Merge pull request #16 from freqtrade/develop
Update from upstream repo gcarq/freqtrade@develop
This commit is contained in:
commit
81be71d9cb
1
.gitignore
vendored
1
.gitignore
vendored
@ -89,3 +89,4 @@ target/
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.vscode
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.vscode
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.pytest_cache/
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.pytest_cache/
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.mypy_cache/
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@ -13,7 +13,7 @@ addons:
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install:
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install:
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- ./install_ta-lib.sh
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- ./install_ta-lib.sh
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- export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
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- export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
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- pip install --upgrade flake8 coveralls pytest-random-order
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- pip install --upgrade flake8 coveralls pytest-random-order mypy
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- pip install -r requirements.txt
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- pip install -r requirements.txt
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- pip install -e .
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- pip install -e .
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jobs:
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jobs:
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@ -26,6 +26,7 @@ jobs:
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- cp config.json.example config.json
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- cp config.json.example config.json
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- python freqtrade/main.py hyperopt -e 5
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- python freqtrade/main.py hyperopt -e 5
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- script: flake8 freqtrade
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- script: flake8 freqtrade
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- script: mypy freqtrade
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after_success:
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after_success:
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- coveralls
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- coveralls
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notifications:
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notifications:
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@ -42,4 +42,16 @@ pip3.6 install flake8 coveralls
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flake8 freqtrade
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flake8 freqtrade
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```
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```
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## 3. Test if all type-hints are correct
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**Install packages** (If not already installed)
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``` bash
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pip3.6 install mypy
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```
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**Run mypy**
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``` bash
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mypy freqtrade
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```
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@ -62,6 +62,12 @@ Where `-s TestStrategy` refers to the class name within the strategy file `test_
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python3 ./freqtrade/main.py backtesting --export trades
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python3 ./freqtrade/main.py backtesting --export trades
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```
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```
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**Exporting trades to file specifying a custom filename**
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```bash
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python3 ./freqtrade/main.py backtesting --export trades --export-filename=backtest_teststrategy.json
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```
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**Running backtest with smaller testset**
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**Running backtest with smaller testset**
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Use the `--timerange` argument to change how much of the testset
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Use the `--timerange` argument to change how much of the testset
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you want to use. The last N ticks/timeframes will be used.
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you want to use. The last N ticks/timeframes will be used.
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@ -83,6 +89,8 @@ The full timerange specification:
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- Use tickframes till 2018/01/31: `--timerange=-20180131`
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- Use tickframes till 2018/01/31: `--timerange=-20180131`
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- Use tickframes since 2018/01/31: `--timerange=20180131-`
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- Use tickframes since 2018/01/31: `--timerange=20180131-`
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- Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`
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- Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`
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- Use tickframes between POSIX timestamps 1527595200 1527618600:
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`--timerange=1527595200-1527618600`
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**Update testdata directory**
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**Update testdata directory**
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@ -118,21 +118,32 @@ python3 ./freqtrade/main.py -c config.json --dry-run-db
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Backtesting also uses the config specified via `-c/--config`.
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Backtesting also uses the config specified via `-c/--config`.
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```
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```
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usage: freqtrade backtesting [-h] [-l] [-i INT] [--realistic-simulation]
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usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--realistic-simulation]
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[-r]
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[--timerange TIMERANGE] [-l] [-r] [--export EXPORT]
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[--export-filename EXPORTFILENAME]
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optional arguments:
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optional arguments:
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-h, --help show this help message and exit
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-h, --help show this help message and exit
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-l, --live using live data
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-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
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-i INT, --ticker-interval INT
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specify ticker interval (1m, 5m, 30m, 1h, 1d)
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specify ticker interval (default: '5m')
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--realistic-simulation
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--realistic-simulation
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uses max_open_trades from config to simulate real
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uses max_open_trades from config to simulate real
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world limitations
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world limitations
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--timerange TIMERANGE
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specify what timerange of data to use.
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-l, --live using live data
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-r, --refresh-pairs-cached
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-r, --refresh-pairs-cached
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refresh the pairs files in tests/testdata with
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refresh the pairs files in tests/testdata with the
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the latest data from the exchange. Use it if you want
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latest data from the exchange. Use it if you want to
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to run your backtesting with up-to-date data.
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run your backtesting with up-to-date data.
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--export EXPORT export backtest results, argument are: trades Example
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--export=trades
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--export-filename EXPORTFILENAME
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Save backtest results to this filename requires
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--export to be set as well Example --export-
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filename=backtest_today.json (default: backtest-
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result.json
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```
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```
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### How to use --refresh-pairs-cached parameter?
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### How to use --refresh-pairs-cached parameter?
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@ -155,14 +166,25 @@ Hyperopt uses an internal json config return by `hyperopt_optimize_conf()`
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located in `freqtrade/optimize/hyperopt_conf.py`.
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located in `freqtrade/optimize/hyperopt_conf.py`.
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```
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```
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usage: freqtrade hyperopt [-h] [-e INT] [--use-mongodb]
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usage: main.py hyperopt [-h] [-i TICKER_INTERVAL] [--realistic-simulation]
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[--timerange TIMERANGE] [-e INT] [--use-mongodb]
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[-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]]
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optional arguments:
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optional arguments:
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-h, --help show this help message and exit
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-h, --help show this help message and exit
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-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
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specify ticker interval (1m, 5m, 30m, 1h, 1d)
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--realistic-simulation
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uses max_open_trades from config to simulate real
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world limitations
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--timerange TIMERANGE
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specify what timerange of data to use.
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-e INT, --epochs INT specify number of epochs (default: 100)
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-e INT, --epochs INT specify number of epochs (default: 100)
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--use-mongodb parallelize evaluations with mongodb (requires mongod
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--use-mongodb parallelize evaluations with mongodb (requires mongod
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in PATH)
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in PATH)
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-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...], --spaces {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]
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Specify which parameters to hyperopt. Space separate
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list. Default: all
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```
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```
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## A parameter missing in the configuration?
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## A parameter missing in the configuration?
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15
freqtrade/__main__.py
Normal file
15
freqtrade/__main__.py
Normal file
@ -0,0 +1,15 @@
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#!/usr/bin/env python3
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"""
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__main__.py for Freqtrade
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To launch Freqtrade as a module
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> python -m freqtrade (with Python >= 3.6)
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"""
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import sys
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from freqtrade import main
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if __name__ == '__main__':
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main.set_loggers()
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main.main(sys.argv[1:])
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@ -12,7 +12,7 @@ from pandas import DataFrame, to_datetime
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from freqtrade import constants
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from freqtrade import constants
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from freqtrade.exchange import get_ticker_history
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from freqtrade.exchange import get_ticker_history
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from freqtrade.persistence import Trade
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from freqtrade.persistence import Trade
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from freqtrade.strategy.resolver import StrategyResolver
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from freqtrade.strategy.resolver import StrategyResolver, IStrategy
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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@ -37,7 +37,7 @@ class Analyze(object):
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:param config: Bot configuration (use the one from Configuration())
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:param config: Bot configuration (use the one from Configuration())
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"""
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"""
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self.config = config
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self.config = config
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self.strategy = StrategyResolver(self.config).strategy
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self.strategy: IStrategy = StrategyResolver(self.config).strategy
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@staticmethod
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@staticmethod
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def parse_ticker_dataframe(ticker: list) -> DataFrame:
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def parse_ticker_dataframe(ticker: list) -> DataFrame:
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@ -17,9 +17,9 @@ class Arguments(object):
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Arguments Class. Manage the arguments received by the cli
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Arguments Class. Manage the arguments received by the cli
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"""
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"""
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def __init__(self, args: List[str], description: str):
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def __init__(self, args: List[str], description: str) -> None:
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self.args = args
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self.args = args
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self.parsed_arg = None
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self.parsed_arg: Optional[argparse.Namespace] = None
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self.parser = argparse.ArgumentParser(description=description)
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self.parser = argparse.ArgumentParser(description=description)
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def _load_args(self) -> None:
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def _load_args(self) -> None:
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@ -137,6 +137,16 @@ class Arguments(object):
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default=None,
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default=None,
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dest='export',
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dest='export',
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)
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)
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parser.add_argument(
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'--export-filename',
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help='Save backtest results to this filename \
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requires --export to be set as well\
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Example --export-filename=backtest_today.json\
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(default: %(default)s',
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type=str,
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default='backtest-result.json',
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dest='exportfilename',
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)
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@staticmethod
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@staticmethod
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def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
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def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
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@ -211,7 +221,8 @@ class Arguments(object):
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self.hyperopt_options(hyperopt_cmd)
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self.hyperopt_options(hyperopt_cmd)
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@staticmethod
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@staticmethod
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def parse_timerange(text: str) -> Optional[Tuple[List, int, int]]:
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def parse_timerange(text: Optional[str]) -> Optional[Tuple[Tuple,
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Optional[int], Optional[int]]]:
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"""
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"""
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Parse the value of the argument --timerange to determine what is the range desired
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Parse the value of the argument --timerange to determine what is the range desired
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:param text: value from --timerange
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:param text: value from --timerange
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@ -222,6 +233,9 @@ class Arguments(object):
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syntax = [(r'^-(\d{8})$', (None, 'date')),
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syntax = [(r'^-(\d{8})$', (None, 'date')),
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(r'^(\d{8})-$', ('date', None)),
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(r'^(\d{8})-$', ('date', None)),
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(r'^(\d{8})-(\d{8})$', ('date', 'date')),
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(r'^(\d{8})-(\d{8})$', ('date', 'date')),
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(r'^-(\d{10})$', (None, 'date')),
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(r'^(\d{10})-$', ('date', None)),
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(r'^(\d{10})-(\d{10})$', ('date', 'date')),
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(r'^(-\d+)$', (None, 'line')),
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(r'^(-\d+)$', (None, 'line')),
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(r'^(\d+)-$', ('line', None)),
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(r'^(\d+)-$', ('line', None)),
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(r'^(\d+)-(\d+)$', ('index', 'index'))]
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(r'^(\d+)-(\d+)$', ('index', 'index'))]
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@ -231,21 +245,23 @@ class Arguments(object):
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if match: # Regex has matched
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if match: # Regex has matched
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rvals = match.groups()
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rvals = match.groups()
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index = 0
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index = 0
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start = None
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start: Optional[int] = None
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stop = None
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stop: Optional[int] = None
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if stype[0]:
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if stype[0]:
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start = rvals[index]
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starts = rvals[index]
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if stype[0] == 'date':
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if stype[0] == 'date':
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start = arrow.get(start, 'YYYYMMDD').timestamp
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start = int(starts) if len(starts) == 10 \
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else arrow.get(starts, 'YYYYMMDD').timestamp
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else:
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else:
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start = int(start)
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start = int(starts)
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index += 1
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index += 1
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if stype[1]:
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if stype[1]:
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stop = rvals[index]
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stops = rvals[index]
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if stype[1] == 'date':
|
if stype[1] == 'date':
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stop = arrow.get(stop, 'YYYYMMDD').timestamp
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stop = int(stops) if len(stops) == 10 \
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|
else arrow.get(stops, 'YYYYMMDD').timestamp
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else:
|
else:
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stop = int(stop)
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stop = int(stops)
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return stype, start, stop
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return stype, start, stop
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raise Exception('Incorrect syntax for timerange "%s"' % text)
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raise Exception('Incorrect syntax for timerange "%s"' % text)
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|
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|
@ -5,7 +5,7 @@ This module contains the configuration class
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import json
|
import json
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import logging
|
import logging
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from argparse import Namespace
|
from argparse import Namespace
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from typing import Dict, Any
|
from typing import Optional, Dict, Any
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from jsonschema import Draft4Validator, validate
|
from jsonschema import Draft4Validator, validate
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from jsonschema.exceptions import ValidationError, best_match
|
from jsonschema.exceptions import ValidationError, best_match
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import ccxt
|
import ccxt
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@ -23,7 +23,7 @@ class Configuration(object):
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"""
|
"""
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def __init__(self, args: Namespace) -> None:
|
def __init__(self, args: Namespace) -> None:
|
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self.args = args
|
self.args = args
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self.config = None
|
self.config: Optional[Dict[str, Any]] = None
|
||||||
|
|
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def load_config(self) -> Dict[str, Any]:
|
def load_config(self) -> Dict[str, Any]:
|
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"""
|
"""
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@ -157,6 +157,11 @@ class Configuration(object):
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config.update({'export': self.args.export})
|
config.update({'export': self.args.export})
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logger.info('Parameter --export detected: %s ...', self.args.export)
|
logger.info('Parameter --export detected: %s ...', self.args.export)
|
||||||
|
|
||||||
|
# If --export-filename is used we add it to the configuration
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|
if 'export' in config and 'exportfilename' in self.args and self.args.exportfilename:
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|
config.update({'exportfilename': self.args.exportfilename})
|
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|
logger.info('Storing backtest results to %s ...', self.args.exportfilename)
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||||||
|
|
||||||
return config
|
return config
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||||||
|
|
||||||
def _load_hyperopt_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
|
def _load_hyperopt_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
|
||||||
@ -192,7 +197,7 @@ class Configuration(object):
|
|||||||
validate(conf, constants.CONF_SCHEMA)
|
validate(conf, constants.CONF_SCHEMA)
|
||||||
return conf
|
return conf
|
||||||
except ValidationError as exception:
|
except ValidationError as exception:
|
||||||
logger.fatal(
|
logger.critical(
|
||||||
'Invalid configuration. See config.json.example. Reason: %s',
|
'Invalid configuration. See config.json.example. Reason: %s',
|
||||||
exception
|
exception
|
||||||
)
|
)
|
||||||
|
@ -24,6 +24,12 @@ TICKER_INTERVAL_MINUTES = {
|
|||||||
'1w': 10080,
|
'1w': 10080,
|
||||||
}
|
}
|
||||||
|
|
||||||
|
SUPPORTED_FIAT = [
|
||||||
|
"AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK",
|
||||||
|
"EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY",
|
||||||
|
"KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN",
|
||||||
|
"RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD"
|
||||||
|
]
|
||||||
|
|
||||||
# Required json-schema for user specified config
|
# Required json-schema for user specified config
|
||||||
CONF_SCHEMA = {
|
CONF_SCHEMA = {
|
||||||
@ -31,16 +37,9 @@ CONF_SCHEMA = {
|
|||||||
'properties': {
|
'properties': {
|
||||||
'max_open_trades': {'type': 'integer', 'minimum': 0},
|
'max_open_trades': {'type': 'integer', 'minimum': 0},
|
||||||
'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())},
|
'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())},
|
||||||
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
|
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT', 'EUR', 'USD']},
|
||||||
'stake_amount': {'type': 'number', 'minimum': 0.0005},
|
'stake_amount': {'type': 'number', 'minimum': 0.0005},
|
||||||
'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF',
|
'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
|
||||||
'CLP', 'CNY', 'CZK', 'DKK',
|
|
||||||
'EUR', 'GBP', 'HKD', 'HUF',
|
|
||||||
'IDR', 'ILS', 'INR', 'JPY',
|
|
||||||
'KRW', 'MXN', 'MYR', 'NOK',
|
|
||||||
'NZD', 'PHP', 'PKR', 'PLN',
|
|
||||||
'RUB', 'SEK', 'SGD', 'THB',
|
|
||||||
'TRY', 'TWD', 'ZAR', 'USD']},
|
|
||||||
'dry_run': {'type': 'boolean'},
|
'dry_run': {'type': 'boolean'},
|
||||||
'minimal_roi': {
|
'minimal_roi': {
|
||||||
'type': 'object',
|
'type': 'object',
|
||||||
|
@ -290,10 +290,15 @@ def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] =
|
|||||||
# chached data was already downloaded
|
# chached data was already downloaded
|
||||||
till_time_ms = min(till_time_ms, arrow.utcnow().shift(minutes=-10).timestamp * 1000)
|
till_time_ms = min(till_time_ms, arrow.utcnow().shift(minutes=-10).timestamp * 1000)
|
||||||
|
|
||||||
data = []
|
data: List[Dict[Any, Any]] = []
|
||||||
while not since_ms or since_ms < till_time_ms:
|
while not since_ms or since_ms < till_time_ms:
|
||||||
data_part = _API.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms)
|
data_part = _API.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms)
|
||||||
|
|
||||||
|
# Because some exchange sort Tickers ASC and other DESC.
|
||||||
|
# Ex: Bittrex returns a list of tickers ASC (oldest first, newest last)
|
||||||
|
# when GDAX returns a list of tickers DESC (newest first, oldest last)
|
||||||
|
data_part = sorted(data_part, key=lambda x: x[0])
|
||||||
|
|
||||||
if not data_part:
|
if not data_part:
|
||||||
break
|
break
|
||||||
|
|
||||||
|
@ -5,10 +5,11 @@ e.g BTC to USD
|
|||||||
|
|
||||||
import logging
|
import logging
|
||||||
import time
|
import time
|
||||||
from typing import Dict
|
from typing import Dict, List
|
||||||
|
|
||||||
from coinmarketcap import Market
|
from coinmarketcap import Market
|
||||||
from requests.exceptions import RequestException
|
from requests.exceptions import RequestException
|
||||||
|
from freqtrade.constants import SUPPORTED_FIAT
|
||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
@ -34,7 +35,7 @@ class CryptoFiat(object):
|
|||||||
self.price = 0.0
|
self.price = 0.0
|
||||||
|
|
||||||
# Private attributes
|
# Private attributes
|
||||||
self._expiration = 0
|
self._expiration = 0.0
|
||||||
|
|
||||||
self.crypto_symbol = crypto_symbol.upper()
|
self.crypto_symbol = crypto_symbol.upper()
|
||||||
self.fiat_symbol = fiat_symbol.upper()
|
self.fiat_symbol = fiat_symbol.upper()
|
||||||
@ -65,15 +66,7 @@ class CryptoToFiatConverter(object):
|
|||||||
This object is also a Singleton
|
This object is also a Singleton
|
||||||
"""
|
"""
|
||||||
__instance = None
|
__instance = None
|
||||||
_coinmarketcap = None
|
_coinmarketcap: Market = None
|
||||||
|
|
||||||
# Constants
|
|
||||||
SUPPORTED_FIAT = [
|
|
||||||
"AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK",
|
|
||||||
"EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY",
|
|
||||||
"KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN",
|
|
||||||
"RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD"
|
|
||||||
]
|
|
||||||
|
|
||||||
_cryptomap: Dict = {}
|
_cryptomap: Dict = {}
|
||||||
|
|
||||||
@ -87,7 +80,7 @@ class CryptoToFiatConverter(object):
|
|||||||
return CryptoToFiatConverter.__instance
|
return CryptoToFiatConverter.__instance
|
||||||
|
|
||||||
def __init__(self) -> None:
|
def __init__(self) -> None:
|
||||||
self._pairs = []
|
self._pairs: List[CryptoFiat] = []
|
||||||
self._load_cryptomap()
|
self._load_cryptomap()
|
||||||
|
|
||||||
def _load_cryptomap(self) -> None:
|
def _load_cryptomap(self) -> None:
|
||||||
@ -95,8 +88,11 @@ class CryptoToFiatConverter(object):
|
|||||||
coinlistings = self._coinmarketcap.listings()
|
coinlistings = self._coinmarketcap.listings()
|
||||||
self._cryptomap = dict(map(lambda coin: (coin["symbol"], str(coin["id"])),
|
self._cryptomap = dict(map(lambda coin: (coin["symbol"], str(coin["id"])),
|
||||||
coinlistings["data"]))
|
coinlistings["data"]))
|
||||||
except (ValueError, RequestException) as e:
|
except (ValueError, RequestException) as exception:
|
||||||
logger.error("Could not load FIAT Cryptocurrency map for the following problem: %s", e)
|
logger.error(
|
||||||
|
"Could not load FIAT Cryptocurrency map for the following problem: %s",
|
||||||
|
exception
|
||||||
|
)
|
||||||
|
|
||||||
def convert_amount(self, crypto_amount: float, crypto_symbol: str, fiat_symbol: str) -> float:
|
def convert_amount(self, crypto_amount: float, crypto_symbol: str, fiat_symbol: str) -> float:
|
||||||
"""
|
"""
|
||||||
@ -175,7 +171,7 @@ class CryptoToFiatConverter(object):
|
|||||||
|
|
||||||
fiat = fiat.upper()
|
fiat = fiat.upper()
|
||||||
|
|
||||||
return fiat in self.SUPPORTED_FIAT
|
return fiat in SUPPORTED_FIAT
|
||||||
|
|
||||||
def _find_price(self, crypto_symbol: str, fiat_symbol: str) -> float:
|
def _find_price(self, crypto_symbol: str, fiat_symbol: str) -> float:
|
||||||
"""
|
"""
|
||||||
@ -188,6 +184,10 @@ class CryptoToFiatConverter(object):
|
|||||||
if not self._is_supported_fiat(fiat=fiat_symbol):
|
if not self._is_supported_fiat(fiat=fiat_symbol):
|
||||||
raise ValueError('The fiat {} is not supported.'.format(fiat_symbol))
|
raise ValueError('The fiat {} is not supported.'.format(fiat_symbol))
|
||||||
|
|
||||||
|
# No need to convert if both crypto and fiat are the same
|
||||||
|
if crypto_symbol == fiat_symbol:
|
||||||
|
return 1.0
|
||||||
|
|
||||||
if crypto_symbol not in self._cryptomap:
|
if crypto_symbol not in self._cryptomap:
|
||||||
# return 0 for unsupported stake currencies (fiat-convert should not break the bot)
|
# return 0 for unsupported stake currencies (fiat-convert should not break the bot)
|
||||||
logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol)
|
logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol)
|
||||||
@ -199,6 +199,6 @@ class CryptoToFiatConverter(object):
|
|||||||
convert=fiat_symbol
|
convert=fiat_symbol
|
||||||
)['data']['quotes'][fiat_symbol.upper()]['price']
|
)['data']['quotes'][fiat_symbol.upper()]['price']
|
||||||
)
|
)
|
||||||
except BaseException as ex:
|
except BaseException as exception:
|
||||||
logger.error("Error in _find_price: %s", ex)
|
logger.error("Error in _find_price: %s", exception)
|
||||||
return 0.0
|
return 0.0
|
||||||
|
@ -33,7 +33,7 @@ class FreqtradeBot(object):
|
|||||||
This is from here the bot start its logic.
|
This is from here the bot start its logic.
|
||||||
"""
|
"""
|
||||||
|
|
||||||
def __init__(self, config: Dict[str, Any], db_url: Optional[str] = None):
|
def __init__(self, config: Dict[str, Any], db_url: Optional[str] = None)-> None:
|
||||||
"""
|
"""
|
||||||
Init all variables and object the bot need to work
|
Init all variables and object the bot need to work
|
||||||
:param config: configuration dict, you can use the Configuration.get_config()
|
:param config: configuration dict, you can use the Configuration.get_config()
|
||||||
@ -51,9 +51,9 @@ class FreqtradeBot(object):
|
|||||||
|
|
||||||
# Init objects
|
# Init objects
|
||||||
self.config = config
|
self.config = config
|
||||||
self.analyze = None
|
self.analyze = Analyze(self.config)
|
||||||
self.fiat_converter = None
|
self.fiat_converter = CryptoToFiatConverter()
|
||||||
self.rpc = None
|
self.rpc: RPCManager = RPCManager(self)
|
||||||
self.persistence = None
|
self.persistence = None
|
||||||
self.exchange = None
|
self.exchange = None
|
||||||
|
|
||||||
@ -66,9 +66,6 @@ class FreqtradeBot(object):
|
|||||||
:return: None
|
:return: None
|
||||||
"""
|
"""
|
||||||
# Initialize all modules
|
# Initialize all modules
|
||||||
self.analyze = Analyze(self.config)
|
|
||||||
self.fiat_converter = CryptoToFiatConverter()
|
|
||||||
self.rpc = RPCManager(self)
|
|
||||||
|
|
||||||
persistence.init(self.config, db_url)
|
persistence.init(self.config, db_url)
|
||||||
exchange.init(self.config)
|
exchange.init(self.config)
|
||||||
@ -93,7 +90,7 @@ class FreqtradeBot(object):
|
|||||||
persistence.cleanup()
|
persistence.cleanup()
|
||||||
return True
|
return True
|
||||||
|
|
||||||
def worker(self, old_state: None) -> State:
|
def worker(self, old_state: State = None) -> State:
|
||||||
"""
|
"""
|
||||||
Trading routine that must be run at each loop
|
Trading routine that must be run at each loop
|
||||||
:param old_state: the previous service state from the previous call
|
:param old_state: the previous service state from the previous call
|
||||||
|
@ -13,7 +13,7 @@ def went_down(series: Series) -> bool:
|
|||||||
return series < series.shift(1)
|
return series < series.shift(1)
|
||||||
|
|
||||||
|
|
||||||
def ehlers_super_smoother(series: Series, smoothing: float = 6) -> type(Series):
|
def ehlers_super_smoother(series: Series, smoothing: float = 6) -> Series:
|
||||||
magic = pi * sqrt(2) / smoothing
|
magic = pi * sqrt(2) / smoothing
|
||||||
a1 = exp(-magic)
|
a1 = exp(-magic)
|
||||||
coeff2 = 2 * a1 * cos(magic)
|
coeff2 = 2 * a1 * cos(magic)
|
||||||
|
@ -83,7 +83,7 @@ def file_dump_json(filename, data, is_zip=False) -> None:
|
|||||||
json.dump(data, fp, default=str)
|
json.dump(data, fp, default=str)
|
||||||
|
|
||||||
|
|
||||||
def format_ms_time(date: str) -> str:
|
def format_ms_time(date: int) -> str:
|
||||||
"""
|
"""
|
||||||
convert MS date to readable format.
|
convert MS date to readable format.
|
||||||
: epoch-string in ms
|
: epoch-string in ms
|
||||||
|
@ -4,8 +4,8 @@ import gzip
|
|||||||
import json
|
import json
|
||||||
import logging
|
import logging
|
||||||
import os
|
import os
|
||||||
|
from typing import Optional, List, Dict, Tuple, Any
|
||||||
import arrow
|
import arrow
|
||||||
from typing import Optional, List, Dict, Tuple
|
|
||||||
|
|
||||||
from freqtrade import misc, constants
|
from freqtrade import misc, constants
|
||||||
from freqtrade.exchange import get_ticker_history
|
from freqtrade.exchange import get_ticker_history
|
||||||
@ -104,8 +104,10 @@ def load_data(datadir: str,
|
|||||||
result[pair] = pairdata
|
result[pair] = pairdata
|
||||||
else:
|
else:
|
||||||
logger.warning(
|
logger.warning(
|
||||||
'No data for pair %s, use --refresh-pairs-cached to download the data',
|
'No data for pair: "%s", Interval: %s. '
|
||||||
pair
|
'Use --refresh-pairs-cached to download the data',
|
||||||
|
pair,
|
||||||
|
ticker_interval
|
||||||
)
|
)
|
||||||
|
|
||||||
return result
|
return result
|
||||||
@ -142,7 +144,9 @@ def download_pairs(datadir, pairs: List[str],
|
|||||||
|
|
||||||
def load_cached_data_for_updating(filename: str,
|
def load_cached_data_for_updating(filename: str,
|
||||||
tick_interval: str,
|
tick_interval: str,
|
||||||
timerange: Optional[Tuple[Tuple, int, int]]) -> Tuple[list, int]:
|
timerange: Optional[Tuple[Tuple, int, int]]) -> Tuple[
|
||||||
|
List[Any],
|
||||||
|
Optional[int]]:
|
||||||
"""
|
"""
|
||||||
Load cached data and choose what part of the data should be updated
|
Load cached data and choose what part of the data should be updated
|
||||||
"""
|
"""
|
||||||
|
@ -33,18 +33,6 @@ class Backtesting(object):
|
|||||||
"""
|
"""
|
||||||
def __init__(self, config: Dict[str, Any]) -> None:
|
def __init__(self, config: Dict[str, Any]) -> None:
|
||||||
self.config = config
|
self.config = config
|
||||||
self.analyze = None
|
|
||||||
self.ticker_interval = None
|
|
||||||
self.tickerdata_to_dataframe = None
|
|
||||||
self.populate_buy_trend = None
|
|
||||||
self.populate_sell_trend = None
|
|
||||||
self._init()
|
|
||||||
|
|
||||||
def _init(self) -> None:
|
|
||||||
"""
|
|
||||||
Init objects required for backtesting
|
|
||||||
:return: None
|
|
||||||
"""
|
|
||||||
self.analyze = Analyze(self.config)
|
self.analyze = Analyze(self.config)
|
||||||
self.ticker_interval = self.analyze.strategy.ticker_interval
|
self.ticker_interval = self.analyze.strategy.ticker_interval
|
||||||
self.tickerdata_to_dataframe = self.analyze.tickerdata_to_dataframe
|
self.tickerdata_to_dataframe = self.analyze.tickerdata_to_dataframe
|
||||||
@ -78,7 +66,7 @@ class Backtesting(object):
|
|||||||
Generates and returns a text table for the given backtest data and the results dataframe
|
Generates and returns a text table for the given backtest data and the results dataframe
|
||||||
:return: pretty printed table with tabulate as str
|
:return: pretty printed table with tabulate as str
|
||||||
"""
|
"""
|
||||||
stake_currency = self.config.get('stake_currency')
|
stake_currency = str(self.config.get('stake_currency'))
|
||||||
|
|
||||||
floatfmt = ('s', 'd', '.2f', '.8f', '.1f')
|
floatfmt = ('s', 'd', '.2f', '.8f', '.1f')
|
||||||
tabular_data = []
|
tabular_data = []
|
||||||
@ -106,7 +94,7 @@ class Backtesting(object):
|
|||||||
len(results[results.profit_BTC > 0]),
|
len(results[results.profit_BTC > 0]),
|
||||||
len(results[results.profit_BTC < 0])
|
len(results[results.profit_BTC < 0])
|
||||||
])
|
])
|
||||||
return tabulate(tabular_data, headers=headers, floatfmt=floatfmt)
|
return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe")
|
||||||
|
|
||||||
def _get_sell_trade_entry(
|
def _get_sell_trade_entry(
|
||||||
self, pair: str, buy_row: DataFrame,
|
self, pair: str, buy_row: DataFrame,
|
||||||
@ -166,9 +154,10 @@ class Backtesting(object):
|
|||||||
max_open_trades = args.get('max_open_trades', 0)
|
max_open_trades = args.get('max_open_trades', 0)
|
||||||
realistic = args.get('realistic', False)
|
realistic = args.get('realistic', False)
|
||||||
record = args.get('record', None)
|
record = args.get('record', None)
|
||||||
|
recordfilename = args.get('recordfn', 'backtest-result.json')
|
||||||
records = []
|
records = []
|
||||||
trades = []
|
trades = []
|
||||||
trade_count_lock = {}
|
trade_count_lock: Dict = {}
|
||||||
for pair, pair_data in processed.items():
|
for pair, pair_data in processed.items():
|
||||||
pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run
|
pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run
|
||||||
|
|
||||||
@ -208,8 +197,8 @@ class Backtesting(object):
|
|||||||
# For now export inside backtest(), maybe change so that backtest()
|
# For now export inside backtest(), maybe change so that backtest()
|
||||||
# returns a tuple like: (dataframe, records, logs, etc)
|
# returns a tuple like: (dataframe, records, logs, etc)
|
||||||
if record and record.find('trades') >= 0:
|
if record and record.find('trades') >= 0:
|
||||||
logger.info('Dumping backtest results')
|
logger.info('Dumping backtest results to %s', recordfilename)
|
||||||
file_dump_json('backtest-result.json', records)
|
file_dump_json(recordfilename, records)
|
||||||
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
|
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
|
||||||
return DataFrame.from_records(trades, columns=labels)
|
return DataFrame.from_records(trades, columns=labels)
|
||||||
|
|
||||||
@ -230,8 +219,9 @@ class Backtesting(object):
|
|||||||
else:
|
else:
|
||||||
logger.info('Using local backtesting data (using whitelist in given config) ...')
|
logger.info('Using local backtesting data (using whitelist in given config) ...')
|
||||||
|
|
||||||
timerange = Arguments.parse_timerange(self.config.get('timerange'))
|
timerange = Arguments.parse_timerange(None if self.config.get(
|
||||||
data = optimize.load_data(
|
'timerange') is None else str(self.config.get('timerange')))
|
||||||
|
data = optimize.load_data( # type: ignore # timerange will be refactored
|
||||||
self.config['datadir'],
|
self.config['datadir'],
|
||||||
pairs=pairs,
|
pairs=pairs,
|
||||||
ticker_interval=self.ticker_interval,
|
ticker_interval=self.ticker_interval,
|
||||||
@ -268,7 +258,8 @@ class Backtesting(object):
|
|||||||
'realistic': self.config.get('realistic_simulation', False),
|
'realistic': self.config.get('realistic_simulation', False),
|
||||||
'sell_profit_only': sell_profit_only,
|
'sell_profit_only': sell_profit_only,
|
||||||
'use_sell_signal': use_sell_signal,
|
'use_sell_signal': use_sell_signal,
|
||||||
'record': self.config.get('export')
|
'record': self.config.get('export'),
|
||||||
|
'recordfn': self.config.get('exportfilename'),
|
||||||
}
|
}
|
||||||
)
|
)
|
||||||
logger.info(
|
logger.info(
|
||||||
|
@ -14,7 +14,7 @@ from argparse import Namespace
|
|||||||
from functools import reduce
|
from functools import reduce
|
||||||
from math import exp
|
from math import exp
|
||||||
from operator import itemgetter
|
from operator import itemgetter
|
||||||
from typing import Dict, Any, Callable
|
from typing import Dict, Any, Callable, Optional
|
||||||
|
|
||||||
import numpy
|
import numpy
|
||||||
import talib.abstract as ta
|
import talib.abstract as ta
|
||||||
@ -60,7 +60,7 @@ class Hyperopt(Backtesting):
|
|||||||
self.expected_max_profit = 3.0
|
self.expected_max_profit = 3.0
|
||||||
|
|
||||||
# Configuration and data used by hyperopt
|
# Configuration and data used by hyperopt
|
||||||
self.processed = None
|
self.processed: Optional[Dict[str, Any]] = None
|
||||||
|
|
||||||
# Hyperopt Trials
|
# Hyperopt Trials
|
||||||
self.trials_file = os.path.join('user_data', 'hyperopt_trials.pickle')
|
self.trials_file = os.path.join('user_data', 'hyperopt_trials.pickle')
|
||||||
@ -344,7 +344,7 @@ class Hyperopt(Backtesting):
|
|||||||
"""
|
"""
|
||||||
Return the space to use during Hyperopt
|
Return the space to use during Hyperopt
|
||||||
"""
|
"""
|
||||||
spaces = {}
|
spaces: Dict = {}
|
||||||
if self.has_space('buy'):
|
if self.has_space('buy'):
|
||||||
spaces = {**spaces, **Hyperopt.indicator_space()}
|
spaces = {**spaces, **Hyperopt.indicator_space()}
|
||||||
if self.has_space('roi'):
|
if self.has_space('roi'):
|
||||||
@ -455,6 +455,7 @@ class Hyperopt(Backtesting):
|
|||||||
|
|
||||||
if trade_count == 0 or trade_duration > self.max_accepted_trade_duration:
|
if trade_count == 0 or trade_duration > self.max_accepted_trade_duration:
|
||||||
print('.', end='')
|
print('.', end='')
|
||||||
|
sys.stdout.flush()
|
||||||
return {
|
return {
|
||||||
'status': STATUS_FAIL,
|
'status': STATUS_FAIL,
|
||||||
'loss': float('inf')
|
'loss': float('inf')
|
||||||
@ -479,31 +480,32 @@ class Hyperopt(Backtesting):
|
|||||||
'result': result_explanation,
|
'result': result_explanation,
|
||||||
}
|
}
|
||||||
|
|
||||||
@staticmethod
|
def format_results(self, results: DataFrame) -> str:
|
||||||
def format_results(results: DataFrame) -> str:
|
|
||||||
"""
|
"""
|
||||||
Return the format result in a string
|
Return the format result in a string
|
||||||
"""
|
"""
|
||||||
return ('{:6d} trades. Avg profit {: 5.2f}%. '
|
return ('{:6d} trades. Avg profit {: 5.2f}%. '
|
||||||
'Total profit {: 11.8f} BTC ({:.4f}Σ%). Avg duration {:5.1f} mins.').format(
|
'Total profit {: 11.8f} {} ({:.4f}Σ%). Avg duration {:5.1f} mins.').format(
|
||||||
len(results.index),
|
len(results.index),
|
||||||
results.profit_percent.mean() * 100.0,
|
results.profit_percent.mean() * 100.0,
|
||||||
results.profit_BTC.sum(),
|
results.profit_BTC.sum(),
|
||||||
|
self.config['stake_currency'],
|
||||||
results.profit_percent.sum(),
|
results.profit_percent.sum(),
|
||||||
results.duration.mean(),
|
results.duration.mean(),
|
||||||
)
|
)
|
||||||
|
|
||||||
def start(self) -> None:
|
def start(self) -> None:
|
||||||
timerange = Arguments.parse_timerange(self.config.get('timerange'))
|
timerange = Arguments.parse_timerange(None if self.config.get(
|
||||||
data = load_data(
|
'timerange') is None else str(self.config.get('timerange')))
|
||||||
datadir=self.config.get('datadir'),
|
data = load_data( # type: ignore # timerange will be refactored
|
||||||
|
datadir=str(self.config.get('datadir')),
|
||||||
pairs=self.config['exchange']['pair_whitelist'],
|
pairs=self.config['exchange']['pair_whitelist'],
|
||||||
ticker_interval=self.ticker_interval,
|
ticker_interval=self.ticker_interval,
|
||||||
timerange=timerange
|
timerange=timerange
|
||||||
)
|
)
|
||||||
|
|
||||||
if self.has_space('buy'):
|
if self.has_space('buy'):
|
||||||
self.analyze.populate_indicators = Hyperopt.populate_indicators
|
self.analyze.populate_indicators = Hyperopt.populate_indicators # type: ignore
|
||||||
self.processed = self.tickerdata_to_dataframe(data)
|
self.processed = self.tickerdata_to_dataframe(data)
|
||||||
|
|
||||||
if self.config.get('mongodb'):
|
if self.config.get('mongodb'):
|
||||||
|
@ -5,7 +5,7 @@ This module contains the class to persist trades into SQLite
|
|||||||
import logging
|
import logging
|
||||||
from datetime import datetime
|
from datetime import datetime
|
||||||
from decimal import Decimal, getcontext
|
from decimal import Decimal, getcontext
|
||||||
from typing import Dict, Optional
|
from typing import Dict, Optional, Any
|
||||||
|
|
||||||
import arrow
|
import arrow
|
||||||
from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String,
|
from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String,
|
||||||
@ -21,7 +21,7 @@ from sqlalchemy import inspect
|
|||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
_CONF = {}
|
_CONF = {}
|
||||||
_DECL_BASE = declarative_base()
|
_DECL_BASE: Any = declarative_base()
|
||||||
|
|
||||||
|
|
||||||
def init(config: dict, engine: Optional[Engine] = None) -> None:
|
def init(config: dict, engine: Optional[Engine] = None) -> None:
|
||||||
|
@ -2,9 +2,9 @@
|
|||||||
This module contains class to define a RPC communications
|
This module contains class to define a RPC communications
|
||||||
"""
|
"""
|
||||||
import logging
|
import logging
|
||||||
from datetime import datetime, timedelta
|
from datetime import datetime, timedelta, date
|
||||||
from decimal import Decimal
|
from decimal import Decimal
|
||||||
from typing import Tuple, Any
|
from typing import Dict, Tuple, Any
|
||||||
|
|
||||||
import arrow
|
import arrow
|
||||||
import sqlalchemy as sql
|
import sqlalchemy as sql
|
||||||
@ -115,7 +115,7 @@ class RPC(object):
|
|||||||
self, timescale: int,
|
self, timescale: int,
|
||||||
stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]:
|
stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]:
|
||||||
today = datetime.utcnow().date()
|
today = datetime.utcnow().date()
|
||||||
profit_days = {}
|
profit_days: Dict[date, Dict] = {}
|
||||||
|
|
||||||
if not (isinstance(timescale, int) and timescale > 0):
|
if not (isinstance(timescale, int) and timescale > 0):
|
||||||
return True, '*Daily [n]:* `must be an integer greater than 0`'
|
return True, '*Daily [n]:* `must be an integer greater than 0`'
|
||||||
@ -173,7 +173,7 @@ class RPC(object):
|
|||||||
durations = []
|
durations = []
|
||||||
|
|
||||||
for trade in trades:
|
for trade in trades:
|
||||||
current_rate = None
|
current_rate: float = 0.0
|
||||||
|
|
||||||
if not trade.open_rate:
|
if not trade.open_rate:
|
||||||
continue
|
continue
|
||||||
@ -279,7 +279,7 @@ class RPC(object):
|
|||||||
value = fiat.convert_amount(total, 'BTC', symbol)
|
value = fiat.convert_amount(total, 'BTC', symbol)
|
||||||
return False, (output, total, symbol, value)
|
return False, (output, total, symbol, value)
|
||||||
|
|
||||||
def rpc_start(self) -> (bool, str):
|
def rpc_start(self) -> Tuple[bool, str]:
|
||||||
"""
|
"""
|
||||||
Handler for start.
|
Handler for start.
|
||||||
"""
|
"""
|
||||||
@ -289,7 +289,7 @@ class RPC(object):
|
|||||||
self.freqtrade.state = State.RUNNING
|
self.freqtrade.state = State.RUNNING
|
||||||
return False, '`Starting trader ...`'
|
return False, '`Starting trader ...`'
|
||||||
|
|
||||||
def rpc_stop(self) -> (bool, str):
|
def rpc_stop(self) -> Tuple[bool, str]:
|
||||||
"""
|
"""
|
||||||
Handler for stop.
|
Handler for stop.
|
||||||
"""
|
"""
|
||||||
|
@ -1,6 +1,7 @@
|
|||||||
"""
|
"""
|
||||||
This module contains class to manage RPC communications (Telegram, Slack, ...)
|
This module contains class to manage RPC communications (Telegram, Slack, ...)
|
||||||
"""
|
"""
|
||||||
|
from typing import Any, List
|
||||||
import logging
|
import logging
|
||||||
|
|
||||||
from freqtrade.rpc.telegram import Telegram
|
from freqtrade.rpc.telegram import Telegram
|
||||||
@ -21,8 +22,8 @@ class RPCManager(object):
|
|||||||
"""
|
"""
|
||||||
self.freqtrade = freqtrade
|
self.freqtrade = freqtrade
|
||||||
|
|
||||||
self.registered_modules = []
|
self.registered_modules: List[str] = []
|
||||||
self.telegram = None
|
self.telegram: Any = None
|
||||||
self._init()
|
self._init()
|
||||||
|
|
||||||
def _init(self) -> None:
|
def _init(self) -> None:
|
||||||
|
@ -18,7 +18,7 @@ from freqtrade.rpc.rpc import RPC
|
|||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[..., Any]:
|
def authorized_only(command_handler: Callable[[Any, Bot, Update], None]) -> Callable[..., Any]:
|
||||||
"""
|
"""
|
||||||
Decorator to check if the message comes from the correct chat_id
|
Decorator to check if the message comes from the correct chat_id
|
||||||
:param command_handler: Telegram CommandHandler
|
:param command_handler: Telegram CommandHandler
|
||||||
@ -65,7 +65,7 @@ class Telegram(RPC):
|
|||||||
"""
|
"""
|
||||||
super().__init__(freqtrade)
|
super().__init__(freqtrade)
|
||||||
|
|
||||||
self._updater = None
|
self._updater: Updater = None
|
||||||
self._config = freqtrade.config
|
self._config = freqtrade.config
|
||||||
self._init()
|
self._init()
|
||||||
|
|
||||||
|
@ -2,7 +2,7 @@
|
|||||||
IStrategy interface
|
IStrategy interface
|
||||||
This module defines the interface to apply for strategies
|
This module defines the interface to apply for strategies
|
||||||
"""
|
"""
|
||||||
|
from typing import Dict
|
||||||
from abc import ABC, abstractmethod
|
from abc import ABC, abstractmethod
|
||||||
|
|
||||||
from pandas import DataFrame
|
from pandas import DataFrame
|
||||||
@ -16,9 +16,13 @@ class IStrategy(ABC):
|
|||||||
Attributes you can use:
|
Attributes you can use:
|
||||||
minimal_roi -> Dict: Minimal ROI designed for the strategy
|
minimal_roi -> Dict: Minimal ROI designed for the strategy
|
||||||
stoploss -> float: optimal stoploss designed for the strategy
|
stoploss -> float: optimal stoploss designed for the strategy
|
||||||
ticker_interval -> int: value of the ticker interval to use for the strategy
|
ticker_interval -> str: value of the ticker interval to use for the strategy
|
||||||
"""
|
"""
|
||||||
|
|
||||||
|
minimal_roi: Dict
|
||||||
|
stoploss: float
|
||||||
|
ticker_interval: str
|
||||||
|
|
||||||
@abstractmethod
|
@abstractmethod
|
||||||
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
|
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
|
||||||
"""
|
"""
|
||||||
|
@ -33,7 +33,8 @@ class StrategyResolver(object):
|
|||||||
|
|
||||||
# Verify the strategy is in the configuration, otherwise fallback to the default strategy
|
# Verify the strategy is in the configuration, otherwise fallback to the default strategy
|
||||||
strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY
|
strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY
|
||||||
self.strategy = self._load_strategy(strategy_name, extra_dir=config.get('strategy_path'))
|
self.strategy: IStrategy = self._load_strategy(strategy_name,
|
||||||
|
extra_dir=config.get('strategy_path'))
|
||||||
|
|
||||||
# Set attributes
|
# Set attributes
|
||||||
# Check if we need to override configuration
|
# Check if we need to override configuration
|
||||||
@ -61,7 +62,7 @@ class StrategyResolver(object):
|
|||||||
self.strategy.stoploss = float(self.strategy.stoploss)
|
self.strategy.stoploss = float(self.strategy.stoploss)
|
||||||
|
|
||||||
def _load_strategy(
|
def _load_strategy(
|
||||||
self, strategy_name: str, extra_dir: Optional[str] = None) -> Optional[IStrategy]:
|
self, strategy_name: str, extra_dir: Optional[str] = None) -> IStrategy:
|
||||||
"""
|
"""
|
||||||
Search and loads the specified strategy.
|
Search and loads the specified strategy.
|
||||||
:param strategy_name: name of the module to import
|
:param strategy_name: name of the module to import
|
||||||
@ -101,7 +102,7 @@ class StrategyResolver(object):
|
|||||||
# Generate spec based on absolute path
|
# Generate spec based on absolute path
|
||||||
spec = importlib.util.spec_from_file_location('user_data.strategies', module_path)
|
spec = importlib.util.spec_from_file_location('user_data.strategies', module_path)
|
||||||
module = importlib.util.module_from_spec(spec)
|
module = importlib.util.module_from_spec(spec)
|
||||||
spec.loader.exec_module(module)
|
spec.loader.exec_module(module) # type: ignore # importlib does not use typehints
|
||||||
|
|
||||||
valid_strategies_gen = (
|
valid_strategies_gen = (
|
||||||
obj for name, obj in inspect.getmembers(module, inspect.isclass)
|
obj for name, obj in inspect.getmembers(module, inspect.isclass)
|
||||||
|
@ -393,6 +393,78 @@ def test_get_ticker_history(default_conf, mocker):
|
|||||||
get_ticker_history('EFGH/BTC', default_conf['ticker_interval'])
|
get_ticker_history('EFGH/BTC', default_conf['ticker_interval'])
|
||||||
|
|
||||||
|
|
||||||
|
def test_get_ticker_history_sort(default_conf, mocker):
|
||||||
|
api_mock = MagicMock()
|
||||||
|
|
||||||
|
# GDAX use-case (real data from GDAX)
|
||||||
|
# This ticker history is ordered DESC (newest first, oldest last)
|
||||||
|
tick = [
|
||||||
|
[1527833100000, 0.07666, 0.07671, 0.07666, 0.07668, 16.65244264],
|
||||||
|
[1527832800000, 0.07662, 0.07666, 0.07662, 0.07666, 1.30051526],
|
||||||
|
[1527832500000, 0.07656, 0.07661, 0.07656, 0.07661, 12.034778840000001],
|
||||||
|
[1527832200000, 0.07658, 0.07658, 0.07655, 0.07656, 0.59780186],
|
||||||
|
[1527831900000, 0.07658, 0.07658, 0.07658, 0.07658, 1.76278136],
|
||||||
|
[1527831600000, 0.07658, 0.07658, 0.07658, 0.07658, 2.22646521],
|
||||||
|
[1527831300000, 0.07655, 0.07657, 0.07655, 0.07657, 1.1753],
|
||||||
|
[1527831000000, 0.07654, 0.07654, 0.07651, 0.07651, 0.8073060299999999],
|
||||||
|
[1527830700000, 0.07652, 0.07652, 0.07651, 0.07652, 10.04822687],
|
||||||
|
[1527830400000, 0.07649, 0.07651, 0.07649, 0.07651, 2.5734867]
|
||||||
|
]
|
||||||
|
type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
|
||||||
|
api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
|
||||||
|
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||||
|
|
||||||
|
# Test the ticker history sort
|
||||||
|
ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
|
||||||
|
assert ticks[0][0] == 1527830400000
|
||||||
|
assert ticks[0][1] == 0.07649
|
||||||
|
assert ticks[0][2] == 0.07651
|
||||||
|
assert ticks[0][3] == 0.07649
|
||||||
|
assert ticks[0][4] == 0.07651
|
||||||
|
assert ticks[0][5] == 2.5734867
|
||||||
|
|
||||||
|
assert ticks[9][0] == 1527833100000
|
||||||
|
assert ticks[9][1] == 0.07666
|
||||||
|
assert ticks[9][2] == 0.07671
|
||||||
|
assert ticks[9][3] == 0.07666
|
||||||
|
assert ticks[9][4] == 0.07668
|
||||||
|
assert ticks[9][5] == 16.65244264
|
||||||
|
|
||||||
|
# Bittrex use-case (real data from Bittrex)
|
||||||
|
# This ticker history is ordered ASC (oldest first, newest last)
|
||||||
|
tick = [
|
||||||
|
[1527827700000, 0.07659999, 0.0766, 0.07627, 0.07657998, 1.85216924],
|
||||||
|
[1527828000000, 0.07657995, 0.07657995, 0.0763, 0.0763, 26.04051037],
|
||||||
|
[1527828300000, 0.0763, 0.07659998, 0.0763, 0.0764, 10.36434124],
|
||||||
|
[1527828600000, 0.0764, 0.0766, 0.0764, 0.0766, 5.71044773],
|
||||||
|
[1527828900000, 0.0764, 0.07666998, 0.0764, 0.07666998, 47.48888565],
|
||||||
|
[1527829200000, 0.0765, 0.07672999, 0.0765, 0.07672999, 3.37640326],
|
||||||
|
[1527829500000, 0.0766, 0.07675, 0.0765, 0.07675, 8.36203831],
|
||||||
|
[1527829800000, 0.07675, 0.07677999, 0.07620002, 0.076695, 119.22963884],
|
||||||
|
[1527830100000, 0.076695, 0.07671, 0.07624171, 0.07671, 1.80689244],
|
||||||
|
[1527830400000, 0.07671, 0.07674399, 0.07629216, 0.07655213, 2.31452783]
|
||||||
|
]
|
||||||
|
type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
|
||||||
|
api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
|
||||||
|
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||||
|
|
||||||
|
# Test the ticker history sort
|
||||||
|
ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
|
||||||
|
assert ticks[0][0] == 1527827700000
|
||||||
|
assert ticks[0][1] == 0.07659999
|
||||||
|
assert ticks[0][2] == 0.0766
|
||||||
|
assert ticks[0][3] == 0.07627
|
||||||
|
assert ticks[0][4] == 0.07657998
|
||||||
|
assert ticks[0][5] == 1.85216924
|
||||||
|
|
||||||
|
assert ticks[9][0] == 1527830400000
|
||||||
|
assert ticks[9][1] == 0.07671
|
||||||
|
assert ticks[9][2] == 0.07674399
|
||||||
|
assert ticks[9][3] == 0.07629216
|
||||||
|
assert ticks[9][4] == 0.07655213
|
||||||
|
assert ticks[9][5] == 2.31452783
|
||||||
|
|
||||||
|
|
||||||
def test_cancel_order_dry_run(default_conf, mocker):
|
def test_cancel_order_dry_run(default_conf, mocker):
|
||||||
default_conf['dry_run'] = True
|
default_conf['dry_run'] = True
|
||||||
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
|
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
|
||||||
|
@ -218,7 +218,8 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
|||||||
'--realistic-simulation',
|
'--realistic-simulation',
|
||||||
'--refresh-pairs-cached',
|
'--refresh-pairs-cached',
|
||||||
'--timerange', ':100',
|
'--timerange', ':100',
|
||||||
'--export', '/bar/foo'
|
'--export', '/bar/foo',
|
||||||
|
'--export-filename', 'foo_bar.json'
|
||||||
]
|
]
|
||||||
|
|
||||||
config = setup_configuration(get_args(args))
|
config = setup_configuration(get_args(args))
|
||||||
@ -259,6 +260,11 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
|||||||
'Parameter --export detected: {} ...'.format(config['export']),
|
'Parameter --export detected: {} ...'.format(config['export']),
|
||||||
caplog.record_tuples
|
caplog.record_tuples
|
||||||
)
|
)
|
||||||
|
assert 'exportfilename' in config
|
||||||
|
assert log_has(
|
||||||
|
'Storing backtest results to {} ...'.format(config['exportfilename']),
|
||||||
|
caplog.record_tuples
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
def test_start(mocker, fee, default_conf, caplog) -> None:
|
def test_start(mocker, fee, default_conf, caplog) -> None:
|
||||||
@ -286,23 +292,6 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
|
|||||||
assert start_mock.call_count == 1
|
assert start_mock.call_count == 1
|
||||||
|
|
||||||
|
|
||||||
def test_backtesting__init__(mocker, default_conf) -> None:
|
|
||||||
"""
|
|
||||||
Test Backtesting.__init__() method
|
|
||||||
"""
|
|
||||||
init_mock = MagicMock()
|
|
||||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting._init', init_mock)
|
|
||||||
|
|
||||||
backtesting = Backtesting(default_conf)
|
|
||||||
assert backtesting.config == default_conf
|
|
||||||
assert backtesting.analyze is None
|
|
||||||
assert backtesting.ticker_interval is None
|
|
||||||
assert backtesting.tickerdata_to_dataframe is None
|
|
||||||
assert backtesting.populate_buy_trend is None
|
|
||||||
assert backtesting.populate_sell_trend is None
|
|
||||||
assert init_mock.call_count == 1
|
|
||||||
|
|
||||||
|
|
||||||
def test_backtesting_init(mocker, default_conf) -> None:
|
def test_backtesting_init(mocker, default_conf) -> None:
|
||||||
"""
|
"""
|
||||||
Test Backtesting._init() method
|
Test Backtesting._init() method
|
||||||
@ -374,16 +363,15 @@ def test_generate_text_table(default_conf, mocker):
|
|||||||
)
|
)
|
||||||
|
|
||||||
result_str = (
|
result_str = (
|
||||||
'pair buy count avg profit % '
|
'| pair | buy count | avg profit % | '
|
||||||
'total profit BTC avg duration profit loss\n'
|
'total profit BTC | avg duration | profit | loss |\n'
|
||||||
'------- ----------- -------------- '
|
'|:--------|------------:|---------------:|'
|
||||||
'------------------ -------------- -------- ------\n'
|
'-------------------:|---------------:|---------:|-------:|\n'
|
||||||
'ETH/BTC 2 15.00 '
|
'| ETH/BTC | 2 | 15.00 | '
|
||||||
'0.60000000 20.0 2 0\n'
|
'0.60000000 | 20.0 | 2 | 0 |\n'
|
||||||
'TOTAL 2 15.00 '
|
'| TOTAL | 2 | 15.00 | '
|
||||||
'0.60000000 20.0 2 0'
|
'0.60000000 | 20.0 | 2 | 0 |'
|
||||||
)
|
)
|
||||||
|
|
||||||
assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str
|
assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str
|
||||||
|
|
||||||
|
|
||||||
|
@ -389,10 +389,12 @@ def test_start_uses_mongotrials(mocker, init_hyperopt, default_conf) -> None:
|
|||||||
# test buy_strategy_generator def populate_buy_trend
|
# test buy_strategy_generator def populate_buy_trend
|
||||||
# test optimizer if 'ro_t1' in params
|
# test optimizer if 'ro_t1' in params
|
||||||
|
|
||||||
def test_format_results():
|
def test_format_results(init_hyperopt):
|
||||||
"""
|
"""
|
||||||
Test Hyperopt.format_results()
|
Test Hyperopt.format_results()
|
||||||
"""
|
"""
|
||||||
|
|
||||||
|
# Test with BTC as stake_currency
|
||||||
trades = [
|
trades = [
|
||||||
('ETH/BTC', 2, 2, 123),
|
('ETH/BTC', 2, 2, 123),
|
||||||
('LTC/BTC', 1, 1, 123),
|
('LTC/BTC', 1, 1, 123),
|
||||||
@ -400,8 +402,21 @@ def test_format_results():
|
|||||||
]
|
]
|
||||||
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
|
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
|
||||||
df = pd.DataFrame.from_records(trades, columns=labels)
|
df = pd.DataFrame.from_records(trades, columns=labels)
|
||||||
x = Hyperopt.format_results(df)
|
|
||||||
assert x.find(' 66.67%')
|
result = _HYPEROPT.format_results(df)
|
||||||
|
assert result.find(' 66.67%')
|
||||||
|
assert result.find('Total profit 1.00000000 BTC')
|
||||||
|
assert result.find('2.0000Σ %')
|
||||||
|
|
||||||
|
# Test with EUR as stake_currency
|
||||||
|
trades = [
|
||||||
|
('ETH/EUR', 2, 2, 123),
|
||||||
|
('LTC/EUR', 1, 1, 123),
|
||||||
|
('XPR/EUR', -1, -2, -246)
|
||||||
|
]
|
||||||
|
df = pd.DataFrame.from_records(trades, columns=labels)
|
||||||
|
result = _HYPEROPT.format_results(df)
|
||||||
|
assert result.find('Total profit 1.00000000 EUR')
|
||||||
|
|
||||||
|
|
||||||
def test_signal_handler(mocker, init_hyperopt):
|
def test_signal_handler(mocker, init_hyperopt):
|
||||||
|
@ -105,7 +105,8 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None:
|
|||||||
refresh_pairs=False,
|
refresh_pairs=False,
|
||||||
pairs=['MEME/BTC'])
|
pairs=['MEME/BTC'])
|
||||||
assert os.path.isfile(file) is False
|
assert os.path.isfile(file) is False
|
||||||
assert log_has('No data for pair MEME/BTC, use --refresh-pairs-cached to download the data',
|
assert log_has('No data for pair: "MEME/BTC", Interval: 1m. '
|
||||||
|
'Use --refresh-pairs-cached to download the data',
|
||||||
caplog.record_tuples)
|
caplog.record_tuples)
|
||||||
|
|
||||||
# download a new pair if refresh_pairs is set
|
# download a new pair if refresh_pairs is set
|
||||||
|
@ -116,6 +116,12 @@ def test_parse_timerange_incorrect() -> None:
|
|||||||
timerange = Arguments.parse_timerange('20100522-20150730')
|
timerange = Arguments.parse_timerange('20100522-20150730')
|
||||||
assert timerange == (('date', 'date'), 1274486400, 1438214400)
|
assert timerange == (('date', 'date'), 1274486400, 1438214400)
|
||||||
|
|
||||||
|
# Added test for unix timestamp - BTC genesis date
|
||||||
|
assert (('date', None), 1231006505, None) == Arguments.parse_timerange('1231006505-')
|
||||||
|
assert ((None, 'date'), None, 1233360000) == Arguments.parse_timerange('-1233360000')
|
||||||
|
timerange = Arguments.parse_timerange('1231006505-1233360000')
|
||||||
|
assert timerange == (('date', 'date'), 1231006505, 1233360000)
|
||||||
|
|
||||||
with pytest.raises(Exception, match=r'Incorrect syntax.*'):
|
with pytest.raises(Exception, match=r'Incorrect syntax.*'):
|
||||||
Arguments.parse_timerange('-')
|
Arguments.parse_timerange('-')
|
||||||
|
|
||||||
|
@ -6,6 +6,7 @@ Unit test file for configuration.py
|
|||||||
import json
|
import json
|
||||||
from copy import deepcopy
|
from copy import deepcopy
|
||||||
from unittest.mock import MagicMock
|
from unittest.mock import MagicMock
|
||||||
|
from argparse import Namespace
|
||||||
|
|
||||||
import pytest
|
import pytest
|
||||||
from jsonschema import ValidationError
|
from jsonschema import ValidationError
|
||||||
@ -37,7 +38,7 @@ def test_load_config_invalid_pair(default_conf) -> None:
|
|||||||
conf['exchange']['pair_whitelist'].append('ETH-BTC')
|
conf['exchange']['pair_whitelist'].append('ETH-BTC')
|
||||||
|
|
||||||
with pytest.raises(ValidationError, match=r'.*does not match.*'):
|
with pytest.raises(ValidationError, match=r'.*does not match.*'):
|
||||||
configuration = Configuration([])
|
configuration = Configuration(Namespace())
|
||||||
configuration._validate_config(conf)
|
configuration._validate_config(conf)
|
||||||
|
|
||||||
|
|
||||||
@ -49,7 +50,7 @@ def test_load_config_missing_attributes(default_conf) -> None:
|
|||||||
conf.pop('exchange')
|
conf.pop('exchange')
|
||||||
|
|
||||||
with pytest.raises(ValidationError, match=r'.*\'exchange\' is a required property.*'):
|
with pytest.raises(ValidationError, match=r'.*\'exchange\' is a required property.*'):
|
||||||
configuration = Configuration([])
|
configuration = Configuration(Namespace())
|
||||||
configuration._validate_config(conf)
|
configuration._validate_config(conf)
|
||||||
|
|
||||||
|
|
||||||
@ -61,7 +62,7 @@ def test_load_config_file(default_conf, mocker, caplog) -> None:
|
|||||||
read_data=json.dumps(default_conf)
|
read_data=json.dumps(default_conf)
|
||||||
))
|
))
|
||||||
|
|
||||||
configuration = Configuration([])
|
configuration = Configuration(Namespace())
|
||||||
validated_conf = configuration._load_config_file('somefile')
|
validated_conf = configuration._load_config_file('somefile')
|
||||||
assert file_mock.call_count == 1
|
assert file_mock.call_count == 1
|
||||||
assert validated_conf.items() >= default_conf.items()
|
assert validated_conf.items() >= default_conf.items()
|
||||||
@ -79,7 +80,7 @@ def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
|
|||||||
read_data=json.dumps(conf)
|
read_data=json.dumps(conf)
|
||||||
))
|
))
|
||||||
|
|
||||||
Configuration([])._load_config_file('somefile')
|
Configuration(Namespace())._load_config_file('somefile')
|
||||||
assert file_mock.call_count == 1
|
assert file_mock.call_count == 1
|
||||||
assert log_has('Validating configuration ...', caplog.record_tuples)
|
assert log_has('Validating configuration ...', caplog.record_tuples)
|
||||||
|
|
||||||
@ -92,7 +93,7 @@ def test_load_config_file_exception(mocker, caplog) -> None:
|
|||||||
'freqtrade.configuration.open',
|
'freqtrade.configuration.open',
|
||||||
MagicMock(side_effect=FileNotFoundError('File not found'))
|
MagicMock(side_effect=FileNotFoundError('File not found'))
|
||||||
)
|
)
|
||||||
configuration = Configuration([])
|
configuration = Configuration(Namespace())
|
||||||
|
|
||||||
with pytest.raises(SystemExit):
|
with pytest.raises(SystemExit):
|
||||||
configuration._load_config_file('somefile')
|
configuration._load_config_file('somefile')
|
||||||
@ -128,13 +129,13 @@ def test_load_config_with_params(default_conf, mocker) -> None:
|
|||||||
read_data=json.dumps(default_conf)
|
read_data=json.dumps(default_conf)
|
||||||
))
|
))
|
||||||
|
|
||||||
args = [
|
arglist = [
|
||||||
'--dynamic-whitelist', '10',
|
'--dynamic-whitelist', '10',
|
||||||
'--strategy', 'TestStrategy',
|
'--strategy', 'TestStrategy',
|
||||||
'--strategy-path', '/some/path',
|
'--strategy-path', '/some/path',
|
||||||
'--dry-run-db',
|
'--dry-run-db',
|
||||||
]
|
]
|
||||||
args = Arguments(args, '').get_parsed_arg()
|
args = Arguments(arglist, '').get_parsed_arg()
|
||||||
|
|
||||||
configuration = Configuration(args)
|
configuration = Configuration(args)
|
||||||
validated_conf = configuration.load_config()
|
validated_conf = configuration.load_config()
|
||||||
@ -174,12 +175,12 @@ def test_show_info(default_conf, mocker, caplog) -> None:
|
|||||||
read_data=json.dumps(default_conf)
|
read_data=json.dumps(default_conf)
|
||||||
))
|
))
|
||||||
|
|
||||||
args = [
|
arglist = [
|
||||||
'--dynamic-whitelist', '10',
|
'--dynamic-whitelist', '10',
|
||||||
'--strategy', 'TestStrategy',
|
'--strategy', 'TestStrategy',
|
||||||
'--dry-run-db'
|
'--dry-run-db'
|
||||||
]
|
]
|
||||||
args = Arguments(args, '').get_parsed_arg()
|
args = Arguments(arglist, '').get_parsed_arg()
|
||||||
|
|
||||||
configuration = Configuration(args)
|
configuration = Configuration(args)
|
||||||
configuration.get_config()
|
configuration.get_config()
|
||||||
@ -202,8 +203,8 @@ def test_show_info(default_conf, mocker, caplog) -> None:
|
|||||||
)
|
)
|
||||||
|
|
||||||
# Test the Dry run condition
|
# Test the Dry run condition
|
||||||
configuration.config.update({'dry_run': False})
|
configuration.config.update({'dry_run': False}) # type: ignore
|
||||||
configuration._load_common_config(configuration.config)
|
configuration._load_common_config(configuration.config) # type: ignore
|
||||||
assert log_has(
|
assert log_has(
|
||||||
'Dry run is disabled. (--dry_run_db ignored)',
|
'Dry run is disabled. (--dry_run_db ignored)',
|
||||||
caplog.record_tuples
|
caplog.record_tuples
|
||||||
@ -218,13 +219,13 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
|
|||||||
read_data=json.dumps(default_conf)
|
read_data=json.dumps(default_conf)
|
||||||
))
|
))
|
||||||
|
|
||||||
args = [
|
arglist = [
|
||||||
'--config', 'config.json',
|
'--config', 'config.json',
|
||||||
'--strategy', 'DefaultStrategy',
|
'--strategy', 'DefaultStrategy',
|
||||||
'backtesting'
|
'backtesting'
|
||||||
]
|
]
|
||||||
|
|
||||||
args = Arguments(args, '').get_parsed_arg()
|
args = Arguments(arglist, '').get_parsed_arg()
|
||||||
|
|
||||||
configuration = Configuration(args)
|
configuration = Configuration(args)
|
||||||
config = configuration.get_config()
|
config = configuration.get_config()
|
||||||
@ -262,7 +263,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
|||||||
read_data=json.dumps(default_conf)
|
read_data=json.dumps(default_conf)
|
||||||
))
|
))
|
||||||
|
|
||||||
args = [
|
arglist = [
|
||||||
'--config', 'config.json',
|
'--config', 'config.json',
|
||||||
'--strategy', 'DefaultStrategy',
|
'--strategy', 'DefaultStrategy',
|
||||||
'--datadir', '/foo/bar',
|
'--datadir', '/foo/bar',
|
||||||
@ -275,7 +276,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
|||||||
'--export', '/bar/foo'
|
'--export', '/bar/foo'
|
||||||
]
|
]
|
||||||
|
|
||||||
args = Arguments(args, '').get_parsed_arg()
|
args = Arguments(arglist, '').get_parsed_arg()
|
||||||
|
|
||||||
configuration = Configuration(args)
|
configuration = Configuration(args)
|
||||||
config = configuration.get_config()
|
config = configuration.get_config()
|
||||||
@ -326,14 +327,14 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
|
|||||||
read_data=json.dumps(default_conf)
|
read_data=json.dumps(default_conf)
|
||||||
))
|
))
|
||||||
|
|
||||||
args = [
|
arglist = [
|
||||||
'hyperopt',
|
'hyperopt',
|
||||||
'--epochs', '10',
|
'--epochs', '10',
|
||||||
'--use-mongodb',
|
'--use-mongodb',
|
||||||
'--spaces', 'all',
|
'--spaces', 'all',
|
||||||
]
|
]
|
||||||
|
|
||||||
args = Arguments(args, '').get_parsed_arg()
|
args = Arguments(arglist, '').get_parsed_arg()
|
||||||
|
|
||||||
configuration = Configuration(args)
|
configuration = Configuration(args)
|
||||||
config = configuration.get_config()
|
config = configuration.get_config()
|
||||||
@ -357,7 +358,7 @@ def test_check_exchange(default_conf) -> None:
|
|||||||
Test the configuration validator with a missing attribute
|
Test the configuration validator with a missing attribute
|
||||||
"""
|
"""
|
||||||
conf = deepcopy(default_conf)
|
conf = deepcopy(default_conf)
|
||||||
configuration = Configuration([])
|
configuration = Configuration(Namespace())
|
||||||
|
|
||||||
# Test a valid exchange
|
# Test a valid exchange
|
||||||
conf.get('exchange').update({'name': 'BITTREX'})
|
conf.get('exchange').update({'name': 'BITTREX'})
|
||||||
|
@ -126,6 +126,20 @@ def test_fiat_convert_get_price(mocker):
|
|||||||
assert fiat_convert._pairs[0]._expiration is not expiration
|
assert fiat_convert._pairs[0]._expiration is not expiration
|
||||||
|
|
||||||
|
|
||||||
|
def test_fiat_convert_same_currencies(mocker):
|
||||||
|
patch_coinmarketcap(mocker)
|
||||||
|
fiat_convert = CryptoToFiatConverter()
|
||||||
|
|
||||||
|
assert fiat_convert.get_price(crypto_symbol='USD', fiat_symbol='USD') == 1.0
|
||||||
|
|
||||||
|
|
||||||
|
def test_fiat_convert_two_FIAT(mocker):
|
||||||
|
patch_coinmarketcap(mocker)
|
||||||
|
fiat_convert = CryptoToFiatConverter()
|
||||||
|
|
||||||
|
assert fiat_convert.get_price(crypto_symbol='USD', fiat_symbol='EUR') == 0.0
|
||||||
|
|
||||||
|
|
||||||
def test_loadcryptomap(mocker):
|
def test_loadcryptomap(mocker):
|
||||||
patch_coinmarketcap(mocker)
|
patch_coinmarketcap(mocker)
|
||||||
|
|
||||||
|
@ -1,4 +1,4 @@
|
|||||||
ccxt==1.14.119
|
ccxt==1.14.121
|
||||||
SQLAlchemy==1.2.8
|
SQLAlchemy==1.2.8
|
||||||
python-telegram-bot==10.1.0
|
python-telegram-bot==10.1.0
|
||||||
arrow==0.12.1
|
arrow==0.12.1
|
||||||
|
Loading…
Reference in New Issue
Block a user