Merge branch 'develop' into remove-redundant-dependencies

This commit is contained in:
ASU 2023-02-26 04:29:30 +02:00
commit 7e7ae144a9
17 changed files with 92 additions and 38 deletions

View File

@ -90,14 +90,14 @@ jobs:
freqtrade create-userdir --userdir user_data freqtrade create-userdir --userdir user_data
freqtrade hyperopt --datadir tests/testdata -e 6 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all freqtrade hyperopt --datadir tests/testdata -e 6 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
- name: Flake8
run: |
flake8
- name: Sort imports (isort) - name: Sort imports (isort)
run: | run: |
isort --check . isort --check .
- name: Run Ruff
run: |
ruff check --format=github .
- name: Mypy - name: Mypy
run: | run: |
mypy freqtrade scripts tests mypy freqtrade scripts tests
@ -186,14 +186,14 @@ jobs:
freqtrade create-userdir --userdir user_data freqtrade create-userdir --userdir user_data
freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
- name: Flake8
run: |
flake8
- name: Sort imports (isort) - name: Sort imports (isort)
run: | run: |
isort --check . isort --check .
- name: Run Ruff
run: |
ruff check --format=github .
- name: Mypy - name: Mypy
run: | run: |
mypy freqtrade scripts mypy freqtrade scripts
@ -248,9 +248,9 @@ jobs:
freqtrade create-userdir --userdir user_data freqtrade create-userdir --userdir user_data
freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
- name: Flake8 - name: Run Ruff
run: | run: |
flake8 ruff check --format=github .
- name: Mypy - name: Mypy
run: | run: |

View File

@ -27,6 +27,12 @@ repos:
name: isort (python) name: isort (python)
# stages: [push] # stages: [push]
- repo: https://github.com/charliermarsh/ruff-pre-commit
# Ruff version.
rev: 'v0.0.251'
hooks:
- id: ruff
- repo: https://github.com/pre-commit/pre-commit-hooks - repo: https://github.com/pre-commit/pre-commit-hooks
rev: v4.4.0 rev: v4.4.0
hooks: hooks:

View File

@ -45,16 +45,17 @@ pytest tests/test_<file_name>.py::test_<method_name>
### 2. Test if your code is PEP8 compliant ### 2. Test if your code is PEP8 compliant
#### Run Flake8 #### Run Ruff
```bash ```bash
flake8 freqtrade tests scripts ruff .
``` ```
We receive a lot of code that fails the `flake8` checks. We receive a lot of code that fails the `ruff` checks.
To help with that, we encourage you to install the git pre-commit To help with that, we encourage you to install the git pre-commit
hook that will warn you when you try to commit code that fails these checks. hook that will warn you when you try to commit code that fails these checks.
Guide for installing them is [here](http://flake8.pycqa.org/en/latest/user/using-hooks.html).
you can manually run pre-commit with `pre-commit run -a`.
##### Additional styles applied ##### Additional styles applied

View File

@ -24,7 +24,7 @@ This will spin up a local server (usually on port 8000) so you can see if everyt
To configure a development environment, you can either use the provided [DevContainer](#devcontainer-setup), or use the `setup.sh` script and answer "y" when asked "Do you want to install dependencies for dev [y/N]? ". To configure a development environment, you can either use the provided [DevContainer](#devcontainer-setup), or use the `setup.sh` script and answer "y" when asked "Do you want to install dependencies for dev [y/N]? ".
Alternatively (e.g. if your system is not supported by the setup.sh script), follow the manual installation process and run `pip3 install -e .[all]`. Alternatively (e.g. if your system is not supported by the setup.sh script), follow the manual installation process and run `pip3 install -e .[all]`.
This will install all required tools for development, including `pytest`, `flake8`, `mypy`, and `coveralls`. This will install all required tools for development, including `pytest`, `ruff`, `mypy`, and `coveralls`.
Then install the git hook scripts by running `pre-commit install`, so your changes will be verified locally before committing. Then install the git hook scripts by running `pre-commit install`, so your changes will be verified locally before committing.
This avoids a lot of waiting for CI already, as some basic formatting checks are done locally on your machine. This avoids a lot of waiting for CI already, as some basic formatting checks are done locally on your machine.

0
environment.yml Normal file
View File

View File

@ -1,5 +1,5 @@
""" Freqtrade bot """ """ Freqtrade bot """
__version__ = '2023.2.dev' __version__ = '2023.3.dev'
if 'dev' in __version__: if 'dev' in __version__:
from pathlib import Path from pathlib import Path

View File

@ -5,7 +5,7 @@ from datetime import datetime, timedelta
from typing import Any, Dict, List from typing import Any, Dict, List
from freqtrade.configuration import TimeRange, setup_utils_configuration from freqtrade.configuration import TimeRange, setup_utils_configuration
from freqtrade.constants import DATETIME_PRINT_FORMAT from freqtrade.constants import DATETIME_PRINT_FORMAT, Config
from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data, from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data,
refresh_backtest_trades_data) refresh_backtest_trades_data)
@ -20,15 +20,24 @@ from freqtrade.util.binance_mig import migrate_binance_futures_data
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
def _data_download_sanity(config: Config) -> None:
if 'days' in config and 'timerange' in config:
raise OperationalException("--days and --timerange are mutually exclusive. "
"You can only specify one or the other.")
if 'pairs' not in config:
raise OperationalException(
"Downloading data requires a list of pairs. "
"Please check the documentation on how to configure this.")
def start_download_data(args: Dict[str, Any]) -> None: def start_download_data(args: Dict[str, Any]) -> None:
""" """
Download data (former download_backtest_data.py script) Download data (former download_backtest_data.py script)
""" """
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE) config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
if 'days' in config and 'timerange' in config: _data_download_sanity(config)
raise OperationalException("--days and --timerange are mutually exclusive. "
"You can only specify one or the other.")
timerange = TimeRange() timerange = TimeRange()
if 'days' in config: if 'days' in config:
time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d") time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d")
@ -40,11 +49,6 @@ def start_download_data(args: Dict[str, Any]) -> None:
# Remove stake-currency to skip checks which are not relevant for datadownload # Remove stake-currency to skip checks which are not relevant for datadownload
config['stake_currency'] = '' config['stake_currency'] = ''
if 'pairs' not in config:
raise OperationalException(
"Downloading data requires a list of pairs. "
"Please check the documentation on how to configure this.")
pairs_not_available: List[str] = [] pairs_not_available: List[str] = []
# Init exchange # Init exchange

View File

@ -13,6 +13,9 @@ class CandleType(str, Enum):
FUNDING_RATE = "funding_rate" FUNDING_RATE = "funding_rate"
# BORROW_RATE = "borrow_rate" # * unimplemented # BORROW_RATE = "borrow_rate" # * unimplemented
def __str__(self):
return f"{self.name.lower()}"
@staticmethod @staticmethod
def from_string(value: str) -> 'CandleType': def from_string(value: str) -> 'CandleType':
if not value: if not value:

View File

@ -37,5 +37,8 @@ class RPCRequestType(str, Enum):
WHITELIST = 'whitelist' WHITELIST = 'whitelist'
ANALYZED_DF = 'analyzed_df' ANALYZED_DF = 'analyzed_df'
def __str__(self):
return self.value
NO_ECHO_MESSAGES = (RPCMessageType.ANALYZED_DF, RPCMessageType.WHITELIST, RPCMessageType.NEW_CANDLE) NO_ECHO_MESSAGES = (RPCMessageType.ANALYZED_DF, RPCMessageType.WHITELIST, RPCMessageType.NEW_CANDLE)

View File

@ -10,6 +10,9 @@ class SignalType(Enum):
ENTER_SHORT = "enter_short" ENTER_SHORT = "enter_short"
EXIT_SHORT = "exit_short" EXIT_SHORT = "exit_short"
def __str__(self):
return f"{self.name.lower()}"
class SignalTagType(Enum): class SignalTagType(Enum):
""" """
@ -18,7 +21,13 @@ class SignalTagType(Enum):
ENTER_TAG = "enter_tag" ENTER_TAG = "enter_tag"
EXIT_TAG = "exit_tag" EXIT_TAG = "exit_tag"
def __str__(self):
return f"{self.name.lower()}"
class SignalDirection(str, Enum): class SignalDirection(str, Enum):
LONG = 'long' LONG = 'long'
SHORT = 'short' SHORT = 'short'
def __str__(self):
return f"{self.name.lower()}"

View File

@ -1961,7 +1961,8 @@ class Exchange:
cache: bool, drop_incomplete: bool) -> DataFrame: cache: bool, drop_incomplete: bool) -> DataFrame:
# keeping last candle time as last refreshed time of the pair # keeping last candle time as last refreshed time of the pair
if ticks and cache: if ticks and cache:
self._pairs_last_refresh_time[(pair, timeframe, c_type)] = ticks[-1][0] // 1000 idx = -2 if drop_incomplete and len(ticks) > 1 else -1
self._pairs_last_refresh_time[(pair, timeframe, c_type)] = ticks[idx][0] // 1000
# keeping parsed dataframe in cache # keeping parsed dataframe in cache
ohlcv_df = ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True, ohlcv_df = ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=drop_incomplete) drop_incomplete=drop_incomplete)
@ -2034,7 +2035,9 @@ class Exchange:
# Timeframe in seconds # Timeframe in seconds
interval_in_sec = timeframe_to_seconds(timeframe) interval_in_sec = timeframe_to_seconds(timeframe)
plr = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0) + interval_in_sec plr = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0) + interval_in_sec
return plr < arrow.utcnow().int_timestamp # current,active candle open date
now = int(timeframe_to_prev_date(timeframe).timestamp())
return plr < now
@retrier_async @retrier_async
async def _async_get_candle_history( async def _async_get_candle_history(

View File

@ -19,5 +19,4 @@ class Hitbtc(Exchange):
_ft_has: Dict = { _ft_has: Dict = {
"ohlcv_candle_limit": 1000, "ohlcv_candle_limit": 1000,
"ohlcv_params": {"sort": "DESC"}
} }

View File

@ -56,3 +56,24 @@ exclude = [
"build_helpers/*.py", "build_helpers/*.py",
] ]
ignore = ["freqtrade/vendor/**"] ignore = ["freqtrade/vendor/**"]
[tool.ruff]
line-length = 100
extend-exclude = [".env"]
target-version = "py38"
extend-select = [
"C90", # mccabe
# "N", # pep8-naming
# "UP", # pyupgrade
"TID", # flake8-tidy-imports
# "EXE", # flake8-executable
"YTT", # flake8-2020
# "DTZ", # flake8-datetimez
# "RSE", # flake8-raise
# "TCH", # flake8-type-checking
# "PTH", # flake8-use-pathlib
]
[tool.ruff.mccabe]
max-complexity = 12

View File

@ -7,8 +7,7 @@
-r docs/requirements-docs.txt -r docs/requirements-docs.txt
coveralls==3.3.1 coveralls==3.3.1
flake8==6.0.0 ruff==0.0.251
flake8-tidy-imports==4.8.0
mypy==1.0.1 mypy==1.0.1
pre-commit==3.0.4 pre-commit==3.0.4
pytest==7.2.1 pytest==7.2.1

View File

@ -32,8 +32,6 @@ hdf5 = [
develop = [ develop = [
'coveralls', 'coveralls',
'flake8',
'flake8-tidy-imports',
'mypy', 'mypy',
'pytest', 'pytest',
'pytest-asyncio', 'pytest-asyncio',

View File

@ -2215,7 +2215,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
assert len(res[pair1]) == 99 assert len(res[pair1]) == 99
assert len(res[pair2]) == 99 assert len(res[pair2]) == 99
assert exchange._klines assert exchange._klines
assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000 assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-2][0] // 1000
exchange._api_async.fetch_ohlcv.reset_mock() exchange._api_async.fetch_ohlcv.reset_mock()
# Returned from cache # Returned from cache
@ -2224,7 +2224,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
assert len(res) == 2 assert len(res) == 2
assert len(res[pair1]) == 99 assert len(res[pair1]) == 99
assert len(res[pair2]) == 99 assert len(res[pair2]) == 99
assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000 assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-2][0] // 1000
# Move time 1 candle further but result didn't change yet # Move time 1 candle further but result didn't change yet
time_machine.move_to(start + timedelta(hours=101)) time_machine.move_to(start + timedelta(hours=101))
@ -2234,7 +2234,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
assert len(res[pair1]) == 99 assert len(res[pair1]) == 99
assert len(res[pair2]) == 99 assert len(res[pair2]) == 99
assert res[pair2].at[0, 'open'] assert res[pair2].at[0, 'open']
assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000 assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-2][0] // 1000
refresh_pior = exchange._pairs_last_refresh_time[pair1] refresh_pior = exchange._pairs_last_refresh_time[pair1]
# New candle on exchange - return 100 candles - but skip one candle so we actually get 2 candles # New candle on exchange - return 100 candles - but skip one candle so we actually get 2 candles
@ -2252,8 +2252,8 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
assert res[pair2].at[0, 'open'] assert res[pair2].at[0, 'open']
assert refresh_pior != exchange._pairs_last_refresh_time[pair1] assert refresh_pior != exchange._pairs_last_refresh_time[pair1]
assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000 assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-2][0] // 1000
assert exchange._pairs_last_refresh_time[pair2] == ohlcv[-1][0] // 1000 assert exchange._pairs_last_refresh_time[pair2] == ohlcv[-2][0] // 1000
exchange._api_async.fetch_ohlcv.reset_mock() exchange._api_async.fetch_ohlcv.reset_mock()
# Retry same call - from cache # Retry same call - from cache

View File

@ -356,6 +356,14 @@ def test_exception_send_msg(default_conf, mocker, caplog):
} }
webhook.send_msg(msg) webhook.send_msg(msg)
# Test no failure for not implemented but known messagetypes
for e in RPCMessageType:
msg = {
'type': e,
'status': 'whatever'
}
webhook.send_msg(msg)
def test__send_msg(default_conf, mocker, caplog): def test__send_msg(default_conf, mocker, caplog):
default_conf["webhook"] = get_webhook_dict() default_conf["webhook"] = get_webhook_dict()