Merge pull request #2044 from freqtrade/pyup/scheduled-update-2019-07-22

Scheduled weekly dependency update for week 29

freqtrade/data/btanalysis.py

@@ -67,7 +67,6 @@ def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int
     dates = pd.Series(pd.concat(dates).values, name='date')
     df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns)
 
-    df2 = df2.astype(dtype={"open_time": "datetime64", "close_time": "datetime64"})
     df2 = pd.concat([dates, df2], axis=1)
     df2 = df2.set_index('date')
     df_final = df2.resample(freq)[['pair']].count()

freqtrade/plot/plotting.py

@@ -15,9 +15,9 @@ logger = logging.getLogger(__name__)
 
 
 try:
-    from plotly import tools
+    from plotly.subplots import make_subplots
     from plotly.offline import plot
-    import plotly.graph_objs as go
+    import plotly.graph_objects as go
 except ImportError:
     logger.exception("Module plotly not found \n Please install using `pip install plotly`")
     exit(1)
@@ -62,7 +62,7 @@ def init_plotscript(config):
             }
 
 
-def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.make_subplots:
+def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> make_subplots:
     """
     Generator all the indicator selected by the user for a specific row
     :param fig: Plot figure to append to
@@ -79,7 +79,7 @@ def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> tools
                 mode='lines',
                 name=indicator
             )
-            fig.append_trace(scattergl, row, 1)
+            fig.add_trace(scattergl, row, 1)
         else:
             logger.info(
                 'Indicator "%s" ignored. Reason: This indicator is not found '
@@ -90,7 +90,7 @@ def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> tools
     return fig
 
 
-def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> tools.make_subplots:
+def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_subplots:
     """
     Add profit-plot
     :param fig: Plot figure to append to
@@ -105,12 +105,12 @@ def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> tools.ma
         y=data[column],
         name=name,
     )
-    fig.append_trace(profit, row, 1)
+    fig.add_trace(profit, row, 1)
 
     return fig
 
 
-def plot_trades(fig, trades: pd.DataFrame) -> tools.make_subplots:
+def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     """
     Add trades to "fig"
     """
@@ -145,8 +145,8 @@ def plot_trades(fig, trades: pd.DataFrame) -> tools.make_subplots:
                 color='red'
             )
         )
-        fig.append_trace(trade_buys, 1, 1)
+        fig.add_trace(trade_buys, 1, 1)
-        fig.append_trace(trade_sells, 1, 1)
+        fig.add_trace(trade_sells, 1, 1)
     else:
         logger.warning("No trades found.")
     return fig
@@ -167,7 +167,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
     """
 
     # Define the graph
-    fig = tools.make_subplots(
+    fig = make_subplots(
         rows=3,
         cols=1,
         shared_xaxes=True,
@@ -189,7 +189,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
         close=data.close,
         name='Price'
     )
-    fig.append_trace(candles, 1, 1)
+    fig.add_trace(candles, 1, 1)
 
     if 'buy' in data.columns:
         df_buy = data[data['buy'] == 1]
@@ -206,7 +206,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
                     color='green',
                 )
             )
-            fig.append_trace(buys, 1, 1)
+            fig.add_trace(buys, 1, 1)
         else:
             logger.warning("No buy-signals found.")
 
@@ -225,7 +225,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
                     color='red',
                 )
             )
-            fig.append_trace(sells, 1, 1)
+            fig.add_trace(sells, 1, 1)
         else:
             logger.warning("No sell-signals found.")
 
@@ -244,8 +244,8 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
             fillcolor="rgba(0,176,246,0.2)",
             line={'color': 'rgba(255,255,255,0)'},
         )
-        fig.append_trace(bb_lower, 1, 1)
+        fig.add_trace(bb_lower, 1, 1)
-        fig.append_trace(bb_upper, 1, 1)
+        fig.add_trace(bb_upper, 1, 1)
 
     # Add indicators to main plot
     fig = add_indicators(fig=fig, row=1, indicators=indicators1, data=data)
@@ -258,7 +258,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
         y=data['volume'],
         name='Volume'
     )
-    fig.append_trace(volume, 2, 1)
+    fig.add_trace(volume, 2, 1)
 
     # Add indicators to seperate row
     fig = add_indicators(fig=fig, row=3, indicators=indicators2, data=data)
@@ -281,10 +281,10 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
         name='Avg close price',
     )
 
-    fig = tools.make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1])
+    fig = make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1])
     fig['layout'].update(title="Profit plot")
 
-    fig.append_trace(avgclose, 1, 1)
+    fig.add_trace(avgclose, 1, 1)
     fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
 
     for pair in pairs:

freqtrade/resolvers/iresolver.py

@@ -84,6 +84,6 @@ class IResolver(object):
                         f"from '{module_path}'...")
                     return module
             except FileNotFoundError:
-                logger.warning('Path "%s" does not exist.', _path.relative_to(Path.cwd()))
+                logger.warning('Path "%s" does not exist.', _path.resolve())
 
         return None

freqtrade/tests/exchange/test_exchange.py

@@ -33,13 +33,13 @@ def get_mock_coro(return_value):
 def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            fun, mock_ccxt_fun, **kwargs):
     with pytest.raises(TemporaryError):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
 
     with pytest.raises(OperationalException):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
@@ -47,13 +47,13 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
 
 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)
+        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 == API_RETRY_COUNT + 1
 
     with pytest.raises(OperationalException):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
+        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
@@ -256,13 +256,13 @@ def test__load_async_markets(default_conf, mocker, caplog):
 def test__load_markets(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
     api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
+    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError("SomeError"))
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
     Exchange(default_conf)
-    assert log_has('Unable to initialize markets. Reason: ', caplog.record_tuples)
+    assert log_has('Unable to initialize markets. Reason: SomeError', caplog.record_tuples)
 
     expected_return = {'ETH/BTC': 'available'}
     api_mock = MagicMock()
@@ -305,7 +305,7 @@ def test__reload_markets_exception(default_conf, mocker, caplog):
     caplog.set_level(logging.DEBUG)
 
     api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError)
+    api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError("LoadError"))
     default_conf['exchange']['markets_refresh_interval'] = 10
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
 
@@ -634,25 +634,25 @@ def test_buy_prod(default_conf, mocker, exchange_name):
 
     # test exception handling
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("Not enough funds"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("Network disconnect"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(OperationalException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
@@ -758,22 +758,22 @@ def test_sell_prod(default_conf, mocker, exchange_name):
 
     # test exception handling
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
     with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No Connection"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
     with pytest.raises(OperationalException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
@@ -846,7 +846,7 @@ def test_get_balance_prod(default_conf, mocker, exchange_name):
     assert exchange.get_balance(currency='BTC') == 123.4
 
     with pytest.raises(OperationalException):
-        api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
         exchange.get_balance(currency='BTC')
@@ -919,7 +919,7 @@ def test_get_tickers(default_conf, mocker, exchange_name):
                            "get_tickers", "fetch_tickers")
 
     with pytest.raises(OperationalException):
-        api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
+        api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_tickers()
 
@@ -1101,7 +1101,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
 
     api_mock = MagicMock()
     with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
-        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_get_candle_history(pair, "5m",
                                                  (arrow.utcnow().timestamp - 2000) * 1000)
@@ -1173,15 +1173,15 @@ def test_get_order_book(default_conf, mocker, order_book_l2, exchange_name):
 def test_get_order_book_exception(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     with pytest.raises(OperationalException):
-        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported)
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order_book(pair='ETH/BTC', limit=50)
     with pytest.raises(TemporaryError):
-        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order_book(pair='ETH/BTC', limit=50)
     with pytest.raises(OperationalException):
-        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order_book(pair='ETH/BTC', limit=50)
 
@@ -1294,7 +1294,7 @@ def test_cancel_order(default_conf, mocker, exchange_name):
     assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
 
     with pytest.raises(InvalidOrderException):
-        api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.cancel_order(order_id='_', pair='TKN/BTC')
     assert api_mock.cancel_order.call_count == 1
@@ -1321,7 +1321,7 @@ def test_get_order(default_conf, mocker, exchange_name):
     assert exchange.get_order('X', 'TKN/BTC') == 456
 
     with pytest.raises(InvalidOrderException):
-        api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order(order_id='_', pair='TKN/BTC')
     assert api_mock.fetch_order.call_count == 1
@@ -1437,22 +1437,22 @@ def test_stoploss_limit_order(default_conf, mocker):
 
     # test exception handling
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
     with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
     with pytest.raises(OperationalException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 

freqtrade/tests/test_plotting.py

@@ -2,8 +2,8 @@
 from copy import deepcopy
 from unittest.mock import MagicMock
 
-import plotly.graph_objs as go
+import plotly.graph_objects as go
-from plotly import tools
+from plotly.subplots import make_subplots
 
 from freqtrade.configuration import Arguments, TimeRange
 from freqtrade.data import history
@@ -28,7 +28,7 @@ def find_trace_in_fig_data(data, search_string: str):
 
 
 def generage_empty_figure():
-    return tools.make_subplots(
+    return make_subplots(
         rows=3,
         cols=1,
         shared_xaxes=True,

requirements-common.txt

@@ -1,7 +1,7 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.18.860
+ccxt==1.18.965
-SQLAlchemy==1.3.5
+SQLAlchemy==1.3.6
 python-telegram-bot==11.1.0
 arrow==0.14.2
 cachetools==3.1.1
@@ -29,4 +29,4 @@ python-rapidjson==0.7.2
 sdnotify==0.3.2
 
 # Api server
-flask==1.0.3
+flask==1.1.1

requirements-dev.txt

@@ -2,13 +2,13 @@
 -r requirements.txt
 -r requirements-plot.txt
 
-flake8==3.7.7
+flake8==3.7.8
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==2.0.0
-pytest==5.0.0
+pytest==5.0.1
 pytest-mock==1.10.4
 pytest-asyncio==0.10.0
 pytest-cov==2.7.1
 pytest-random-order==1.0.4
 coveralls==1.8.1
-mypy==0.711
+mypy==0.720

requirements-plot.txt

@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==3.10.0
+plotly==4.0.0
 

requirements.txt

@@ -2,5 +2,5 @@
 -r requirements-common.txt
 
 numpy==1.16.4
-pandas==0.24.2
+pandas==0.25.0
 scipy==1.3.0