Merge pull request #2 from xmatthias/ccxt-async-xmatt

Ccxt async xmatt

.travis.yml

@@ -13,12 +13,12 @@ addons:
 install:
 - ./install_ta-lib.sh
 - export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
-- pip install --upgrade flake8 coveralls pytest-random-order mypy
+- pip install --upgrade flake8 coveralls pytest-random-order pytest-asyncio mypy
 - pip install -r requirements.txt
 - pip install -e .
 jobs:
   include:
-    - script: 
+    - script:
       - pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
       - coveralls
     - script:

freqtrade/exchange/__init__.py

@@ -334,7 +334,7 @@ class Exchange(object):
             logger.info("returning cached ticker-data for %s", pair)
             return self._cached_ticker[pair]
 
-    async def async_get_tickers_history(self, pairs, tick_interval):
+    async def async_get_tickers_history(self, pairs, tick_interval) -> List[Tuple[str, List]]:
         # COMMENTED CODE IS FOR DISCUSSION: where should we close the loop on async ?
         # loop = asyncio.new_event_loop()
         # asyncio.set_event_loop(loop)

freqtrade/freqtradebot.py

@@ -55,7 +55,7 @@ class FreqtradeBot(object):
         self.persistence = None
         self.exchange = Exchange(self.config)
         self._init_modules()
-        self._klines = {}
+        self._klines: Dict[str, List[Dict]] = {}
 
     def _init_modules(self) -> None:
         """

freqtrade/strategy/interface.py

@@ -6,7 +6,7 @@ import logging
 from abc import ABC, abstractmethod
 from datetime import datetime
 from enum import Enum
-from typing import Dict, List, NamedTuple, Tuple
+from typing import Dict, List, NamedTuple, Optional, Tuple
 import warnings
 
 import arrow
@@ -118,7 +118,7 @@ class IStrategy(ABC):
         dataframe = self.advise_sell(dataframe, metadata)
         return dataframe
 
-    def get_signal(self, pair: str, interval: str, ticker_hist: List[Dict]) -> Tuple[bool, bool]:
+    def get_signal(self, pair: str, interval: str, ticker_hist: Optional[List[Dict]]) -> Tuple[bool, bool]:
         """
         Calculates current signal based several technical analysis indicators
         :param pair: pair in format ANT/BTC

freqtrade/tests/exchange/test_exchange.py

@@ -27,6 +27,20 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, fun, mock_ccxt_fun, *
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
 
 
+async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
+    with pytest.raises(TemporaryError):
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        await getattr(exchange, fun)(**kwargs)
+    assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
+
+    with pytest.raises(OperationalException):
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        await getattr(exchange, fun)(**kwargs)
+    assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
+
+
 def test_init(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
     get_patched_exchange(mocker, default_conf)
@@ -515,6 +529,92 @@ def test_get_ticker(default_conf, mocker):
     exchange.get_ticker(pair='ETH/BTC', refresh=True)
 
 
+@pytest.mark.asyncio
+async def test_async_get_ticker_history(default_conf, mocker):
+    tick = [
+        [
+            1511686200000,  # unix timestamp ms
+            1,  # open
+            2,  # high
+            3,  # low
+            4,  # close
+            5,  # volume (in quote currency)
+        ]
+    ]
+
+    async def async_fetch_ohlcv(pair, timeframe, since):
+        return tick
+
+    exchange = get_patched_exchange(mocker, default_conf)
+    # Monkey-patch async function
+    exchange._api_async.fetch_ohlcv = async_fetch_ohlcv
+
+    exchange = Exchange(default_conf)
+    pair = 'ETH/BTC'
+    res = await exchange.async_get_ticker_history(pair, "5m")
+    assert type(res) is tuple
+    assert len(res) == 2
+    assert res[0] == pair
+    assert res[1] == tick
+
+    await async_ccxt_exception(mocker, default_conf, MagicMock(),
+                               "async_get_ticker_history", "fetch_ohlcv",
+                               pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
+
+    api_mock = MagicMock()
+    with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
+        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        await exchange.async_get_ticker_history(pair, "5m")
+
+
+@pytest.mark.asyncio
+async def test_async_get_tickers_history(default_conf, mocker):
+    tick = [
+        [
+            1511686200000,  # unix timestamp ms
+            1,  # open
+            2,  # high
+            3,  # low
+            4,  # close
+            5,  # volume (in quote currency)
+        ]
+    ]
+
+    async def async_fetch_ohlcv(pair, timeframe, since):
+        return tick
+
+    exchange = get_patched_exchange(mocker, default_conf)
+    # Monkey-patch async function
+    exchange._api_async.fetch_ohlcv = async_fetch_ohlcv
+
+    exchange = Exchange(default_conf)
+    pairs = ['ETH/BTC', 'XRP/BTC']
+    res = await exchange.async_get_tickers_history(pairs, "5m")
+    assert type(res) is list
+    assert len(res) == 2
+    assert type(res[0]) is tuple
+    assert res[0][0] == pairs[0]
+    assert res[0][1] == tick
+    assert res[1][0] == pairs[1]
+    assert res[1][1] == tick
+
+    # await async_ccxt_exception(mocker, default_conf, MagicMock(),
+    #                            "async_get_tickers_history", "fetch_ohlcv",
+    #                            pairs=pairs, tick_interval=default_conf['ticker_interval'])
+
+    # api_mock = MagicMock()
+    # with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
+    #     api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
+    #     exchange = get_patched_exchange(mocker, default_conf, api_mock)
+    #     await exchange.async_get_tickers_history('ETH/BTC', "5m")
+
+
+def test_refresh_tickers():
+    # TODO: Implement test for this
+    pass
+
+
 def make_fetch_ohlcv_mock(data):
     def fetch_ohlcv_mock(pair, timeframe, since):
         if since:

requirements.txt

@@ -15,6 +15,7 @@ TA-Lib==0.4.17
 pytest==3.6.4
 pytest-mock==1.10.0
 pytest-cov==2.5.1
+pytest-asyncio==0.9.0
 tabulate==0.8.2
 coinmarketcap==5.0.3