diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 7e0483c3d..5c80bc141 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -16,7 +16,8 @@ on:
concurrency:
group: ${{ github.workflow }}-${{ github.ref }}
cancel-in-progress: true
-
+permissions:
+ repository-projects: read
jobs:
build_linux:
@@ -321,7 +322,6 @@ jobs:
build_linux_online:
# Run pytest with "live" checks
runs-on: ubuntu-22.04
- # permissions:
steps:
- uses: actions/checkout@v3
@@ -425,7 +425,7 @@ jobs:
python setup.py sdist bdist_wheel
- name: Publish to PyPI (Test)
- uses: pypa/gh-action-pypi-publish@v1.7.1
+ uses: pypa/gh-action-pypi-publish@v1.8.3
if: (github.event_name == 'release')
with:
user: __token__
@@ -433,7 +433,7 @@ jobs:
repository_url: https://test.pypi.org/legacy/
- name: Publish to PyPI
- uses: pypa/gh-action-pypi-publish@v1.7.1
+ uses: pypa/gh-action-pypi-publish@v1.8.3
if: (github.event_name == 'release')
with:
user: __token__
@@ -466,12 +466,13 @@ jobs:
- name: Build and test and push docker images
env:
- IMAGE_NAME: freqtradeorg/freqtrade
BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
run: |
build_helpers/publish_docker_multi.sh
deploy_arm:
+ permissions:
+ packages: write
needs: [ deploy ]
# Only run on 64bit machines
runs-on: [self-hosted, linux, ARM64]
@@ -494,8 +495,9 @@ jobs:
- name: Build and test and push docker images
env:
- IMAGE_NAME: freqtradeorg/freqtrade
BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
+ GHCR_USERNAME: ${{ github.actor }}
+ GHCR_TOKEN: ${{ secrets.GITHUB_TOKEN }}
run: |
build_helpers/publish_docker_arm64.sh
diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
index bc2e0bc0d..4784055a9 100644
--- a/.pre-commit-config.yaml
+++ b/.pre-commit-config.yaml
@@ -15,10 +15,10 @@ repos:
additional_dependencies:
- types-cachetools==5.3.0.4
- types-filelock==3.2.7
- - types-requests==2.28.11.15
+ - types-requests==2.28.11.16
- types-tabulate==0.9.0.1
- types-python-dateutil==2.8.19.10
- - SQLAlchemy==2.0.5.post1
+ - SQLAlchemy==2.0.7
# stages: [push]
- repo: https://github.com/pycqa/isort
diff --git a/build_helpers/install_ta-lib.sh b/build_helpers/install_ta-lib.sh
index 079d578b4..005d9abca 100755
--- a/build_helpers/install_ta-lib.sh
+++ b/build_helpers/install_ta-lib.sh
@@ -8,8 +8,8 @@ if [ -n "$2" ] || [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
tar zxvf ta-lib-0.4.0-src.tar.gz
cd ta-lib \
&& sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
- && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.guess;hb=HEAD' -o config.guess \
- && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' -o config.sub \
+ && curl 'https://raw.githubusercontent.com/gcc-mirror/gcc/master/config.guess' -o config.guess \
+ && curl 'https://raw.githubusercontent.com/gcc-mirror/gcc/master/config.sub' -o config.sub \
&& ./configure --prefix=${INSTALL_LOC}/ \
&& make
if [ $? -ne 0 ]; then
diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
index f3cedff2e..a6ecdbee6 100755
--- a/build_helpers/publish_docker_arm64.sh
+++ b/build_helpers/publish_docker_arm64.sh
@@ -3,6 +3,10 @@
# Use BuildKit, otherwise building on ARM fails
export DOCKER_BUILDKIT=1
+IMAGE_NAME=freqtradeorg/freqtrade
+CACHE_IMAGE=freqtradeorg/freqtrade_cache
+GHCR_IMAGE_NAME=ghcr.io/freqtrade/freqtrade
+
# Replace / with _ to create a valid tag
TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
TAG_PLOT=${TAG}_plot
@@ -14,7 +18,6 @@ TAG_ARM=${TAG}_arm
TAG_PLOT_ARM=${TAG_PLOT}_arm
TAG_FREQAI_ARM=${TAG_FREQAI}_arm
TAG_FREQAI_RL_ARM=${TAG_FREQAI_RL}_arm
-CACHE_IMAGE=freqtradeorg/freqtrade_cache
echo "Running for ${TAG}"
@@ -38,13 +41,13 @@ if [ $? -ne 0 ]; then
echo "failed building multiarch images"
return 1
fi
-# Tag image for upload and next build step
-docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .
+# Tag image for upload and next build step
+docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
docker tag freqtrade:$TAG_FREQAI_ARM ${CACHE_IMAGE}:$TAG_FREQAI_ARM
docker tag freqtrade:$TAG_FREQAI_RL_ARM ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
@@ -59,7 +62,6 @@ fi
docker images
-# docker push ${IMAGE_NAME}
docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
docker push ${CACHE_IMAGE}:$TAG_FREQAI_ARM
docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
@@ -82,14 +84,30 @@ docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI}
docker manifest create ${IMAGE_NAME}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM}
docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI_RL}
+# copy images to ghcr.io
+
+alias crane="docker run --rm -i -v $(pwd)/.crane:/home/nonroot/.docker/ gcr.io/go-containerregistry/crane"
+mkdir .crane
+chmod a+rwx .crane
+
+echo "${GHCR_TOKEN}" | crane auth login ghcr.io -u "${GHCR_USERNAME}" --password-stdin
+
+crane copy ${IMAGE_NAME}:${TAG_FREQAI_RL} ${GHCR_IMAGE_NAME}:${TAG_FREQAI_RL}
+crane copy ${IMAGE_NAME}:${TAG_FREQAI} ${GHCR_IMAGE_NAME}:${TAG_FREQAI}
+crane copy ${IMAGE_NAME}:${TAG_PLOT} ${GHCR_IMAGE_NAME}:${TAG_PLOT}
+crane copy ${IMAGE_NAME}:${TAG} ${GHCR_IMAGE_NAME}:${TAG}
+
# Tag as latest for develop builds
if [ "${TAG}" = "develop" ]; then
echo 'Tagging image as latest'
docker manifest create ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
docker manifest push -p ${IMAGE_NAME}:latest
+
+ crane copy ${IMAGE_NAME}:latest ${GHCR_IMAGE_NAME}:latest
fi
docker images
+rm -rf .crane
# Cleanup old images from arm64 node.
docker image prune -a --force --filter "until=24h"
diff --git a/build_helpers/publish_docker_multi.sh b/build_helpers/publish_docker_multi.sh
index 3e5e61564..27fa06b95 100755
--- a/build_helpers/publish_docker_multi.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -2,6 +2,8 @@
# The below assumes a correctly setup docker buildx environment
+IMAGE_NAME=freqtradeorg/freqtrade
+CACHE_IMAGE=freqtradeorg/freqtrade_cache
# Replace / with _ to create a valid tag
TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
TAG_PLOT=${TAG}_plot
@@ -11,7 +13,6 @@ TAG_PI="${TAG}_pi"
PI_PLATFORM="linux/arm/v7"
echo "Running for ${TAG}"
-CACHE_IMAGE=freqtradeorg/freqtrade_cache
CACHE_TAG=${CACHE_IMAGE}:${TAG_PI}_cache
# Add commit and commit_message to docker container
diff --git a/docs/bot-basics.md b/docs/bot-basics.md
index 1aa8f3085..ef5e6900b 100644
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -60,10 +60,10 @@ This loop will be repeated again and again until the bot is stopped.
* Load historic data for configured pairlist.
* Calls `bot_start()` once.
-* Calls `bot_loop_start()` once.
* Calculate indicators (calls `populate_indicators()` once per pair).
* Calculate entry / exit signals (calls `populate_entry_trend()` and `populate_exit_trend()` once per pair).
* Loops per candle simulating entry and exit points.
+ * Calls `bot_loop_start()` strategy callback.
* Check for Order timeouts, either via the `unfilledtimeout` configuration, or via `check_entry_timeout()` / `check_exit_timeout()` strategy callbacks.
* Calls `adjust_entry_price()` strategy callback for open entry orders.
* Check for trade entry signals (`enter_long` / `enter_short` columns).
diff --git a/docs/freqai-parameter-table.md b/docs/freqai-parameter-table.md
index f67ea8541..9822a895a 100644
--- a/docs/freqai-parameter-table.md
+++ b/docs/freqai-parameter-table.md
@@ -46,7 +46,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
| `outlier_protection_percentage` | Enable to prevent outlier detection methods from discarding too much data. If more than `outlier_protection_percentage` % of points are detected as outliers by the SVM or DBSCAN, FreqAI will log a warning message and ignore outlier detection, i.e., the original dataset will be kept intact. If the outlier protection is triggered, no predictions will be made based on the training dataset.
**Datatype:** Float.
Default: `30`.
| `reverse_train_test_order` | Split the feature dataset (see below) and use the latest data split for training and test on historical split of the data. This allows the model to be trained up to the most recent data point, while avoiding overfitting. However, you should be careful to understand the unorthodox nature of this parameter before employing it.
**Datatype:** Boolean.
Default: `False` (no reversal).
| `shuffle_after_split` | Split the data into train and test sets, and then shuffle both sets individually.
**Datatype:** Boolean.
Default: `False`.
-| `buffer_train_data_candles` | Cut `buffer_train_data_candles` off the beginning and end of the training data *after* the indicators were populated. The main example use is when predicting maxima and minima, the argrelextrema function cannot know the maxima/minima at the edges of the timerange. To improve model accuracy, it is best to compute argrelextrema on the full timerange and then use this function to cut off the edges (buffer) by the kernel. In another case, if the targets are set to a shifted price movement, this buffer is unnecessary because the shifted candles at the end of the timerange will be NaN and FreqAI will automatically cut those off of the training dataset.
**Datatype:** Boolean.
Default: `False`.
+| `buffer_train_data_candles` | Cut `buffer_train_data_candles` off the beginning and end of the training data *after* the indicators were populated. The main example use is when predicting maxima and minima, the argrelextrema function cannot know the maxima/minima at the edges of the timerange. To improve model accuracy, it is best to compute argrelextrema on the full timerange and then use this function to cut off the edges (buffer) by the kernel. In another case, if the targets are set to a shifted price movement, this buffer is unnecessary because the shifted candles at the end of the timerange will be NaN and FreqAI will automatically cut those off of the training dataset.
**Datatype:** Integer.
Default: `0`.
### Data split parameters
diff --git a/docs/freqai-reinforcement-learning.md b/docs/freqai-reinforcement-learning.md
index 04ca42a5d..f5679a4ba 100644
--- a/docs/freqai-reinforcement-learning.md
+++ b/docs/freqai-reinforcement-learning.md
@@ -55,7 +55,7 @@ where `ReinforcementLearner` will use the templated `ReinforcementLearner` from
dataframe["&-action"] = 0
```
-Most of the function remains the same as for typical Regressors, however, the function above shows how the strategy must pass the raw price data to the agent so that it has access to raw OHLCV in the training environment:
+Most of the function remains the same as for typical Regressors, however, the function below shows how the strategy must pass the raw price data to the agent so that it has access to raw OHLCV in the training environment:
```python
def feature_engineering_standard(self, dataframe, **kwargs):
@@ -248,13 +248,13 @@ FreqAI also provides a built in episodic summary logger called `self.tensorboard
"""
def calculate_reward(self, action: int) -> float:
if not self._is_valid(action):
- self.tensorboard_log("is_valid")
+ self.tensorboard_log("invalid")
return -2
```
!!! Note
- The `self.tensorboard_log()` function is designed for tracking incremented objects only i.e. events, actions inside the training environment. If the event of interest is a float, the float can be passed as the second argument e.g. `self.tensorboard_log("float_metric1", 0.23)` would add 0.23 to `float_metric`. In this case you can also disable incrementing using `inc=False` parameter.
+ The `self.tensorboard_log()` function is designed for tracking incremented objects only i.e. events, actions inside the training environment. If the event of interest is a float, the float can be passed as the second argument e.g. `self.tensorboard_log("float_metric1", 0.23)`. In this case the metric values are not incremented.
### Choosing a base environment
diff --git a/docs/freqai-running.md b/docs/freqai-running.md
index 1eaee1bf2..f3ccc546f 100644
--- a/docs/freqai-running.md
+++ b/docs/freqai-running.md
@@ -128,6 +128,9 @@ The FreqAI specific parameter `label_period_candles` defines the offset (number
You can choose to adopt a continual learning scheme by setting `"continual_learning": true` in the config. By enabling `continual_learning`, after training an initial model from scratch, subsequent trainings will start from the final model state of the preceding training. This gives the new model a "memory" of the previous state. By default, this is set to `False` which means that all new models are trained from scratch, without input from previous models.
+???+ danger "Continual learning enforces a constant parameter space"
+ Since `continual_learning` means that the model parameter space *cannot* change between trainings, `principal_component_analysis` is automatically disabled when `continual_learning` is enabled. Hint: PCA changes the parameter space and the number of features, learn more about PCA [here](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis).
+
## Hyperopt
You can hyperopt using the same command as for [typical Freqtrade hyperopt](hyperopt.md):
diff --git a/docs/includes/protections.md b/docs/includes/protections.md
index e0ad8189f..12af081c0 100644
--- a/docs/includes/protections.md
+++ b/docs/includes/protections.md
@@ -149,7 +149,7 @@ The below example assumes a timeframe of 1 hour:
* Locks each pair after selling for an additional 5 candles (`CooldownPeriod`), giving other pairs a chance to get filled.
* Stops trading for 4 hours (`4 * 1h candles`) if the last 2 days (`48 * 1h candles`) had 20 trades, which caused a max-drawdown of more than 20%. (`MaxDrawdown`).
* Stops trading if more than 4 stoploss occur for all pairs within a 1 day (`24 * 1h candles`) limit (`StoplossGuard`).
-* Locks all pairs that had 4 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
+* Locks all pairs that had 2 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
* Locks all pairs for 2 candles that had a profit of below 0.01 (<1%) within the last 24h (`24 * 1h candles`), a minimum of 4 trades.
``` python
diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index d384a7ec5..7f4215aef 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,6 +1,6 @@
markdown==3.3.7
mkdocs==1.4.2
-mkdocs-material==9.1.2
+mkdocs-material==9.1.4
mdx_truly_sane_lists==1.3
pymdown-extensions==9.10
jinja2==3.1.2
diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md
index f1cdc9f3b..329908527 100644
--- a/docs/strategy-callbacks.md
+++ b/docs/strategy-callbacks.md
@@ -51,7 +51,8 @@ During hyperopt, this runs only once at startup.
## Bot loop start
-A simple callback which is called once at the start of every bot throttling iteration (roughly every 5 seconds, unless configured differently).
+A simple callback which is called once at the start of every bot throttling iteration in dry/live mode (roughly every 5
+seconds, unless configured differently) or once per candle in backtest/hyperopt mode.
This can be used to perform calculations which are pair independent (apply to all pairs), loading of external data, etc.
``` python
@@ -61,11 +62,12 @@ class AwesomeStrategy(IStrategy):
# ... populate_* methods
- def bot_loop_start(self, **kwargs) -> None:
+ def bot_loop_start(self, current_time: datetime, **kwargs) -> None:
"""
Called at the start of the bot iteration (one loop).
Might be used to perform pair-independent tasks
(e.g. gather some remote resource for comparison)
+ :param current_time: datetime object, containing the current datetime
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
"""
if self.config['runmode'].value in ('live', 'dry_run'):
diff --git a/docs/utils.md b/docs/utils.md
index 87c7f6aa6..eb675442f 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -955,3 +955,47 @@ Print trades with id 2 and 3 as json
``` bash
freqtrade show-trades --db-url sqlite:///tradesv3.sqlite --trade-ids 2 3 --print-json
```
+
+### Strategy-Updater
+
+Updates listed strategies or all strategies within the strategies folder to be v3 compliant.
+If the command runs without --strategy-list then all strategies inside the strategies folder will be converted.
+Your original strategy will remain available in the `user_data/strategies_orig_updater/` directory.
+
+!!! Warning "Conversion results"
+ Strategy updater will work on a "best effort" approach. Please do your due diligence and verify the results of the conversion.
+ We also recommend to run a python formatter (e.g. `black`) to format results in a sane manner.
+
+```
+usage: freqtrade strategy-updater [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+ [-d PATH] [--userdir PATH]
+ [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
+
+options:
+ -h, --help show this help message and exit
+ --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
+ Provide a space-separated list of strategies to
+ backtest. Please note that timeframe needs to be set
+ either in config or via command line. When using this
+ together with `--export trades`, the strategy-name is
+ injected into the filename (so `backtest-data.json`
+ becomes `backtest-data-SampleStrategy.json`
+
+Common arguments:
+ -v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
+ --logfile FILE, --log-file 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, --data-dir PATH
+ Path to directory with historical backtesting data.
+ --userdir PATH, --user-data-dir PATH
+ Path to userdata directory.
+
+```
diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 788657cc8..66a9c995b 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -22,5 +22,6 @@ from freqtrade.commands.optimize_commands import (start_backtesting, start_backt
start_edge, start_hyperopt)
from freqtrade.commands.pairlist_commands import start_test_pairlist
from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
+from freqtrade.commands.strategy_utils_commands import start_strategy_update
from freqtrade.commands.trade_commands import start_trading
from freqtrade.commands.webserver_commands import start_webserver
diff --git a/freqtrade/commands/analyze_commands.py b/freqtrade/commands/analyze_commands.py
index 20afa7ffd..e928ccad7 100644
--- a/freqtrade/commands/analyze_commands.py
+++ b/freqtrade/commands/analyze_commands.py
@@ -40,8 +40,8 @@ def setup_analyze_configuration(args: Dict[str, Any], method: RunMode) -> Dict[s
if (not Path(signals_file).exists()):
raise OperationalException(
- (f"Cannot find latest backtest signals file: {signals_file}."
- "Run backtesting with `--export signals`.")
+ f"Cannot find latest backtest signals file: {signals_file}."
+ "Run backtesting with `--export signals`."
)
return config
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index b53a1022d..47aa37fdf 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -111,10 +111,13 @@ ARGS_ANALYZE_ENTRIES_EXITS = ["exportfilename", "analysis_groups", "enter_reason
NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
"list-markets", "list-pairs", "list-strategies", "list-freqaimodels",
"list-data", "hyperopt-list", "hyperopt-show", "backtest-filter",
- "plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"]
+ "plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv",
+ "strategy-updater"]
NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
+ARGS_STRATEGY_UTILS = ["strategy_list", "strategy_path", "recursive_strategy_search"]
+
class Arguments:
"""
@@ -198,8 +201,8 @@ class Arguments:
start_list_freqAI_models, start_list_markets,
start_list_strategies, start_list_timeframes,
start_new_config, start_new_strategy, start_plot_dataframe,
- start_plot_profit, start_show_trades, start_test_pairlist,
- start_trading, start_webserver)
+ start_plot_profit, start_show_trades, start_strategy_update,
+ start_test_pairlist, start_trading, start_webserver)
subparsers = self.parser.add_subparsers(dest='command',
# Use custom message when no subhandler is added
@@ -440,3 +443,11 @@ class Arguments:
parents=[_common_parser])
webserver_cmd.set_defaults(func=start_webserver)
self._build_args(optionlist=ARGS_WEBSERVER, parser=webserver_cmd)
+
+ # Add strategy_updater subcommand
+ strategy_updater_cmd = subparsers.add_parser('strategy-updater',
+ help='updates outdated strategy'
+ 'files to the current version',
+ parents=[_common_parser])
+ strategy_updater_cmd.set_defaults(func=start_strategy_update)
+ self._build_args(optionlist=ARGS_STRATEGY_UTILS, parser=strategy_updater_cmd)
diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 1e74e1036..bcef1c252 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -204,11 +204,14 @@ def start_list_data(args: Dict[str, Any]) -> None:
pair, timeframe, candle_type,
*dhc.ohlcv_data_min_max(pair, timeframe, candle_type)
) for pair, timeframe, candle_type in paircombs]
+
print(tabulate([
(pair, timeframe, candle_type,
start.strftime(DATETIME_PRINT_FORMAT),
end.strftime(DATETIME_PRINT_FORMAT))
- for pair, timeframe, candle_type, start, end in paircombs1
+ for pair, timeframe, candle_type, start, end in sorted(
+ paircombs1,
+ key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2]))
],
headers=("Pair", "Timeframe", "Type", 'From', 'To'),
tablefmt='psql', stralign='right'))
diff --git a/freqtrade/commands/db_commands.py b/freqtrade/commands/db_commands.py
index c424016b1..d83605c6f 100644
--- a/freqtrade/commands/db_commands.py
+++ b/freqtrade/commands/db_commands.py
@@ -1,7 +1,7 @@
import logging
from typing import Any, Dict
-from sqlalchemy import func
+from sqlalchemy import func, select
from freqtrade.configuration.config_setup import setup_utils_configuration
from freqtrade.enums import RunMode
@@ -20,7 +20,7 @@ def start_convert_db(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
init_db(config['db_url'])
- session_target = Trade._session
+ session_target = Trade.session
init_db(config['db_url_from'])
logger.info("Starting db migration.")
@@ -36,16 +36,16 @@ def start_convert_db(args: Dict[str, Any]) -> None:
session_target.commit()
- for pairlock in PairLock.query:
+ for pairlock in PairLock.get_all_locks():
pairlock_count += 1
make_transient(pairlock)
session_target.add(pairlock)
session_target.commit()
# Update sequences
- max_trade_id = session_target.query(func.max(Trade.id)).scalar()
- max_order_id = session_target.query(func.max(Order.id)).scalar()
- max_pairlock_id = session_target.query(func.max(PairLock.id)).scalar()
+ max_trade_id = session_target.scalar(select(func.max(Trade.id)))
+ max_order_id = session_target.scalar(select(func.max(Order.id)))
+ max_pairlock_id = session_target.scalar(select(func.max(PairLock.id)))
set_sequence_ids(session_target.get_bind(),
trade_id=max_trade_id,
diff --git a/freqtrade/commands/strategy_utils_commands.py b/freqtrade/commands/strategy_utils_commands.py
new file mode 100644
index 000000000..e579ec475
--- /dev/null
+++ b/freqtrade/commands/strategy_utils_commands.py
@@ -0,0 +1,55 @@
+import logging
+import sys
+import time
+from pathlib import Path
+from typing import Any, Dict
+
+from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
+from freqtrade.resolvers import StrategyResolver
+from freqtrade.strategy.strategyupdater import StrategyUpdater
+
+
+logger = logging.getLogger(__name__)
+
+
+def start_strategy_update(args: Dict[str, Any]) -> None:
+ """
+ Start the strategy updating script
+ :param args: Cli args from Arguments()
+ :return: None
+ """
+
+ if sys.version_info == (3, 8): # pragma: no cover
+ sys.exit("Freqtrade strategy updater requires Python version >= 3.9")
+
+ config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+ strategy_objs = StrategyResolver.search_all_objects(
+ config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))
+
+ filtered_strategy_objs = []
+ if args['strategy_list']:
+ filtered_strategy_objs = [
+ strategy_obj for strategy_obj in strategy_objs
+ if strategy_obj['name'] in args['strategy_list']
+ ]
+
+ else:
+ # Use all available entries.
+ filtered_strategy_objs = strategy_objs
+
+ processed_locations = set()
+ for strategy_obj in filtered_strategy_objs:
+ if strategy_obj['location'] not in processed_locations:
+ processed_locations.add(strategy_obj['location'])
+ start_conversion(strategy_obj, config)
+
+
+def start_conversion(strategy_obj, config):
+ print(f"Conversion of {Path(strategy_obj['location']).name} started.")
+ instance_strategy_updater = StrategyUpdater()
+ start = time.perf_counter()
+ instance_strategy_updater.start(config, strategy_obj)
+ elapsed = time.perf_counter() - start
+ print(f"Conversion of {Path(strategy_obj['location']).name} took {elapsed:.1f} seconds.")
diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 606f081ef..0ee48cf91 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -27,10 +27,7 @@ def _extend_validator(validator_class):
if 'default' in subschema:
instance.setdefault(prop, subschema['default'])
- for error in validate_properties(
- validator, properties, instance, schema,
- ):
- yield error
+ yield from validate_properties(validator, properties, instance, schema)
return validators.extend(
validator_class, {'properties': set_defaults}
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 46e9b5cd4..ebb946221 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -36,9 +36,10 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ProducerPairList', '
'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
-AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
-AVAILABLE_DATAHANDLERS_TRADES = ['json', 'jsongz', 'hdf5']
-AVAILABLE_DATAHANDLERS = AVAILABLE_DATAHANDLERS_TRADES + ['feather', 'parquet']
+AVAILABLE_PROTECTIONS = ['CooldownPeriod',
+ 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
+AVAILABLE_DATAHANDLERS_TRADES = ['json', 'jsongz', 'hdf5', 'feather']
+AVAILABLE_DATAHANDLERS = AVAILABLE_DATAHANDLERS_TRADES + ['parquet']
BACKTEST_BREAKDOWNS = ['day', 'week', 'month']
BACKTEST_CACHE_AGE = ['none', 'day', 'week', 'month']
BACKTEST_CACHE_DEFAULT = 'day'
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 9772506a7..3567f4112 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -373,7 +373,7 @@ def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataF
filters = []
if strategy:
filters.append(Trade.strategy == strategy)
- trades = trade_list_to_dataframe(Trade.get_trades(filters).all())
+ trades = trade_list_to_dataframe(list(Trade.get_trades(filters).all()))
return trades
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 3991432a4..d05ee5db7 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -21,6 +21,7 @@ from freqtrade.exchange import Exchange, timeframe_to_seconds
from freqtrade.exchange.types import OrderBook
from freqtrade.misc import append_candles_to_dataframe
from freqtrade.rpc import RPCManager
+from freqtrade.rpc.rpc_types import RPCAnalyzedDFMsg
from freqtrade.util import PeriodicCache
@@ -118,8 +119,7 @@ class DataProvider:
:param new_candle: This is a new candle
"""
if self.__rpc:
- self.__rpc.send_msg(
- {
+ msg: RPCAnalyzedDFMsg = {
'type': RPCMessageType.ANALYZED_DF,
'data': {
'key': pair_key,
@@ -127,7 +127,7 @@ class DataProvider:
'la': datetime.now(timezone.utc)
}
}
- )
+ self.__rpc.send_msg(msg)
if new_candle:
self.__rpc.send_msg({
'type': RPCMessageType.NEW_CANDLE,
diff --git a/freqtrade/data/history/featherdatahandler.py b/freqtrade/data/history/featherdatahandler.py
index 22a6805e7..bb387fc84 100644
--- a/freqtrade/data/history/featherdatahandler.py
+++ b/freqtrade/data/history/featherdatahandler.py
@@ -4,7 +4,7 @@ from typing import Optional
from pandas import DataFrame, read_feather, to_datetime
from freqtrade.configuration import TimeRange
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, TradeList
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList
from freqtrade.enums import CandleType
from .idatahandler import IDataHandler
@@ -92,12 +92,11 @@ class FeatherDataHandler(IDataHandler):
:param data: List of Lists containing trade data,
column sequence as in DEFAULT_TRADES_COLUMNS
"""
- # filename = self._pair_trades_filename(self._datadir, pair)
+ filename = self._pair_trades_filename(self._datadir, pair)
+ self.create_dir_if_needed(filename)
- raise NotImplementedError()
- # array = pa.array(data)
- # array
- # feather.write_feather(data, filename)
+ tradesdata = DataFrame(data, columns=DEFAULT_TRADES_COLUMNS)
+ tradesdata.to_feather(filename, compression_level=9, compression='lz4')
def trades_append(self, pair: str, data: TradeList):
"""
@@ -116,14 +115,13 @@ class FeatherDataHandler(IDataHandler):
:param timerange: Timerange to load trades for - currently not implemented
:return: List of trades
"""
- raise NotImplementedError()
- # filename = self._pair_trades_filename(self._datadir, pair)
- # tradesdata = misc.file_load_json(filename)
+ filename = self._pair_trades_filename(self._datadir, pair)
+ if not filename.exists():
+ return []
- # if not tradesdata:
- # return []
+ tradesdata = read_feather(filename)
- # return tradesdata
+ return tradesdata.values.tolist()
@classmethod
def _get_file_extension(cls):
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 9580bc690..7ac496f62 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -23,7 +23,7 @@ class Binance(Exchange):
_ft_has: Dict = {
"stoploss_on_exchange": True,
"stoploss_order_types": {"limit": "stop_loss_limit"},
- "order_time_in_force": ['GTC', 'FOK', 'IOC'],
+ "order_time_in_force": ["GTC", "FOK", "IOC", "PO"],
"ohlcv_candle_limit": 1000,
"trades_pagination": "id",
"trades_pagination_arg": "fromId",
@@ -31,6 +31,7 @@ class Binance(Exchange):
}
_ft_has_futures: Dict = {
"stoploss_order_types": {"limit": "stop", "market": "stop_market"},
+ "order_time_in_force": ["GTC", "FOK", "IOC"],
"tickers_have_price": False,
"floor_leverage": True,
"stop_price_type_field": "workingType",
diff --git a/freqtrade/exchange/bybit.py b/freqtrade/exchange/bybit.py
index 6f841b608..a4b070741 100644
--- a/freqtrade/exchange/bybit.py
+++ b/freqtrade/exchange/bybit.py
@@ -114,7 +114,7 @@ class Bybit(Exchange):
data = [[x['timestamp'], x['fundingRate'], 0, 0, 0, 0] for x in data]
return data
- def _lev_prep(self, pair: str, leverage: float, side: BuySell):
+ def _lev_prep(self, pair: str, leverage: float, side: BuySell, accept_fail: bool = False):
if self.trading_mode != TradingMode.SPOT:
params = {'leverage': leverage}
self.set_margin_mode(pair, self.margin_mode, accept_fail=True, params=params)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 489dc1b68..92eb4b58a 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -60,7 +60,6 @@ class Exchange:
_ft_has_default: Dict = {
"stoploss_on_exchange": False,
"order_time_in_force": ["GTC"],
- "time_in_force_parameter": "timeInForce",
"ohlcv_params": {},
"ohlcv_candle_limit": 500,
"ohlcv_has_history": True, # Some exchanges (Kraken) don't provide history via ohlcv
@@ -206,6 +205,8 @@ class Exchange:
and self._api_async.session):
logger.debug("Closing async ccxt session.")
self.loop.run_until_complete(self._api_async.close())
+ if self.loop and not self.loop.is_closed():
+ self.loop.close()
def validate_config(self, config):
# Check if timeframe is available
@@ -1019,10 +1020,10 @@ class Exchange:
# Order handling
- def _lev_prep(self, pair: str, leverage: float, side: BuySell):
+ def _lev_prep(self, pair: str, leverage: float, side: BuySell, accept_fail: bool = False):
if self.trading_mode != TradingMode.SPOT:
- self.set_margin_mode(pair, self.margin_mode)
- self._set_leverage(leverage, pair)
+ self.set_margin_mode(pair, self.margin_mode, accept_fail)
+ self._set_leverage(leverage, pair, accept_fail)
def _get_params(
self,
@@ -1034,8 +1035,7 @@ class Exchange:
) -> Dict:
params = self._params.copy()
if time_in_force != 'GTC' and ordertype != 'market':
- param = self._ft_has.get('time_in_force_parameter', '')
- params.update({param: time_in_force.upper()})
+ params.update({'timeInForce': time_in_force.upper()})
if reduceOnly:
params.update({'reduceOnly': True})
return params
@@ -1137,7 +1137,11 @@ class Exchange:
"sell" else (stop_price >= limit_rate))
# Ensure rate is less than stop price
if bad_stop_price:
- raise OperationalException(
+ # This can for example happen if the stop / liquidation price is set to 0
+ # Which is possible if a market-order closes right away.
+ # The InvalidOrderException will bubble up to exit_positions, where it will be
+ # handled gracefully.
+ raise InvalidOrderException(
"In stoploss limit order, stop price should be more than limit price. "
f"Stop price: {stop_price}, Limit price: {limit_rate}, "
f"Limit Price pct: {limit_price_pct}"
@@ -1204,7 +1208,7 @@ class Exchange:
amount = self.amount_to_precision(pair, self._amount_to_contracts(pair, amount))
- self._lev_prep(pair, leverage, side)
+ self._lev_prep(pair, leverage, side, accept_fail=True)
order = self._api.create_order(symbol=pair, type=ordertype, side=side,
amount=amount, price=limit_rate, params=params)
self._log_exchange_response('create_stoploss_order', order)
@@ -2529,7 +2533,6 @@ class Exchange:
self,
leverage: float,
pair: Optional[str] = None,
- trading_mode: Optional[TradingMode] = None,
accept_fail: bool = False,
):
"""
@@ -2547,7 +2550,7 @@ class Exchange:
self._log_exchange_response('set_leverage', res)
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
- except ccxt.BadRequest as e:
+ except (ccxt.BadRequest, ccxt.InsufficientFunds) as e:
if not accept_fail:
raise TemporaryError(
f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
diff --git a/freqtrade/exchange/gate.py b/freqtrade/exchange/gate.py
index 03b568460..bf6d5b59c 100644
--- a/freqtrade/exchange/gate.py
+++ b/freqtrade/exchange/gate.py
@@ -75,8 +75,7 @@ class Gate(Exchange):
)
if ordertype == 'market' and self.trading_mode == TradingMode.FUTURES:
params['type'] = 'market'
- param = self._ft_has.get('time_in_force_parameter', '')
- params.update({param: 'IOC'})
+ params.update({'timeInForce': 'IOC'})
return params
def get_trades_for_order(self, order_id: str, pair: str, since: datetime,
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 8a4f7f7e0..b1a19fa69 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -158,7 +158,6 @@ class Kraken(Exchange):
self,
leverage: float,
pair: Optional[str] = None,
- trading_mode: Optional[TradingMode] = None,
accept_fail: bool = False,
):
"""
diff --git a/freqtrade/exchange/okx.py b/freqtrade/exchange/okx.py
index e7d658d24..a4fcaeca0 100644
--- a/freqtrade/exchange/okx.py
+++ b/freqtrade/exchange/okx.py
@@ -1,14 +1,16 @@
import logging
-from typing import Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple
import ccxt
from freqtrade.constants import BuySell
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.enums.pricetype import PriceType
-from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
+from freqtrade.exceptions import (DDosProtection, OperationalException, RetryableOrderError,
+ TemporaryError)
from freqtrade.exchange import Exchange, date_minus_candles
from freqtrade.exchange.common import retrier
+from freqtrade.misc import safe_value_fallback2
logger = logging.getLogger(__name__)
@@ -24,11 +26,13 @@ class Okx(Exchange):
"ohlcv_candle_limit": 100, # Warning, special case with data prior to X months
"mark_ohlcv_timeframe": "4h",
"funding_fee_timeframe": "8h",
+ "stoploss_order_types": {"limit": "limit"},
+ "stoploss_on_exchange": True,
}
_ft_has_futures: Dict = {
"tickers_have_quoteVolume": False,
"fee_cost_in_contracts": True,
- "stop_price_type_field": "tpTriggerPxType",
+ "stop_price_type_field": "slTriggerPxType",
"stop_price_type_value_mapping": {
PriceType.LAST: "last",
PriceType.MARK: "index",
@@ -121,10 +125,9 @@ class Okx(Exchange):
return params
@retrier
- def _lev_prep(self, pair: str, leverage: float, side: BuySell):
+ def _lev_prep(self, pair: str, leverage: float, side: BuySell, accept_fail: bool = False):
if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None:
try:
- # TODO-lev: Test me properly (check mgnMode passed)
res = self._api.set_leverage(
leverage=leverage,
symbol=pair,
@@ -157,3 +160,78 @@ class Okx(Exchange):
pair_tiers = self._leverage_tiers[pair]
return pair_tiers[-1]['maxNotional'] / leverage
+
+ def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
+
+ params = self._params.copy()
+ # Verify if stopPrice works for your exchange!
+ params.update({'stopLossPrice': stop_price})
+
+ if self.trading_mode == TradingMode.FUTURES and self.margin_mode:
+ params['tdMode'] = self.margin_mode.value
+ params['posSide'] = self._get_posSide(side, True)
+ return params
+
+ def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
+ """
+ OKX uses non-default stoploss price naming.
+ """
+ if not self._ft_has.get('stoploss_on_exchange'):
+ raise OperationalException(f"stoploss is not implemented for {self.name}.")
+
+ return (
+ order.get('stopLossPrice', None) is None
+ or ((side == "sell" and stop_loss > float(order['stopLossPrice'])) or
+ (side == "buy" and stop_loss < float(order['stopLossPrice'])))
+ )
+
+ def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
+ if self._config['dry_run']:
+ return self.fetch_dry_run_order(order_id)
+
+ try:
+ params1 = {'stop': True}
+ order_reg = self._api.fetch_order(order_id, pair, params=params1)
+ self._log_exchange_response('fetch_stoploss_order', order_reg)
+ return order_reg
+ except ccxt.OrderNotFound:
+ pass
+ params2 = {'stop': True, 'ordType': 'conditional'}
+ for method in (self._api.fetch_open_orders, self._api.fetch_closed_orders,
+ self._api.fetch_canceled_orders):
+ try:
+ orders = method(pair, params=params2)
+ orders_f = [order for order in orders if order['id'] == order_id]
+ if orders_f:
+ order = orders_f[0]
+ if (order['status'] == 'closed'
+ and (real_order_id := order.get('info', {}).get('ordId')) is not None):
+ # Once a order triggered, we fetch the regular followup order.
+ order_reg = self.fetch_order(real_order_id, pair)
+ self._log_exchange_response('fetch_stoploss_order1', order_reg)
+ order_reg['id_stop'] = order_reg['id']
+ order_reg['id'] = order_id
+ order_reg['type'] = 'stoploss'
+ order_reg['status_stop'] = 'triggered'
+ return order_reg
+ order['type'] = 'stoploss'
+ return order
+ except ccxt.BaseError:
+ pass
+ raise RetryableOrderError(
+ f'StoplossOrder not found (pair: {pair} id: {order_id}).')
+
+ def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
+ if order['type'] == 'stop':
+ return safe_value_fallback2(order, order, 'id_stop', 'id')
+ return order['id']
+
+ def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
+ params1 = {'stop': True}
+ # 'ordType': 'conditional'
+ #
+ return self.cancel_order(
+ order_id=order_id,
+ pair=pair,
+ params=params1,
+ )
diff --git a/freqtrade/freqai/RL/Base3ActionRLEnv.py b/freqtrade/freqai/RL/Base3ActionRLEnv.py
index 83682263b..de7953226 100644
--- a/freqtrade/freqai/RL/Base3ActionRLEnv.py
+++ b/freqtrade/freqai/RL/Base3ActionRLEnv.py
@@ -47,7 +47,7 @@ class Base3ActionRLEnv(BaseEnvironment):
self._update_unrealized_total_profit()
step_reward = self.calculate_reward(action)
self.total_reward += step_reward
- self.tensorboard_log(self.actions._member_names_[action])
+ self.tensorboard_log(self.actions._member_names_[action], category="actions")
trade_type = None
if self.is_tradesignal(action):
diff --git a/freqtrade/freqai/RL/Base4ActionRLEnv.py b/freqtrade/freqai/RL/Base4ActionRLEnv.py
index b26ba988a..227122eaa 100644
--- a/freqtrade/freqai/RL/Base4ActionRLEnv.py
+++ b/freqtrade/freqai/RL/Base4ActionRLEnv.py
@@ -48,7 +48,7 @@ class Base4ActionRLEnv(BaseEnvironment):
self._update_unrealized_total_profit()
step_reward = self.calculate_reward(action)
self.total_reward += step_reward
- self.tensorboard_log(self.actions._member_names_[action])
+ self.tensorboard_log(self.actions._member_names_[action], category="actions")
trade_type = None
if self.is_tradesignal(action):
diff --git a/freqtrade/freqai/RL/Base5ActionRLEnv.py b/freqtrade/freqai/RL/Base5ActionRLEnv.py
index 6ce598dfb..70053858d 100644
--- a/freqtrade/freqai/RL/Base5ActionRLEnv.py
+++ b/freqtrade/freqai/RL/Base5ActionRLEnv.py
@@ -49,7 +49,7 @@ class Base5ActionRLEnv(BaseEnvironment):
self._update_unrealized_total_profit()
step_reward = self.calculate_reward(action)
self.total_reward += step_reward
- self.tensorboard_log(self.actions._member_names_[action])
+ self.tensorboard_log(self.actions._member_names_[action], category="actions")
trade_type = None
if self.is_tradesignal(action):
diff --git a/freqtrade/freqai/RL/BaseEnvironment.py b/freqtrade/freqai/RL/BaseEnvironment.py
index 60b65cc03..081d41202 100644
--- a/freqtrade/freqai/RL/BaseEnvironment.py
+++ b/freqtrade/freqai/RL/BaseEnvironment.py
@@ -137,7 +137,8 @@ class BaseEnvironment(gym.Env):
self.np_random, seed = seeding.np_random(seed)
return [seed]
- def tensorboard_log(self, metric: str, value: Union[int, float] = 1, inc: bool = True):
+ def tensorboard_log(self, metric: str, value: Optional[Union[int, float]] = None,
+ inc: Optional[bool] = None, category: str = "custom"):
"""
Function builds the tensorboard_metrics dictionary
to be parsed by the TensorboardCallback. This
@@ -149,17 +150,24 @@ class BaseEnvironment(gym.Env):
def calculate_reward(self, action: int) -> float:
if not self._is_valid(action):
- self.tensorboard_log("is_valid")
+ self.tensorboard_log("invalid")
return -2
:param metric: metric to be tracked and incremented
- :param value: value to increment `metric` by
- :param inc: sets whether the `value` is incremented or not
+ :param value: `metric` value
+ :param inc: (deprecated) sets whether the `value` is incremented or not
+ :param category: `metric` category
"""
- if not inc or metric not in self.tensorboard_metrics:
- self.tensorboard_metrics[metric] = value
+ increment = True if value is None else False
+ value = 1 if increment else value
+
+ if category not in self.tensorboard_metrics:
+ self.tensorboard_metrics[category] = {}
+
+ if not increment or metric not in self.tensorboard_metrics[category]:
+ self.tensorboard_metrics[category][metric] = value
else:
- self.tensorboard_metrics[metric] += value
+ self.tensorboard_metrics[category][metric] += value
def reset_tensorboard_log(self):
self.tensorboard_metrics = {}
diff --git a/freqtrade/freqai/RL/TensorboardCallback.py b/freqtrade/freqai/RL/TensorboardCallback.py
index b596742e9..7f8c76956 100644
--- a/freqtrade/freqai/RL/TensorboardCallback.py
+++ b/freqtrade/freqai/RL/TensorboardCallback.py
@@ -13,7 +13,7 @@ class TensorboardCallback(BaseCallback):
episodic summary reports.
"""
def __init__(self, verbose=1, actions: Type[Enum] = BaseActions):
- super(TensorboardCallback, self).__init__(verbose)
+ super().__init__(verbose)
self.model: Any = None
self.logger = None # type: Any
self.training_env: BaseEnvironment = None # type: ignore
@@ -46,14 +46,12 @@ class TensorboardCallback(BaseCallback):
local_info = self.locals["infos"][0]
tensorboard_metrics = self.training_env.get_attr("tensorboard_metrics")[0]
- for info in local_info:
- if info not in ["episode", "terminal_observation"]:
- self.logger.record(f"_info/{info}", local_info[info])
+ for metric in local_info:
+ if metric not in ["episode", "terminal_observation"]:
+ self.logger.record(f"info/{metric}", local_info[metric])
- for info in tensorboard_metrics:
- if info in [action.name for action in self.actions]:
- self.logger.record(f"_actions/{info}", tensorboard_metrics[info])
- else:
- self.logger.record(f"_custom/{info}", tensorboard_metrics[info])
+ for category in tensorboard_metrics:
+ for metric in tensorboard_metrics[category]:
+ self.logger.record(f"{category}/{metric}", tensorboard_metrics[category][metric])
return True
diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py
index 66923b5c2..52d487b08 100644
--- a/freqtrade/freqai/data_kitchen.py
+++ b/freqtrade/freqai/data_kitchen.py
@@ -251,7 +251,7 @@ class FreqaiDataKitchen:
(drop_index == 0) & (drop_index_labels == 0)
]
logger.info(
- f"dropped {len(unfiltered_df) - len(filtered_df)} training points"
+ f"{self.pair}: dropped {len(unfiltered_df) - len(filtered_df)} training points"
f" due to NaNs in populated dataset {len(unfiltered_df)}."
)
if (1 - len(filtered_df) / len(unfiltered_df)) > 0.1 and self.live:
@@ -675,7 +675,7 @@ class FreqaiDataKitchen:
]
logger.info(
- f"SVM tossed {len(y_pred) - kept_points.sum()}"
+ f"{self.pair}: SVM tossed {len(y_pred) - kept_points.sum()}"
f" test points from {len(y_pred)} total points."
)
@@ -949,7 +949,7 @@ class FreqaiDataKitchen:
if (len(do_predict) - do_predict.sum()) > 0:
logger.info(
- f"DI tossed {len(do_predict) - do_predict.sum()} predictions for "
+ f"{self.pair}: DI tossed {len(do_predict) - do_predict.sum()} predictions for "
"being too far from training data."
)
diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py
index 884849446..b657bd811 100644
--- a/freqtrade/freqai/freqai_interface.py
+++ b/freqtrade/freqai/freqai_interface.py
@@ -104,6 +104,10 @@ class IFreqaiModel(ABC):
self.data_provider: Optional[DataProvider] = None
self.max_system_threads = max(int(psutil.cpu_count() * 2 - 2), 1)
self.can_short = True # overridden in start() with strategy.can_short
+ self.model: Any = None
+ if self.ft_params.get('principal_component_analysis', False) and self.continual_learning:
+ self.ft_params.update({'principal_component_analysis': False})
+ logger.warning('User tried to use PCA with continual learning. Deactivating PCA.')
record_params(config, self.full_path)
@@ -153,8 +157,7 @@ class IFreqaiModel(ABC):
dk = self.start_backtesting(dataframe, metadata, self.dk, strategy)
dataframe = dk.remove_features_from_df(dk.return_dataframe)
else:
- logger.info(
- "Backtesting using historic predictions (live models)")
+ logger.info("Backtesting using historic predictions (live models)")
dk = self.start_backtesting_from_historic_predictions(
dataframe, metadata, self.dk)
dataframe = dk.return_dataframe
@@ -338,13 +341,14 @@ class IFreqaiModel(ABC):
except Exception as msg:
logger.warning(
f"Training {pair} raised exception {msg.__class__.__name__}. "
- f"Message: {msg}, skipping.")
+ f"Message: {msg}, skipping.", exc_info=True)
+ self.model = None
self.dd.pair_dict[pair]["trained_timestamp"] = int(
tr_train.stopts)
- if self.plot_features:
+ if self.plot_features and self.model is not None:
plot_feature_importance(self.model, pair, dk, self.plot_features)
- if self.save_backtest_models:
+ if self.save_backtest_models and self.model is not None:
logger.info('Saving backtest model to disk.')
self.dd.save_data(self.model, pair, dk)
else:
diff --git a/freqtrade/freqai/prediction_models/ReinforcementLearner.py b/freqtrade/freqai/prediction_models/ReinforcementLearner.py
index 2a87151f9..e795703d4 100644
--- a/freqtrade/freqai/prediction_models/ReinforcementLearner.py
+++ b/freqtrade/freqai/prediction_models/ReinforcementLearner.py
@@ -100,7 +100,7 @@ class ReinforcementLearner(BaseReinforcementLearningModel):
"""
# first, penalize if the action is not valid
if not self._is_valid(action):
- self.tensorboard_log("is_valid")
+ self.tensorboard_log("invalid", category="actions")
return -2
pnl = self.get_unrealized_profit()
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index dfac11347..42db121e9 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -30,6 +30,8 @@ from freqtrade.plugins.protectionmanager import ProtectionManager
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.rpc import RPCManager
from freqtrade.rpc.external_message_consumer import ExternalMessageConsumer
+from freqtrade.rpc.rpc_types import (RPCBuyMsg, RPCCancelMsg, RPCProtectionMsg, RPCSellCancelMsg,
+ RPCSellMsg)
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from freqtrade.util import FtPrecise
@@ -212,7 +214,8 @@ class FreqtradeBot(LoggingMixin):
self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
self.strategy.gather_informative_pairs())
- strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
+ strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)(
+ current_time=datetime.now(timezone.utc))
self.strategy.analyze(self.active_pair_whitelist)
@@ -594,7 +597,7 @@ class FreqtradeBot(LoggingMixin):
stake_available = self.wallets.get_available_stake_amount()
logger.debug(f"Calling adjust_trade_position for pair {trade.pair}")
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
- default_retval=None)(
+ default_retval=None, supress_error=True)(
trade=trade,
current_time=datetime.now(timezone.utc), current_rate=current_entry_rate,
current_profit=current_entry_profit, min_stake=min_entry_stake,
@@ -810,6 +813,9 @@ class FreqtradeBot(LoggingMixin):
precision_mode=self.exchange.precisionMode,
contract_size=self.exchange.get_contract_size(pair),
)
+ stoploss = self.strategy.stoploss if not self.edge else self.edge.get_stoploss(pair)
+ trade.adjust_stop_loss(trade.open_rate, stoploss, initial=True)
+
else:
# This is additional buy, we reset fee_open_currency so timeout checking can work
trade.is_open = True
@@ -819,7 +825,7 @@ class FreqtradeBot(LoggingMixin):
trade.orders.append(order_obj)
trade.recalc_trade_from_orders()
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
Trade.commit()
# Updating wallets
@@ -851,7 +857,8 @@ class FreqtradeBot(LoggingMixin):
# Reset stoploss order id.
trade.stoploss_order_id = None
except InvalidOrderException:
- logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
+ logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id} "
+ f"for pair {trade.pair}")
return trade
def get_valid_enter_price_and_stake(
@@ -943,7 +950,6 @@ class FreqtradeBot(LoggingMixin):
"""
Sends rpc notification when a entry order occurred.
"""
- msg_type = RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY
open_rate = order.safe_price
if open_rate is None:
@@ -954,9 +960,9 @@ class FreqtradeBot(LoggingMixin):
current_rate = self.exchange.get_rate(
trade.pair, side='entry', is_short=trade.is_short, refresh=False)
- msg = {
+ msg: RPCBuyMsg = {
'trade_id': trade.id,
- 'type': msg_type,
+ 'type': RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY,
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
'exchange': trade.exchange.capitalize(),
@@ -968,6 +974,7 @@ class FreqtradeBot(LoggingMixin):
'order_type': order_type,
'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'],
+ 'base_currency': self.exchange.get_pair_base_currency(trade.pair),
'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': order.safe_amount_after_fee if fill else (order.amount or trade.amount),
'open_date': trade.open_date or datetime.utcnow(),
@@ -986,7 +993,7 @@ class FreqtradeBot(LoggingMixin):
current_rate = self.exchange.get_rate(
trade.pair, side='entry', is_short=trade.is_short, refresh=False)
- msg = {
+ msg: RPCCancelMsg = {
'trade_id': trade.id,
'type': RPCMessageType.ENTRY_CANCEL,
'buy_tag': trade.enter_tag,
@@ -998,7 +1005,9 @@ class FreqtradeBot(LoggingMixin):
'limit': trade.open_rate,
'order_type': order_type,
'stake_amount': trade.stake_amount,
+ 'open_rate': trade.open_rate,
'stake_currency': self.config['stake_currency'],
+ 'base_currency': self.exchange.get_pair_base_currency(trade.pair),
'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': trade.amount,
'open_date': trade.open_date,
@@ -1021,12 +1030,16 @@ class FreqtradeBot(LoggingMixin):
trades_closed = 0
for trade in trades:
try:
+ try:
+ if (self.strategy.order_types.get('stoploss_on_exchange') and
+ self.handle_stoploss_on_exchange(trade)):
+ trades_closed += 1
+ Trade.commit()
+ continue
- if (self.strategy.order_types.get('stoploss_on_exchange') and
- self.handle_stoploss_on_exchange(trade)):
- trades_closed += 1
- Trade.commit()
- continue
+ except InvalidOrderException as exception:
+ logger.warning(
+ f'Unable to handle stoploss on exchange for {trade.pair}: {exception}')
# Check if we can sell our current pair
if trade.open_order_id is None and trade.is_open and self.handle_trade(trade):
trades_closed += 1
@@ -1232,13 +1245,8 @@ class FreqtradeBot(LoggingMixin):
# cancelling the current stoploss on exchange first
logger.info(f"Cancelling current stoploss on exchange for pair {trade.pair} "
f"(orderid:{order['id']}) in order to add another one ...")
- try:
- co = self.exchange.cancel_stoploss_order_with_result(order['id'], trade.pair,
- trade.amount)
- trade.update_order(co)
- except InvalidOrderException:
- logger.exception(f"Could not cancel stoploss order {order['id']} "
- f"for pair {trade.pair}")
+
+ self.cancel_stoploss_on_exchange(trade)
# Create new stoploss order
if not self.create_stoploss_order(trade=trade, stop_price=stoploss_norm):
@@ -1659,7 +1667,7 @@ class FreqtradeBot(LoggingMixin):
amount = trade.amount
gain = "profit" if profit_ratio > 0 else "loss"
- msg = {
+ msg: RPCSellMsg = {
'type': (RPCMessageType.EXIT_FILL if fill
else RPCMessageType.EXIT),
'trade_id': trade.id,
@@ -1685,6 +1693,7 @@ class FreqtradeBot(LoggingMixin):
'close_date': trade.close_date or datetime.utcnow(),
'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'],
+ 'base_currency': self.exchange.get_pair_base_currency(trade.pair),
'fiat_currency': self.config.get('fiat_display_currency'),
'sub_trade': sub_trade,
'cumulative_profit': trade.realized_profit,
@@ -1715,7 +1724,7 @@ class FreqtradeBot(LoggingMixin):
profit_ratio = trade.calc_profit_ratio(profit_rate)
gain = "profit" if profit_ratio > 0 else "loss"
- msg = {
+ msg: RPCSellCancelMsg = {
'type': RPCMessageType.EXIT_CANCEL,
'trade_id': trade.id,
'exchange': trade.exchange.capitalize(),
@@ -1737,6 +1746,7 @@ class FreqtradeBot(LoggingMixin):
'open_date': trade.open_date,
'close_date': trade.close_date or datetime.now(timezone.utc),
'stake_currency': self.config['stake_currency'],
+ 'base_currency': self.exchange.get_pair_base_currency(trade.pair),
'fiat_currency': self.config.get('fiat_display_currency', None),
'reason': reason,
'sub_trade': sub_trade,
@@ -1844,14 +1854,20 @@ class FreqtradeBot(LoggingMixin):
self.strategy.lock_pair(pair, datetime.now(timezone.utc), reason='Auto lock')
prot_trig = self.protections.stop_per_pair(pair, side=side)
if prot_trig:
- msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
- msg.update(prot_trig.to_json())
+ msg: RPCProtectionMsg = {
+ 'type': RPCMessageType.PROTECTION_TRIGGER,
+ 'base_currency': self.exchange.get_pair_base_currency(prot_trig.pair),
+ **prot_trig.to_json() # type: ignore
+ }
self.rpc.send_msg(msg)
prot_trig_glb = self.protections.global_stop(side=side)
if prot_trig_glb:
- msg = {'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL, }
- msg.update(prot_trig_glb.to_json())
+ msg = {
+ 'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
+ 'base_currency': self.exchange.get_pair_base_currency(prot_trig_glb.pair),
+ **prot_trig_glb.to_json() # type: ignore
+ }
self.rpc.send_msg(msg)
def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 5e1e9b48a..c7b2a0d3c 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -203,9 +203,10 @@ class Backtesting:
# since a "perfect" stoploss-exit is assumed anyway
# And the regular "stoploss" function would not apply to that case
self.strategy.order_types['stoploss_on_exchange'] = False
+ # Update can_short flag
+ self._can_short = self.trading_mode != TradingMode.SPOT and strategy.can_short
self.strategy.ft_bot_start()
- strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
def _load_protections(self, strategy: IStrategy):
if self.config.get('enable_protections', False):
@@ -442,10 +443,6 @@ class Backtesting:
# Worst case: price ticks tiny bit above open and dives down.
stop_rate = row[OPEN_IDX] * (1 - side_1 * abs(
(trade.stop_loss_pct or 0.0) / leverage))
- if is_short:
- assert stop_rate > row[LOW_IDX]
- else:
- assert stop_rate < row[HIGH_IDX]
# Limit lower-end to candle low to avoid exits below the low.
# This still remains "worst case" - but "worst realistic case".
@@ -526,7 +523,7 @@ class Backtesting:
max_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_rate)
stake_available = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
- default_retval=None)(
+ default_retval=None, supress_error=True)(
trade=trade, # type: ignore[arg-type]
current_time=current_date, current_rate=current_rate,
current_profit=current_profit, min_stake=min_stake,
@@ -744,7 +741,7 @@ class Backtesting:
proposed_leverage=1.0,
max_leverage=max_leverage,
side=direction, entry_tag=entry_tag,
- ) if self._can_short else 1.0
+ ) if self.trading_mode != TradingMode.SPOT else 1.0
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)
@@ -1034,6 +1031,9 @@ class Backtesting:
requested_stake=(
order.safe_remaining * order.ft_price / trade.leverage),
direction='short' if trade.is_short else 'long')
+ # Delete trade if no successful entries happened (if placing the new order failed)
+ if trade.open_order_id is None and trade.nr_of_successful_entries == 0:
+ return True
self.replaced_entry_orders += 1
else:
# assumption: there can't be multiple open entry orders at any given time
@@ -1159,6 +1159,8 @@ class Backtesting:
while current_time <= end_date:
open_trade_count_start = LocalTrade.bt_open_open_trade_count
self.check_abort()
+ strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)(
+ current_time=current_time)
for i, pair in enumerate(data):
row_index = indexes[pair]
row = self.validate_row(data, pair, row_index, current_time)
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index cf0650f7d..e2133a956 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -1,4 +1,3 @@
-import io
import logging
from copy import deepcopy
from datetime import datetime, timezone
@@ -464,8 +463,8 @@ class HyperoptTools():
return
try:
- io.open(csv_file, 'w+').close()
- except IOError:
+ Path(csv_file).open('w+').close()
+ except OSError:
logger.error(f"Failed to create CSV file: {csv_file}")
return
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index d718af2f4..2315c0acc 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -2,7 +2,9 @@
This module contains the class to persist trades into SQLite
"""
import logging
-from typing import Any, Dict
+import threading
+from contextvars import ContextVar
+from typing import Any, Dict, Final, Optional
from sqlalchemy import create_engine, inspect
from sqlalchemy.exc import NoSuchModuleError
@@ -19,6 +21,22 @@ from freqtrade.persistence.trade_model import Order, Trade
logger = logging.getLogger(__name__)
+REQUEST_ID_CTX_KEY: Final[str] = 'request_id'
+_request_id_ctx_var: ContextVar[Optional[str]] = ContextVar(REQUEST_ID_CTX_KEY, default=None)
+
+
+def get_request_or_thread_id() -> Optional[str]:
+ """
+ Helper method to get either async context (for fastapi requests), or thread id
+ """
+ id = _request_id_ctx_var.get()
+ if id is None:
+ # when not in request context - use thread id
+ id = str(threading.current_thread().ident)
+
+ return id
+
+
_SQL_DOCS_URL = 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls'
@@ -53,13 +71,11 @@ def init_db(db_url: str) -> None:
# https://docs.sqlalchemy.org/en/13/orm/contextual.html#thread-local-scope
# Scoped sessions proxy requests to the appropriate thread-local session.
- # We should use the scoped_session object - not a seperately initialized version
- Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=False))
- Order._session = Trade._session
- PairLock._session = Trade._session
- Trade.query = Trade._session.query_property()
- Order.query = Trade._session.query_property()
- PairLock.query = Trade._session.query_property()
+ # Since we also use fastAPI, we need to make it aware of the request id, too
+ Trade.session = scoped_session(sessionmaker(
+ bind=engine, autoflush=False), scopefunc=get_request_or_thread_id)
+ Order.session = Trade.session
+ PairLock.session = Trade.session
previous_tables = inspect(engine).get_table_names()
ModelBase.metadata.create_all(engine)
diff --git a/freqtrade/persistence/pairlock.py b/freqtrade/persistence/pairlock.py
index 1e5699145..1b254c2b2 100644
--- a/freqtrade/persistence/pairlock.py
+++ b/freqtrade/persistence/pairlock.py
@@ -1,8 +1,8 @@
from datetime import datetime, timezone
from typing import Any, ClassVar, Dict, Optional
-from sqlalchemy import String, or_
-from sqlalchemy.orm import Mapped, Query, QueryPropertyDescriptor, mapped_column
+from sqlalchemy import ScalarResult, String, or_, select
+from sqlalchemy.orm import Mapped, mapped_column
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.persistence.base import ModelBase, SessionType
@@ -13,8 +13,7 @@ class PairLock(ModelBase):
Pair Locks database model.
"""
__tablename__ = 'pairlocks'
- query: ClassVar[QueryPropertyDescriptor]
- _session: ClassVar[SessionType]
+ session: ClassVar[SessionType]
id: Mapped[int] = mapped_column(primary_key=True)
@@ -37,7 +36,8 @@ class PairLock(ModelBase):
f'lock_end_time={lock_end_time}, reason={self.reason}, active={self.active})')
@staticmethod
- def query_pair_locks(pair: Optional[str], now: datetime, side: str = '*') -> Query:
+ def query_pair_locks(
+ pair: Optional[str], now: datetime, side: str = '*') -> ScalarResult['PairLock']:
"""
Get all currently active locks for this pair
:param pair: Pair to check for. Returns all current locks if pair is empty
@@ -53,9 +53,11 @@ class PairLock(ModelBase):
else:
filters.append(PairLock.side == '*')
- return PairLock.query.filter(
- *filters
- )
+ return PairLock.session.scalars(select(PairLock).filter(*filters))
+
+ @staticmethod
+ def get_all_locks() -> ScalarResult['PairLock']:
+ return PairLock.session.scalars(select(PairLock))
def to_json(self) -> Dict[str, Any]:
return {
diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
index 5ed131a9b..29169a50d 100644
--- a/freqtrade/persistence/pairlock_middleware.py
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -1,6 +1,8 @@
import logging
from datetime import datetime, timezone
-from typing import List, Optional
+from typing import List, Optional, Sequence
+
+from sqlalchemy import select
from freqtrade.exchange import timeframe_to_next_date
from freqtrade.persistence.models import PairLock
@@ -51,15 +53,15 @@ class PairLocks():
active=True
)
if PairLocks.use_db:
- PairLock.query.session.add(lock)
- PairLock.query.session.commit()
+ PairLock.session.add(lock)
+ PairLock.session.commit()
else:
PairLocks.locks.append(lock)
return lock
@staticmethod
- def get_pair_locks(
- pair: Optional[str], now: Optional[datetime] = None, side: str = '*') -> List[PairLock]:
+ def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None,
+ side: str = '*') -> Sequence[PairLock]:
"""
Get all currently active locks for this pair
:param pair: Pair to check for. Returns all current locks if pair is empty
@@ -106,7 +108,7 @@ class PairLocks():
for lock in locks:
lock.active = False
if PairLocks.use_db:
- PairLock.query.session.commit()
+ PairLock.session.commit()
@staticmethod
def unlock_reason(reason: str, now: Optional[datetime] = None) -> None:
@@ -126,11 +128,11 @@ class PairLocks():
PairLock.active.is_(True),
PairLock.reason == reason
]
- locks = PairLock.query.filter(*filters)
+ locks = PairLock.session.scalars(select(PairLock).filter(*filters)).all()
for lock in locks:
logger.info(f"Releasing lock for {lock.pair} with reason '{reason}'.")
lock.active = False
- PairLock.query.session.commit()
+ PairLock.session.commit()
else:
# used in backtesting mode; don't show log messages for speed
locksb = PairLocks.get_pair_locks(None)
@@ -165,11 +167,11 @@ class PairLocks():
)
@staticmethod
- def get_all_locks() -> List[PairLock]:
+ def get_all_locks() -> Sequence[PairLock]:
"""
Return all locks, also locks with expired end date
"""
if PairLocks.use_db:
- return PairLock.query.all()
+ return PairLock.get_all_locks().all()
else:
return PairLocks.locks
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 19d71aa7b..17117d436 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -5,11 +5,11 @@ import logging
from collections import defaultdict
from datetime import datetime, timedelta, timezone
from math import isclose
-from typing import Any, ClassVar, Dict, List, Optional, cast
+from typing import Any, ClassVar, Dict, List, Optional, Sequence, cast
-from sqlalchemy import Enum, Float, ForeignKey, Integer, String, UniqueConstraint, desc, func
-from sqlalchemy.orm import (Mapped, Query, QueryPropertyDescriptor, lazyload, mapped_column,
- relationship)
+from sqlalchemy import (Enum, Float, ForeignKey, Integer, ScalarResult, Select, String,
+ UniqueConstraint, desc, func, select)
+from sqlalchemy.orm import Mapped, lazyload, mapped_column, relationship
from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
BuySell, LongShort)
@@ -36,8 +36,7 @@ class Order(ModelBase):
Mirrors CCXT Order structure
"""
__tablename__ = 'orders'
- query: ClassVar[QueryPropertyDescriptor]
- _session: ClassVar[SessionType]
+ session: ClassVar[SessionType]
# Uniqueness should be ensured over pair, order_id
# its likely that order_id is unique per Pair on some exchanges.
@@ -263,12 +262,12 @@ class Order(ModelBase):
return o
@staticmethod
- def get_open_orders() -> List['Order']:
+ def get_open_orders() -> Sequence['Order']:
"""
Retrieve open orders from the database
:return: List of open orders
"""
- return Order.query.filter(Order.ft_is_open.is_(True)).all()
+ return Order.session.scalars(select(Order).filter(Order.ft_is_open.is_(True))).all()
@staticmethod
def order_by_id(order_id: str) -> Optional['Order']:
@@ -276,7 +275,7 @@ class Order(ModelBase):
Retrieve order based on order_id
:return: Order or None
"""
- return Order.query.filter(Order.order_id == order_id).first()
+ return Order.session.scalars(select(Order).filter(Order.order_id == order_id)).first()
class LocalTrade():
@@ -561,6 +560,9 @@ class LocalTrade():
'trading_mode': self.trading_mode,
'funding_fees': self.funding_fees,
'open_order_id': self.open_order_id,
+ 'amount_precision': self.amount_precision,
+ 'price_precision': self.price_precision,
+ 'precision_mode': self.precision_mode,
'orders': orders,
}
@@ -1153,7 +1155,9 @@ class LocalTrade():
get open trade count
"""
if Trade.use_db:
- return Trade.query.filter(Trade.is_open.is_(True)).count()
+ return Trade.session.execute(
+ select(func.count(Trade.id)).filter(Trade.is_open.is_(True))
+ ).scalar_one()
else:
return LocalTrade.bt_open_open_trade_count
@@ -1186,8 +1190,7 @@ class Trade(ModelBase, LocalTrade):
Note: Fields must be aligned with LocalTrade class
"""
__tablename__ = 'trades'
- query: ClassVar[QueryPropertyDescriptor]
- _session: ClassVar[SessionType]
+ session: ClassVar[SessionType]
use_db: bool = True
@@ -1287,18 +1290,18 @@ class Trade(ModelBase, LocalTrade):
def delete(self) -> None:
for order in self.orders:
- Order.query.session.delete(order)
+ Order.session.delete(order)
- Trade.query.session.delete(self)
+ Trade.session.delete(self)
Trade.commit()
@staticmethod
def commit():
- Trade.query.session.commit()
+ Trade.session.commit()
@staticmethod
def rollback():
- Trade.query.session.rollback()
+ Trade.session.rollback()
@staticmethod
def get_trades_proxy(*, pair: Optional[str] = None, is_open: Optional[bool] = None,
@@ -1332,7 +1335,7 @@ class Trade(ModelBase, LocalTrade):
)
@staticmethod
- def get_trades(trade_filter=None, include_orders: bool = True) -> Query['Trade']:
+ def get_trades_query(trade_filter=None, include_orders: bool = True) -> Select:
"""
Helper function to query Trades using filters.
NOTE: Not supported in Backtesting.
@@ -1347,22 +1350,35 @@ class Trade(ModelBase, LocalTrade):
if trade_filter is not None:
if not isinstance(trade_filter, list):
trade_filter = [trade_filter]
- this_query = Trade.query.filter(*trade_filter)
+ this_query = select(Trade).filter(*trade_filter)
else:
- this_query = Trade.query
+ this_query = select(Trade)
if not include_orders:
# Don't load order relations
# Consider using noload or raiseload instead of lazyload
this_query = this_query.options(lazyload(Trade.orders))
return this_query
+ @staticmethod
+ def get_trades(trade_filter=None, include_orders: bool = True) -> ScalarResult['Trade']:
+ """
+ Helper function to query Trades using filters.
+ NOTE: Not supported in Backtesting.
+ :param trade_filter: Optional filter to apply to trades
+ Can be either a Filter object, or a List of filters
+ e.g. `(trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True),])`
+ e.g. `(trade_filter=Trade.id == trade_id)`
+ :return: unsorted query object
+ """
+ return Trade.session.scalars(Trade.get_trades_query(trade_filter, include_orders))
+
@staticmethod
def get_open_order_trades() -> List['Trade']:
"""
Returns all open trades
NOTE: Not supported in Backtesting.
"""
- return Trade.get_trades(Trade.open_order_id.isnot(None)).all()
+ return cast(List[Trade], Trade.get_trades(Trade.open_order_id.isnot(None)).all())
@staticmethod
def get_open_trades_without_assigned_fees():
@@ -1392,11 +1408,12 @@ class Trade(ModelBase, LocalTrade):
Retrieves total realized profit
"""
if Trade.use_db:
- total_profit = Trade.query.with_entities(
- func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False)).scalar()
+ total_profit: float = Trade.session.execute(
+ select(func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False))
+ ).scalar_one()
else:
- total_profit = sum(
- t.close_profit_abs for t in LocalTrade.get_trades_proxy(is_open=False))
+ total_profit = sum(t.close_profit_abs # type: ignore
+ for t in LocalTrade.get_trades_proxy(is_open=False))
return total_profit or 0
@staticmethod
@@ -1406,8 +1423,9 @@ class Trade(ModelBase, LocalTrade):
in stake currency
"""
if Trade.use_db:
- total_open_stake_amount = Trade.query.with_entities(
- func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True)).scalar()
+ total_open_stake_amount = Trade.session.scalar(
+ select(func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True))
+ )
else:
total_open_stake_amount = sum(
t.stake_amount for t in LocalTrade.get_trades_proxy(is_open=True))
@@ -1423,15 +1441,18 @@ class Trade(ModelBase, LocalTrade):
if minutes:
start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
filters.append(Trade.close_date >= start_date)
- pair_rates = Trade.query.with_entities(
- Trade.pair,
- func.sum(Trade.close_profit).label('profit_sum'),
- func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
- func.count(Trade.pair).label('count')
- ).filter(*filters)\
- .group_by(Trade.pair) \
- .order_by(desc('profit_sum_abs')) \
- .all()
+
+ pair_rates = Trade.session.execute(
+ select(
+ Trade.pair,
+ func.sum(Trade.close_profit).label('profit_sum'),
+ func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+ func.count(Trade.pair).label('count')
+ ).filter(*filters)
+ .group_by(Trade.pair)
+ .order_by(desc('profit_sum_abs'))
+ ).all()
+
return [
{
'pair': pair,
@@ -1456,15 +1477,16 @@ class Trade(ModelBase, LocalTrade):
if (pair is not None):
filters.append(Trade.pair == pair)
- enter_tag_perf = Trade.query.with_entities(
- Trade.enter_tag,
- func.sum(Trade.close_profit).label('profit_sum'),
- func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
- func.count(Trade.pair).label('count')
- ).filter(*filters)\
- .group_by(Trade.enter_tag) \
- .order_by(desc('profit_sum_abs')) \
- .all()
+ enter_tag_perf = Trade.session.execute(
+ select(
+ Trade.enter_tag,
+ func.sum(Trade.close_profit).label('profit_sum'),
+ func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+ func.count(Trade.pair).label('count')
+ ).filter(*filters)
+ .group_by(Trade.enter_tag)
+ .order_by(desc('profit_sum_abs'))
+ ).all()
return [
{
@@ -1488,16 +1510,16 @@ class Trade(ModelBase, LocalTrade):
filters: List = [Trade.is_open.is_(False)]
if (pair is not None):
filters.append(Trade.pair == pair)
-
- sell_tag_perf = Trade.query.with_entities(
- Trade.exit_reason,
- func.sum(Trade.close_profit).label('profit_sum'),
- func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
- func.count(Trade.pair).label('count')
- ).filter(*filters)\
- .group_by(Trade.exit_reason) \
- .order_by(desc('profit_sum_abs')) \
- .all()
+ sell_tag_perf = Trade.session.execute(
+ select(
+ Trade.exit_reason,
+ func.sum(Trade.close_profit).label('profit_sum'),
+ func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+ func.count(Trade.pair).label('count')
+ ).filter(*filters)
+ .group_by(Trade.exit_reason)
+ .order_by(desc('profit_sum_abs'))
+ ).all()
return [
{
@@ -1521,18 +1543,18 @@ class Trade(ModelBase, LocalTrade):
filters: List = [Trade.is_open.is_(False)]
if (pair is not None):
filters.append(Trade.pair == pair)
-
- mix_tag_perf = Trade.query.with_entities(
- Trade.id,
- Trade.enter_tag,
- Trade.exit_reason,
- func.sum(Trade.close_profit).label('profit_sum'),
- func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
- func.count(Trade.pair).label('count')
- ).filter(*filters)\
- .group_by(Trade.id) \
- .order_by(desc('profit_sum_abs')) \
- .all()
+ mix_tag_perf = Trade.session.execute(
+ select(
+ Trade.id,
+ Trade.enter_tag,
+ Trade.exit_reason,
+ func.sum(Trade.close_profit).label('profit_sum'),
+ func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+ func.count(Trade.pair).label('count')
+ ).filter(*filters)
+ .group_by(Trade.id)
+ .order_by(desc('profit_sum_abs'))
+ ).all()
return_list: List[Dict] = []
for id, enter_tag, exit_reason, profit, profit_abs, count in mix_tag_perf:
@@ -1568,11 +1590,15 @@ class Trade(ModelBase, LocalTrade):
NOTE: Not supported in Backtesting.
:returns: Tuple containing (pair, profit_sum)
"""
- best_pair = Trade.query.with_entities(
- Trade.pair, func.sum(Trade.close_profit).label('profit_sum')
- ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date)) \
- .group_by(Trade.pair) \
- .order_by(desc('profit_sum')).first()
+ best_pair = Trade.session.execute(
+ select(
+ Trade.pair,
+ func.sum(Trade.close_profit).label('profit_sum')
+ ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date))
+ .group_by(Trade.pair)
+ .order_by(desc('profit_sum'))
+ ).first()
+
return best_pair
@staticmethod
@@ -1582,12 +1608,13 @@ class Trade(ModelBase, LocalTrade):
NOTE: Not supported in Backtesting.
:returns: Tuple containing (pair, profit_sum)
"""
- trading_volume = Order.query.with_entities(
- func.sum(Order.cost).label('volume')
- ).filter(
- Order.order_filled_date >= start_date,
- Order.status == 'closed'
- ).scalar()
+ trading_volume = Trade.session.execute(
+ select(
+ func.sum(Order.cost).label('volume')
+ ).filter(
+ Order.order_filled_date >= start_date,
+ Order.status == 'closed'
+ )).scalar_one()
return trading_volume
@staticmethod
@@ -1636,8 +1663,10 @@ class Trade(ModelBase, LocalTrade):
stop_loss=data["stop_loss_abs"],
stop_loss_pct=data["stop_loss_ratio"],
stoploss_order_id=data["stoploss_order_id"],
- stoploss_last_update=(datetime.fromtimestamp(data["stoploss_last_update"] // 1000,
- tz=timezone.utc) if data["stoploss_last_update"] else None),
+ stoploss_last_update=(
+ datetime.fromtimestamp(data["stoploss_last_update_timestamp"] // 1000,
+ tz=timezone.utc)
+ if data["stoploss_last_update_timestamp"] else None),
initial_stop_loss=data["initial_stop_loss_abs"],
initial_stop_loss_pct=data["initial_stop_loss_ratio"],
min_rate=data["min_rate"],
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 1b2ee44da..e415c4911 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -1,4 +1,5 @@
import logging
+from datetime import datetime, timezone
from pathlib import Path
from typing import Dict, List, Optional
@@ -635,7 +636,7 @@ def load_and_plot_trades(config: Config):
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
IStrategy.dp = DataProvider(config, exchange)
strategy.ft_bot_start()
- strategy.bot_loop_start()
+ strategy.bot_loop_start(datetime.now(timezone.utc))
plot_elements = init_plotscript(config, list(exchange.markets), strategy.startup_candle_count)
timerange = plot_elements['timerange']
trades = plot_elements['trades']
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 18621ccbd..7497b27f1 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -276,6 +276,10 @@ class TradeSchema(BaseModel):
funding_fees: Optional[float]
trading_mode: Optional[TradingMode]
+ amount_precision: Optional[float]
+ price_precision: Optional[float]
+ precision_mode: Optional[int]
+
class OpenTradeSchema(TradeSchema):
stoploss_current_dist: Optional[float]
diff --git a/freqtrade/rpc/api_server/deps.py b/freqtrade/rpc/api_server/deps.py
index aed97367b..f5b1bcd74 100644
--- a/freqtrade/rpc/api_server/deps.py
+++ b/freqtrade/rpc/api_server/deps.py
@@ -1,9 +1,11 @@
-from typing import Any, Dict, Iterator, Optional
+from typing import Any, AsyncIterator, Dict, Optional
+from uuid import uuid4
from fastapi import Depends
from freqtrade.enums import RunMode
from freqtrade.persistence import Trade
+from freqtrade.persistence.models import _request_id_ctx_var
from freqtrade.rpc.rpc import RPC, RPCException
from .webserver import ApiServer
@@ -15,12 +17,19 @@ def get_rpc_optional() -> Optional[RPC]:
return None
-def get_rpc() -> Optional[Iterator[RPC]]:
+async def get_rpc() -> Optional[AsyncIterator[RPC]]:
+
_rpc = get_rpc_optional()
if _rpc:
+ request_id = str(uuid4())
+ ctx_token = _request_id_ctx_var.set(request_id)
Trade.rollback()
- yield _rpc
- Trade.rollback()
+ try:
+ yield _rpc
+ finally:
+ Trade.session.remove()
+ _request_id_ctx_var.reset(ctx_token)
+
else:
raise RPCException('Bot is not in the correct state')
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index b53662451..8030e303b 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -13,6 +13,7 @@ from freqtrade.exceptions import OperationalException
from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer
from freqtrade.rpc.api_server.ws.message_stream import MessageStream
from freqtrade.rpc.rpc import RPC, RPCException, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
logger = logging.getLogger(__name__)
@@ -108,7 +109,7 @@ class ApiServer(RPCHandler):
cls._has_rpc = False
cls._rpc = None
- def send_msg(self, msg: Dict[str, Any]) -> None:
+ def send_msg(self, msg: RPCSendMsg) -> None:
"""
Publish the message to the message stream
"""
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 727fc5a37..2b5eb107c 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -5,7 +5,7 @@ import logging
from abc import abstractmethod
from datetime import date, datetime, timedelta, timezone
from math import isnan
-from typing import Any, Dict, Generator, List, Optional, Tuple, Union
+from typing import Any, Dict, Generator, List, Optional, Sequence, Tuple, Union
import arrow
import psutil
@@ -13,6 +13,7 @@ from dateutil.relativedelta import relativedelta
from dateutil.tz import tzlocal
from numpy import NAN, inf, int64, mean
from pandas import DataFrame, NaT
+from sqlalchemy import func, select
from freqtrade import __version__
from freqtrade.configuration.timerange import TimeRange
@@ -29,6 +30,7 @@ from freqtrade.persistence import Order, PairLocks, Trade
from freqtrade.persistence.models import PairLock
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
+from freqtrade.rpc.rpc_types import RPCSendMsg
from freqtrade.wallets import PositionWallet, Wallet
@@ -78,7 +80,7 @@ class RPCHandler:
""" Cleanup pending module resources """
@abstractmethod
- def send_msg(self, msg: Dict[str, str]) -> None:
+ def send_msg(self, msg: RPCSendMsg) -> None:
""" Sends a message to all registered rpc modules """
@@ -122,7 +124,8 @@ class RPC:
if config['max_open_trades'] != float('inf') else -1),
'minimal_roi': config['minimal_roi'].copy() if 'minimal_roi' in config else {},
'stoploss': config.get('stoploss'),
- 'stoploss_on_exchange': config.get('stoploss_on_exchange', False),
+ 'stoploss_on_exchange': config.get('order_types',
+ {}).get('stoploss_on_exchange', False),
'trailing_stop': config.get('trailing_stop'),
'trailing_stop_positive': config.get('trailing_stop_positive'),
'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
@@ -158,7 +161,7 @@ class RPC:
"""
# Fetch open trades
if trade_ids:
- trades: List[Trade] = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all()
+ trades: Sequence[Trade] = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all()
else:
trades = Trade.get_open_trades()
@@ -339,11 +342,13 @@ class RPC:
for day in range(0, timescale):
profitday = start_date - time_offset(day)
# Only query for necessary columns for performance reasons.
- trades = Trade.query.session.query(Trade.close_profit_abs).filter(
- Trade.is_open.is_(False),
- Trade.close_date >= profitday,
- Trade.close_date < (profitday + time_offset(1))
- ).order_by(Trade.close_date).all()
+ trades = Trade.session.execute(
+ select(Trade.close_profit_abs)
+ .filter(Trade.is_open.is_(False),
+ Trade.close_date >= profitday,
+ Trade.close_date < (profitday + time_offset(1)))
+ .order_by(Trade.close_date)
+ ).all()
curdayprofit = sum(
trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
@@ -381,14 +386,19 @@ class RPC:
""" Returns the X last trades """
order_by: Any = Trade.id if order_by_id else Trade.close_date.desc()
if limit:
- trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
- order_by).limit(limit).offset(offset)
+ trades = Trade.session.scalars(
+ Trade.get_trades_query([Trade.is_open.is_(False)])
+ .order_by(order_by)
+ .limit(limit)
+ .offset(offset))
else:
- trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
- Trade.close_date.desc())
+ trades = Trade.session.scalars(
+ Trade.get_trades_query([Trade.is_open.is_(False)])
+ .order_by(Trade.close_date.desc()))
output = [trade.to_json() for trade in trades]
- total_trades = Trade.get_trades([Trade.is_open.is_(False)]).count()
+ total_trades = Trade.session.scalar(
+ select(func.count(Trade.id)).filter(Trade.is_open.is_(False)))
return {
"trades": output,
@@ -436,8 +446,8 @@ class RPC:
""" Returns cumulative profit statistics """
trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) |
Trade.is_open.is_(True))
- trades: List[Trade] = Trade.get_trades(
- trade_filter, include_orders=False).order_by(Trade.id).all()
+ trades: Sequence[Trade] = Trade.session.scalars(Trade.get_trades_query(
+ trade_filter, include_orders=False).order_by(Trade.id)).all()
profit_all_coin = []
profit_all_ratio = []
@@ -946,12 +956,12 @@ class RPC:
def _rpc_delete_lock(self, lockid: Optional[int] = None,
pair: Optional[str] = None) -> Dict[str, Any]:
""" Delete specific lock(s) """
- locks = []
+ locks: Sequence[PairLock] = []
if pair:
locks = PairLocks.get_pair_locks(pair)
if lockid:
- locks = PairLock.query.filter(PairLock.id == lockid).all()
+ locks = PairLock.session.scalars(select(PairLock).filter(PairLock.id == lockid)).all()
for lock in locks:
lock.active = False
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index c4d4fa2dd..1972ad6e5 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -3,11 +3,12 @@ This module contains class to manage RPC communications (Telegram, API, ...)
"""
import logging
from collections import deque
-from typing import Any, Dict, List
+from typing import List
from freqtrade.constants import Config
from freqtrade.enums import NO_ECHO_MESSAGES, RPCMessageType
from freqtrade.rpc import RPC, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
logger = logging.getLogger(__name__)
@@ -58,7 +59,7 @@ class RPCManager:
mod.cleanup()
del mod
- def send_msg(self, msg: Dict[str, Any]) -> None:
+ def send_msg(self, msg: RPCSendMsg) -> None:
"""
Send given message to all registered rpc modules.
A message consists of one or more key value pairs of strings.
@@ -69,10 +70,6 @@ class RPCManager:
"""
if msg.get('type') not in NO_ECHO_MESSAGES:
logger.info('Sending rpc message: %s', msg)
- if 'pair' in msg:
- msg.update({
- 'base_currency': self._rpc._freqtrade.exchange.get_pair_base_currency(msg['pair'])
- })
for mod in self.registered_modules:
logger.debug('Forwarding message to rpc.%s', mod.name)
try:
diff --git a/freqtrade/rpc/rpc_types.py b/freqtrade/rpc/rpc_types.py
new file mode 100644
index 000000000..3277a2d6e
--- /dev/null
+++ b/freqtrade/rpc/rpc_types.py
@@ -0,0 +1,128 @@
+from datetime import datetime
+from typing import Any, List, Literal, Optional, TypedDict, Union
+
+from freqtrade.constants import PairWithTimeframe
+from freqtrade.enums import RPCMessageType
+
+
+class RPCSendMsgBase(TypedDict):
+ pass
+ # ty1pe: Literal[RPCMessageType]
+
+
+class RPCStatusMsg(RPCSendMsgBase):
+ """Used for Status, Startup and Warning messages"""
+ type: Literal[RPCMessageType.STATUS, RPCMessageType.STARTUP, RPCMessageType.WARNING]
+ status: str
+
+
+class RPCStrategyMsg(RPCSendMsgBase):
+ """Used for Status, Startup and Warning messages"""
+ type: Literal[RPCMessageType.STRATEGY_MSG]
+ msg: str
+
+
+class RPCProtectionMsg(RPCSendMsgBase):
+ type: Literal[RPCMessageType.PROTECTION_TRIGGER, RPCMessageType.PROTECTION_TRIGGER_GLOBAL]
+ id: int
+ pair: str
+ base_currency: Optional[str]
+ lock_time: str
+ lock_timestamp: int
+ lock_end_time: str
+ lock_end_timestamp: int
+ reason: str
+ side: str
+ active: bool
+
+
+class RPCWhitelistMsg(RPCSendMsgBase):
+ type: Literal[RPCMessageType.WHITELIST]
+ data: List[str]
+
+
+class __RPCBuyMsgBase(RPCSendMsgBase):
+ trade_id: int
+ buy_tag: Optional[str]
+ enter_tag: Optional[str]
+ exchange: str
+ pair: str
+ base_currency: str
+ leverage: Optional[float]
+ direction: str
+ limit: float
+ open_rate: float
+ order_type: Optional[str] # TODO: why optional??
+ stake_amount: float
+ stake_currency: str
+ fiat_currency: Optional[str]
+ amount: float
+ open_date: datetime
+ current_rate: Optional[float]
+ sub_trade: bool
+
+
+class RPCBuyMsg(__RPCBuyMsgBase):
+ type: Literal[RPCMessageType.ENTRY, RPCMessageType.ENTRY_FILL]
+
+
+class RPCCancelMsg(__RPCBuyMsgBase):
+ type: Literal[RPCMessageType.ENTRY_CANCEL]
+ reason: str
+
+
+class RPCSellMsg(__RPCBuyMsgBase):
+ type: Literal[RPCMessageType.EXIT, RPCMessageType.EXIT_FILL]
+ cumulative_profit: float
+ gain: str # Literal["profit", "loss"]
+ close_rate: float
+ profit_amount: float
+ profit_ratio: float
+ sell_reason: Optional[str]
+ exit_reason: Optional[str]
+ close_date: datetime
+ # current_rate: Optional[float]
+ order_rate: Optional[float]
+
+
+class RPCSellCancelMsg(__RPCBuyMsgBase):
+ type: Literal[RPCMessageType.EXIT_CANCEL]
+ reason: str
+ gain: str # Literal["profit", "loss"]
+ profit_amount: float
+ profit_ratio: float
+ sell_reason: Optional[str]
+ exit_reason: Optional[str]
+ close_date: datetime
+
+
+class _AnalyzedDFData(TypedDict):
+ key: PairWithTimeframe
+ df: Any
+ la: datetime
+
+
+class RPCAnalyzedDFMsg(RPCSendMsgBase):
+ """New Analyzed dataframe message"""
+ type: Literal[RPCMessageType.ANALYZED_DF]
+ data: _AnalyzedDFData
+
+
+class RPCNewCandleMsg(RPCSendMsgBase):
+ """New candle ping message, issued once per new candle/pair"""
+ type: Literal[RPCMessageType.NEW_CANDLE]
+ data: PairWithTimeframe
+
+
+RPCSendMsg = Union[
+ RPCStatusMsg,
+ RPCStrategyMsg,
+ RPCProtectionMsg,
+ RPCWhitelistMsg,
+ RPCBuyMsg,
+ RPCCancelMsg,
+ RPCSellMsg,
+ RPCSellCancelMsg,
+ RPCAnalyzedDFMsg,
+ RPCNewCandleMsg
+ ]
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 0c0b24f00..d79d8ea76 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -30,6 +30,7 @@ from freqtrade.exceptions import OperationalException
from freqtrade.misc import chunks, plural, round_coin_value
from freqtrade.persistence import Trade
from freqtrade.rpc import RPC, RPCException, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
logger = logging.getLogger(__name__)
@@ -83,6 +84,8 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
self._send_msg(str(e))
except BaseException:
logger.exception('Exception occurred within Telegram module')
+ finally:
+ Trade.session.remove()
return wrapper
@@ -427,14 +430,14 @@ class Telegram(RPCHandler):
return None
return message
- def send_msg(self, msg: Dict[str, Any]) -> None:
+ def send_msg(self, msg: RPCSendMsg) -> None:
""" Send a message to telegram channel """
default_noti = 'on'
msg_type = msg['type']
noti = ''
- if msg_type == RPCMessageType.EXIT:
+ if msg['type'] == RPCMessageType.EXIT:
sell_noti = self._config['telegram'] \
.get('notification_settings', {}).get(str(msg_type), {})
# For backward compatibility sell still can be string
@@ -451,7 +454,7 @@ class Telegram(RPCHandler):
# Notification disabled
return
- message = self.compose_message(deepcopy(msg), msg_type)
+ message = self.compose_message(deepcopy(msg), msg_type) # type: ignore
if message:
self._send_msg(message, disable_notification=(noti == 'silent'))
@@ -1340,7 +1343,7 @@ class Telegram(RPCHandler):
message = tabulate({k: [v] for k, v in counts.items()},
headers=['current', 'max', 'total stake'],
tablefmt='simple')
- message = "{}".format(message)
+ message = f"{message}"
logger.debug(message)
self._send_msg(message, parse_mode=ParseMode.HTML,
reload_able=True, callback_path="update_count",
@@ -1642,7 +1645,7 @@ class Telegram(RPCHandler):
])
else:
reply_markup = InlineKeyboardMarkup([[]])
- msg += "\nUpdated: {}".format(datetime.now().ctime())
+ msg += f"\nUpdated: {datetime.now().ctime()}"
if not query.message:
return
chat_id = query.message.chat_id
diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py
index 0967de70d..14b881126 100644
--- a/freqtrade/rpc/webhook.py
+++ b/freqtrade/rpc/webhook.py
@@ -10,6 +10,7 @@ from requests import RequestException, post
from freqtrade.constants import Config
from freqtrade.enums import RPCMessageType
from freqtrade.rpc import RPC, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
logger = logging.getLogger(__name__)
@@ -41,7 +42,7 @@ class Webhook(RPCHandler):
"""
pass
- def _get_value_dict(self, msg: Dict[str, Any]) -> Optional[Dict[str, Any]]:
+ def _get_value_dict(self, msg: RPCSendMsg) -> Optional[Dict[str, Any]]:
whconfig = self._config['webhook']
# Deprecated 2022.10 - only keep generic method.
if msg['type'] in [RPCMessageType.ENTRY]:
@@ -75,7 +76,7 @@ class Webhook(RPCHandler):
return None
return valuedict
- def send_msg(self, msg: Dict[str, Any]) -> None:
+ def send_msg(self, msg: RPCSendMsg) -> None:
""" Send a message to telegram channel """
try:
@@ -113,7 +114,7 @@ class Webhook(RPCHandler):
response = post(self._url, data=payload['data'],
headers={'Content-Type': 'text/plain'})
else:
- raise NotImplementedError('Unknown format: {}'.format(self._format))
+ raise NotImplementedError(f'Unknown format: {self._format}')
# Throw a RequestException if the post was not successful
response.raise_for_status()
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 96b2ac8ce..6d4a3036f 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -251,11 +251,12 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
pass
- def bot_loop_start(self, **kwargs) -> None:
+ def bot_loop_start(self, current_time: datetime, **kwargs) -> None:
"""
Called at the start of the bot iteration (one loop).
Might be used to perform pair-independent tasks
(e.g. gather some remote resource for comparison)
+ :param current_time: datetime object, containing the current datetime
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
"""
pass
diff --git a/freqtrade/strategy/strategyupdater.py b/freqtrade/strategy/strategyupdater.py
new file mode 100644
index 000000000..2669dcc4a
--- /dev/null
+++ b/freqtrade/strategy/strategyupdater.py
@@ -0,0 +1,255 @@
+import shutil
+from pathlib import Path
+
+import ast_comments
+
+from freqtrade.constants import Config
+
+
+class StrategyUpdater:
+ name_mapping = {
+ 'ticker_interval': 'timeframe',
+ 'buy': 'enter_long',
+ 'sell': 'exit_long',
+ 'buy_tag': 'enter_tag',
+ 'sell_reason': 'exit_reason',
+
+ 'sell_signal': 'exit_signal',
+ 'custom_sell': 'custom_exit',
+ 'force_sell': 'force_exit',
+ 'emergency_sell': 'emergency_exit',
+
+ # Strategy/config settings:
+ 'use_sell_signal': 'use_exit_signal',
+ 'sell_profit_only': 'exit_profit_only',
+ 'sell_profit_offset': 'exit_profit_offset',
+ 'ignore_roi_if_buy_signal': 'ignore_roi_if_entry_signal',
+ 'forcebuy_enable': 'force_entry_enable',
+ }
+
+ function_mapping = {
+ 'populate_buy_trend': 'populate_entry_trend',
+ 'populate_sell_trend': 'populate_exit_trend',
+ 'custom_sell': 'custom_exit',
+ 'check_buy_timeout': 'check_entry_timeout',
+ 'check_sell_timeout': 'check_exit_timeout',
+ # '': '',
+ }
+ # order_time_in_force, order_types, unfilledtimeout
+ otif_ot_unfilledtimeout = {
+ 'buy': 'entry',
+ 'sell': 'exit',
+ }
+
+ # create a dictionary that maps the old column names to the new ones
+ rename_dict = {'buy': 'enter_long', 'sell': 'exit_long', 'buy_tag': 'enter_tag'}
+
+ def start(self, config: Config, strategy_obj: dict) -> None:
+ """
+ Run strategy updater
+ It updates a strategy to v3 with the help of the ast-module
+ :return: None
+ """
+
+ source_file = strategy_obj['location']
+ strategies_backup_folder = Path.joinpath(config['user_data_dir'], "strategies_orig_updater")
+ target_file = Path.joinpath(strategies_backup_folder, strategy_obj['location_rel'])
+
+ # read the file
+ with Path(source_file).open('r') as f:
+ old_code = f.read()
+ if not strategies_backup_folder.is_dir():
+ Path(strategies_backup_folder).mkdir(parents=True, exist_ok=True)
+
+ # backup original
+ # => currently no date after the filename,
+ # could get overridden pretty fast if this is fired twice!
+ # The folder is always the same and the file name too (currently).
+ shutil.copy(source_file, target_file)
+
+ # update the code
+ new_code = self.update_code(old_code)
+ # write the modified code to the destination folder
+ with Path(source_file).open('w') as f:
+ f.write(new_code)
+
+ # define the function to update the code
+ def update_code(self, code):
+ # parse the code into an AST
+ tree = ast_comments.parse(code)
+
+ # use the AST to update the code
+ updated_code = self.modify_ast(tree)
+
+ # return the modified code without executing it
+ return updated_code
+
+ # function that uses the ast module to update the code
+ def modify_ast(self, tree): # noqa
+ # use the visitor to update the names and functions in the AST
+ NameUpdater().visit(tree)
+
+ # first fix the comments, so it understands "\n" properly inside multi line comments.
+ ast_comments.fix_missing_locations(tree)
+ ast_comments.increment_lineno(tree, n=1)
+
+ # generate the new code from the updated AST
+ # without indent {} parameters would just be written straight one after the other.
+
+ # ast_comments would be amazing since this is the only solution that carries over comments,
+ # but it does currently not have an unparse function, hopefully in the future ... !
+ # return ast_comments.unparse(tree)
+
+ return ast_comments.unparse(tree)
+
+
+# Here we go through each respective node, slice, elt, key ... to replace outdated entries.
+class NameUpdater(ast_comments.NodeTransformer):
+ def generic_visit(self, node):
+
+ # space is not yet transferred from buy/sell to entry/exit and thereby has to be skipped.
+ if isinstance(node, ast_comments.keyword):
+ if node.arg == "space":
+ return node
+
+ # from here on this is the original function.
+ for field, old_value in ast_comments.iter_fields(node):
+ if isinstance(old_value, list):
+ new_values = []
+ for value in old_value:
+ if isinstance(value, ast_comments.AST):
+ value = self.visit(value)
+ if value is None:
+ continue
+ elif not isinstance(value, ast_comments.AST):
+ new_values.extend(value)
+ continue
+ new_values.append(value)
+ old_value[:] = new_values
+ elif isinstance(old_value, ast_comments.AST):
+ new_node = self.visit(old_value)
+ if new_node is None:
+ delattr(node, field)
+ else:
+ setattr(node, field, new_node)
+ return node
+
+ def visit_Expr(self, node):
+ if hasattr(node.value, "left") and hasattr(node.value.left, "id"):
+ node.value.left.id = self.check_dict(StrategyUpdater.name_mapping, node.value.left.id)
+ self.visit(node.value)
+ return node
+
+ # Renames an element if contained inside a dictionary.
+ @staticmethod
+ def check_dict(current_dict: dict, element: str):
+ if element in current_dict:
+ element = current_dict[element]
+ return element
+
+ def visit_arguments(self, node):
+ if isinstance(node.args, list):
+ for arg in node.args:
+ arg.arg = self.check_dict(StrategyUpdater.name_mapping, arg.arg)
+ return node
+
+ def visit_Name(self, node):
+ # if the name is in the mapping, update it
+ node.id = self.check_dict(StrategyUpdater.name_mapping, node.id)
+ return node
+
+ def visit_Import(self, node):
+ # do not update the names in import statements
+ return node
+
+ def visit_ImportFrom(self, node):
+ # if hasattr(node, "module"):
+ # if node.module == "freqtrade.strategy.hyper":
+ # node.module = "freqtrade.strategy"
+ return node
+
+ def visit_If(self, node: ast_comments.If):
+ for child in ast_comments.iter_child_nodes(node):
+ self.visit(child)
+ return node
+
+ def visit_FunctionDef(self, node):
+ node.name = self.check_dict(StrategyUpdater.function_mapping, node.name)
+ self.generic_visit(node)
+ return node
+
+ def visit_Attribute(self, node):
+ if (
+ isinstance(node.value, ast_comments.Name)
+ and node.value.id == 'trade'
+ and node.attr == 'nr_of_successful_buys'
+ ):
+ node.attr = 'nr_of_successful_entries'
+ return node
+
+ def visit_ClassDef(self, node):
+ # check if the class is derived from IStrategy
+ if any(isinstance(base, ast_comments.Name) and
+ base.id == 'IStrategy' for base in node.bases):
+ # check if the INTERFACE_VERSION variable exists
+ has_interface_version = any(
+ isinstance(child, ast_comments.Assign) and
+ isinstance(child.targets[0], ast_comments.Name) and
+ child.targets[0].id == 'INTERFACE_VERSION'
+ for child in node.body
+ )
+
+ # if the INTERFACE_VERSION variable does not exist, add it as the first child
+ if not has_interface_version:
+ node.body.insert(0, ast_comments.parse('INTERFACE_VERSION = 3').body[0])
+ # otherwise, update its value to 3
+ else:
+ for child in node.body:
+ if (
+ isinstance(child, ast_comments.Assign)
+ and isinstance(child.targets[0], ast_comments.Name)
+ and child.targets[0].id == 'INTERFACE_VERSION'
+ ):
+ child.value = ast_comments.parse('3').body[0].value
+ self.generic_visit(node)
+ return node
+
+ def visit_Subscript(self, node):
+ if isinstance(node.slice, ast_comments.Constant):
+ if node.slice.value in StrategyUpdater.rename_dict:
+ # Replace the slice attributes with the values from rename_dict
+ node.slice.value = StrategyUpdater.rename_dict[node.slice.value]
+ if hasattr(node.slice, "elts"):
+ self.visit_elts(node.slice.elts)
+ if hasattr(node.slice, "value"):
+ if hasattr(node.slice.value, "elts"):
+ self.visit_elts(node.slice.value.elts)
+ return node
+
+ # elts can have elts (technically recursively)
+ def visit_elts(self, elts):
+ if isinstance(elts, list):
+ for elt in elts:
+ self.visit_elt(elt)
+ else:
+ self.visit_elt(elts)
+ return elts
+
+ # sub function again needed since the structure itself is highly flexible ...
+ def visit_elt(self, elt):
+ if isinstance(elt, ast_comments.Constant) and elt.value in StrategyUpdater.rename_dict:
+ elt.value = StrategyUpdater.rename_dict[elt.value]
+ if hasattr(elt, "elts"):
+ self.visit_elts(elt.elts)
+ if hasattr(elt, "args"):
+ if isinstance(elt.args, ast_comments.arguments):
+ self.visit_elts(elt.args)
+ else:
+ for arg in elt.args:
+ self.visit_elts(arg)
+ return elt
+
+ def visit_Constant(self, node):
+ node.value = self.check_dict(StrategyUpdater.otif_ot_unfilledtimeout, node.value)
+ node.value = self.check_dict(StrategyUpdater.name_mapping, node.value)
+ return node
diff --git a/freqtrade/templates/strategy_subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/strategy_subtemplates/strategy_methods_advanced.j2
index 488ca2fd7..bfbb20ec1 100644
--- a/freqtrade/templates/strategy_subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/strategy_subtemplates/strategy_methods_advanced.j2
@@ -1,5 +1,5 @@
-def bot_loop_start(self, **kwargs) -> None:
+def bot_loop_start(self, current_time: datetime, **kwargs) -> None:
"""
Called at the start of the bot iteration (one loop).
Might be used to perform pair-independent tasks
@@ -8,6 +8,7 @@ def bot_loop_start(self, **kwargs) -> None:
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, this simply does nothing.
+ :param current_time: datetime object, containing the current datetime
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
"""
pass
diff --git a/freqtrade/util/binance_mig.py b/freqtrade/util/binance_mig.py
index 708bb1db7..37a2d2ef1 100644
--- a/freqtrade/util/binance_mig.py
+++ b/freqtrade/util/binance_mig.py
@@ -1,6 +1,7 @@
import logging
from packaging import version
+from sqlalchemy import select
from freqtrade.constants import Config
from freqtrade.enums.tradingmode import TradingMode
@@ -44,7 +45,7 @@ def _migrate_binance_futures_db(config: Config):
# Should symbol be migrated too?
# order.symbol = new_pair
Trade.commit()
- pls = PairLock.query.filter(PairLock.pair.notlike('%:%'))
+ pls = PairLock.session.scalars(select(PairLock).filter(PairLock.pair.notlike('%:%'))).all()
for pl in pls:
pl.pair = f"{pl.pair}:{config['stake_currency']}"
# print(pls)
diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py
index 3da4f038d..63797d462 100644
--- a/freqtrade/vendor/qtpylib/indicators.py
+++ b/freqtrade/vendor/qtpylib/indicators.py
@@ -1,5 +1,3 @@
-# -*- coding: utf-8 -*-
-#
# QTPyLib: Quantitative Trading Python Library
# https://github.com/ranaroussi/qtpylib
#
@@ -18,7 +16,6 @@
# limitations under the License.
#
-import sys
import warnings
from datetime import datetime, timedelta
@@ -27,11 +24,6 @@ import pandas as pd
from pandas.core.base import PandasObject
-# =============================================
-# check min, python version
-if sys.version_info < (3, 4):
- raise SystemError("QTPyLib requires Python version >= 3.4")
-
# =============================================
warnings.simplefilter(action="ignore", category=RuntimeWarning)
diff --git a/pyproject.toml b/pyproject.toml
index 71687961d..baf707c68 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -1,3 +1,7 @@
+[build-system]
+requires = ["setuptools >= 46.4.0", "wheel"]
+build-backend = "setuptools.build_meta"
+
[tool.black]
line-length = 100
exclude = '''
@@ -48,10 +52,6 @@ ignore_errors = true
module = "telegram.*"
implicit_optional = true
-[build-system]
-requires = ["setuptools >= 46.4.0", "wheel"]
-build-backend = "setuptools.build_meta"
-
[tool.pyright]
include = ["freqtrade"]
exclude = [
@@ -68,15 +68,19 @@ target-version = "py38"
extend-select = [
"C90", # mccabe
# "N", # pep8-naming
- # "UP", # pyupgrade
+ "UP", # pyupgrade
"TID", # flake8-tidy-imports
# "EXE", # flake8-executable
"YTT", # flake8-2020
+ # "S", # flake8-bandit
# "DTZ", # flake8-datetimez
# "RSE", # flake8-raise
# "TCH", # flake8-type-checking
- "PTH", # flake8-use-pathlib
+ "PTH", # flake8-use-pathlib
]
[tool.ruff.mccabe]
max-complexity = 12
+
+[tool.ruff.per-file-ignores]
+"tests/*" = ["S"]
diff --git a/requirements-dev.txt b/requirements-dev.txt
index 6d076777f..3324c11e9 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -7,11 +7,11 @@
-r docs/requirements-docs.txt
coveralls==3.3.1
-ruff==0.0.255
+ruff==0.0.259
mypy==1.1.1
-pre-commit==3.1.1
+pre-commit==3.2.1
pytest==7.2.2
-pytest-asyncio==0.20.3
+pytest-asyncio==0.21.0
pytest-cov==4.0.0
pytest-mock==3.10.0
pytest-random-order==1.1.0
@@ -22,11 +22,11 @@ time-machine==2.9.0
httpx==0.23.3
# Convert jupyter notebooks to markdown documents
-nbconvert==7.2.9
+nbconvert==7.2.10
# mypy types
types-cachetools==5.3.0.4
types-filelock==3.2.7
-types-requests==2.28.11.15
+types-requests==2.28.11.16
types-tabulate==0.9.0.1
types-python-dateutil==2.8.19.10
diff --git a/requirements-freqai.txt b/requirements-freqai.txt
index bc0be85e5..e6eae667c 100644
--- a/requirements-freqai.txt
+++ b/requirements-freqai.txt
@@ -5,7 +5,7 @@
# Required for freqai
scikit-learn==1.1.3
joblib==1.2.0
-catboost==1.1.1; platform_machine != 'aarch64' and python_version < '3.11'
+catboost==1.1.1; platform_machine != 'aarch64' and 'arm' not in platform_machine and python_version < '3.11'
lightgbm==3.3.5
xgboost==1.7.4
tensorboard==2.12.0
diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 904b5d661..2c7c27d98 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -5,5 +5,5 @@
scipy==1.10.1
scikit-learn==1.1.3
scikit-optimize==0.9.0
-filelock==3.9.0
+filelock==3.10.6
progressbar2==4.2.0
diff --git a/requirements.txt b/requirements.txt
index 868fc9699..b888d9f6e 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,10 +2,10 @@ numpy==1.24.2
pandas==1.5.3
pandas-ta==0.3.14b
-ccxt==2.9.12
-cryptography==39.0.2
+ccxt==3.0.37
+cryptography==40.0.1
aiohttp==3.8.4
-SQLAlchemy==2.0.5.post1
+SQLAlchemy==2.0.7
python-telegram-bot==13.15
arrow==1.2.3
cachetools==4.2.2
@@ -26,17 +26,17 @@ pyarrow==11.0.0; platform_machine != 'armv7l'
py_find_1st==1.1.5
# Load ticker files 30% faster
-python-rapidjson==1.9
+python-rapidjson==1.10
# Properly format api responses
-orjson==3.8.7
+orjson==3.8.8
# Notify systemd
sdnotify==0.3.2
# API Server
-fastapi==0.94.0
-pydantic==1.10.6
-uvicorn==0.21.0
+fastapi==0.95.0
+pydantic==1.10.7
+uvicorn==0.21.1
pyjwt==2.6.0
aiofiles==23.1.0
psutil==5.9.4
@@ -55,3 +55,5 @@ schedule==1.1.0
#WS Messages
websockets==10.4
janus==1.0.0
+
+ast-comments==1.0.1
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 0ba1924a7..318590b32 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -14,7 +14,8 @@ from freqtrade.commands import (start_backtesting_show, start_convert_data, star
start_hyperopt_show, start_install_ui, start_list_data,
start_list_exchanges, start_list_markets, start_list_strategies,
start_list_timeframes, start_new_strategy, start_show_trades,
- start_test_pairlist, start_trading, start_webserver)
+ start_strategy_update, start_test_pairlist, start_trading,
+ start_webserver)
from freqtrade.commands.db_commands import start_convert_db
from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
get_ui_download_url, read_ui_version)
@@ -1546,3 +1547,37 @@ def test_start_convert_db(mocker, fee, tmpdir, caplog):
start_convert_db(pargs)
assert db_target_file.is_file()
+
+
+def test_start_strategy_updater(mocker, tmpdir):
+ sc_mock = mocker.patch('freqtrade.commands.strategy_utils_commands.start_conversion')
+ teststrats = Path(__file__).parent.parent / 'strategy/strats'
+ args = [
+ "strategy-updater",
+ "--userdir",
+ str(tmpdir),
+ "--strategy-path",
+ str(teststrats),
+ ]
+ pargs = get_args(args)
+ pargs['config'] = None
+ start_strategy_update(pargs)
+ # Number of strategies in the test directory
+ assert sc_mock.call_count == 11
+
+ sc_mock.reset_mock()
+ args = [
+ "strategy-updater",
+ "--userdir",
+ str(tmpdir),
+ "--strategy-path",
+ str(teststrats),
+ "--strategy-list",
+ "StrategyTestV3",
+ "StrategyTestV2"
+ ]
+ pargs = get_args(args)
+ pargs['config'] = None
+ start_strategy_update(pargs)
+ # Number of strategies in the test directory
+ assert sc_mock.call_count == 2
diff --git a/tests/conftest.py b/tests/conftest.py
index 3c10de4ec..0aa6e70a8 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -299,7 +299,7 @@ def create_mock_trades(fee, is_short: Optional[bool] = False, use_db: bool = Tru
"""
def add_trade(trade):
if use_db:
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
else:
LocalTrade.add_bt_trade(trade)
is_short1 = is_short if is_short is not None else True
@@ -332,11 +332,11 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
Create some fake trades ...
"""
if use_db:
- Trade.query.session.rollback()
+ Trade.session.rollback()
def add_trade(trade):
if use_db:
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
else:
LocalTrade.add_bt_trade(trade)
@@ -366,7 +366,7 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
add_trade(trade)
if use_db:
- Trade.query.session.flush()
+ Trade.session.flush()
def create_mock_trades_usdt(fee, is_short: Optional[bool] = False, use_db: bool = True):
@@ -375,7 +375,7 @@ def create_mock_trades_usdt(fee, is_short: Optional[bool] = False, use_db: bool
"""
def add_trade(trade):
if use_db:
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
else:
LocalTrade.add_bt_trade(trade)
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 345e3c299..2c5515f7c 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -98,7 +98,7 @@ def test_load_backtest_data_new_format(testdatadir):
assert bt_data.equals(bt_data3)
with pytest.raises(ValueError, match=r"File .* does not exist\."):
- load_backtest_data(str("filename") + "nofile")
+ load_backtest_data("filename" + "nofile")
with pytest.raises(ValueError, match=r"Unknown dataformat."):
load_backtest_data(testdatadir / "backtest_results" / LAST_BT_RESULT_FN)
diff --git a/tests/data/test_datahandler.py b/tests/data/test_datahandler.py
index f673ede6e..f19b15455 100644
--- a/tests/data/test_datahandler.py
+++ b/tests/data/test_datahandler.py
@@ -252,7 +252,7 @@ def test_datahandler__check_empty_df(testdatadir, caplog):
assert log_has_re(expected_text, caplog)
-@pytest.mark.parametrize('datahandler', ['feather', 'parquet'])
+@pytest.mark.parametrize('datahandler', ['parquet'])
def test_datahandler_trades_not_supported(datahandler, testdatadir, ):
dh = get_datahandler(testdatadir, datahandler)
with pytest.raises(NotImplementedError):
@@ -496,6 +496,58 @@ def test_hdf5datahandler_ohlcv_purge(mocker, testdatadir):
assert unlinkmock.call_count == 2
+def test_featherdatahandler_trades_load(testdatadir):
+ dh = get_datahandler(testdatadir, 'feather')
+ trades = dh.trades_load('XRP/ETH')
+ assert isinstance(trades, list)
+ assert trades[0][0] == 1570752011620
+ assert trades[-1][-1] == 0.1986231
+
+ trades1 = dh.trades_load('UNITTEST/NONEXIST')
+ assert trades1 == []
+
+
+def test_featherdatahandler_trades_store(testdatadir, tmpdir):
+ tmpdir1 = Path(tmpdir)
+ dh = get_datahandler(testdatadir, 'feather')
+ trades = dh.trades_load('XRP/ETH')
+
+ dh1 = get_datahandler(tmpdir1, 'feather')
+ dh1.trades_store('XRP/NEW', trades)
+ file = tmpdir1 / 'XRP_NEW-trades.feather'
+ assert file.is_file()
+ # Load trades back
+ trades_new = dh1.trades_load('XRP/NEW')
+
+ assert len(trades_new) == len(trades)
+ assert trades[0][0] == trades_new[0][0]
+ assert trades[0][1] == trades_new[0][1]
+ # assert trades[0][2] == trades_new[0][2] # This is nan - so comparison does not make sense
+ assert trades[0][3] == trades_new[0][3]
+ assert trades[0][4] == trades_new[0][4]
+ assert trades[0][5] == trades_new[0][5]
+ assert trades[0][6] == trades_new[0][6]
+ assert trades[-1][0] == trades_new[-1][0]
+ assert trades[-1][1] == trades_new[-1][1]
+ # assert trades[-1][2] == trades_new[-1][2] # This is nan - so comparison does not make sense
+ assert trades[-1][3] == trades_new[-1][3]
+ assert trades[-1][4] == trades_new[-1][4]
+ assert trades[-1][5] == trades_new[-1][5]
+ assert trades[-1][6] == trades_new[-1][6]
+
+
+def test_featherdatahandler_trades_purge(mocker, testdatadir):
+ mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+ unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
+ dh = get_datahandler(testdatadir, 'feather')
+ assert not dh.trades_purge('UNITTEST/NONEXIST')
+ assert unlinkmock.call_count == 0
+
+ mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+ assert dh.trades_purge('UNITTEST/NONEXIST')
+ assert unlinkmock.call_count == 1
+
+
def test_gethandlerclass():
cl = get_datahandlerclass('json')
assert cl == JsonDataHandler
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index c967f0c89..24ad8bcc9 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -409,7 +409,7 @@ def test_init_with_refresh(default_conf, mocker) -> None:
def test_file_dump_json_tofile(testdatadir) -> None:
- file = testdatadir / 'test_{id}.json'.format(id=str(uuid.uuid4()))
+ file = testdatadir / f'test_{uuid.uuid4()}.json'
data = {'bar': 'foo'}
# check the file we will create does not exist
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index 616910682..fda33b859 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -11,6 +11,19 @@ from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has_re
from tests.exchange.test_exchange import ccxt_exceptionhandlers
+@pytest.mark.parametrize('side,type,time_in_force,expected', [
+ ('buy', 'limit', 'gtc', {'timeInForce': 'GTC'}),
+ ('buy', 'limit', 'IOC', {'timeInForce': 'IOC'}),
+ ('buy', 'market', 'IOC', {}),
+ ('buy', 'limit', 'PO', {'timeInForce': 'PO'}),
+ ('sell', 'limit', 'PO', {'timeInForce': 'PO'}),
+ ('sell', 'market', 'PO', {}),
+ ])
+def test__get_params_binance(default_conf, mocker, side, type, time_in_force, expected):
+ exchange = get_patched_exchange(mocker, default_conf, id='binance')
+ assert exchange._get_params(side, type, 1, False, time_in_force) == expected
+
+
@pytest.mark.parametrize('trademode', [TradingMode.FUTURES, TradingMode.SPOT])
@pytest.mark.parametrize('limitratio,expected,side', [
(None, 220 * 0.99, "sell"),
@@ -39,7 +52,7 @@ def test_create_stoploss_order_binance(default_conf, mocker, limitratio, expecte
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
- with pytest.raises(OperationalException):
+ with pytest.raises(InvalidOrderException):
order = exchange.create_stoploss(
pair='ETH/BTC',
amount=1,
@@ -118,7 +131,7 @@ def test_create_stoploss_order_dry_run_binance(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
- with pytest.raises(OperationalException):
+ with pytest.raises(InvalidOrderException):
order = exchange.create_stoploss(
pair='ETH/BTC',
amount=1,
@@ -542,7 +555,6 @@ def test__set_leverage_binance(mocker, default_conf):
"set_leverage",
pair="XRP/USDT",
leverage=5.0,
- trading_mode=TradingMode.FUTURES
)
diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index 872cf5059..4a65b16d7 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -37,7 +37,7 @@ EXCHANGES = {
'stake_currency': 'USDT',
'use_ci_proxy': True,
'hasQuoteVolume': True,
- 'timeframe': '5m',
+ 'timeframe': '1h',
'futures': True,
'futures_pair': 'BTC/USDT:USDT',
'hasQuoteVolumeFutures': True,
@@ -66,7 +66,7 @@ EXCHANGES = {
'pair': 'BTC/USDT',
'stake_currency': 'USDT',
'hasQuoteVolume': True,
- 'timeframe': '5m',
+ 'timeframe': '1h',
'futures': False,
'sample_order': [{
"symbol": "SOLUSDT",
@@ -91,7 +91,7 @@ EXCHANGES = {
'pair': 'BTC/USDT',
'stake_currency': 'USDT',
'hasQuoteVolume': True,
- 'timeframe': '5m',
+ 'timeframe': '1h',
'leverage_tiers_public': False,
'leverage_in_spot_market': True,
},
@@ -99,7 +99,7 @@ EXCHANGES = {
'pair': 'XRP/USDT',
'stake_currency': 'USDT',
'hasQuoteVolume': True,
- 'timeframe': '5m',
+ 'timeframe': '1h',
'leverage_tiers_public': False,
'leverage_in_spot_market': True,
'sample_order': [
@@ -141,7 +141,7 @@ EXCHANGES = {
'pair': 'BTC/USDT',
'stake_currency': 'USDT',
'hasQuoteVolume': True,
- 'timeframe': '5m',
+ 'timeframe': '1h',
'futures': True,
'futures_pair': 'BTC/USDT:USDT',
'hasQuoteVolumeFutures': True,
@@ -215,7 +215,7 @@ EXCHANGES = {
'pair': 'BTC/USDT',
'stake_currency': 'USDT',
'hasQuoteVolume': True,
- 'timeframe': '5m',
+ 'timeframe': '1h',
'futures': True,
'futures_pair': 'BTC/USDT:USDT',
'hasQuoteVolumeFutures': False,
@@ -226,7 +226,7 @@ EXCHANGES = {
'pair': 'BTC/USDT',
'stake_currency': 'USDT',
'hasQuoteVolume': True,
- 'timeframe': '5m',
+ 'timeframe': '1h',
'futures_pair': 'BTC/USDT:USDT',
'futures': True,
'leverage_tiers_public': True,
@@ -253,14 +253,14 @@ EXCHANGES = {
'pair': 'ETH/BTC',
'stake_currency': 'BTC',
'hasQuoteVolume': True,
- 'timeframe': '5m',
+ 'timeframe': '1h',
'futures': False,
},
'bitvavo': {
'pair': 'BTC/EUR',
'stake_currency': 'EUR',
'hasQuoteVolume': True,
- 'timeframe': '5m',
+ 'timeframe': '1h',
'leverage_tiers_public': False,
'leverage_in_spot_market': False,
},
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index d7f6a8b90..5350f4e3e 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -113,18 +113,21 @@ async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fu
exchange = get_patched_exchange(mocker, default_conf, api_mock)
await getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
+ exchange.close()
with pytest.raises(TemporaryError):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock)
await getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
+ exchange.close()
with pytest.raises(OperationalException):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock)
await getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
+ exchange.close()
def test_init(default_conf, mocker, caplog):
@@ -1039,9 +1042,9 @@ def test_validate_ordertypes(default_conf, mocker):
('bybit', 'last', True),
('bybit', 'mark', True),
('bybit', 'index', True),
- # ('okx', 'last', True),
- # ('okx', 'mark', True),
- # ('okx', 'index', True),
+ ('okx', 'last', True),
+ ('okx', 'mark', True),
+ ('okx', 'index', True),
('gate', 'last', True),
('gate', 'mark', True),
('gate', 'index', True),
@@ -2248,7 +2251,6 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
assert res[pair2].at[0, 'open']
-@pytest.mark.asyncio
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
ohlcv = [
@@ -2277,7 +2279,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
assert res[3] == ohlcv
assert exchange._api_async.fetch_ohlcv.call_count == 1
assert not log_has(f"Using cached candle (OHLCV) data for {pair} ...", caplog)
-
+ exchange.close()
# exchange = Exchange(default_conf)
await async_ccxt_exception(mocker, default_conf, MagicMock(),
"_async_get_candle_history", "fetch_ohlcv",
@@ -2292,15 +2294,17 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT,
(arrow.utcnow().int_timestamp - 2000) * 1000)
+ exchange.close()
+
with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
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", CandleType.SPOT,
(arrow.utcnow().int_timestamp - 2000) * 1000)
+ exchange.close()
-@pytest.mark.asyncio
async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
from freqtrade.exchange.common import _reset_logging_mixin
_reset_logging_mixin()
@@ -2341,9 +2345,9 @@ async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
# Expect the "returned exception" message 12 times (4 retries * 3 (loop))
assert num_log_has_re(msg, caplog) == 12
assert num_log_has_re(msg2, caplog) == 9
+ exchange.close()
-@pytest.mark.asyncio
async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
""" Test empty exchange result """
ohlcv = []
@@ -2363,6 +2367,7 @@ async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
assert res[2] == CandleType.SPOT
assert res[3] == ohlcv
assert exchange._api_async.fetch_ohlcv.call_count == 1
+ exchange.close()
def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
@@ -2757,7 +2762,6 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
assert res_ohlcv[9][5] == 2.31452783
-@pytest.mark.asyncio
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
fetch_trades_result):
@@ -2785,8 +2789,8 @@ async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
assert exchange._api_async.fetch_trades.call_args[1]['limit'] == 1000
assert exchange._api_async.fetch_trades.call_args[1]['params'] == {'from': '123'}
assert log_has_re(f"Fetching trades for pair {pair}, params: .*", caplog)
+ exchange.close()
- exchange = Exchange(default_conf)
await async_ccxt_exception(mocker, default_conf, MagicMock(),
"_async_fetch_trades", "fetch_trades",
pair='ABCD/BTC', since=None)
@@ -2796,15 +2800,16 @@ async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
api_mock.fetch_trades = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
+ exchange.close()
with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
r'historical trade data\..*'):
api_mock.fetch_trades = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
+ exchange.close()
-@pytest.mark.asyncio
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_fetch_trades_contract_size(default_conf, mocker, caplog, exchange_name,
fetch_trades_result):
@@ -2839,6 +2844,7 @@ async def test__async_fetch_trades_contract_size(default_conf, mocker, caplog, e
pair = 'ETH/USDT:USDT'
res = await exchange._async_fetch_trades(pair, since=None, params=None)
assert res[0][5] == 300
+ exchange.close()
@pytest.mark.asyncio
@@ -3387,7 +3393,7 @@ def test_merge_ft_has_dict(default_conf, mocker):
ex = Binance(default_conf)
assert ex._ft_has != Exchange._ft_has_default
assert ex.get_option('stoploss_on_exchange')
- assert ex.get_option('order_time_in_force') == ['GTC', 'FOK', 'IOC']
+ assert ex.get_option('order_time_in_force') == ['GTC', 'FOK', 'IOC', 'PO']
assert ex.get_option('trades_pagination') == 'id'
assert ex.get_option('trades_pagination_arg') == 'fromId'
@@ -3868,29 +3874,6 @@ def test_get_stake_amount_considering_leverage(
stake_amount, leverage) == min_stake_with_lev
-@pytest.mark.parametrize("exchange_name,trading_mode", [
- ("binance", TradingMode.FUTURES),
-])
-def test__set_leverage(mocker, default_conf, exchange_name, trading_mode):
-
- api_mock = MagicMock()
- api_mock.set_leverage = MagicMock()
- type(api_mock).has = PropertyMock(return_value={'setLeverage': True})
- default_conf['dry_run'] = False
-
- ccxt_exceptionhandlers(
- mocker,
- default_conf,
- api_mock,
- exchange_name,
- "_set_leverage",
- "set_leverage",
- pair="XRP/USDT",
- leverage=5.0,
- trading_mode=trading_mode
- )
-
-
@pytest.mark.parametrize("margin_mode", [
(MarginMode.CROSS),
(MarginMode.ISOLATED)
@@ -4830,7 +4813,6 @@ def test_load_leverage_tiers(mocker, default_conf, leverage_tiers, exchange_name
)
-@pytest.mark.asyncio
@pytest.mark.parametrize('exchange_name', EXCHANGES)
async def test_get_market_leverage_tiers(mocker, default_conf, exchange_name):
default_conf['exchange']['name'] = exchange_name
diff --git a/tests/exchange/test_huobi.py b/tests/exchange/test_huobi.py
index 5e4fd7316..85d2ced9d 100644
--- a/tests/exchange/test_huobi.py
+++ b/tests/exchange/test_huobi.py
@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
import ccxt
import pytest
-from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
+from freqtrade.exceptions import DependencyException, InvalidOrderException
from tests.conftest import EXMS, get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -31,7 +31,7 @@ def test_create_stoploss_order_huobi(default_conf, mocker, limitratio, expected,
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
- with pytest.raises(OperationalException):
+ with pytest.raises(InvalidOrderException):
order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
order_types={'stoploss_on_exchange_limit_ratio': 1.05},
side=side,
@@ -84,7 +84,7 @@ def test_create_stoploss_order_dry_run_huobi(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
- with pytest.raises(OperationalException):
+ with pytest.raises(InvalidOrderException):
order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
order_types={'stoploss_on_exchange_limit_ratio': 1.05},
side='sell', leverage=1.0)
diff --git a/tests/exchange/test_kucoin.py b/tests/exchange/test_kucoin.py
index e0bb32b7c..07f3fb6a3 100644
--- a/tests/exchange/test_kucoin.py
+++ b/tests/exchange/test_kucoin.py
@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
import ccxt
import pytest
-from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
+from freqtrade.exceptions import DependencyException, InvalidOrderException
from tests.conftest import EXMS, get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -31,7 +31,7 @@ def test_create_stoploss_order_kucoin(default_conf, mocker, limitratio, expected
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
if order_type == 'limit':
- with pytest.raises(OperationalException):
+ with pytest.raises(InvalidOrderException):
order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
order_types={
'stoploss': order_type,
@@ -92,7 +92,7 @@ def test_stoploss_order_dry_run_kucoin(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
- with pytest.raises(OperationalException):
+ with pytest.raises(InvalidOrderException):
order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
order_types={'stoploss': 'limit',
'stoploss_on_exchange_limit_ratio': 1.05},
diff --git a/tests/exchange/test_okx.py b/tests/exchange/test_okx.py
index fce77f4c7..7a3fa22f0 100644
--- a/tests/exchange/test_okx.py
+++ b/tests/exchange/test_okx.py
@@ -2,11 +2,13 @@ from datetime import datetime, timedelta, timezone
from pathlib import Path
from unittest.mock import MagicMock, PropertyMock
+import ccxt
import pytest
from freqtrade.enums import CandleType, MarginMode, TradingMode
+from freqtrade.exceptions import RetryableOrderError
from freqtrade.exchange.exchange import timeframe_to_minutes
-from tests.conftest import get_mock_coro, get_patched_exchange, log_has
+from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -476,3 +478,116 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets, tmpdir, caplog,
exchange.load_leverage_tiers()
assert log_has(logmsg, caplog)
+
+
+def test__set_leverage_okx(mocker, default_conf):
+
+ api_mock = MagicMock()
+ api_mock.set_leverage = MagicMock()
+ type(api_mock).has = PropertyMock(return_value={'setLeverage': True})
+ default_conf['dry_run'] = False
+ default_conf['trading_mode'] = TradingMode.FUTURES
+ default_conf['margin_mode'] = MarginMode.ISOLATED
+
+ exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx")
+ exchange._lev_prep('BTC/USDT:USDT', 3.2, 'buy')
+ assert api_mock.set_leverage.call_count == 1
+ # Leverage is rounded to 3.
+ assert api_mock.set_leverage.call_args_list[0][1]['leverage'] == 3.2
+ assert api_mock.set_leverage.call_args_list[0][1]['symbol'] == 'BTC/USDT:USDT'
+ assert api_mock.set_leverage.call_args_list[0][1]['params'] == {
+ 'mgnMode': 'isolated',
+ 'posSide': 'net'}
+
+ ccxt_exceptionhandlers(
+ mocker,
+ default_conf,
+ api_mock,
+ "okx",
+ "_lev_prep",
+ "set_leverage",
+ pair="XRP/USDT:USDT",
+ leverage=5.0,
+ side='buy'
+ )
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_fetch_stoploss_order_okx(default_conf, mocker):
+ default_conf['dry_run'] = False
+ api_mock = MagicMock()
+ api_mock.fetch_order = MagicMock()
+
+ exchange = get_patched_exchange(mocker, default_conf, api_mock, id='okx')
+
+ exchange.fetch_stoploss_order('1234', 'ETH/BTC')
+ assert api_mock.fetch_order.call_count == 1
+ assert api_mock.fetch_order.call_args_list[0][0][0] == '1234'
+ assert api_mock.fetch_order.call_args_list[0][0][1] == 'ETH/BTC'
+ assert api_mock.fetch_order.call_args_list[0][1]['params'] == {'stop': True}
+
+ api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound)
+ api_mock.fetch_open_orders = MagicMock(return_value=[])
+ api_mock.fetch_closed_orders = MagicMock(return_value=[])
+ api_mock.fetch_canceled_orders = MagicMock(creturn_value=[])
+
+ with pytest.raises(RetryableOrderError):
+ exchange.fetch_stoploss_order('1234', 'ETH/BTC')
+ assert api_mock.fetch_order.call_count == 1
+ assert api_mock.fetch_open_orders.call_count == 1
+ assert api_mock.fetch_closed_orders.call_count == 1
+ assert api_mock.fetch_canceled_orders.call_count == 1
+
+ api_mock.fetch_order.reset_mock()
+ api_mock.fetch_open_orders.reset_mock()
+ api_mock.fetch_closed_orders.reset_mock()
+ api_mock.fetch_canceled_orders.reset_mock()
+
+ api_mock.fetch_closed_orders = MagicMock(return_value=[
+ {
+ 'id': '1234',
+ 'status': 'closed',
+ 'info': {'ordId': '123455'}
+ }
+ ])
+ mocker.patch(f"{EXMS}.fetch_order", MagicMock(return_value={'id': '123455'}))
+ resp = exchange.fetch_stoploss_order('1234', 'ETH/BTC')
+ assert api_mock.fetch_order.call_count == 1
+ assert api_mock.fetch_open_orders.call_count == 1
+ assert api_mock.fetch_closed_orders.call_count == 1
+ assert api_mock.fetch_canceled_orders.call_count == 0
+
+ assert resp['id'] == '1234'
+ assert resp['id_stop'] == '123455'
+ assert resp['type'] == 'stoploss'
+
+ default_conf['dry_run'] = True
+ exchange = get_patched_exchange(mocker, default_conf, api_mock, id='okx')
+ dro_mock = mocker.patch(f"{EXMS}.fetch_dry_run_order", MagicMock(return_value={'id': '123455'}))
+
+ api_mock.fetch_order.reset_mock()
+ api_mock.fetch_open_orders.reset_mock()
+ api_mock.fetch_closed_orders.reset_mock()
+ api_mock.fetch_canceled_orders.reset_mock()
+ resp = exchange.fetch_stoploss_order('1234', 'ETH/BTC')
+
+ assert api_mock.fetch_order.call_count == 0
+ assert api_mock.fetch_open_orders.call_count == 0
+ assert api_mock.fetch_closed_orders.call_count == 0
+ assert api_mock.fetch_canceled_orders.call_count == 0
+ assert dro_mock.call_count == 1
+
+
+@pytest.mark.parametrize('sl1,sl2,sl3,side', [
+ (1501, 1499, 1501, "sell"),
+ (1499, 1501, 1499, "buy")
+])
+def test_stoploss_adjust_okx(mocker, default_conf, sl1, sl2, sl3, side):
+ exchange = get_patched_exchange(mocker, default_conf, id='okx')
+ order = {
+ 'type': 'stoploss',
+ 'price': 1500,
+ 'stopLossPrice': 1500,
+ }
+ assert exchange.stoploss_adjust(sl1, order, side=side)
+ assert not exchange.stoploss_adjust(sl2, order, side=side)
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 2cb42c003..158dd04dc 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -5,7 +5,7 @@ from unittest.mock import MagicMock
import pytest
from freqtrade.data.history import get_timerange
-from freqtrade.enums import ExitType
+from freqtrade.enums import ExitType, TradingMode
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.persistence.trade_model import LocalTrade
from tests.conftest import EXMS, patch_exchange
@@ -925,12 +925,14 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
mocker.patch(f"{EXMS}.get_max_leverage", return_value=100)
+ mocker.patch(f"{EXMS}.calculate_funding_fees", return_value=0)
patch_exchange(mocker)
frame = _build_backtest_dataframe(data.data)
backtesting = Backtesting(default_conf)
# TODO: Should we initialize this properly??
- backtesting._can_short = True
+ backtesting.trading_mode = TradingMode.MARGIN
backtesting._set_strategy(backtesting.strategylist[0])
+ backtesting._can_short = True
backtesting.required_startup = 0
backtesting.strategy.advise_entry = lambda a, m: frame
backtesting.strategy.advise_exit = lambda a, m: frame
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 8dee45b6d..9dbda51b0 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -344,7 +344,7 @@ def test_backtest_abort(default_conf, mocker, testdatadir) -> None:
assert backtesting.progress.progress == 0
-def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
+def test_backtesting_start(default_conf, mocker, caplog) -> None:
def get_timerange(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
@@ -367,6 +367,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.strategy.bot_loop_start = MagicMock()
+ backtesting.strategy.bot_start = MagicMock()
backtesting.start()
# check the logs, that will contain the backtest result
exists = [
@@ -376,7 +377,8 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
for line in exists:
assert log_has(line, caplog)
assert backtesting.strategy.dp._pairlists is not None
- assert backtesting.strategy.bot_loop_start.call_count == 1
+ assert backtesting.strategy.bot_start.call_count == 1
+ assert backtesting.strategy.bot_loop_start.call_count == 0
assert sbs.call_count == 1
assert sbc.call_count == 1
diff --git a/tests/optimize/test_backtesting_adjust_position.py b/tests/optimize/test_backtesting_adjust_position.py
index 9fc726bd1..0d57ff89a 100644
--- a/tests/optimize/test_backtesting_adjust_position.py
+++ b/tests/optimize/test_backtesting_adjust_position.py
@@ -10,7 +10,7 @@ from arrow import Arrow
from freqtrade.configuration import TimeRange
from freqtrade.data import history
from freqtrade.data.history import get_timerange
-from freqtrade.enums import ExitType
+from freqtrade.enums import ExitType, TradingMode
from freqtrade.optimize.backtesting import Backtesting
from tests.conftest import EXMS, patch_exchange
@@ -108,9 +108,10 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
default_conf.update({
"stake_amount": 100.0,
"dry_run_wallet": 1000.0,
- "strategy": "StrategyTestV3"
+ "strategy": "StrategyTestV3",
})
backtesting = Backtesting(default_conf)
+ backtesting.trading_mode = TradingMode.FUTURES
backtesting._can_short = True
backtesting._set_strategy(backtesting.strategylist[0])
pair = 'XRP/USDT'
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 998798580..786720030 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -872,7 +872,8 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
- assert hyperopt.backtesting.strategy.bot_loop_started is True
+ assert hyperopt.backtesting.strategy.bot_started is True
+ assert hyperopt.backtesting.strategy.bot_loop_started is False
assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
assert hyperopt.backtesting.strategy.buy_rsi.value == 35
@@ -922,7 +923,8 @@ def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir,
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
- assert hyperopt.backtesting.strategy.bot_loop_started is True
+ assert hyperopt.backtesting.strategy.bot_started is True
+ assert hyperopt.backtesting.strategy.bot_loop_started is False
assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
assert hyperopt.backtesting.strategy.buy_rsi.value == 35
@@ -959,7 +961,8 @@ def test_in_strategy_auto_hyperopt_per_epoch(mocker, hyperopt_conf, tmpdir, fee)
hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
- assert hyperopt.backtesting.strategy.bot_loop_started is True
+ assert hyperopt.backtesting.strategy.bot_loop_started is False
+ assert hyperopt.backtesting.strategy.bot_started is True
assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
assert hyperopt.backtesting.strategy.buy_rsi.value == 35
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index f71e6c492..0cc32baaf 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -236,7 +236,7 @@ def test_store_backtest_candles(testdatadir, mocker):
assert dump_mock.call_count == 1
assert isinstance(dump_mock.call_args_list[0][0][0], Path)
- assert str(dump_mock.call_args_list[0][0][0]).endswith(str('_signals.pkl'))
+ assert str(dump_mock.call_args_list[0][0][0]).endswith('_signals.pkl')
dump_mock.reset_mock()
# mock file exporting
@@ -245,7 +245,7 @@ def test_store_backtest_candles(testdatadir, mocker):
assert dump_mock.call_count == 1
assert isinstance(dump_mock.call_args_list[0][0][0], Path)
# result will be testdatadir / testresult-_signals.pkl
- assert str(dump_mock.call_args_list[0][0][0]).endswith(str('_signals.pkl'))
+ assert str(dump_mock.call_args_list[0][0][0]).endswith('_signals.pkl')
dump_mock.reset_mock()
diff --git a/tests/persistence/test_migrations.py b/tests/persistence/test_migrations.py
index 2a6959d58..854d39994 100644
--- a/tests/persistence/test_migrations.py
+++ b/tests/persistence/test_migrations.py
@@ -4,7 +4,7 @@ from pathlib import Path
from unittest.mock import MagicMock
import pytest
-from sqlalchemy import create_engine, text
+from sqlalchemy import create_engine, select, text
from freqtrade.constants import DEFAULT_DB_PROD_URL
from freqtrade.enums import TradingMode
@@ -21,8 +21,8 @@ spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURE
def test_init_create_session(default_conf):
# Check if init create a session
init_db(default_conf['db_url'])
- assert hasattr(Trade, '_session')
- assert 'scoped_session' in type(Trade._session).__name__
+ assert hasattr(Trade, 'session')
+ assert 'scoped_session' in type(Trade.session).__name__
def test_init_custom_db_url(default_conf, tmpdir):
@@ -34,7 +34,7 @@ def test_init_custom_db_url(default_conf, tmpdir):
init_db(default_conf['db_url'])
assert Path(filename).is_file()
- r = Trade._session.execute(text("PRAGMA journal_mode"))
+ r = Trade.session.execute(text("PRAGMA journal_mode"))
assert r.first() == ('wal',)
@@ -235,8 +235,9 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
# Run init to test migration
init_db(default_conf['db_url'])
- assert len(Trade.query.filter(Trade.id == 1).all()) == 1
- trade = Trade.query.filter(Trade.id == 1).first()
+ trades = Trade.session.scalars(select(Trade).filter(Trade.id == 1)).all()
+ assert len(trades) == 1
+ trade = trades[0]
assert trade.fee_open == fee.return_value
assert trade.fee_close == fee.return_value
assert trade.open_rate_requested is None
@@ -404,9 +405,9 @@ def test_migrate_pairlocks(mocker, default_conf, fee, caplog):
init_db(default_conf['db_url'])
- assert len(PairLock.query.all()) == 2
- assert len(PairLock.query.filter(PairLock.pair == '*').all()) == 1
- pairlocks = PairLock.query.filter(PairLock.pair == 'ETH/BTC').all()
+ assert len(PairLock.get_all_locks().all()) == 2
+ assert len(PairLock.session.scalars(select(PairLock).filter(PairLock.pair == '*')).all()) == 1
+ pairlocks = PairLock.session.scalars(select(PairLock).filter(PairLock.pair == 'ETH/BTC')).all()
assert len(pairlocks) == 1
pairlocks[0].pair == 'ETH/BTC'
pairlocks[0].side == '*'
diff --git a/tests/persistence/test_persistence.py b/tests/persistence/test_persistence.py
index 0598d4134..23ec6d4fb 100644
--- a/tests/persistence/test_persistence.py
+++ b/tests/persistence/test_persistence.py
@@ -4,6 +4,7 @@ from types import FunctionType
import arrow
import pytest
+from sqlalchemy import select
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.enums import TradingMode
@@ -1329,71 +1330,78 @@ def test_to_json(fee):
open_rate=0.123,
exchange='binance',
enter_tag=None,
- open_order_id='dry_run_buy_12345'
+ open_order_id='dry_run_buy_12345',
+ precision_mode=1,
+ amount_precision=8.0,
+ price_precision=7.0,
)
result = trade.to_json()
assert isinstance(result, dict)
- assert result == {'trade_id': None,
- 'pair': 'ADA/USDT',
- 'base_currency': 'ADA',
- 'quote_currency': 'USDT',
- 'is_open': None,
- 'open_date': trade.open_date.strftime(DATETIME_PRINT_FORMAT),
- 'open_timestamp': int(trade.open_date.timestamp() * 1000),
- 'open_order_id': 'dry_run_buy_12345',
- 'close_date': None,
- 'close_timestamp': None,
- 'open_rate': 0.123,
- 'open_rate_requested': None,
- 'open_trade_value': 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,
- 'amount_requested': 123.0,
- 'stake_amount': 0.001,
- 'max_stake_amount': None,
- 'trade_duration': None,
- 'trade_duration_s': None,
- 'realized_profit': 0.0,
- 'realized_profit_ratio': None,
- 'close_profit': None,
- 'close_profit_pct': None,
- 'close_profit_abs': None,
- 'profit_ratio': None,
- 'profit_pct': None,
- 'profit_abs': None,
- 'exit_reason': None,
- 'exit_order_status': None,
- 'stop_loss_abs': None,
- 'stop_loss_ratio': None,
- 'stop_loss_pct': None,
- 'stoploss_order_id': None,
- 'stoploss_last_update': None,
- 'stoploss_last_update_timestamp': None,
- 'initial_stop_loss_abs': None,
- 'initial_stop_loss_pct': None,
- 'initial_stop_loss_ratio': None,
- 'min_rate': None,
- 'max_rate': None,
- 'strategy': None,
- 'enter_tag': None,
- 'timeframe': None,
- 'exchange': 'binance',
- 'leverage': None,
- 'interest_rate': None,
- 'liquidation_price': None,
- 'is_short': None,
- 'trading_mode': None,
- 'funding_fees': None,
- 'orders': [],
- }
+ assert result == {
+ 'trade_id': None,
+ 'pair': 'ADA/USDT',
+ 'base_currency': 'ADA',
+ 'quote_currency': 'USDT',
+ 'is_open': None,
+ 'open_date': trade.open_date.strftime(DATETIME_PRINT_FORMAT),
+ 'open_timestamp': int(trade.open_date.timestamp() * 1000),
+ 'open_order_id': 'dry_run_buy_12345',
+ 'close_date': None,
+ 'close_timestamp': None,
+ 'open_rate': 0.123,
+ 'open_rate_requested': None,
+ 'open_trade_value': 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,
+ 'amount_requested': 123.0,
+ 'stake_amount': 0.001,
+ 'max_stake_amount': None,
+ 'trade_duration': None,
+ 'trade_duration_s': None,
+ 'realized_profit': 0.0,
+ 'realized_profit_ratio': None,
+ 'close_profit': None,
+ 'close_profit_pct': None,
+ 'close_profit_abs': None,
+ 'profit_ratio': None,
+ 'profit_pct': None,
+ 'profit_abs': None,
+ 'exit_reason': None,
+ 'exit_order_status': None,
+ 'stop_loss_abs': None,
+ 'stop_loss_ratio': None,
+ 'stop_loss_pct': None,
+ 'stoploss_order_id': None,
+ 'stoploss_last_update': None,
+ 'stoploss_last_update_timestamp': None,
+ 'initial_stop_loss_abs': None,
+ 'initial_stop_loss_pct': None,
+ 'initial_stop_loss_ratio': None,
+ 'min_rate': None,
+ 'max_rate': None,
+ 'strategy': None,
+ 'enter_tag': None,
+ 'timeframe': None,
+ 'exchange': 'binance',
+ 'leverage': None,
+ 'interest_rate': None,
+ 'liquidation_price': None,
+ 'is_short': None,
+ 'trading_mode': None,
+ 'funding_fees': None,
+ 'amount_precision': 8.0,
+ 'price_precision': 7.0,
+ 'precision_mode': 1,
+ 'orders': [],
+ }
# Simulate dry_run entries
trade = Trade(
@@ -1409,70 +1417,77 @@ def test_to_json(fee):
close_rate=0.125,
enter_tag='buys_signal_001',
exchange='binance',
+ precision_mode=2,
+ amount_precision=7.0,
+ price_precision=8.0,
)
result = trade.to_json()
assert isinstance(result, dict)
- assert result == {'trade_id': None,
- 'pair': 'XRP/BTC',
- 'base_currency': 'XRP',
- 'quote_currency': 'BTC',
- 'open_date': trade.open_date.strftime(DATETIME_PRINT_FORMAT),
- 'open_timestamp': int(trade.open_date.timestamp() * 1000),
- 'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT),
- 'close_timestamp': int(trade.close_date.timestamp() * 1000),
- 'open_rate': 0.123,
- 'close_rate': 0.125,
- 'amount': 100.0,
- 'amount_requested': 101.0,
- 'stake_amount': 0.001,
- 'max_stake_amount': None,
- 'trade_duration': 60,
- 'trade_duration_s': 3600,
- 'stop_loss_abs': None,
- 'stop_loss_pct': None,
- 'stop_loss_ratio': None,
- 'stoploss_order_id': None,
- 'stoploss_last_update': None,
- 'stoploss_last_update_timestamp': None,
- 'initial_stop_loss_abs': None,
- 'initial_stop_loss_pct': None,
- 'initial_stop_loss_ratio': None,
- 'realized_profit': 0.0,
- 'realized_profit_ratio': None,
- 'close_profit': None,
- 'close_profit_pct': None,
- 'close_profit_abs': None,
- 'profit_ratio': None,
- 'profit_pct': None,
- 'profit_abs': 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,
- 'open_order_id': None,
- 'open_rate_requested': None,
- 'open_trade_value': 12.33075,
- 'exit_reason': None,
- 'exit_order_status': None,
- 'strategy': None,
- 'enter_tag': 'buys_signal_001',
- 'timeframe': None,
- 'exchange': 'binance',
- 'leverage': None,
- 'interest_rate': None,
- 'liquidation_price': None,
- 'is_short': None,
- 'trading_mode': None,
- 'funding_fees': None,
- 'orders': [],
- }
+ assert result == {
+ 'trade_id': None,
+ 'pair': 'XRP/BTC',
+ 'base_currency': 'XRP',
+ 'quote_currency': 'BTC',
+ 'open_date': trade.open_date.strftime(DATETIME_PRINT_FORMAT),
+ 'open_timestamp': int(trade.open_date.timestamp() * 1000),
+ 'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT),
+ 'close_timestamp': int(trade.close_date.timestamp() * 1000),
+ 'open_rate': 0.123,
+ 'close_rate': 0.125,
+ 'amount': 100.0,
+ 'amount_requested': 101.0,
+ 'stake_amount': 0.001,
+ 'max_stake_amount': None,
+ 'trade_duration': 60,
+ 'trade_duration_s': 3600,
+ 'stop_loss_abs': None,
+ 'stop_loss_pct': None,
+ 'stop_loss_ratio': None,
+ 'stoploss_order_id': None,
+ 'stoploss_last_update': None,
+ 'stoploss_last_update_timestamp': None,
+ 'initial_stop_loss_abs': None,
+ 'initial_stop_loss_pct': None,
+ 'initial_stop_loss_ratio': None,
+ 'realized_profit': 0.0,
+ 'realized_profit_ratio': None,
+ 'close_profit': None,
+ 'close_profit_pct': None,
+ 'close_profit_abs': None,
+ 'profit_ratio': None,
+ 'profit_pct': None,
+ 'profit_abs': 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,
+ 'open_order_id': None,
+ 'open_rate_requested': None,
+ 'open_trade_value': 12.33075,
+ 'exit_reason': None,
+ 'exit_order_status': None,
+ 'strategy': None,
+ 'enter_tag': 'buys_signal_001',
+ 'timeframe': None,
+ 'exchange': 'binance',
+ 'leverage': None,
+ 'interest_rate': None,
+ 'liquidation_price': None,
+ 'is_short': None,
+ 'trading_mode': None,
+ 'funding_fees': None,
+ 'amount_precision': 7.0,
+ 'price_precision': 8.0,
+ 'precision_mode': 2,
+ 'orders': [],
+ }
def test_stoploss_reinitialization(default_conf, fee):
@@ -1494,7 +1509,7 @@ def test_stoploss_reinitialization(default_conf, fee):
assert trade.stop_loss_pct == -0.05
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
Trade.commit()
# Lower stoploss
@@ -1556,7 +1571,7 @@ def test_stoploss_reinitialization_leverage(default_conf, fee):
assert trade.stop_loss_pct == -0.1
assert trade.initial_stop_loss == 0.98
assert trade.initial_stop_loss_pct == -0.1
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
Trade.commit()
# Lower stoploss
@@ -1618,7 +1633,7 @@ def test_stoploss_reinitialization_short(default_conf, fee):
assert trade.stop_loss_pct == -0.1
assert trade.initial_stop_loss == 1.02
assert trade.initial_stop_loss_pct == -0.1
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
Trade.commit()
# Lower stoploss
Trade.stoploss_reinitialization(-0.15)
@@ -1793,17 +1808,17 @@ def test_get_trades_proxy(fee, use_db, is_short):
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('is_short', [True, False])
def test_get_trades__query(fee, is_short):
- query = Trade.get_trades([])
+ query = Trade.get_trades_query([])
# without orders there should be no join issued.
- query1 = Trade.get_trades([], include_orders=False)
+ query1 = Trade.get_trades_query([], include_orders=False)
# Empty "with-options -> default - selectin"
assert query._with_options == ()
assert query1._with_options != ()
create_mock_trades(fee, is_short)
- query = Trade.get_trades([])
- query1 = Trade.get_trades([], include_orders=False)
+ query = Trade.get_trades_query([])
+ query1 = Trade.get_trades_query([], include_orders=False)
assert query._with_options == ()
assert query1._with_options != ()
@@ -2016,6 +2031,7 @@ def test_Trade_object_idem():
'get_open_trades_without_assigned_fees',
'get_open_order_trades',
'get_trades',
+ 'get_trades_query',
'get_exit_reason_performance',
'get_enter_tag_performance',
'get_mix_tag_performance',
@@ -2443,8 +2459,8 @@ def test_order_to_ccxt(limit_buy_order_open):
order = Order.parse_from_ccxt_object(limit_buy_order_open, 'mocked', 'buy')
order.ft_trade_id = 1
- order.query.session.add(order)
- Order.query.session.commit()
+ order.session.add(order)
+ Order.session.commit()
order_resp = Order.order_by_id(limit_buy_order_open['id'])
assert order_resp
@@ -2546,7 +2562,7 @@ def test_recalc_trade_from_orders_dca(data) -> None:
leverage=1.0,
trading_mode=TradingMode.SPOT
)
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
for idx, (order, result) in enumerate(data['orders']):
amount = order[1]
@@ -2575,11 +2591,11 @@ def test_recalc_trade_from_orders_dca(data) -> None:
trade.recalc_trade_from_orders()
Trade.commit()
- orders1 = Order.query.all()
+ orders1 = Order.session.scalars(select(Order)).all()
assert orders1
assert len(orders1) == idx + 1
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert len(trade.orders) == idx + 1
if idx < len(data) - 1:
@@ -2596,6 +2612,6 @@ def test_recalc_trade_from_orders_dca(data) -> None:
assert pytest.approx(trade.close_profit_abs) == data['end_profit']
assert pytest.approx(trade.close_profit) == data['end_profit_ratio']
assert not trade.is_open
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id is None
diff --git a/tests/persistence/test_trade_fromjson.py b/tests/persistence/test_trade_fromjson.py
index 529008e02..22053463d 100644
--- a/tests/persistence/test_trade_fromjson.py
+++ b/tests/persistence/test_trade_fromjson.py
@@ -50,8 +50,8 @@ def test_trade_fromjson():
"stop_loss_ratio": -0.216,
"stop_loss_pct": -21.6,
"stoploss_order_id": null,
- "stoploss_last_update": null,
- "stoploss_last_update_timestamp": null,
+ "stoploss_last_update": "2022-10-18 09:13:42",
+ "stoploss_last_update_timestamp": 1666077222000,
"initial_stop_loss_abs": 0.1981,
"initial_stop_loss_ratio": -0.216,
"initial_stop_loss_pct": -21.6,
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 18ee365e2..bc8fe84f1 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -711,8 +711,8 @@ def test_PrecisionFilter_error(mocker, whitelist_conf) -> None:
def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PerformanceFilter"}]
- if hasattr(Trade, 'query'):
- del Trade.query
+ if hasattr(Trade, 'session'):
+ del Trade.session
mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True))
exchange = get_patched_exchange(mocker, whitelist_conf)
pm = PairListManager(exchange, whitelist_conf, MagicMock())
diff --git a/tests/plugins/test_pairlocks.py b/tests/plugins/test_pairlocks.py
index 0ba9bb746..6b7112f98 100644
--- a/tests/plugins/test_pairlocks.py
+++ b/tests/plugins/test_pairlocks.py
@@ -14,7 +14,7 @@ def test_PairLocks(use_db):
PairLocks.use_db = use_db
# No lock should be present
if use_db:
- assert len(PairLock.query.all()) == 0
+ assert len(PairLock.get_all_locks().all()) == 0
assert PairLocks.use_db == use_db
@@ -88,13 +88,13 @@ def test_PairLocks(use_db):
if use_db:
locks = PairLocks.get_all_locks()
- locks_db = PairLock.query.all()
+ locks_db = PairLock.get_all_locks().all()
assert len(locks) == len(locks_db)
assert len(locks_db) > 0
else:
# Nothing was pushed to the database
assert len(PairLocks.get_all_locks()) > 0
- assert len(PairLock.query.all()) == 0
+ assert len(PairLock.get_all_locks().all()) == 0
# Reset use-db variable
PairLocks.reset_locks()
PairLocks.use_db = True
@@ -107,7 +107,7 @@ def test_PairLocks_getlongestlock(use_db):
# No lock should be present
PairLocks.use_db = use_db
if use_db:
- assert len(PairLock.query.all()) == 0
+ assert len(PairLock.get_all_locks().all()) == 0
assert PairLocks.use_db == use_db
@@ -139,7 +139,7 @@ def test_PairLocks_reason(use_db):
PairLocks.use_db = use_db
# No lock should be present
if use_db:
- assert len(PairLock.query.all()) == 0
+ assert len(PairLock.get_all_locks().all()) == 0
assert PairLocks.use_db == use_db
diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py
index 2bbdf3d4f..5e6128c73 100644
--- a/tests/plugins/test_protections.py
+++ b/tests/plugins/test_protections.py
@@ -74,7 +74,7 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
trade.close(close_price)
trade.exit_reason = exit_reason
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
Trade.commit()
return trade
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 1a1802c68..ff08a0564 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -4,6 +4,7 @@ from unittest.mock import ANY, MagicMock, PropertyMock
import pytest
from numpy import isnan
+from sqlalchemy import select
from freqtrade.edge import PairInfo
from freqtrade.enums import SignalDirection, State, TradingMode
@@ -87,6 +88,9 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'is_short': False,
'funding_fees': 0.0,
'trading_mode': TradingMode.SPOT,
+ 'amount_precision': 8.0,
+ 'price_precision': 8.0,
+ 'precision_mode': 2,
'orders': [{
'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05,
'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',
@@ -124,17 +128,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'profit_pct': 0.0,
'profit_abs': 0.0,
'total_profit_abs': 0.0,
- 'stop_loss_abs': 0.0,
- 'stop_loss_pct': None,
- 'stop_loss_ratio': None,
- 'stoploss_current_dist': -1.099e-05,
- 'stoploss_current_dist_ratio': -1.0,
- 'stoploss_current_dist_pct': pytest.approx(-100.0),
- 'stoploss_entry_dist': -0.0010025,
- 'stoploss_entry_dist_ratio': -1.0,
- 'initial_stop_loss_abs': 0.0,
- 'initial_stop_loss_pct': None,
- 'initial_stop_loss_ratio': None,
'open_order': '(limit buy rem=91.07468123)',
})
response_unfilled['orders'][0].update({
@@ -354,7 +347,7 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
with pytest.raises(RPCException, match='invalid argument'):
rpc._rpc_delete('200')
- trades = Trade.query.all()
+ trades = Trade.session.scalars(select(Trade)).all()
trades[1].stoploss_order_id = '1234'
trades[2].stoploss_order_id = '1234'
assert len(trades) > 2
@@ -717,7 +710,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
mocker.patch(f'{EXMS}._dry_is_price_crossed', MagicMock(return_value=False))
freqtradebot.enter_positions()
# make an limit-buy open trade
- trade = Trade.query.filter(Trade.id == '3').first()
+ trade = Trade.session.scalars(select(Trade).filter(Trade.id == '3')).first()
filled_amount = trade.amount / 2
# Fetch order - it's open first, and closed after cancel_order is called.
mocker.patch(
@@ -753,7 +746,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
freqtradebot.config['max_open_trades'] = 3
freqtradebot.enter_positions()
- trade = Trade.query.filter(Trade.id == '2').first()
+ trade = Trade.session.scalars(select(Trade).filter(Trade.id == '2')).first()
amount = trade.amount
# make an limit-buy open trade, if there is no 'filled', don't sell it
mocker.patch(
@@ -771,7 +764,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
assert cancel_order_mock.call_count == 2
assert trade.amount == amount
- trade = Trade.query.filter(Trade.id == '3').first()
+ trade = Trade.session.scalars(select(Trade).filter(Trade.id == '3')).first()
# make an limit-sell open trade
mocker.patch(
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 9c2c3ee3a..31075e514 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1,6 +1,7 @@
"""
Unit test file for rpc/api_server.py
"""
+import asyncio
import logging
import time
from datetime import datetime, timedelta, timezone
@@ -14,6 +15,7 @@ from fastapi import FastAPI, WebSocketDisconnect
from fastapi.exceptions import HTTPException
from fastapi.testclient import TestClient
from requests.auth import _basic_auth_str
+from sqlalchemy import select
from freqtrade.__init__ import __version__
from freqtrade.enums import CandleType, RunMode, State, TradingMode
@@ -298,10 +300,6 @@ def test_api_UvicornServer(mocker):
s = UvicornServer(uvicorn.Config(MagicMock(), port=8080, host='127.0.0.1'))
assert thread_mock.call_count == 0
- s.install_signal_handlers()
- # Original implementation starts a thread - make sure that's not the case
- assert thread_mock.call_count == 0
-
# Fake started to avoid sleeping forever
s.started = True
s.run_in_thread()
@@ -317,10 +315,6 @@ def test_api_UvicornServer_run(mocker):
s = UvicornServer(uvicorn.Config(MagicMock(), port=8080, host='127.0.0.1'))
assert serve_mock.call_count == 0
- s.install_signal_handlers()
- # Original implementation starts a thread - make sure that's not the case
- assert serve_mock.call_count == 0
-
# Fake started to avoid sleeping forever
s.started = True
s.run()
@@ -330,13 +324,10 @@ def test_api_UvicornServer_run(mocker):
def test_api_UvicornServer_run_no_uvloop(mocker, import_fails):
serve_mock = mocker.patch('freqtrade.rpc.api_server.uvicorn_threaded.UvicornServer.serve',
get_mock_coro(None))
+ asyncio.set_event_loop(asyncio.new_event_loop())
s = UvicornServer(uvicorn.Config(MagicMock(), port=8080, host='127.0.0.1'))
assert serve_mock.call_count == 0
- s.install_signal_handlers()
- # Original implementation starts a thread - make sure that's not the case
- assert serve_mock.call_count == 0
-
# Fake started to avoid sleeping forever
s.started = True
s.run()
@@ -624,7 +615,7 @@ def test_api_trades(botclient, mocker, fee, markets, is_short):
assert rc.json()['offset'] == 0
create_mock_trades(fee, is_short=is_short)
- Trade.query.session.flush()
+ Trade.session.flush()
rc = client_get(client, f"{BASE_URI}/trades")
assert_response(rc)
@@ -652,7 +643,7 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets, is_short):
assert_response(rc, 404)
assert rc.json()['detail'] == 'Trade not found.'
- Trade.query.session.rollback()
+ Trade.rollback()
create_mock_trades(fee, is_short=is_short)
rc = client_get(client, f"{BASE_URI}/trade/3")
@@ -677,7 +668,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
create_mock_trades(fee, is_short=is_short)
ftbot.strategy.order_types['stoploss_on_exchange'] = True
- trades = Trade.query.all()
+ trades = Trade.session.scalars(select(Trade)).all()
trades[1].stoploss_order_id = '1234'
Trade.commit()
assert len(trades) > 2
@@ -685,7 +676,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
rc = client_delete(client, f"{BASE_URI}/trades/1")
assert_response(rc)
assert rc.json()['result_msg'] == 'Deleted trade 1. Closed 1 open orders.'
- assert len(trades) - 1 == len(Trade.query.all())
+ assert len(trades) - 1 == len(Trade.session.scalars(select(Trade)).all())
assert cancel_mock.call_count == 1
cancel_mock.reset_mock()
@@ -694,11 +685,11 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
assert_response(rc, 502)
assert cancel_mock.call_count == 0
- assert len(trades) - 1 == len(Trade.query.all())
+ assert len(trades) - 1 == len(Trade.session.scalars(select(Trade)).all())
rc = client_delete(client, f"{BASE_URI}/trades/2")
assert_response(rc)
assert rc.json()['result_msg'] == 'Deleted trade 2. Closed 2 open orders.'
- assert len(trades) - 2 == len(Trade.query.all())
+ assert len(trades) - 2 == len(Trade.session.scalars(select(Trade)).all())
assert stoploss_mock.call_count == 1
rc = client_delete(client, f"{BASE_URI}/trades/502")
@@ -943,7 +934,7 @@ def test_api_performance(botclient, fee):
)
trade.close_profit = trade.calc_profit_ratio(trade.close_rate)
trade.close_profit_abs = trade.calc_profit(trade.close_rate)
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
trade = Trade(
pair='XRP/ETH',
@@ -960,7 +951,7 @@ def test_api_performance(botclient, fee):
trade.close_profit = trade.calc_profit_ratio(trade.close_rate)
trade.close_profit_abs = trade.calc_profit(trade.close_rate)
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
Trade.commit()
rc = client_get(client, f"{BASE_URI}/performance")
@@ -1065,6 +1056,9 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
'liquidation_price': None,
'funding_fees': None,
'trading_mode': ANY,
+ 'amount_precision': None,
+ 'price_precision': None,
+ 'precision_mode': None,
'orders': [ANY],
}
@@ -1270,6 +1264,9 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
'liquidation_price': None,
'funding_fees': None,
'trading_mode': 'spot',
+ 'amount_precision': None,
+ 'price_precision': None,
+ 'precision_mode': None,
'orders': [],
}
@@ -1290,7 +1287,7 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
data={"tradeid": "1"})
assert_response(rc, 502)
assert rc.json() == {"error": "Error querying /api/v1/forceexit: invalid argument"}
- Trade.query.session.rollback()
+ Trade.rollback()
create_mock_trades(fee)
trade = Trade.get_trades([Trade.id == 5]).first()
@@ -1299,7 +1296,7 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
data={"tradeid": "5", "ordertype": "market", "amount": 23})
assert_response(rc)
assert rc.json() == {'result': 'Created sell order for trade 5.'}
- Trade.query.session.rollback()
+ Trade.rollback()
trade = Trade.get_trades([Trade.id == 5]).first()
assert pytest.approx(trade.amount) == 100
@@ -1309,7 +1306,7 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
data={"tradeid": "5"})
assert_response(rc)
assert rc.json() == {'result': 'Created sell order for trade 5.'}
- Trade.query.session.rollback()
+ Trade.rollback()
trade = Trade.get_trades([Trade.id == 5]).first()
assert trade.is_open is False
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 1dc255b3e..54f612c59 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -14,6 +14,7 @@ import arrow
import pytest
import time_machine
from pandas import DataFrame
+from sqlalchemy import select
from telegram import Chat, Message, ReplyKeyboardMarkup, Update
from telegram.error import BadRequest, NetworkError, TelegramError
@@ -302,8 +303,7 @@ def test_telegram_status_closed_trade(default_conf, update, mocker, fee) -> None
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
create_mock_trades(fee)
- trades = Trade.get_trades([Trade.is_open.is_(False)])
- trade = trades[0]
+ trade = Trade.get_trades([Trade.is_open.is_(False)]).first()
context = MagicMock()
context.args = [str(trade.id)]
telegram._status(update=update, context=context)
@@ -652,7 +652,7 @@ def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mac
# The one-digit months should contain a zero, Eg: September 2021 = "2021-09"
# Since we loaded the last 12 months, any month should appear
- assert str('-09') in msg_mock.call_args_list[0][0][0]
+ assert '-09' in msg_mock.call_args_list[0][0][0]
# Try invalid data
msg_mock.reset_mock()
@@ -671,11 +671,12 @@ def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mac
context = MagicMock()
context.args = ["february"]
telegram._monthly(update=update, context=context)
- assert str('Monthly Profit over the last 6 months:') in msg_mock.call_args_list[0][0][0]
+ assert 'Monthly Profit over the last 6 months:' in msg_mock.call_args_list[0][0][0]
-def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, fee,
- limit_sell_order_usdt, mocker) -> None:
+def test_telegram_profit_handle(
+ default_conf_usdt, update, ticker_usdt, ticker_sell_up, fee,
+ limit_sell_order_usdt, mocker) -> None:
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=1.1)
mocker.patch.multiple(
EXMS,
@@ -693,7 +694,7 @@ def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, f
# Create some test data
freqtradebot.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
context = MagicMock()
# Test with invalid 2nd argument (should silently pass)
@@ -710,6 +711,7 @@ def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, f
# Update the ticker with a market going up
mocker.patch(f'{EXMS}.fetch_ticker', ticker_sell_up)
# Simulate fulfilled LIMIT_SELL order for trade
+ trade = Trade.session.scalars(select(Trade)).first()
oobj = Order.parse_from_ccxt_object(
limit_sell_order_usdt, limit_sell_order_usdt['symbol'], 'sell')
trade.orders.append(oobj)
@@ -946,7 +948,7 @@ def test_telegram_forceexit_handle(default_conf, update, ticker, fee,
# Create some test data
freqtradebot.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
# Increase the price and sell it
@@ -1021,7 +1023,7 @@ def test_telegram_force_exit_down_handle(default_conf, update, ticker, fee,
fetch_ticker=ticker_sell_down
)
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
# /forceexit 1
@@ -1730,14 +1732,14 @@ def test_version_handle(default_conf, update, mocker) -> None:
telegram._version(update=update, context=MagicMock())
assert msg_mock.call_count == 1
- assert '*Version:* `{}`'.format(__version__) in msg_mock.call_args_list[0][0][0]
+ assert f'*Version:* `{__version__}`' in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
freqtradebot.strategy.version = lambda: '1.1.1'
telegram._version(update=update, context=MagicMock())
assert msg_mock.call_count == 1
- assert '*Version:* `{}`'.format(__version__) in msg_mock.call_args_list[0][0][0]
+ assert f'*Version:* `{__version__}`' in msg_mock.call_args_list[0][0][0]
assert '*Strategy version: * `1.1.1`' in msg_mock.call_args_list[0][0][0]
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index eadbc533f..d05e8ead2 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -50,6 +50,7 @@ class HyperoptableStrategy(StrategyTestV3):
return prot
bot_loop_started = False
+ bot_started = False
def bot_loop_start(self):
self.bot_loop_started = True
@@ -58,6 +59,7 @@ class HyperoptableStrategy(StrategyTestV3):
"""
Parameters can also be defined here ...
"""
+ self.bot_started = True
self.buy_rsi = IntParameter([0, 50], default=30, space='buy')
def informative_pairs(self):
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 98185e152..4cdb35936 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -69,7 +69,7 @@ def test_load_strategy(default_conf, dataframe_1m):
def test_load_strategy_base64(dataframe_1m, caplog, default_conf):
filepath = Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py'
encoded_string = urlsafe_b64encode(filepath.read_bytes()).decode("utf-8")
- default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
+ default_conf.update({'strategy': f'SampleStrategy:{encoded_string}'})
strategy = StrategyResolver.load_strategy(default_conf)
assert 'rsi' in strategy.advise_indicators(dataframe_1m, {'pair': 'ETH/BTC'})
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 349655243..bf3cc6ab8 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -10,6 +10,7 @@ from unittest.mock import ANY, MagicMock, PropertyMock, patch
import arrow
import pytest
from pandas import DataFrame
+from sqlalchemy import select
from freqtrade.constants import CANCEL_REASON, UNLIMITED_STAKE_AMOUNT
from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RPCMessageType, RunMode,
@@ -247,7 +248,7 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
caplog.clear()
#############################################
ticker_val.update({
@@ -278,7 +279,7 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade is not None
assert trade.stake_amount == 60.0
@@ -286,7 +287,7 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -
assert trade.open_date is not None
freqtrade.enter_positions()
- trade = Trade.query.order_by(Trade.id.desc()).first()
+ trade = Trade.session.scalars(select(Trade).order_by(Trade.id.desc())).first()
assert trade is not None
assert trade.stake_amount == 60.0
@@ -317,7 +318,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_order,
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.create_trade('ETH/USDT')
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade is not None
assert pytest.approx(trade.stake_amount) == 60.0
@@ -568,12 +569,12 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
- trades = Trade.query.filter(Trade.is_open.is_(True)).all()
+ trades = Trade.get_open_trades()
assert not trades
freqtrade.process()
- trades = Trade.query.filter(Trade.is_open.is_(True)).all()
+ trades = Trade.get_open_trades()
assert len(trades) == 1
trade = trades[0]
assert trade is not None
@@ -640,11 +641,11 @@ def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
- trades = Trade.query.filter(Trade.is_open.is_(True)).all()
+ trades = Trade.get_open_trades()
assert not trades
freqtrade.process()
- trades = Trade.query.filter(Trade.is_open.is_(True)).all()
+ trades = Trade.get_open_trades()
assert len(trades) == 1
# Nothing happened ...
@@ -671,7 +672,7 @@ def test_process_trade_no_whitelist_pair(default_conf_usdt, ticker_usdt, limit_b
assert pair not in default_conf_usdt['exchange']['pair_whitelist']
# create open trade not in whitelist
- Trade.query.session.add(Trade(
+ Trade.session.add(Trade(
pair=pair,
stake_amount=0.001,
fee_open=fee.return_value,
@@ -681,7 +682,7 @@ def test_process_trade_no_whitelist_pair(default_conf_usdt, ticker_usdt, limit_b
open_rate=0.01,
exchange='binance',
))
- Trade.query.session.add(Trade(
+ Trade.session.add(Trade(
pair='ETH/USDT',
stake_amount=0.001,
fee_open=fee.return_value,
@@ -838,7 +839,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
# Should create an open trade with an open order id
# As the order is not fulfilled yet
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
assert trade.is_open is True
@@ -865,7 +866,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=order))
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
- trade = Trade.query.all()[2]
+ trade = Trade.session.scalars(select(Trade)).all()[2]
trade.is_short = is_short
assert trade
assert trade.open_order_id is None
@@ -883,7 +884,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
order['id'] = '555'
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=order))
assert freqtrade.execute_entry(pair, stake_amount)
- trade = Trade.query.all()[3]
+ trade = Trade.session.scalars(select(Trade)).all()[3]
trade.is_short = is_short
assert trade
assert trade.open_order_id is None
@@ -896,7 +897,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
- trade = Trade.query.all()[4]
+ trade = Trade.session.scalars(select(Trade)).all()[4]
trade.is_short = is_short
assert trade
assert pytest.approx(trade.stake_amount) == 150
@@ -905,7 +906,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
order['id'] = '557'
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
- trade = Trade.query.all()[5]
+ trade = Trade.session.scalars(select(Trade)).all()[5]
trade.is_short = is_short
assert trade
assert pytest.approx(trade.stake_amount) == 2.0
@@ -934,7 +935,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
order['id'] = '5566'
freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
- trade = Trade.query.all()[6]
+ trade = Trade.session.scalars(select(Trade)).all()[6]
trade.is_short = is_short
assert trade
assert trade.open_rate_requested == 0.508
@@ -951,7 +952,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
)
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
- trade = Trade.query.all()[7]
+ trade = Trade.session.scalars(select(Trade)).all()[7]
trade.is_short = is_short
assert trade
assert trade.open_rate_requested == 10
@@ -961,7 +962,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
order['id'] = '5568'
freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
- trade = Trade.query.all()[8]
+ trade = Trade.session.scalars(select(Trade)).all()[8]
# Trade(id=9, pair=ETH/USDT, amount=0.20000000, is_short=False,
# leverage=1.0, open_rate=10.00000000, open_since=...)
# Trade(id=9, pair=ETH/USDT, amount=0.60000000, is_short=True,
@@ -982,7 +983,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
freqtrade.exchange.get_max_pair_stake_amount = MagicMock(return_value=500)
assert freqtrade.execute_entry(pair, 2000, is_short=is_short)
- trade = Trade.query.all()[9]
+ trade = Trade.session.scalars(select(Trade)).all()[9]
trade.is_short = is_short
assert pytest.approx(trade.stake_amount) == 500
@@ -991,7 +992,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
freqtrade.strategy.leverage.reset_mock()
assert freqtrade.execute_entry(pair, 200, leverage_=3)
assert freqtrade.strategy.leverage.call_count == 0
- trade = Trade.query.all()[10]
+ trade = Trade.session.scalars(select(Trade)).all()[10]
assert trade.leverage == 1 if trading_mode == 'spot' else 3
@@ -1053,7 +1054,7 @@ def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order,
freqtrade.strategy.leverage = MagicMock(return_value=5.0)
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade.leverage == 5.0
# assert trade.stake_amount == 2
@@ -1158,7 +1159,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
# as a trade actually happened
caplog.clear()
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
trade.is_open = True
trade.open_order_id = None
@@ -1271,7 +1272,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog,
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
trade.is_open = True
trade.open_order_id = None
@@ -1316,7 +1317,7 @@ def test_create_stoploss_order_invalid_order(
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
caplog.clear()
freqtrade.create_stoploss_order(trade, 200)
@@ -1367,7 +1368,7 @@ def test_create_stoploss_order_insufficient_funds(
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
caplog.clear()
freqtrade.create_stoploss_order(trade, 200)
@@ -1435,15 +1436,15 @@ def test_handle_stoploss_on_exchange_trailing(
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
trade.is_open = True
trade.open_order_id = None
- trade.stoploss_order_id = 100
+ trade.stoploss_order_id = '100'
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-20).datetime
stoploss_order_hanging = MagicMock(return_value={
- 'id': 100,
+ 'id': '100',
'status': 'open',
'type': 'stop_loss_limit',
'price': hang_price,
@@ -1482,13 +1483,14 @@ def test_handle_stoploss_on_exchange_trailing(
assert freqtrade.handle_trade(trade) is False
assert trade.stop_loss == stop_price[1]
+ trade.stoploss_order_id = '100'
# setting stoploss_on_exchange_interval to 0 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
assert freqtrade.handle_stoploss_on_exchange(trade) is False
- cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
+ cancel_order_mock.assert_called_once_with('100', 'ETH/USDT')
stoploss_order_mock.assert_called_once_with(
amount=pytest.approx(amt),
pair='ETH/USDT',
@@ -1554,7 +1556,7 @@ def test_handle_stoploss_on_exchange_trailing_error(
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
trade.is_open = True
trade.open_order_id = None
@@ -1668,15 +1670,15 @@ def test_handle_stoploss_on_exchange_custom_stop(
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
trade.is_open = True
trade.open_order_id = None
- trade.stoploss_order_id = 100
+ trade.stoploss_order_id = '100'
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime
stoploss_order_hanging = MagicMock(return_value={
- 'id': 100,
+ 'id': '100',
'status': 'open',
'type': 'stop_loss_limit',
'price': 3,
@@ -1705,6 +1707,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
stoploss_order_mock = MagicMock(return_value={'id': 'so1'})
mocker.patch(f'{EXMS}.cancel_stoploss_order', cancel_order_mock)
mocker.patch(f'{EXMS}.create_stoploss', stoploss_order_mock)
+ trade.stoploss_order_id = '100'
# stoploss should not be updated as the interval is 60 seconds
assert freqtrade.handle_trade(trade) is False
@@ -1721,7 +1724,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
assert freqtrade.handle_stoploss_on_exchange(trade) is False
- cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
+ cancel_order_mock.assert_called_once_with('100', 'ETH/USDT')
# Long uses modified ask - offset, short modified bid + offset
stoploss_order_mock.assert_called_once_with(
amount=pytest.approx(trade.amount),
@@ -1796,7 +1799,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_orde
freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist)
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
@@ -2162,7 +2165,7 @@ def test_handle_trade(
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
@@ -2217,7 +2220,7 @@ def test_handle_overlapping_signals(
freqtrade.enter_positions()
# Buy and Sell triggering, so doing nothing ...
- trades = Trade.query.all()
+ trades = Trade.session.scalars(select(Trade)).all()
nb_trades = len(trades)
assert nb_trades == 0
@@ -2225,7 +2228,7 @@ def test_handle_overlapping_signals(
# Buy is triggering, so buying ...
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
- trades = Trade.query.all()
+ trades = Trade.session.scalars(select(Trade)).all()
for trade in trades:
trade.is_short = is_short
nb_trades = len(trades)
@@ -2235,7 +2238,7 @@ def test_handle_overlapping_signals(
# Buy and Sell are not triggering, so doing nothing ...
patch_get_signal(freqtrade, enter_long=False)
assert freqtrade.handle_trade(trades[0]) is False
- trades = Trade.query.all()
+ trades = Trade.session.scalars(select(Trade)).all()
for trade in trades:
trade.is_short = is_short
nb_trades = len(trades)
@@ -2248,7 +2251,7 @@ def test_handle_overlapping_signals(
else:
patch_get_signal(freqtrade, enter_long=True, exit_long=True)
assert freqtrade.handle_trade(trades[0]) is False
- trades = Trade.query.all()
+ trades = Trade.session.scalars(select(Trade)).all()
for trade in trades:
trade.is_short = is_short
nb_trades = len(trades)
@@ -2260,7 +2263,7 @@ def test_handle_overlapping_signals(
patch_get_signal(freqtrade, enter_long=False, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
- trades = Trade.query.all()
+ trades = Trade.session.scalars(select(Trade)).all()
for trade in trades:
trade.is_short = is_short
assert freqtrade.handle_trade(trades[0]) is True
@@ -2291,7 +2294,7 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee,
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
trade.is_open = True
@@ -2333,7 +2336,7 @@ def test_handle_trade_use_exit_signal(
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
trade.is_open = True
@@ -2370,7 +2373,7 @@ def test_close_trade(
# Create trade and sell it
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
@@ -2427,7 +2430,7 @@ def test_manage_open_orders_entry_usercustom(
open_trade.is_short = is_short
open_trade.orders[0].side = 'sell' if is_short else 'buy'
open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
- Trade.query.session.add(open_trade)
+ Trade.session.add(open_trade)
Trade.commit()
# Ensure default is to return empty (so not mocked yet)
@@ -2438,7 +2441,8 @@ def test_manage_open_orders_entry_usercustom(
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
- trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+ trades = Trade.session.scalars(
+ select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
nb_trades = len(trades)
assert nb_trades == 1
assert freqtrade.strategy.check_entry_timeout.call_count == 1
@@ -2446,7 +2450,8 @@ def test_manage_open_orders_entry_usercustom(
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
- trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+ trades = Trade.session.scalars(
+ select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
nb_trades = len(trades)
assert nb_trades == 1
assert freqtrade.strategy.check_entry_timeout.call_count == 1
@@ -2456,7 +2461,8 @@ def test_manage_open_orders_entry_usercustom(
freqtrade.manage_open_orders()
assert cancel_order_wr_mock.call_count == 1
assert rpc_mock.call_count == 2
- trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+ trades = Trade.session.scalars(
+ select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
nb_trades = len(trades)
assert nb_trades == 0
assert freqtrade.strategy.check_entry_timeout.call_count == 1
@@ -2486,7 +2492,7 @@ def test_manage_open_orders_entry(
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade.is_short = is_short
- Trade.query.session.add(open_trade)
+ Trade.session.add(open_trade)
Trade.commit()
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
@@ -2495,7 +2501,8 @@ def test_manage_open_orders_entry(
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 2
- trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+ trades = Trade.session.scalars(
+ select(Trade).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
@@ -2524,7 +2531,7 @@ def test_adjust_entry_cancel(
)
open_trade.is_short = is_short
- Trade.query.session.add(open_trade)
+ Trade.session.add(open_trade)
Trade.commit()
# Timeout to not interfere
@@ -2533,9 +2540,10 @@ def test_adjust_entry_cancel(
# check that order is cancelled
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=None)
freqtrade.manage_open_orders()
- trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+ trades = Trade.session.scalars(
+ select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
assert len(trades) == 0
- assert len(Order.query.all()) == 0
+ assert len(Order.session.scalars(select(Order)).all()) == 0
assert log_has_re(
f"{'Sell' if is_short else 'Buy'} order user requested order cancel*", caplog)
assert log_has_re(
@@ -2565,7 +2573,7 @@ def test_adjust_entry_maintain_replace(
)
open_trade.is_short = is_short
- Trade.query.session.add(open_trade)
+ Trade.session.add(open_trade)
Trade.commit()
# Timeout to not interfere
@@ -2574,7 +2582,8 @@ def test_adjust_entry_maintain_replace(
# Check that order is maintained
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=old_order['price'])
freqtrade.manage_open_orders()
- trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+ trades = Trade.session.scalars(
+ select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
assert len(trades) == 1
assert len(Order.get_open_orders()) == 1
# Entry adjustment is called
@@ -2584,9 +2593,10 @@ def test_adjust_entry_maintain_replace(
freqtrade.get_valid_enter_price_and_stake = MagicMock(return_value={100, 10, 1})
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234)
freqtrade.manage_open_orders()
- trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+ trades = Trade.session.scalars(
+ select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
assert len(trades) == 1
- nb_all_orders = len(Order.query.all())
+ nb_all_orders = len(Order.session.scalars(select(Order)).all())
assert nb_all_orders == 2
# New order seems to be in closed status?
# nb_open_orders = len(Order.get_open_orders())
@@ -2618,14 +2628,15 @@ def test_check_handle_cancelled_buy(
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade.orders = []
open_trade.is_short = is_short
- Trade.query.session.add(open_trade)
+ Trade.session.add(open_trade)
Trade.commit()
# check it does cancel buy orders over the time limit
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 2
- trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+ trades = Trade.session.scalars(
+ select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
assert len(trades) == 0
assert log_has_re(
f"{'Sell' if is_short else 'Buy'} order cancelled on exchange for Trade.*", caplog)
@@ -2649,14 +2660,15 @@ def test_manage_open_orders_buy_exception(
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade.is_short = is_short
- Trade.query.session.add(open_trade)
+ Trade.session.add(open_trade)
Trade.commit()
# check it does cancel buy orders over the time limit
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 1
- trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+ trades = Trade.session.scalars(
+ select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
nb_trades = len(trades)
assert nb_trades == 1
@@ -2691,7 +2703,7 @@ def test_manage_open_orders_exit_usercustom(
open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime
open_trade_usdt.close_profit_abs = 0.001
- Trade.query.session.add(open_trade_usdt)
+ Trade.session.add(open_trade_usdt)
Trade.commit()
# Ensure default is false
freqtrade.manage_open_orders()
@@ -2771,7 +2783,7 @@ def test_manage_open_orders_exit(
open_trade_usdt.close_profit_abs = 0.001
open_trade_usdt.is_short = is_short
- Trade.query.session.add(open_trade_usdt)
+ Trade.session.add(open_trade_usdt)
Trade.commit()
freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False)
@@ -2811,7 +2823,7 @@ def test_check_handle_cancelled_exit(
open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime
open_trade_usdt.is_short = is_short
- Trade.query.session.add(open_trade_usdt)
+ Trade.session.add(open_trade_usdt)
Trade.commit()
# check it does cancel sell orders over the time limit
@@ -2848,7 +2860,7 @@ def test_manage_open_orders_partial(
)
freqtrade = FreqtradeBot(default_conf_usdt)
prior_stake = open_trade.stake_amount
- Trade.query.session.add(open_trade)
+ Trade.session.add(open_trade)
Trade.commit()
# check it does cancel buy orders over the time limit
@@ -2856,7 +2868,8 @@ def test_manage_open_orders_partial(
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 3
- trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+ trades = Trade.session.scalars(
+ select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
assert len(trades) == 1
assert trades[0].amount == 23.0
assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount / leverage
@@ -2893,7 +2906,7 @@ def test_manage_open_orders_partial_fee(
open_trade.fee_open = fee()
open_trade.fee_close = fee()
- Trade.query.session.add(open_trade)
+ Trade.session.add(open_trade)
Trade.commit()
# cancelling a half-filled order should update the amount to the bought amount
# and apply fees if necessary.
@@ -2903,7 +2916,8 @@ def test_manage_open_orders_partial_fee(
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 3
- trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+ trades = Trade.session.scalars(
+ select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
assert len(trades) == 1
# Verify that trade has been updated
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
@@ -2943,7 +2957,7 @@ def test_manage_open_orders_partial_except(
open_trade.fee_open = fee()
open_trade.fee_close = fee()
- Trade.query.session.add(open_trade)
+ Trade.session.add(open_trade)
Trade.commit()
# cancelling a half-filled order should update the amount to the bought amount
# and apply fees if necessary.
@@ -2953,7 +2967,8 @@ def test_manage_open_orders_partial_except(
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 3
- trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+ trades = Trade.session.scalars(
+ select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
assert len(trades) == 1
# Verify that trade has been updated
@@ -2982,7 +2997,7 @@ def test_manage_open_orders_exception(default_conf_usdt, ticker_usdt, open_trade
)
freqtrade = FreqtradeBot(default_conf_usdt)
- Trade.query.session.add(open_trade_usdt)
+ Trade.session.add(open_trade_usdt)
Trade.commit()
caplog.clear()
@@ -3011,7 +3026,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
freqtrade._notify_enter_cancel = MagicMock()
trade = mock_trade_usdt_4(fee, is_short)
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
Trade.commit()
l_order['filled'] = 0.0
@@ -3061,7 +3076,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho
reason = CANCEL_REASON['TIMEOUT']
trade = mock_trade_usdt_4(fee, is_short)
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
Trade.commit()
assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason)
assert cancel_order_mock.call_count == 0
@@ -3095,7 +3110,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade._notify_enter_cancel = MagicMock()
trade = mock_trade_usdt_4(fee, is_short)
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
Trade.commit()
l_order['filled'] = 0.0
l_order['status'] = 'open'
@@ -3261,7 +3276,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
freqtrade.enter_positions()
rpc_mock.reset_mock()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade.is_short == is_short
assert trade
assert freqtrade.strategy.confirm_trade_exit.call_count == 0
@@ -3313,6 +3328,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
'profit_ratio': 0.00493809 if is_short else 0.09451372,
'stake_currency': 'USDT',
'fiat_currency': 'USD',
+ 'base_currency': 'ETH',
'sell_reason': ExitType.ROI.value,
'exit_reason': ExitType.ROI.value,
'open_date': ANY,
@@ -3342,7 +3358,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
# Create some test data
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
@@ -3376,6 +3392,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
'profit_amount': -5.65990099 if is_short else -0.00075,
'profit_ratio': -0.0945681 if is_short else -1.247e-05,
'stake_currency': 'USDT',
+ 'base_currency': 'ETH',
'fiat_currency': 'USD',
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
@@ -3415,7 +3432,7 @@ def test_execute_trade_exit_custom_exit_price(
freqtrade.enter_positions()
rpc_mock.reset_mock()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
assert freqtrade.strategy.confirm_trade_exit.call_count == 0
@@ -3461,6 +3478,7 @@ def test_execute_trade_exit_custom_exit_price(
'profit_amount': pytest.approx(profit_amount),
'profit_ratio': profit_ratio,
'stake_currency': 'USDT',
+ 'base_currency': 'ETH',
'fiat_currency': 'USD',
'sell_reason': 'foo',
'exit_reason': 'foo',
@@ -3492,7 +3510,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
# Create some test data
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade.is_short == is_short
assert trade
@@ -3534,6 +3552,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
'profit_ratio': -0.00501253 if is_short else -0.01493766,
'stake_currency': 'USDT',
'fiat_currency': 'USD',
+ 'base_currency': 'ETH',
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': ANY,
@@ -3566,7 +3585,7 @@ def test_execute_trade_exit_sloe_cancel_exception(
patch_get_signal(freqtrade)
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
PairLock.session = MagicMock()
freqtrade.config['dry_run'] = False
@@ -3575,7 +3594,7 @@ def test_execute_trade_exit_sloe_cancel_exception(
freqtrade.execute_trade_exit(trade=trade, limit=1234,
exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
assert create_order_mock.call_count == 2
- assert log_has('Could not cancel stoploss order abcd', caplog)
+ assert log_has('Could not cancel stoploss order abcd for pair ETH/USDT', caplog)
@pytest.mark.parametrize("is_short", [False, True])
@@ -3611,7 +3630,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(
# Create some test data
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
trades = [trade]
@@ -3631,7 +3650,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(
exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS)
)
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
assert cancel_order.call_count == 1
@@ -3669,7 +3688,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
# Create some test data
freqtrade.enter_positions()
freqtrade.manage_open_orders()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trades = [trade]
assert trade.stoploss_order_id is None
@@ -3755,7 +3774,7 @@ def test_execute_trade_exit_market_order(
# Create some test data
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
@@ -3798,6 +3817,7 @@ def test_execute_trade_exit_market_order(
'profit_amount': pytest.approx(profit_amount),
'profit_ratio': profit_ratio,
'stake_currency': 'USDT',
+ 'base_currency': 'ETH',
'fiat_currency': 'USD',
'sell_reason': ExitType.ROI.value,
'exit_reason': ExitType.ROI.value,
@@ -3830,7 +3850,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
# Create some test data
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
@@ -3898,7 +3918,7 @@ def test_exit_profit_only(
exit_type=ExitType.NONE))
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade.is_short == is_short
oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_order(limit_order[eside])
@@ -3941,7 +3961,7 @@ def test_sell_not_enough_balance(default_conf_usdt, limit_order, limit_order_ope
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
amnt = trade.amount
oobj = Order.parse_from_ccxt_object(limit_order['buy'], limit_order['buy']['symbol'], 'buy')
@@ -4009,7 +4029,7 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee,
# Create some test data
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
@@ -4064,7 +4084,7 @@ def test_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
oobj = Order.parse_from_ccxt_object(
limit_order[eside], limit_order[eside]['symbol'], eside)
@@ -4114,7 +4134,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open,
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade.is_short == is_short
assert freqtrade.handle_trade(trade) is False
@@ -4189,7 +4209,7 @@ def test_trailing_stop_loss_positive(
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade.is_short == is_short
oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_order(limit_order[eside])
@@ -4286,7 +4306,7 @@ def test_disable_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limi
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
oobj = Order.parse_from_ccxt_object(
@@ -4752,7 +4772,7 @@ def test_order_book_depth_of_market(
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
if is_high_delta:
assert trade is None
else:
@@ -4763,7 +4783,7 @@ def test_order_book_depth_of_market(
assert trade.open_date is not None
assert trade.exchange == 'binance'
- assert len(Trade.query.all()) == 1
+ assert len(Trade.session.scalars(select(Trade)).all()) == 1
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(
@@ -4860,7 +4880,7 @@ def test_order_book_exit_pricing(
freqtrade.enter_positions()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
time.sleep(0.01) # Race condition fix
@@ -4932,7 +4952,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
n = bot.enter_positions()
assert n == 2
- trades = Trade.query.all()
+ trades = Trade.session.scalars(select(Trade)).all()
assert len(trades) == 2
bot.config['max_open_trades'] = 3
@@ -4965,7 +4985,7 @@ def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_order, lim
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
create_mock_trades(fee, is_short=is_short)
- trades = Trade.query.all()
+ trades = Trade.session.scalars(select(Trade)).all()
assert len(trades) == MOCK_TRADE_COUNT
freqtrade.cancel_all_open_orders()
assert buy_mock.call_count == buy_calls
@@ -4981,7 +5001,7 @@ def test_check_for_open_trades(mocker, default_conf_usdt, fee, is_short):
assert freqtrade.rpc.send_msg.call_count == 0
create_mock_trades(fee, is_short)
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
trade.is_open = True
@@ -5149,7 +5169,7 @@ def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog, is_sh
exchange='binance',
is_short=is_short
)
- Trade.query.session.add(trade)
+ Trade.session.add(trade)
freqtrade.handle_insufficient_funds(trade)
# assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
@@ -5546,10 +5566,10 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
assert freqtrade.execute_entry(pair, stake_amount)
# Should create an closed trade with an no open order id
# Order is filled and trade is open
- orders = Order.query.all()
+ orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 1
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert trade.open_order_id is None
@@ -5559,7 +5579,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
# Assume it does nothing since order is closed and trade is open
freqtrade.update_trades_without_assigned_fees()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert trade.open_order_id is None
@@ -5569,7 +5589,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
freqtrade.manage_open_orders()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert trade.open_order_id is None
@@ -5595,10 +5615,10 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', MagicMock(return_value=open_dca_order_1))
assert freqtrade.execute_entry(pair, stake_amount, trade=trade)
- orders = Order.query.all()
+ orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 2
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id == '651'
assert trade.open_rate == 11
@@ -5628,14 +5648,14 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', fetch_order_mm)
freqtrade.update_trades_without_assigned_fees()
- orders = Order.query.all()
+ orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 2
# Assert that the trade is found as open and without fees
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
# Assert trade is as expected
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id == '651'
assert trade.open_rate == 11
@@ -5672,14 +5692,14 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
freqtrade.manage_open_orders()
# Assert trade is as expected (averaged dca)
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id is None
assert pytest.approx(trade.open_rate) == 9.90909090909
assert trade.amount == 22
assert pytest.approx(trade.stake_amount) == 218
- orders = Order.query.all()
+ orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 2
@@ -5714,14 +5734,14 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
assert freqtrade.execute_entry(pair, stake_amount, trade=trade)
# Assert trade is as expected (averaged dca)
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id is None
assert pytest.approx(trade.open_rate) == 8.729729729729
assert trade.amount == 37
assert trade.stake_amount == 323
- orders = Order.query.all()
+ orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 3
@@ -5752,7 +5772,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
sub_trade_amt=15)
# Assert trade is as expected (averaged dca)
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id is None
assert trade.is_open
@@ -5760,7 +5780,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
assert trade.stake_amount == 192.05405405405406
assert pytest.approx(trade.open_rate) == 8.729729729729
- orders = Order.query.all()
+ orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 4
@@ -5825,10 +5845,10 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
assert freqtrade.execute_entry(pair, amount)
# Should create an closed trade with an no open order id
# Order is filled and trade is open
- orders = Order.query.all()
+ orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 1
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert trade.open_order_id is None
@@ -5838,7 +5858,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
# Assume it does nothing since order is closed and trade is open
freqtrade.update_trades_without_assigned_fees()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert trade.open_order_id is None
@@ -5848,7 +5868,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
freqtrade.manage_open_orders()
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert trade.open_order_id is None
@@ -5884,7 +5904,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
assert len(trades) == 1
# Assert trade is as expected (averaged dca)
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id is None
assert trade.amount == 50
@@ -5893,7 +5913,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
assert pytest.approx(trade.realized_profit) == -152.375
assert pytest.approx(trade.close_profit_abs) == -152.375
- orders = Order.query.all()
+ orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 2
# Make sure the closed order is found as the second order.
@@ -5926,7 +5946,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
sub_trade_amt=amount)
# Assert trade is as expected (averaged dca)
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id is None
assert trade.amount == 50
@@ -5935,7 +5955,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
# Trade fully realized
assert pytest.approx(trade.realized_profit) == 94.25
assert pytest.approx(trade.close_profit_abs) == 94.25
- orders = Order.query.all()
+ orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 3
@@ -6020,11 +6040,11 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None:
exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
sub_trade_amt=amount)
- orders1 = Order.query.all()
+ orders1 = Order.session.scalars(select(Order)).all()
assert orders1
assert len(orders1) == idx + 1
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
if idx < len(data) - 1:
assert trade.is_open is True
@@ -6039,7 +6059,7 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None:
order_obj = trade.select_order(order[0], False)
assert order_obj.order_id == f'60{idx}'
- trade = Trade.query.first()
+ trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id is None
assert trade.is_open is False
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 4c57c5669..5cbedd818 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -1,6 +1,7 @@
from unittest.mock import MagicMock
import pytest
+from sqlalchemy import select
from freqtrade.enums import ExitCheckTuple, ExitType, TradingMode
from freqtrade.persistence import Trade
@@ -91,7 +92,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
assert freqtrade.strategy.confirm_trade_exit.call_count == 0
wallets_mock.reset_mock()
- trades = Trade.query.all()
+ trades = Trade.session.scalars(select(Trade)).all()
# Make sure stoploss-order is open and trade is bought (since we mock update_trade_state)
for trade in trades:
stoploss_order_closed['id'] = '3'
@@ -179,13 +180,13 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
n = freqtrade.enter_positions()
assert n == 4
- trades = Trade.query.all()
+ trades = Trade.session.scalars(select(Trade)).all()
assert len(trades) == 4
assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') == result1
rpc._rpc_force_entry('TKN/BTC', None)
- trades = Trade.query.all()
+ trades = Trade.session.scalars(select(Trade)).all()
assert len(trades) == 5
for trade in trades:
@@ -385,12 +386,12 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
assert trade.open_order_id is not None
assert pytest.approx(trade.stake_amount) == 60
assert trade.open_rate == 1.96
- assert trade.stop_loss_pct is None
- assert trade.stop_loss == 0.0
+ assert trade.stop_loss_pct == -0.1
+ assert pytest.approx(trade.stop_loss) == trade.open_rate * (1 - 0.1 / leverage)
+ assert pytest.approx(trade.initial_stop_loss) == trade.open_rate * (1 - 0.1 / leverage)
+ assert trade.initial_stop_loss_pct == -0.1
assert trade.leverage == leverage
assert trade.stake_amount == 60
- assert trade.initial_stop_loss == 0.0
- assert trade.initial_stop_loss_pct is None
# No adjustment
freqtrade.process()
trade = Trade.get_trades().first()
@@ -406,11 +407,11 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
assert trade.open_order_id is not None
# Open rate is not adjusted yet
assert trade.open_rate == 1.96
- assert trade.stop_loss_pct is None
- assert trade.stop_loss == 0.0
+ assert trade.stop_loss_pct == -0.1
+ assert pytest.approx(trade.stop_loss) == trade.open_rate * (1 - 0.1 / leverage)
+ assert pytest.approx(trade.initial_stop_loss) == trade.open_rate * (1 - 0.1 / leverage)
assert trade.stake_amount == 60
- assert trade.initial_stop_loss == 0.0
- assert trade.initial_stop_loss_pct is None
+ assert trade.initial_stop_loss_pct == -0.1
# Fill order
mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=True)
@@ -423,7 +424,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
assert pytest.approx(trade.stake_amount) == 60
assert trade.stop_loss_pct == -0.1
assert pytest.approx(trade.stop_loss) == 1.99 * (1 - 0.1 / leverage)
- assert pytest.approx(trade.initial_stop_loss) == 1.99 * (1 - 0.1 / leverage)
+ assert pytest.approx(trade.initial_stop_loss) == 1.96 * (1 - 0.1 / leverage)
assert trade.initial_stop_loss_pct == -0.1
# 2nd order - not filling
diff --git a/tests/test_strategy_updater.py b/tests/test_strategy_updater.py
new file mode 100644
index 000000000..597d49fda
--- /dev/null
+++ b/tests/test_strategy_updater.py
@@ -0,0 +1,214 @@
+# pragma pylint: disable=missing-docstring, protected-access, invalid-name
+
+import re
+import shutil
+import sys
+from pathlib import Path
+
+import pytest
+
+from freqtrade.commands.strategy_utils_commands import start_strategy_update
+from freqtrade.strategy.strategyupdater import StrategyUpdater
+from tests.conftest import get_args
+
+
+if sys.version_info < (3, 9):
+ pytest.skip("StrategyUpdater is not compatible with Python 3.8", allow_module_level=True)
+
+
+def test_strategy_updater_start(tmpdir, capsys) -> None:
+ # Effective test without mocks.
+ teststrats = Path(__file__).parent / 'strategy/strats'
+ tmpdirp = Path(tmpdir) / "strategies"
+ tmpdirp.mkdir()
+ shutil.copy(teststrats / 'strategy_test_v2.py', tmpdirp)
+ old_code = (teststrats / 'strategy_test_v2.py').read_text()
+
+ args = [
+ "strategy-updater",
+ "--userdir",
+ str(tmpdir),
+ "--strategy-list",
+ "StrategyTestV2"
+ ]
+ pargs = get_args(args)
+ pargs['config'] = None
+
+ start_strategy_update(pargs)
+
+ assert Path(tmpdir / "strategies_orig_updater").exists()
+ # Backup file exists
+ assert Path(tmpdir / "strategies_orig_updater" / 'strategy_test_v2.py').exists()
+ # updated file exists
+ new_file = Path(tmpdirp / 'strategy_test_v2.py')
+ assert new_file.exists()
+ new_code = new_file.read_text()
+ assert 'INTERFACE_VERSION = 3' in new_code
+ assert 'INTERFACE_VERSION = 2' in old_code
+ captured = capsys.readouterr()
+
+ assert 'Conversion of strategy_test_v2.py started.' in captured.out
+ assert re.search(r'Conversion of strategy_test_v2\.py took .* seconds', captured.out)
+
+
+def test_strategy_updater_methods(default_conf, caplog) -> None:
+
+ instance_strategy_updater = StrategyUpdater()
+ modified_code1 = instance_strategy_updater.update_code("""
+class testClass(IStrategy):
+ def populate_buy_trend():
+ pass
+ def populate_sell_trend():
+ pass
+ def check_buy_timeout():
+ pass
+ def check_sell_timeout():
+ pass
+ def custom_sell():
+ pass
+""")
+
+ assert "populate_entry_trend" in modified_code1
+ assert "populate_exit_trend" in modified_code1
+ assert "check_entry_timeout" in modified_code1
+ assert "check_exit_timeout" in modified_code1
+ assert "custom_exit" in modified_code1
+ assert "INTERFACE_VERSION = 3" in modified_code1
+
+
+def test_strategy_updater_params(default_conf, caplog) -> None:
+ instance_strategy_updater = StrategyUpdater()
+
+ modified_code2 = instance_strategy_updater.update_code("""
+ticker_interval = '15m'
+buy_some_parameter = IntParameter(space='buy')
+sell_some_parameter = IntParameter(space='sell')
+""")
+
+ assert "timeframe" in modified_code2
+ # check for not editing hyperopt spaces
+ assert "space='buy'" in modified_code2
+ assert "space='sell'" in modified_code2
+
+
+def test_strategy_updater_constants(default_conf, caplog) -> None:
+ instance_strategy_updater = StrategyUpdater()
+ modified_code3 = instance_strategy_updater.update_code("""
+use_sell_signal = True
+sell_profit_only = True
+sell_profit_offset = True
+ignore_roi_if_buy_signal = True
+forcebuy_enable = True
+""")
+
+ assert "use_exit_signal" in modified_code3
+ assert "exit_profit_only" in modified_code3
+ assert "exit_profit_offset" in modified_code3
+ assert "ignore_roi_if_entry_signal" in modified_code3
+ assert "force_entry_enable" in modified_code3
+
+
+def test_strategy_updater_df_columns(default_conf, caplog) -> None:
+ instance_strategy_updater = StrategyUpdater()
+ modified_code = instance_strategy_updater.update_code("""
+dataframe.loc[reduce(lambda x, y: x & y, conditions), ["buy", "buy_tag"]] = (1, "buy_signal_1")
+dataframe.loc[reduce(lambda x, y: x & y, conditions), 'sell'] = 1
+""")
+
+ assert "enter_long" in modified_code
+ assert "exit_long" in modified_code
+ assert "enter_tag" in modified_code
+
+
+def test_strategy_updater_method_params(default_conf, caplog) -> None:
+ instance_strategy_updater = StrategyUpdater()
+ modified_code = instance_strategy_updater.update_code("""
+def confirm_trade_exit(sell_reason: str):
+ nr_orders = trade.nr_of_successful_buys
+ pass
+ """)
+ assert "exit_reason" in modified_code
+ assert "nr_orders = trade.nr_of_successful_entries" in modified_code
+
+
+def test_strategy_updater_dicts(default_conf, caplog) -> None:
+ instance_strategy_updater = StrategyUpdater()
+ modified_code = instance_strategy_updater.update_code("""
+order_time_in_force = {
+ 'buy': 'gtc',
+ 'sell': 'ioc'
+}
+order_types = {
+ 'buy': 'limit',
+ 'sell': 'market',
+ 'stoploss': 'market',
+ 'stoploss_on_exchange': False
+}
+unfilledtimeout = {
+ 'buy': 1,
+ 'sell': 2
+}
+""")
+
+ assert "'entry': 'gtc'" in modified_code
+ assert "'exit': 'ioc'" in modified_code
+ assert "'entry': 'limit'" in modified_code
+ assert "'exit': 'market'" in modified_code
+ assert "'entry': 1" in modified_code
+ assert "'exit': 2" in modified_code
+
+
+def test_strategy_updater_comparisons(default_conf, caplog) -> None:
+ instance_strategy_updater = StrategyUpdater()
+ modified_code = instance_strategy_updater.update_code("""
+def confirm_trade_exit(sell_reason):
+ if (sell_reason == 'stop_loss'):
+ pass
+""")
+ assert "exit_reason" in modified_code
+ assert "exit_reason == 'stop_loss'" in modified_code
+
+
+def test_strategy_updater_strings(default_conf, caplog) -> None:
+ instance_strategy_updater = StrategyUpdater()
+
+ modified_code = instance_strategy_updater.update_code("""
+sell_reason == 'sell_signal'
+sell_reason == 'force_sell'
+sell_reason == 'emergency_sell'
+""")
+
+ # those tests currently don't work, next in line.
+ assert "exit_signal" in modified_code
+ assert "exit_reason" in modified_code
+ assert "force_exit" in modified_code
+ assert "emergency_exit" in modified_code
+
+
+def test_strategy_updater_comments(default_conf, caplog) -> None:
+ instance_strategy_updater = StrategyUpdater()
+ modified_code = instance_strategy_updater.update_code("""
+# This is the 1st comment
+import talib.abstract as ta
+# This is the 2nd comment
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
+
+class someStrategy(IStrategy):
+ INTERFACE_VERSION = 2
+ # This is the 3rd comment
+ # This attribute will be overridden if the config file contains "minimal_roi"
+ minimal_roi = {
+ "0": 0.50
+ }
+
+ # This is the 4th comment
+ stoploss = -0.1
+""")
+
+ assert "This is the 1st comment" in modified_code
+ assert "This is the 2nd comment" in modified_code
+ assert "This is the 3rd comment" in modified_code
+ assert "INTERFACE_VERSION = 3" in modified_code
+ # currently still missing:
+ # Webhook terminology, Telegram notification settings, Strategy/Config settings
diff --git a/tests/testdata/XRP_ETH-trades.feather b/tests/testdata/XRP_ETH-trades.feather
new file mode 100644
index 000000000..68e1c8467
Binary files /dev/null and b/tests/testdata/XRP_ETH-trades.feather differ
diff --git a/user_data/strategies/.gitkeep b/user_data/strategies/.gitkeep
deleted file mode 100644
index e69de29bb..000000000