conflict resolved

docs/configuration.md

@@ -156,6 +156,9 @@ The below is the default which is used if this is not configured in either Strat
     },
 ```
 
+**NOTE**: Not all exchanges support "market" orders.
+The following message will be shown if your exchange does not support market orders: `"Exchange <yourexchange>  does not support market orders."`
+
 ### What values for exchange.name?
 
 Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports 115 cryptocurrency

freqtrade/exchange/__init__.py

@@ -537,6 +537,8 @@ class Exchange(object):
             # 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)
+            # Only sort if necessary to save computing time
+            if data and data[0][0] > data[-1][0]:
                 data = sorted(data, key=lambda x: x[0])
 
             # keeping last candle time as last refreshed time of the pair
@@ -559,51 +561,6 @@ class Exchange(object):
         except ccxt.BaseError as e:
             raise OperationalException(f'Could not fetch ticker data. Msg: {e}')
 
-    @retrier
-    def get_candle_history(self, pair: str, tick_interval: str,
-                           since_ms: Optional[int] = None) -> List[Dict]:
-        try:
-            # last item should be in the time interval [now - tick_interval, now]
-            till_time_ms = arrow.utcnow().shift(
-                            minutes=-constants.TICKER_INTERVAL_MINUTES[tick_interval]
-                        ).timestamp * 1000
-            # it looks as if some exchanges return cached data
-            # and they update it one in several minute, so 10 mins interval
-            # is necessary to skeep downloading of an empty array when all
-            # chached data was already downloaded
-            till_time_ms = min(till_time_ms, arrow.utcnow().shift(minutes=-10).timestamp * 1000)
-
-            data: List[Dict[Any, Any]] = []
-            while not since_ms or since_ms < till_time_ms:
-                data_part = self._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:
-                    break
-
-                logger.debug('Downloaded data for %s time range [%s, %s]',
-                             pair,
-                             arrow.get(data_part[0][0] / 1000).format(),
-                             arrow.get(data_part[-1][0] / 1000).format())
-
-                data.extend(data_part)
-                since_ms = data[-1][0] + 1
-
-            return data
-        except ccxt.NotSupported as e:
-            raise OperationalException(
-                f'Exchange {self._api.name} does not support fetching historical candlestick data.'
-                f'Message: {e}')
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
-        except ccxt.BaseError as e:
-            raise OperationalException(f'Could not fetch ticker data. Msg: {e}')
-
     @retrier
     def cancel_order(self, order_id: str, pair: str) -> None:
         if self._conf['dry_run']:

freqtrade/exchange/exchange_helpers.py

@@ -11,7 +11,7 @@ logger = logging.getLogger(__name__)
 def parse_ticker_dataframe(ticker: list) -> DataFrame:
     """
     Analyses the trend for the given ticker history
-    :param ticker: See exchange.get_candle_history
+    :param ticker: ticker list, as returned by exchange.async_get_candle_history
     :return: DataFrame
     """
     cols = ['date', 'open', 'high', 'low', 'close', 'volume']

freqtrade/freqtradebot.py

@@ -21,9 +21,9 @@ from freqtrade.wallets import Wallets
 from freqtrade.edge import Edge
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCManager, RPCMessageType
+from freqtrade.resolvers import StrategyResolver
 from freqtrade.state import State
-from freqtrade.strategy.interface import SellType
+from freqtrade.strategy.interface import SellType, IStrategy
-from freqtrade.strategy.resolver import IStrategy, StrategyResolver
 from freqtrade.exchange.exchange_helpers import order_book_to_dataframe
 
 
@@ -338,9 +338,7 @@ class FreqtradeBot(object):
         else:
             stake_amount = self.config['stake_amount']
 
-        # TODO: should come from the wallet
+        avaliable_amount = self.wallets.get_free(self.config['stake_currency'])
-        avaliable_amount = self.exchange.get_balance(self.config['stake_currency'])
-        # avaliable_amount = self.wallets.wallets[self.config['stake_currency']].free
 
         if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
             open_trades = len(Trade.query.filter(Trade.is_open.is_(True)).all())

freqtrade/main.py

@@ -45,7 +45,7 @@ def main(sysargv: List[str]) -> None:
         freqtrade = FreqtradeBot(config)
 
         state = None
-        while 1:
+        while True:
             state = freqtrade.worker(old_state=state)
             if state == State.RELOAD_CONF:
                 freqtrade = reconfigure(freqtrade, args)

freqtrade/optimize/backtesting.py

@@ -20,8 +20,8 @@ from freqtrade.configuration import Configuration
 from freqtrade.exchange import Exchange
 from freqtrade.misc import file_dump_json
 from freqtrade.persistence import Trade
-from freqtrade.strategy.interface import SellType
+from freqtrade.resolvers import StrategyResolver
-from freqtrade.strategy.resolver import IStrategy, StrategyResolver
+from freqtrade.strategy.interface import SellType, IStrategy
 
 logger = logging.getLogger(__name__)
 

freqtrade/optimize/edge_cli.py

@@ -12,7 +12,7 @@ from freqtrade.edge import Edge
 from freqtrade.configuration import Configuration
 from freqtrade.arguments import Arguments
 from freqtrade.exchange import Exchange
-from freqtrade.strategy.resolver import StrategyResolver
+from freqtrade.resolvers import StrategyResolver
 
 logger = logging.getLogger(__name__)
 

freqtrade/optimize/hyperopt.py

@@ -22,7 +22,7 @@ from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
 from freqtrade.optimize import load_data
 from freqtrade.optimize.backtesting import Backtesting
-from freqtrade.optimize.hyperopt_resolver import HyperOptResolver
+from freqtrade.resolvers import HyperOptResolver
 
 
 logger = logging.getLogger(__name__)

freqtrade/optimize/hyperopt_resolver.py

@@ -1,104 +0,0 @@
-# pragma pylint: disable=attribute-defined-outside-init
-
-"""
-This module load custom hyperopts
-"""
-import importlib.util
-import inspect
-import logging
-import os
-from typing import Optional, Dict, Type
-
-from freqtrade.constants import DEFAULT_HYPEROPT
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
-
-
-logger = logging.getLogger(__name__)
-
-
-class HyperOptResolver(object):
-    """
-    This class contains all the logic to load custom hyperopt class
-    """
-
-    __slots__ = ['hyperopt']
-
-    def __init__(self, config: Optional[Dict] = None) -> None:
-        """
-        Load the custom class from config parameter
-        :param config: configuration dictionary or None
-        """
-        config = config or {}
-
-        # Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
-        hyperopt_name = config.get('hyperopt') or DEFAULT_HYPEROPT
-        self.hyperopt = self._load_hyperopt(hyperopt_name, extra_dir=config.get('hyperopt_path'))
-
-    def _load_hyperopt(
-            self, hyperopt_name: str, extra_dir: Optional[str] = None) -> IHyperOpt:
-        """
-        Search and loads the specified hyperopt.
-        :param hyperopt_name: name of the module to import
-        :param extra_dir: additional directory to search for the given hyperopt
-        :return: HyperOpt instance or None
-        """
-        current_path = os.path.dirname(os.path.realpath(__file__))
-        abs_paths = [
-            os.path.join(current_path, '..', '..', 'user_data', 'hyperopts'),
-            current_path,
-        ]
-
-        if extra_dir:
-            # Add extra hyperopt directory on top of search paths
-            abs_paths.insert(0, extra_dir)
-
-        for path in abs_paths:
-            hyperopt = self._search_hyperopt(path, hyperopt_name)
-            if hyperopt:
-                logger.info('Using resolved hyperopt %s from \'%s\'', hyperopt_name, path)
-                return hyperopt
-
-        raise ImportError(
-            "Impossible to load Hyperopt '{}'. This class does not exist"
-            " or contains Python code errors".format(hyperopt_name)
-        )
-
-    @staticmethod
-    def _get_valid_hyperopts(module_path: str, hyperopt_name: str) -> Optional[Type[IHyperOpt]]:
-        """
-        Returns a list of all possible hyperopts for the given module_path
-        :param module_path: absolute path to the module
-        :param hyperopt_name: Class name of the hyperopt
-        :return: Tuple with (name, class) or None
-        """
-
-        # Generate spec based on absolute path
-        spec = importlib.util.spec_from_file_location('user_data.hyperopts', module_path)
-        module = importlib.util.module_from_spec(spec)
-        spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints
-
-        valid_hyperopts_gen = (
-            obj for name, obj in inspect.getmembers(module, inspect.isclass)
-            if hyperopt_name == name and IHyperOpt in obj.__bases__
-        )
-        return next(valid_hyperopts_gen, None)
-
-    @staticmethod
-    def _search_hyperopt(directory: str, hyperopt_name: str) -> Optional[IHyperOpt]:
-        """
-        Search for the hyperopt_name in the given directory
-        :param directory: relative or absolute directory path
-        :return: name of the hyperopt class
-        """
-        logger.debug('Searching for hyperopt %s in \'%s\'', hyperopt_name, directory)
-        for entry in os.listdir(directory):
-            # Only consider python files
-            if not entry.endswith('.py'):
-                logger.debug('Ignoring %s', entry)
-                continue
-            hyperopt = HyperOptResolver._get_valid_hyperopts(
-                os.path.abspath(os.path.join(directory, entry)), hyperopt_name
-            )
-            if hyperopt:
-                return hyperopt()
-        return None

freqtrade/resolvers/__init__.py

@@ -0,0 +1,3 @@
+from freqtrade.resolvers.iresolver import IResolver  # noqa: F401
+from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver  # noqa: F401
+from freqtrade.resolvers.strategy_resolver import StrategyResolver  # noqa: F401

freqtrade/resolvers/hyperopt_resolver.py

@@ -0,0 +1,64 @@
+# pragma pylint: disable=attribute-defined-outside-init
+
+"""
+This module load custom hyperopts
+"""
+import logging
+from pathlib import Path
+from typing import Optional, Dict
+
+from freqtrade.constants import DEFAULT_HYPEROPT
+from freqtrade.optimize.hyperopt_interface import IHyperOpt
+from freqtrade.resolvers import IResolver
+
+logger = logging.getLogger(__name__)
+
+
+class HyperOptResolver(IResolver):
+    """
+    This class contains all the logic to load custom hyperopt class
+    """
+
+    __slots__ = ['hyperopt']
+
+    def __init__(self, config: Optional[Dict] = None) -> None:
+        """
+        Load the custom class from config parameter
+        :param config: configuration dictionary or None
+        """
+        config = config or {}
+
+        # Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
+        hyperopt_name = config.get('hyperopt') or DEFAULT_HYPEROPT
+        self.hyperopt = self._load_hyperopt(hyperopt_name, extra_dir=config.get('hyperopt_path'))
+
+    def _load_hyperopt(
+            self, hyperopt_name: str, extra_dir: Optional[str] = None) -> IHyperOpt:
+        """
+        Search and loads the specified hyperopt.
+        :param hyperopt_name: name of the module to import
+        :param extra_dir: additional directory to search for the given hyperopt
+        :return: HyperOpt instance or None
+        """
+        current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
+
+        abs_paths = [
+            current_path.parent.parent.joinpath('user_data/hyperopts'),
+            current_path,
+        ]
+
+        if extra_dir:
+            # Add extra hyperopt directory on top of search paths
+            abs_paths.insert(0, Path(extra_dir))
+
+        for _path in abs_paths:
+            hyperopt = self._search_object(directory=_path, object_type=IHyperOpt,
+                                           object_name=hyperopt_name)
+            if hyperopt:
+                logger.info('Using resolved hyperopt %s from \'%s\'', hyperopt_name, _path)
+                return hyperopt
+
+        raise ImportError(
+            "Impossible to load Hyperopt '{}'. This class does not exist"
+            " or contains Python code errors".format(hyperopt_name)
+        )

freqtrade/resolvers/iresolver.py

@@ -0,0 +1,61 @@
+# pragma pylint: disable=attribute-defined-outside-init
+
+"""
+This module load custom objects
+"""
+import importlib.util
+import inspect
+import logging
+from pathlib import Path
+from typing import Optional, Type, Any
+
+logger = logging.getLogger(__name__)
+
+
+class IResolver(object):
+    """
+    This class contains all the logic to load custom classes
+    """
+
+    @staticmethod
+    def _get_valid_object(object_type, module_path: Path,
+                          object_name: str) -> Optional[Type[Any]]:
+        """
+        Returns the first object with matching object_type and object_name in the path given.
+        :param object_type: object_type (class)
+        :param module_path: absolute path to the module
+        :param object_name: Class name of the object
+        :return: class or None
+        """
+
+        # Generate spec based on absolute path
+        spec = importlib.util.spec_from_file_location('unknown', str(module_path))
+        module = importlib.util.module_from_spec(spec)
+        spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints
+
+        valid_objects_gen = (
+            obj for name, obj in inspect.getmembers(module, inspect.isclass)
+            if object_name == name and object_type in obj.__bases__
+        )
+        return next(valid_objects_gen, None)
+
+    @staticmethod
+    def _search_object(directory: Path, object_type, object_name: str,
+                       kwargs: dict = {}) -> Optional[Any]:
+        """
+        Search for the objectname in the given directory
+        :param directory: relative or absolute directory path
+        :return: object instance
+        """
+        logger.debug('Searching for %s %s in \'%s\'', object_type.__name__, object_name, directory)
+        for entry in directory.iterdir():
+            # Only consider python files
+            if not str(entry).endswith('.py'):
+                logger.debug('Ignoring %s', entry)
+                continue
+            obj = IResolver._get_valid_object(
+                object_type, Path.resolve(directory.joinpath(entry)), object_name
+            )
+            if obj:
+                return obj(**kwargs)
+        return None

freqtrade/resolvers/strategy_resolver.py

@@ -3,24 +3,23 @@
 """
 This module load custom strategies
 """
-import importlib.util
 import inspect
 import logging
-import os
 import tempfile
 from base64 import urlsafe_b64decode
 from collections import OrderedDict
 from pathlib import Path
-from typing import Dict, Optional, Type
+from typing import Dict, Optional
 
 from freqtrade import constants
+from freqtrade.resolvers import IResolver
 from freqtrade.strategy import import_strategy
 from freqtrade.strategy.interface import IStrategy
 
 logger = logging.getLogger(__name__)
 
 
-class StrategyResolver(object):
+class StrategyResolver(IResolver):
     """
     This class contains all the logic to load custom strategy class
     """
@@ -103,15 +102,16 @@ class StrategyResolver(object):
         :param extra_dir: additional directory to search for the given strategy
         :return: Strategy instance or None
         """
-        current_path = os.path.dirname(os.path.realpath(__file__))
+        current_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
+
         abs_paths = [
-            os.path.join(os.getcwd(), 'user_data', 'strategies'),
+            Path.cwd().joinpath('user_data/strategies'),
             current_path,
         ]
 
         if extra_dir:
             # Add extra strategy directory on top of search paths
-            abs_paths.insert(0, extra_dir)
+            abs_paths.insert(0, Path(extra_dir).resolve())
 
         if ":" in strategy_name:
             logger.info("loading base64 endocded strategy")
@@ -124,16 +124,17 @@ class StrategyResolver(object):
                 temp.joinpath(name).write_text(urlsafe_b64decode(strat[1]).decode('utf-8'))
                 temp.joinpath("__init__.py").touch()
 
-                strategy_name = os.path.splitext(name)[0]
+                strategy_name = strat[0]
 
                 # register temp path with the bot
-                abs_paths.insert(0, str(temp.resolve()))
+                abs_paths.insert(0, temp.resolve())
 
-        for path in abs_paths:
+        for _path in abs_paths:
             try:
-                strategy = self._search_strategy(path, strategy_name=strategy_name, config=config)
+                strategy = self._search_object(directory=_path, object_type=IStrategy,
+                                               object_name=strategy_name, kwargs={'config': config})
                 if strategy:
-                    logger.info('Using resolved strategy %s from \'%s\'', strategy_name, path)
+                    logger.info('Using resolved strategy %s from \'%s\'', strategy_name, _path)
                     strategy._populate_fun_len = len(
                         inspect.getfullargspec(strategy.populate_indicators).args)
                     strategy._buy_fun_len = len(
@@ -143,49 +144,9 @@ class StrategyResolver(object):
 
                     return import_strategy(strategy, config=config)
             except FileNotFoundError:
-                logger.warning('Path "%s" does not exist', path)
+                logger.warning('Path "%s" does not exist', _path.relative_to(Path.cwd()))
 
         raise ImportError(
             "Impossible to load Strategy '{}'. This class does not exist"
             " or contains Python code errors".format(strategy_name)
         )
-
-    @staticmethod
-    def _get_valid_strategies(module_path: str, strategy_name: str) -> Optional[Type[IStrategy]]:
-        """
-        Returns a list of all possible strategies for the given module_path
-        :param module_path: absolute path to the module
-        :param strategy_name: Class name of the strategy
-        :return: Tuple with (name, class) or None
-        """
-
-        # Generate spec based on absolute path
-        spec = importlib.util.spec_from_file_location('unknown', module_path)
-        module = importlib.util.module_from_spec(spec)
-        spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints
-
-        valid_strategies_gen = (
-            obj for name, obj in inspect.getmembers(module, inspect.isclass)
-            if strategy_name == name and IStrategy in obj.__bases__
-        )
-        return next(valid_strategies_gen, None)
-
-    @staticmethod
-    def _search_strategy(directory: str, strategy_name: str, config: dict) -> Optional[IStrategy]:
-        """
-        Search for the strategy_name in the given directory
-        :param directory: relative or absolute directory path
-        :return: name of the strategy class
-        """
-        logger.debug('Searching for strategy %s in \'%s\'', strategy_name, directory)
-        for entry in os.listdir(directory):
-            # Only consider python files
-            if not entry.endswith('.py'):
-                logger.debug('Ignoring %s', entry)
-                continue
-            strategy = StrategyResolver._get_valid_strategies(
-                os.path.abspath(os.path.join(directory, entry)), strategy_name
-            )
-            if strategy:
-                return strategy(config)
-        return None

freqtrade/tests/conftest.py

@@ -4,7 +4,6 @@ import logging
 from datetime import datetime
 from functools import reduce
 from typing import Dict, Optional
-from collections import namedtuple
 from unittest.mock import MagicMock, PropertyMock
 
 import arrow
@@ -13,7 +12,7 @@ from telegram import Chat, Message, Update
 
 from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe
 from freqtrade.exchange import Exchange
-from freqtrade.edge import Edge
+from freqtrade.edge import Edge, PairInfo
 from freqtrade.freqtradebot import FreqtradeBot
 
 logging.getLogger('').setLevel(logging.INFO)
@@ -46,18 +45,22 @@ def get_patched_exchange(mocker, config, api_mock=None, id='bittrex') -> Exchang
     return exchange
 
 
+def patch_wallet(mocker, free=999.9) -> None:
+    mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(
+        return_value=free
+    ))
+
+
 def patch_edge(mocker) -> None:
     # "ETH/BTC",
     # "LTC/BTC",
     # "XRP/BTC",
     # "NEO/BTC"
-    pair_info = namedtuple(
+
-        'pair_info',
-        'stoploss, winrate, risk_reward_ratio, required_risk_reward, expectancy')
     mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
         return_value={
-            'NEO/BTC': pair_info(-0.20, 0.66, 3.71, 0.50, 1.71),
+            'NEO/BTC': PairInfo(-0.20, 0.66, 3.71, 0.50, 1.71, 10, 25),
-            'LTC/BTC': pair_info(-0.21, 0.66, 3.71, 0.50, 1.71),
+            'LTC/BTC': PairInfo(-0.21, 0.66, 3.71, 0.50, 1.71, 11, 20),
         }
     ))
     mocker.patch('freqtrade.edge.Edge.stoploss', MagicMock(return_value=-0.20))

freqtrade/tests/exchange/test_exchange.py

@@ -898,65 +898,10 @@ def make_fetch_ohlcv_mock(data):
     return fetch_ohlcv_mock
 
 
-def test_get_candle_history(default_conf, mocker):
+@pytest.mark.asyncio
-    api_mock = MagicMock()
+async def test___async_get_candle_history_sort(default_conf, mocker):
-    tick = [
+    def sort_data(data, key):
-        [
+        return sorted(data, key=key)
-            1511686200000,  # unix timestamp ms
-            1,  # open
-            2,  # high
-            3,  # low
-            4,  # close
-            5,  # volume (in quote currency)
-        ]
-    ]
-    type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
-    api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
-    exchange = get_patched_exchange(mocker, default_conf, api_mock)
-
-    # retrieve original ticker
-    ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
-    assert ticks[0][0] == 1511686200000
-    assert ticks[0][1] == 1
-    assert ticks[0][2] == 2
-    assert ticks[0][3] == 3
-    assert ticks[0][4] == 4
-    assert ticks[0][5] == 5
-
-    # change ticker and ensure tick changes
-    new_tick = [
-        [
-            1511686210000,  # unix timestamp ms
-            6,  # open
-            7,  # high
-            8,  # low
-            9,  # close
-            10,  # volume (in quote currency)
-        ]
-    ]
-    api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(new_tick))
-    exchange = get_patched_exchange(mocker, default_conf, api_mock)
-
-    ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
-    assert ticks[0][0] == 1511686210000
-    assert ticks[0][1] == 6
-    assert ticks[0][2] == 7
-    assert ticks[0][3] == 8
-    assert ticks[0][4] == 9
-    assert ticks[0][5] == 10
-
-    ccxt_exceptionhandlers(mocker, default_conf, api_mock,
-                           "get_candle_history", "fetch_ohlcv",
-                           pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
-
-    with pytest.raises(OperationalException, match=r'Exchange .* does not support.*'):
-        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported)
-        exchange = get_patched_exchange(mocker, default_conf, api_mock)
-        exchange.get_candle_history(pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
-
-
-def test_get_candle_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)
@@ -972,13 +917,15 @@ def test_get_candle_history_sort(default_conf, mocker):
         [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})
+    exchange = get_patched_exchange(mocker, default_conf)
-    api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
+    exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
-
+    sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data))
-    exchange = get_patched_exchange(mocker, default_conf, api_mock)
-
     # Test the ticker history sort
-    ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
+    res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
+    assert res[0] == 'ETH/BTC'
+    ticks = res[1]
+
+    assert sort_mock.call_count == 1
     assert ticks[0][0] == 1527830400000
     assert ticks[0][1] == 0.07649
     assert ticks[0][2] == 0.07651
@@ -1007,11 +954,15 @@ def test_get_candle_history_sort(default_conf, mocker):
         [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})
+    exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
-    api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
+    # Reset sort mock
-    exchange = get_patched_exchange(mocker, default_conf, api_mock)
+    sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data))
     # Test the ticker history sort
-    ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
+    res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
+    assert res[0] == 'ETH/BTC'
+    ticks = res[1]
+    # Sorted not called again - data is already in order
+    assert sort_mock.call_count == 0
     assert ticks[0][0] == 1527827700000
     assert ticks[0][1] == 0.07659999
     assert ticks[0][2] == 0.0766

freqtrade/tests/optimize/test_hyperopt.py

@@ -7,7 +7,7 @@ import pytest
 
 from freqtrade.optimize.__init__ import load_tickerdata_file
 from freqtrade.optimize.hyperopt import Hyperopt, start
-from freqtrade.strategy.resolver import StrategyResolver
+from freqtrade.resolvers import StrategyResolver
 from freqtrade.tests.conftest import log_has, patch_exchange
 from freqtrade.tests.optimize.test_backtesting import get_args
 

freqtrade/tests/strategy/test_strategy.py

@@ -2,6 +2,7 @@
 import logging
 from base64 import urlsafe_b64encode
 from os import path
+from pathlib import Path
 import warnings
 
 import pytest
@@ -10,7 +11,7 @@ from pandas import DataFrame
 from freqtrade.strategy import import_strategy
 from freqtrade.strategy.default_strategy import DefaultStrategy
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.strategy.resolver import StrategyResolver
+from freqtrade.resolvers import StrategyResolver
 
 
 def test_import_strategy(caplog):
@@ -40,21 +41,21 @@ def test_import_strategy(caplog):
 
 def test_search_strategy():
     default_config = {}
-    default_location = path.join(path.dirname(
+    default_location = Path(__file__).parent.parent.joinpath('strategy').resolve()
-        path.realpath(__file__)), '..', '..', 'strategy'
-    )
     assert isinstance(
-        StrategyResolver._search_strategy(
+        StrategyResolver._search_object(
-            default_location,
+            directory=default_location,
-            config=default_config,
+            object_type=IStrategy,
-            strategy_name='DefaultStrategy'
+            kwargs={'config': default_config},
+            object_name='DefaultStrategy'
         ),
         IStrategy
     )
-    assert StrategyResolver._search_strategy(
+    assert StrategyResolver._search_object(
-        default_location,
+        directory=default_location,
-        config=default_config,
+        object_type=IStrategy,
-        strategy_name='NotFoundStrategy'
+        kwargs={'config': default_config},
+        object_name='NotFoundStrategy'
     ) is None
 
 
@@ -77,7 +78,7 @@ def test_load_strategy_invalid_directory(result, caplog):
     resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir)
 
     assert (
-        'freqtrade.strategy.resolver',
+        'freqtrade.resolvers.strategy_resolver',
         logging.WARNING,
         'Path "{}" does not exist'.format(extra_dir),
     ) in caplog.record_tuples
@@ -128,7 +129,7 @@ def test_strategy_override_minimal_roi(caplog):
     resolver = StrategyResolver(config)
 
     assert resolver.strategy.minimal_roi[0] == 0.5
-    assert ('freqtrade.strategy.resolver',
+    assert ('freqtrade.resolvers.strategy_resolver',
             logging.INFO,
             "Override strategy 'minimal_roi' with value in config file: {'0': 0.5}."
             ) in caplog.record_tuples
@@ -143,7 +144,7 @@ def test_strategy_override_stoploss(caplog):
     resolver = StrategyResolver(config)
 
     assert resolver.strategy.stoploss == -0.5
-    assert ('freqtrade.strategy.resolver',
+    assert ('freqtrade.resolvers.strategy_resolver',
             logging.INFO,
             "Override strategy 'stoploss' with value in config file: -0.5."
             ) in caplog.record_tuples
@@ -159,7 +160,7 @@ def test_strategy_override_ticker_interval(caplog):
     resolver = StrategyResolver(config)
 
     assert resolver.strategy.ticker_interval == 60
-    assert ('freqtrade.strategy.resolver',
+    assert ('freqtrade.resolvers.strategy_resolver',
             logging.INFO,
             "Override strategy 'ticker_interval' with value in config file: 60."
             ) in caplog.record_tuples
@@ -175,7 +176,7 @@ def test_strategy_override_process_only_new_candles(caplog):
     resolver = StrategyResolver(config)
 
     assert resolver.strategy.process_only_new_candles
-    assert ('freqtrade.strategy.resolver',
+    assert ('freqtrade.resolvers.strategy_resolver',
             logging.INFO,
             "Override process_only_new_candles 'process_only_new_candles' "
             "with value in config file: True."
@@ -202,7 +203,7 @@ def test_strategy_override_order_types(caplog):
     for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
         assert resolver.strategy.order_types[method] == order_types[method]
 
-    assert ('freqtrade.strategy.resolver',
+    assert ('freqtrade.resolvers.strategy_resolver',
             logging.INFO,
             "Override strategy 'order_types' with value in config file:"
             " {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"

freqtrade/tests/test_dataframe.py

@@ -3,7 +3,7 @@
 import pandas
 
 from freqtrade.optimize import load_data
-from freqtrade.strategy.resolver import StrategyResolver
+from freqtrade.resolvers import StrategyResolver
 
 _pairs = ['ETH/BTC']
 

freqtrade/tests/test_freqtradebot.py

@@ -18,7 +18,7 @@ from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCMessageType
 from freqtrade.state import State
 from freqtrade.strategy.interface import SellType, SellCheckTuple
-from freqtrade.tests.conftest import log_has, patch_exchange, patch_edge
+from freqtrade.tests.conftest import log_has, patch_exchange, patch_edge, patch_wallet
 
 
 # Functions for recurrent object patching
@@ -181,17 +181,10 @@ def test_get_trade_stake_amount(default_conf, ticker, limit_buy_order, fee, mock
     assert result == default_conf['stake_amount']
 
 
-def test_get_trade_stake_amount_no_stake_amount(default_conf,
+def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
-                                                ticker,
-                                                limit_buy_order,
-                                                fee,
-                                                mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    mocker.patch.multiple(
+    patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
-        'freqtrade.exchange.Exchange',
-        get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5)
-    )
     freqtrade = FreqtradeBot(default_conf)
 
     with pytest.raises(DependencyException, match=r'.*stake amount.*'):
@@ -206,12 +199,12 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf,
                                                  mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
+    patch_wallet(mocker, free=default_conf['stake_amount'])
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         validate_pairs=MagicMock(),
         get_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_balance=MagicMock(return_value=default_conf['stake_amount']),
         get_fee=fee,
         get_markets=markets
     )
@@ -299,7 +292,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, markets, caplog, mocker,
     freqtrade = FreqtradeBot(edge_conf)
     freqtrade.active_pair_whitelist = ['NEO/BTC']
     patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     freqtrade.create_trade()
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -339,7 +332,7 @@ def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee, markets,
     freqtrade = FreqtradeBot(edge_conf)
     freqtrade.active_pair_whitelist = ['NEO/BTC']
     patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     freqtrade.create_trade()
     trade = Trade.query.first()
     trade.update(limit_buy_order)
@@ -521,11 +514,11 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
                                       fee, markets, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
+    patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_ticker=ticker,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5),
         get_fee=fee,
         get_markets=markets
     )
@@ -1108,7 +1101,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
 
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade, value=(True, True))
-    freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
     freqtrade.create_trade()
 
@@ -1164,7 +1157,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
 
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade, value=(True, False))
-    freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
     freqtrade.create_trade()
 
@@ -1197,7 +1190,7 @@ def test_handle_trade_experimental(
 
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     freqtrade.create_trade()
 
     trade = Trade.query.first()
@@ -1801,7 +1794,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
     }
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
     freqtrade.create_trade()
 
@@ -1833,7 +1826,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
     }
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     freqtrade.create_trade()
 
     trade = Trade.query.first()
@@ -1895,7 +1888,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
 
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
     freqtrade.create_trade()
 
@@ -1925,7 +1918,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m
     }
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
     freqtrade.create_trade()
 
@@ -1957,7 +1950,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog,
     default_conf['trailing_stop'] = True
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
     freqtrade.create_trade()
 
@@ -1992,7 +1985,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets
     default_conf['trailing_stop_positive'] = 0.01
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     freqtrade.create_trade()
 
     trade = Trade.query.first()
@@ -2052,7 +2045,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
     default_conf['trailing_stop_positive_offset'] = 0.011
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     freqtrade.create_trade()
 
     trade = Trade.query.first()
@@ -2111,7 +2104,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
     }
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True
+    freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
     freqtrade.create_trade()
 

freqtrade/tests/test_wallets.py

@@ -4,6 +4,7 @@ from unittest.mock import MagicMock
 
 
 def test_sync_wallet_at_boot(mocker, default_conf):
+    default_conf['dry_run'] = False
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value={
@@ -29,6 +30,7 @@ def test_sync_wallet_at_boot(mocker, default_conf):
     assert freqtrade.wallets.wallets['GAS'].free == 0.260739
     assert freqtrade.wallets.wallets['GAS'].used == 0.0
     assert freqtrade.wallets.wallets['GAS'].total == 0.260739
+    assert freqtrade.wallets.get_free('BNT') == 1.0
 
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -55,9 +57,11 @@ def test_sync_wallet_at_boot(mocker, default_conf):
     assert freqtrade.wallets.wallets['GAS'].free == 0.270739
     assert freqtrade.wallets.wallets['GAS'].used == 0.1
     assert freqtrade.wallets.wallets['GAS'].total == 0.260439
+    assert freqtrade.wallets.get_free('GAS') == 0.270739
 
 
 def test_sync_wallet_missing_data(mocker, default_conf):
+    default_conf['dry_run'] = False
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value={
@@ -82,3 +86,4 @@ def test_sync_wallet_missing_data(mocker, default_conf):
     assert freqtrade.wallets.wallets['GAS'].free == 0.260739
     assert freqtrade.wallets.wallets['GAS'].used is None
     assert freqtrade.wallets.wallets['GAS'].total == 0.260739
+    assert freqtrade.wallets.get_free('GAS') == 0.260739

freqtrade/wallets.py

@@ -29,6 +29,17 @@ class Wallets(object):
         self.wallets: Dict[str, Any] = {}
         self.update()
 
+    def get_free(self, currency) -> float:
+
+        if self.exchange._conf['dry_run']:
+            return 999.9
+
+        balance = self.wallets.get(currency)
+        if balance and balance.free:
+            return balance.free
+        else:
+            return 0
+
     def update(self) -> None:
         balances = self.exchange.get_balances()
 

requirements.txt

@@ -1,4 +1,4 @@
-ccxt==1.17.522
+ccxt==1.17.539
 SQLAlchemy==1.2.14
 python-telegram-bot==11.1.0
 arrow==0.12.1
@@ -7,13 +7,13 @@ requests==2.20.1
 urllib3==1.24.1
 wrapt==1.10.11
 pandas==0.23.4
-scikit-learn==0.20.0
+scikit-learn==0.20.1
 joblib==0.13.0
 scipy==1.1.0
 jsonschema==2.6.0
 numpy==1.15.4
 TA-Lib==0.4.17
-pytest==4.0.0
+pytest==4.0.1
 pytest-mock==1.10.0
 pytest-asyncio==0.9.0
 pytest-cov==2.6.0

scripts/plot_dataframe.py

@@ -44,7 +44,7 @@ from freqtrade.arguments import Arguments, TimeRange
 from freqtrade.exchange import Exchange
 from freqtrade.optimize.backtesting import setup_configuration
 from freqtrade.persistence import Trade
-from freqtrade.strategy.resolver import StrategyResolver
+from freqtrade.resolvers import StrategyResolver
 
 logger = logging.getLogger(__name__)
 _CONF: Dict[str, Any] = {}

scripts/plot_profit.py

@@ -27,7 +27,7 @@ import plotly.graph_objs as go
 from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
 from freqtrade import constants
-from freqtrade.strategy.resolver import StrategyResolver
+from freqtrade.resolvers import StrategyResolver
 import freqtrade.optimize as optimize
 import freqtrade.misc as misc