd5485 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 28 Apr 2020 23:14:02 +0300 Subject: [PATCH 239/417] Do not use 'trials' in commands --- freqtrade/commands/hyperopt_commands.py | 106 ++++++++++++------------ 1 file changed, 52 insertions(+), 54 deletions(-) diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py index 3f61ea66c..517f47d16 100755 --- a/freqtrade/commands/hyperopt_commands.py +++ b/freqtrade/commands/hyperopt_commands.py @@ -38,33 +38,33 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None: 'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None) } - trials_file = (config['user_data_dir'] / - 'hyperopt_results' / 'hyperopt_results.pickle') + results_file = (config['user_data_dir'] / + 'hyperopt_results' / 'hyperopt_results.pickle') # Previous evaluations - trials = Hyperopt.load_previous_results(trials_file) - total_epochs = len(trials) + epochs = Hyperopt.load_previous_results(results_file) + total_epochs = len(epochs) - trials = _hyperopt_filter_trials(trials, filteroptions) + epochs = _hyperopt_filter_epochs(epochs, filteroptions) if print_colorized: colorama_init(autoreset=True) if not export_csv: try: - print(Hyperopt.get_result_table(config, trials, total_epochs, + print(Hyperopt.get_result_table(config, epochs, total_epochs, not filteroptions['only_best'], print_colorized, 0)) except KeyboardInterrupt: print('User interrupted..') - if trials and not no_details: - sorted_trials = sorted(trials, key=itemgetter('loss')) - results = sorted_trials[0] + if epochs and not no_details: + sorted_epochs = sorted(epochs, key=itemgetter('loss')) + results = sorted_epochs[0] Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header) - if trials and export_csv: + if epochs and export_csv: Hyperopt.export_csv_file( - config, trials, total_epochs, not filteroptions['only_best'], export_csv + config, epochs, total_epochs, not filteroptions['only_best'], export_csv ) @@ -78,8 +78,8 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None: print_json = config.get('print_json', False) no_header = config.get('hyperopt_show_no_header', False) - trials_file = (config['user_data_dir'] / - 'hyperopt_results' / 'hyperopt_results.pickle') + results_file = (config['user_data_dir'] / + 'hyperopt_results' / 'hyperopt_results.pickle') n = config.get('hyperopt_show_index', -1) filteroptions = { @@ -96,89 +96,87 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None: } # Previous evaluations - trials = Hyperopt.load_previous_results(trials_file) - total_epochs = len(trials) + epochs = Hyperopt.load_previous_results(results_file) + total_epochs = len(epochs) - trials = _hyperopt_filter_trials(trials, filteroptions) - trials_epochs = len(trials) + epochs = _hyperopt_filter_epochs(epochs, filteroptions) + filtered_epochs = len(epochs) - if n > trials_epochs: + if n > filtered_epochs: raise OperationalException( - f"The index of the epoch to show should be less than {trials_epochs + 1}.") - if n < -trials_epochs: + f"The index of the epoch to show should be less than {filtered_epochs + 1}.") + if n < -filtered_epochs: raise OperationalException( - f"The index of the epoch to show should be greater than {-trials_epochs - 1}.") + f"The index of the epoch to show should be greater than {-filtered_epochs - 1}.") # Translate epoch index from human-readable format to pythonic if n > 0: n -= 1 - if trials: - val = trials[n] + if epochs: + val = epochs[n] Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header, header_str="Epoch details") -def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List: +def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List: """ Filter our items from the list of hyperopt results """ if filteroptions['only_best']: - trials = [x for x in trials if x['is_best']] + epochs = [x for x in epochs if x['is_best']] if filteroptions['only_profitable']: - trials = [x for x in trials if x['results_metrics']['profit'] > 0] + epochs = [x for x in epochs if x['results_metrics']['profit'] > 0] if filteroptions['filter_min_trades'] > 0: - trials = [ - x for x in trials + epochs = [ + x for x in epochs if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades'] ] if filteroptions['filter_max_trades'] > 0: - trials = [ - x for x in trials + epochs = [ + x for x in epochs if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades'] ] if filteroptions['filter_min_avg_time'] is not None: - trials = [x for x in trials if x['results_metrics']['trade_count'] > 0] - trials = [ - x for x in trials + epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] + epochs = [ + x for x in epochs if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time'] ] if filteroptions['filter_max_avg_time'] is not None: - trials = [x for x in trials if x['results_metrics']['trade_count'] > 0] - trials = [ - x for x in trials + epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] + epochs = [ + x for x in epochs if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time'] ] if filteroptions['filter_min_avg_profit'] is not None: - trials = [x for x in trials if x['results_metrics']['trade_count'] > 0] - trials = [ - x for x in trials - if x['results_metrics']['avg_profit'] - > filteroptions['filter_min_avg_profit'] + epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] + epochs = [ + x for x in epochs + if x['results_metrics']['avg_profit'] > filteroptions['filter_min_avg_profit'] ] if filteroptions['filter_max_avg_profit'] is not None: - trials = [x for x in trials if x['results_metrics']['trade_count'] > 0] - trials = [ - x for x in trials - if x['results_metrics']['avg_profit'] - < filteroptions['filter_max_avg_profit'] + epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] + epochs = [ + x for x in epochs + if x['results_metrics']['avg_profit'] < filteroptions['filter_max_avg_profit'] ] if filteroptions['filter_min_total_profit'] is not None: - trials = [x for x in trials if x['results_metrics']['trade_count'] > 0] - trials = [ - x for x in trials + epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] + epochs = [ + x for x in epochs if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit'] ] if filteroptions['filter_max_total_profit'] is not None: - trials = [x for x in trials if x['results_metrics']['trade_count'] > 0] - trials = [ - x for x in trials + epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0] + epochs = [ + x for x in epochs if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit'] ] - logger.info(f"{len(trials)} " + + logger.info(f"{len(epochs)} " + ("best " if filteroptions['only_best'] else "") + ("profitable " if filteroptions['only_profitable'] else "") + "epochs found.") - return trials + return epochs From 726e52aaa7932595a0f67e3a6c591b74d45b5962 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 29 Apr 2020 10:49:25 +0300 Subject: [PATCH 240/417] Use skopt model_queue_size instead of custom hack --- freqtrade/optimize/hyperopt.py | 25 ++++--------------------- 1 file changed, 4 insertions(+), 21 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index a3e636988..12310311c 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -49,9 +49,9 @@ logger = logging.getLogger(__name__) INITIAL_POINTS = 30 -# Keep no more than 2*SKOPT_MODELS_MAX_NUM models -# in the skopt models list -SKOPT_MODELS_MAX_NUM = 10 +# Keep no more than SKOPT_MODEL_QUEUE_SIZE models +# in the skopt model queue, to optimize memory consumption +SKOPT_MODEL_QUEUE_SIZE = 10 MAX_LOSS = 100000 # just a big enough number to be bad result in loss optimization @@ -563,25 +563,9 @@ class Hyperopt: n_initial_points=INITIAL_POINTS, acq_optimizer_kwargs={'n_jobs': cpu_count}, random_state=self.random_state, + model_queue_size=SKOPT_MODEL_QUEUE_SIZE, ) - def fix_optimizer_models_list(self) -> None: - """ - WORKAROUND: Since skopt is not actively supported, this resolves problems with skopt - memory usage, see also: https://github.com/scikit-optimize/scikit-optimize/pull/746 - - This may cease working when skopt updates if implementation of this intrinsic - part changes. - """ - n = len(self.opt.models) - SKOPT_MODELS_MAX_NUM - # Keep no more than 2*SKOPT_MODELS_MAX_NUM models in the skopt models list, - # remove the old ones. These are actually of no use, the current model - # from the estimator is the only one used in the skopt optimizer. - # Freqtrade code also does not inspect details of the models. - if n >= SKOPT_MODELS_MAX_NUM: - logger.debug(f"Fixing skopt models list, removing {n} old items...") - del self.opt.models[0:n] - def run_optimizer_parallel(self, parallel, asked, i) -> List: return parallel(delayed( wrap_non_picklable_objects(self.generate_optimizer))(v, i) for v in asked) @@ -677,7 +661,6 @@ class Hyperopt: asked = self.opt.ask(n_points=current_jobs) f_val = self.run_optimizer_parallel(parallel, asked, i) self.opt.tell(asked, [v['loss'] for v in f_val]) - self.fix_optimizer_models_list() # Calculate progressbar outputs for j, val in enumerate(f_val): From 1a6ddfcaebaf2c75c67aca115379db70aa9d96c1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 29 Apr 2020 10:37:48 +0200 Subject: [PATCH 241/417] Be clear on evaluation logic during backtesting --- docs/backtesting.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index d6775e17c..d5a4cf3a7 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -202,7 +202,8 @@ Since backtesting lacks some detailed information about what happens within a ca - Buys happen at open-price - Sell signal sells happen at open-price of the following candle -- Low happens before high for stoploss, protecting capital first. +- Low happens before high for stoploss, protecting capital first +- Stoploss is evaluated before ROI - ROI - sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%) - sells are never "below the candle", so a ROI of 2% may result in a sell at 2.4% if low was at 2.4% profit From 74281a16fdda730216e13d1654766a14432e664b Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 29 Apr 2020 10:39:55 +0200 Subject: [PATCH 242/417] Move to the last point and clarify further --- docs/backtesting.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index d5a4cf3a7..1f518658d 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -203,7 +203,6 @@ Since backtesting lacks some detailed information about what happens within a ca - Buys happen at open-price - Sell signal sells happen at open-price of the following candle - Low happens before high for stoploss, protecting capital first -- Stoploss is evaluated before ROI - ROI - sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%) - sells are never "below the candle", so a ROI of 2% may result in a sell at 2.4% if low was at 2.4% profit @@ -213,6 +212,7 @@ Since backtesting lacks some detailed information about what happens within a ca - High happens first - adjusting stoploss - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly) - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used) +- Stoploss (and trailing stoploss) is evaluated before ROI within one candle Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode. Also, keep in mind that past results don't guarantee future success. From 69b44234a48245c546ac0eb3d21b7fc6052e1034 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 29 Apr 2020 10:47:53 +0200 Subject: [PATCH 243/417] Update docs/backtesting.md Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/backtesting.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 1f518658d..9b2997510 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -212,7 +212,7 @@ Since backtesting lacks some detailed information about what happens within a ca - High happens first - adjusting stoploss - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly) - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used) -- Stoploss (and trailing stoploss) is evaluated before ROI within one candle +- Stoploss (and trailing stoploss) is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` and/or `trailing_stop` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes. Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode. Also, keep in mind that past results don't guarantee future success. From 9152e76966dc35f3cff4d2be83359f31d557e4ba Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 29 Apr 2020 12:17:08 +0300 Subject: [PATCH 244/417] Add skopt version check into setup.py --- setup.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/setup.py b/setup.py index 94c48a6a7..5a332057f 100644 --- a/setup.py +++ b/setup.py @@ -21,7 +21,7 @@ plot = ['plotly>=4.0'] hyperopt = [ 'scipy', 'scikit-learn', - 'scikit-optimize', + 'scikit-optimize>=0.7.4', 'filelock', 'joblib', 'progressbar2', From 38c6ba6c0840a2f2c575c5ee67e083d0a5a65182 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Wed, 29 Apr 2020 13:21:04 +0300 Subject: [PATCH 245/417] Update setup.py Co-Authored-By: Matthias --- setup.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/setup.py b/setup.py index 5a332057f..9c253ea4e 100644 --- a/setup.py +++ b/setup.py @@ -21,7 +21,7 @@ plot = ['plotly>=4.0'] hyperopt = [ 'scipy', 'scikit-learn', - 'scikit-optimize>=0.7.4', + 'scikit-optimize>=0.7.0', 'filelock', 'joblib', 'progressbar2', From dec1b10743c3420a71b9dcc49d14c83d0dacb289 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 06:51:42 +0200 Subject: [PATCH 246/417] Add fee_cost and currency columns --- freqtrade/persistence.py | 22 +++++++++++++++++++--- tests/test_persistence.py | 4 ++++ 2 files changed, 23 insertions(+), 3 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index fb314f439..36e2c7ffd 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -86,11 +86,15 @@ def check_migrate(engine) -> None: logger.debug(f'trying {table_back_name}') # Check for latest column - if not has_column(cols, 'close_profit_abs'): + if not has_column(cols, 'fee_close_cost'): logger.info(f'Running database migration - backup available as {table_back_name}') fee_open = get_column_def(cols, 'fee_open', 'fee') + fee_open_cost = get_column_def(cols, 'fee_open_cost', 'null') + fee_open_currency = get_column_def(cols, 'fee_open_currency', 'null') fee_close = get_column_def(cols, 'fee_close', 'fee') + fee_close_cost = get_column_def(cols, 'fee_close_cost', 'null') + fee_close_currency = get_column_def(cols, 'fee_close_currency', 'null') open_rate_requested = get_column_def(cols, 'open_rate_requested', 'null') close_rate_requested = get_column_def(cols, 'close_rate_requested', 'null') stop_loss = get_column_def(cols, 'stop_loss', '0.0') @@ -120,7 +124,9 @@ def check_migrate(engine) -> None: # Copy data back - following the correct schema engine.execute(f"""insert into trades - (id, exchange, pair, is_open, fee_open, fee_close, open_rate, + (id, exchange, pair, is_open, + fee_open, fee_open_cost, fee_open_currency, + fee_close, fee_close_cost, fee_open_currency, open_rate, open_rate_requested, close_rate, close_rate_requested, close_profit, stake_amount, amount, open_date, close_date, open_order_id, stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct, @@ -136,7 +142,9 @@ def check_migrate(engine) -> None: else pair end pair, - is_open, {fee_open} fee_open, {fee_close} fee_close, + is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost, + {fee_open_currency} fee_open_currency, {fee_close} fee_close, + {fee_close_cost} fee_close_cost, {fee_close_currency} fee_close_currency, open_rate, {open_rate_requested} open_rate_requested, close_rate, {close_rate_requested} close_rate_requested, close_profit, stake_amount, amount, open_date, close_date, open_order_id, @@ -185,7 +193,11 @@ class Trade(_DECL_BASE): pair = Column(String, nullable=False, index=True) is_open = Column(Boolean, nullable=False, default=True, index=True) fee_open = Column(Float, nullable=False, default=0.0) + fee_open_cost = Column(Float, nullable=True) + fee_open_currency = Column(String, nullable=True) fee_close = Column(Float, nullable=False, default=0.0) + fee_close_cost = Column(Float, nullable=True) + fee_close_currency = Column(String, nullable=True) open_rate = Column(Float) open_rate_requested = Column(Float) # open_trade_price - calculated via _calc_open_trade_price @@ -235,7 +247,11 @@ class Trade(_DECL_BASE): 'pair': self.pair, 'is_open': self.is_open, 'fee_open': self.fee_open, + 'fee_open_cost': self.fee_open_cost, + 'fee_open_currency': self.fee_open_currency, 'fee_close': self.fee_close, + 'fee_close_cost': self.fee_close_cost, + 'fee_close_currency': self.fee_close_currency, 'open_date_hum': arrow.get(self.open_date).humanize(), 'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"), 'close_date_hum': (arrow.get(self.close_date).humanize() diff --git a/tests/test_persistence.py b/tests/test_persistence.py index ceac24356..f54802ceb 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -465,6 +465,10 @@ def test_migrate_old(mocker, default_conf, fee): assert trade.initial_stop_loss == 0.0 assert trade.open_trade_price == trade._calc_open_trade_price() assert trade.close_profit_abs is None + assert trade.fee_open_cost is None + assert trade.fee_open_currency is None + assert trade.fee_close_cost is None + assert trade.fee_close_currency is None trade = Trade.query.filter(Trade.id == 2).first() assert trade.close_rate is not None From 7936120afc26104179fd1c8115e4f858fbc06b85 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 06:58:43 +0200 Subject: [PATCH 247/417] Adapt tests to support new db fields --- tests/rpc/test_rpc.py | 8 ++++++++ tests/rpc/test_rpc_apiserver.py | 8 ++++++++ tests/test_persistence.py | 8 ++++++++ 3 files changed, 24 insertions(+) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index d2af4bd87..a1e6d9f26 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -51,7 +51,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_date_hum': ANY, 'is_open': ANY, 'fee_open': ANY, + 'fee_open_cost': ANY, + 'fee_open_currency': ANY, 'fee_close': ANY, + 'fee_close_cost': ANY, + 'fee_close_currency': ANY, 'open_rate_requested': ANY, 'open_trade_price': ANY, 'close_rate_requested': ANY, @@ -90,7 +94,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_date_hum': ANY, 'is_open': ANY, 'fee_open': ANY, + 'fee_open_cost': ANY, + 'fee_open_currency': ANY, 'fee_close': ANY, + 'fee_close_cost': ANY, + 'fee_close_currency': ANY, 'open_rate_requested': ANY, 'open_trade_price': ANY, 'close_rate_requested': ANY, diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 6548790cb..01e9c0e96 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -472,7 +472,11 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'close_rate_requested': None, 'current_rate': 1.099e-05, 'fee_close': 0.0025, + 'fee_close_cost': None, + 'fee_close_currency': None, 'fee_open': 0.0025, + 'fee_open_cost': None, + 'fee_open_currency': None, 'open_date': ANY, 'is_open': True, 'max_rate': 0.0, @@ -575,7 +579,11 @@ def test_api_forcebuy(botclient, mocker, fee): 'close_profit': None, 'close_rate_requested': None, 'fee_close': 0.0025, + 'fee_close_cost': None, + 'fee_close_currency': None, 'fee_open': 0.0025, + 'fee_open_cost': None, + 'fee_open_currency': None, 'is_open': False, 'max_rate': None, 'min_rate': None, diff --git a/tests/test_persistence.py b/tests/test_persistence.py index f54802ceb..aa3a59b87 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -745,7 +745,11 @@ def test_to_json(default_conf, fee): 'open_rate_requested': None, 'open_trade_price': 15.1668225, 'fee_close': 0.0025, + 'fee_close_cost': None, + 'fee_close_currency': None, 'fee_open': 0.0025, + 'fee_open_cost': None, + 'fee_open_currency': None, 'close_rate': None, 'close_rate_requested': None, 'amount': 123.0, @@ -794,7 +798,11 @@ def test_to_json(default_conf, fee): 'close_profit': None, 'close_rate_requested': None, 'fee_close': 0.0025, + 'fee_close_cost': None, + 'fee_close_currency': None, 'fee_open': 0.0025, + 'fee_open_cost': None, + 'fee_open_currency': None, 'is_open': None, 'max_rate': None, 'min_rate': None, From b125dd3728b516f628363f5a7b7c8009a955c24e Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 07:06:06 +0200 Subject: [PATCH 248/417] Extract order_has_fee method --- freqtrade/freqtradebot.py | 17 +++++++++++++---- 1 file changed, 13 insertions(+), 4 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 7ae87e807..80470f9e7 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1162,6 +1162,17 @@ class FreqtradeBot: return False + def _order_has_fee(self, order: Dict) -> bool: + """ + Verifies if the passed in order dict has the needed keys to extract fees + :param order: Order or trade (one trade) dict + :return: True if the fee substructure contains currency and cost, false otherwise + """ + if not isinstance(order, dict): + return False + return ('fee' in order and order['fee'] is not None and + (order['fee'].keys() >= {'currency', 'cost'})) + def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ Get real amount for the trade @@ -1175,8 +1186,7 @@ class FreqtradeBot: trade_base_currency = self.exchange.get_pair_base_currency(trade.pair) # use fee from order-dict if possible - if ('fee' in order and order['fee'] is not None and - (order['fee'].keys() >= {'currency', 'cost'})): + if self._order_has_fee(order): if (order['fee']['currency'] is not None and order['fee']['cost'] is not None and trade_base_currency == order['fee']['currency']): @@ -1196,8 +1206,7 @@ class FreqtradeBot: fee_abs = 0 for exectrade in trades: amount += exectrade['amount'] - if ("fee" in exectrade and exectrade['fee'] is not None and - (exectrade['fee'].keys() >= {'currency', 'cost'})): + if self._order_has_fee(exectrade): # only applies if fee is in quote currency! if (exectrade['fee']['currency'] is not None and exectrade['fee']['cost'] is not None and From 6d7a3a0cc99d8e47b7e27e54d3827335af61a8bf Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 07:12:08 +0200 Subject: [PATCH 249/417] Extract more logic into order-has_fee --- freqtrade/freqtradebot.py | 18 +++++++++--------- 1 file changed, 9 insertions(+), 9 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 80470f9e7..4db9f9a1c 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1164,14 +1164,18 @@ class FreqtradeBot: def _order_has_fee(self, order: Dict) -> bool: """ - Verifies if the passed in order dict has the needed keys to extract fees + Verifies if the passed in order dict has the needed keys to extract fees, + and that these keys (currency, cost) are not empty. :param order: Order or trade (one trade) dict :return: True if the fee substructure contains currency and cost, false otherwise """ if not isinstance(order, dict): return False - return ('fee' in order and order['fee'] is not None and - (order['fee'].keys() >= {'currency', 'cost'})) + return ('fee' in order and order['fee'] is not None + and (order['fee'].keys() >= {'currency', 'cost'}) + and order['fee']['currency'] is not None + and order['fee']['cost'] is not None + ) def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ @@ -1187,9 +1191,7 @@ class FreqtradeBot: trade_base_currency = self.exchange.get_pair_base_currency(trade.pair) # use fee from order-dict if possible if self._order_has_fee(order): - if (order['fee']['currency'] is not None and - order['fee']['cost'] is not None and - trade_base_currency == order['fee']['currency']): + if trade_base_currency == order['fee']['currency']: new_amount = order_amount - order['fee']['cost'] logger.info("Applying fee on amount for %s (from %s to %s) from Order", trade, order['amount'], new_amount) @@ -1208,9 +1210,7 @@ class FreqtradeBot: amount += exectrade['amount'] if self._order_has_fee(exectrade): # only applies if fee is in quote currency! - if (exectrade['fee']['currency'] is not None and - exectrade['fee']['cost'] is not None and - trade_base_currency == exectrade['fee']['currency']): + if trade_base_currency == exectrade['fee']['currency']: fee_abs += exectrade['fee']['cost'] if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC): From d3b9f4d393850de9d846735d8790d32dbc459c4c Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 19:28:36 +0200 Subject: [PATCH 250/417] Add extract_cost_curr_rate --- freqtrade/freqtradebot.py | 9 +++++++++ 1 file changed, 9 insertions(+) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 4db9f9a1c..7963fbec3 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1177,6 +1177,15 @@ class FreqtradeBot: and order['fee']['cost'] is not None ) + def _extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, float]: + """ + :param order: Order or trade (one trade) dict + :return: Tuple with cost, currency, rate of the given fee dict + """ + return (order['fee']['cost'], + order['fee']['currency'], + order['fee'].get('rate', None)) + def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ Get real amount for the trade From a867d40eac3ab040eac09ac9905cefa4e74178fc Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 19:33:09 +0200 Subject: [PATCH 251/417] Move fee_methods to exchange --- freqtrade/exchange/exchange.py | 26 ++++++++++++++++++++++++++ freqtrade/freqtradebot.py | 24 ------------------------ 2 files changed, 26 insertions(+), 24 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 1a0565959..9a0364b07 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1063,6 +1063,32 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(e) from e + @staticmethod + def order_has_fee(order: Dict) -> bool: + """ + Verifies if the passed in order dict has the needed keys to extract fees, + and that these keys (currency, cost) are not empty. + :param order: Order or trade (one trade) dict + :return: True if the fee substructure contains currency and cost, false otherwise + """ + if not isinstance(order, dict): + return False + return ('fee' in order and order['fee'] is not None + and (order['fee'].keys() >= {'currency', 'cost'}) + and order['fee']['currency'] is not None + and order['fee']['cost'] is not None + ) + + @staticmethod + def extract_cost_curr_rate(order: Dict) -> Tuple[float, str, float]: + """ + :param order: Order or trade (one trade) dict + :return: Tuple with cost, currency, rate of the given fee dict + """ + return (order['fee']['cost'], + order['fee']['currency'], + order['fee'].get('rate', None)) + def is_exchange_bad(exchange_name: str) -> bool: return exchange_name in BAD_EXCHANGES diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 7963fbec3..a297f1823 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1162,30 +1162,6 @@ class FreqtradeBot: return False - def _order_has_fee(self, order: Dict) -> bool: - """ - Verifies if the passed in order dict has the needed keys to extract fees, - and that these keys (currency, cost) are not empty. - :param order: Order or trade (one trade) dict - :return: True if the fee substructure contains currency and cost, false otherwise - """ - if not isinstance(order, dict): - return False - return ('fee' in order and order['fee'] is not None - and (order['fee'].keys() >= {'currency', 'cost'}) - and order['fee']['currency'] is not None - and order['fee']['cost'] is not None - ) - - def _extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, float]: - """ - :param order: Order or trade (one trade) dict - :return: Tuple with cost, currency, rate of the given fee dict - """ - return (order['fee']['cost'], - order['fee']['currency'], - order['fee'].get('rate', None)) - def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ Get real amount for the trade From 2e4dc6c25388feaa8ce13407bf62d2eabfb27938 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 19:56:48 +0200 Subject: [PATCH 252/417] Exchange should return fee dict for dry-run orders --- freqtrade/exchange/exchange.py | 21 +++++++++++++-------- 1 file changed, 13 insertions(+), 8 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 9a0364b07..22d477e6c 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -472,26 +472,31 @@ class Exchange: 'pair': pair, 'price': rate, 'amount': _amount, - "cost": _amount * rate, + 'cost': _amount * rate, 'type': ordertype, 'side': side, 'remaining': _amount, 'datetime': arrow.utcnow().isoformat(), 'status': "closed" if ordertype == "market" else "open", 'fee': None, - "info": {} + 'info': {} } - self._store_dry_order(dry_order) + self._store_dry_order(dry_order, pair) # Copy order and close it - so the returned order is open unless it's a market order return dry_order - def _store_dry_order(self, dry_order: Dict) -> None: + def _store_dry_order(self, dry_order: Dict, pair: str) -> None: closed_order = dry_order.copy() - if closed_order["type"] in ["market", "limit"]: + if closed_order['type'] in ["market", "limit"]: closed_order.update({ - "status": "closed", - "filled": closed_order["amount"], - "remaining": 0 + 'status': 'closed', + 'filled': closed_order['amount'], + 'remaining': 0, + 'fee': { + 'currency': self.get_pair_quote_currency(pair), + 'cost': dry_order['amount'] * self.get_fee(pair), + 'rate': self.get_fee(pair) + } }) if closed_order["type"] in ["stop_loss_limit"]: closed_order["info"].update({"stopPrice": closed_order["price"]}) From e74ed0ba7b7ba4f9f8f6cd8f456d1ccc35901614 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 20:05:27 +0200 Subject: [PATCH 253/417] Add tests for fee extraction methods --- freqtrade/exchange/exchange.py | 2 ++ tests/exchange/test_exchange.py | 20 ++++++++++++++++++++ 2 files changed, 22 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 22d477e6c..bd6d617c0 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1087,6 +1087,8 @@ class Exchange: @staticmethod def extract_cost_curr_rate(order: Dict) -> Tuple[float, str, float]: """ + Extract tuple of cost, currency, rate. + Requires order_has_fee to run first! :param order: Order or trade (one trade) dict :return: Tuple with cost, currency, rate of the given fee dict """ diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 3c92612a0..f8c572dc8 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -2145,3 +2145,23 @@ def test_symbol_is_pair(market_symbol, base_currency, quote_currency, expected_r ]) def test_market_is_active(market, expected_result) -> None: assert market_is_active(market) == expected_result + + +@pytest.mark.parametrize("order,expected", [ + ([{'fee'}], False), + ({'fee': None}, False), + ({'fee': {'currency': 'ETH/BTC'}}, False), + ({'fee': {'currency': 'ETH/BTC', 'cost': None}}, False), + ({'fee': {'currency': 'ETH/BTC', 'cost': 0.01}}, True), +]) +def test_order_has_fee(order, expected) -> None: + assert Exchange.order_has_fee(order) == expected + + +@pytest.mark.parametrize("order,expected", [ + ({'fee': {'currency': 'ETH/BTC', 'cost': 0.43}}, (0.43, 'ETH/BTC', None)), + ({'fee': {'currency': 'ETH/USDT', 'cost': 0.01}}, (0.01, 'ETH/USDT', None)), + ({'fee': {'currency': 'ETH/USDT', 'cost': 0.34, 'rate': 0.01}}, (0.34, 'ETH/USDT', 0.01)), +]) +def test_extract_cost_curr_rate(order, expected) -> None: + assert Exchange.extract_cost_curr_rate(order) == expected From 63b55658ac07ab3b6e44ee7bda9093031f2133ba Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 1 May 2020 05:11:30 +0300 Subject: [PATCH 254/417] Add ticker to dataprovider --- freqtrade/data/dataprovider.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index 1df710152..b197ed1a5 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -97,8 +97,7 @@ class DataProvider: """ Return last ticker data """ - # TODO: Implement me - pass + return self._exchange.fetch_ticker(pair) def orderbook(self, pair: str, maximum: int) -> Dict[str, List]: """ From f8f794a8038ec9d532b39cf7a947956e02b7bac0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 20:15:35 +0200 Subject: [PATCH 255/417] Simplify fee-related tests --- tests/test_freqtradebot.py | 60 ++++++++------------------------------ 1 file changed, 12 insertions(+), 48 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 6f2ce9f3c..43ee4c79d 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3285,8 +3285,6 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) - patch_RPCManager(mocker) - patch_exchange(mocker) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( pair='LTC/ETH', @@ -3297,8 +3295,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) @@ -3310,8 +3307,6 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) - patch_RPCManager(mocker) - patch_exchange(mocker) amount = buy_order_fee['amount'] trade = Trade( pair='LTC/ETH', @@ -3322,8 +3317,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount @@ -3335,8 +3329,6 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker): trades_for_order[0]['fee']['currency'] = 'ETH' - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( @@ -3348,8 +3340,7 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fe open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, buy_order_fee) == amount @@ -3362,8 +3353,6 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_ limit_buy_order['fee'] = {'cost': 0.004, 'currency': None} trades_for_order[0]['fee']['currency'] = None - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( @@ -3375,8 +3364,7 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_ open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, limit_buy_order) == amount @@ -3386,8 +3374,6 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee, trades_for_order[0]['fee']['currency'] = 'BNB' trades_for_order[0]['fee']['cost'] = 0.00094518 - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( @@ -3399,16 +3385,13 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee, open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, buy_order_fee) == amount def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker): - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2) amount = float(sum(x['amount'] for x in trades_for_order2)) trade = Trade( @@ -3420,8 +3403,7 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) @@ -3435,8 +3417,6 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'} - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[trades_for_order]) amount = float(sum(x['amount'] for x in trades_for_order)) @@ -3449,8 +3429,7 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004 @@ -3463,8 +3442,6 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['fee'] = {'cost': 0.004} - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) amount = float(sum(x['amount'] for x in trades_for_order)) trade = Trade( @@ -3476,8 +3453,7 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, limit_buy_order) == amount @@ -3487,8 +3463,6 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_ limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001 - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = float(sum(x['amount'] for x in trades_for_order)) trade = Trade( @@ -3500,8 +3474,7 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_ fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"): @@ -3514,8 +3487,6 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b limit_buy_order = deepcopy(buy_order_fee) trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15 - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = float(sum(x['amount'] for x in trades_for_order)) trade = Trade( @@ -3527,8 +3498,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b open_rate=0.245441, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount changes by fee amount. assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001), @@ -3539,8 +3509,6 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, # Remove "Currency" from fee dict trades_for_order[0]['fee'] = {'cost': 0.008} - patch_RPCManager(mocker) - patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( @@ -3553,15 +3521,12 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, open_order_id="123456" ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, buy_order_fee) == amount def test_get_real_amount_open_trade(default_conf, fee, mocker): - patch_RPCManager(mocker) - patch_exchange(mocker) amount = 12345 trade = Trade( pair='LTC/ETH', @@ -3577,8 +3542,7 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker): 'amount': amount, 'status': 'open', } - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) + freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_real_amount(trade, order) == amount From 45c97fde2dc125f00255f197f5bbf4fe63a20a06 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Apr 2020 22:16:52 +0200 Subject: [PATCH 256/417] Use correct typehint for extract_cost_curr_rate --- freqtrade/exchange/exchange.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index bd6d617c0..df7f3005e 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1085,7 +1085,7 @@ class Exchange: ) @staticmethod - def extract_cost_curr_rate(order: Dict) -> Tuple[float, str, float]: + def extract_cost_curr_rate(order: Dict) -> Tuple[float, str, Optional[float]]: """ Extract tuple of cost, currency, rate. Requires order_has_fee to run first! @@ -1095,6 +1095,7 @@ class Exchange: return (order['fee']['cost'], order['fee']['currency'], order['fee'].get('rate', None)) + # calculate rate ? (order['fee']['cost'] / (order['amount'] * order['price'])) def is_exchange_bad(exchange_name: str) -> bool: From 59bafc8d02e291bb0797eeecdc1cd92feadb5517 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 15:17:52 +0200 Subject: [PATCH 257/417] Implement fee rate calculation --- freqtrade/exchange/exchange.py | 33 +++++++++++++++++++++--- tests/exchange/test_exchange.py | 45 +++++++++++++++++++++++++++++---- 2 files changed, 69 insertions(+), 9 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index df7f3005e..ebadd4c8a 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -22,7 +22,7 @@ from freqtrade.data.converter import ohlcv_to_dataframe from freqtrade.exceptions import (DependencyException, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async -from freqtrade.misc import deep_merge_dicts +from freqtrade.misc import deep_merge_dicts, safe_value_fallback CcxtModuleType = Any @@ -1084,8 +1084,33 @@ class Exchange: and order['fee']['cost'] is not None ) - @staticmethod - def extract_cost_curr_rate(order: Dict) -> Tuple[float, str, Optional[float]]: + def calculate_fee_rate(self, order: Dict) -> Optional[float]: + """ + Calculate fee rate if it's not given by the exchange. + :param order: Order or trade (one trade) dict + """ + if order['fee'].get('rate') is not None: + return order['fee'].get('rate') + fee_curr = order['fee']['currency'] + # Calculate fee based on order details + if fee_curr in self.get_pair_base_currency(order['symbol']): + # Base currency - divide by amount + return round(order['fee']['cost'] / order['amount'], 8) + elif fee_curr in self.get_pair_quote_currency(order['symbol']): + # Quote currency - divide by cost + return round(order['fee']['cost'] / order['cost'], 8) + else: + # If Fee currency is a different currency + try: + comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency']) + tick = self.fetch_ticker(comb) + + fee_to_quote_rate = safe_value_fallback(tick, tick, 'last', 'ask') + return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8) + except DependencyException: + return None + + def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]: """ Extract tuple of cost, currency, rate. Requires order_has_fee to run first! @@ -1094,7 +1119,7 @@ class Exchange: """ return (order['fee']['cost'], order['fee']['currency'], - order['fee'].get('rate', None)) + self.calculate_fee_rate(order)) # calculate rate ? (order['fee']['cost'] / (order['amount'] * order['price'])) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index f8c572dc8..7a1df5103 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -2159,9 +2159,44 @@ def test_order_has_fee(order, expected) -> None: @pytest.mark.parametrize("order,expected", [ - ({'fee': {'currency': 'ETH/BTC', 'cost': 0.43}}, (0.43, 'ETH/BTC', None)), - ({'fee': {'currency': 'ETH/USDT', 'cost': 0.01}}, (0.01, 'ETH/USDT', None)), - ({'fee': {'currency': 'ETH/USDT', 'cost': 0.34, 'rate': 0.01}}, (0.34, 'ETH/USDT', 0.01)), + ({'symbol': 'ETH/BTC', 'fee': {'currency': 'ETH', 'cost': 0.43}}, + (0.43, 'ETH', 0.01)), + ({'symbol': 'ETH/USDT', 'fee': {'currency': 'USDT', 'cost': 0.01}}, + (0.01, 'USDT', 0.01)), + ({'symbol': 'BTC/USDT', 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, + (0.34, 'USDT', 0.01)), ]) -def test_extract_cost_curr_rate(order, expected) -> None: - assert Exchange.extract_cost_curr_rate(order) == expected +def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None: + mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01)) + ex = get_patched_exchange(mocker, default_conf) + assert ex.extract_cost_curr_rate(order) == expected + + +@pytest.mark.parametrize("order,expected", [ + # Using base-currency + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, + 'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.1), + ({'symbol': 'ETH/BTC', 'amount': 0.05, 'cost': 0.05, + 'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.08), + # Using quote currency + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, + 'fee': {'currency': 'BTC', 'cost': 0.005}}, 0.1), + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, + 'fee': {'currency': 'BTC', 'cost': 0.002, 'rate': None}}, 0.04), + # Using foreign currency + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, + 'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944), + ({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561, + 'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305), + # TODO: More tests here! + # Rate included in return - return as is + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, + 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01), + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, + 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005), +]) +def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None: + mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081}) + + ex = get_patched_exchange(mocker, default_conf) + assert ex.calculate_fee_rate(order) == expected From db8fb39a3860caca6000f384055d5476ba60f03b Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 15:20:38 +0200 Subject: [PATCH 258/417] don't use trade.update directly! --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a297f1823..ff2d1d759 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1032,7 +1032,7 @@ class FreqtradeBot: trade.sell_reason = sell_reason.value # In case of market sell orders the order can be closed immediately if order.get('status', 'unknown') == 'closed': - trade.update(order) + self.update_trade_state(trade, order) Trade.session.flush() # Lock pair for one candle to prevent immediate rebuys From b93d33a93a652c3c870d43a1ca75b4c7aadbe39b Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 15:30:49 +0200 Subject: [PATCH 259/417] Fix mock order dicts --- tests/conftest.py | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index d95475b8c..621f45407 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -779,7 +779,7 @@ def limit_buy_order(): 'id': 'mocked_limit_buy', 'type': 'limit', 'side': 'buy', - 'pair': 'mocked', + 'symbol': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00001099, 'amount': 90.99181073, @@ -795,7 +795,7 @@ def market_buy_order(): 'id': 'mocked_market_buy', 'type': 'market', 'side': 'buy', - 'pair': 'mocked', + 'symbol': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00004099, 'amount': 91.99181073, @@ -811,7 +811,7 @@ def market_sell_order(): 'id': 'mocked_limit_sell', 'type': 'market', 'side': 'sell', - 'pair': 'mocked', + 'symbol': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00004173, 'amount': 91.99181073, @@ -827,7 +827,7 @@ def limit_buy_order_old(): 'id': 'mocked_limit_buy_old', 'type': 'limit', 'side': 'buy', - 'pair': 'mocked', + 'symbol': 'mocked', 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), 'price': 0.00001099, 'amount': 90.99181073, @@ -843,7 +843,7 @@ def limit_sell_order_old(): 'id': 'mocked_limit_sell_old', 'type': 'limit', 'side': 'sell', - 'pair': 'ETH/BTC', + 'symbol': 'ETH/BTC', 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'price': 0.00001099, 'amount': 90.99181073, @@ -859,7 +859,7 @@ def limit_buy_order_old_partial(): 'id': 'mocked_limit_buy_old_partial', 'type': 'limit', 'side': 'buy', - 'pair': 'ETH/BTC', + 'symbol': 'ETH/BTC', 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'price': 0.00001099, 'amount': 90.99181073, @@ -1482,7 +1482,7 @@ def buy_order_fee(): 'id': 'mocked_limit_buy_old', 'type': 'limit', 'side': 'buy', - 'pair': 'mocked', + 'symbol': 'mocked', 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), 'price': 0.245441, 'amount': 8.0, From fdcc507f06ff725a7c0053676509ba049c7e8129 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 15:35:57 +0200 Subject: [PATCH 260/417] Fix integration tests --- tests/test_integration.py | 7 +++---- 1 file changed, 3 insertions(+), 4 deletions(-) diff --git a/tests/test_integration.py b/tests/test_integration.py index c40da7e9d..ee6ef3cb2 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -67,7 +67,6 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee, mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', create_stoploss_order=MagicMock(return_value=True), - update_trade_state=MagicMock(), _notify_sell=MagicMock(), ) mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock) @@ -97,8 +96,9 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee, # Only order for 3rd trade needs to be cancelled assert cancel_order_mock.call_count == 1 - # Wallets must be updated between stoploss cancellation and selling. - assert wallets_mock.call_count == 2 + # Wallets must be updated between stoploss cancellation and selling, and will be updated again + # During update_trade_state + assert wallets_mock.call_count == 3 trade = trades[0] assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value @@ -144,7 +144,6 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', create_stoploss_order=MagicMock(return_value=True), - update_trade_state=MagicMock(), _notify_sell=MagicMock(), ) should_sell_mock = MagicMock(side_effect=[ From a2ff6326470afde76cdfe9d70966d83151afbded Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 16:00:42 +0200 Subject: [PATCH 261/417] Add update_fee method to persistence --- freqtrade/persistence.py | 18 ++++++++++++++++++ tests/test_persistence.py | 33 +++++++++++++++++++++++++++++++++ 2 files changed, 51 insertions(+) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 36e2c7ffd..fec095daa 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -376,6 +376,24 @@ class Trade(_DECL_BASE): self ) + def update_fee(self, fee_cost: float, fee_currency: Optional[str], fee_rate: Optional[float], + side: str) -> None: + """ + Update Fee parameters. Only acts once per side + """ + if side == 'buy' and self.fee_open_currency is None: + self.fee_open_cost = fee_cost + self.fee_open_currency = fee_currency + if fee_rate is not None: + self.fee_open = fee_rate + # Assume close-fee will fall into the same fee category and take an educated guess + self.fee_close = fee_rate + elif side == 'sell' and self.fee_close_currency is None: + self.fee_close_cost = fee_cost + self.fee_close_currency = fee_currency + if fee_rate is not None: + self.fee_close = fee_rate + def _calc_open_trade_price(self) -> float: """ Calculate the open_rate including open_fee. diff --git a/tests/test_persistence.py b/tests/test_persistence.py index aa3a59b87..fa6f84ce0 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -874,6 +874,39 @@ def test_stoploss_reinitialization(default_conf, fee): assert trade_adj.initial_stop_loss_pct == -0.04 +def test_update_fee(fee): + trade = Trade( + pair='ETH/BTC', + stake_amount=0.001, + fee_open=fee.return_value, + open_date=arrow.utcnow().shift(hours=-2).datetime, + amount=10, + fee_close=fee.return_value, + exchange='bittrex', + open_rate=1, + max_rate=1, + ) + fee_cost = 0.15 + fee_currency = 'BTC' + fee_rate = 0.0075 + assert trade.fee_open_currency is None + + trade.update_fee(fee_cost, fee_currency, fee_rate, 'buy') + assert trade.fee_open_currency == fee_currency + assert trade.fee_open_cost == fee_cost + assert trade.fee_open == fee_rate + # Setting buy rate should "guess" close rate + assert trade.fee_close == fee_rate + assert trade.fee_close_currency is None + assert trade.fee_close_cost is None + + fee_rate = 0.0076 + trade.update_fee(fee_cost, fee_currency, fee_rate, 'sell') + assert trade.fee_close == 0.0076 + assert trade.fee_close_cost == fee_cost + assert trade.fee_close == fee_rate + + @pytest.mark.usefixtures("init_persistence") def test_total_open_trades_stakes(fee): From 371100a97c049d4090358b97c36d4372ebfe8616 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 16:01:33 +0200 Subject: [PATCH 262/417] Update fee handling --- freqtrade/freqtradebot.py | 39 ++++++++++++++++++++++++++++----------- 1 file changed, 28 insertions(+), 11 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index ff2d1d759..063712ed8 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1167,20 +1167,25 @@ class FreqtradeBot: Get real amount for the trade Necessary for exchanges which charge fees in base currency (e.g. binance) """ + fee_currency = None + # Init variables if order_amount is None: order_amount = order['amount'] # Only run for closed orders - if trade.fee_open == 0 or order['status'] == 'open': + if trade.fee_open_currency is not None or order['status'] == 'open': return order_amount trade_base_currency = self.exchange.get_pair_base_currency(trade.pair) # use fee from order-dict if possible - if self._order_has_fee(order): - if trade_base_currency == order['fee']['currency']: - new_amount = order_amount - order['fee']['cost'] - logger.info("Applying fee on amount for %s (from %s to %s) from Order", - trade, order['amount'], new_amount) - return new_amount + if self.exchange.order_has_fee(order): + fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order) + logger.info(f"Fee for Trade {trade}: {fee_cost:.8g} {fee_currency} - rate: {fee_rate}") + if trade_base_currency == fee_currency: + order_amount = order_amount - fee_cost + logger.info(f"Applying fee on amount for {trade} (from {order['amount']} " + f"to {order_amount}) from Order") + trade.update_fee(fee_cost, fee_currency, fee_rate, order['side']) + return order_amount # Fallback to Trades trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair, @@ -1190,13 +1195,25 @@ class FreqtradeBot: logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade) return order_amount amount = 0 - fee_abs = 0 + fee_abs = 0.0 + fee_cost = 0.0 + fee_rate_array: List[float] = [] for exectrade in trades: amount += exectrade['amount'] - if self._order_has_fee(exectrade): + if self.exchange.order_has_fee(exectrade): + fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(exectrade) + fee_cost += fee_cost_ + if fee_rate_ is not None: + fee_rate_array.append(fee_rate_) # only applies if fee is in quote currency! - if trade_base_currency == exectrade['fee']['currency']: - fee_abs += exectrade['fee']['cost'] + if trade_base_currency == fee_currency: + fee_abs += fee_cost_ + # Ensure at least one trade was found: + if fee_currency: + # fee_rate should use mean + + fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None + trade.update_fee(fee_cost, fee_currency, fee_rate, order['side']) if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC): logger.warning(f"Amount {amount} does not match amount {trade.amount}") From 7558e4bffe6fdcb5a2883f16d5b817defb56f59f Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 16:13:07 +0200 Subject: [PATCH 263/417] Split fee detection from trades from general logic --- freqtrade/freqtradebot.py | 14 +++++++++++--- 1 file changed, 11 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 063712ed8..ed228f6ad 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1164,10 +1164,12 @@ class FreqtradeBot: def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ - Get real amount for the trade + Detect and update trade fee. + Calls trade.update_fee() uppon correct detection. + Returns modified amount if the fee was taken from the destination currency. Necessary for exchanges which charge fees in base currency (e.g. binance) + :return: identical (or new) amount for the trade """ - fee_currency = None # Init variables if order_amount is None: order_amount = order['amount'] @@ -1186,17 +1188,23 @@ class FreqtradeBot: f"to {order_amount}) from Order") trade.update_fee(fee_cost, fee_currency, fee_rate, order['side']) return order_amount + return self.fee_detection_from_trades(trade, order, order_amount) - # Fallback to Trades + def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float) -> float: + """ + fee-detection fallback to Trades. Parses result of fetch_my_trades to get correct fee. + """ trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair, trade.open_date) if len(trades) == 0: logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade) return order_amount + fee_currency = None amount = 0 fee_abs = 0.0 fee_cost = 0.0 + trade_base_currency = self.exchange.get_pair_base_currency(trade.pair) fee_rate_array: List[float] = [] for exectrade in trades: amount += exectrade['amount'] From 40d4949f0669423c89011a98b804f41a437815d0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 17:46:01 +0200 Subject: [PATCH 264/417] Don't handle trades if they've just been closed. --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index ed228f6ad..72531c9f9 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -610,7 +610,7 @@ class FreqtradeBot: trades_closed += 1 continue # Check if we can sell our current pair - if trade.open_order_id is None and self.handle_trade(trade): + if trade.open_order_id is None and trade.is_open and self.handle_trade(trade): trades_closed += 1 except DependencyException as exception: From 509f38d3aaacb94a6b6278d59a8bce8a79d642f9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 17:59:24 +0200 Subject: [PATCH 265/417] Use non-deprectated parameter for progressbar --- freqtrade/optimize/hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 12310311c..02695d1aa 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -648,7 +648,7 @@ class Hyperopt: ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']', ] with progressbar.ProgressBar( - maxval=self.total_epochs, redirect_stdout=False, redirect_stderr=False, + max_value=self.total_epochs, redirect_stdout=False, redirect_stderr=False, widgets=widgets ) as pbar: EVALS = ceil(self.total_epochs / jobs) From bd51cd332bc89801ea3e4af4ee4e217833e7bd79 Mon Sep 17 00:00:00 2001 From: jpribyl Date: Fri, 24 Apr 2020 16:16:52 -0600 Subject: [PATCH 266/417] Cancel all open orders after receiving /stop or ctrl+c --- config.json.example | 1 + config_binance.json.example | 1 + config_full.json.example | 1 + config_kraken.json.example | 1 + docs/configuration.md | 1 + freqtrade/commands/arguments.py | 2 +- freqtrade/commands/cli_options.py | 5 ++ freqtrade/configuration/configuration.py | 5 ++ freqtrade/constants.py | 8 ++ freqtrade/freqtradebot.py | 108 +++++++++++++++-------- freqtrade/templates/base_config.json.j2 | 1 + freqtrade/worker.py | 3 +- tests/conftest.py | 1 + tests/test_arguments.py | 8 ++ tests/test_configuration.py | 2 + tests/test_freqtradebot.py | 28 +++--- 16 files changed, 124 insertions(+), 52 deletions(-) diff --git a/config.json.example b/config.json.example index 8ebb092e1..d37a6b336 100644 --- a/config.json.example +++ b/config.json.example @@ -6,6 +6,7 @@ "fiat_display_currency": "USD", "ticker_interval": "5m", "dry_run": false, + "cancel_open_orders_on_exit": false, "trailing_stop": false, "unfilledtimeout": { "buy": 10, diff --git a/config_binance.json.example b/config_binance.json.example index d324ce883..5d7b6b656 100644 --- a/config_binance.json.example +++ b/config_binance.json.example @@ -6,6 +6,7 @@ "fiat_display_currency": "USD", "ticker_interval": "5m", "dry_run": true, + "cancel_open_orders_on_exit": false, "trailing_stop": false, "unfilledtimeout": { "buy": 10, diff --git a/config_full.json.example b/config_full.json.example index 181740b9a..79154b0d4 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -8,6 +8,7 @@ "amend_last_stake_amount": false, "last_stake_amount_min_ratio": 0.5, "dry_run": false, + "cancel_open_orders_on_exit": false, "ticker_interval": "5m", "trailing_stop": false, "trailing_stop_positive": 0.005, diff --git a/config_kraken.json.example b/config_kraken.json.example index dcf4c552a..54fbf4a00 100644 --- a/config_kraken.json.example +++ b/config_kraken.json.example @@ -6,6 +6,7 @@ "fiat_display_currency": "EUR", "ticker_interval": "5m", "dry_run": true, + "cancel_open_orders_on_exit": false, "trailing_stop": false, "unfilledtimeout": { "buy": 10, diff --git a/docs/configuration.md b/docs/configuration.md index 67e8578dd..28df5bd95 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -51,6 +51,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency).
      **Datatype:** String | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode.
      *Defaults to `true`.*
      **Datatype:** Boolean | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.
      *Defaults to `1000`.*
      **Datatype:** Float +| `cancel_open_orders_on_exit` | Cancel orders when `/stop` is issued or `ctrl+c` is pressed. Including this will allow you to use `/stop` to cancel unfilled orders in the event of a market crash. This will not impact open positions.
      *Defaults to `False`.*
      **Datatype:** Boolean | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy).
      *Defaults to `false`.*
      **Datatype:** Boolean | `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy).
      **Datatype:** Dict | `stoploss` | **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
      **Datatype:** Float (as ratio) diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 8c64c5857..be03bb906 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -13,7 +13,7 @@ ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_dat ARGS_STRATEGY = ["strategy", "strategy_path"] -ARGS_TRADE = ["db_url", "sd_notify", "dry_run"] +ARGS_TRADE = ["db_url", "sd_notify", "dry_run", "cancel_open_orders_on_exit"] ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange", "max_open_trades", "stake_amount", "fee"] diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index 498ea9359..adb28399a 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -109,6 +109,11 @@ AVAILABLE_CLI_OPTIONS = { help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).', action='store_true', ), + "cancel_open_orders_on_exit": Arg( + '--cancel-open-orders-on-exit', + help='Close unfilled open orders when the bot stops / exits', + action='store_true', + ), # Optimize common "ticker_interval": Arg( '-i', '--ticker-interval', diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index e5515670d..cfbba9987 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -134,6 +134,11 @@ class Configuration: if config['runmode'] not in TRADING_MODES: return + if self.args.get('cancel_open_orders_on_exit', False): + config.update({ + 'cancel_open_orders_on_exit': self.args.get('cancel_open_orders_on_exit') + }) + if config.get('dry_run', False): logger.info('Dry run is enabled') if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]: diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 54f620631..c238f227b 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -85,6 +85,7 @@ CONF_SCHEMA = { 'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT}, 'dry_run': {'type': 'boolean'}, 'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET}, + 'cancel_open_orders_on_exit': {'type': 'boolean', 'default': False}, 'process_only_new_candles': {'type': 'boolean'}, 'minimal_roi': { 'type': 'object', @@ -318,3 +319,10 @@ SCHEMA_MINIMAL_REQUIRED = [ 'dataformat_ohlcv', 'dataformat_trades', ] + +CANCEL_REASON = { + "TIMEOUT": "cancelled due to timeout", + "PARTIALLY_FILLED": "partially filled - keeping order open", + "ALL_CANCELLED": "cancelled (all unfilled orders cancelled)", + "CANCELLED_ON_EXCHANGE": "cancelled on exchange", +} diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 7ae87e807..5b8d59ed2 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -113,6 +113,9 @@ class FreqtradeBot: """ logger.info('Cleaning up modules ...') + if self.config['cancel_open_orders_on_exit']: + self.cancel_all_open_orders() + self.rpc.cleanup() persistence.cleanup() @@ -162,6 +165,13 @@ class FreqtradeBot: Trade.session.flush() + def process_stopped(self) -> None: + """ + Close all trades that were left open + """ + if self.config['cancel_open_orders_on_exit']: + self.cancel_all_open_orders() + def _refresh_whitelist(self, trades: List[Trade] = []) -> List[str]: """ Refresh whitelist from pairlist or edge and extend it with trades. @@ -875,11 +885,7 @@ class FreqtradeBot: default_retval=False)(pair=trade.pair, trade=trade, order=order))): - - self.handle_timedout_limit_buy(trade, order) - self.wallets.update() - order_type = self.strategy.order_types['buy'] - self._notify_buy_cancel(trade, order_type) + self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['TIMEOUT']) elif (order['side'] == 'sell' and ( trade_state_update @@ -888,24 +894,42 @@ class FreqtradeBot: default_retval=False)(pair=trade.pair, trade=trade, order=order))): - reason = self.handle_timedout_limit_sell(trade, order) - self.wallets.update() - order_type = self.strategy.order_types['sell'] - self._notify_sell_cancel(trade, order_type, reason) + self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['TIMEOUT']) - def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool: + def cancel_all_open_orders(self) -> None: """ - Buy timeout - cancel order + Cancel all orders that are currently open + :return: None + """ + + for trade in Trade.get_open_order_trades(): + try: + order = self.exchange.get_order(trade.open_order_id, trade.pair) + except (DependencyException, InvalidOrderException): + logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc()) + continue + + if order['side'] == 'buy': + self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['ALL_CANCELLED']) + + elif order['side'] == 'sell': + self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['ALL_CANCELLED']) + + def handle_cancel_buy(self, trade: Trade, order: Dict, reason: str) -> bool: + """ + Buy cancel - cancel order :return: True if order was fully cancelled """ + was_trade_fully_canceled = False + if order['status'] != 'canceled': - reason = "cancelled due to timeout" + reason = constants.CANCEL_REASON['TIMEOUT'] corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, trade.amount) else: # Order was cancelled already, so we can reuse the existing dict corder = order - reason = "cancelled on exchange" + reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE'] logger.info('Buy order %s for %s.', reason, trade) @@ -914,40 +938,42 @@ class FreqtradeBot: # if trade is not partially completed, just delete the trade Trade.session.delete(trade) Trade.session.flush() - return True + was_trade_fully_canceled = True + else: + # if trade is partially complete, edit the stake details for the trade + # and close the order + # cancel_order may not contain the full order dict, so we need to fallback + # to the order dict aquired before cancelling. + # we need to fall back to the values from order if corder does not contain these keys. + trade.amount = order['amount'] - safe_value_fallback(corder, order, + 'remaining', 'remaining') + trade.stake_amount = trade.amount * trade.open_rate + self.update_trade_state(trade, corder, trade.amount) - # if trade is partially complete, edit the stake details for the trade - # and close the order - # cancel_order may not contain the full order dict, so we need to fallback - # to the order dict aquired before cancelling. - # we need to fall back to the values from order if corder does not contain these keys. - trade.amount = order['amount'] - safe_value_fallback(corder, order, - 'remaining', 'remaining') - trade.stake_amount = trade.amount * trade.open_rate - self.update_trade_state(trade, corder, trade.amount) + trade.open_order_id = None + logger.info('Partial buy order timeout for %s.', trade) + self.rpc.send_msg({ + 'type': RPCMessageType.STATUS_NOTIFICATION, + 'status': f'Remaining buy order for {trade.pair} cancelled due to timeout' + }) - trade.open_order_id = None - logger.info('Partial buy order timeout for %s.', trade) - self.rpc.send_msg({ - 'type': RPCMessageType.STATUS_NOTIFICATION, - 'status': f'Remaining buy order for {trade.pair} cancelled due to timeout' - }) - return False + self.wallets.update() + self._notify_buy_cancel(trade, order_type=self.strategy.order_types['buy']) + return was_trade_fully_canceled - def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> str: + def handle_cancel_sell(self, trade: Trade, order: Dict, reason: str) -> str: """ - Sell timeout - cancel order and update trade + Sell cancel - cancel order and update trade :return: Reason for cancel """ # if trade is not partially completed, just cancel the trade if order['remaining'] == order['amount'] or order.get('filled') == 0.0: if not self.exchange.check_order_canceled_empty(order): - reason = "cancelled due to timeout" # if trade is not partially completed, just delete the trade self.exchange.cancel_order(trade.open_order_id, trade.pair) logger.info('Sell order %s for %s.', reason, trade) else: - reason = "cancelled on exchange" + reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE'] logger.info('Sell order %s for %s.', reason, trade) trade.close_rate = None @@ -957,11 +983,17 @@ class FreqtradeBot: trade.close_date = None trade.is_open = True trade.open_order_id = None + else: + # TODO: figure out how to handle partially complete sell orders + reason = constants.CANCEL_REASON['PARTIALLY_FILLED'] - return reason - - # TODO: figure out how to handle partially complete sell orders - return 'partially filled - keeping order open' + self.wallets.update() + self._notify_sell_cancel( + trade, + order_type=self.strategy.order_types['sell'], + reason=reason + ) + return reason def _safe_sell_amount(self, pair: str, amount: float) -> float: """ diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2 index 134719273..6d3174347 100644 --- a/freqtrade/templates/base_config.json.j2 +++ b/freqtrade/templates/base_config.json.j2 @@ -6,6 +6,7 @@ "fiat_display_currency": "{{ fiat_display_currency }}", "ticker_interval": "{{ ticker_interval }}", "dry_run": {{ dry_run | lower }}, + "cancel_open_orders_on_exit": false, "unfilledtimeout": { "buy": 10, "sell": 30 diff --git a/freqtrade/worker.py b/freqtrade/worker.py index 4c28ecaeb..55cf30d16 100755 --- a/freqtrade/worker.py +++ b/freqtrade/worker.py @@ -131,8 +131,7 @@ class Worker: return result def _process_stopped(self) -> None: - # Maybe do here something in the future... - pass + self.freqtrade.process_stopped() def _process_running(self) -> None: try: diff --git a/tests/conftest.py b/tests/conftest.py index d95475b8c..2f5f468f6 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -249,6 +249,7 @@ def default_conf(testdatadir): "fiat_display_currency": "USD", "ticker_interval": '5m', "dry_run": True, + "cancel_open_orders_on_exit": False, "minimal_roi": { "40": 0.0, "30": 0.01, diff --git a/tests/test_arguments.py b/tests/test_arguments.py index 0052a61d0..91501384b 100644 --- a/tests/test_arguments.py +++ b/tests/test_arguments.py @@ -64,6 +64,14 @@ def test_parse_args_db_url() -> None: assert args["db_url"] == 'sqlite:///test.sqlite' +def test_parse_args_cancel_open_orders_on_exit() -> None: + args = Arguments(['trade']).get_parsed_arg() + assert args["cancel_open_orders_on_exit"] is False + + args = Arguments(['trade', '--cancel-open-orders-on-exit']).get_parsed_arg() + assert args["cancel_open_orders_on_exit"] is True + + def test_parse_args_verbose() -> None: args = Arguments(['trade', '-v']).get_parsed_arg() assert args["verbosity"] == 1 diff --git a/tests/test_configuration.py b/tests/test_configuration.py index c89f1381e..0315ffe1b 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -250,6 +250,7 @@ def test_load_config_with_params(default_conf, mocker) -> None: '--strategy', 'TestStrategy', '--strategy-path', '/some/path', '--db-url', 'sqlite:///someurl', + '--cancel-open-orders-on-exit', ] args = Arguments(arglist).get_parsed_arg() configuration = Configuration(args) @@ -258,6 +259,7 @@ def test_load_config_with_params(default_conf, mocker) -> None: assert validated_conf.get('strategy') == 'TestStrategy' assert validated_conf.get('strategy_path') == '/some/path' assert validated_conf.get('db_url') == 'sqlite:///someurl' + assert validated_conf.get('cancel_open_orders_on_exit') is True # Test conf provided db_url prod conf = default_conf.copy() diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 6f2ce9f3c..8adc834cf 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -11,7 +11,7 @@ import arrow import pytest import requests -from freqtrade.constants import MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT +from freqtrade.constants import MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT, CANCEL_REASON from freqtrade.exceptions import (DependencyException, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.freqtradebot import FreqtradeBot @@ -2281,8 +2281,8 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', - handle_timedout_limit_buy=MagicMock(), - handle_timedout_limit_sell=MagicMock(), + handle_cancel_buy=MagicMock(), + handle_cancel_sell=MagicMock(), ) mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -2309,21 +2309,23 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) freqtrade = FreqtradeBot(default_conf) + freqtrade._notify_buy_cancel = MagicMock() Trade.session = MagicMock() trade = MagicMock() trade.pair = 'LTC/ETH' limit_buy_order['remaining'] = limit_buy_order['amount'] - assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) + reason = CANCEL_REASON['TIMEOUT'] + assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() limit_buy_order['amount'] = 2 - assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) + assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) assert cancel_order_mock.call_count == 1 mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException) - assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) + assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) @pytest.mark.parametrize('cancelorder', [ @@ -2343,17 +2345,19 @@ def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_ ) freqtrade = FreqtradeBot(default_conf) + freqtrade._notify_buy_cancel = MagicMock() Trade.session = MagicMock() trade = MagicMock() trade.pair = 'LTC/ETH' limit_buy_order['remaining'] = limit_buy_order['amount'] - assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) + reason = CANCEL_REASON['TIMEOUT'] + assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() limit_buy_order['amount'] = 2 - assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) + assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) assert cancel_order_mock.call_count == 1 @@ -2367,16 +2371,18 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: ) freqtrade = FreqtradeBot(default_conf) + freqtrade._notify_sell_cancel = MagicMock() trade = MagicMock() order = {'remaining': 1, 'amount': 1, 'status': "open"} - assert freqtrade.handle_timedout_limit_sell(trade, order) + reason = CANCEL_REASON['TIMEOUT'] + assert freqtrade.handle_cancel_sell(trade, order, reason) assert cancel_order_mock.call_count == 1 order['amount'] = 2 - assert (freqtrade.handle_timedout_limit_sell(trade, order) - == 'partially filled - keeping order open') + assert (freqtrade.handle_cancel_sell(trade, order, reason) + == CANCEL_REASON['PARTIALLY_FILLED']) # Assert cancel_order was not called (callcount remains unchanged) assert cancel_order_mock.call_count == 1 From 6b33d5af1e440253019a125551423f52fa26d7d3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 19:51:35 +0200 Subject: [PATCH 267/417] Fix fee-calculation for dry-run orders --- freqtrade/exchange/exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index ebadd4c8a..b7547cacb 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -494,7 +494,7 @@ class Exchange: 'remaining': 0, 'fee': { 'currency': self.get_pair_quote_currency(pair), - 'cost': dry_order['amount'] * self.get_fee(pair), + 'cost': dry_order['cost'] * self.get_fee(pair), 'rate': self.get_fee(pair) } }) From 6d620ba1f6946b5b79a95ec3cc1c3c63ec8f5a1f Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 19:54:16 +0200 Subject: [PATCH 268/417] Verify if fee for this side has been updated --- freqtrade/freqtradebot.py | 2 +- freqtrade/persistence.py | 9 +++++++++ tests/test_persistence.py | 6 ++++++ 3 files changed, 16 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 72531c9f9..a3dd29771 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1174,7 +1174,7 @@ class FreqtradeBot: if order_amount is None: order_amount = order['amount'] # Only run for closed orders - if trade.fee_open_currency is not None or order['status'] == 'open': + if trade.fee_updated(order['side']) or order['status'] == 'open': return order_amount trade_base_currency = self.exchange.get_pair_base_currency(trade.pair) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index fec095daa..a541dcbcc 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -394,6 +394,15 @@ class Trade(_DECL_BASE): if fee_rate is not None: self.fee_close = fee_rate + def fee_updated(self, side: str) -> bool: + """ + Verify if this side (buy / sell) has already been updated + """ + if side == 'buy': + return self.fee_open_currency is not None + elif side == 'sell': + return self.fee_close_currency is not None + def _calc_open_trade_price(self) -> float: """ Calculate the open_rate including open_fee. diff --git a/tests/test_persistence.py b/tests/test_persistence.py index fa6f84ce0..1a42d95fe 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -890,8 +890,12 @@ def test_update_fee(fee): fee_currency = 'BTC' fee_rate = 0.0075 assert trade.fee_open_currency is None + assert not trade.fee_updated('buy') + assert not trade.fee_updated('sell') trade.update_fee(fee_cost, fee_currency, fee_rate, 'buy') + assert trade.fee_updated('buy') + assert not trade.fee_updated('sell') assert trade.fee_open_currency == fee_currency assert trade.fee_open_cost == fee_cost assert trade.fee_open == fee_rate @@ -902,6 +906,8 @@ def test_update_fee(fee): fee_rate = 0.0076 trade.update_fee(fee_cost, fee_currency, fee_rate, 'sell') + assert trade.fee_updated('buy') + assert trade.fee_updated('sell') assert trade.fee_close == 0.0076 assert trade.fee_close_cost == fee_cost assert trade.fee_close == fee_rate From 71c90422ba5f4c34b8689864d35c92cee0c5e8d5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 20:02:38 +0200 Subject: [PATCH 269/417] Add explicit test for fee_updated --- freqtrade/persistence.py | 2 ++ tests/test_persistence.py | 30 ++++++++++++++++++++++++++++++ 2 files changed, 32 insertions(+) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index a541dcbcc..ea34fd5bf 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -402,6 +402,8 @@ class Trade(_DECL_BASE): return self.fee_open_currency is not None elif side == 'sell': return self.fee_close_currency is not None + else: + return False def _calc_open_trade_price(self) -> float: """ diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 1a42d95fe..5c7686e28 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -913,6 +913,36 @@ def test_update_fee(fee): assert trade.fee_close == fee_rate +def test_fee_updated(fee): + trade = Trade( + pair='ETH/BTC', + stake_amount=0.001, + fee_open=fee.return_value, + open_date=arrow.utcnow().shift(hours=-2).datetime, + amount=10, + fee_close=fee.return_value, + exchange='bittrex', + open_rate=1, + max_rate=1, + ) + + assert trade.fee_open_currency is None + assert not trade.fee_updated('buy') + assert not trade.fee_updated('sell') + assert not trade.fee_updated('asdf') + + trade.update_fee(0.15, 'BTC', 0.0075, 'buy') + assert trade.fee_updated('buy') + assert not trade.fee_updated('sell') + assert trade.fee_open_currency is not None + assert trade.fee_close_currency is None + + trade.update_fee(0.15, 'ABC', 0.0075, 'sell') + assert trade.fee_updated('buy') + assert trade.fee_updated('sell') + assert not trade.fee_updated('asfd') + + @pytest.mark.usefixtures("init_persistence") def test_total_open_trades_stakes(fee): From 737fc6d19837c816504c7dd910e9ec702fe1bc57 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 20:03:06 +0200 Subject: [PATCH 270/417] Fix bug when querying side --- freqtrade/freqtradebot.py | 9 +++++---- freqtrade/persistence.py | 2 +- tests/test_freqtradebot.py | 1 + 3 files changed, 7 insertions(+), 5 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a3dd29771..d0a9a8348 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1174,19 +1174,20 @@ class FreqtradeBot: if order_amount is None: order_amount = order['amount'] # Only run for closed orders - if trade.fee_updated(order['side']) or order['status'] == 'open': + if trade.fee_updated(order.get('side')) or order['status'] == 'open': return order_amount trade_base_currency = self.exchange.get_pair_base_currency(trade.pair) # use fee from order-dict if possible if self.exchange.order_has_fee(order): fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order) - logger.info(f"Fee for Trade {trade}: {fee_cost:.8g} {fee_currency} - rate: {fee_rate}") + logger.info(f"Fee for Trade {trade} [{order.get('side')}]: " + f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}") if trade_base_currency == fee_currency: order_amount = order_amount - fee_cost logger.info(f"Applying fee on amount for {trade} (from {order['amount']} " f"to {order_amount}) from Order") - trade.update_fee(fee_cost, fee_currency, fee_rate, order['side']) + trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side')) return order_amount return self.fee_detection_from_trades(trade, order, order_amount) @@ -1221,7 +1222,7 @@ class FreqtradeBot: # fee_rate should use mean fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None - trade.update_fee(fee_cost, fee_currency, fee_rate, order['side']) + trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side')) if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC): logger.warning(f"Amount {amount} does not match amount {trade.amount}") diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index ea34fd5bf..0f2c6bb52 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -394,7 +394,7 @@ class Trade(_DECL_BASE): if fee_rate is not None: self.fee_close = fee_rate - def fee_updated(self, side: str) -> bool: + def fee_updated(self, side) -> bool: """ Verify if this side (buy / sell) has already been updated """ diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 43ee4c79d..cf5d30a79 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3541,6 +3541,7 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker): 'id': 'mocked_order', 'amount': amount, 'status': 'open', + 'side': 'buy', } freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_real_amount(trade, order) == amount From 021e2b58ca87babab4d18f574cdc0ca435e1639d Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 20:17:22 +0200 Subject: [PATCH 271/417] Support partially cancelled orders for fee calculation --- freqtrade/exchange/exchange.py | 3 ++- freqtrade/freqtradebot.py | 2 -- freqtrade/persistence.py | 2 +- tests/conftest.py | 2 +- tests/test_freqtradebot.py | 5 +++-- 5 files changed, 7 insertions(+), 7 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index b7547cacb..e649e5ed2 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1095,7 +1095,8 @@ class Exchange: # Calculate fee based on order details if fee_curr in self.get_pair_base_currency(order['symbol']): # Base currency - divide by amount - return round(order['fee']['cost'] / order['amount'], 8) + return round( + order['fee']['cost'] / safe_value_fallback(order, order, 'filled', 'amount'), 8) elif fee_curr in self.get_pair_quote_currency(order['symbol']): # Quote currency - divide by cost return round(order['fee']['cost'] / order['cost'], 8) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index d0a9a8348..32adc6d57 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1144,8 +1144,6 @@ class FreqtradeBot: if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): order['amount'] = new_amount order.pop('filled', None) - # Fee was applied, so set to 0 - trade.fee_open = 0 trade.recalc_open_trade_price() except DependencyException as exception: logger.warning("Could not update trade amount: %s", exception) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 0f2c6bb52..17246633c 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -377,7 +377,7 @@ class Trade(_DECL_BASE): ) def update_fee(self, fee_cost: float, fee_currency: Optional[str], fee_rate: Optional[float], - side: str) -> None: + side) -> None: """ Update Fee parameters. Only acts once per side """ diff --git a/tests/conftest.py b/tests/conftest.py index 621f45407..10885d667 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -873,7 +873,7 @@ def limit_buy_order_old_partial(): def limit_buy_order_old_partial_canceled(limit_buy_order_old_partial): res = deepcopy(limit_buy_order_old_partial) res['status'] = 'canceled' - res['fee'] = {'cost': 0.0001, 'currency': 'ETH'} + res['fee'] = {'cost': 0.023, 'currency': 'ETH'} return res diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index cf5d30a79..19a094fab 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2229,9 +2229,10 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap assert len(trades) == 1 # Verify that trade has been updated assert trades[0].amount == (limit_buy_order_old_partial['amount'] - - limit_buy_order_old_partial['remaining']) - 0.0001 + limit_buy_order_old_partial['remaining']) - 0.023 assert trades[0].open_order_id is None - assert trades[0].fee_open == 0 + assert trades[0].fee_updated('buy') + assert pytest.approx(trades[0].fee_open) == 0.001 def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee, From 78b3d8487f8509c602818f1b241e524c5f24feac Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 1 May 2020 20:34:58 +0200 Subject: [PATCH 272/417] Add typehint --- freqtrade/freqtradebot.py | 6 +++--- freqtrade/persistence.py | 4 ++-- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 32adc6d57..163c4faaa 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1172,7 +1172,7 @@ class FreqtradeBot: if order_amount is None: order_amount = order['amount'] # Only run for closed orders - if trade.fee_updated(order.get('side')) or order['status'] == 'open': + if trade.fee_updated(order.get('side', '')) or order['status'] == 'open': return order_amount trade_base_currency = self.exchange.get_pair_base_currency(trade.pair) @@ -1185,7 +1185,7 @@ class FreqtradeBot: order_amount = order_amount - fee_cost logger.info(f"Applying fee on amount for {trade} (from {order['amount']} " f"to {order_amount}) from Order") - trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side')) + trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', '')) return order_amount return self.fee_detection_from_trades(trade, order, order_amount) @@ -1220,7 +1220,7 @@ class FreqtradeBot: # fee_rate should use mean fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None - trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side')) + trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', '')) if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC): logger.warning(f"Amount {amount} does not match amount {trade.amount}") diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 17246633c..ea34fd5bf 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -377,7 +377,7 @@ class Trade(_DECL_BASE): ) def update_fee(self, fee_cost: float, fee_currency: Optional[str], fee_rate: Optional[float], - side) -> None: + side: str) -> None: """ Update Fee parameters. Only acts once per side """ @@ -394,7 +394,7 @@ class Trade(_DECL_BASE): if fee_rate is not None: self.fee_close = fee_rate - def fee_updated(self, side) -> bool: + def fee_updated(self, side: str) -> bool: """ Verify if this side (buy / sell) has already been updated """ From 56bb5f7a111d4be4dc4c6bd59b5ab2dae9775c83 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 May 2020 11:26:12 +0200 Subject: [PATCH 273/417] Add show-trades command --- freqtrade/commands/__init__.py | 3 ++- freqtrade/commands/arguments.py | 15 +++++++++++++-- freqtrade/commands/cli_options.py | 7 ++++++- freqtrade/commands/list_commands.py | 22 ++++++++++++++++++++++ freqtrade/configuration/configuration.py | 4 ++++ 5 files changed, 47 insertions(+), 4 deletions(-) diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py index f80c74e05..2d0c7733c 100644 --- a/freqtrade/commands/__init__.py +++ b/freqtrade/commands/__init__.py @@ -19,7 +19,8 @@ from freqtrade.commands.list_commands import (start_list_exchanges, start_list_hyperopts, start_list_markets, start_list_strategies, - start_list_timeframes) + start_list_timeframes, + start_show_trades) from freqtrade.commands.optimize_commands import (start_backtesting, start_edge, start_hyperopt) from freqtrade.commands.pairlist_commands import start_test_pairlist diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 8c64c5857..a03da00ab 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -64,6 +64,8 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source", "ticker_interval"] +ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"] + ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_list_min_trades", "hyperopt_list_max_trades", "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time", @@ -78,7 +80,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes", "list-markets", "list-pairs", "list-strategies", "list-hyperopts", "hyperopt-list", "hyperopt-show", - "plot-dataframe", "plot-profit"] + "plot-dataframe", "plot-profit", "show-trades"] NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"] @@ -163,7 +165,7 @@ class Arguments: start_list_markets, start_list_strategies, start_list_timeframes, start_new_config, start_new_hyperopt, start_new_strategy, - start_plot_dataframe, start_plot_profit, + start_plot_dataframe, start_plot_profit, start_show_trades, start_backtesting, start_hyperopt, start_edge, start_test_pairlist, start_trading) @@ -330,6 +332,15 @@ class Arguments: plot_profit_cmd.set_defaults(func=start_plot_profit) self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd) + # Add show-trades subcommand + show_trades = subparsers.add_parser( + 'show-trades', + help='Show trades.', + parents=[_common_parser], + ) + show_trades.set_defaults(func=start_show_trades) + self._build_args(optionlist=ARGS_SHOW_TRADES, parser=show_trades) + # Add hyperopt-list subcommand hyperopt_list_cmd = subparsers.add_parser( 'hyperopt-list', diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index 498ea9359..4c51802f0 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -217,7 +217,7 @@ AVAILABLE_CLI_OPTIONS = { ), "print_json": Arg( '--print-json', - help='Print best result detailization in JSON format.', + help='Print output in JSON format.', action='store_true', default=False, ), @@ -425,6 +425,11 @@ AVAILABLE_CLI_OPTIONS = { choices=["DB", "file"], default="file", ), + "trade_ids": Arg( + '--tradeids', + help='Specify Trade ids to trade', + nargs='+', + ), # hyperopt-list, hyperopt-show "hyperopt_list_profitable": Arg( '--profitable', diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index 327901dc0..79e742618 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -197,3 +197,25 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None: args.get('list_pairs_print_json', False) or args.get('print_csv', False)): print(f"{summary_str}.") + + +def start_show_trades(args: Dict[str, Any]) -> None: + """ + Show trades + """ + from freqtrade.persistence import init, Trade + import json + config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) + init(config['db_url'], clean_open_orders=False) + tfilter = [] + + if config.get('trade_ids'): + tfilter.append(Trade.id.in_(config['trade_ids'])) + + trades = Trade.get_trades(tfilter) + logger.info("Printing Trades: ") + if config.get('print_json', False): + print(json.dumps([trade.to_json() for trade in trades], indent=4)) + else: + for trade in trades: + print(trade) diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index e5515670d..7edd9bca1 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -351,8 +351,12 @@ class Configuration: self._args_to_config(config, argname='indicators2', logstring='Using indicators2: {}') + self._args_to_config(config, argname='trade_ids', + logstring='Filtering on trade_ids: {}') + self._args_to_config(config, argname='plot_limit', logstring='Limiting plot to: {}') + self._args_to_config(config, argname='trade_source', logstring='Using trades from: {}') From 1066a4504b58c91b51c85f6f2be2512ad27feaa0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 May 2020 11:44:18 +0200 Subject: [PATCH 274/417] Add test for show_trades --- freqtrade/commands/list_commands.py | 4 +-- tests/commands/test_commands.py | 41 +++++++++++++++++++++++++++-- 2 files changed, 41 insertions(+), 4 deletions(-) diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index 79e742618..61d6f7244 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -212,8 +212,8 @@ def start_show_trades(args: Dict[str, Any]) -> None: if config.get('trade_ids'): tfilter.append(Trade.id.in_(config['trade_ids'])) - trades = Trade.get_trades(tfilter) - logger.info("Printing Trades: ") + trades = Trade.get_trades(tfilter).all() + logger.info(f"Printing {len(trades)} Trades: ") if config.get('print_json', False): print(json.dumps([trade.to_json() for trade in trades], indent=4)) else: diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 264ae9a63..0465858c0 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -10,11 +10,13 @@ from freqtrade.commands import (start_convert_data, start_create_userdir, start_list_hyperopts, start_list_markets, start_list_strategies, start_list_timeframes, start_new_hyperopt, start_new_strategy, - start_test_pairlist, start_trading) + start_show_trades, start_test_pairlist, + start_trading) from freqtrade.configuration import setup_utils_configuration from freqtrade.exceptions import OperationalException from freqtrade.state import RunMode -from tests.conftest import (get_args, log_has, log_has_re, patch_exchange, +from tests.conftest import (create_mock_trades, get_args, log_has, log_has_re, + patch_exchange, patched_configuration_load_config_file) @@ -1040,3 +1042,38 @@ def test_convert_data_trades(mocker, testdatadir): assert trades_mock.call_args[1]['convert_from'] == 'jsongz' assert trades_mock.call_args[1]['convert_to'] == 'json' assert trades_mock.call_args[1]['erase'] is False + + +@pytest.mark.usefixtures("init_persistence") +def test_show_trades(mocker, fee, capsys, caplog): + mocker.patch("freqtrade.persistence.init") + create_mock_trades(fee) + args = [ + "show-trades", + "--db-url", + "sqlite:///" + ] + pargs = get_args(args) + pargs['config'] = None + start_show_trades(pargs) + assert log_has("Printing 3 Trades: ", caplog) + captured = capsys.readouterr() + assert "Trade(id=1" in captured.out + assert "Trade(id=2" in captured.out + assert "Trade(id=3" in captured.out + args = [ + "show-trades", + "--db-url", + "sqlite:///", + "--print-json", + "--tradeids", "1", "2" + ] + pargs = get_args(args) + pargs['config'] = None + start_show_trades(pargs) + + captured = capsys.readouterr() + assert log_has("Printing 2 Trades: ", caplog) + assert '"trade_id": 1' in captured.out + assert '"trade_id": 2' in captured.out + assert '"trade_id": 3' not in captured.out From 7dcef58f15ea7954135b284001bff0c196c8d574 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 May 2020 11:50:48 +0200 Subject: [PATCH 275/417] Add show-trades to documentation --- docs/utils.md | 45 +++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 45 insertions(+) diff --git a/docs/utils.md b/docs/utils.md index 57210ac7e..12597220a 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -521,3 +521,48 @@ Prints JSON data with details for the last best epoch (i.e., the best of all epo ``` freqtrade hyperopt-show --best -n -1 --print-json --no-header ``` + +## Show trades + +Print selected (or all) trades from database to screen. + +``` +usage: freqtrade show-trades [-h] [-v] [--logfile FILE] [-V] [-c PATH] + [-d PATH] [--userdir PATH] [--db-url PATH] + [--tradeids TRADE_IDS [TRADE_IDS ...]] + [--print-json] + +optional arguments: + -h, --help show this help message and exit + --db-url PATH Override trades database URL, this is useful in custom + deployments (default: `sqlite:///tradesv3.sqlite` for + Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for + Dry Run). + --tradeids TRADE_IDS [TRADE_IDS ...] + Specify Trade ids to trade + --print-json Print output in JSON format. + +Common arguments: + -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). + --logfile FILE Log to the file specified. Special values are: + 'syslog', 'journald'. See the documentation for more + details. + -V, --version show program's version number and exit + -c PATH, --config PATH + Specify configuration file (default: + `userdir/config.json` or `config.json` whichever + exists). Multiple --config options may be used. Can be + set to `-` to read config from stdin. + -d PATH, --datadir PATH + Path to directory with historical backtesting data. + --userdir PATH, --user-data-dir PATH + Path to userdata directory. +``` + +### Examples + +Print trades with id 2 and 3 as json + +``` bash +freqtrade show-trades --db-url sqlite:///tradesv3.sqlite --tradeids 2 3 --print-json +``` From 38c49493606e409aae7b6f8a081e06cca1414e51 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 10:50:59 +0200 Subject: [PATCH 276/417] Align applying of fee when comming from orders or trades --- freqtrade/freqtradebot.py | 36 +++++++++++++++++++++++++++--------- tests/test_freqtradebot.py | 8 ++++---- 2 files changed, 31 insertions(+), 13 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 163c4faaa..5ef4888e0 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1160,6 +1160,23 @@ class FreqtradeBot: return False + def apply_fee_conditional(self, trade: Trade, trade_base_currency: str, + amount: float, fee: float) -> float: + """ + Applies the fee to amount (either from Order or from Trades). + Can eat into dust if more than the required asset is available. + """ + if fee != 0 and self.wallets.get_free(trade_base_currency) >= amount: + # Eat into dust if we own more than base currency + logger.info(f"Fee amount for {trade} was in base currency - " + f"Eating Fee {fee} into dust.") + elif fee != 0: + real_amount = self.exchange.amount_to_precision(trade.pair, amount - fee) + logger.info(f"Applying fee on amount for {trade} " + f"(from {amount} to {real_amount}).") + return real_amount + return amount + def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ Detect and update trade fee. @@ -1181,11 +1198,12 @@ class FreqtradeBot: fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order) logger.info(f"Fee for Trade {trade} [{order.get('side')}]: " f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}") - if trade_base_currency == fee_currency: - order_amount = order_amount - fee_cost - logger.info(f"Applying fee on amount for {trade} (from {order['amount']} " - f"to {order_amount}) from Order") + trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', '')) + if trade_base_currency == fee_currency: + # Apply fee to amount + return self.apply_fee_conditional(trade, trade_base_currency, + amount=order_amount, fee=fee_cost) return order_amount return self.fee_detection_from_trades(trade, order, order_amount) @@ -1218,15 +1236,15 @@ class FreqtradeBot: # Ensure at least one trade was found: if fee_currency: # fee_rate should use mean - fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', '')) if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC): logger.warning(f"Amount {amount} does not match amount {trade.amount}") raise DependencyException("Half bought? Amounts don't match") - real_amount = amount - fee_abs + if fee_abs != 0: - logger.info(f"Applying fee on amount for {trade} " - f"(from {order_amount} to {real_amount}) from Trades") - return real_amount + return self.apply_fee_conditional(trade, trade_base_currency, + amount=amount, fee=fee_abs) + else: + return amount diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 19a094fab..4a28147fc 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2221,7 +2221,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap # and apply fees if necessary. freqtrade.check_handle_timedout() - assert log_has_re(r"Applying fee on amount for Trade.* Order", caplog) + assert log_has_re(r"Applying fee on amount for Trade.*", caplog) assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 2 @@ -3301,7 +3301,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' - 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades', + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).', caplog) @@ -3409,7 +3409,7 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' - 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades', + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).', caplog) @@ -3435,7 +3435,7 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004 assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' - 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order', + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).', caplog) From 58168336e1801ba061c5498c007380759756f89d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 11:13:59 +0200 Subject: [PATCH 277/417] Add test for apply_fee_conditional --- freqtrade/freqtradebot.py | 15 ++++++++------- tests/test_freqtradebot.py | 24 ++++++++++++++++++++++++ 2 files changed, 32 insertions(+), 7 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 5ef4888e0..1f9573122 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1161,17 +1161,18 @@ class FreqtradeBot: return False def apply_fee_conditional(self, trade: Trade, trade_base_currency: str, - amount: float, fee: float) -> float: + amount: float, fee_abs: float) -> float: """ Applies the fee to amount (either from Order or from Trades). Can eat into dust if more than the required asset is available. """ - if fee != 0 and self.wallets.get_free(trade_base_currency) >= amount: + self.wallets.update() + if fee_abs != 0 and self.wallets.get_free(trade_base_currency) >= amount: # Eat into dust if we own more than base currency logger.info(f"Fee amount for {trade} was in base currency - " - f"Eating Fee {fee} into dust.") - elif fee != 0: - real_amount = self.exchange.amount_to_precision(trade.pair, amount - fee) + f"Eating Fee {fee_abs} into dust.") + elif fee_abs != 0: + real_amount = self.exchange.amount_to_precision(trade.pair, amount - fee_abs) logger.info(f"Applying fee on amount for {trade} " f"(from {amount} to {real_amount}).") return real_amount @@ -1203,7 +1204,7 @@ class FreqtradeBot: if trade_base_currency == fee_currency: # Apply fee to amount return self.apply_fee_conditional(trade, trade_base_currency, - amount=order_amount, fee=fee_cost) + amount=order_amount, fee_abs=fee_cost) return order_amount return self.fee_detection_from_trades(trade, order, order_amount) @@ -1245,6 +1246,6 @@ class FreqtradeBot: if fee_abs != 0: return self.apply_fee_conditional(trade, trade_base_currency, - amount=amount, fee=fee_abs) + amount=amount, fee_abs=fee_abs) else: return amount diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 4a28147fc..e69c88a13 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3305,6 +3305,30 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe caplog) +def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker): + mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + walletmock = mocker.patch('freqtrade.wallets.Wallets.update') + mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_order_id="123456" + ) + freqtrade = get_patched_freqtradebot(mocker, default_conf) + + walletmock.reset_mock() + # Amount is kept as is + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount + assert walletmock.call_count == 1 + assert log_has_re(r'Fee amount for Trade.* was in base currency ' + '- Eating Fee 0.008 into dust', caplog) + + def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) From 72282a22396b59ee92c4e6a3c01dd365dafac9e3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 11:28:29 +0200 Subject: [PATCH 278/417] Add explicit test for fee_conditional --- tests/test_freqtradebot.py | 35 +++++++++++++++++++++++++++++++++-- 1 file changed, 33 insertions(+), 2 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index e69c88a13..2c97b9fe1 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3305,7 +3305,8 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe caplog) -def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker): +def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee, + caplog, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) walletmock = mocker.patch('freqtrade.wallets.Wallets.update') mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122) @@ -3326,7 +3327,7 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe assert freqtrade.get_real_amount(trade, buy_order_fee) == amount assert walletmock.call_count == 1 assert log_has_re(r'Fee amount for Trade.* was in base currency ' - '- Eating Fee 0.008 into dust', caplog) + '- Eating Fee 0.008 into dust', caplog) def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee): @@ -3572,6 +3573,36 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker): assert freqtrade.get_real_amount(trade, order) == amount +@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [ + (8.0, 0.0, 10, 8), + (8.0, 0.0, 0, 8), + (8.0, 0.1, 0, 7.9), + (8.0, 0.1, 10, 8), + (8.0, 0.1, 8.0, 8.0), + (8.0, 0.1, 7.9, 7.9), +]) +def test_apply_fee_conditional(default_conf, fee, caplog, mocker, + amount, fee_abs, wallet, amount_exp): + walletmock = mocker.patch('freqtrade.wallets.Wallets.update') + # mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) + mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_order_id="123456" + ) + freqtrade = get_patched_freqtradebot(mocker, default_conf) + + walletmock.reset_mock() + # Amount is kept as is + assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs) == amount_exp + assert walletmock.call_count == 1 + + def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, mocker, order_book_l2): default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True From 81397874eb3a2002136f8ffdd544408fe8755c2b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 11:29:51 +0200 Subject: [PATCH 279/417] Remove commented mock --- tests/test_freqtradebot.py | 1 - 1 file changed, 1 deletion(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 2c97b9fe1..11d9abb31 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3584,7 +3584,6 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker): def test_apply_fee_conditional(default_conf, fee, caplog, mocker, amount, fee_abs, wallet, amount_exp): walletmock = mocker.patch('freqtrade.wallets.Wallets.update') - # mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet) trade = Trade( pair='LTC/ETH', From e92d3867cfc54a95d3625c3c35c57a7538ec0111 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 15:25:54 +0200 Subject: [PATCH 280/417] Fix failing test --- tests/test_freqtradebot.py | 1 + 1 file changed, 1 insertion(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 11d9abb31..b426368c9 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2202,6 +2202,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap limit_buy_order_old_partial_canceled, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled) + mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0)) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', From 1c9c72937e078265be0212fe79edca03b89881ee Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 15:32:09 +0200 Subject: [PATCH 281/417] Adjust trade-ids param --- docs/utils.md | 8 ++++---- freqtrade/commands/cli_options.py | 4 ++-- tests/commands/test_commands.py | 2 +- 3 files changed, 7 insertions(+), 7 deletions(-) diff --git a/docs/utils.md b/docs/utils.md index 12597220a..7ed31376f 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -529,7 +529,7 @@ Print selected (or all) trades from database to screen. ``` usage: freqtrade show-trades [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--db-url PATH] - [--tradeids TRADE_IDS [TRADE_IDS ...]] + [--trade-ids TRADE_IDS [TRADE_IDS ...]] [--print-json] optional arguments: @@ -538,8 +538,8 @@ optional arguments: deployments (default: `sqlite:///tradesv3.sqlite` for Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for Dry Run). - --tradeids TRADE_IDS [TRADE_IDS ...] - Specify Trade ids to trade + --trade-ids TRADE_IDS [TRADE_IDS ...] + Specify the list of trade ids. --print-json Print output in JSON format. Common arguments: @@ -564,5 +564,5 @@ Common arguments: Print trades with id 2 and 3 as json ``` bash -freqtrade show-trades --db-url sqlite:///tradesv3.sqlite --tradeids 2 3 --print-json +freqtrade show-trades --db-url sqlite:///tradesv3.sqlite --trade-ids 2 3 --print-json ``` diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index 4c51802f0..a8f2ffdba 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -426,8 +426,8 @@ AVAILABLE_CLI_OPTIONS = { default="file", ), "trade_ids": Arg( - '--tradeids', - help='Specify Trade ids to trade', + '--trade-ids', + help='Specify the list of trade ids.', nargs='+', ), # hyperopt-list, hyperopt-show diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 0465858c0..2796a8b45 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -1066,7 +1066,7 @@ def test_show_trades(mocker, fee, capsys, caplog): "--db-url", "sqlite:///", "--print-json", - "--tradeids", "1", "2" + "--trade-ids", "1", "2" ] pargs = get_args(args) pargs['config'] = None From 690bb7646a35839ce434062800f1841dbd1adaf9 Mon Sep 17 00:00:00 2001 From: Florian Merz Date: Sun, 3 May 2020 16:54:42 +0200 Subject: [PATCH 282/417] hyperopt csv export - add params --- freqtrade/optimize/hyperopt.py | 19 +++++++++++++------ 1 file changed, 13 insertions(+), 6 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 02695d1aa..29d48802c 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -387,12 +387,19 @@ class Hyperopt: trials = json_normalize(results, max_level=1) trials['Best'] = '' trials['Stake currency'] = config['stake_currency'] - trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count', - 'results_metrics.avg_profit', 'results_metrics.total_profit', - 'Stake currency', 'results_metrics.profit', 'results_metrics.duration', - 'loss', 'is_initial_point', 'is_best']] - trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Stake currency', - 'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best'] + + base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count', + 'results_metrics.avg_profit', 'results_metrics.total_profit', + 'Stake currency', 'results_metrics.profit', 'results_metrics.duration', + 'loss', 'is_initial_point', 'is_best'] + param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()] + trials = trials[base_metrics + param_metrics] + + base_metrics_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Stake currency', + 'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best'] + param_metrics_columns = list(results[0]['params_dict'].keys()) + trials.columns = base_metrics_columns + param_metrics_columns + trials['is_profit'] = False trials.loc[trials['is_initial_point'], 'Best'] = '*' trials.loc[trials['is_best'], 'Best'] = 'Best' From 889a153731451fa180e845eeb8a8e0b3f481d35d Mon Sep 17 00:00:00 2001 From: Florian Merz Date: Sun, 3 May 2020 17:29:56 +0200 Subject: [PATCH 283/417] fix PEP8 --- freqtrade/optimize/hyperopt.py | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 29d48802c..3a28de785 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -388,17 +388,17 @@ class Hyperopt: trials['Best'] = '' trials['Stake currency'] = config['stake_currency'] - base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count', - 'results_metrics.avg_profit', 'results_metrics.total_profit', - 'Stake currency', 'results_metrics.profit', 'results_metrics.duration', - 'loss', 'is_initial_point', 'is_best'] + base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count', + 'results_metrics.avg_profit', 'results_metrics.total_profit', + 'Stake currency', 'results_metrics.profit', 'results_metrics.duration', + 'loss', 'is_initial_point', 'is_best'] param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()] trials = trials[base_metrics + param_metrics] - base_metrics_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Stake currency', - 'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best'] - param_metrics_columns = list(results[0]['params_dict'].keys()) - trials.columns = base_metrics_columns + param_metrics_columns + base_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Stake currency', + 'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best'] + param_columns = list(results[0]['params_dict'].keys()) + trials.columns = base_columns + param_columns trials['is_profit'] = False trials.loc[trials['is_initial_point'], 'Best'] = '*' From 2a4c9bf3d38d48fcf5aa0a06692137fd3ec4fbfa Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 20:32:45 +0200 Subject: [PATCH 284/417] Improve logmessage when falling back to wallet amount --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 7ae87e807..30eebb962 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -982,7 +982,7 @@ class FreqtradeBot: if wallet_amount >= amount: return amount elif wallet_amount > amount * 0.98: - logger.info(f"{pair} - Falling back to wallet-amount.") + logger.info(f"{pair} - Falling back to wallet-amount {wallet_amount} -> {amount}.") return wallet_amount else: raise DependencyException( From b38f9ed5e7967e116a36ff088f1ade46e61a1abd Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 May 2020 20:44:18 +0200 Subject: [PATCH 285/417] Increase cache for rate limit to avoid delays Helps when calling /status or /status table frequently on slowish exchanges --- freqtrade/freqtradebot.py | 7 +++++-- tests/conftest.py | 3 ++- 2 files changed, 7 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 7ae87e807..32fbde562 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -54,8 +54,11 @@ class FreqtradeBot: # Init objects self.config = config - self._sell_rate_cache = TTLCache(maxsize=100, ttl=5) - self._buy_rate_cache = TTLCache(maxsize=100, ttl=5) + _process_throttle_secs = self.config['internals'].get('process_throttle_secs', + constants.PROCESS_THROTTLE_SECS) + # Use 3x process_throttle_secs for caching to avoid delays in RPC methods. + self._sell_rate_cache = TTLCache(maxsize=100, ttl=_process_throttle_secs * 3) + self._buy_rate_cache = TTLCache(maxsize=100, ttl=_process_throttle_secs * 3) self.strategy: IStrategy = StrategyResolver.load_strategy(self.config) diff --git a/tests/conftest.py b/tests/conftest.py index d95475b8c..5c2e3e8e9 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -304,7 +304,8 @@ def default_conf(testdatadir): "user_data_dir": Path("user_data"), "verbosity": 3, "strategy_path": str(Path(__file__).parent / "strategy" / "strats"), - "strategy": "DefaultStrategy" + "strategy": "DefaultStrategy", + "internals": {}, } return configuration From f7a3bb82da64fff55db045c0e3c5b9cfcfa91a61 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 09:16:28 +0000 Subject: [PATCH 286/417] Bump numpy from 1.18.3 to 1.18.4 Bumps [numpy](https://github.com/numpy/numpy) from 1.18.3 to 1.18.4. - [Release notes](https://github.com/numpy/numpy/releases) - [Changelog](https://github.com/numpy/numpy/blob/master/doc/HOWTO_RELEASE.rst.txt) - [Commits](https://github.com/numpy/numpy/compare/v1.18.3...v1.18.4) Signed-off-by: dependabot-preview[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 967f8df10..18cab206b 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,5 +1,5 @@ # Load common requirements -r requirements-common.txt -numpy==1.18.3 +numpy==1.18.4 pandas==1.0.3 From a14e027ad4a7449025b615b6861c79f56c287488 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 09:16:50 +0000 Subject: [PATCH 287/417] Bump arrow from 0.15.5 to 0.15.6 Bumps [arrow](https://github.com/crsmithdev/arrow) from 0.15.5 to 0.15.6. - [Release notes](https://github.com/crsmithdev/arrow/releases) - [Changelog](https://github.com/crsmithdev/arrow/blob/master/CHANGELOG.rst) - [Commits](https://github.com/crsmithdev/arrow/compare/0.15.5...0.15.6) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index a53fc3999..9de50f800 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -3,7 +3,7 @@ ccxt==1.27.1 SQLAlchemy==1.3.16 python-telegram-bot==12.6.1 -arrow==0.15.5 +arrow==0.15.6 cachetools==4.1.0 requests==2.23.0 urllib3==1.25.9 From 68f0b105a989213f5a42b75ecdfad67bbb651b48 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 09:17:23 +0000 Subject: [PATCH 288/417] Bump pytest-asyncio from 0.11.0 to 0.12.0 Bumps [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio) from 0.11.0 to 0.12.0. - [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases) - [Commits](https://github.com/pytest-dev/pytest-asyncio/compare/v0.11.0...v0.12.0) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 508716bde..9881df083 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -9,7 +9,7 @@ flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 mypy==0.770 pytest==5.4.1 -pytest-asyncio==0.11.0 +pytest-asyncio==0.12.0 pytest-cov==2.8.1 pytest-mock==3.1.0 pytest-random-order==1.0.4 From 2c352e6b82a55367fb313eae69fa7ebe531d74bd Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 09:18:02 +0000 Subject: [PATCH 289/417] Bump progressbar2 from 3.51.0 to 3.51.3 Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.51.0 to 3.51.3. - [Release notes](https://github.com/WoLpH/python-progressbar/releases) - [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst) - [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.51.0...v3.51.3) Signed-off-by: dependabot-preview[bot] --- requirements-hyperopt.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index b0e18867d..9afd07357 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -7,4 +7,4 @@ scikit-learn==0.22.2.post1 scikit-optimize==0.7.4 filelock==3.0.12 joblib==0.14.1 -progressbar2==3.51.0 +progressbar2==3.51.3 From 611b9c88d1019a21c41d142a4bb2cd0d38152b49 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 09:18:49 +0000 Subject: [PATCH 290/417] Bump ccxt from 1.27.1 to 1.27.20 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.27.1 to 1.27.20. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.27.1...1.27.20) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index a53fc3999..b910db9b3 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.27.1 +ccxt==1.27.20 SQLAlchemy==1.3.16 python-telegram-bot==12.6.1 arrow==0.15.5 From 32eb1c570524ebc2bbf3c2656f102b32ec5d46b7 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 09:19:26 +0000 Subject: [PATCH 291/417] Bump mkdocs-material from 5.1.3 to 5.1.5 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.1.3 to 5.1.5. - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.1.3...5.1.5) Signed-off-by: dependabot-preview[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 1c0e280ae..e9553a8e4 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.1.3 +mkdocs-material==5.1.5 mdx_truly_sane_lists==1.2 From 5dde6d3fac65a1502c85cf8dc67ad918f52236f0 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 4 May 2020 12:40:24 +0000 Subject: [PATCH 292/417] Bump python-telegram-bot from 12.6.1 to 12.7 Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.6.1 to 12.7. - [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases) - [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst) - [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v12.6.1...v12.7) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index d9808a19f..cd302e348 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -2,7 +2,7 @@ # mainly used for Raspberry pi installs ccxt==1.27.20 SQLAlchemy==1.3.16 -python-telegram-bot==12.6.1 +python-telegram-bot==12.7 arrow==0.15.6 cachetools==4.1.0 requests==2.23.0 From 648723fb8325fe3e3c4fb1a371ed360b1b0d6e32 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 06:32:03 +0200 Subject: [PATCH 293/417] Use 30min rate cache --- freqtrade/freqtradebot.py | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 32fbde562..86c8e03b7 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -54,11 +54,11 @@ class FreqtradeBot: # Init objects self.config = config - _process_throttle_secs = self.config['internals'].get('process_throttle_secs', - constants.PROCESS_THROTTLE_SECS) - # Use 3x process_throttle_secs for caching to avoid delays in RPC methods. - self._sell_rate_cache = TTLCache(maxsize=100, ttl=_process_throttle_secs * 3) - self._buy_rate_cache = TTLCache(maxsize=100, ttl=_process_throttle_secs * 3) + # Cache values for 1800 to avoid frequent polling of the exchange for prices + # Caching only applies to RPC methods, so prices for open trades are still + # refreshed once every iteration. + self._sell_rate_cache = TTLCache(maxsize=100, ttl=1800) + self._buy_rate_cache = TTLCache(maxsize=100, ttl=1800) self.strategy: IStrategy = StrategyResolver.load_strategy(self.config) From f040c2068850641bea7c04ff2b991dbaf728dfbb Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 06:41:01 +0200 Subject: [PATCH 294/417] Use filled in tests --- tests/test_freqtradebot.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 6f2ce9f3c..a098709a6 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2348,11 +2348,12 @@ def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_ trade = MagicMock() trade.pair = 'LTC/ETH' limit_buy_order['remaining'] = limit_buy_order['amount'] + limit_buy_order['filled'] = 0.0 assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() - limit_buy_order['amount'] = 2 + limit_buy_order['filled'] = 1.0 assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 From b4aeb93a183d53d456ce81bdd5f28b941b88aebe Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 07:07:42 +0200 Subject: [PATCH 295/417] Add test testing the different ways exchanges may return data --- tests/conftest.py | 93 ++++++++++++++++++++++++++++++++++++++ tests/test_freqtradebot.py | 25 +++++++++- 2 files changed, 116 insertions(+), 2 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index d95475b8c..29bb36f64 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -877,6 +877,99 @@ def limit_buy_order_old_partial_canceled(limit_buy_order_old_partial): return res +@pytest.fixture(scope='function') +def limit_buy_order_canceled_empty(request): + # Indirect fixture + # Documentation: + # https://docs.pytest.org/en/latest/example/parametrize.html#apply-indirect-on-particular-arguments + + exchange_name = request.param + if exchange_name == 'ftx': + return { + 'info': {}, + 'id': '1234512345', + 'clientOrderId': None, + 'timestamp': arrow.utcnow().shift(minutes=-601).timestamp, + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'lastTradeTimestamp': None, + 'symbol': 'LTC/USDT', + 'type': 'limit', + 'side': 'buy', + 'price': 34.3225, + 'amount': 0.55, + 'cost': 0.0, + 'average': None, + 'filled': 0.0, + 'remaining': 0.0, + 'status': 'closed', + 'fee': None, + 'trades': None + } + elif exchange_name == 'kraken': + return { + 'info': {}, + 'id': 'AZNPFF-4AC4N-7MKTAT', + 'clientOrderId': None, + 'timestamp': arrow.utcnow().shift(minutes=-601).timestamp, + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'lastTradeTimestamp': None, + 'status': 'canceled', + 'symbol': 'LTC/USDT', + 'type': 'limit', + 'side': 'buy', + 'price': 34.3225, + 'cost': 0.0, + 'amount': 0.55, + 'filled': 0.0, + 'average': 0.0, + 'remaining': 0.55, + 'fee': {'cost': 0.0, 'rate': None, 'currency': 'USDT'}, + 'trades': [] + } + elif exchange_name == 'binance': + return { + 'info': {}, + 'id': '1234512345', + 'clientOrderId': 'alb1234123', + 'timestamp': arrow.utcnow().shift(minutes=-601).timestamp, + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'lastTradeTimestamp': None, + 'symbol': 'LTC/USDT', + 'type': 'limit', + 'side': 'buy', + 'price': 0.016804, + 'amount': 0.55, + 'cost': 0.0, + 'average': None, + 'filled': 0.0, + 'remaining': 0.55, + 'status': 'canceled', + 'fee': None, + 'trades': None + } + else: + return { + 'info': {}, + 'id': '1234512345', + 'clientOrderId': 'alb1234123', + 'timestamp': arrow.utcnow().shift(minutes=-601).timestamp, + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'lastTradeTimestamp': None, + 'symbol': 'LTC/USDT', + 'type': 'limit', + 'side': 'buy', + 'price': 0.016804, + 'amount': 0.55, + 'cost': 0.0, + 'average': None, + 'filled': 0.0, + 'remaining': 0.55, + 'status': 'canceled', + 'fee': None, + 'trades': None + } + + @pytest.fixture def limit_sell_order(): return { diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index a098709a6..2b5127cc0 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2313,12 +2313,12 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order Trade.session = MagicMock() trade = MagicMock() trade.pair = 'LTC/ETH' - limit_buy_order['remaining'] = limit_buy_order['amount'] + limit_buy_order['filled'] = 0 assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() - limit_buy_order['amount'] = 2 + limit_buy_order['filled'] = 2 assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 @@ -2326,6 +2326,27 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) +@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'], + indirect=['limit_buy_order_canceled_empty']) +def test_handle_timedout_limit_buy_exchanges(mocker, caplog, default_conf, + limit_buy_order_canceled_empty) -> None: + patch_RPCManager(mocker) + patch_exchange(mocker) + cancel_order_mock = mocker.patch( + 'freqtrade.exchange.Exchange.cancel_order_with_result', + return_value=limit_buy_order_canceled_empty) + + freqtrade = FreqtradeBot(default_conf) + + Trade.session = MagicMock() + trade = MagicMock() + trade.pair = 'LTC/ETH' + assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order_canceled_empty) + assert cancel_order_mock.call_count == 0 + assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog) + + + @pytest.mark.parametrize('cancelorder', [ {}, {'remaining': None}, From 981976681a88423117ef9bd6fe18e56f96df4476 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 07:08:24 +0200 Subject: [PATCH 296/417] Use filled, it's the safer choice when determining the filled amount. --- freqtrade/freqtradebot.py | 7 +++---- tests/test_freqtradebot.py | 1 - 2 files changed, 3 insertions(+), 5 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 30eebb962..9db7e4467 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -898,7 +898,7 @@ class FreqtradeBot: Buy timeout - cancel order :return: True if order was fully cancelled """ - if order['status'] != 'canceled': + if order['status'] not in ('canceled', 'closed'): reason = "cancelled due to timeout" corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, trade.amount) @@ -909,7 +909,7 @@ class FreqtradeBot: logger.info('Buy order %s for %s.', reason, trade) - if safe_value_fallback(corder, order, 'remaining', 'remaining') == order['amount']: + if safe_value_fallback(corder, order, 'filled', 'filled') == 0.0: logger.info('Buy order fully cancelled. Removing %s from database.', trade) # if trade is not partially completed, just delete the trade Trade.session.delete(trade) @@ -921,8 +921,7 @@ class FreqtradeBot: # cancel_order may not contain the full order dict, so we need to fallback # to the order dict aquired before cancelling. # we need to fall back to the values from order if corder does not contain these keys. - trade.amount = order['amount'] - safe_value_fallback(corder, order, - 'remaining', 'remaining') + trade.amount = safe_value_fallback(corder, order, 'filled', 'filled') trade.stake_amount = trade.amount * trade.open_rate self.update_trade_state(trade, corder, trade.amount) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 2b5127cc0..f2b2f6b5c 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2346,7 +2346,6 @@ def test_handle_timedout_limit_buy_exchanges(mocker, caplog, default_conf, assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog) - @pytest.mark.parametrize('cancelorder', [ {}, {'remaining': None}, From d3a0ab8096bcd119ca3fd57c4880a8648783ee4d Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 07:12:49 +0200 Subject: [PATCH 297/417] Change mock-status to be open when testing unfilled... --- tests/test_freqtradebot.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index f2b2f6b5c..7a30e9015 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2314,6 +2314,7 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order trade = MagicMock() trade.pair = 'LTC/ETH' limit_buy_order['filled'] = 0 + limit_buy_order['status'] = 'open' assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 @@ -2367,8 +2368,9 @@ def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_ Trade.session = MagicMock() trade = MagicMock() trade.pair = 'LTC/ETH' - limit_buy_order['remaining'] = limit_buy_order['amount'] limit_buy_order['filled'] = 0.0 + limit_buy_order['status'] = 'open' + assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 From ffef4bc4744b03ac35e625924c034c0b7dacb51f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 19:48:28 +0200 Subject: [PATCH 298/417] Humanize show-trades error when no database is specified --- freqtrade/commands/list_commands.py | 5 +++++ tests/commands/test_commands.py | 8 ++++++++ 2 files changed, 13 insertions(+) diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index 61d6f7244..e5131f9b2 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -206,6 +206,11 @@ def start_show_trades(args: Dict[str, Any]) -> None: from freqtrade.persistence import init, Trade import json config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) + + if 'db_url' not in config: + raise OperationalException("--db-url is required for this command.") + + logger.info(f'Using DB: "{config["db_url"]}"') init(config['db_url'], clean_open_orders=False) tfilter = [] diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 2796a8b45..93b123069 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -1077,3 +1077,11 @@ def test_show_trades(mocker, fee, capsys, caplog): assert '"trade_id": 1' in captured.out assert '"trade_id": 2' in captured.out assert '"trade_id": 3' not in captured.out + args = [ + "show-trades", + ] + pargs = get_args(args) + pargs['config'] = None + + with pytest.raises(OperationalException, match=r"--db-url is required for this command."): + start_show_trades(pargs) From e4023a6567cdf50b40c1aee1427c5ceaadcff38b Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 21:19:35 +0200 Subject: [PATCH 299/417] Add some minor things to show_config --- freqtrade/rpc/rpc.py | 2 ++ freqtrade/state.py | 3 +++ tests/rpc/test_rpc_apiserver.py | 1 + 3 files changed, 6 insertions(+) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 8645e466e..10eeb572f 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -94,6 +94,7 @@ class RPC: 'dry_run': config['dry_run'], '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'], @@ -103,6 +104,7 @@ class RPC: 'ticker_interval': config['ticker_interval'], 'exchange': config['exchange']['name'], 'strategy': config['strategy'], + 'state': str(self._freqtrade.state) } return val diff --git a/freqtrade/state.py b/freqtrade/state.py index 415f6f5f2..38784c6a4 100644 --- a/freqtrade/state.py +++ b/freqtrade/state.py @@ -14,6 +14,9 @@ class State(Enum): STOPPED = 2 RELOAD_CONF = 3 + def __str__(self): + return f"{self.name.lower()}" + class RunMode(Enum): """ diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 6548790cb..9b2f893e3 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -283,6 +283,7 @@ def test_api_show_config(botclient, mocker): assert 'dry_run' in rc.json assert rc.json['exchange'] == 'bittrex' assert rc.json['ticker_interval'] == '5m' + assert rc.json['state'] == 'running' assert not rc.json['trailing_stop'] From 593d13ebddde143b438f59eb7ff84991c903e2cf Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 21:21:05 +0200 Subject: [PATCH 300/417] Show new values also in Telegram --- freqtrade/rpc/telegram.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index a21f7556c..38888313e 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -621,10 +621,12 @@ class Telegram(RPC): f"*Mode:* `{'Dry-run' if val['dry_run'] else 'Live'}`\n" f"*Exchange:* `{val['exchange']}`\n" f"*Stake per trade:* `{val['stake_amount']} {val['stake_currency']}`\n" + f"*Max open Trades:* `{val['max_open_trades']}`\n" f"*Minimum ROI:* `{val['minimal_roi']}`\n" f"{sl_info}" f"*Ticker Interval:* `{val['ticker_interval']}`\n" - f"*Strategy:* `{val['strategy']}`" + f"*Strategy:* `{val['strategy']}\n`" + f"*Current state:* `{val['state']}`" ) def _send_msg(self, msg: str, parse_mode: ParseMode = ParseMode.MARKDOWN) -> None: From a62d7495ca443d3c17997604106d62c4debf2300 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 May 2020 21:28:59 +0200 Subject: [PATCH 301/417] FIx typo in telegram method --- freqtrade/rpc/telegram.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 38888313e..66d8ad936 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -625,7 +625,7 @@ class Telegram(RPC): f"*Minimum ROI:* `{val['minimal_roi']}`\n" f"{sl_info}" f"*Ticker Interval:* `{val['ticker_interval']}`\n" - f"*Strategy:* `{val['strategy']}\n`" + f"*Strategy:* `{val['strategy']}`\n" f"*Current state:* `{val['state']}`" ) From 1ba2df79c6a770958bddb3bf1e1fee6bd8c41f0f Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 7 May 2020 06:51:02 +0200 Subject: [PATCH 302/417] Ause isclose for comparison, assign filled to variable add some comments --- freqtrade/freqtradebot.py | 8 ++++++-- tests/test_freqtradebot.py | 3 ++- 2 files changed, 8 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 9db7e4467..57eb7d1a8 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -898,6 +898,7 @@ class FreqtradeBot: Buy timeout - cancel order :return: True if order was fully cancelled """ + # Cancelled orders may have the status of 'canceled' or 'closed' if order['status'] not in ('canceled', 'closed'): reason = "cancelled due to timeout" corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, @@ -909,7 +910,10 @@ class FreqtradeBot: logger.info('Buy order %s for %s.', reason, trade) - if safe_value_fallback(corder, order, 'filled', 'filled') == 0.0: + # Using filled to determine the filled amount + filled_amount = safe_value_fallback(corder, order, 'filled', 'filled') + + if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC): logger.info('Buy order fully cancelled. Removing %s from database.', trade) # if trade is not partially completed, just delete the trade Trade.session.delete(trade) @@ -921,7 +925,7 @@ class FreqtradeBot: # cancel_order may not contain the full order dict, so we need to fallback # to the order dict aquired before cancelling. # we need to fall back to the values from order if corder does not contain these keys. - trade.amount = safe_value_fallback(corder, order, 'filled', 'filled') + trade.amount = filled_amount trade.stake_amount = trade.amount * trade.open_rate self.update_trade_state(trade, corder, trade.amount) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 7a30e9015..c502e264c 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2313,7 +2313,7 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order Trade.session = MagicMock() trade = MagicMock() trade.pair = 'LTC/ETH' - limit_buy_order['filled'] = 0 + limit_buy_order['filled'] = 0.0 limit_buy_order['status'] = 'open' assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 @@ -2323,6 +2323,7 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) assert cancel_order_mock.call_count == 1 + limit_buy_order['filled'] = 2 mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException) assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order) From c560de41113c749de0b4f3ab6d7a0c155150486e Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 8 May 2020 11:44:24 +0200 Subject: [PATCH 303/417] Improve exception handling on critical errors --- freqtrade/commands/trade_commands.py | 3 +++ tests/commands/test_commands.py | 11 +++++------ 2 files changed, 8 insertions(+), 6 deletions(-) diff --git a/freqtrade/commands/trade_commands.py b/freqtrade/commands/trade_commands.py index 352fac26d..c058e4f9d 100644 --- a/freqtrade/commands/trade_commands.py +++ b/freqtrade/commands/trade_commands.py @@ -18,6 +18,9 @@ def start_trading(args: Dict[str, Any]) -> int: try: worker = Worker(args) worker.run() + except Exception as e: + logger.error(str(e)) + logger.exception("Fatal exception!") except KeyboardInterrupt: logger.info('SIGINT received, aborting ...') finally: diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 93b123069..46350beff 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -32,7 +32,7 @@ def test_setup_utils_configuration(): assert config['exchange']['secret'] == '' -def test_start_trading_fail(mocker): +def test_start_trading_fail(mocker, caplog): mocker.patch("freqtrade.worker.Worker.run", MagicMock(side_effect=OperationalException)) @@ -43,16 +43,15 @@ def test_start_trading_fail(mocker): 'trade', '-c', 'config.json.example' ] - with pytest.raises(OperationalException): - start_trading(get_args(args)) + start_trading(get_args(args)) assert exitmock.call_count == 1 exitmock.reset_mock() - + caplog.clear() mocker.patch("freqtrade.worker.Worker.__init__", MagicMock(side_effect=OperationalException)) - with pytest.raises(OperationalException): - start_trading(get_args(args)) + start_trading(get_args(args)) assert exitmock.call_count == 0 + assert log_has('Fatal exception!', caplog) def test_list_exchanges(capsys): From 5272ec85eab94d2d0fb801050429a766e6011058 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 8 May 2020 12:34:24 +0200 Subject: [PATCH 304/417] Add additional test --- tests/test_main.py | 22 ++++++++++++++++++++++ 1 file changed, 22 insertions(+) diff --git a/tests/test_main.py b/tests/test_main.py index 70b784002..a7180a5d2 100644 --- a/tests/test_main.py +++ b/tests/test_main.py @@ -115,6 +115,28 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None: assert log_has('Oh snap!', caplog) +def test_main_operational_exception1(mocker, default_conf, caplog) -> None: + patch_exchange(mocker) + mocker.patch( + 'freqtrade.commands.list_commands.available_exchanges', + MagicMock(side_effect=ValueError('Oh snap!')) + ) + patched_configuration_load_config_file(mocker, default_conf) + + args = ['list-exchanges'] + + # Test Main + the KeyboardInterrupt exception + with pytest.raises(SystemExit): + main(args) + + assert log_has('Fatal exception!', caplog) + assert not log_has_re(r'SIGINT.*', caplog) + mocker.patch( + 'freqtrade.commands.list_commands.available_exchanges', + MagicMock(side_effect=KeyboardInterrupt) + ) + + def test_main_reload_conf(mocker, default_conf, caplog) -> None: patch_exchange(mocker) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock()) From 80d367fa0871d5ec16bba77312581cf6115a08f0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 8 May 2020 14:24:30 +0200 Subject: [PATCH 305/417] Add test for keyboardinterrupt --- tests/test_main.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/tests/test_main.py b/tests/test_main.py index a7180a5d2..11d0ede3a 100644 --- a/tests/test_main.py +++ b/tests/test_main.py @@ -135,6 +135,10 @@ def test_main_operational_exception1(mocker, default_conf, caplog) -> None: 'freqtrade.commands.list_commands.available_exchanges', MagicMock(side_effect=KeyboardInterrupt) ) + with pytest.raises(SystemExit): + main(args) + + assert log_has_re(r'SIGINT.*', caplog) def test_main_reload_conf(mocker, default_conf, caplog) -> None: From 2307495f2837971f6325efa97afea7d874ae8c1d Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Fri, 8 May 2020 20:10:16 +0300 Subject: [PATCH 306/417] Update docs/configuration.md Co-authored-by: Matthias --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index 28df5bd95..59d8ba1eb 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -51,7 +51,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency).
      **Datatype:** String | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode.
      *Defaults to `true`.*
      **Datatype:** Boolean | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.
      *Defaults to `1000`.*
      **Datatype:** Float -| `cancel_open_orders_on_exit` | Cancel orders when `/stop` is issued or `ctrl+c` is pressed. Including this will allow you to use `/stop` to cancel unfilled orders in the event of a market crash. This will not impact open positions.
      *Defaults to `False`.*
      **Datatype:** Boolean +| `cancel_open_orders_on_exit` | Cancel orders when `/stop` is issued or `ctrl+c` is pressed. This will allow you to use `/stop` to cancel unfilled orders in the event of a market crash. This will not impact open positions.
      *Defaults to `False`.*
      **Datatype:** Boolean | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy).
      *Defaults to `false`.*
      **Datatype:** Boolean | `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy).
      **Datatype:** Dict | `stoploss` | **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
      **Datatype:** Float (as ratio) From d4362ed357a41408460b5339219ae4e7e24a2a4c Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 9 May 2020 09:29:40 +0300 Subject: [PATCH 307/417] Minor: improve exception handling in exchange --- freqtrade/exchange/exchange.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 1a0565959..ce973f373 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1041,9 +1041,9 @@ class Exchange: return matched_trades - except ccxt.NetworkError as e: + except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( - f'Could not get trades due to networking error. Message: {e}') from e + f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e except ccxt.BaseError as e: raise OperationalException(e) from e From b72997fc2bbb1d685a27605026bf3fa269973ca5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 May 2020 20:16:04 +0200 Subject: [PATCH 308/417] Add flask-jwt-extended dependency --- requirements-common.txt | 1 + setup.py | 2 +- 2 files changed, 2 insertions(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index cd302e348..9fb4e209b 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -25,6 +25,7 @@ sdnotify==0.3.2 # Api server flask==1.1.2 +flask-jwt-extended==3.24.1 # Support for colorized terminal output colorama==0.4.3 diff --git a/setup.py b/setup.py index 9c253ea4e..8c0de095e 100644 --- a/setup.py +++ b/setup.py @@ -16,7 +16,7 @@ if readme_file.is_file(): readme_long = (Path(__file__).parent / "README.md").read_text() # Requirements used for submodules -api = ['flask'] +api = ['flask', 'flask-jwt-extended'] plot = ['plotly>=4.0'] hyperopt = [ 'scipy', From 7e08fa2631d1553bbfedf113817f6309b771a7bb Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 10 May 2020 02:22:16 +0300 Subject: [PATCH 309/417] Fix usage of fee value in Edge --- freqtrade/edge/edge_positioning.py | 19 ++++++------------- 1 file changed, 6 insertions(+), 13 deletions(-) diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index 5305e23cf..bae7a0743 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -238,20 +238,13 @@ class Edge: :param result Dataframe :return: result Dataframe """ - - # stake and fees - # stake = 0.015 - # 0.05% is 0.0005 - # fee = 0.001 - - # we set stake amount to an arbitrary amount. - # as it doesn't change the calculation. - # all returned values are relative. - # they are defined as ratios. + # We set stake amount to an arbitrary amount, as it doesn't change the calculation. + # All returned values are relative, they are defined as ratios. stake = 0.015 - fee = self.fee - open_fee = fee / 2 - close_fee = fee / 2 + + # Fee should be applied twice + open_fee = self.fee + close_fee = self.fee result['trade_duration'] = result['close_time'] - result['open_time'] From b6a2c3894133426ae25dd68adfbdf86f148bb92c Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 10 May 2020 02:22:49 +0300 Subject: [PATCH 310/417] Adjust tests --- tests/edge/test_edge.py | 12 ++++++++---- 1 file changed, 8 insertions(+), 4 deletions(-) diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py index 2304c53c2..163ceff4b 100644 --- a/tests/edge/test_edge.py +++ b/tests/edge/test_edge.py @@ -335,12 +335,16 @@ def test_edge_init_error(mocker, edge_conf,): get_patched_freqtradebot(mocker, edge_conf) -def test_process_expectancy(mocker, edge_conf): +@pytest.mark.parametrize("fee,risk_reward_ratio,expectancy", [ + (0.0005, 306.5384615384, 101.5128205128), + (0.001, 152.6923076923, 50.2307692308), +]) +def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectancy): edge_conf['edge']['min_trade_number'] = 2 freqtrade = get_patched_freqtradebot(mocker, edge_conf) def get_fee(*args, **kwargs): - return 0.001 + return fee freqtrade.exchange.get_fee = get_fee edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy) @@ -394,9 +398,9 @@ def test_process_expectancy(mocker, edge_conf): assert 'TEST/BTC' in final assert final['TEST/BTC'].stoploss == -0.9 assert round(final['TEST/BTC'].winrate, 10) == 0.3333333333 - assert round(final['TEST/BTC'].risk_reward_ratio, 10) == 306.5384615384 + assert round(final['TEST/BTC'].risk_reward_ratio, 10) == risk_reward_ratio assert round(final['TEST/BTC'].required_risk_reward, 10) == 2.0 - assert round(final['TEST/BTC'].expectancy, 10) == 101.5128205128 + assert round(final['TEST/BTC'].expectancy, 10) == expectancy # Pop last item so no trade is profitable trades.pop() From 0bd2fca40b648d6bef54388616832fce82528a59 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 09:55:41 +0200 Subject: [PATCH 311/417] Update tests/test_integration.py Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- tests/test_integration.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/test_integration.py b/tests/test_integration.py index ee6ef3cb2..90cdde61f 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -97,7 +97,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee, # Only order for 3rd trade needs to be cancelled assert cancel_order_mock.call_count == 1 # Wallets must be updated between stoploss cancellation and selling, and will be updated again - # During update_trade_state + # during update_trade_state assert wallets_mock.call_count == 3 trade = trades[0] From 8139058fcc5c471e762f182f1608fbff3c6bbed9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 10:35:38 +0200 Subject: [PATCH 312/417] Implement token/login and token/refresh endpoints --- freqtrade/rpc/api_server.py | 56 +++++++++++++++++++++++++++++++++---- 1 file changed, 51 insertions(+), 5 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 0335bb151..1e20bf8f8 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -2,11 +2,16 @@ import logging import threading from datetime import date, datetime from ipaddress import IPv4Address -from typing import Dict, Callable, Any +from typing import Any, Callable, Dict from arrow import Arrow from flask import Flask, jsonify, request from flask.json import JSONEncoder +from flask_jwt_extended import (JWTManager, create_access_token, + create_refresh_token, get_jwt_identity, + jwt_refresh_token_required, + verify_jwt_in_request_optional) +from werkzeug.security import safe_str_cmp from werkzeug.serving import make_server from freqtrade.__init__ import __version__ @@ -38,9 +43,10 @@ class ArrowJSONEncoder(JSONEncoder): def require_login(func: Callable[[Any, Any], Any]): def func_wrapper(obj, *args, **kwargs): - + verify_jwt_in_request_optional() auth = request.authorization - if auth and obj.check_auth(auth.username, auth.password): + i = get_jwt_identity() + if i or auth and obj.check_auth(auth.username, auth.password): return func(obj, *args, **kwargs) else: return jsonify({"error": "Unauthorized"}), 401 @@ -70,8 +76,8 @@ class ApiServer(RPC): """ def check_auth(self, username, password): - return (username == self._config['api_server'].get('username') and - password == self._config['api_server'].get('password')) + return (safe_str_cmp(username, self._config['api_server'].get('username')) and + safe_str_cmp(password, self._config['api_server'].get('password'))) def __init__(self, freqtrade) -> None: """ @@ -83,6 +89,11 @@ class ApiServer(RPC): self._config = freqtrade.config self.app = Flask(__name__) + + # Setup the Flask-JWT-Extended extension + self.app.config['JWT_SECRET_KEY'] = 'super-secret' # Change this! + + self.jwt = JWTManager(self.app) self.app.json_encoder = ArrowJSONEncoder # Register application handling @@ -148,6 +159,10 @@ class ApiServer(RPC): self.app.register_error_handler(404, self.page_not_found) # Actions to control the bot + self.app.add_url_rule(f'{BASE_URI}/token/login', 'login', + view_func=self._login, methods=['POST']) + self.app.add_url_rule(f'{BASE_URI}/token/refresh', 'token_refresh', + view_func=self._refresh_token, methods=['POST']) self.app.add_url_rule(f'{BASE_URI}/start', 'start', view_func=self._start, methods=['POST']) self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST']) @@ -199,6 +214,37 @@ class ApiServer(RPC): 'code': 404 }), 404 + @require_login + @rpc_catch_errors + def _login(self): + """ + Handler for /token/login + Returns a JWT token + """ + auth = request.authorization + if auth and self.check_auth(auth.username, auth.password): + keystuff = {'u': auth.username} + ret = { + 'access_token': create_access_token(identity=keystuff), + 'refresh_token': create_refresh_token(identity=keystuff), + } + return self.rest_dump(ret) + + return jsonify({"error": "Unauthorized"}), 401 + + @jwt_refresh_token_required + @rpc_catch_errors + def _refresh_token(self): + """ + Handler for /token/refresh + Returns a JWT token based on a JWT refresh token + """ + current_user = get_jwt_identity() + new_token = create_access_token(identity=current_user, fresh=False) + + ret = {'access_token': new_token} + return self.rest_dump(ret) + @require_login @rpc_catch_errors def _start(self): From bc64619f301fb870b91fe4682e255b975f1cd5f7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 10:43:13 +0200 Subject: [PATCH 313/417] Tests for JWT implementation --- tests/rpc/test_rpc_apiserver.py | 27 +++++++++++++++++++++++++++ 1 file changed, 27 insertions(+) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 9b2f893e3..0d4cdeb2f 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -94,6 +94,33 @@ def test_api_unauthorized(botclient): assert rc.json == {'error': 'Unauthorized'} +def test_api_token_login(botclient): + ftbot, client = botclient + rc = client_post(client, f"{BASE_URI}/token/login") + assert_response(rc) + assert 'access_token' in rc.json + assert 'refresh_token' in rc.json + + # test Authentication is working with JWT tokens too + rc = client.get(f"{BASE_URI}/count", + content_type="application/json", + headers={'Authorization': f'Bearer {rc.json["access_token"]}'}) + assert_response(rc) + + +def test_api_token_refresh(botclient): + ftbot, client = botclient + rc = client_post(client, f"{BASE_URI}/token/login") + assert_response(rc) + rc = client.post(f"{BASE_URI}/token/refresh", + content_type="application/json", + data=None, + headers={'Authorization': f'Bearer {rc.json["refresh_token"]}'}) + assert_response(rc) + assert 'access_token' in rc.json + assert 'refresh_token' not in rc.json + + def test_api_stop_workflow(botclient): ftbot, client = botclient assert ftbot.state == State.RUNNING From 51d2b817ae50773f743d8ba00c060acf8d897e11 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 10 May 2020 11:51:33 +0300 Subject: [PATCH 314/417] Use self.fee --- freqtrade/edge/edge_positioning.py | 8 ++------ 1 file changed, 2 insertions(+), 6 deletions(-) diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index bae7a0743..c19d4552a 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -242,10 +242,6 @@ class Edge: # All returned values are relative, they are defined as ratios. stake = 0.015 - # Fee should be applied twice - open_fee = self.fee - close_fee = self.fee - result['trade_duration'] = result['close_time'] - result['open_time'] result['trade_duration'] = result['trade_duration'].map( @@ -255,12 +251,12 @@ class Edge: # Buy Price result['buy_vol'] = stake / result['open_rate'] # How many target are we buying - result['buy_fee'] = stake * open_fee + result['buy_fee'] = stake * self.fee result['buy_spend'] = stake + result['buy_fee'] # How much we're spending # Sell price result['sell_sum'] = result['buy_vol'] * result['close_rate'] - result['sell_fee'] = result['sell_sum'] * close_fee + result['sell_fee'] = result['sell_sum'] * self.fee result['sell_take'] = result['sell_sum'] - result['sell_fee'] # profit_ratio From 570c51b0b03fbaf3419cccfe08bdf8013a5f756f Mon Sep 17 00:00:00 2001 From: Mohamad Tarbin Date: Sun, 10 May 2020 05:07:49 -0400 Subject: [PATCH 315/417] Fix Typo in telegram Plugin --- freqtrade/rpc/telegram.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 66d8ad936..856b8f138 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -579,7 +579,7 @@ class Telegram(RPC): "*/whitelist:* `Show current whitelist` \n" \ "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " \ "to the blacklist.` \n" \ - "*/edge:* `Shows validated pairs by Edge if it is enabeld` \n" \ + "*/edge:* `Shows validated pairs by Edge if it is enabled` \n" \ "*/help:* `This help message`\n" \ "*/version:* `Show version`" From d9e4f41a359647bb50f1cc7e00571c7758aba40f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 16:14:35 +0200 Subject: [PATCH 316/417] Add documentation for JWt --- docs/rest-api.md | 25 +++++++++++++++++++++++++ 1 file changed, 25 insertions(+) diff --git a/docs/rest-api.md b/docs/rest-api.md index b68364f39..d750f74af 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -202,3 +202,28 @@ whitelist Show the current whitelist :returns: json object ``` + +## Advanced API usage using JWT tokens + +!!! Note + The below should be done in an application, and is not intended to be used on a regular basis. + +Freqtrade's REST API also offers JWT tokens. +You can login using the following command, and subsequently use the resulting access_token. + +``` bash +> curl -X POST --user Freqtrader http://localhost:8080/api/v1/token/login +{"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiMmEwYmY0NWUtMjhmOS00YTUzLTlmNzItMmM5ZWVlYThkNzc2IiwiZXhwIjoxNTg5MTIwNTgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.qt6MAXYIa-l556OM7arBvYJ0SDI9J8bIk3_glDujF5g","refresh_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiZWQ1ZWI3YjAtYjMwMy00YzAyLTg2N2MtNWViMjIxNWQ2YTMxIiwiZXhwIjoxNTkxNzExNjgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJ0eXBlIjoicmVmcmVzaCJ9.d1AT_jYICyTAjD0fiQAr52rkRqtxCjUGEMwlNuuzgNQ"} + +> access_token="eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiMmEwYmY0NWUtMjhmOS00YTUzLTlmNzItMmM5ZWVlYThkNzc2IiwiZXhwIjoxNTg5MTIwNTgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.qt6MAXYIa-l556OM7arBvYJ0SDI9J8bIk3_glDujF5g" +# Use tccess_token for authentication +> curl -X GET --header "Authorization: Bearer ${access_token}" http://localhost:8080/api/v1/count + +``` + +Since the access-token has a short timeout (15 min) - the refresh-token should be used to get a fresh access token: + +``` bash +> curl -X POST --header "Authorization: Bearer ${refresh_token}"http://localhost:8080/api/v1/token/refresh +{"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk5NzQsIm5iZiI6MTU4OTExOTk3NCwianRpIjoiMDBjNTlhMWUtMjBmYS00ZTk0LTliZjAtNWQwNTg2MTdiZDIyIiwiZXhwIjoxNTg5MTIwODc0LCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.1seHlII3WprjjclY6DpRhen0rqdF4j6jbvxIhUFaSbs"} +``` From 80faa5feb14913ad6c17307b893aead1272b9040 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 16:24:00 +0200 Subject: [PATCH 317/417] Add test to cancel sell order --- tests/test_freqtradebot.py | 15 +++++++++++++++ 1 file changed, 15 insertions(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index c502e264c..01e74c7a2 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2405,6 +2405,21 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: assert cancel_order_mock.call_count == 1 +def test_handle_timedout_limit_sell_cancel_exception(mocker, default_conf) -> None: + patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch( + 'freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException()) + + freqtrade = FreqtradeBot(default_conf) + + trade = MagicMock() + order = {'remaining': 1, + 'amount': 1, + 'status': "open"} + assert freqtrade.handle_timedout_limit_sell(trade, order) == 'error cancelling order' + + def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) From 2406e20be2a8af33c33ca06eeb01a3e77cef5f88 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 17:36:43 +0200 Subject: [PATCH 318/417] Update docs/rest-api.md Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/rest-api.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/rest-api.md b/docs/rest-api.md index d750f74af..599ad870f 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -206,7 +206,7 @@ whitelist ## Advanced API usage using JWT tokens !!! Note - The below should be done in an application, and is not intended to be used on a regular basis. + The below should be done in an application (a Freqtrade REST API client, which fetches info via API), and is not intended to be used on a regular basis. Freqtrade's REST API also offers JWT tokens. You can login using the following command, and subsequently use the resulting access_token. From 73a1496318d1b9e594a098f5e8bc25d62137fc3b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 17:44:45 +0200 Subject: [PATCH 319/417] Catch exception on cancel_order --- freqtrade/freqtradebot.py | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 930baff1f..4f4b3e3bb 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -949,8 +949,12 @@ class FreqtradeBot: if order['remaining'] == order['amount'] or order.get('filled') == 0.0: if not self.exchange.check_order_canceled_empty(order): reason = "cancelled due to timeout" - # if trade is not partially completed, just delete the trade - self.exchange.cancel_order(trade.open_order_id, trade.pair) + try: + # if trade is not partially completed, just delete the trade + self.exchange.cancel_order(trade.open_order_id, trade.pair) + except InvalidOrderException: + logger.exception(f"Could not cancel sell order {trade.open_order_id}") + return 'error cancelling order' logger.info('Sell order %s for %s.', reason, trade) else: reason = "cancelled on exchange" From c2224ed6b7496d043853f84c9d5e1762372c102c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 17:47:43 +0200 Subject: [PATCH 320/417] Fix doc typos Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/rest-api.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/rest-api.md b/docs/rest-api.md index 599ad870f..42671f0c3 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -208,7 +208,7 @@ whitelist !!! Note The below should be done in an application (a Freqtrade REST API client, which fetches info via API), and is not intended to be used on a regular basis. -Freqtrade's REST API also offers JWT tokens. +Freqtrade's REST API also offers JWT (JSON Web Tokens). You can login using the following command, and subsequently use the resulting access_token. ``` bash @@ -216,7 +216,7 @@ You can login using the following command, and subsequently use the resulting ac {"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiMmEwYmY0NWUtMjhmOS00YTUzLTlmNzItMmM5ZWVlYThkNzc2IiwiZXhwIjoxNTg5MTIwNTgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.qt6MAXYIa-l556OM7arBvYJ0SDI9J8bIk3_glDujF5g","refresh_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiZWQ1ZWI3YjAtYjMwMy00YzAyLTg2N2MtNWViMjIxNWQ2YTMxIiwiZXhwIjoxNTkxNzExNjgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJ0eXBlIjoicmVmcmVzaCJ9.d1AT_jYICyTAjD0fiQAr52rkRqtxCjUGEMwlNuuzgNQ"} > access_token="eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiMmEwYmY0NWUtMjhmOS00YTUzLTlmNzItMmM5ZWVlYThkNzc2IiwiZXhwIjoxNTg5MTIwNTgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.qt6MAXYIa-l556OM7arBvYJ0SDI9J8bIk3_glDujF5g" -# Use tccess_token for authentication +# Use access_token for authentication > curl -X GET --header "Authorization: Bearer ${access_token}" http://localhost:8080/api/v1/count ``` From b163bb76503041798ecf2898f0eabc53771a9052 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 17:48:29 +0200 Subject: [PATCH 321/417] Apply suggestions from code review Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/rest-api.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/rest-api.md b/docs/rest-api.md index 42671f0c3..337a00b4f 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -221,7 +221,7 @@ You can login using the following command, and subsequently use the resulting ac ``` -Since the access-token has a short timeout (15 min) - the refresh-token should be used to get a fresh access token: +Since the access token has a short timeout (15 min) - the `token/refresh` request should be used periodically to get a fresh access token: ``` bash > curl -X POST --header "Authorization: Bearer ${refresh_token}"http://localhost:8080/api/v1/token/refresh From c3f0b5d4eb89d0f71bfca021e89625395457c01d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 19:37:41 +0200 Subject: [PATCH 322/417] Rename methods to match endpoints --- freqtrade/rpc/api_server.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 1e20bf8f8..3a46d2c88 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -160,9 +160,9 @@ class ApiServer(RPC): # Actions to control the bot self.app.add_url_rule(f'{BASE_URI}/token/login', 'login', - view_func=self._login, methods=['POST']) + view_func=self._token_login, methods=['POST']) self.app.add_url_rule(f'{BASE_URI}/token/refresh', 'token_refresh', - view_func=self._refresh_token, methods=['POST']) + view_func=self._token_refresh, methods=['POST']) self.app.add_url_rule(f'{BASE_URI}/start', 'start', view_func=self._start, methods=['POST']) self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST']) @@ -216,7 +216,7 @@ class ApiServer(RPC): @require_login @rpc_catch_errors - def _login(self): + def _token_login(self): """ Handler for /token/login Returns a JWT token @@ -234,7 +234,7 @@ class ApiServer(RPC): @jwt_refresh_token_required @rpc_catch_errors - def _refresh_token(self): + def _token_refresh(self): """ Handler for /token/refresh Returns a JWT token based on a JWT refresh token From 21c2af2b92208c8ee811a91fba7046f99d556db6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 19:42:06 +0200 Subject: [PATCH 323/417] Load jwt_key from config --- config_full.json.example | 1 + docs/rest-api.md | 6 +++++- freqtrade/rpc/api_server.py | 3 ++- 3 files changed, 8 insertions(+), 2 deletions(-) diff --git a/config_full.json.example b/config_full.json.example index 181740b9a..ee1c14d27 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -120,6 +120,7 @@ "enabled": false, "listen_ip_address": "127.0.0.1", "listen_port": 8080, + "jwt_secret_key": "somethingrandom", "username": "freqtrader", "password": "SuperSecurePassword" }, diff --git a/docs/rest-api.md b/docs/rest-api.md index 337a00b4f..7f1a95b12 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -11,6 +11,7 @@ Sample configuration: "enabled": true, "listen_ip_address": "127.0.0.1", "listen_port": 8080, + "jwt_secret_key": "somethingrandom", "username": "Freqtrader", "password": "SuperSecret1!" }, @@ -29,7 +30,7 @@ This should return the response: {"status":"pong"} ``` -All other endpoints return sensitive info and require authentication, so are not available through a web browser. +All other endpoints return sensitive info and require authentication and are therefore not available through a web browser. To generate a secure password, either use a password manager, or use the below code snipped. @@ -38,6 +39,9 @@ import secrets secrets.token_hex() ``` +!!! Hint + Use the same method to also generate a JWT secret key (`jwt_secret_key`). + ### Configuration with docker If you run your bot using docker, you'll need to have the bot listen to incomming connections. The security is then handled by docker. diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 3a46d2c88..21f28f601 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -91,7 +91,8 @@ class ApiServer(RPC): self.app = Flask(__name__) # Setup the Flask-JWT-Extended extension - self.app.config['JWT_SECRET_KEY'] = 'super-secret' # Change this! + self.app.config['JWT_SECRET_KEY'] = self._config['api_server'].get( + 'jwt_secret_key', 'super-secret') self.jwt = JWTManager(self.app) self.app.json_encoder = ArrowJSONEncoder From d291ca0071b2e73dc0750bedced1257c37d73032 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 19:43:16 +0200 Subject: [PATCH 324/417] Simplify code section --- freqtrade/rpc/api_server.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 21f28f601..68f4b1ca9 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -45,8 +45,7 @@ def require_login(func: Callable[[Any, Any], Any]): def func_wrapper(obj, *args, **kwargs): verify_jwt_in_request_optional() auth = request.authorization - i = get_jwt_identity() - if i or auth and obj.check_auth(auth.username, auth.password): + if get_jwt_identity() or auth and obj.check_auth(auth.username, auth.password): return func(obj, *args, **kwargs) else: return jsonify({"error": "Unauthorized"}), 401 From 9eca268a498ed129299dd9910f01f5bf1ea81363 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 10 May 2020 20:00:19 +0200 Subject: [PATCH 325/417] Fix test --- tests/rpc/test_rpc_apiserver.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 0d4cdeb2f..5d8f79920 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -150,6 +150,12 @@ def test_api__init__(default_conf, mocker): """ Test __init__() method """ + default_conf.update({"api_server": {"enabled": True, + "listen_ip_address": "127.0.0.1", + "listen_port": 8080, + "username": "TestUser", + "password": "testPass", + }}) mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock()) mocker.patch('freqtrade.rpc.api_server.ApiServer.run', MagicMock()) From 306eae6da348da4b785300a92a5cfaa527890020 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 11 May 2020 09:10:48 +0000 Subject: [PATCH 326/417] Bump pytest from 5.4.1 to 5.4.2 Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.4.1 to 5.4.2. - [Release notes](https://github.com/pytest-dev/pytest/releases) - [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest/compare/5.4.1...5.4.2) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 9881df083..616ca20f9 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -8,7 +8,7 @@ flake8==3.7.9 flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 mypy==0.770 -pytest==5.4.1 +pytest==5.4.2 pytest-asyncio==0.12.0 pytest-cov==2.8.1 pytest-mock==3.1.0 From 3849b68b8f2cce77276259f8a106e6d727f3ae78 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 11 May 2020 09:11:22 +0000 Subject: [PATCH 327/417] Bump ta-lib from 0.4.17 to 0.4.18 Bumps [ta-lib](https://github.com/mrjbq7/ta-lib) from 0.4.17 to 0.4.18. - [Release notes](https://github.com/mrjbq7/ta-lib/releases) - [Changelog](https://github.com/mrjbq7/ta-lib/blob/master/CHANGELOG) - [Commits](https://github.com/mrjbq7/ta-lib/compare/TA_Lib-0.4.17...TA_Lib-0.4.18) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 9fb4e209b..f2361bdf5 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -9,7 +9,7 @@ requests==2.23.0 urllib3==1.25.9 wrapt==1.12.1 jsonschema==3.2.0 -TA-Lib==0.4.17 +TA-Lib==0.4.18 tabulate==0.8.7 pycoingecko==1.2.0 jinja2==2.11.2 From 43ab814f30202de82c032b428255116dd771c88c Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 11 May 2020 09:12:11 +0000 Subject: [PATCH 328/417] Bump ccxt from 1.27.20 to 1.27.49 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.27.20 to 1.27.49. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.27.20...1.27.49) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 9fb4e209b..e47fd41d7 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.27.20 +ccxt==1.27.49 SQLAlchemy==1.3.16 python-telegram-bot==12.7 arrow==0.15.6 From e38581c19f9f986bea16f9beab20158e5f818fcf Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 11 May 2020 09:12:38 +0000 Subject: [PATCH 329/417] Bump plotly from 4.6.0 to 4.7.1 Bumps [plotly](https://github.com/plotly/plotly.py) from 4.6.0 to 4.7.1. - [Release notes](https://github.com/plotly/plotly.py/releases) - [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md) - [Commits](https://github.com/plotly/plotly.py/compare/v4.6.0...v4.7.1) Signed-off-by: dependabot-preview[bot] --- requirements-plot.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-plot.txt b/requirements-plot.txt index 3db48a201..d81239053 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,5 +1,5 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==4.6.0 +plotly==4.7.1 From 96710d42f55219d5d1ac4a7c4723fd5a3e67688a Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 11 May 2020 09:13:06 +0000 Subject: [PATCH 330/417] Bump mkdocs-material from 5.1.5 to 5.1.6 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.1.5 to 5.1.6. - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.1.5...5.1.6) Signed-off-by: dependabot-preview[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index e9553a8e4..c121dec64 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.1.5 +mkdocs-material==5.1.6 mdx_truly_sane_lists==1.2 From a379e68cf441407c9c04264714bfc7dbcc8e635d Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 11 May 2020 14:02:39 +0200 Subject: [PATCH 331/417] Add new ta-lib wheels --- .../TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl | Bin 684920 -> 0 bytes .../TA_Lib-0.4.17-cp38-cp38-win_amd64.whl | Bin 662134 -> 0 bytes .../TA_Lib-0.4.18-cp37-cp37m-win_amd64.whl | Bin 0 -> 537651 bytes .../TA_Lib-0.4.18-cp38-cp38-win_amd64.whl | Bin 0 -> 555204 bytes build_helpers/install_windows.ps1 | 4 ++-- 5 files changed, 2 insertions(+), 2 deletions(-) delete mode 100644 build_helpers/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl delete mode 100644 build_helpers/TA_Lib-0.4.17-cp38-cp38-win_amd64.whl create mode 100644 build_helpers/TA_Lib-0.4.18-cp37-cp37m-win_amd64.whl 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diff --git a/build_helpers/TA_Lib-0.4.18-cp38-cp38-win_amd64.whl b/build_helpers/TA_Lib-0.4.18-cp38-cp38-win_amd64.whl
new file mode 100644
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        {stats_tab}
        '
             self._send_msg(message, parse_mode=ParseMode.HTML)
         except RPCException as e:
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index a1e6d9f26..6c91db86a 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -203,16 +203,18 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     # Try valid data
     update.message.text = '/daily 2'
     days = rpc._rpc_daily_profit(7, stake_currency, fiat_display_currency)
-    assert len(days) == 7
-    for day in days:
+    assert len(days['data']) == 7
+    assert days['stake_currency'] == default_conf['stake_currency']
+    assert days['fiat_display_currency'] == default_conf['fiat_display_currency']
+    for day in days['data']:
         # [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD']
-        assert (day[1] == '0.00000000 BTC' or
-                day[1] == '0.00006217 BTC')
+        assert (day['abs_profit'] == '0.00000000' or
+                day['abs_profit'] == '0.00006217')
 
-        assert (day[2] == '0.000 USD' or
-                day[2] == '0.767 USD')
+        assert (day['fiat_value'] == '0.000' or
+                day['fiat_value'] == '0.767')
     # ensure first day is current date
-    assert str(days[0][0]) == str(datetime.utcnow().date())
+    assert str(days['data'][0]['date']) == str(datetime.utcnow().date())
 
     # Try invalid data
     with pytest.raises(RPCException, match=r'.*must be an integer greater than 0*'):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index b953097d5..688c8bdb6 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -333,8 +333,10 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
     )
     rc = client_get(client, f"{BASE_URI}/daily")
     assert_response(rc)
-    assert len(rc.json) == 7
-    assert rc.json[0][0] == str(datetime.utcnow().date())
+    assert len(rc.json['data']) == 7
+    assert rc.json['stake_currency'] == 'BTC'
+    assert rc.json['fiat_display_currency'] == 'USD'
+    assert rc.json['data'][0]['date'] == str(datetime.utcnow().date())
 
 
 def test_api_trades(botclient, mocker, ticker, fee, markets):

From 64b8d8c7bd2f56d4ce78cc702305062439873e44 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 May 2020 20:18:35 +0200
Subject: [PATCH 394/417] Use correct Return hint

---
 freqtrade/rpc/rpc.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 7e2934579..3f6d0729d 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -186,7 +186,7 @@ class RPC:
 
     def _rpc_daily_profit(
             self, timescale: int,
-            stake_currency: str, fiat_display_currency: str) -> List[List[Any]]:
+            stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
         today = datetime.utcnow().date()
         profit_days: Dict[date, Dict] = {}
 

From 4bfab5e222a774416e43f9db58e5d8742f4f99ef Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 02:36:40 +0300
Subject: [PATCH 395/417] Add ShuffleFilter

---
 freqtrade/constants.py              |  2 +-
 freqtrade/pairlist/ShuffleFilter.py | 50 +++++++++++++++++++++++++++++
 2 files changed, 51 insertions(+), 1 deletion(-)
 create mode 100644 freqtrade/pairlist/ShuffleFilter.py

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index e56586bbc..5d3b13eee 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -19,7 +19,7 @@ ORDERBOOK_SIDES = ['ask', 'bid']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
-                       'PrecisionFilter', 'PriceFilter', 'SpreadFilter']
+                       'PrecisionFilter', 'PriceFilter', 'ShuffleFilter', 'SpreadFilter']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
 DRY_RUN_WALLET = 1000
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
diff --git a/freqtrade/pairlist/ShuffleFilter.py b/freqtrade/pairlist/ShuffleFilter.py
new file mode 100644
index 000000000..a10a1af8b
--- /dev/null
+++ b/freqtrade/pairlist/ShuffleFilter.py
@@ -0,0 +1,50 @@
+"""
+Shuffle pair list filter
+"""
+import logging
+import random
+from typing import Dict, List
+
+from freqtrade.pairlist.IPairList import IPairList
+
+
+logger = logging.getLogger(__name__)
+
+
+class ShuffleFilter(IPairList):
+
+    def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._seed = pairlistconfig.get('seed')
+        self._random = random.Random(self._seed)
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requries tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return False
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return (f"{self.name} - Shuffling pairs" +
+                (f", seed = {self._seed}." if self._seed is not None else "."))
+
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Filters and sorts pairlist and returns the whitelist again.
+        Called on each bot iteration - please use internal caching if necessary
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new whitelist
+        """
+        # Shuffle is done inplace
+        self._random.shuffle(pairlist)
+
+        return pairlist

From 287e8bafce02e1881fc9318a082bd7b7f781e0ec Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 02:37:03 +0300
Subject: [PATCH 396/417] Add/adjust tests

---
 tests/pairlist/test_pairlist.py | 66 +++++++++++++++++++++++----------
 1 file changed, 47 insertions(+), 19 deletions(-)

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 61f6b4bd5..929d87779 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -157,16 +157,28 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
 
 
 @pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
+    # VolumePairList only
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-        "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
     # Different sorting depending on quote or bid volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
-        "BTC",  ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
+     "BTC",  ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-        "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
-    # No pair for ETH ...
+     "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
+    # No pair for ETH, VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
      "ETH", []),
+    # No pair for ETH, StaticPairList
+    ([{"method": "StaticPairList"}],
+     "ETH", []),
+    # No pair for ETH, all handlers
+    ([{"method": "StaticPairList"},
+      {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "PrecisionFilter"},
+      {"method": "PriceFilter", "low_price_ratio": 0.03},
+      {"method": "SpreadFilter", "max_spread": 0.005},
+      {"method": "ShuffleFilter"}],
+     "ETH", []),
     # Precisionfilter and quote volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
@@ -176,31 +188,43 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # PriceFilter and VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PriceFilter", "low_price_ratio": 0.03}],
-        "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
     # PriceFilter and VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PriceFilter", "low_price_ratio": 0.03}],
-        "USDT", ['ETH/USDT', 'NANO/USDT']),
+     "USDT", ['ETH/USDT', 'NANO/USDT']),
     # Hot is removed by precision_filter, Fuel by low_price_filter.
     ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"},
-      {"method": "PriceFilter", "low_price_ratio": 0.02}
-      ], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
+      {"method": "PriceFilter", "low_price_ratio": 0.02}],
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
     # HOT and XRP are removed because below 1250 quoteVolume
     ([{"method": "VolumePairList", "number_assets": 5,
        "sort_key": "quoteVolume", "min_value": 1250}],
-        "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
-    # StaticPairlist Only
-    ([{"method": "StaticPairList"},
-      ], "BTC", ['ETH/BTC', 'TKN/BTC']),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
+    # StaticPairlist only
+    ([{"method": "StaticPairList"}],
+     "BTC", ['ETH/BTC', 'TKN/BTC']),
     # Static Pairlist before VolumePairList - sorting changes
     ([{"method": "StaticPairList"},
-      {"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
-      ], "BTC", ['TKN/BTC', 'ETH/BTC']),
+      {"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
+     "BTC", ['TKN/BTC', 'ETH/BTC']),
     # SpreadFilter
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "SpreadFilter", "max_spread": 0.005}
-      ], "USDT", ['ETH/USDT']),
+      {"method": "SpreadFilter", "max_spread": 0.005}],
+     "USDT", ['ETH/USDT']),
+    # ShuffleFilter
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "ShuffleFilter", "seed": 77}],
+     "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']),
+    # ShuffleFilter, other seed
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "ShuffleFilter", "seed": 42}],
+     "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']),
+    # ShuffleFilter, no seed
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "ShuffleFilter"}],
+     "USDT", 3),
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
                                       pairlists, base_currency, whitelist_result,
@@ -219,12 +243,16 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     freqtrade.pairlists.refresh_pairlist()
     whitelist = freqtrade.pairlists.whitelist
 
-    assert whitelist == whitelist_result
+    if type(whitelist_result) is list:
+        assert whitelist == whitelist_result
+    else:
+        len(whitelist) == whitelist_result
+
     for pairlist in pairlists:
-        if pairlist['method'] == 'PrecisionFilter':
+        if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
             assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
                               r'would be <= stop limit.*', caplog)
-        if pairlist['method'] == 'PriceFilter':
+        if pairlist['method'] == 'PriceFilter' and whitelist_result:
             assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
                     log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*",
                                caplog))

From 503a8a82431fc3b6d1c799eadabcb9f9c461f280 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 18 May 2020 07:02:57 +0200
Subject: [PATCH 397/417] Simplify sd_notify usage

---
 freqtrade/worker.py | 33 +++++++++++++++------------------
 1 file changed, 15 insertions(+), 18 deletions(-)

diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 55cf30d16..3f5ab734e 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -37,9 +37,7 @@ class Worker:
         self._heartbeat_msg: float = 0
 
         # Tell systemd that we completed initialization phase
-        if self._sd_notify:
-            logger.debug("sd_notify: READY=1")
-            self._sd_notify.notify("READY=1")
+        self._notify("READY=1")
 
     def _init(self, reconfig: bool) -> None:
         """
@@ -60,6 +58,15 @@ class Worker:
         self._sd_notify = sdnotify.SystemdNotifier() if \
             self._config.get('internals', {}).get('sd_notify', False) else None
 
+    def _notify(self, message: str) -> None:
+        """
+        Removes the need to verify in all occurances if sd_notify is enabled
+        :param message: Message to send to systemd if it's enabled.
+        """
+        if self._sd_notify:
+            logger.debug(f"sd_notify: {message}")
+            self._sd_notify.notify(message)
+
     def run(self) -> None:
         state = None
         while True:
@@ -89,17 +96,13 @@ class Worker:
 
         if state == State.STOPPED:
             # Ping systemd watchdog before sleeping in the stopped state
-            if self._sd_notify:
-                logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: STOPPED.")
-                self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
+            self._notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
 
             self._throttle(func=self._process_stopped, throttle_secs=self._throttle_secs)
 
         elif state == State.RUNNING:
             # Ping systemd watchdog before throttling
-            if self._sd_notify:
-                logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: RUNNING.")
-                self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
+            self._notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
 
             self._throttle(func=self._process_running, throttle_secs=self._throttle_secs)
 
@@ -154,9 +157,7 @@ class Worker:
         replaces it with the new instance
         """
         # Tell systemd that we initiated reconfiguration
-        if self._sd_notify:
-            logger.debug("sd_notify: RELOADING=1")
-            self._sd_notify.notify("RELOADING=1")
+        self._notify("RELOADING=1")
 
         # Clean up current freqtrade modules
         self.freqtrade.cleanup()
@@ -167,15 +168,11 @@ class Worker:
         self.freqtrade.notify_status('config reloaded')
 
         # Tell systemd that we completed reconfiguration
-        if self._sd_notify:
-            logger.debug("sd_notify: READY=1")
-            self._sd_notify.notify("READY=1")
+        self._notify("READY=1")
 
     def exit(self) -> None:
         # Tell systemd that we are exiting now
-        if self._sd_notify:
-            logger.debug("sd_notify: STOPPING=1")
-            self._sd_notify.notify("STOPPING=1")
+        self._notify("STOPPING=1")
 
         if self.freqtrade:
             self.freqtrade.notify_status('process died')

From 51c0639e6dd1d55ae29e25973ca0175d69c3ede8 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 18 May 2020 11:54:52 +0300
Subject: [PATCH 398/417] Update tests/pairlist/test_pairlist.py

Co-authored-by: Matthias 
---
 tests/pairlist/test_pairlist.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 929d87779..3a8f94974 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -243,6 +243,9 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     freqtrade.pairlists.refresh_pairlist()
     whitelist = freqtrade.pairlists.whitelist
 
+    assert isinstance(whitelist, list)
+    
+    # Verify length of pairlist matches (used for ShuffleFilter without seed)
     if type(whitelist_result) is list:
         assert whitelist == whitelist_result
     else:

From 37fd675aace911736b5acf97757879fd1c936773 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 May 2020 09:00:23 +0000
Subject: [PATCH 399/417] Bump flake8 from 3.7.9 to 3.8.1

Bumps [flake8](https://gitlab.com/pycqa/flake8) from 3.7.9 to 3.8.1.
- [Release notes](https://gitlab.com/pycqa/flake8/tags)
- [Commits](https://gitlab.com/pycqa/flake8/compare/3.7.9...3.8.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 616ca20f9..a37ac42ae 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -4,7 +4,7 @@
 -r requirements-hyperopt.txt
 
 coveralls==2.0.0
-flake8==3.7.9
+flake8==3.8.1
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0
 mypy==0.770

From a447efbe57d3a1b60c5d7c2ec3ca3d282ce85b1e Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 May 2020 09:00:45 +0000
Subject: [PATCH 400/417] Bump mkdocs-material from 5.1.6 to 5.1.7

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.1.6 to 5.1.7.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.1.6...5.1.7)

Signed-off-by: dependabot-preview[bot] 
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index c121dec64..485cd50cf 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.1.6
+mkdocs-material==5.1.7
 mdx_truly_sane_lists==1.2

From 37a10d1d30073b8f6631d30e9af9e2d744c64a37 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 May 2020 09:01:37 +0000
Subject: [PATCH 401/417] Bump joblib from 0.14.1 to 0.15.1

Bumps [joblib](https://github.com/joblib/joblib) from 0.14.1 to 0.15.1.
- [Release notes](https://github.com/joblib/joblib/releases)
- [Changelog](https://github.com/joblib/joblib/blob/master/CHANGES.rst)
- [Commits](https://github.com/joblib/joblib/compare/0.14.1...0.15.1)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 9afd07357..c3dda6c4b 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -6,5 +6,5 @@ scipy==1.4.1
 scikit-learn==0.22.2.post1
 scikit-optimize==0.7.4
 filelock==3.0.12
-joblib==0.14.1
+joblib==0.15.1
 progressbar2==3.51.3

From 7d80f8d25c95108121baea03f717f5a765eb0629 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 18 May 2020 12:02:16 +0300
Subject: [PATCH 402/417] Fix links in docs

---
 docs/configuration.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 7405fc92e..e6e4cb422 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -81,14 +81,14 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.key` | API key to use for the exchange. Only required when you are in production mode.
        **Keep it in secret, do not disclose publicly.** 
         **Datatype:** String
 | `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.
        **Keep it in secret, do not disclose publicly.** 
         **Datatype:** String
 | `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.
        **Keep it in secret, do not disclose publicly.** 
         **Datatype:** String
-| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)). 
         **Datatype:** List
-| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). 
         **Datatype:** List
+| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#pairlists)). 
         **Datatype:** List
+| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists)). 
         **Datatype:** List
 | `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) 
         **Datatype:** Dict
 | `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) 
         **Datatype:** Dict
 | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. 
        *Defaults to `60` minutes.* 
         **Datatype:** Positive Integer
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. 
        *Defaults to `true`.* 
         **Datatype:** Boolean
-| `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). 
        *Defaults to `StaticPairList`.*  
         **Datatype:** List of Dicts
+| `pairlists` | Define one or more pairlists to be used. [More information below](#pairlists). 
        *Defaults to `StaticPairList`.*  
         **Datatype:** List of Dicts
 | `telegram.enabled` | Enable the usage of Telegram. 
         **Datatype:** Boolean
 | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. 
        **Keep it in secret, do not disclose publicly.** 
         **Datatype:** String
 | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. 
        **Keep it in secret, do not disclose publicly.** 
         **Datatype:** String

From ff8e85f2f5b451197fccf5ad7783d76dcd2c6871 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 May 2020 09:02:29 +0000
Subject: [PATCH 403/417] Bump sqlalchemy from 1.3.16 to 1.3.17

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.16 to 1.3.17.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 017974c9e..654fa0853 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,7 +1,7 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
 ccxt==1.27.49
-SQLAlchemy==1.3.16
+SQLAlchemy==1.3.17
 python-telegram-bot==12.7
 arrow==0.15.6
 cachetools==4.1.0

From 601cbd1231dbd124541b732396cf10bd406a5e57 Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Mon, 18 May 2020 09:23:03 +0000
Subject: [PATCH 404/417] Bump ccxt from 1.27.49 to 1.27.91

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.27.49 to 1.27.91.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.27.49...1.27.91)

Signed-off-by: dependabot-preview[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 654fa0853..a2038d95e 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.27.49
+ccxt==1.27.91
 SQLAlchemy==1.3.17
 python-telegram-bot==12.7
 arrow==0.15.6

From d57ef6a2a662c3f9c0d2e875f4ebab1302cd7db7 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 18 May 2020 12:39:52 +0300
Subject: [PATCH 405/417] Pairlist Section reworked

---
 docs/configuration.md | 56 +++++++++++++++++++++++++------------------
 1 file changed, 33 insertions(+), 23 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index e6e4cb422..7d99660b8 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -549,18 +549,19 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting
 
 When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
 
-## Pairlists
+## Pairlists and Pairlist Handlers
 
-Pairlists define the list of pairs that the bot should trade.
-There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available.
+Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings.
 
-[`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter) act as filters, removing low-value pairs.
+In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
 
-All pairlists can be chained, and a combination of all pairlists will become your new whitelist. Pairlists are executed in the sequence they are configured. You should always configure either `StaticPairList` or `DynamicPairList` as starting pairlists.
+Additionaly, [`PrecisionFilter`](#precision-filter), [`PriceFilter`](#price-pair-filter) and [`SpreadFilter`](#spread-pair-filter) act as Pairlist Filters, removing low-value pairs.
 
-Inactive markets and blacklisted pairs are always removed from the resulting `pair_whitelist`.
+If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading / backtesting / downloading historical data. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
 
-### Available Pairlists
+Inactive markets and blacklisted pairs are always removed from the resulting pairlist. Blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
+
+### Available Pairlist Handlers
 
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
@@ -569,7 +570,7 @@ Inactive markets and blacklisted pairs are always removed from the resulting `pa
 * [`SpreadFilter`](#spread-filter)
 
 !!! Tip "Testing pairlists"
-    Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) subcommand to test your configuration quickly.
+    Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility subcommand to test your configuration quickly.
 
 #### Static Pair List
 
@@ -585,13 +586,18 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 
 #### Volume Pair List
 
-`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can only be `quoteVolume`.
+`VolumePairList` employs sorting/filtering of pairs by their trading volume. I selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
 
-`VolumePairList` considers outputs of previous pairlists unless  it's the first configured pairlist, it does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
+!!! Deprecation
+    Other values for `sort_key` are now deprecated and this setting will be removed in the future versions.
 
-`refresh_period` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
 
-`VolumePairList` is based on the ticker data, as reported by the ccxt library:
+When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
+
+The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+
+`VolumePairList` is based on the ticker data from exchange, as reported by the ccxt library:
 
 * The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.
 
@@ -604,30 +610,34 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 ],
 ```
 
-#### Precision Filter
+#### PrecisionFilter
 
-Filters low-value coins which would not allow setting a stoploss.
+Filters low-value coins which would not allow setting stoplosses.
 
-#### Price Pair Filter
+#### PriceFilter
 
 The `PriceFilter` allows filtering of pairs by price.
-Currently, only `low_price_ratio` is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
+
+Currently, only `low_price_ratio` setting is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
 This option is disabled by default, and will only apply if set to <> 0.
 
-Calculation example:  
-Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value. 
+Calculation example:
 
-These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
+Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.
 
-#### Spread Filter
+These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. Here is what the PriceFilters takes over.
+
+#### SpreadFilter
 
 Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`).
+
 Example:
-If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027 the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005` 
 
-### Full Pairlist example
+If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027 the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005`
 
-The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
+### Full example of Pairlist Handlers
+
+The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
 
 ```json
 "exchange": {

From 5a9a31351abd7e0a2cc2226eaa7904e389ad70be Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 18 May 2020 11:40:25 +0200
Subject: [PATCH 406/417] Adjust empty f-strings to be non-fstrings

---
 freqtrade/commands/build_config_commands.py |  2 +-
 freqtrade/commands/cli_options.py           |  4 ++--
 freqtrade/commands/deploy_commands.py       |  2 +-
 freqtrade/exchange/exchange.py              |  3 +--
 freqtrade/pairlist/VolumePairList.py        |  2 +-
 freqtrade/rpc/rpc.py                        |  2 +-
 freqtrade/rpc/telegram.py                   |  4 ++--
 freqtrade/rpc/webhook.py                    |  6 +++---
 tests/conftest.py                           | 18 +++++++++--------
 tests/exchange/test_exchange.py             |  6 +++---
 tests/optimize/test_backtesting.py          |  2 +-
 tests/optimize/test_hyperopt.py             |  2 +-
 tests/rpc/test_rpc.py                       |  6 +++---
 tests/test_configuration.py                 |  2 +-
 tests/test_freqtradebot.py                  | 22 +++++++++------------
 15 files changed, 40 insertions(+), 43 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 58ac6ec27..87098f53c 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -163,7 +163,7 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
             )
     except TemplateNotFound:
         selections['exchange'] = render_template(
-            templatefile=f"subtemplates/exchange_generic.j2",
+            templatefile="subtemplates/exchange_generic.j2",
             arguments=selections
         )
 
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index a8f2ffdba..ee9208c33 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -372,8 +372,8 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "timeframes": Arg(
         '-t', '--timeframes',
-        help=f'Specify which tickers to download. Space-separated list. '
-        f'Default: `1m 5m`.',
+        help='Specify which tickers to download. Space-separated list. '
+        'Default: `1m 5m`.',
         choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
                  '6h', '8h', '12h', '1d', '3d', '1w'],
         default=['1m', '5m'],
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index a29ba346f..86562fa7c 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -51,7 +51,7 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
     )
     additional_methods = render_template_with_fallback(
         templatefile=f"subtemplates/strategy_methods_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/strategy_methods_empty.j2",
+        templatefallbackfile="subtemplates/strategy_methods_empty.j2",
     )
 
     strategy_text = render_template(templatefile='base_strategy.py.j2',
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 6ad7ad582..68022662a 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -366,8 +366,7 @@ class Exchange:
                 f"Invalid timeframe '{timeframe}'. This exchange supports: {self.timeframes}")
 
         if timeframe and timeframe_to_minutes(timeframe) < 1:
-            raise OperationalException(
-                f"Timeframes < 1m are currently not supported by Freqtrade.")
+            raise OperationalException("Timeframes < 1m are currently not supported by Freqtrade.")
 
     def validate_ordertypes(self, order_types: Dict) -> None:
         """
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index e20fb3577..981e9915e 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -25,7 +25,7 @@ class VolumePairList(IPairList):
 
         if 'number_assets' not in self._pairlistconfig:
             raise OperationalException(
-                f'`number_assets` not specified. Please check your configuration '
+                '`number_assets` not specified. Please check your configuration '
                 'for "pairlist.config.number_assets"')
 
         self._stake_currency = config['stake_currency']
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 3f6d0729d..21f54de50 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -545,5 +545,5 @@ class RPC:
     def _rpc_edge(self) -> List[Dict[str, Any]]:
         """ Returns information related to Edge """
         if not self._freqtrade.edge:
-            raise RPCException(f'Edge is not enabled.')
+            raise RPCException('Edge is not enabled.')
         return self._freqtrade.edge.accepted_pairs()
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 1d7ebb21a..dfda15a26 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -234,7 +234,7 @@ class Telegram(RPC):
                         lines.append("*Open Order:* `{open_order}`")
 
                 # Filter empty lines using list-comprehension
-                messages.append("\n".join([l for l in lines if l]).format(**r))
+                messages.append("\n".join([line for line in lines if line]).format(**r))
 
             for msg in messages:
                 self._send_msg(msg)
@@ -289,7 +289,7 @@ class Telegram(RPC):
                     'Day',
                     f'Profit {stake_cur}',
                     f'Profit {fiat_disp_cur}',
-                    f'Trades',
+                    'Trades',
                 ],
                 tablefmt='simple')
             message = f'Daily Profit over the last {timescale} days:\n
        {stats_tab}
        '
diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py
index 1309663d4..322d990ee 100644
--- a/freqtrade/rpc/webhook.py
+++ b/freqtrade/rpc/webhook.py
@@ -47,9 +47,9 @@ class Webhook(RPC):
                 valuedict = self._config['webhook'].get('webhooksell', None)
             elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
                 valuedict = self._config['webhook'].get('webhooksellcancel', None)
-            elif msg['type'] in(RPCMessageType.STATUS_NOTIFICATION,
-                                RPCMessageType.CUSTOM_NOTIFICATION,
-                                RPCMessageType.WARNING_NOTIFICATION):
+            elif msg['type'] in (RPCMessageType.STATUS_NOTIFICATION,
+                                 RPCMessageType.CUSTOM_NOTIFICATION,
+                                 RPCMessageType.WARNING_NOTIFICATION):
                 valuedict = self._config['webhook'].get('webhookstatus', None)
             else:
                 raise NotImplementedError('Unknown message type: {}'.format(msg['type']))
diff --git a/tests/conftest.py b/tests/conftest.py
index 36c60e27e..d15cba1de 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1705,7 +1705,7 @@ def hyperopt_results():
         {
             'loss': 0.4366182531161519,
             'params_dict': {
-            'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556},  # noqa: E501
+                'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556},  # noqa: E501
             'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}},  # noqa: E501
             'results_metrics': {'trade_count': 2, 'avg_profit': -1.254995, 'total_profit': -0.00125625, 'profit': -2.50999, 'duration': 3930.0},  # noqa: E501
             'results_explanation': '     2 trades. Avg profit  -1.25%. Total profit -0.00125625 BTC (  -2.51Σ%). Avg duration 3930.0 min.',  # noqa: E501
@@ -1716,11 +1716,12 @@ def hyperopt_results():
         }, {
             'loss': 20.0,
             'params_dict': {
-            'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'},  # noqa: E501
-            'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'},  # noqa: E501
-            'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0},  # noqa: E501
-            'stoploss': {'stoploss': -0.338070047333259}},
+                'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259},  # noqa: E501
+            'params_details': {
+                'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'},  # noqa: E501
+                'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'},  # noqa: E501
+                'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0},  # noqa: E501
+                'stoploss': {'stoploss': -0.338070047333259}},
             'results_metrics': {'trade_count': 1, 'avg_profit': 0.12357, 'total_profit': 6.185e-05, 'profit': 0.12357, 'duration': 1200.0},  # noqa: E501
             'results_explanation': '     1 trades. Avg profit   0.12%. Total profit  0.00006185 BTC (   0.12Σ%). Avg duration 1200.0 min.',  # noqa: E501
             'total_profit': 6.185e-05,
@@ -1767,8 +1768,9 @@ def hyperopt_results():
         }, {
             'loss': 4.713497421432944,
             'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0},  # noqa: E501
-            'stoploss': {'stoploss': -0.14613268022709905}},  # noqa: E501
+            'params_details': {
+                'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0},  # noqa: E501
+                'stoploss': {'stoploss': -0.14613268022709905}},  # noqa: E501
             'results_metrics': {'trade_count': 318, 'avg_profit': -0.39833954716981146, 'total_profit': -0.06339929, 'profit': -126.67197600000004, 'duration': 3140.377358490566},  # noqa: E501
             'results_explanation': '   318 trades. Avg profit  -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.',  # noqa: E501
             'total_profit': -0.06339929,
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index aa42950e2..7b1e9ddaa 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -517,9 +517,9 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
 
     Exchange(default_conf)
-    assert log_has(f"Pair XRP/BTC is restricted for some users on this exchange."
-                   f"Please check if you are impacted by this restriction "
-                   f"on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
+    assert log_has("Pair XRP/BTC is restricted for some users on this exchange."
+                   "Please check if you are impacted by this restriction "
+                   "on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
 
 
 def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 093cbf966..019914720 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -555,7 +555,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
         """
         Buy every xth candle - sell every other xth -2 (hold on to pairs a bit)
         """
-        if metadata['pair'] in('ETH/BTC', 'LTC/BTC'):
+        if metadata['pair'] in ('ETH/BTC', 'LTC/BTC'):
             multi = 20
         else:
             multi = 18
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index cc8b9aa37..90e047954 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -820,7 +820,7 @@ def test_continue_hyperopt(mocker, default_conf, caplog):
     Hyperopt(default_conf)
 
     assert unlinkmock.call_count == 0
-    assert log_has(f"Continuing on previous hyperopt results.", caplog)
+    assert log_has("Continuing on previous hyperopt results.", caplog)
 
 
 def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 1c3a43e4b..63691dfb4 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -83,7 +83,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     } == results[0]
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
     results = rpc._rpc_trade_status()
     assert isnan(results[0]['current_profit'])
     assert isnan(results[0]['current_rate'])
@@ -167,7 +167,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert '-0.41% (-0.06)' == result[0][3]
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
     result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
@@ -319,7 +319,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
 
     # Test non-available pair
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
-                 MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
     stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
     assert stats['trade_count'] == 2
     assert stats['first_trade_date'] == 'just now'
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index c89f1381e..edcbe4516 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -73,7 +73,7 @@ def test_load_config_file_error(default_conf, mocker, caplog) -> None:
     mocker.patch('freqtrade.configuration.load_config.open', mocker.mock_open(read_data=filedata))
     mocker.patch.object(Path, "read_text", MagicMock(return_value=filedata))
 
-    with pytest.raises(OperationalException, match=f".*Please verify the following segment.*"):
+    with pytest.raises(OperationalException, match=r".*Please verify the following segment.*"):
         load_config_file('somefile')
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a1358abdc..9d9d133cc 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3153,10 +3153,8 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
     caplog.set_level(logging.DEBUG)
     # Sell as trailing-stop is reached
     assert freqtrade.handle_trade(trade) is True
-    assert log_has(
-        f"ETH/BTC - HIT STOP: current price at 0.000012, "
-        f"stoploss is 0.000015, "
-        f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
+    assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, "
+                   "initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
@@ -3199,8 +3197,8 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
                  }))
     # stop-loss not reached, adjusted stoploss
     assert freqtrade.handle_trade(trade) is False
-    assert log_has(f"ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog)
-    assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
+    assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog)
+    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000138501
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -3256,9 +3254,8 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
                  }))
     # stop-loss not reached, adjusted stoploss
     assert freqtrade.handle_trade(trade) is False
-    assert log_has(f"ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%",
-                   caplog)
-    assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
+    assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%", caplog)
+    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000138501
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -3322,7 +3319,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
     # stop-loss should not be adjusted as offset is not reached yet
     assert freqtrade.handle_trade(trade) is False
 
-    assert not log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
+    assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000098910
 
     # price rises above the offset (rises 12% when the offset is 5.5%)
@@ -3334,9 +3331,8 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
                  }))
 
     assert freqtrade.handle_trade(trade) is False
-    assert log_has(f"ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%",
-                   caplog)
-    assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
+    assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog)
+    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000117705
 
 

From cc28aae5cb02e61e424db23399d8535d280aebfd Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 18 May 2020 12:44:20 +0300
Subject: [PATCH 407/417] Fix the links again

---
 docs/configuration.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 7d99660b8..d9299d21f 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -81,14 +81,14 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.key` | API key to use for the exchange. Only required when you are in production mode.
        **Keep it in secret, do not disclose publicly.** 
         **Datatype:** String
 | `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.
        **Keep it in secret, do not disclose publicly.** 
         **Datatype:** String
 | `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.
        **Keep it in secret, do not disclose publicly.** 
         **Datatype:** String
-| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#pairlists)). 
         **Datatype:** List
-| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists)). 
         **Datatype:** List
+| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#pairlists-and-pairlist-handlers)). 
         **Datatype:** List
+| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists-and-pairlist-handlers)). 
         **Datatype:** List
 | `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) 
         **Datatype:** Dict
 | `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) 
         **Datatype:** Dict
 | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. 
        *Defaults to `60` minutes.* 
         **Datatype:** Positive Integer
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. 
        *Defaults to `true`.* 
         **Datatype:** Boolean
-| `pairlists` | Define one or more pairlists to be used. [More information below](#pairlists). 
        *Defaults to `StaticPairList`.*  
         **Datatype:** List of Dicts
+| `pairlists` | Define one or more pairlists to be used. [More information below](#pairlists-and-pairlist-handlers). 
        *Defaults to `StaticPairList`.*  
         **Datatype:** List of Dicts
 | `telegram.enabled` | Enable the usage of Telegram. 
         **Datatype:** Boolean
 | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. 
        **Keep it in secret, do not disclose publicly.** 
         **Datatype:** String
 | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. 
        **Keep it in secret, do not disclose publicly.** 
         **Datatype:** String

From f54dc7affd54fbb1b7933ecdb776e53c2e033a2d Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 18 May 2020 13:18:05 +0300
Subject: [PATCH 408/417] Make flake happy

---
 tests/pairlist/test_pairlist.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 3a8f94974..e013122e4 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -244,7 +244,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     whitelist = freqtrade.pairlists.whitelist
 
     assert isinstance(whitelist, list)
-    
+
     # Verify length of pairlist matches (used for ShuffleFilter without seed)
     if type(whitelist_result) is list:
         assert whitelist == whitelist_result

From 627c5059f0066ca7bbe6e2c5e3fc0a2ed7e9c8cd Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 13:54:21 +0300
Subject: [PATCH 409/417] Move create_pair_list to pairlistmanager

---
 freqtrade/data/common.py              |  7 -------
 freqtrade/data/dataprovider.py        |  8 +-------
 freqtrade/exchange/exchange.py        |  2 +-
 freqtrade/freqtradebot.py             |  2 +-
 freqtrade/pairlist/pairlistmanager.py | 13 ++++++++++++-
 freqtrade/strategy/interface.py       |  2 +-
 6 files changed, 16 insertions(+), 18 deletions(-)
 delete mode 100644 freqtrade/data/common.py

diff --git a/freqtrade/data/common.py b/freqtrade/data/common.py
deleted file mode 100644
index 7a61d51ea..000000000
--- a/freqtrade/data/common.py
+++ /dev/null
@@ -1,7 +0,0 @@
-"""
-Common datatypes
-"""
-from typing import List, Tuple
-
-# List of pairs with their timeframes
-ListPairsWithTimeframes = List[Tuple[str, str]]
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 602a92358..5668e2437 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -9,10 +9,10 @@ from typing import Any, Dict, List, Optional
 
 from pandas import DataFrame
 
-from freqtrade.data.common import ListPairsWithTimeframes
 from freqtrade.data.history import load_pair_history
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
+from freqtrade.pairlist.pairlistmanager import ListPairsWithTimeframes
 from freqtrade.state import RunMode
 
 
@@ -45,12 +45,6 @@ class DataProvider:
         """
         return list(self._exchange._klines.keys())
 
-    def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
-        """
-        Create list of pair tuples with (pair, ticker_interval)
-        """
-        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
-
     def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
         """
         Get candle (OHLCV) data for the given pair as DataFrame
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 43ed65787..858cdecab 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -18,12 +18,12 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE,
                                             TRUNCATE, decimal_to_precision)
 from pandas import DataFrame
 
-from freqtrade.data.common import ListPairsWithTimeframes
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
 from freqtrade.misc import deep_merge_dicts, safe_value_fallback
+from freqtrade.pairlist.pairlistmanager import ListPairsWithTimeframes
 
 CcxtModuleType = Any
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 6b99e95b6..6ea5ec970 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -145,7 +145,7 @@ class FreqtradeBot:
         self.active_pair_whitelist = self._refresh_active_whitelist(trades)
 
         # Refreshing candles
-        self.dataprovider.refresh(self.dataprovider.create_pair_list(self.active_pair_whitelist),
+        self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
                                   self.strategy.informative_pairs())
 
         with self._sell_lock:
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 5b4c5b602..163836c4d 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -5,7 +5,7 @@ Provides lists as configured in config.json
 
  """
 import logging
-from typing import Dict, List
+from typing import Dict, List, Tuple
 
 from cachetools import TTLCache, cached
 
@@ -13,9 +13,14 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 from freqtrade.resolvers import PairListResolver
 
+
 logger = logging.getLogger(__name__)
 
 
+# List of pairs with their timeframes
+ListPairsWithTimeframes = List[Tuple[str, str]]
+
+
 class PairListManager():
 
     def __init__(self, exchange, config: dict) -> None:
@@ -94,3 +99,9 @@ class PairListManager():
         pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
 
         self._whitelist = pairlist
+
+    def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
+        """
+        Create list of pair tuples with (pair, ticker_interval)
+        """
+        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 5173265bc..d5d171bec 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -12,10 +12,10 @@ from typing import Dict, NamedTuple, Optional, Tuple
 import arrow
 from pandas import DataFrame
 
-from freqtrade.data.common import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import StrategyError
 from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.pairlist.pairlistmanager import ListPairsWithTimeframes
 from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets

From 0c8aff98e093eb539802885e3247d4ed5c0f32fb Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 15:03:36 +0300
Subject: [PATCH 410/417] Make flake happy

---
 freqtrade/pairlist/pairlistmanager.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 9c8f0de1f..5c3a3aaa7 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -116,4 +116,4 @@ class PairListManager():
         """
         Create list of pair tuples with (pair, ticker_interval)
         """
-        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
\ No newline at end of file
+        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]

From 8bdd5e71215963cf0fa2e22d5fb5c7bfabf67a85 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 15:20:51 +0300
Subject: [PATCH 411/417] Minor: correct import of retrier

---
 freqtrade/exchange/kraken.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 243f1a6d6..932d82a27 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -7,7 +7,7 @@ import ccxt
 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
-from freqtrade.exchange.exchange import retrier
+from freqtrade.exchange.common import retrier
 
 logger = logging.getLogger(__name__)
 

From 6951b20aa030ceee5bcd0d6acd6e5679ce9d4aea Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 17:31:34 +0300
Subject: [PATCH 412/417] Do not throttle with DependencyException in retrier

---
 freqtrade/exchange/common.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index b38ed35a3..a10d41247 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -1,6 +1,6 @@
 import logging
 
-from freqtrade.exceptions import DependencyException, TemporaryError
+from freqtrade.exceptions import TemporaryError
 
 logger = logging.getLogger(__name__)
 
@@ -93,7 +93,7 @@ def retrier_async(f):
         count = kwargs.pop('count', API_RETRY_COUNT)
         try:
             return await f(*args, **kwargs)
-        except (TemporaryError, DependencyException) as ex:
+        except TemporaryError as ex:
             logger.warning('%s() returned exception: "%s"', f.__name__, ex)
             if count > 0:
                 count -= 1
@@ -111,7 +111,7 @@ def retrier(f):
         count = kwargs.pop('count', API_RETRY_COUNT)
         try:
             return f(*args, **kwargs)
-        except (TemporaryError, DependencyException) as ex:
+        except TemporaryError as ex:
             logger.warning('%s() returned exception: "%s"', f.__name__, ex)
             if count > 0:
                 count -= 1

From 115586a50f2cc96580ce0fa989b68995fd9d087d Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 21:59:50 +0300
Subject: [PATCH 413/417] Introduce freqtrade.typing

---
 freqtrade/data/dataprovider.py        | 2 +-
 freqtrade/exchange/exchange.py        | 2 +-
 freqtrade/pairlist/pairlistmanager.py | 7 ++-----
 freqtrade/strategy/interface.py       | 2 +-
 freqtrade/typing.py                   | 8 ++++++++
 5 files changed, 13 insertions(+), 8 deletions(-)
 create mode 100644 freqtrade/typing.py

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 5668e2437..ef03307cc 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -12,8 +12,8 @@ from pandas import DataFrame
 from freqtrade.data.history import load_pair_history
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
-from freqtrade.pairlist.pairlistmanager import ListPairsWithTimeframes
 from freqtrade.state import RunMode
+from freqtrade.typing import ListPairsWithTimeframes
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 36d1ddca4..c60eb766a 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -23,7 +23,7 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
 from freqtrade.misc import deep_merge_dicts, safe_value_fallback
-from freqtrade.pairlist.pairlistmanager import ListPairsWithTimeframes
+from freqtrade.typing import ListPairsWithTimeframes
 
 CcxtModuleType = Any
 
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 5c3a3aaa7..78a6a9668 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -3,22 +3,19 @@ PairList manager class
 """
 import logging
 from copy import deepcopy
-from typing import Dict, List, Tuple
+from typing import Dict, List
 
 from cachetools import TTLCache, cached
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 from freqtrade.resolvers import PairListResolver
+from freqtrade.typing import ListPairsWithTimeframes
 
 
 logger = logging.getLogger(__name__)
 
 
-# List of pairs with their timeframes
-ListPairsWithTimeframes = List[Tuple[str, str]]
-
-
 class PairListManager():
 
     def __init__(self, exchange, config: dict) -> None:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index d5d171bec..8031c7932 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -15,9 +15,9 @@ from pandas import DataFrame
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import StrategyError
 from freqtrade.exchange import timeframe_to_minutes
-from freqtrade.pairlist.pairlistmanager import ListPairsWithTimeframes
 from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
+from freqtrade.typing import ListPairsWithTimeframes
 from freqtrade.wallets import Wallets
 
 
diff --git a/freqtrade/typing.py b/freqtrade/typing.py
new file mode 100644
index 000000000..3cb7cf816
--- /dev/null
+++ b/freqtrade/typing.py
@@ -0,0 +1,8 @@
+"""
+Common Freqtrade types
+"""
+
+from typing import List, Tuple
+
+# List of pairs with their timeframes
+ListPairsWithTimeframes = List[Tuple[str, str]]

From 2c6c287c4b30004b05d9e2842c1f741dbc5e8f97 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Mon, 18 May 2020 22:24:38 +0300
Subject: [PATCH 414/417] Address comments made in review

---
 docs/configuration.md | 9 +++------
 1 file changed, 3 insertions(+), 6 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index d9299d21f..87005ac74 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -555,11 +555,11 @@ Pairlist Handlers define the list of pairs (pairlist) that the bot should trade.
 
 In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
 
-Additionaly, [`PrecisionFilter`](#precision-filter), [`PriceFilter`](#price-pair-filter) and [`SpreadFilter`](#spread-pair-filter) act as Pairlist Filters, removing low-value pairs.
+Additionaly, [`PrecisionFilter`](#precision-filter), [`PriceFilter`](#price-pair-filter) and [`SpreadFilter`](#spread-pair-filter) act as Pairlist Filters, removing certain pairs.
 
-If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading / backtesting / downloading historical data. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
+If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
 
-Inactive markets and blacklisted pairs are always removed from the resulting pairlist. Blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
+Inactive markets are always removed from the resulting pairlist. Explicitly blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
 
 ### Available Pairlist Handlers
 
@@ -588,9 +588,6 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 
 `VolumePairList` employs sorting/filtering of pairs by their trading volume. I selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
 
-!!! Deprecation
-    Other values for `sort_key` are now deprecated and this setting will be removed in the future versions.
-
 When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
 
 When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange.

From 30d1a8589553c42dafffde391457d5466c018ef3 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 23:46:23 +0300
Subject: [PATCH 415/417] Adjust docs

---
 docs/configuration.md | 26 ++++++++++++++++++--------
 1 file changed, 18 insertions(+), 8 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 87005ac74..93e53de6f 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -555,7 +555,7 @@ Pairlist Handlers define the list of pairs (pairlist) that the bot should trade.
 
 In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
 
-Additionaly, [`PrecisionFilter`](#precision-filter), [`PriceFilter`](#price-pair-filter) and [`SpreadFilter`](#spread-pair-filter) act as Pairlist Filters, removing certain pairs.
+Additionaly, [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
 
 If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
 
@@ -565,9 +565,10 @@ Inactive markets are always removed from the resulting pairlist. Explicitly blac
 
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
-* [`PrecisionFilter`](#precision-filter)
-* [`PriceFilter`](#price-pair-filter)
-* [`SpreadFilter`](#spread-filter)
+* [`PrecisionFilter`](#precisionfilter)
+* [`PriceFilter`](#pricefilter)
+* [`ShuffleFilter`](#shufflefilter)
+* [`SpreadFilter`](#spreadfilter)
 
 !!! Tip "Testing pairlists"
     Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility subcommand to test your configuration quickly.
@@ -624,17 +625,24 @@ Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.
 
 These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. Here is what the PriceFilters takes over.
 
+#### ShuffleFilter
+
+Shuffles (randomizes) pairs in the pairlist. It can be used for preventing the bot from trading some of the pairs more frequently then others when you want all pairs be treated with the same priority.
+
+!!! Tip
+    You may set the `seed` value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If `seed` is not set, the pairs are shuffled in the non-repeatable random order.
+
 #### SpreadFilter
 
-Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`).
+Removes pairs that have a difference between asks and bids above the specified ratio, `max_spread_ratio` (defaults to `0.005`).
 
 Example:
 
-If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027 the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005`
+If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027, the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005` and this pair will be filtered out.
 
 ### Full example of Pairlist Handlers
 
-The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
+The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 priceunit is > 1%. Then the `SpreadFilter` is applied and pairs are finally shuffled with the random seed set to some predefined value.
 
 ```json
 "exchange": {
@@ -648,7 +656,9 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
         "sort_key": "quoteVolume",
     },
     {"method": "PrecisionFilter"},
-    {"method": "PriceFilter", "low_price_ratio": 0.01}
+    {"method": "PriceFilter", "low_price_ratio": 0.01},
+    {"method": "SpreadFilter", "max_spread_ratio": 0.005},
+    {"method": "ShuffleFilter", "seed": 42}
     ],
 ```
 

From d8352bd6324561ea75b6064ad08b1c3751dccfa4 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 18 May 2020 23:48:06 +0300
Subject: [PATCH 416/417] Fix tests for SpreadFilter

---
 tests/pairlist/test_pairlist.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index e013122e4..c4893d7e4 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -176,7 +176,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
       {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"},
       {"method": "PriceFilter", "low_price_ratio": 0.03},
-      {"method": "SpreadFilter", "max_spread": 0.005},
+      {"method": "SpreadFilter", "max_spread_ratio": 0.005},
       {"method": "ShuffleFilter"}],
      "ETH", []),
     # Precisionfilter and quote volume
@@ -211,7 +211,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
      "BTC", ['TKN/BTC', 'ETH/BTC']),
     # SpreadFilter
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "SpreadFilter", "max_spread": 0.005}],
+      {"method": "SpreadFilter", "max_spread_ratio": 0.005}],
      "USDT", ['ETH/USDT']),
     # ShuffleFilter
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},

From 4c4fb0c9be8a6ce3b4c55e71ab62442a5f7d69c8 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 19 May 2020 03:35:01 +0300
Subject: [PATCH 417/417] Cleanup in pairlistmanager

---
 freqtrade/pairlist/IPairList.py       | 12 +++---
 freqtrade/pairlist/pairlistmanager.py | 53 ++++++++++++++-------------
 tests/pairlist/test_pairlist.py       | 17 ++++-----
 3 files changed, 41 insertions(+), 41 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index e2eb364bc..d0ac30df1 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -1,5 +1,5 @@
 """
-PairList base class
+PairList Handler base class
 """
 import logging
 from abc import ABC, abstractmethod, abstractproperty
@@ -21,10 +21,10 @@ class IPairList(ABC):
                  pairlist_pos: int) -> None:
         """
         :param exchange: Exchange instance
-        :param pairlistmanager: Instanciating Pairlist manager
+        :param pairlistmanager: Instantiated Pairlist manager
         :param config: Global bot configuration
-        :param pairlistconfig: Configuration for this pairlist - can be empty.
-        :param pairlist_pos: Position of the filter in the pairlist-filter-list
+        :param pairlistconfig: Configuration for this Pairlist Handler - can be empty.
+        :param pairlist_pos: Position of the Pairlist Handler in the chain
         """
         self._exchange = exchange
         self._pairlistmanager = pairlistmanager
@@ -93,10 +93,10 @@ class IPairList(ABC):
         """
         Verify and remove items from pairlist - returning a filtered pairlist.
         Logs a warning or info depending on `aswarning`.
-        Pairlists explicitly using this method shall use `aswarning=False`!
+        Pairlist Handlers explicitly using this method shall use `aswarning=False`!
         :param pairlist: Pairlist to validate
         :param blacklist: Blacklist to validate pairlist against
-        :param aswarning: Log message as Warning or info
+        :param aswarning: Log message as Warning or Info
         :return: pairlist - blacklisted pairs
         """
         for pair in deepcopy(pairlist):
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 78a6a9668..0cf283cca 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -23,24 +23,25 @@ class PairListManager():
         self._config = config
         self._whitelist = self._config['exchange'].get('pair_whitelist')
         self._blacklist = self._config['exchange'].get('pair_blacklist', [])
-        self._pairlists: List[IPairList] = []
+        self._pairlist_handlers: List[IPairList] = []
         self._tickers_needed = False
-        for pl in self._config.get('pairlists', None):
-            if 'method' not in pl:
-                logger.warning(f"No method in {pl}")
+        for pairlist_handler_config in self._config.get('pairlists', None):
+            if 'method' not in pairlist_handler_config:
+                logger.warning(f"No method found in {pairlist_handler_config}, ignoring.")
                 continue
-            pairl = PairListResolver.load_pairlist(pl.get('method'),
-                                                   exchange=exchange,
-                                                   pairlistmanager=self,
-                                                   config=config,
-                                                   pairlistconfig=pl,
-                                                   pairlist_pos=len(self._pairlists)
-                                                   )
-            self._tickers_needed = pairl.needstickers or self._tickers_needed
-            self._pairlists.append(pairl)
+            pairlist_handler = PairListResolver.load_pairlist(
+                    pairlist_handler_config['method'],
+                    exchange=exchange,
+                    pairlistmanager=self,
+                    config=config,
+                    pairlistconfig=pairlist_handler_config,
+                    pairlist_pos=len(self._pairlist_handlers)
+                    )
+            self._tickers_needed |= pairlist_handler.needstickers
+            self._pairlist_handlers.append(pairlist_handler)
 
-        if not self._pairlists:
-            raise OperationalException("No Pairlist defined!")
+        if not self._pairlist_handlers:
+            raise OperationalException("No Pairlist Handlers defined")
 
     @property
     def whitelist(self) -> List[str]:
@@ -60,15 +61,15 @@ class PairListManager():
     @property
     def name_list(self) -> List[str]:
         """
-        Get list of loaded pairlists names
+        Get list of loaded Pairlist Handler names
         """
-        return [p.name for p in self._pairlists]
+        return [p.name for p in self._pairlist_handlers]
 
     def short_desc(self) -> List[Dict]:
         """
-        List of short_desc for each pairlist
+        List of short_desc for each Pairlist Handler
         """
-        return [{p.name: p.short_desc()} for p in self._pairlists]
+        return [{p.name: p.short_desc()} for p in self._pairlist_handlers]
 
     @cached(TTLCache(maxsize=1, ttl=1800))
     def _get_cached_tickers(self):
@@ -76,7 +77,7 @@ class PairListManager():
 
     def refresh_pairlist(self) -> None:
         """
-        Run pairlist through all configured pairlists.
+        Run pairlist through all configured Pairlist Handlers.
         """
         # Tickers should be cached to avoid calling the exchange on each call.
         tickers: Dict = {}
@@ -86,19 +87,19 @@ class PairListManager():
         # Adjust whitelist if filters are using tickers
         pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
 
-        # Process all pairlists in chain
-        for pl in self._pairlists:
-            pairlist = pl.filter_pairlist(pairlist, tickers)
+        # Process all Pairlist Handlers in the chain
+        for pairlist_handler in self._pairlist_handlers:
+            pairlist = pairlist_handler.filter_pairlist(pairlist, tickers)
 
-        # Validation against blacklist happens after the pairlists to ensure
-        # blacklist is respected.
+        # Validation against blacklist happens after the chain of Pairlist Handlers
+        # to ensure blacklist is respected.
         pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
 
         self._whitelist = pairlist
 
     def _prepare_whitelist(self, pairlist: List[str], tickers) -> List[str]:
         """
-        Prepare sanitized pairlist for Pairlist Filters that use tickers data - remove
+        Prepare sanitized pairlist for Pairlist Handlers that use tickers data - remove
         pairs that do not have ticker available
         """
         if self._tickers_needed:
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 61f6b4bd5..703a25078 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -10,8 +10,6 @@ from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.resolvers import PairListResolver
 from tests.conftest import get_patched_freqtradebot, log_has, log_has_re
 
-# whitelist, blacklist
-
 
 @pytest.fixture(scope="function")
 def whitelist_conf(default_conf):
@@ -55,7 +53,7 @@ def test_log_on_refresh(mocker, static_pl_conf, markets, tickers):
     freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
     logmock = MagicMock()
     # Assign starting whitelist
-    pl = freqtrade.pairlists._pairlists[0]
+    pl = freqtrade.pairlists._pairlist_handlers[0]
     pl.log_on_refresh(logmock, 'Hello world')
     assert logmock.call_count == 1
     pl.log_on_refresh(logmock, 'Hello world')
@@ -290,7 +288,8 @@ def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist
     caplog.clear()
 
     # Assign starting whitelist
-    new_whitelist = freqtrade.pairlists._pairlists[0]._whitelist_for_active_markets(whitelist)
+    pairlist_handler = freqtrade.pairlists._pairlist_handlers[0]
+    new_whitelist = pairlist_handler._whitelist_for_active_markets(whitelist)
 
     assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC'])
     assert log_message in caplog.text
@@ -313,17 +312,17 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
                           get_tickers=tickers
                           )
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
-    assert freqtrade.pairlists._pairlists[0]._last_refresh == 0
+    assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == 0
     assert tickers.call_count == 0
     freqtrade.pairlists.refresh_pairlist()
     assert tickers.call_count == 1
 
-    assert freqtrade.pairlists._pairlists[0]._last_refresh != 0
-    lrf = freqtrade.pairlists._pairlists[0]._last_refresh
+    assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh != 0
+    lrf = freqtrade.pairlists._pairlist_handlers[0]._last_refresh
     freqtrade.pairlists.refresh_pairlist()
     assert tickers.call_count == 1
     # Time should not be updated.
-    assert freqtrade.pairlists._pairlists[0]._last_refresh == lrf
+    assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
 
 
 def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
@@ -332,5 +331,5 @@ def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
     whitelist_conf['pairlists'] = []
 
     with pytest.raises(OperationalException,
-                       match=r"No Pairlist defined!"):
+                       match=r"No Pairlist Handlers defined"):
         get_patched_freqtradebot(mocker, whitelist_conf)

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HcmV?d00001

diff --git a/build_helpers/install_windows.ps1 b/build_helpers/install_windows.ps1
index 7dbdd77dd..0a55b6ddd 100644
--- a/build_helpers/install_windows.ps1
+++ b/build_helpers/install_windows.ps1
@@ -7,10 +7,10 @@ python -m pip install --upgrade pip
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 
 if ($pyv -eq '3.7') {
-    pip install build_helpers\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.18-cp37-cp37m-win_amd64.whl
 }
 if ($pyv -eq '3.8') {
-    pip install build_helpers\TA_Lib-0.4.17-cp38-cp38-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.18-cp38-cp38-win_amd64.whl
 }
 
 pip install -r requirements-dev.txt

From a8f523adae66fb0eb4f28ffff4cd8394c7b6b0d4 Mon Sep 17 00:00:00 2001
From: "Paul D. Mendes" 
Date: Mon, 11 May 2020 19:32:28 +0400
Subject: [PATCH 332/417] attached pairlist manager onto dataprovider init for
 unified access to dynamic whitelist

---
 freqtrade/data/dataprovider.py  | 12 +++++----
 freqtrade/freqtradebot.py       |  6 ++---
 tests/data/test_dataprovider.py | 46 ++++++++++++++++++++-------------
 3 files changed, 38 insertions(+), 26 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index af0914939..01397d6b7 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -10,6 +10,7 @@ from typing import Any, Dict, List, Optional, Tuple
 from pandas import DataFrame
 
 from freqtrade.data.history import load_pair_history
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
 
@@ -18,9 +19,10 @@ logger = logging.getLogger(__name__)
 
 class DataProvider:
 
-    def __init__(self, config: dict, exchange: Exchange) -> None:
+    def __init__(self, config: dict, exchange: Exchange, pairlists=None) -> None:
         self._config = config
         self._exchange = exchange
+        self._pairlists: Optional = pairlists
 
     def refresh(self,
                 pairlist: List[Tuple[str, str]],
@@ -125,8 +127,8 @@ class DataProvider:
         As available pairs does not show whitelist until after informative pairs have been cached.
         :return: list of pairs in whitelist
         """
-        from freqtrade.pairlist.pairlistmanager import PairListManager
 
-        pairlists = PairListManager(self._exchange, self._config)
-        pairlists.refresh_pairlist()
-        return pairlists.whitelist
+        if self._pairlists:
+            return self._pairlists.whitelist
+        else:
+            raise OperationalException("Dataprovider was not initialized with a pairlist provider.")
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4f4b3e3bb..73f0873e4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -71,15 +71,15 @@ class FreqtradeBot:
 
         self.wallets = Wallets(self.config, self.exchange)
 
-        self.dataprovider = DataProvider(self.config, self.exchange)
+        self.pairlists = PairListManager(self.exchange, self.config)
+
+        self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
 
         # Attach Dataprovider to Strategy baseclass
         IStrategy.dp = self.dataprovider
         # Attach Wallets to Strategy baseclass
         IStrategy.wallets = self.wallets
 
-        self.pairlists = PairListManager(self.exchange, self.config)
-
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
             self.config.get('edge', {}).get('enabled', False) else None
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index e5af80bc8..247703619 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -1,10 +1,12 @@
-from unittest.mock import MagicMock, PropertyMock
+from unittest.mock import MagicMock, patch
 
 from pandas import DataFrame
+import pytest
 
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
-from tests.conftest import get_patched_exchange, get_patched_freqtradebot
+from tests.conftest import get_patched_exchange
 
 
 def test_ohlcv(mocker, default_conf, ohlcv_history):
@@ -151,21 +153,29 @@ def test_market(mocker, default_conf, markets):
     assert res is None
 
 
-def test_current_whitelist(mocker, shitcoinmarkets, tickers, default_conf):
-    default_conf.update(
-        {"pairlists": [{"method": "VolumePairList",
-                        "number_assets": 10,
-                        "sort_key": "quoteVolume"}], }, )
-    default_conf['exchange']['pair_blacklist'] = ['BLK/BTC']
+@patch('freqtrade.pairlist.pairlistmanager.PairListManager')
+@patch('freqtrade.exchange.Exchange')
+def test_current_whitelist(exchange, PairListManager, default_conf):
+    # patch default conf to volumepairlist
+    default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5}
 
-    mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers,
-                          exchange_has=MagicMock(return_value=True), )
-    bot = get_patched_freqtradebot(mocker, default_conf)
-    # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
-    mocker.patch.multiple('freqtrade.exchange.Exchange',
-                          markets=PropertyMock(return_value=shitcoinmarkets), )
-    # argument: use the whitelist dynamically by exchange-volume
-    whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC', 'FUEL/BTC']
+    pairlist = PairListManager(exchange, default_conf)
+    dp = DataProvider(default_conf, exchange, pairlist)
 
-    current_wl = bot.dataprovider.current_whitelist()
-    assert whitelist == current_wl
+    # Simulate volumepairs from exchange.
+    # pairlist.refresh_pairlist()
+    # Set the pairs manually... this would be done in refresh pairlist default whitelist + volumePL - blacklist
+    default_whitelist = default_conf['exchange']['pair_whitelist']
+    default_blacklist = default_conf['exchange']['pair_blacklist']
+    volume_pairlist = ['ETH/BTC', 'LINK/BTC', 'ZRX/BTC', 'BCH/BTC', 'XRP/BTC']
+    current_whitelist = list(set(volume_pairlist + default_whitelist))
+    for pair in default_blacklist:
+        if pair in current_whitelist:
+            current_whitelist.remove(pair)
+    pairlist._whitelist = current_whitelist
+
+    assert dp.current_whitelist() == pairlist._whitelist
+
+    with pytest.raises(OperationalException) as e:
+        dp = DataProvider(default_conf, exchange)
+        dp.current_whitelist()

From bc9efc31ad6c6e0806111384e6fa8229285d298a Mon Sep 17 00:00:00 2001
From: "Paul D. Mendes" 
Date: Wed, 6 May 2020 19:48:57 +0400
Subject: [PATCH 333/417] Added Method for accessing current pair list on
 initialization for dynamic informative pairs

moved import into function to avoid circular import with hyperopt
---
 freqtrade/data/dataprovider.py  | 14 ++++++++++++++
 tests/data/test_dataprovider.py | 33 +++++++++++++++++++++++++--------
 2 files changed, 39 insertions(+), 8 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 1df710152..af0914939 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -116,3 +116,17 @@ class DataProvider:
         can be "live", "dry-run", "backtest", "edgecli", "hyperopt" or "other".
         """
         return RunMode(self._config.get('runmode', RunMode.OTHER))
+
+    def current_whitelist(self) -> List[str]:
+        """
+        fetch latest available whitelist.
+
+        Useful when you have a large whitelist and need to call each pair as an informative pair.
+        As available pairs does not show whitelist until after informative pairs have been cached.
+        :return: list of pairs in whitelist
+        """
+        from freqtrade.pairlist.pairlistmanager import PairListManager
+
+        pairlists = PairListManager(self._exchange, self._config)
+        pairlists.refresh_pairlist()
+        return pairlists.whitelist
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 2b3dda188..e5af80bc8 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -1,10 +1,10 @@
-from unittest.mock import MagicMock
+from unittest.mock import MagicMock, PropertyMock
 
 from pandas import DataFrame
 
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.state import RunMode
-from tests.conftest import get_patched_exchange
+from tests.conftest import get_patched_exchange, get_patched_freqtradebot
 
 
 def test_ohlcv(mocker, default_conf, ohlcv_history):
@@ -64,8 +64,8 @@ def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
     assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
 
     # Test with and without parameter
-    assert dp.get_pair_dataframe("UNITTEST/BTC",
-                                 ticker_interval).equals(dp.get_pair_dataframe("UNITTEST/BTC"))
+    assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)\
+        .equals(dp.get_pair_dataframe("UNITTEST/BTC"))
 
     default_conf["runmode"] = RunMode.LIVE
     dp = DataProvider(default_conf, exchange)
@@ -90,10 +90,7 @@ def test_available_pairs(mocker, default_conf, ohlcv_history):
 
     dp = DataProvider(default_conf, exchange)
     assert len(dp.available_pairs) == 2
-    assert dp.available_pairs == [
-        ("XRP/BTC", ticker_interval),
-        ("UNITTEST/BTC", ticker_interval),
-    ]
+    assert dp.available_pairs == [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval), ]
 
 
 def test_refresh(mocker, default_conf, ohlcv_history):
@@ -152,3 +149,23 @@ def test_market(mocker, default_conf, markets):
 
     res = dp.market('UNITTEST/BTC')
     assert res is None
+
+
+def test_current_whitelist(mocker, shitcoinmarkets, tickers, default_conf):
+    default_conf.update(
+        {"pairlists": [{"method": "VolumePairList",
+                        "number_assets": 10,
+                        "sort_key": "quoteVolume"}], }, )
+    default_conf['exchange']['pair_blacklist'] = ['BLK/BTC']
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers,
+                          exchange_has=MagicMock(return_value=True), )
+    bot = get_patched_freqtradebot(mocker, default_conf)
+    # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=shitcoinmarkets), )
+    # argument: use the whitelist dynamically by exchange-volume
+    whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC', 'FUEL/BTC']
+
+    current_wl = bot.dataprovider.current_whitelist()
+    assert whitelist == current_wl

From a5bfa5515cbdbab500dbe9df614730107804bacd Mon Sep 17 00:00:00 2001
From: "Paul D. Mendes" 
Date: Mon, 11 May 2020 20:13:06 +0400
Subject: [PATCH 334/417] Fix flake8 mypy

---
 freqtrade/data/dataprovider.py  | 2 +-
 tests/data/test_dataprovider.py | 6 ++++--
 2 files changed, 5 insertions(+), 3 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 01397d6b7..984652e24 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -22,7 +22,7 @@ class DataProvider:
     def __init__(self, config: dict, exchange: Exchange, pairlists=None) -> None:
         self._config = config
         self._exchange = exchange
-        self._pairlists: Optional = pairlists
+        self._pairlists = pairlists
 
     def refresh(self,
                 pairlist: List[Tuple[str, str]],
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 247703619..45ce1c009 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -164,7 +164,9 @@ def test_current_whitelist(exchange, PairListManager, default_conf):
 
     # Simulate volumepairs from exchange.
     # pairlist.refresh_pairlist()
-    # Set the pairs manually... this would be done in refresh pairlist default whitelist + volumePL - blacklist
+
+    # Set the pairs manually... this would be done in refresh pairlist
+    # default whitelist + volumePL - blacklist
     default_whitelist = default_conf['exchange']['pair_whitelist']
     default_blacklist = default_conf['exchange']['pair_blacklist']
     volume_pairlist = ['ETH/BTC', 'LINK/BTC', 'ZRX/BTC', 'BCH/BTC', 'XRP/BTC']
@@ -176,6 +178,6 @@ def test_current_whitelist(exchange, PairListManager, default_conf):
 
     assert dp.current_whitelist() == pairlist._whitelist
 
-    with pytest.raises(OperationalException) as e:
+    with pytest.raises(OperationalException):
         dp = DataProvider(default_conf, exchange)
         dp.current_whitelist()

From 9fbe1357902aa90243309781f164e7328fdc5b9a Mon Sep 17 00:00:00 2001
From: "Paul D. Mendes" 
Date: Mon, 11 May 2020 19:32:28 +0400
Subject: [PATCH 335/417] attached pairlist manager onto dataprovider init for
 unified access to dynamic whitelist

---
 freqtrade/data/dataprovider.py  | 12 +++++----
 freqtrade/freqtradebot.py       |  6 ++---
 tests/data/test_dataprovider.py | 48 ++++++++++++++++++++-------------
 3 files changed, 40 insertions(+), 26 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index af0914939..984652e24 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -10,6 +10,7 @@ from typing import Any, Dict, List, Optional, Tuple
 from pandas import DataFrame
 
 from freqtrade.data.history import load_pair_history
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
 
@@ -18,9 +19,10 @@ logger = logging.getLogger(__name__)
 
 class DataProvider:
 
-    def __init__(self, config: dict, exchange: Exchange) -> None:
+    def __init__(self, config: dict, exchange: Exchange, pairlists=None) -> None:
         self._config = config
         self._exchange = exchange
+        self._pairlists = pairlists
 
     def refresh(self,
                 pairlist: List[Tuple[str, str]],
@@ -125,8 +127,8 @@ class DataProvider:
         As available pairs does not show whitelist until after informative pairs have been cached.
         :return: list of pairs in whitelist
         """
-        from freqtrade.pairlist.pairlistmanager import PairListManager
 
-        pairlists = PairListManager(self._exchange, self._config)
-        pairlists.refresh_pairlist()
-        return pairlists.whitelist
+        if self._pairlists:
+            return self._pairlists.whitelist
+        else:
+            raise OperationalException("Dataprovider was not initialized with a pairlist provider.")
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4f4b3e3bb..73f0873e4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -71,15 +71,15 @@ class FreqtradeBot:
 
         self.wallets = Wallets(self.config, self.exchange)
 
-        self.dataprovider = DataProvider(self.config, self.exchange)
+        self.pairlists = PairListManager(self.exchange, self.config)
+
+        self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
 
         # Attach Dataprovider to Strategy baseclass
         IStrategy.dp = self.dataprovider
         # Attach Wallets to Strategy baseclass
         IStrategy.wallets = self.wallets
 
-        self.pairlists = PairListManager(self.exchange, self.config)
-
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
             self.config.get('edge', {}).get('enabled', False) else None
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index e5af80bc8..45ce1c009 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -1,10 +1,12 @@
-from unittest.mock import MagicMock, PropertyMock
+from unittest.mock import MagicMock, patch
 
 from pandas import DataFrame
+import pytest
 
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
-from tests.conftest import get_patched_exchange, get_patched_freqtradebot
+from tests.conftest import get_patched_exchange
 
 
 def test_ohlcv(mocker, default_conf, ohlcv_history):
@@ -151,21 +153,31 @@ def test_market(mocker, default_conf, markets):
     assert res is None
 
 
-def test_current_whitelist(mocker, shitcoinmarkets, tickers, default_conf):
-    default_conf.update(
-        {"pairlists": [{"method": "VolumePairList",
-                        "number_assets": 10,
-                        "sort_key": "quoteVolume"}], }, )
-    default_conf['exchange']['pair_blacklist'] = ['BLK/BTC']
+@patch('freqtrade.pairlist.pairlistmanager.PairListManager')
+@patch('freqtrade.exchange.Exchange')
+def test_current_whitelist(exchange, PairListManager, default_conf):
+    # patch default conf to volumepairlist
+    default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5}
 
-    mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers,
-                          exchange_has=MagicMock(return_value=True), )
-    bot = get_patched_freqtradebot(mocker, default_conf)
-    # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
-    mocker.patch.multiple('freqtrade.exchange.Exchange',
-                          markets=PropertyMock(return_value=shitcoinmarkets), )
-    # argument: use the whitelist dynamically by exchange-volume
-    whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC', 'FUEL/BTC']
+    pairlist = PairListManager(exchange, default_conf)
+    dp = DataProvider(default_conf, exchange, pairlist)
 
-    current_wl = bot.dataprovider.current_whitelist()
-    assert whitelist == current_wl
+    # Simulate volumepairs from exchange.
+    # pairlist.refresh_pairlist()
+
+    # Set the pairs manually... this would be done in refresh pairlist
+    # default whitelist + volumePL - blacklist
+    default_whitelist = default_conf['exchange']['pair_whitelist']
+    default_blacklist = default_conf['exchange']['pair_blacklist']
+    volume_pairlist = ['ETH/BTC', 'LINK/BTC', 'ZRX/BTC', 'BCH/BTC', 'XRP/BTC']
+    current_whitelist = list(set(volume_pairlist + default_whitelist))
+    for pair in default_blacklist:
+        if pair in current_whitelist:
+            current_whitelist.remove(pair)
+    pairlist._whitelist = current_whitelist
+
+    assert dp.current_whitelist() == pairlist._whitelist
+
+    with pytest.raises(OperationalException):
+        dp = DataProvider(default_conf, exchange)
+        dp.current_whitelist()

From c8f3ef884b13e359c572043b6e9e7892a448cb2d Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Mon, 11 May 2020 20:22:19 +0300
Subject: [PATCH 336/417] Minor: Add filterwarning for DeprecationWarning in
 test

---
 tests/optimize/test_backtesting.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 6c2d6c9dd..093cbf966 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -649,6 +649,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
         assert log_has(line, caplog)
 
 
+@pytest.mark.filterwarnings("ignore:deprecated")
 def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 
     patch_exchange(mocker)

From 258071928f8c673ab18cff5442c9abf5c0026f0e Mon Sep 17 00:00:00 2001
From: prashanthsandela 
Date: Mon, 11 May 2020 17:21:04 -0700
Subject: [PATCH 337/417] Correct log path in doc.

---
 docs/docker.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/docker.md b/docs/docker.md
index cd24994bc..ad98864a6 100644
--- a/docs/docker.md
+++ b/docs/docker.md
@@ -65,7 +65,7 @@ docker-compose up -d
 
 #### Docker-compose logs
 
-Logs will be written to `user_data/freqtrade.log`. 
+Logs will be written to `user_data/logs/freqtrade.log`. 
 Alternatively, you can check the latest logs using `docker-compose logs -f`.
 
 #### Database

From e864db1843c378b0eb8c6936f1b8a4aa3230eddc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 May 2020 06:38:14 +0200
Subject: [PATCH 338/417] Update test for dp.current_whitelist

---
 tests/data/test_dataprovider.py | 27 +++++++++++----------------
 1 file changed, 11 insertions(+), 16 deletions(-)

diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 45ce1c009..3e42abb95 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -1,9 +1,10 @@
-from unittest.mock import MagicMock, patch
+from unittest.mock import MagicMock
 
 from pandas import DataFrame
 import pytest
 
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
 from tests.conftest import get_patched_exchange
@@ -153,30 +154,24 @@ def test_market(mocker, default_conf, markets):
     assert res is None
 
 
-@patch('freqtrade.pairlist.pairlistmanager.PairListManager')
-@patch('freqtrade.exchange.Exchange')
-def test_current_whitelist(exchange, PairListManager, default_conf):
+def test_current_whitelist(mocker, default_conf, tickers):
     # patch default conf to volumepairlist
     default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5}
 
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers)
+    exchange = get_patched_exchange(mocker, default_conf)
+
     pairlist = PairListManager(exchange, default_conf)
     dp = DataProvider(default_conf, exchange, pairlist)
 
     # Simulate volumepairs from exchange.
-    # pairlist.refresh_pairlist()
-
-    # Set the pairs manually... this would be done in refresh pairlist
-    # default whitelist + volumePL - blacklist
-    default_whitelist = default_conf['exchange']['pair_whitelist']
-    default_blacklist = default_conf['exchange']['pair_blacklist']
-    volume_pairlist = ['ETH/BTC', 'LINK/BTC', 'ZRX/BTC', 'BCH/BTC', 'XRP/BTC']
-    current_whitelist = list(set(volume_pairlist + default_whitelist))
-    for pair in default_blacklist:
-        if pair in current_whitelist:
-            current_whitelist.remove(pair)
-    pairlist._whitelist = current_whitelist
+    pairlist.refresh_pairlist()
 
     assert dp.current_whitelist() == pairlist._whitelist
+    # The identity of the 2 lists should be identical
+    assert dp.current_whitelist() is pairlist._whitelist
 
     with pytest.raises(OperationalException):
         dp = DataProvider(default_conf, exchange)

From aa25461e8854cd7e525b3b7eeddf1bfd8ae3a8d3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 May 2020 07:20:59 +0200
Subject: [PATCH 339/417] Show forcebuy status so it's visible before calling
 forcebuy.

---
 freqtrade/rpc/rpc.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 10eeb572f..851092f1a 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -104,6 +104,7 @@ class RPC:
             'ticker_interval': config['ticker_interval'],
             'exchange': config['exchange']['name'],
             'strategy': config['strategy'],
+            'forcebuy_enabled': self._freqtrade.config.get('forcebuy_enable', False),
             'state': str(self._freqtrade.state)
         }
         return val

From e2b9c248568a03b30016a3c13ac72b5f8f51ef91 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 12 May 2020 13:54:13 +0300
Subject: [PATCH 340/417] Docs: Fix sample in strategy-advanced

---
 docs/strategy-advanced.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 39e92d651..684e58f22 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -20,7 +20,7 @@ It applies a tight timeout for higher priced assets, while allowing more time to
 The function must return either `True` (cancel order) or `False` (keep order alive).
 
 ``` python
-from datetime import datetime, timestamp
+from datetime import datetime
 from freqtrade.persistence import Trade
 
 class Awesomestrategy(IStrategy):
@@ -59,7 +59,7 @@ class Awesomestrategy(IStrategy):
 ### Custom order timeout example (using additional data)
 
 ``` python
-from datetime import datetime, timestamp
+from datetime import datetime
 from freqtrade.persistence import Trade
 
 class Awesomestrategy(IStrategy):

From 77c9334c50cc43453b71e5ab4bd9e3353e8f80c0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 12 May 2020 13:39:24 +0200
Subject: [PATCH 341/417] Use available config object

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 freqtrade/rpc/rpc.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 851092f1a..d3b6b9639 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -104,7 +104,7 @@ class RPC:
             'ticker_interval': config['ticker_interval'],
             'exchange': config['exchange']['name'],
             'strategy': config['strategy'],
-            'forcebuy_enabled': self._freqtrade.config.get('forcebuy_enable', False),
+            'forcebuy_enabled': config.get('forcebuy_enable', False),
             'state': str(self._freqtrade.state)
         }
         return val

From f1367b38a4c52c605287d876721c9070873eb901 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Tue, 12 May 2020 14:42:33 +0300
Subject: [PATCH 342/417] Docs: Fix the fix

---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 684e58f22..69e2256a1 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -20,7 +20,7 @@ It applies a tight timeout for higher priced assets, while allowing more time to
 The function must return either `True` (cancel order) or `False` (keep order alive).
 
 ``` python
-from datetime import datetime
+from datetime import datetime, timedelta
 from freqtrade.persistence import Trade
 
 class Awesomestrategy(IStrategy):

From 63dfe3669ff994b535adde5f1609bbba283de69f Mon Sep 17 00:00:00 2001
From: "Paul D. Mendes" 
Date: Wed, 13 May 2020 00:25:57 +0400
Subject: [PATCH 343/417] Updated docs for #3267

---
 docs/strategy-customization.md | 160 +++++++++++++++++++++------------
 1 file changed, 105 insertions(+), 55 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index c4fc55811..20cde7556 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -324,62 +324,9 @@ class Awesomestrategy(IStrategy):
 !!! Note
     If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
 
-### Additional data (DataProvider)
+***
 
-The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
-
-All methods return `None` in case of failure (do not raise an exception).
-
-Please always check the mode of operation to select the correct method to get data (samples see below).
-
-#### Possible options for DataProvider
-
-- `available_pairs` - Property with tuples listing cached pairs with their intervals (pair, interval).
-- `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
-- `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
-- `get_pair_dataframe(pair, timeframe)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
-- `orderbook(pair, maximum)` - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
-- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure.
-- `runmode` - Property containing the current runmode.
-
-#### Example: fetch live / historical candle (OHLCV) data for the first informative pair
-
-``` python
-if self.dp:
-    inf_pair, inf_timeframe = self.informative_pairs()[0]
-    informative = self.dp.get_pair_dataframe(pair=inf_pair,
-                                             timeframe=inf_timeframe)
-```
-
-!!! Warning "Warning about backtesting"
-    Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
-    for the backtesting runmode) provides the full time-range in one go,
-    so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode).
-
-!!! Warning "Warning in hyperopt"
-    This option cannot currently be used during hyperopt.
-
-#### Orderbook
-
-``` python
-if self.dp:
-    if self.dp.runmode.value in ('live', 'dry_run'):
-        ob = self.dp.orderbook(metadata['pair'], 1)
-        dataframe['best_bid'] = ob['bids'][0][0]
-        dataframe['best_ask'] = ob['asks'][0][0]
-```
-
-!!! Warning
-    The order book is not part of the historic data which means backtesting and hyperopt will not work if this
-    method is used.
-
-#### Available Pairs
-
-``` python
-if self.dp:
-    for pair, timeframe in self.dp.available_pairs:
-        print(f"available {pair}, {timeframe}")
-```
+### Additional data (informative_pairs)
 
 #### Get data for non-tradeable pairs
 
@@ -404,6 +351,108 @@ def informative_pairs(self):
     It is however better to use resampling to longer time-intervals when possible
     to avoid hammering the exchange with too many requests and risk being blocked.
 
+***
+
+### Additional data (DataProvider)
+
+The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
+
+All methods return `None` in case of failure (do not raise an exception).
+
+Please always check the mode of operation to select the correct method to get data (samples see below).
+
+#### Possible options for DataProvider
+
+- [`available_pairs`](#available_pairs) - Property with tuples listing cached pairs with their intervals (pair, interval).
+- [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (ie. VolumePairlist)
+- [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-timeframe) - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
+- `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
+- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure.
+- `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
+- [`orderbook(pair, maximum)`](#orderbookpair-maximum) - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
+- `runmode` - Property containing the current runmode.
+
+#### Example Usages:
+
+#### *available_pairs*
+
+``` python
+if self.dp:
+    for pair, timeframe in self.dp.available_pairs:
+        print(f"available {pair}, {timeframe}")
+```
+
+#### *current_whitelist()*
+Imagine you've developed a strategy that trades the `1m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. 
+
+The strategy might look something like this:
+
+*Scan through the top 10 pairs by volume using the `VolumePairList` every minute and use a 14 day ATR to buy and sell.*
+
+Due to the limited available data, it's impossible to resample our `1m` candles into daily candles for use in the 14 day ATR. Most exchanges limit us to just 500 candles which effectively gives us around 1/3 of a daily candle. We need 14 days at least!
+
+Since we can't resample our data we will have to use an informative pair; and since our whitelist will be dynamic we don't know which pair(s) to use.
+
+This is where calling `self.dp.current_whitelist()` comes in handy.
+
+```python
+class SampleStrategy(IStrategy):
+    # strategy init stuff...
+
+    ticker_interval = '1m'
+
+    # more strategy init stuff..
+
+    def informative_pairs(self):
+
+        # get access to all pairs available in whitelist. 
+        pairs = self.dp.current_whitelist()
+        # Assign tf to each pair so they can be downloaded and cached for strategy.
+        informative_pairs = [(pair, '1d') for pair in pairs]
+        return informative_pairs
+
+    def populate_indicators(self, dataframe, metadata):
+        # Get the informative pair
+        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1d')
+        # Get the 14 day ATR.
+        atr = ta.ATR(informative, timeperiod=14)
+        # Assign the Daily atr to the 1 minute dataframe.
+        dataframe['daily_atr'] = atr
+```
+
+#### *get_pair_dataframe(pair, timeframe)*
+
+``` python
+# fetch live / historical candle (OHLCV) data for the first informative pair
+if self.dp:
+    inf_pair, inf_timeframe = self.informative_pairs()[0]
+    informative = self.dp.get_pair_dataframe(pair=inf_pair,
+                                             timeframe=inf_timeframe)
+```
+
+!!! Warning "Warning about backtesting"
+    Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
+    for the backtesting runmode) provides the full time-range in one go,
+    so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode).
+
+!!! Warning "Warning in hyperopt"
+    This option cannot currently be used during hyperopt.
+
+#### *orderbook(pair, maximum)*
+
+``` python
+if self.dp:
+    if self.dp.runmode.value in ('live', 'dry_run'):
+        ob = self.dp.orderbook(metadata['pair'], 1)
+        dataframe['best_bid'] = ob['bids'][0][0]
+        dataframe['best_ask'] = ob['asks'][0][0]
+```
+
+!!! Warning
+    The order book is not part of the historic data which means backtesting and hyperopt will not work if this
+    method is used.
+
+***
 ### Additional data (Wallets)
 
 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
@@ -426,6 +475,7 @@ if self.wallets:
 - `get_used(asset)` - currently tied up balance (open orders)
 - `get_total(asset)` - total available balance - sum of the 2 above
 
+***
 ### Additional data (Trades)
 
 A history of Trades can be retrieved in the strategy by querying the database.

From 0c3bdd66aca0dab2ce912a547c57e24239babc95 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 May 2020 06:50:52 +0200
Subject: [PATCH 344/417] Update sql cheatsheet iwth current table structure

---
 docs/sql_cheatsheet.md | 79 +++++++++++++++++++++++++++---------------
 1 file changed, 51 insertions(+), 28 deletions(-)

diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index b7b38c3dc..895a0536a 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -1,13 +1,20 @@
 # SQL Helper
+
 This page contains some help if you want to edit your sqlite db.
 
 ## Install sqlite3
-**Ubuntu/Debian installation**
+
+Sqlite3 is a terminal based sqlite application.
+Feel free to use a visual Database editor like SqliteBrowser if you feel more comfortable with that.
+
+### Ubuntu/Debian installation
+
 ```bash
 sudo apt-get install sqlite3
 ```
 
 ## Open the DB
+
 ```bash
 sqlite3
 .open 
@@ -16,45 +23,61 @@ sqlite3
 ## Table structure
 
 ### List tables
+
 ```bash
 .tables
 ```
 
 ### Display table structure
+
 ```bash
 .schema 
 ```
 
 ### Trade table structure
+
 ```sql
-CREATE TABLE trades (
-	id INTEGER NOT NULL,
-	exchange VARCHAR NOT NULL,
-	pair VARCHAR NOT NULL,
-	is_open BOOLEAN NOT NULL,
-	fee_open FLOAT NOT NULL,
-	fee_close FLOAT NOT NULL,
-	open_rate FLOAT,
-	open_rate_requested FLOAT,
-	close_rate FLOAT,
-	close_rate_requested FLOAT,
-	close_profit FLOAT,
-	stake_amount FLOAT NOT NULL,
-	amount FLOAT,
-	open_date DATETIME NOT NULL,
-	close_date DATETIME,
-	open_order_id VARCHAR,
-	stop_loss FLOAT,
-	initial_stop_loss FLOAT,
-	stoploss_order_id VARCHAR,
-	stoploss_last_update DATETIME,
-	max_rate FLOAT,
-	sell_reason VARCHAR,
-	strategy VARCHAR,
-	ticker_interval INTEGER,
-	PRIMARY KEY (id),
-	CHECK (is_open IN (0, 1))
+CREATE TABLE trades
+    id INTEGER NOT NULL,
+    exchange VARCHAR NOT NULL,
+    pair VARCHAR NOT NULL,
+    is_open BOOLEAN NOT NULL,
+    fee_open FLOAT NOT NULL,
+    fee_open_cost FLOAT,
+    fee_open_currency VARCHAR,
+    fee_close FLOAT NOT NULL,
+    fee_close_cost FLOAT,
+    fee_close_currency VARCHAR,
+    open_rate FLOAT,
+    open_rate_requested FLOAT,
+    open_trade_price FLOAT,
+    close_rate FLOAT,
+    close_rate_requested FLOAT,
+    close_profit FLOAT,
+    close_profit_abs FLOAT,
+    stake_amount FLOAT NOT NULL,
+    amount FLOAT,
+    open_date DATETIME NOT NULL,
+    close_date DATETIME,
+    open_order_id VARCHAR,
+    stop_loss FLOAT,
+    stop_loss_pct FLOAT,
+    initial_stop_loss FLOAT,
+    initial_stop_loss_pct FLOAT,
+    stoploss_order_id VARCHAR,
+    stoploss_last_update DATETIME,
+    max_rate FLOAT,
+    min_rate FLOAT,
+    sell_reason VARCHAR,
+    strategy VARCHAR,
+    ticker_interval INTEGER,
+    PRIMARY KEY (id),
+    CHECK (is_open IN (0, 1))
 );
+CREATE INDEX ix_trades_stoploss_order_id ON trades (stoploss_order_id);
+CREATE INDEX ix_trades_pair ON trades (pair);
+CREATE INDEX ix_trades_is_open ON trades (is_open);
+
 ```
 
 ## Get all trades in the table

From fe3ea8e7ec4f3c8af8dfec2a02b5299a926acf58 Mon Sep 17 00:00:00 2001
From: bmoulkaf 
Date: Wed, 13 May 2020 05:15:18 +0000
Subject: [PATCH 345/417] Fix stoploss on binance bug

---
 freqtrade/exchange/binance.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 875628af9..37183dc2c 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -72,7 +72,7 @@ class Binance(Exchange):
             rate = self.price_to_precision(pair, rate)
 
             order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
-                                           amount=amount, price=stop_price, params=params)
+                                           amount=amount, price=rate, params=params)
             logger.info('stoploss limit order added for %s. '
                         'stop price: %s. limit: %s', pair, stop_price, rate)
             return order

From 6e86a47764d1d246d4603292c864547200fa5bbf Mon Sep 17 00:00:00 2001
From: "Paul D. Mendes" 
Date: Wed, 13 May 2020 14:49:16 +0400
Subject: [PATCH 346/417] updated docs

---
 docs/strategy-customization.md | 11 +++++------
 1 file changed, 5 insertions(+), 6 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 20cde7556..d5bc76c65 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -383,13 +383,13 @@ if self.dp:
 ```
 
 #### *current_whitelist()*
-Imagine you've developed a strategy that trades the `1m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. 
+Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. 
 
 The strategy might look something like this:
 
-*Scan through the top 10 pairs by volume using the `VolumePairList` every minute and use a 14 day ATR to buy and sell.*
+*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day ATR to buy and sell.*
 
-Due to the limited available data, it's impossible to resample our `1m` candles into daily candles for use in the 14 day ATR. Most exchanges limit us to just 500 candles which effectively gives us around 1/3 of a daily candle. We need 14 days at least!
+Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day ATR. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
 
 Since we can't resample our data we will have to use an informative pair; and since our whitelist will be dynamic we don't know which pair(s) to use.
 
@@ -399,7 +399,7 @@ This is where calling `self.dp.current_whitelist()` comes in handy.
 class SampleStrategy(IStrategy):
     # strategy init stuff...
 
-    ticker_interval = '1m'
+    ticker_interval = '5m'
 
     # more strategy init stuff..
 
@@ -416,8 +416,7 @@ class SampleStrategy(IStrategy):
         informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1d')
         # Get the 14 day ATR.
         atr = ta.ATR(informative, timeperiod=14)
-        # Assign the Daily atr to the 1 minute dataframe.
-        dataframe['daily_atr'] = atr
+        # Do other stuff
 ```
 
 #### *get_pair_dataframe(pair, timeframe)*

From 6ff457e3911fecb1e471b1b4950c277eefc26300 Mon Sep 17 00:00:00 2001
From: Pedro Torres 
Date: Wed, 13 May 2020 20:50:11 +0800
Subject: [PATCH 347/417] Update doc Ta_lib
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

Update the document with the latest Ta_lib-0.4.18. 👍
The requirements-common.txt has been updated previously on commit a379e68cf441407c9c04264714bfc7dbcc8e635d
---
 docs/installation.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/installation.md b/docs/installation.md
index 88e2ef6eb..f017bef96 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -248,14 +248,14 @@ git clone https://github.com/freqtrade/freqtrade.git
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
 
-As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl` (make sure to use the version matching your python version)
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.18‑cp38‑cp38‑win_amd64.whl` (make sure to use the version matching your python version)
 
 ```cmd
 >cd \path\freqtrade-develop
 >python -m venv .env
 >.env\Scripts\activate.bat
 REM optionally install ta-lib from wheel
-REM >pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl
+REM >pip install TA_Lib‑0.4.18‑cp38‑cp38‑win_amd64.whl
 >pip install -r requirements.txt
 >pip install -e .
 >freqtrade

From b3dd0a68d56f179eb11a6d3996420a1490922836 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Wed, 13 May 2020 18:51:38 +0300
Subject: [PATCH 348/417] minor: fix typo in configuration.md

---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 67e8578dd..eb7f02d5c 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -108,7 +108,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. 
         **Datatype:** Boolean
 | `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. 
         **Datatype:** ClassName
 | `strategy_path` | Adds an additional strategy lookup path (must be a directory). 
         **Datatype:** String
-| `internals.process_throttle_secs` | Set the process throttle. Value in second. 
        *Defaults to `5` seconds.* 
         **Datatype:** Positive Intege
+| `internals.process_throttle_secs` | Set the process throttle. Value in second. 
        *Defaults to `5` seconds.* 
         **Datatype:** Positive Integer
 | `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. 
        *Defaults to `60` seconds.* 
         **Datatype:** Positive Integer or 0
 | `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. 
         **Datatype:** Boolean
 | `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. 
         **Datatype:** String

From 60f26ba5014bccb42f6df91fd776b1f4ab5745f3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 May 2020 20:25:32 +0200
Subject: [PATCH 349/417] use update_trade_state also for closed stoploss
 orders

---
 freqtrade/freqtradebot.py  | 59 ++++++++++++++++++++------------------
 tests/test_freqtradebot.py |  3 +-
 tests/test_integration.py  |  4 ++-
 3 files changed, 36 insertions(+), 30 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1f9573122..8732533f7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -752,7 +752,7 @@ class FreqtradeBot:
         # We check if stoploss order is fulfilled
         if stoploss_order and stoploss_order['status'] == 'closed':
             trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
-            trade.update(stoploss_order)
+            self.update_trade_state(trade, stoploss_order, sl_order=True)
             # Lock pair for one candle to prevent immediate rebuys
             self.strategy.lock_pair(trade.pair,
                                     timeframe_to_next_date(self.config['ticker_interval']))
@@ -1123,7 +1123,7 @@ class FreqtradeBot:
 #
 
     def update_trade_state(self, trade: Trade, action_order: dict = None,
-                           order_amount: float = None) -> bool:
+                           order_amount: float = None, sl_order: bool = False) -> bool:
         """
         Checks trades with open orders and updates the amount if necessary
         Handles closing both buy and sell orders.
@@ -1131,34 +1131,37 @@ class FreqtradeBot:
         """
         # Get order details for actual price per unit
         if trade.open_order_id:
-            # Update trade with order values
-            logger.info('Found open order for %s', trade)
-            try:
-                order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
-            except InvalidOrderException as exception:
-                logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception)
-                return False
-            # Try update amount (binance-fix)
-            try:
-                new_amount = self.get_real_amount(trade, order, order_amount)
-                if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
-                    order['amount'] = new_amount
-                    order.pop('filled', None)
-                    trade.recalc_open_trade_price()
-            except DependencyException as exception:
-                logger.warning("Could not update trade amount: %s", exception)
+            order_id = trade.open_order_id
+        elif trade.stoploss_order_id and sl_order:
+            order_id = trade.stoploss_order_id
+        else:
+            return False
+        # Update trade with order values
+        logger.info('Found open order for %s', trade)
+        try:
+            order = action_order or self.exchange.get_order(order_id, trade.pair)
+        except InvalidOrderException as exception:
+            logger.warning('Unable to fetch order %s: %s', order_id, exception)
+            return False
+        # Try update amount (binance-fix)
+        try:
+            new_amount = self.get_real_amount(trade, order, order_amount)
+            if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
+                order['amount'] = new_amount
+                order.pop('filled', None)
+                trade.recalc_open_trade_price()
+        except DependencyException as exception:
+            logger.warning("Could not update trade amount: %s", exception)
 
-            if self.exchange.check_order_canceled_empty(order):
-                # Trade has been cancelled on exchange
-                # Handling of this will happen in check_handle_timeout.
-                return True
-            trade.update(order)
+        if self.exchange.check_order_canceled_empty(order):
+            # Trade has been cancelled on exchange
+            # Handling of this will happen in check_handle_timeout.
+            return True
+        trade.update(order)
 
-            # Updating wallets when order is closed
-            if not trade.is_open:
-                self.wallets.update()
-
-        return False
+        # Updating wallets when order is closed
+        if not trade.is_open:
+            self.wallets.update()
 
     def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
                               amount: float, fee_abs: float) -> float:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b426368c9..2ff51dffd 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1140,7 +1140,8 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         'status': 'closed',
         'type': 'stop_loss_limit',
         'price': 3,
-        'average': 2
+        'average': 2,
+        'amount': limit_buy_order['amount'],
     })
     mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit)
     assert freqtrade.handle_stoploss_on_exchange(trade) is True
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 90cdde61f..1396e86f5 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -44,6 +44,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     }
     stoploss_order_closed = stoploss_order_open.copy()
     stoploss_order_closed['status'] = 'closed'
+    stoploss_order_closed['filled'] = stoploss_order_closed['amount']
+
     # Sell first trade based on stoploss, keep 2nd and 3rd trade open
     stoploss_order_mock = MagicMock(
         side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
@@ -98,7 +100,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     assert cancel_order_mock.call_count == 1
     # Wallets must be updated between stoploss cancellation and selling, and will be updated again
     # during update_trade_state
-    assert wallets_mock.call_count == 3
+    assert wallets_mock.call_count == 4
 
     trade = trades[0]
     assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value

From 255ff6cd0641d2f5796038d34ae4ead799eecff3 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 13 May 2020 20:52:40 +0200
Subject: [PATCH 350/417] Should return False if it's not been cancelled empty

---
 freqtrade/freqtradebot.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 8732533f7..7b012d7d3 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1162,6 +1162,7 @@ class FreqtradeBot:
         # Updating wallets when order is closed
         if not trade.is_open:
             self.wallets.update()
+        return False
 
     def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
                               amount: float, fee_abs: float) -> float:

From ced812660bf6a0aeb41923ca82fada4c5df5c52c Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Wed, 13 May 2020 22:37:50 +0300
Subject: [PATCH 351/417] Minor fix in the strategy docs

---
 docs/strategy-customization.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index d5bc76c65..dd451128c 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -331,7 +331,7 @@ class Awesomestrategy(IStrategy):
 #### Get data for non-tradeable pairs
 
 Data for additional, informative pairs (reference pairs) can be beneficial for some strategies.
-Ohlcv data for these pairs will be downloaded as part of the regular whitelist refresh process and is available via `DataProvider` just as other pairs (see above).
+Ohlcv data for these pairs will be downloaded as part of the regular whitelist refresh process and is available via `DataProvider` just as other pairs (see below).
 These parts will **not** be traded unless they are also specified in the pair whitelist, or have been selected by Dynamic Whitelisting.
 
 The pairs need to be specified as tuples in the format `("pair", "interval")`, with pair as the first and time interval as the second argument.

From aae096c6ae30cbff0af2bf0db53f493b363e68cc Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 14 May 2020 13:36:48 +0300
Subject: [PATCH 352/417] Handle fetching ticker for non-existing pair safe way

---
 freqtrade/data/dataprovider.py | 11 ++++++++---
 1 file changed, 8 insertions(+), 3 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 2efceae62..7ada4f642 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -10,7 +10,7 @@ from typing import Any, Dict, List, Optional, Tuple
 from pandas import DataFrame
 
 from freqtrade.data.history import load_pair_history
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
 
@@ -97,9 +97,14 @@ class DataProvider:
 
     def ticker(self, pair: str):
         """
-        Return last ticker data
+        Return last ticker data from exchange
+        :param pair: Pair to get the data for
+        :return: Ticker dict from exchange or empty dict if ticker is not available for the pair
         """
-        return self._exchange.fetch_ticker(pair)
+        try:
+            return self._exchange.fetch_ticker(pair)
+        except DependencyException:
+            return {}
 
     def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:
         """

From 38fd361c6865ec3986748b27f25bb90452472c1c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 14 May 2020 14:40:40 +0200
Subject: [PATCH 353/417] Add note about PI and docker

---
 docs/docker.md | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/docs/docker.md b/docs/docker.md
index ad98864a6..9e4e8eefc 100644
--- a/docs/docker.md
+++ b/docs/docker.md
@@ -22,6 +22,9 @@ Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.co
 !!! Note
     All below comands use relative directories and will have to be executed from the directory containing the `docker-compose.yml` file.
 
+!!! Note "Docker on Raspberry"
+    If you're running freqtrade on a Raspberry PI, you must change the image from `freqtradeorg/freqtrade:master` to `freqtradeorg/freqtrade:master_pi` or ``freqtradeorg/freqtrade:develop_pi`, otherwise the image will not work.
+
 ### Docker quick start
 
 Create a new directory and place the [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) in this directory.

From 78b81bac48e2fbb5acee8f2f2ca897620b10a929 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Thu, 14 May 2020 16:43:16 +0300
Subject: [PATCH 354/417] Add test for dp.ticker()

---
 tests/data/test_dataprovider.py | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 3e42abb95..32ddfe99e 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -154,6 +154,23 @@ def test_market(mocker, default_conf, markets):
     assert res is None
 
 
+def test_ticker(mocker, default_conf, tickers, markets):
+    api_mock = MagicMock()
+    api_mock.markets = markets
+    api_mock.fetch_ticker = MagicMock(side_effect=lambda x: tickers().get(x))
+    exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
+
+    dp = DataProvider(default_conf, exchange)
+    res = dp.ticker('ETH/BTC')
+
+    assert type(res) is dict
+    assert 'symbol' in res
+    assert res['symbol'] == 'ETH/BTC'
+
+    res = dp.ticker('UNITTEST/BTC')
+    assert res == {}
+
+
 def test_current_whitelist(mocker, default_conf, tickers):
     # patch default conf to volumepairlist
     default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5}

From fb92300cfab9da7069b506a9943699d268b8066e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 14 May 2020 15:48:23 +0200
Subject: [PATCH 355/417] Update docs/docker.md

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/docker.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/docker.md b/docs/docker.md
index 9e4e8eefc..92478088a 100644
--- a/docs/docker.md
+++ b/docs/docker.md
@@ -23,7 +23,7 @@ Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.co
     All below comands use relative directories and will have to be executed from the directory containing the `docker-compose.yml` file.
 
 !!! Note "Docker on Raspberry"
-    If you're running freqtrade on a Raspberry PI, you must change the image from `freqtradeorg/freqtrade:master` to `freqtradeorg/freqtrade:master_pi` or ``freqtradeorg/freqtrade:develop_pi`, otherwise the image will not work.
+    If you're running freqtrade on a Raspberry PI, you must change the image from `freqtradeorg/freqtrade:master` to `freqtradeorg/freqtrade:master_pi` or `freqtradeorg/freqtrade:develop_pi`, otherwise the image will not work.
 
 ### Docker quick start
 

From 481f9ba6d6f10befedcddaddd63d973ed3aa7cb0 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 03:00:55 +0300
Subject: [PATCH 356/417] Use list comprehension instead of filter()

---
 freqtrade/pairlist/VolumePairList.py | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index eb44fe725..7ac350de9 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -26,6 +26,7 @@ class VolumePairList(IPairList):
             raise OperationalException(
                 f'`number_assets` not specified. Please check your configuration '
                 'for "pairlist.config.number_assets"')
+
         self._number_pairs = self._pairlistconfig['number_assets']
         self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
         self._min_value = self._pairlistconfig.get('min_value', 0)
@@ -36,9 +37,11 @@ class VolumePairList(IPairList):
                 'Exchange does not support dynamic whitelist.'
                 'Please edit your config and restart the bot'
             )
+
         if not self._validate_keys(self._sort_key):
             raise OperationalException(
                 f'key {self._sort_key} not in {SORT_VALUES}')
+
         if self._sort_key != 'quoteVolume':
             logger.warning(
                 "DEPRECATED: using any key other than quoteVolume for VolumePairList is deprecated."
@@ -81,7 +84,9 @@ class VolumePairList(IPairList):
                                              self._sort_key, self._min_value)
         else:
             pairs = pairlist
+
         self.log_on_refresh(logger.info, f"Searching {self._number_pairs} pairs: {pairs}")
+
         return pairs
 
     def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict,
@@ -100,11 +105,11 @@ class VolumePairList(IPairList):
                                 if (self._exchange.get_pair_quote_currency(k) == base_currency
                                     and v[key] is not None)]
         else:
-            # If other pairlist is in front, use the incomming pairlist.
+            # If other pairlist is in front, use the incoming pairlist.
             filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
         if min_val > 0:
-            filtered_tickers = list(filter(lambda t: t[key] > min_val, filtered_tickers))
+            filtered_tickers = [v for v in filtered_tickers if v[key] > min_val]
 
         sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
 

From 2924b70fd70861555cfb664e0ce8c5ab3d6d359c Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 03:41:41 +0300
Subject: [PATCH 357/417] Cosmetics in tests/pairlist/

---
 tests/pairlist/test_pairlist.py | 48 ++++++++++++++++-----------------
 1 file changed, 24 insertions(+), 24 deletions(-)

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index f9e2893c3..10886d87c 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -69,44 +69,44 @@ def test_log_on_refresh(mocker, static_pl_conf, markets, tickers):
 
 
 def test_load_pairlist_noexist(mocker, markets, default_conf):
-    bot = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    plm = PairListManager(bot.exchange, default_conf)
+    plm = PairListManager(freqtrade.exchange, default_conf)
     with pytest.raises(OperationalException,
                        match=r"Impossible to load Pairlist 'NonexistingPairList'. "
                              r"This class does not exist or contains Python code errors."):
-        PairListResolver.load_pairlist('NonexistingPairList', bot.exchange, plm,
+        PairListResolver.load_pairlist('NonexistingPairList', freqtrade.exchange, plm,
                                        default_conf, {}, 1)
 
 
 def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf):
 
-    freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf)
+    freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
 
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    freqtradebot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     # List ordered by BaseVolume
     whitelist = ['ETH/BTC', 'TKN/BTC']
     # Ensure all except those in whitelist are removed
-    assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
+    assert set(whitelist) == set(freqtrade.pairlists.whitelist)
     # Ensure config dict hasn't been changed
     assert (static_pl_conf['exchange']['pair_whitelist'] ==
-            freqtradebot.config['exchange']['pair_whitelist'])
+            freqtrade.config['exchange']['pair_whitelist'])
 
 
 def test_refresh_static_pairlist(mocker, markets, static_pl_conf):
-    freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf)
+    freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         exchange_has=MagicMock(return_value=True),
         markets=PropertyMock(return_value=markets),
     )
-    freqtradebot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     # List ordered by BaseVolume
     whitelist = ['ETH/BTC', 'TKN/BTC']
     # Ensure all except those in whitelist are removed
-    assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
-    assert static_pl_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
+    assert set(whitelist) == set(freqtrade.pairlists.whitelist)
+    assert static_pl_conf['exchange']['pair_blacklist'] == freqtrade.pairlists.blacklist
 
 
 def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf):
@@ -116,7 +116,7 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
         get_tickers=tickers,
         exchange_has=MagicMock(return_value=True),
     )
-    bot = get_patched_freqtradebot(mocker, whitelist_conf)
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -124,9 +124,9 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
      )
     # argument: use the whitelist dynamically by exchange-volume
     whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']
-    bot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
 
-    assert whitelist == bot.pairlists.whitelist
+    assert whitelist == freqtrade.pairlists.whitelist
 
     whitelist_conf['pairlists'] = [{'method': 'VolumePairList',
                                     'config': {}
@@ -136,7 +136,7 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
     with pytest.raises(OperationalException,
                        match=r'`number_assets` not specified. Please check your configuration '
                              r'for "pairlist.config.number_assets"'):
-        PairListManager(bot.exchange, whitelist_conf)
+        PairListManager(freqtrade.exchange, whitelist_conf)
 
 
 def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
@@ -144,13 +144,13 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
         'freqtrade.exchange.Exchange',
         exchange_has=MagicMock(return_value=True),
     )
-    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty))
 
     # argument: use the whitelist dynamically by exchange-volume
     whitelist = []
     whitelist_conf['exchange']['pair_whitelist'] = []
-    freqtradebot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     pairslist = whitelist_conf['exchange']['pair_whitelist']
 
     assert set(whitelist) == set(pairslist)
@@ -312,18 +312,18 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
                           exchange_has=MagicMock(return_value=True),
                           get_tickers=tickers
                           )
-    bot = get_patched_freqtradebot(mocker, whitelist_conf)
-    assert bot.pairlists._pairlists[0]._last_refresh == 0
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    assert freqtrade.pairlists._pairlists[0]._last_refresh == 0
     assert tickers.call_count == 0
-    bot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     assert tickers.call_count == 1
 
-    assert bot.pairlists._pairlists[0]._last_refresh != 0
-    lrf = bot.pairlists._pairlists[0]._last_refresh
-    bot.pairlists.refresh_pairlist()
+    assert freqtrade.pairlists._pairlists[0]._last_refresh != 0
+    lrf = freqtrade.pairlists._pairlists[0]._last_refresh
+    freqtrade.pairlists.refresh_pairlist()
     assert tickers.call_count == 1
     # Time should not be updated.
-    assert bot.pairlists._pairlists[0]._last_refresh == lrf
+    assert freqtrade.pairlists._pairlists[0]._last_refresh == lrf
 
 
 def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):

From f0c3a0d2f88ce57443c3313100cdb796f8c46f4a Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 03:59:13 +0300
Subject: [PATCH 358/417] Simplify VolumePairList

---
 freqtrade/pairlist/VolumePairList.py | 25 ++++++++++++-------------
 tests/pairlist/test_pairlist.py      |  2 +-
 2 files changed, 13 insertions(+), 14 deletions(-)

diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 7ac350de9..602a2e7cb 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -27,6 +27,7 @@ class VolumePairList(IPairList):
                 f'`number_assets` not specified. Please check your configuration '
                 'for "pairlist.config.number_assets"')
 
+        self._stake_currency = config['stake_currency']
         self._number_pairs = self._pairlistconfig['number_assets']
         self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
         self._min_value = self._pairlistconfig.get('min_value', 0)
@@ -79,9 +80,7 @@ class VolumePairList(IPairList):
                 (self._last_refresh + self.refresh_period < datetime.now().timestamp())):
 
             self._last_refresh = int(datetime.now().timestamp())
-            pairs = self._gen_pair_whitelist(pairlist, tickers,
-                                             self._config['stake_currency'],
-                                             self._sort_key, self._min_value)
+            pairs = self._gen_pair_whitelist(pairlist, tickers)
         else:
             pairs = pairlist
 
@@ -89,29 +88,29 @@ class VolumePairList(IPairList):
 
         return pairs
 
-    def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict,
-                            base_currency: str, key: str, min_val: int) -> List[str]:
+    def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
         Updates the whitelist with with a dynamically generated list
-        :param base_currency: base currency as str
-        :param key: sort key (defaults to 'quoteVolume')
+        :param pairlist: pairlist to filter or sort
         :param tickers: Tickers (from exchange.get_tickers()).
         :return: List of pairs
         """
         if self._pairlist_pos == 0:
             # If VolumePairList is the first in the list, use fresh pairlist
             # Check if pair quote currency equals to the stake currency.
-            filtered_tickers = [v for k, v in tickers.items()
-                                if (self._exchange.get_pair_quote_currency(k) == base_currency
-                                    and v[key] is not None)]
+            filtered_tickers = [
+                    v for k, v in tickers.items()
+                    if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
+                    and v[self._sort_key] is not None)]
         else:
             # If other pairlist is in front, use the incoming pairlist.
             filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
-        if min_val > 0:
-            filtered_tickers = [v for v in filtered_tickers if v[key] > min_val]
+        if self._min_value > 0:
+            filtered_tickers = [
+                    v for v in filtered_tickers if v[self._sort_key] > self._min_value]
 
-        sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
+        sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[self._sort_key])
 
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 10886d87c..61f6b4bd5 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -206,6 +206,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                                       pairlists, base_currency, whitelist_result,
                                       caplog) -> None:
     whitelist_conf['pairlists'] = pairlists
+    whitelist_conf['stake_currency'] = base_currency
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
@@ -215,7 +216,6 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                           markets=PropertyMock(return_value=shitcoinmarkets),
                           )
 
-    freqtrade.config['stake_currency'] = base_currency
     freqtrade.pairlists.refresh_pairlist()
     whitelist = freqtrade.pairlists.whitelist
 

From afa7a5846b29eaf0794a06e5ad9ec8514aca0fac Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 04:05:31 +0300
Subject: [PATCH 359/417] Simplify PriceFilter

---
 freqtrade/pairlist/PriceFilter.py | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index 2f7e98e24..a7c2bd2d9 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -38,14 +38,12 @@ class PriceFilter(IPairList):
         :return: True if the pair can stay, false if it should be removed
         """
         if ticker['last'] is None:
-
             self.log_on_refresh(logger.info,
                                 f"Removed {ticker['symbol']} from whitelist, because "
                                 "ticker['last'] is empty (Usually no trade in the last 24h).")
             return False
-        compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'],
-                                                                    ticker['last'])
-        changeperc = (compare - ticker['last']) / ticker['last']
+        compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
+        changeperc = compare / ticker['last']
         if changeperc > self._low_price_ratio:
             self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
                                              f"because 1 unit is {changeperc * 100:.3f}%")

From 794ed304b1a3356d010feafe7d57816dc07b657e Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 04:17:23 +0300
Subject: [PATCH 360/417] Make stoploss an attribute

---
 freqtrade/pairlist/PrecisionFilter.py | 19 +++++++++++++------
 1 file changed, 13 insertions(+), 6 deletions(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 2a2ba46b7..35eed5392 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -1,6 +1,6 @@
 import logging
 from copy import deepcopy
-from typing import Dict, List
+from typing import Any, Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
@@ -9,6 +9,16 @@ logger = logging.getLogger(__name__)
 
 class PrecisionFilter(IPairList):
 
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._stoploss = self._config.get('stoploss')
+        if self._stoploss is not None:
+            # Precalculate sanitized stoploss value to avoid recalculation for every pair
+            self._stoploss = 1 - abs(self._stoploss)
+
     @property
     def needstickers(self) -> bool:
         """
@@ -49,15 +59,12 @@ class PrecisionFilter(IPairList):
         """
         Filters and sorts pairlists and assigns and returns them again.
         """
-        stoploss = self._config.get('stoploss')
-        if stoploss is not None:
-            # Precalculate sanitized stoploss value to avoid recalculation for every pair
-            stoploss = 1 - abs(stoploss)
         # Copy list since we're modifying this list
         for p in deepcopy(pairlist):
             ticker = tickers.get(p)
             # Filter out assets which would not allow setting a stoploss
-            if not ticker or (stoploss and not self._validate_precision_filter(ticker, stoploss)):
+            if not ticker or (self._stoploss
+                              and not self._validate_precision_filter(ticker, self._stoploss)):
                 pairlist.remove(p)
                 continue
 

From 2aa80f915d5a494fc30637c5f785d9a92f05c72f Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 04:24:18 +0300
Subject: [PATCH 361/417] Cosmetics: improve readability

---
 freqtrade/pairlist/PrecisionFilter.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 35eed5392..7491cf1b0 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -44,15 +44,19 @@ class PrecisionFilter(IPairList):
         :return: True if the pair can stay, false if it should be removed
         """
         stop_price = ticker['ask'] * stoploss
+
         # Adjust stop-prices to precision
         sp = self._exchange.price_to_precision(ticker["symbol"], stop_price)
+
         stop_gap_price = self._exchange.price_to_precision(ticker["symbol"], stop_price * 0.99)
         logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}")
+
         if sp <= stop_gap_price:
             self.log_on_refresh(logger.info,
                                 f"Removed {ticker['symbol']} from whitelist, "
                                 f"because stop price {sp} would be <= stop limit {stop_gap_price}")
             return False
+
         return True
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:

From cbb2ce3708b7f1a88e6b255ef2006ac98b360788 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 04:55:28 +0300
Subject: [PATCH 362/417] Simplify PriceFilter

---
 freqtrade/pairlist/PriceFilter.py | 16 +++++++---------
 1 file changed, 7 insertions(+), 9 deletions(-)

diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index a7c2bd2d9..166515148 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -58,14 +58,12 @@ class PriceFilter(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-        # Copy list since we're modifying this list
-        for p in deepcopy(pairlist):
-            ticker = tickers.get(p)
-            if not ticker:
-                pairlist.remove(p)
-
-            # Filter out assets which would not allow setting a stoploss
-            if self._low_price_ratio and not self._validate_ticker_lowprice(ticker):
-                pairlist.remove(p)
+        if self._low_price_ratio:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                ticker = tickers[p]
+                # Filter out assets which would not allow setting a stoploss
+                if not self._validate_ticker_lowprice(ticker):
+                    pairlist.remove(p)
 
         return pairlist

From 143e6f52af7d9f177975226e4a699d23338d51d4 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 05:14:06 +0300
Subject: [PATCH 363/417] Simplify SpreadFilter

---
 freqtrade/pairlist/PrecisionFilter.py | 17 +++++++-------
 freqtrade/pairlist/SpreadFilter.py    | 33 ++++++++++++++++-----------
 2 files changed, 28 insertions(+), 22 deletions(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 7491cf1b0..422cd865c 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -41,7 +41,7 @@ class PrecisionFilter(IPairList):
         :param ticker: ticker dict as returned from ccxt.load_markets()
         :param stoploss: stoploss value as set in the configuration
                         (already cleaned to be 1 - stoploss)
-        :return: True if the pair can stay, false if it should be removed
+        :return: True if the pair can stay, False if it should be removed
         """
         stop_price = ticker['ask'] * stoploss
 
@@ -63,13 +63,12 @@ class PrecisionFilter(IPairList):
         """
         Filters and sorts pairlists and assigns and returns them again.
         """
-        # Copy list since we're modifying this list
-        for p in deepcopy(pairlist):
-            ticker = tickers.get(p)
-            # Filter out assets which would not allow setting a stoploss
-            if not ticker or (self._stoploss
-                              and not self._validate_precision_filter(ticker, self._stoploss)):
-                pairlist.remove(p)
-                continue
+        if self._stoploss:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                ticker = tickers[p]
+                # Filter out assets which would not allow setting a stoploss
+                if not self._validate_precision_filter(ticker, self._stoploss):
+                    pairlist.remove(p)
 
         return pairlist
diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py
index 49731ef11..5b886135f 100644
--- a/freqtrade/pairlist/SpreadFilter.py
+++ b/freqtrade/pairlist/SpreadFilter.py
@@ -31,8 +31,24 @@ class SpreadFilter(IPairList):
         return (f"{self.name} - Filtering pairs with ask/bid diff above "
                 f"{self._max_spread_ratio * 100}%.")
 
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+    def _validate_spread(self, ticker: dict) -> bool:
+        """
+        Validate spread for the ticker
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, False if it should be removed
+        """
+        if 'bid' in ticker and 'ask' in ticker:
+            spread = 1 - ticker['bid'] / ticker['ask']
+            if spread > self._max_spread_ratio:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because spread {spread * 100:.3f}% >"
+                                                 f"{self._max_spread_ratio * 100}%")
+                return False
+            else:
+                return True
+        return False
 
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
         Filters and sorts pairlist and returns the whitelist again.
         Called on each bot iteration - please use internal caching if necessary
@@ -41,19 +57,10 @@ class SpreadFilter(IPairList):
         :return: new whitelist
         """
         # Copy list since we're modifying this list
-
-        spread = None
         for p in deepcopy(pairlist):
-            ticker = tickers.get(p)
-            assert ticker is not None
-            if 'bid' in ticker and 'ask' in ticker:
-                spread = 1 - ticker['bid'] / ticker['ask']
-                if not ticker or spread > self._max_spread_ratio:
-                    self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
-                                                     f"because spread {spread * 100:.3f}% >"
-                                                     f"{self._max_spread_ratio * 100}%")
-                    pairlist.remove(p)
-            else:
+            ticker = tickers[p]
+            # Filter out assets
+            if not self._validate_spread(ticker):
                 pairlist.remove(p)
 
         return pairlist

From 92b6d3e2fadb0d233839870e4a1e40f94eb496f8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 15 May 2020 08:04:14 +0200
Subject: [PATCH 364/417] Adjust test to reflect correct behaviour

---
 tests/exchange/test_binance.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index e4599dcd7..1753af363 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -42,7 +42,8 @@ def test_stoploss_order_binance(default_conf, mocker):
     assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
     assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
-    assert api_mock.create_order.call_args_list[0][1]['price'] == 220
+    # Price should be 1% below stopprice
+    assert api_mock.create_order.call_args_list[0][1]['price'] == 220 * 0.99
     assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220}
 
     # test exception handling

From a7b469e83d67e0f0201e7ef0489ca5aab83b6dc6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 15 May 2020 08:09:53 +0200
Subject: [PATCH 365/417] Add test verifying correct price reduction on limit
 stoploss orders

---
 tests/exchange/test_binance.py | 14 +++++++++-----
 1 file changed, 9 insertions(+), 5 deletions(-)

diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index 1753af363..52faa284b 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -9,7 +9,12 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException,
 from tests.conftest import get_patched_exchange
 
 
-def test_stoploss_order_binance(default_conf, mocker):
+@pytest.mark.parametrize('limitratio,expected', [
+    (None, 220 * 0.99),
+    (0.99, 220 * 0.99),
+    (0.98, 220 * 0.98),
+])
+def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'stop_loss_limit'
@@ -20,7 +25,6 @@ def test_stoploss_order_binance(default_conf, mocker):
             'foo': 'bar'
         }
     })
-
     default_conf['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
     mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
@@ -32,8 +36,8 @@ def test_stoploss_order_binance(default_conf, mocker):
                                   order_types={'stoploss_on_exchange_limit_ratio': 1.05})
 
     api_mock.create_order.reset_mock()
-
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types)
 
     assert 'id' in order
     assert 'info' in order
@@ -43,7 +47,7 @@ def test_stoploss_order_binance(default_conf, mocker):
     assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     # Price should be 1% below stopprice
-    assert api_mock.create_order.call_args_list[0][1]['price'] == 220 * 0.99
+    assert api_mock.create_order.call_args_list[0][1]['price'] == expected
     assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220}
 
     # test exception handling

From 33091f95c29734c013d17acb88264dd2275f1ecb Mon Sep 17 00:00:00 2001
From: "dependabot-preview[bot]"
 <27856297+dependabot-preview[bot]@users.noreply.github.com>
Date: Fri, 15 May 2020 06:24:54 +0000
Subject: [PATCH 366/417] Bump python from 3.8.2-slim-buster to
 3.8.3-slim-buster

Bumps python from 3.8.2-slim-buster to 3.8.3-slim-buster.

Signed-off-by: dependabot-preview[bot] 
---
 Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile b/Dockerfile
index d986f20ae..b6333fb13 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.8.2-slim-buster
+FROM python:3.8.3-slim-buster
 
 RUN apt-get update \
     && apt-get -y install curl build-essential libssl-dev \

From 323b491962e468a75a99d48a21ee79b4ae6dac3e Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Fri, 15 May 2020 16:35:48 +0300
Subject: [PATCH 367/417] Add description and example for dp.ticker() to the
 docs

---
 docs/strategy-customization.md | 14 +++++++++++++-
 1 file changed, 13 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index dd451128c..42474c2dc 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -367,9 +367,10 @@ Please always check the mode of operation to select the correct method to get da
 - [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (ie. VolumePairlist)
 - [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-timeframe) - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
 - `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
-- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure.
+- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on the Market data structure.
 - `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
 - [`orderbook(pair, maximum)`](#orderbookpair-maximum) - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
+- `ticker(pair)` - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
 - `runmode` - Property containing the current runmode.
 
 #### Example Usages:
@@ -451,6 +452,17 @@ if self.dp:
     The order book is not part of the historic data which means backtesting and hyperopt will not work if this
     method is used.
 
+#### *ticker(pair)*
+
+``` python
+if self.dp:
+    if self.dp.runmode.value in ('live', 'dry_run'):
+        ticker = self.dp.ticker(metadata['pair'])
+        dataframe['last_price'] = ticker['last']
+        dataframe['volume24h'] = ticker['quoteVolume']
+        dataframe['vwap'] = ticker['vwap']
+```
+
 ***
 ### Additional data (Wallets)
 

From 06b12c0a7095e0b4ee611694cbff26bdb88fed1e Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Fri, 15 May 2020 18:46:28 +0300
Subject: [PATCH 368/417] Add warning to docs for ticker data

---
 docs/strategy-customization.md | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 42474c2dc..c50266183 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -370,7 +370,7 @@ Please always check the mode of operation to select the correct method to get da
 - `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on the Market data structure.
 - `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
 - [`orderbook(pair, maximum)`](#orderbookpair-maximum) - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
-- `ticker(pair)` - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
+- [`ticker(pair)`](#tickerpair) - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
 - `runmode` - Property containing the current runmode.
 
 #### Example Usages:
@@ -463,6 +463,12 @@ if self.dp:
         dataframe['vwap'] = ticker['vwap']
 ```
 
+!!! Warning
+    Although the ticker data structure is a part of the ccxt Unified Interface, the values returned by this method can
+    vary for different exchanges. For instance, many exchanges do not return `vwap` values, the FTX exchange
+    does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
+    data returned from the exchange you are working with.
+
 ***
 ### Additional data (Wallets)
 

From d84cb3be77b9aeda62331594ef1ce2500e5f7ee3 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Fri, 15 May 2020 19:19:52 +0300
Subject: [PATCH 369/417] Improve test

---
 tests/data/test_dataprovider.py | 17 +++++++++--------
 1 file changed, 9 insertions(+), 8 deletions(-)

diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 32ddfe99e..c2d6e82f1 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -5,7 +5,7 @@ import pytest
 
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.pairlist.pairlistmanager import PairListManager
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.state import RunMode
 from tests.conftest import get_patched_exchange
 
@@ -154,19 +154,20 @@ def test_market(mocker, default_conf, markets):
     assert res is None
 
 
-def test_ticker(mocker, default_conf, tickers, markets):
-    api_mock = MagicMock()
-    api_mock.markets = markets
-    api_mock.fetch_ticker = MagicMock(side_effect=lambda x: tickers().get(x))
-    exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
-
+def test_ticker(mocker, default_conf, tickers):
+    ticker_mock = MagicMock(return_value=tickers()['ETH/BTC'])
+    mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
+    exchange = get_patched_exchange(mocker, default_conf)
     dp = DataProvider(default_conf, exchange)
     res = dp.ticker('ETH/BTC')
-
     assert type(res) is dict
     assert 'symbol' in res
     assert res['symbol'] == 'ETH/BTC'
 
+    ticker_mock = MagicMock(side_effect=DependencyException('Pair not found'))
+    mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
+    exchange = get_patched_exchange(mocker, default_conf)
+    dp = DataProvider(default_conf, exchange)
     res = dp.ticker('UNITTEST/BTC')
     assert res == {}
 

From ac076ee0af6b0ee95b902534af2a4ac51c855da8 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Fri, 15 May 2020 21:51:33 +0300
Subject: [PATCH 370/417] Update docs/strategy-customization.md

Co-authored-by: Matthias 
---
 docs/strategy-customization.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index c50266183..7197b0fba 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -467,7 +467,7 @@ if self.dp:
     Although the ticker data structure is a part of the ccxt Unified Interface, the values returned by this method can
     vary for different exchanges. For instance, many exchanges do not return `vwap` values, the FTX exchange
     does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
-    data returned from the exchange you are working with.
+    data returned from the exchange and add appropriate error handling / defaults.
 
 ***
 ### Additional data (Wallets)

From 61f6acb5c99734542971e49b170663eda05a93f5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 May 2020 07:07:24 +0200
Subject: [PATCH 371/417] Add cors support - needed for UI

---
 freqtrade/rpc/api_server.py     | 2 ++
 requirements-common.txt         | 1 +
 setup.py                        | 2 +-
 tests/rpc/test_rpc_apiserver.py | 1 +
 4 files changed, 5 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index 68f4b1ca9..61eacf639 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -7,6 +7,7 @@ from typing import Any, Callable, Dict
 from arrow import Arrow
 from flask import Flask, jsonify, request
 from flask.json import JSONEncoder
+from flask_cors import CORS
 from flask_jwt_extended import (JWTManager, create_access_token,
                                 create_refresh_token, get_jwt_identity,
                                 jwt_refresh_token_required,
@@ -88,6 +89,7 @@ class ApiServer(RPC):
 
         self._config = freqtrade.config
         self.app = Flask(__name__)
+        self._cors = CORS(self.app, resources={r"/api/*": {"origins": "*"}})
 
         # Setup the Flask-JWT-Extended extension
         self.app.config['JWT_SECRET_KEY'] = self._config['api_server'].get(
diff --git a/requirements-common.txt b/requirements-common.txt
index 02c4ebc20..017974c9e 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -26,6 +26,7 @@ sdnotify==0.3.2
 # Api server
 flask==1.1.2
 flask-jwt-extended==3.24.1
+flask-cors==3.0.8
 
 # Support for colorized terminal output
 colorama==0.4.3
diff --git a/setup.py b/setup.py
index 8c0de095e..20963a15f 100644
--- a/setup.py
+++ b/setup.py
@@ -16,7 +16,7 @@ if readme_file.is_file():
     readme_long = (Path(__file__).parent / "README.md").read_text()
 
 # Requirements used for submodules
-api = ['flask', 'flask-jwt-extended']
+api = ['flask', 'flask-jwt-extended', 'flask-cors']
 plot = ['plotly>=4.0']
 hyperopt = [
     'scipy',
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index ffdd5be15..b953097d5 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -49,6 +49,7 @@ def client_get(client, url):
 def assert_response(response, expected_code=200):
     assert response.status_code == expected_code
     assert response.content_type == "application/json"
+    assert ('Access-Control-Allow-Origin', '*') in response.headers._list
 
 
 def test_api_not_found(botclient):

From 1b3864ebf8eb29f8e089e721d17377f22ed44384 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 09:21:36 +0300
Subject: [PATCH 372/417] Make flake happy

---
 freqtrade/pairlist/VolumePairList.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 602a2e7cb..46ff4b9c8 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -101,7 +101,7 @@ class VolumePairList(IPairList):
             filtered_tickers = [
                     v for k, v in tickers.items()
                     if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
-                    and v[self._sort_key] is not None)]
+                        and v[self._sort_key] is not None)]
         else:
             # If other pairlist is in front, use the incoming pairlist.
             filtered_tickers = [v for k, v in tickers.items() if k in pairlist]

From c3f3242f28f01b282c6970b45a3f3bbfeea7955c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 May 2020 11:05:34 +0200
Subject: [PATCH 373/417] Add tests for cancel_open_orders_on_exit

---
 tests/test_freqtradebot.py | 24 +++++++++++++++++++++---
 1 file changed, 21 insertions(+), 3 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 8adc834cf..8e3bc8928 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -48,13 +48,31 @@ def test_freqtradebot_state(mocker, default_conf, markets) -> None:
     assert freqtrade.state is State.STOPPED
 
 
-def test_cleanup(mocker, default_conf, caplog) -> None:
-    mock_cleanup = MagicMock()
-    mocker.patch('freqtrade.persistence.cleanup', mock_cleanup)
+def test_process_stopped(mocker, default_conf) -> None:
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
+    freqtrade.process_stopped()
+    assert coo_mock.call_count == 0
+
+    default_conf['cancel_open_orders_on_exit'] = True
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade.process_stopped()
+    assert coo_mock.call_count == 1
+
+
+def test_bot_cleanup(mocker, default_conf, caplog) -> None:
+    mock_cleanup = mocker.patch('freqtrade.persistence.cleanup')
+    coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     freqtrade.cleanup()
     assert log_has('Cleaning up modules ...', caplog)
     assert mock_cleanup.call_count == 1
+    assert coo_mock.call_count == 0
+
+    freqtrade.config['cancel_open_orders_on_exit'] = True
+    freqtrade.cleanup()
+    assert coo_mock.call_count == 1
 
 
 def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:

From bf257469658d1917e8fe55ec7b28917e20863849 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 11:09:50 +0300
Subject: [PATCH 374/417] Introduce datatype for informative pairs

---
 freqtrade/data/dataprovider.py  | 8 +++++---
 freqtrade/exchange/exchange.py  | 3 ++-
 freqtrade/strategy/interface.py | 3 ++-
 3 files changed, 9 insertions(+), 5 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 7ada4f642..58cd5442b 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -9,11 +9,13 @@ from typing import Any, Dict, List, Optional, Tuple
 
 from pandas import DataFrame
 
+from freqtrade.data.common import ListPairsWithTimeframes
 from freqtrade.data.history import load_pair_history
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -25,8 +27,8 @@ class DataProvider:
         self._pairlists = pairlists
 
     def refresh(self,
-                pairlist: List[Tuple[str, str]],
-                helping_pairs: List[Tuple[str, str]] = None) -> None:
+                pairlist: ListPairsWithTimeframes,
+                helping_pairs: ListPairsWithTimeframes = None) -> None:
         """
         Refresh data, called with each cycle
         """
@@ -36,7 +38,7 @@ class DataProvider:
             self._exchange.refresh_latest_ohlcv(pairlist)
 
     @property
-    def available_pairs(self) -> List[Tuple[str, str]]:
+    def available_pairs(self) -> ListPairsWithTimeframes:
         """
         Return a list of tuples containing (pair, timeframe) for which data is currently cached.
         Should be whitelist + open trades.
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 6ad7ad582..43ed65787 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -18,6 +18,7 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE,
                                             TRUNCATE, decimal_to_precision)
 from pandas import DataFrame
 
+from freqtrade.data.common import ListPairsWithTimeframes
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
                                   OperationalException, TemporaryError)
@@ -676,7 +677,7 @@ class Exchange:
         logger.info("Downloaded data for %s with length %s.", pair, len(data))
         return data
 
-    def refresh_latest_ohlcv(self, pair_list: List[Tuple[str, str]]) -> List[Tuple[str, List]]:
+    def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes) -> List[Tuple[str, List]]:
         """
         Refresh in-memory OHLCV asynchronously and set `_klines` with the result
         Loops asynchronously over pair_list and downloads all pairs async (semi-parallel).
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6268b8a43..68666efab 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -12,6 +12,7 @@ from typing import Dict, List, NamedTuple, Optional, Tuple
 import arrow
 from pandas import DataFrame
 
+from freqtrade.data.common import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import StrategyError
 from freqtrade.exchange import timeframe_to_minutes
@@ -185,7 +186,7 @@ class IStrategy(ABC):
         """
         return False
 
-    def informative_pairs(self) -> List[Tuple[str, str]]:
+    def informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
         These pair/interval combinations are non-tradeable, unless they are part

From 035a12ce6171289c26127b6f679df6e8de1f5836 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 11:25:32 +0300
Subject: [PATCH 375/417] Move _create_pair_whitelist to dataprovider

---
 freqtrade/data/dataprovider.py | 11 +++++++++--
 freqtrade/freqtradebot.py      |  8 +-------
 2 files changed, 10 insertions(+), 9 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 58cd5442b..ad7b7ada3 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -25,6 +25,7 @@ class DataProvider:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
+        self._timeframe = self._config['ticker_interval']
 
     def refresh(self,
                 pairlist: ListPairsWithTimeframes,
@@ -45,6 +46,12 @@ class DataProvider:
         """
         return list(self._exchange._klines.keys())
 
+    def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
+        """
+        Create list of pair tuples with (pair, ticker_interval)
+        """
+        return [(pair, timeframe or self._timeframe) for pair in pairs]
+
     def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
         """
         Get candle (OHLCV) data for the given pair as DataFrame
@@ -55,7 +62,7 @@ class DataProvider:
                      Use False only for read-only operations (where the dataframe is not modified)
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
-            return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
+            return self._exchange.klines((pair, timeframe or self._timeframe),
                                          copy=copy)
         else:
             return DataFrame()
@@ -67,7 +74,7 @@ class DataProvider:
         :param timeframe: timeframe to get data for
         """
         return load_pair_history(pair=pair,
-                                 timeframe=timeframe or self._config['ticker_interval'],
+                                 timeframe=timeframe or self._timeframe,
                                  datadir=self._config['datadir']
                                  )
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 3893a3ee0..f365a30fd 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -145,7 +145,7 @@ class FreqtradeBot:
         self.active_pair_whitelist = self._refresh_whitelist(trades)
 
         # Refreshing candles
-        self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
+        self.dataprovider.refresh(self.dataprovider.create_pair_list(self.active_pair_whitelist),
                                   self.strategy.informative_pairs())
 
         with self._sell_lock:
@@ -184,12 +184,6 @@ class FreqtradeBot:
             _whitelist.extend([trade.pair for trade in trades if trade.pair not in _whitelist])
         return _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_free_open_trades(self):
         """
         Return the number of free open trades slots or 0 if

From f8b01f5a43981e71534f2e4ce70717da9374a3ed Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 11:28:36 +0300
Subject: [PATCH 376/417] Make flake happy

---
 freqtrade/data/dataprovider.py  | 2 +-
 freqtrade/freqtradebot.py       | 2 +-
 freqtrade/strategy/interface.py | 3 ++-
 3 files changed, 4 insertions(+), 3 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index ad7b7ada3..95348e56e 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -5,7 +5,7 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
 Common Interface for bot and strategy to access data.
 """
 import logging
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional
 
 from pandas import DataFrame
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index f365a30fd..151a319e2 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -7,7 +7,7 @@ import traceback
 from datetime import datetime
 from math import isclose
 from threading import Lock
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional
 
 import arrow
 from cachetools import TTLCache
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 68666efab..5173265bc 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -7,7 +7,7 @@ import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timezone
 from enum import Enum
-from typing import Dict, List, NamedTuple, Optional, Tuple
+from typing import Dict, NamedTuple, Optional, Tuple
 
 import arrow
 from pandas import DataFrame
@@ -20,6 +20,7 @@ from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
+
 logger = logging.getLogger(__name__)
 
 

From facaaabc1eaec70639919087b8dcd5a55c882599 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 11:49:24 +0300
Subject: [PATCH 377/417] Rename _refresh_whitelist()

---
 freqtrade/freqtradebot.py | 9 +++++----
 tests/conftest.py         | 2 +-
 2 files changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 151a319e2..6b99e95b6 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -84,7 +84,7 @@ class FreqtradeBot:
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
             self.config.get('edge', {}).get('enabled', False) else None
 
-        self.active_pair_whitelist = self._refresh_whitelist()
+        self.active_pair_whitelist = self._refresh_active_whitelist()
 
         # Set initial bot state from config
         initial_state = self.config.get('initial_state')
@@ -142,7 +142,7 @@ class FreqtradeBot:
         # Query trades from persistence layer
         trades = Trade.get_open_trades()
 
-        self.active_pair_whitelist = self._refresh_whitelist(trades)
+        self.active_pair_whitelist = self._refresh_active_whitelist(trades)
 
         # Refreshing candles
         self.dataprovider.refresh(self.dataprovider.create_pair_list(self.active_pair_whitelist),
@@ -165,9 +165,10 @@ class FreqtradeBot:
 
         Trade.session.flush()
 
-    def _refresh_whitelist(self, trades: List[Trade] = []) -> List[str]:
+    def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]:
         """
-        Refresh whitelist from pairlist or edge and extend it with trades.
+        Refresh active whitelist from pairlist or edge and extend it with
+        pairs that have open trades.
         """
         # Refresh whitelist
         self.pairlists.refresh_pairlist()
diff --git a/tests/conftest.py b/tests/conftest.py
index 40ab436cf..623447e9c 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -92,7 +92,7 @@ def patch_wallet(mocker, free=999.9) -> None:
 
 
 def patch_whitelist(mocker, conf) -> None:
-    mocker.patch('freqtrade.freqtradebot.FreqtradeBot._refresh_whitelist',
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot._refresh_active_whitelist',
                  MagicMock(return_value=conf['exchange']['pair_whitelist']))
 
 

From e7c11ed2cfe16574e455e0706da04a8982cda8bd Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 11:59:47 +0300
Subject: [PATCH 378/417] Fix fetching timeframe (failed in backtesting)

---
 freqtrade/data/dataprovider.py | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 95348e56e..602a92358 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -25,7 +25,6 @@ class DataProvider:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
-        self._timeframe = self._config['ticker_interval']
 
     def refresh(self,
                 pairlist: ListPairsWithTimeframes,
@@ -50,7 +49,7 @@ class DataProvider:
         """
         Create list of pair tuples with (pair, ticker_interval)
         """
-        return [(pair, timeframe or self._timeframe) for pair in pairs]
+        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
 
     def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
         """
@@ -62,7 +61,7 @@ class DataProvider:
                      Use False only for read-only operations (where the dataframe is not modified)
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
-            return self._exchange.klines((pair, timeframe or self._timeframe),
+            return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
                                          copy=copy)
         else:
             return DataFrame()
@@ -74,7 +73,7 @@ class DataProvider:
         :param timeframe: timeframe to get data for
         """
         return load_pair_history(pair=pair,
-                                 timeframe=timeframe or self._timeframe,
+                                 timeframe=timeframe or self._config['ticker_interval'],
                                  datadir=self._config['datadir']
                                  )
 

From 22a08768f73112f8f1e1cddbb63774cb988c0eba Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 May 2020 12:40:25 +0200
Subject: [PATCH 379/417] Add test for cancel_open_order

---
 tests/test_freqtradebot.py | 20 +++++++++++++++++++-
 1 file changed, 19 insertions(+), 1 deletion(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 8e3bc8928..940ae8e77 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -22,7 +22,7 @@ from freqtrade.strategy.interface import SellCheckTuple, SellType
 from freqtrade.worker import Worker
 from tests.conftest import (get_patched_freqtradebot, get_patched_worker,
                             log_has, log_has_re, patch_edge, patch_exchange,
-                            patch_get_signal, patch_wallet, patch_whitelist)
+                            patch_get_signal, patch_wallet, patch_whitelist, create_mock_trades)
 
 
 def patch_RPCManager(mocker) -> MagicMock:
@@ -3882,3 +3882,21 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order,
     assert log_has_re(r"Unable to create trade for XRP/BTC: "
                       r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",
                       caplog)
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
+    default_conf['cancel_open_orders_on_exit'] = True
+    mocker.patch('freqtrade.exchange.Exchange.get_order',
+                 side_effect=[DependencyException(), limit_sell_order, limit_buy_order])
+    buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_buy')
+    sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_sell')
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    create_mock_trades(fee)
+    trades = Trade.query.all()
+    assert len(trades) == 3
+    freqtrade.cancel_all_open_orders()
+    assert buy_mock.call_count == 1
+    assert sell_mock.call_count == 1
+

From 7a11219b613b2ce782afa113456e2571a54817cc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 May 2020 13:17:48 +0200
Subject: [PATCH 380/417] Reword some documentation strings

Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
---
 docs/configuration.md             | 2 +-
 freqtrade/commands/cli_options.py | 2 +-
 freqtrade/freqtradebot.py         | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index b0b840fcc..7405fc92e 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -51,7 +51,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). 
         **Datatype:** String
 | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. 
        *Defaults to `true`.* 
         **Datatype:** Boolean
 | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.
        *Defaults to `1000`.* 
         **Datatype:** Float
-| `cancel_open_orders_on_exit` | Cancel orders when `/stop` is issued or `ctrl+c` is pressed. This will allow you to use `/stop` to cancel unfilled orders in the event of a market crash. This will not impact open positions. 
        *Defaults to `False`.* 
         **Datatype:** Boolean
+| `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. 
        *Defaults to `false`.* 
         **Datatype:** Boolean
 | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). 
        *Defaults to `false`.*  
         **Datatype:** Boolean
 | `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). 
         **Datatype:** Dict
 | `stoploss` |  **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).  
         **Datatype:** Float (as ratio)
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index cca9d7048..7a2110a91 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -111,7 +111,7 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "cancel_open_orders_on_exit": Arg(
         '--cancel-open-orders-on-exit',
-        help='Close unfilled open orders when the bot stops / exits',
+        help='Close unfilled and partially filled open orders when the bot stops / exits.',
         action='store_true',
     ),
     # Optimize common
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index cad8b4aea..3b3758f36 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -170,7 +170,7 @@ class FreqtradeBot:
 
     def process_stopped(self) -> None:
         """
-        Close all trades that were left open
+        Close all orders that were left open
         """
         if self.config['cancel_open_orders_on_exit']:
             self.cancel_all_open_orders()

From fed75d8718303b837f5192711f9a68189a9c7efa Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 16 May 2020 13:23:40 +0200
Subject: [PATCH 381/417] remove --cancel_open_orders cli switch

---
 freqtrade/commands/arguments.py          | 2 +-
 freqtrade/commands/cli_options.py        | 5 -----
 freqtrade/configuration/configuration.py | 5 -----
 tests/test_arguments.py                  | 8 --------
 tests/test_configuration.py              | 2 --
 5 files changed, 1 insertion(+), 21 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 234b719f7..a03da00ab 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -13,7 +13,7 @@ ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_dat
 
 ARGS_STRATEGY = ["strategy", "strategy_path"]
 
-ARGS_TRADE = ["db_url", "sd_notify", "dry_run", "cancel_open_orders_on_exit"]
+ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
 
 ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
                         "max_open_trades", "stake_amount", "fee"]
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 7a2110a91..a8f2ffdba 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -109,11 +109,6 @@ AVAILABLE_CLI_OPTIONS = {
         help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).',
         action='store_true',
     ),
-    "cancel_open_orders_on_exit": Arg(
-        '--cancel-open-orders-on-exit',
-        help='Close unfilled and partially filled open orders when the bot stops / exits.',
-        action='store_true',
-    ),
     # Optimize common
     "ticker_interval": Arg(
         '-i', '--ticker-interval',
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 188d79f90..7edd9bca1 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -134,11 +134,6 @@ class Configuration:
         if config['runmode'] not in TRADING_MODES:
             return
 
-        if self.args.get('cancel_open_orders_on_exit', False):
-            config.update({
-                'cancel_open_orders_on_exit': self.args.get('cancel_open_orders_on_exit')
-            })
-
         if config.get('dry_run', False):
             logger.info('Dry run is enabled')
             if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index 91501384b..0052a61d0 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -64,14 +64,6 @@ def test_parse_args_db_url() -> None:
     assert args["db_url"] == 'sqlite:///test.sqlite'
 
 
-def test_parse_args_cancel_open_orders_on_exit() -> None:
-    args = Arguments(['trade']).get_parsed_arg()
-    assert args["cancel_open_orders_on_exit"] is False
-
-    args = Arguments(['trade', '--cancel-open-orders-on-exit']).get_parsed_arg()
-    assert args["cancel_open_orders_on_exit"] is True
-
-
 def test_parse_args_verbose() -> None:
     args = Arguments(['trade', '-v']).get_parsed_arg()
     assert args["verbosity"] == 1
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 0315ffe1b..c89f1381e 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -250,7 +250,6 @@ def test_load_config_with_params(default_conf, mocker) -> None:
         '--strategy', 'TestStrategy',
         '--strategy-path', '/some/path',
         '--db-url', 'sqlite:///someurl',
-        '--cancel-open-orders-on-exit',
     ]
     args = Arguments(arglist).get_parsed_arg()
     configuration = Configuration(args)
@@ -259,7 +258,6 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     assert validated_conf.get('strategy') == 'TestStrategy'
     assert validated_conf.get('strategy_path') == '/some/path'
     assert validated_conf.get('db_url') == 'sqlite:///someurl'
-    assert validated_conf.get('cancel_open_orders_on_exit') is True
 
     # Test conf provided db_url prod
     conf = default_conf.copy()

From 5f2a871637b62a0a327750118b4d28e86169c428 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sat, 16 May 2020 17:15:58 +0300
Subject: [PATCH 382/417] Add missing module

---
 freqtrade/data/common.py | 7 +++++++
 1 file changed, 7 insertions(+)
 create mode 100644 freqtrade/data/common.py

diff --git a/freqtrade/data/common.py b/freqtrade/data/common.py
new file mode 100644
index 000000000..7a61d51ea
--- /dev/null
+++ b/freqtrade/data/common.py
@@ -0,0 +1,7 @@
+"""
+Common datatypes
+"""
+from typing import List, Tuple
+
+# List of pairs with their timeframes
+ListPairsWithTimeframes = List[Tuple[str, str]]

From baf5f4f29cd0caa5d0c76471e989a193daec0bcd Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sat, 16 May 2020 21:28:54 +0300
Subject: [PATCH 383/417] Update freqtrade/constants.py

---
 freqtrade/constants.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 0c8dde8c4..e56586bbc 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -326,6 +326,6 @@ SCHEMA_MINIMAL_REQUIRED = [
 CANCEL_REASON = {
     "TIMEOUT": "cancelled due to timeout",
     "PARTIALLY_FILLED": "partially filled - keeping order open",
-    "ALL_CANCELLED": "cancelled (all unfilled orders cancelled)",
+    "ALL_CANCELLED": "cancelled (all unfilled and partially filled open orders cancelled)",
     "CANCELLED_ON_EXCHANGE": "cancelled on exchange",
 }

From d457542d962796011a4dd23259d1a453182720d2 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 17 May 2020 11:11:49 +0300
Subject: [PATCH 384/417] Fix PrecisionFilter

---
 freqtrade/pairlist/PrecisionFilter.py | 19 ++++++++-----------
 1 file changed, 8 insertions(+), 11 deletions(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 422cd865c..85fa592f8 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -14,10 +14,8 @@ class PrecisionFilter(IPairList):
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
-        self._stoploss = self._config.get('stoploss')
-        if self._stoploss is not None:
-            # Precalculate sanitized stoploss value to avoid recalculation for every pair
-            self._stoploss = 1 - abs(self._stoploss)
+        # Precalculate sanitized stoploss value to avoid recalculation for every pair
+        self._stoploss = 1 - abs(self._config['stoploss'])
 
     @property
     def needstickers(self) -> bool:
@@ -63,12 +61,11 @@ class PrecisionFilter(IPairList):
         """
         Filters and sorts pairlists and assigns and returns them again.
         """
-        if self._stoploss:
-            # Copy list since we're modifying this list
-            for p in deepcopy(pairlist):
-                ticker = tickers[p]
-                # Filter out assets which would not allow setting a stoploss
-                if not self._validate_precision_filter(ticker, self._stoploss):
-                    pairlist.remove(p)
+        # Copy list since we're modifying this list
+        for p in deepcopy(pairlist):
+            ticker = tickers[p]
+            # Filter out assets which would not allow setting a stoploss
+            if not self._validate_precision_filter(ticker, self._stoploss):
+                pairlist.remove(p)
 
         return pairlist

From ce185a3b193429a0ca00cb8119ad8a99e786f422 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 17 May 2020 11:39:18 +0300
Subject: [PATCH 385/417] Remove pairs with no ticker available when it's
 needed

---
 freqtrade/pairlist/pairlistmanager.py | 20 ++++++++++++++++++--
 1 file changed, 18 insertions(+), 2 deletions(-)

diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 5b4c5b602..07dec912e 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -5,6 +5,7 @@ Provides lists as configured in config.json
 
  """
 import logging
+from copy import deepcopy
 from typing import Dict, List
 
 from cachetools import TTLCache, cached
@@ -79,13 +80,14 @@ class PairListManager():
         Run pairlist through all configured pairlists.
         """
 
-        pairlist = self._whitelist.copy()
-
         # tickers should be cached to avoid calling the exchange on each call.
         tickers: Dict = {}
         if self._tickers_needed:
             tickers = self._get_cached_tickers()
 
+        # Adjust whitelist if filters are using tickers
+        pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
+
         # Process all pairlists in chain
         for pl in self._pairlists:
             pairlist = pl.filter_pairlist(pairlist, tickers)
@@ -94,3 +96,17 @@ class PairListManager():
         pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
 
         self._whitelist = pairlist
+
+    def _prepare_whitelist(self, pairlist: List[str], tickers) -> List[str]:
+        """
+        Prepare pairlist for Pairlist Filters that use tickers data - remove
+        pairs that do not have ticker available
+        """
+        if self._tickers_needed:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                ticker = tickers.get(p)
+                if not ticker:
+                    pairlist.remove(p)
+
+        return pairlist

From 1e76bff1bd5cef49fa7f61de13ece4e5fc354b96 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 May 2020 10:52:20 +0200
Subject: [PATCH 386/417] Add sell_order_status to keep track of cancellations

---
 freqtrade/persistence.py        | 9 +++++++--
 freqtrade/rpc/telegram.py       | 8 ++++++--
 tests/rpc/test_rpc.py           | 2 ++
 tests/rpc/test_rpc_apiserver.py | 2 ++
 tests/rpc/test_rpc_telegram.py  | 1 +
 tests/test_persistence.py       | 3 +++
 6 files changed, 21 insertions(+), 4 deletions(-)

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index ea34fd5bf..3f7f4e0e9 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -86,7 +86,7 @@ def check_migrate(engine) -> None:
         logger.debug(f'trying {table_back_name}')
 
     # Check for latest column
-    if not has_column(cols, 'fee_close_cost'):
+    if not has_column(cols, 'sell_order_status'):
         logger.info(f'Running database migration - backup available as {table_back_name}')
 
         fee_open = get_column_def(cols, 'fee_open', 'fee')
@@ -113,6 +113,7 @@ def check_migrate(engine) -> None:
         close_profit_abs = get_column_def(
             cols, 'close_profit_abs',
             f"(amount * close_rate * (1 - {fee_close})) - {open_trade_price}")
+        sell_order_status = get_column_def(cols, 'sell_order_status', 'null')
 
         # Schema migration necessary
         engine.execute(f"alter table trades rename to {table_back_name}")
@@ -131,7 +132,7 @@ def check_migrate(engine) -> None:
                 stake_amount, amount, open_date, close_date, open_order_id,
                 stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
                 stoploss_order_id, stoploss_last_update,
-                max_rate, min_rate, sell_reason, strategy,
+                max_rate, min_rate, sell_reason, sell_order_status, strategy,
                 ticker_interval, open_trade_price, close_profit_abs
                 )
             select id, lower(exchange),
@@ -153,6 +154,7 @@ def check_migrate(engine) -> None:
                 {initial_stop_loss_pct} initial_stop_loss_pct,
                 {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
                 {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
+                {sell_order_status} sell_order_status,
                 {strategy} strategy, {ticker_interval} ticker_interval,
                 {open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs
                 from {table_back_name}
@@ -228,6 +230,7 @@ class Trade(_DECL_BASE):
     # Lowest price reached
     min_rate = Column(Float, nullable=True)
     sell_reason = Column(String, nullable=True)
+    sell_order_status = Column(String, nullable=True)
     strategy = Column(String, nullable=True)
     ticker_interval = Column(Integer, nullable=True)
 
@@ -267,6 +270,7 @@ class Trade(_DECL_BASE):
             'stake_amount': round(self.stake_amount, 8),
             'close_profit': self.close_profit,
             'sell_reason': self.sell_reason,
+            'sell_order_status': self.sell_order_status,
             'stop_loss': self.stop_loss,
             'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
             'initial_stop_loss': self.initial_stop_loss,
@@ -370,6 +374,7 @@ class Trade(_DECL_BASE):
         self.close_profit_abs = self.calc_profit()
         self.close_date = datetime.utcnow()
         self.is_open = False
+        self.sell_order_status = 'closed'
         self.open_order_id = None
         logger.info(
             'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 856b8f138..19307253c 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -226,9 +226,13 @@ class Telegram(RPC):
                     # Adding stoploss and stoploss percentage only if it is not None
                     "*Stoploss:* `{stop_loss:.8f}` " +
                     ("`({stop_loss_pct:.2f}%)`" if r['stop_loss_pct'] else ""),
-
-                    "*Open Order:* `{open_order}`" if r['open_order'] else ""
                 ]
+                if r['open_order']:
+                    if r['sell_order_status']:
+                        lines.append("*Open Order:* `{open_order}` - `{sell_order_status}`")
+                    else:
+                        lines.append("*Open Order:* `{open_order}`")
+
                 # Filter empty lines using list-comprehension
                 messages.append("\n".join([l for l in lines if l]).format(**r))
 
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index a1e6d9f26..8a4c812a7 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -60,6 +60,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_trade_price': ANY,
         'close_rate_requested': ANY,
         'sell_reason': ANY,
+        'sell_order_status': ANY,
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
@@ -103,6 +104,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_trade_price': ANY,
         'close_rate_requested': ANY,
         'sell_reason': ANY,
+        'sell_order_status': ANY,
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index b953097d5..a0e8e0c9e 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -520,6 +520,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'open_rate_requested': 1.098e-05,
                         'open_trade_price': 0.0010025,
                         'sell_reason': None,
+                        'sell_order_status': None,
                         'strategy': 'DefaultStrategy',
                         'ticker_interval': 5}]
 
@@ -626,6 +627,7 @@ def test_api_forcebuy(botclient, mocker, fee):
                        'open_rate_requested': None,
                        'open_trade_price': 0.2460546025,
                        'sell_reason': None,
+                       'sell_order_status': None,
                        'strategy': None,
                        'ticker_interval': None
                        }
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index bbc961763..b84073dcc 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -170,6 +170,7 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
             'current_profit': -0.59,
             'initial_stop_loss': 1.098e-05,
             'stop_loss': 1.099e-05,
+            'sell_order_status': None,
             'initial_stop_loss_pct': -0.05,
             'stop_loss_pct': -0.01,
             'open_order': '(limit buy rem=0.00000000)'
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 5c7686e28..25afed397 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -477,6 +477,7 @@ def test_migrate_old(mocker, default_conf, fee):
     assert trade.close_rate_requested is None
     assert trade.close_rate is not None
     assert pytest.approx(trade.close_profit_abs) == trade.calc_profit()
+    assert trade.sell_order_status is None
 
 
 def test_migrate_new(mocker, default_conf, fee, caplog):
@@ -756,6 +757,7 @@ def test_to_json(default_conf, fee):
                       'stake_amount': 0.001,
                       'close_profit': None,
                       'sell_reason': None,
+                      'sell_order_status': None,
                       'stop_loss': None,
                       'stop_loss_pct': None,
                       'initial_stop_loss': None,
@@ -810,6 +812,7 @@ def test_to_json(default_conf, fee):
                       'open_rate_requested': None,
                       'open_trade_price': 12.33075,
                       'sell_reason': None,
+                      'sell_order_status': None,
                       'strategy': None,
                       'ticker_interval': None}
 

From dd55d2eea378fa385bbfa7a6ad7b9d6f81e1818a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 May 2020 10:53:07 +0200
Subject: [PATCH 387/417] Reduce spammyness of parcial cancel orders

---
 freqtrade/freqtradebot.py | 11 ++++++++---
 1 file changed, 8 insertions(+), 3 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 3b3758f36..c0d7026b2 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -879,10 +879,10 @@ class FreqtradeBot:
                 logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
                 continue
 
-            trade_state_update = self.update_trade_state(trade, order)
+            fully_cancelled = self.update_trade_state(trade, order)
 
             if (order['side'] == 'buy' and (
-                    trade_state_update
+                    fully_cancelled
                     or self._check_timed_out('buy', order)
                     or strategy_safe_wrapper(self.strategy.check_buy_timeout,
                                              default_retval=False)(pair=trade.pair,
@@ -891,7 +891,7 @@ class FreqtradeBot:
                 self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
             elif (order['side'] == 'sell' and (
-                  trade_state_update
+                  fully_cancelled
                   or self._check_timed_out('sell', order)
                   or strategy_safe_wrapper(self.strategy.check_sell_timeout,
                                            default_retval=False)(pair=trade.pair,
@@ -1126,6 +1126,11 @@ class FreqtradeBot:
         """
         Sends rpc notification when a sell cancel occured.
         """
+        if trade.sell_order_status == reason:
+            return
+        else:
+            trade.sell_order_status = reason
+
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
         current_rate = self.get_sell_rate(trade.pair, False)

From 2074d986a6c91d4bc8d80e713a8d846a3307eb83 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 May 2020 11:12:30 +0200
Subject: [PATCH 388/417] Update test to verify we're not spamming messages

---
 freqtrade/freqtradebot.py  |  4 ++--
 tests/test_freqtradebot.py | 31 ++++++++++++++++++++++++-------
 2 files changed, 26 insertions(+), 9 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c0d7026b2..a6d32d8fe 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -881,7 +881,7 @@ class FreqtradeBot:
 
             fully_cancelled = self.update_trade_state(trade, order)
 
-            if (order['side'] == 'buy' and (
+            if (order['side'] == 'buy' and (order['status'] == 'open' or fully_cancelled) and (
                     fully_cancelled
                     or self._check_timed_out('buy', order)
                     or strategy_safe_wrapper(self.strategy.check_buy_timeout,
@@ -890,7 +890,7 @@ class FreqtradeBot:
                                                                    order=order))):
                 self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
-            elif (order['side'] == 'sell' and (
+            elif (order['side'] == 'sell' and (order['status'] == 'open' or fully_cancelled) and (
                   fully_cancelled
                   or self._check_timed_out('sell', order)
                   or strategy_safe_wrapper(self.strategy.check_sell_timeout,
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5c5785ca3..fb4765b48 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2407,30 +2407,47 @@ def test_handle_cancel_buy_corder_empty(mocker, default_conf, limit_buy_order,
     assert cancel_order_mock.call_count == 1
 
 
-def test_handle_cancel_sell_limit(mocker, default_conf) -> None:
-    patch_RPCManager(mocker)
+def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None:
+    send_msg_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        cancel_order=cancel_order_mock
+        cancel_order=cancel_order_mock,
     )
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate', return_value=0.245441)
 
     freqtrade = FreqtradeBot(default_conf)
-    freqtrade._notify_sell_cancel = MagicMock()
 
-    trade = MagicMock()
+    trade = Trade(
+        pair='LTC/ETH',
+        amount=2,
+        exchange='binance',
+        open_rate=0.245441,
+        open_order_id="123456",
+        open_date=arrow.utcnow().datetime,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+    )
     order = {'remaining': 1,
              'amount': 1,
              'status': "open"}
     reason = CANCEL_REASON['TIMEOUT']
     assert freqtrade.handle_cancel_sell(trade, order, reason)
     assert cancel_order_mock.call_count == 1
+    assert send_msg_mock.call_count == 1
+
+    send_msg_mock.reset_mock()
+
     order['amount'] = 2
-    assert (freqtrade.handle_cancel_sell(trade, order, reason)
-            == CANCEL_REASON['PARTIALLY_FILLED'])
+    assert freqtrade.handle_cancel_sell(trade, order, reason) == CANCEL_REASON['PARTIALLY_FILLED']
     # Assert cancel_order was not called (callcount remains unchanged)
     assert cancel_order_mock.call_count == 1
+    assert send_msg_mock.call_count == 1
+    assert freqtrade.handle_cancel_sell(trade, order, reason) == CANCEL_REASON['PARTIALLY_FILLED']
+    # Message should not be iterated again
+    assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED']
+    assert send_msg_mock.call_count == 1
 
 
 def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:

From 285bc2511e61eb37a852b651f1e76ffc1eafa01a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 May 2020 11:23:55 +0200
Subject: [PATCH 389/417] Improve testcov for default check_*_timeout methods

---
 tests/test_freqtradebot.py | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index fb4765b48..a1358abdc 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1976,6 +1976,10 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
 
     Trade.session.add(open_trade)
 
+    # Ensure default is to return empty (so not mocked yet)
+    freqtrade.check_handle_timedout()
+    assert cancel_order_mock.call_count == 0
+
     # Return false - trade remains open
     freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
     freqtrade.check_handle_timedout()
@@ -2106,6 +2110,9 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_
     open_trade.is_open = False
 
     Trade.session.add(open_trade)
+    # Ensure default is false
+    freqtrade.check_handle_timedout()
+    assert cancel_order_mock.call_count == 0
 
     freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
     # Return false - No impact

From 97c50f86e984c7b48ab6ec192c1835ba9b9ef178 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 17 May 2020 14:10:11 +0300
Subject: [PATCH 390/417] Cleanup pairlistmanager

---
 freqtrade/pairlist/pairlistmanager.py | 19 ++++++++-----------
 1 file changed, 8 insertions(+), 11 deletions(-)

diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 07dec912e..b01f1342b 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -1,9 +1,6 @@
 """
-Static List provider
-
-Provides lists as configured in config.json
-
- """
+PairList manager class
+"""
 import logging
 from copy import deepcopy
 from typing import Dict, List
@@ -14,6 +11,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 from freqtrade.resolvers import PairListResolver
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -79,8 +77,7 @@ class PairListManager():
         """
         Run pairlist through all configured pairlists.
         """
-
-        # tickers should be cached to avoid calling the exchange on each call.
+        # Tickers should be cached to avoid calling the exchange on each call.
         tickers: Dict = {}
         if self._tickers_needed:
             tickers = self._get_cached_tickers()
@@ -92,21 +89,21 @@ class PairListManager():
         for pl in self._pairlists:
             pairlist = pl.filter_pairlist(pairlist, tickers)
 
-        # Validation against blacklist happens after the pairlists to ensure blacklist is respected.
+        # Validation against blacklist happens after the pairlists to ensure
+        # blacklist is respected.
         pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
 
         self._whitelist = pairlist
 
     def _prepare_whitelist(self, pairlist: List[str], tickers) -> List[str]:
         """
-        Prepare pairlist for Pairlist Filters that use tickers data - remove
+        Prepare sanitized pairlist for Pairlist Filters that use tickers data - remove
         pairs that do not have ticker available
         """
         if self._tickers_needed:
             # Copy list since we're modifying this list
             for p in deepcopy(pairlist):
-                ticker = tickers.get(p)
-                if not ticker:
+                if p not in tickers:
                     pairlist.remove(p)
 
         return pairlist

From ae69d31095bb5241690036c39acb2ca768b96f26 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 17 May 2020 14:13:26 +0300
Subject: [PATCH 391/417] Cosmetics in IPairList

---
 freqtrade/pairlist/IPairList.py | 8 +++-----
 1 file changed, 3 insertions(+), 5 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index e089e546c..e2eb364bc 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -1,9 +1,6 @@
 """
-Static List provider
-
-Provides lists as configured in config.json
-
- """
+PairList base class
+"""
 import logging
 from abc import ABC, abstractmethod, abstractproperty
 from copy import deepcopy
@@ -13,6 +10,7 @@ from cachetools import TTLCache, cached
 
 from freqtrade.exchange import market_is_active
 
+
 logger = logging.getLogger(__name__)
 
 

From 16622bbfadc26561fe134a08f7bfeaba89134390 Mon Sep 17 00:00:00 2001
From: hroff-1902 
Date: Sun, 17 May 2020 14:26:21 +0300
Subject: [PATCH 392/417] Cosmetics in pair lists

---
 freqtrade/pairlist/PrecisionFilter.py | 7 +++++--
 freqtrade/pairlist/PriceFilter.py     | 7 +++++--
 freqtrade/pairlist/SpreadFilter.py    | 4 ++++
 freqtrade/pairlist/StaticPairList.py  | 8 ++++----
 freqtrade/pairlist/VolumePairList.py  | 9 +++++----
 5 files changed, 23 insertions(+), 12 deletions(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 85fa592f8..6bd9c594e 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -1,9 +1,13 @@
+"""
+Precision pair list filter
+"""
 import logging
 from copy import deepcopy
 from typing import Any, Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -63,9 +67,8 @@ class PrecisionFilter(IPairList):
         """
         # Copy list since we're modifying this list
         for p in deepcopy(pairlist):
-            ticker = tickers[p]
             # Filter out assets which would not allow setting a stoploss
-            if not self._validate_precision_filter(ticker, self._stoploss):
+            if not self._validate_precision_filter(tickers[p], self._stoploss):
                 pairlist.remove(p)
 
         return pairlist
diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index 166515148..167717656 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -1,9 +1,13 @@
+"""
+Price pair list filter
+"""
 import logging
 from copy import deepcopy
 from typing import Any, Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -61,9 +65,8 @@ class PriceFilter(IPairList):
         if self._low_price_ratio:
             # Copy list since we're modifying this list
             for p in deepcopy(pairlist):
-                ticker = tickers[p]
                 # Filter out assets which would not allow setting a stoploss
-                if not self._validate_ticker_lowprice(ticker):
+                if not self._validate_ticker_lowprice(tickers[p]):
                     pairlist.remove(p)
 
         return pairlist
diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py
index 5b886135f..88e143a50 100644
--- a/freqtrade/pairlist/SpreadFilter.py
+++ b/freqtrade/pairlist/SpreadFilter.py
@@ -1,9 +1,13 @@
+"""
+Spread pair list filter
+"""
 import logging
 from copy import deepcopy
 from typing import Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py
index 0050fbd5c..07e559168 100644
--- a/freqtrade/pairlist/StaticPairList.py
+++ b/freqtrade/pairlist/StaticPairList.py
@@ -1,14 +1,14 @@
 """
-Static List provider
+Static Pair List provider
 
-Provides lists as configured in config.json
-
- """
+Provides pair white list as it configured in config
+"""
 import logging
 from typing import Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 46ff4b9c8..e20fb3577 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -1,9 +1,8 @@
 """
 Volume PairList provider
 
-Provides lists as configured in config.json
-
- """
+Provides dynamic pair list based on trade volumes
+"""
 import logging
 from datetime import datetime
 from typing import Any, Dict, List
@@ -11,8 +10,10 @@ from typing import Any, Dict, List
 from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
+
 SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
 
 
@@ -115,7 +116,7 @@ class VolumePairList(IPairList):
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
         pairs = self._verify_blacklist(pairs, aswarning=False)
-        # Limit to X number of pairs
+        # Limit pairlist to the requested number of pairs
         pairs = pairs[:self._number_pairs]
 
         return pairs

From 943a2a08f858d472a84be39080dcc7c6cf93eb2f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 17 May 2020 20:12:01 +0200
Subject: [PATCH 393/417] Improve daily API format

---
 freqtrade/rpc/rpc.py            | 26 ++++++++++++--------------
 freqtrade/rpc/telegram.py       | 20 ++++++++++++--------
 tests/rpc/test_rpc.py           | 16 +++++++++-------
 tests/rpc/test_rpc_apiserver.py |  6 ++++--
 4 files changed, 37 insertions(+), 31 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index d3b6b9639..7e2934579 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -206,28 +206,26 @@ class RPC:
                 'trades': len(trades)
             }
 
-        return [
-            [
-                key,
-                '{value:.8f} {symbol}'.format(
-                    value=float(value['amount']),
-                    symbol=stake_currency
-                ),
-                '{value:.3f} {symbol}'.format(
+        data = [
+            {
+                'date': key,
+                'abs_profit': f'{float(value["amount"]):.8f}',
+                'fiat_value': '{value:.3f}'.format(
                     value=self._fiat_converter.convert_amount(
                         value['amount'],
                         stake_currency,
                         fiat_display_currency
                     ) if self._fiat_converter else 0,
-                    symbol=fiat_display_currency
                 ),
-                '{value} trade{s}'.format(
-                    value=value['trades'],
-                    s='' if value['trades'] < 2 else 's'
-                ),
-            ]
+                'trade_count': f'{value["trades"]}',
+            }
             for key, value in profit_days.items()
         ]
+        return {
+            'stake_currency': stake_currency,
+            'fiat_display_currency': fiat_display_currency,
+            'data': data
+        }
 
     def _rpc_trade_history(self, limit: int) -> Dict:
         """ Returns the X last trades """
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 856b8f138..c77567429 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -276,14 +276,18 @@ class Telegram(RPC):
                 stake_cur,
                 fiat_disp_cur
             )
-            stats_tab = tabulate(stats,
-                                 headers=[
-                                     'Day',
-                                     f'Profit {stake_cur}',
-                                     f'Profit {fiat_disp_cur}',
-                                     f'Trades'
-                                 ],
-                                 tablefmt='simple')
+            stats_tab = tabulate(
+                [[day['date'],
+                  f"{day['abs_profit']} {stats['stake_currency']}",
+                  f"{day['fiat_value']} {stats['fiat_display_currency']}",
+                  f"{day['trade_count']} trades"] for day in stats['data']],
+                headers=[
+                    'Day',
+                    f'Profit {stake_cur}',
+                    f'Profit {fiat_disp_cur}',
+                    f'Trades',
+                ],
+                tablefmt='simple')
             message = f'Daily Profit over the last {timescale} days:\n
        d
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