From 1976aaf13e366da4c9b6008fc3f5ddd169bb6d1c Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Sun, 22 Mar 2020 02:22:06 +0100 Subject: [PATCH 001/570] initial push --- docs/utils.md | 10 +++++--- freqtrade/commands/arguments.py | 1 + freqtrade/commands/cli_options.py | 12 +++++++++ freqtrade/commands/hyperopt_commands.py | 32 ++++++++++++++++++++++-- freqtrade/configuration/configuration.py | 6 +++++ tests/commands/test_commands.py | 28 +++++++++++++++++++++ 6 files changed, 84 insertions(+), 5 deletions(-) diff --git a/docs/utils.md b/docs/utils.md index 269b9affd..03924c581 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -426,9 +426,9 @@ usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH] [--max-trades INT] [--min-avg-time FLOAT] [--max-avg-time FLOAT] [--min-avg-profit FLOAT] [--max-avg-profit FLOAT] - [--min-total-profit FLOAT] - [--max-total-profit FLOAT] [--no-color] - [--print-json] [--no-details] + [--min-total-profit FLOAT] [--max-total-profit FLOAT] + [--min-objective FLOAT] [--max-objective FLOAT] + [--no-color] [--print-json] [--no-details] [--export-csv FILE] optional arguments: @@ -447,6 +447,10 @@ optional arguments: Select epochs on above total profit. --max-total-profit FLOAT Select epochs on below total profit. + --min-objective FLOAT + Select epochs on above objective (- is added by default). + --max-objective FLOAT + Select epochs on below objective (- is added by default). --no-color Disable colorization of hyperopt results. May be useful if you are redirecting output to a file. --print-json Print best result detailization in JSON format. diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 8c64c5857..9edd143a6 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -69,6 +69,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time", "hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit", "hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit", + "hyperopt_list_min_objective", "hyperopt_list_max_objective", "print_colorized", "print_json", "hyperopt_list_no_details", "export_csv"] diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index 5cf1b7fce..1402e64ef 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -484,6 +484,18 @@ AVAILABLE_CLI_OPTIONS = { type=float, metavar='FLOAT', ), + "hyperopt_list_min_objective": Arg( + '--min-objective', + help='Select epochs on above objective.', + type=float, + metavar='FLOAT', + ), + "hyperopt_list_max_objective": Arg( + '--max-objective', + help='Select epochs on below objective.', + type=float, + metavar='FLOAT', + ), "hyperopt_list_no_details": Arg( '--no-details', help='Do not print best epoch details.', diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py index 5b2388252..dd9de19e7 100755 --- a/freqtrade/commands/hyperopt_commands.py +++ b/freqtrade/commands/hyperopt_commands.py @@ -35,9 +35,16 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None: 'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None), 'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None), 'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None), - 'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None) + 'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None), + 'filter_min_objective': config.get('hyperopt_list_min_objective', None), + 'filter_max_objective': config.get('hyperopt_list_max_objective', None) } + if filteroptions['filter_min_objective'] is not None: + filteroptions['filter_min_objective'] = -filteroptions['filter_min_objective'] + if filteroptions['filter_max_objective'] is not None: + filteroptions['filter_max_objective'] = -filteroptions['filter_max_objective'] + trials_file = (config['user_data_dir'] / 'hyperopt_results' / 'hyperopt_results.pickle') @@ -92,9 +99,16 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None: 'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None), 'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None), 'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None), - 'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None) + 'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None), + 'filter_min_objective': config.get('hyperopt_list_min_objective', None), + 'filter_max_objective': config.get('hyperopt_list_max_objective', None) } + if filteroptions['filter_min_objective'] is not None: + filteroptions['filter_min_objective'] = -filteroptions['filter_min_objective'] + if filteroptions['filter_max_objective'] is not None: + filteroptions['filter_max_objective'] = -filteroptions['filter_max_objective'] + # Previous evaluations trials = Hyperopt.load_previous_results(trials_file) total_epochs = len(trials) @@ -175,6 +189,20 @@ def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List: x for x in trials if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit'] ] + if filteroptions['filter_min_objective'] is not None: + trials = [x for x in trials if x['results_metrics']['trade_count'] > 0] + # trials = [x for x in trials if x['loss'] != 20] + trials = [ + x for x in trials + if x['loss'] < filteroptions['filter_min_objective'] + ] + if filteroptions['filter_max_objective'] is not None: + trials = [x for x in trials if x['results_metrics']['trade_count'] > 0] + # trials = [x for x in trials if x['loss'] != 20] + trials = [ + x for x in trials + if x['loss'] > filteroptions['filter_max_objective'] + ] logger.info(f"{len(trials)} " + ("best " if filteroptions['only_best'] else "") + diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index e5515670d..c26610336 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -334,6 +334,12 @@ class Configuration: self._args_to_config(config, argname='hyperopt_list_max_total_profit', logstring='Parameter --max-total-profit detected: {}') + self._args_to_config(config, argname='hyperopt_list_min_objective', + logstring='Parameter --min-objective detected: {}') + + self._args_to_config(config, argname='hyperopt_list_max_objective', + logstring='Parameter --max-objective detected: {}') + self._args_to_config(config, argname='hyperopt_list_no_details', logstring='Parameter --no-details detected: {}') diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 4530cd03d..2825a4679 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -868,6 +868,34 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results): pargs['config'] = None start_hyperopt_list(pargs) captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", + " 9/12", " 11/12"]) + assert all(x not in captured.out + for x in [" 4/12", " 10/12", " 12/12"]) + args = [ + "hyperopt-list", + "--no-details", + "--min-objective", "0.1" + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() + assert all(x in captured.out + for x in [" 10/12"]) + assert all(x not in captured.out + for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", + " 9/12", " 11/12", " 12/12"]) + args = [ + "hyperopt-list", + "--no-details", + "--max-objective", "0.1" + ] + pargs = get_args(args) + pargs['config'] = None + start_hyperopt_list(pargs) + captured = capsys.readouterr() assert all(x in captured.out for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", " 11/12"]) From bf96ef08e0b7bf5c9d47a297f386f64d905a90be Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Sun, 22 Mar 2020 09:39:38 +0100 Subject: [PATCH 002/570] added # flake8: noqa C901 --- freqtrade/commands/hyperopt_commands.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py index dd9de19e7..c5cf9a969 100755 --- a/freqtrade/commands/hyperopt_commands.py +++ b/freqtrade/commands/hyperopt_commands.py @@ -10,7 +10,7 @@ from freqtrade.state import RunMode logger = logging.getLogger(__name__) - +# flake8: noqa C901 def start_hyperopt_list(args: Dict[str, Any]) -> None: """ List hyperopt epochs previously evaluated From 7143cac64f7c9d3ccd5f14d2ae689016157dcee3 Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Mon, 23 Mar 2020 09:41:01 +0100 Subject: [PATCH 003/570] fixed wording of all in cli_options --- freqtrade/commands/cli_options.py | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index 1402e64ef..e1927a901 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -450,49 +450,49 @@ AVAILABLE_CLI_OPTIONS = { ), "hyperopt_list_min_avg_time": Arg( '--min-avg-time', - help='Select epochs on above average time.', + help='Select epochs above average time.', type=float, metavar='FLOAT', ), "hyperopt_list_max_avg_time": Arg( '--max-avg-time', - help='Select epochs on under average time.', + help='Select epochs under average time.', type=float, metavar='FLOAT', ), "hyperopt_list_min_avg_profit": Arg( '--min-avg-profit', - help='Select epochs on above average profit.', + help='Select epochs above average profit.', type=float, metavar='FLOAT', ), "hyperopt_list_max_avg_profit": Arg( '--max-avg-profit', - help='Select epochs on below average profit.', + help='Select epochs below average profit.', type=float, metavar='FLOAT', ), "hyperopt_list_min_total_profit": Arg( '--min-total-profit', - help='Select epochs on above total profit.', + help='Select epochs above total profit.', type=float, metavar='FLOAT', ), "hyperopt_list_max_total_profit": Arg( '--max-total-profit', - help='Select epochs on below total profit.', + help='Select epochs below total profit.', type=float, metavar='FLOAT', ), "hyperopt_list_min_objective": Arg( '--min-objective', - help='Select epochs on above objective.', + help='Select epochs above objective.', type=float, metavar='FLOAT', ), "hyperopt_list_max_objective": Arg( '--max-objective', - help='Select epochs on below objective.', + help='Select epochs below objective.', type=float, metavar='FLOAT', ), From 0a87fe76a363db2056aee42fed2d3dd4902b48fa Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Mon, 23 Mar 2020 11:17:56 +0100 Subject: [PATCH 004/570] unified language --- freqtrade/commands/cli_options.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index e1927a901..47e7187a8 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -456,7 +456,7 @@ AVAILABLE_CLI_OPTIONS = { ), "hyperopt_list_max_avg_time": Arg( '--max-avg-time', - help='Select epochs under average time.', + help='Select epochs below average time.', type=float, metavar='FLOAT', ), From ef4426a65c08f767314a1a789d3b06c7b9a98072 Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Fri, 27 Mar 2020 03:01:51 +0100 Subject: [PATCH 005/570] added comma --- freqtrade/commands/hyperopt_commands.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py index c5cf9a969..33abb7823 100755 --- a/freqtrade/commands/hyperopt_commands.py +++ b/freqtrade/commands/hyperopt_commands.py @@ -37,7 +37,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None: 'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None), 'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None), 'filter_min_objective': config.get('hyperopt_list_min_objective', None), - 'filter_max_objective': config.get('hyperopt_list_max_objective', None) + 'filter_max_objective': config.get('hyperopt_list_max_objective', None), } if filteroptions['filter_min_objective'] is not None: From 2fb3d94938e8d3bbe4759b8ef670f40e4c3356b0 Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Sat, 22 Feb 2020 15:49:18 +0100 Subject: [PATCH 006/570] added wins/draws/losses --- freqtrade/optimize/hyperopt.py | 10 +++++++++- 1 file changed, 9 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index fcf50af6a..3f704b33c 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -533,10 +533,14 @@ class Hyperopt: 'total_profit': total_profit, } - def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict: + def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict: return { 'trade_count': len(backtesting_results.index), + 'wins': len(backtesting_results[backtesting_results.profit_percent > 0]), + 'draws': len(backtesting_results[backtesting_results.profit_percent == 0]), + 'losses': len(backtesting_results[backtesting_results.profit_percent < 0]), 'avg_profit': backtesting_results.profit_percent.mean() * 100.0, + 'median_profit': backtesting_results.profit_percent.median() * 100.0, 'total_profit': backtesting_results.profit_abs.sum(), 'profit': backtesting_results.profit_percent.sum() * 100.0, 'duration': backtesting_results.trade_duration.mean(), @@ -548,7 +552,11 @@ class Hyperopt: """ stake_cur = self.config['stake_currency'] return (f"{results_metrics['trade_count']:6d} trades. " + f"{results_metrics['wins']:6d} wins. " + f"{results_metrics['draws']:6d} draws. " + f"{results_metrics['losses']:6d} losses. " f"Avg profit {results_metrics['avg_profit']: 6.2f}%. " + f"Median profit {results_metrics['median_profit']: 6.2f}%. " f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} " f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). " f"Avg duration {results_metrics['duration']:5.1f} min." From 6147498fd425d151f162e7ed0ebc855df4e1785d Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Sat, 22 Feb 2020 15:51:36 +0100 Subject: [PATCH 007/570] fixed indent --- freqtrade/optimize/hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 3f704b33c..f2221d6a7 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -533,7 +533,7 @@ class Hyperopt: 'total_profit': total_profit, } - def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict: + def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict: return { 'trade_count': len(backtesting_results.index), 'wins': len(backtesting_results[backtesting_results.profit_percent > 0]), From 72b088d85f9b4573d35c2d165d1504aeb83caec8 Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Mon, 2 Mar 2020 02:50:27 +0100 Subject: [PATCH 008/570] added test --- tests/optimize/test_hyperopt.py | 12 +++++++++--- 1 file changed, 9 insertions(+), 3 deletions(-) diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index b5106be0c..cdbe7f161 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -740,8 +740,10 @@ def test_generate_optimizer(mocker, default_conf) -> None: } response_expected = { 'loss': 1.9840569076926293, - 'results_explanation': (' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC ' - '( 2.31\N{GREEK CAPITAL LETTER SIGMA}%). Avg duration 100.0 min.' + 'results_explanation': (' 1 trades. 1 wins. 0 draws. 0 losses. ' + 'Avg profit 2.31%. Median profit 2.31%. Total profit ' + '0.00023300 BTC ( 2.31\N{GREEK CAPITAL LETTER SIGMA}%). ' + 'Avg duration 100.0 min.' ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8'), 'params_details': {'buy': {'adx-enabled': False, 'adx-value': 0, @@ -772,10 +774,14 @@ def test_generate_optimizer(mocker, default_conf) -> None: 'trailing_stop_positive_offset': 0.07}}, 'params_dict': optimizer_param, 'results_metrics': {'avg_profit': 2.3117, + 'draws': 0, 'duration': 100.0, + 'losses': 0, + 'median_profit': 2.3117, 'profit': 2.3117, 'total_profit': 0.000233, - 'trade_count': 1}, + 'trade_count': 1, + 'wins': 1}, 'total_profit': 0.00023300 } From 181b12b3a811bf461f602cfc7b111cc13ebaaaee Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Sat, 22 Feb 2020 15:49:18 +0100 Subject: [PATCH 009/570] added wins/draws/losses --- freqtrade/optimize/hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index f2221d6a7..3f704b33c 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -533,7 +533,7 @@ class Hyperopt: 'total_profit': total_profit, } - def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict: + def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict: return { 'trade_count': len(backtesting_results.index), 'wins': len(backtesting_results[backtesting_results.profit_percent > 0]), From c9711678fd414e9ff7bb82496fe1ec6c98a9f5a8 Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Sat, 22 Feb 2020 15:51:36 +0100 Subject: [PATCH 010/570] fixed indent --- freqtrade/optimize/hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 3f704b33c..f2221d6a7 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -533,7 +533,7 @@ class Hyperopt: 'total_profit': total_profit, } - def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict: + def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict: return { 'trade_count': len(backtesting_results.index), 'wins': len(backtesting_results[backtesting_results.profit_percent > 0]), From a0c9f7bac8ba255711087608e16139d7fa01ebdc Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 18 May 2020 11:32:03 +0000 Subject: [PATCH 011/570] Bump scikit-learn from 0.22.2.post1 to 0.23.0 Bumps [scikit-learn](https://github.com/scikit-learn/scikit-learn) from 0.22.2.post1 to 0.23.0. - [Release notes](https://github.com/scikit-learn/scikit-learn/releases) - [Commits](https://github.com/scikit-learn/scikit-learn/compare/0.22.2.post1...0.23.0) Signed-off-by: dependabot-preview[bot] --- requirements-hyperopt.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index c3dda6c4b..a1431bf8f 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -3,7 +3,7 @@ # Required for hyperopt scipy==1.4.1 -scikit-learn==0.22.2.post1 +scikit-learn==0.23.0 scikit-optimize==0.7.4 filelock==3.0.12 joblib==0.15.1 From 2498fa5a4710fcbb85bb6a803b26fe3ab78e7e4c Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 20 May 2020 06:29:17 +0200 Subject: [PATCH 012/570] Bump scikit-learn from 0.22.2.post1 to 0.23.1 --- requirements-hyperopt.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index a1431bf8f..e1b3fef4f 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -3,7 +3,7 @@ # Required for hyperopt scipy==1.4.1 -scikit-learn==0.23.0 +scikit-learn==0.23.1 scikit-optimize==0.7.4 filelock==3.0.12 joblib==0.15.1 From 2fbd31f5e0a602912cce1dbd1a38fe9be229b59b Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 20 May 2020 07:01:14 +0200 Subject: [PATCH 013/570] CORS - allow authenticated responses --- freqtrade/rpc/api_server.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 61eacf639..debd91fe7 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -89,7 +89,9 @@ class ApiServer(RPC): self._config = freqtrade.config self.app = Flask(__name__) - self._cors = CORS(self.app, resources={r"/api/*": {"origins": "*"}}) + self._cors = CORS(self.app, + resources={r"/api/*": {"origins": "*", "supports_credentials": True}}, + ) # Setup the Flask-JWT-Extended extension self.app.config['JWT_SECRET_KEY'] = self._config['api_server'].get( From 7e43574382c0205d24a308e073b67c148e064d91 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 20 May 2020 13:27:07 +0300 Subject: [PATCH 014/570] Refactor filter_pairlist() --- freqtrade/pairlist/IPairList.py | 29 +++++++++++++++++++++++++-- freqtrade/pairlist/PrecisionFilter.py | 21 +++---------------- freqtrade/pairlist/PriceFilter.py | 25 +++++------------------ freqtrade/pairlist/ShuffleFilter.py | 5 +++-- freqtrade/pairlist/SpreadFilter.py | 25 ++++------------------- freqtrade/pairlist/VolumePairList.py | 3 ++- 6 files changed, 44 insertions(+), 64 deletions(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index bd8e843e6..b93621f2e 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -3,6 +3,7 @@ PairList Handler base class """ import logging from abc import ABC, abstractmethod, abstractproperty +from copy import deepcopy from typing import Any, Dict, List from cachetools import TTLCache, cached @@ -75,16 +76,40 @@ class IPairList(ABC): -> Please overwrite in subclasses """ - @abstractmethod + def _validate_pair(self, ticker) -> bool: + """ + Check one pair against Pairlist Handler's specific conditions. + + Either implement it in the Pairlist Handler or override the generic + filter_pairlist() method. + + :param ticker: ticker dict as returned from ccxt.load_markets() + :return: True if the pair can stay, false if it should be removed + """ + raise NotImplementedError() + def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: """ Filters and sorts pairlist and returns the whitelist again. + Called on each bot iteration - please use internal caching if necessary - -> Please overwrite in subclasses + This generic implementation calls self._validate_pair() for each pair + in the pairlist. + + Some Pairlist Handlers override this generic implementation and employ + own filtration. + :param pairlist: pairlist to filter or sort :param tickers: Tickers (from exchange.get_tickers()). May be cached. :return: new whitelist """ + # Copy list since we're modifying this list + for p in deepcopy(pairlist): + # Filter out assets + if not self._validate_pair(tickers[p]): + pairlist.remove(p) + + return pairlist def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]: """ diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py index 6bd9c594e..4abc9b637 100644 --- a/freqtrade/pairlist/PrecisionFilter.py +++ b/freqtrade/pairlist/PrecisionFilter.py @@ -2,8 +2,7 @@ Precision pair list filter """ import logging -from copy import deepcopy -from typing import Any, Dict, List +from typing import Any, Dict from freqtrade.pairlist.IPairList import IPairList @@ -36,16 +35,14 @@ class PrecisionFilter(IPairList): """ return f"{self.name} - Filtering untradable pairs." - def _validate_precision_filter(self, ticker: dict, stoploss: float) -> bool: + def _validate_pair(self, ticker: dict) -> bool: """ Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very low value pairs. :param ticker: ticker dict as returned from ccxt.load_markets() - :param stoploss: stoploss value as set in the configuration - (already cleaned to be 1 - stoploss) :return: True if the pair can stay, False if it should be removed """ - stop_price = ticker['ask'] * stoploss + stop_price = ticker['ask'] * self._stoploss # Adjust stop-prices to precision sp = self._exchange.price_to_precision(ticker["symbol"], stop_price) @@ -60,15 +57,3 @@ class PrecisionFilter(IPairList): return False return True - - def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: - """ - Filters and sorts pairlists and assigns and returns them again. - """ - # Copy list since we're modifying this list - for p in deepcopy(pairlist): - # Filter out assets which would not allow setting a stoploss - if not self._validate_precision_filter(tickers[p], self._stoploss): - pairlist.remove(p) - - return pairlist diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index 167717656..ade524fe7 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -2,8 +2,7 @@ Price pair list filter """ import logging -from copy import deepcopy -from typing import Any, Dict, List +from typing import Any, Dict from freqtrade.pairlist.IPairList import IPairList @@ -35,12 +34,15 @@ class PriceFilter(IPairList): """ return f"{self.name} - Filtering pairs priced below {self._low_price_ratio * 100}%." - def _validate_ticker_lowprice(self, ticker) -> bool: + def _validate_pair(self, ticker) -> bool: """ Check if if one price-step (pip) is > than a certain barrier. :param ticker: ticker dict as returned from ccxt.load_markets() :return: True if the pair can stay, false if it should be removed """ + if not self._low_price_ratio: + return True + if ticker['last'] is None: self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, because " @@ -53,20 +55,3 @@ class PriceFilter(IPairList): f"because 1 unit is {changeperc * 100:.3f}%") return False return True - - def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: - """ - Filters and sorts pairlist and returns the whitelist again. - Called on each bot iteration - please use internal caching if necessary - :param pairlist: pairlist to filter or sort - :param tickers: Tickers (from exchange.get_tickers()). May be cached. - :return: new whitelist - """ - if self._low_price_ratio: - # Copy list since we're modifying this list - for p in deepcopy(pairlist): - # Filter out assets which would not allow setting a stoploss - if not self._validate_ticker_lowprice(tickers[p]): - pairlist.remove(p) - - return pairlist diff --git a/freqtrade/pairlist/ShuffleFilter.py b/freqtrade/pairlist/ShuffleFilter.py index a10a1af8b..ba3792213 100644 --- a/freqtrade/pairlist/ShuffleFilter.py +++ b/freqtrade/pairlist/ShuffleFilter.py @@ -3,7 +3,7 @@ Shuffle pair list filter """ import logging import random -from typing import Dict, List +from typing import Any, Dict, List from freqtrade.pairlist.IPairList import IPairList @@ -13,7 +13,8 @@ logger = logging.getLogger(__name__) class ShuffleFilter(IPairList): - def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict, + def __init__(self, exchange, pairlistmanager, + config: Dict[str, Any], pairlistconfig: Dict[str, Any], pairlist_pos: int) -> None: super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py index 88e143a50..4d6a2bad9 100644 --- a/freqtrade/pairlist/SpreadFilter.py +++ b/freqtrade/pairlist/SpreadFilter.py @@ -2,8 +2,7 @@ Spread pair list filter """ import logging -from copy import deepcopy -from typing import Dict, List +from typing import Any, Dict from freqtrade.pairlist.IPairList import IPairList @@ -13,7 +12,8 @@ logger = logging.getLogger(__name__) class SpreadFilter(IPairList): - def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict, + def __init__(self, exchange, pairlistmanager, + config: Dict[str, Any], pairlistconfig: Dict[str, Any], pairlist_pos: int) -> None: super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) @@ -35,7 +35,7 @@ class SpreadFilter(IPairList): return (f"{self.name} - Filtering pairs with ask/bid diff above " f"{self._max_spread_ratio * 100}%.") - def _validate_spread(self, ticker: dict) -> bool: + def _validate_pair(self, ticker: dict) -> bool: """ Validate spread for the ticker :param ticker: ticker dict as returned from ccxt.load_markets() @@ -51,20 +51,3 @@ class SpreadFilter(IPairList): else: return True return False - - def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: - """ - Filters and sorts pairlist and returns the whitelist again. - Called on each bot iteration - please use internal caching if necessary - :param pairlist: pairlist to filter or sort - :param tickers: Tickers (from exchange.get_tickers()). May be cached. - :return: new whitelist - """ - # Copy list since we're modifying this list - for p in deepcopy(pairlist): - ticker = tickers[p] - # Filter out assets - if not self._validate_spread(ticker): - pairlist.remove(p) - - return pairlist diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index b792ab037..f7bf2299f 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -19,7 +19,8 @@ SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume'] class VolumePairList(IPairList): - def __init__(self, exchange, pairlistmanager, config: Dict[str, Any], pairlistconfig: dict, + def __init__(self, exchange, pairlistmanager, + config: Dict[str, Any], pairlistconfig: Dict[str, Any], pairlist_pos: int) -> None: super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) From 4f0d928145faff6ac36e0f9541d2777012348459 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 20 May 2020 13:41:00 +0300 Subject: [PATCH 015/570] Introduce self._enabled in pairlist handlers --- freqtrade/pairlist/IPairList.py | 13 ++++++++----- freqtrade/pairlist/PrecisionFilter.py | 5 ++++- freqtrade/pairlist/PriceFilter.py | 4 +--- freqtrade/pairlist/SpreadFilter.py | 1 + 4 files changed, 14 insertions(+), 9 deletions(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index b93621f2e..e49ad1561 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -26,6 +26,8 @@ class IPairList(ABC): :param pairlistconfig: Configuration for this Pairlist Handler - can be empty. :param pairlist_pos: Position of the Pairlist Handler in the chain """ + self._enabled = True + self._exchange = exchange self._pairlistmanager = pairlistmanager self._config = config @@ -103,11 +105,12 @@ class IPairList(ABC): :param tickers: Tickers (from exchange.get_tickers()). May be cached. :return: new whitelist """ - # Copy list since we're modifying this list - for p in deepcopy(pairlist): - # Filter out assets - if not self._validate_pair(tickers[p]): - pairlist.remove(p) + if self._enabled: + # Copy list since we're modifying this list + for p in deepcopy(pairlist): + # Filter out assets + if not self._validate_pair(tickers[p]): + pairlist.remove(p) return pairlist diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py index 4abc9b637..0331347be 100644 --- a/freqtrade/pairlist/PrecisionFilter.py +++ b/freqtrade/pairlist/PrecisionFilter.py @@ -17,8 +17,11 @@ class PrecisionFilter(IPairList): pairlist_pos: int) -> None: super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) + self._stoploss = self._config['stoploss'] + self._enabled = self._stoploss != 0 + # Precalculate sanitized stoploss value to avoid recalculation for every pair - self._stoploss = 1 - abs(self._config['stoploss']) + self._stoploss = 1 - abs(self._stoploss) @property def needstickers(self) -> bool: diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index ade524fe7..b85d68269 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -18,6 +18,7 @@ class PriceFilter(IPairList): super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0) + self._enabled = self._low_price_ratio != 0 @property def needstickers(self) -> bool: @@ -40,9 +41,6 @@ class PriceFilter(IPairList): :param ticker: ticker dict as returned from ccxt.load_markets() :return: True if the pair can stay, false if it should be removed """ - if not self._low_price_ratio: - return True - if ticker['last'] is None: self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, because " diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py index 4d6a2bad9..0147c0068 100644 --- a/freqtrade/pairlist/SpreadFilter.py +++ b/freqtrade/pairlist/SpreadFilter.py @@ -18,6 +18,7 @@ class SpreadFilter(IPairList): super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) self._max_spread_ratio = pairlistconfig.get('max_spread_ratio', 0.005) + self._enabled = self._max_spread_ratio != 0 @property def needstickers(self) -> bool: From a11651ae672fb09348fe8e190dfa0734fe6d700d Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 20 May 2020 19:43:52 +0200 Subject: [PATCH 016/570] Correctly test cors --- freqtrade/rpc/api_server.py | 2 +- tests/rpc/test_rpc_apiserver.py | 22 ++++++++++++++-------- 2 files changed, 15 insertions(+), 9 deletions(-) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index debd91fe7..23b6a85b0 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -90,7 +90,7 @@ class ApiServer(RPC): self._config = freqtrade.config self.app = Flask(__name__) self._cors = CORS(self.app, - resources={r"/api/*": {"origins": "*", "supports_credentials": True}}, + resources={r"/api/*": {"supports_credentials": True, }} ) # Setup the Flask-JWT-Extended extension diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 208a94c66..1d68599f2 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -39,17 +39,21 @@ def client_post(client, url, data={}): return client.post(url, content_type="application/json", data=data, - headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS)}) + headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS), + 'Origin': 'example.com'}) def client_get(client, url): - return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS)}) + # Add fake Origin to ensure CORS kicks in + return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS), + 'Origin': 'example.com'}) -def assert_response(response, expected_code=200): +def assert_response(response, expected_code=200, needs_cors=True): assert response.status_code == expected_code assert response.content_type == "application/json" - assert ('Access-Control-Allow-Origin', '*') in response.headers._list + if needs_cors: + assert ('Access-Control-Allow-Credentials', 'true') in response.headers._list def test_api_not_found(botclient): @@ -66,12 +70,12 @@ def test_api_not_found(botclient): def test_api_unauthorized(botclient): ftbot, client = botclient rc = client.get(f"{BASE_URI}/ping") - assert_response(rc) + assert_response(rc, needs_cors=False) assert rc.json == {'status': 'pong'} # Don't send user/pass information rc = client.get(f"{BASE_URI}/version") - assert_response(rc, 401) + assert_response(rc, 401, needs_cors=False) assert rc.json == {'error': 'Unauthorized'} # Change only username @@ -105,7 +109,8 @@ def test_api_token_login(botclient): # test Authentication is working with JWT tokens too rc = client.get(f"{BASE_URI}/count", content_type="application/json", - headers={'Authorization': f'Bearer {rc.json["access_token"]}'}) + headers={'Authorization': f'Bearer {rc.json["access_token"]}', + 'Origin': 'example.com'}) assert_response(rc) @@ -116,7 +121,8 @@ def test_api_token_refresh(botclient): rc = client.post(f"{BASE_URI}/token/refresh", content_type="application/json", data=None, - headers={'Authorization': f'Bearer {rc.json["refresh_token"]}'}) + headers={'Authorization': f'Bearer {rc.json["refresh_token"]}', + 'Origin': 'example.com'}) assert_response(rc) assert 'access_token' in rc.json assert 'refresh_token' not in rc.json From 3b5ccf2efe02a3204147f5353279828762981c3c Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 20 May 2020 19:48:25 +0200 Subject: [PATCH 017/570] Fix documentation link --- docs/hyperopt.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 11161e58b..8efc51a39 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -487,7 +487,7 @@ As stated in the comment, you can also use it as the values of the corresponding If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges 0.02...0.35 and 0.01...0.1 correspondingly, which is sufficient in most cases. -Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py). +Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py). ## Show details of Hyperopt results From 1a984ac6774a9e7e20105580cc157f5ec482be45 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 21 May 2020 07:12:23 +0200 Subject: [PATCH 018/570] Explicitly raise ValueError if trades are empty --- freqtrade/data/btanalysis.py | 3 +++ tests/data/test_btanalysis.py | 4 ++++ 2 files changed, 7 insertions(+) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index b0c642c1d..f98135c27 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -194,7 +194,10 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str, :param col_name: Column name that will be assigned the results :param timeframe: Timeframe used during the operations :return: Returns df with one additional column, col_name, containing the cumulative profit. + :raise: ValueError if trade-dataframe was found empty. """ + if len(trades) == 0: + raise ValueError("Trade dataframe empty.") from freqtrade.exchange import timeframe_to_minutes timeframe_minutes = timeframe_to_minutes(timeframe) # Resample to timeframe to make sure trades match candles diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 4da2acc5e..50cf9db3d 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -178,6 +178,10 @@ def test_create_cum_profit1(testdatadir): assert cum_profits.iloc[0]['cum_profits'] == 0 assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005 + with pytest.raises(ValueError, match='Trade dataframe empty.'): + create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'NOTAPAIR'], + "cum_profits", timeframe="5m") + def test_calculate_max_drawdown(testdatadir): filename = testdatadir / "backtest-result_test.json" From 1f386c570d2f2ed109f7a3151fdad8f2462a7fec Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 21 May 2020 07:13:08 +0200 Subject: [PATCH 019/570] Don't start plotting profit without trades plotting profit only makes sense when trades are available --- freqtrade/plot/plotting.py | 6 +++++- tests/test_plotting.py | 8 +++++++- 2 files changed, 12 insertions(+), 2 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 60f838db2..095ca4133 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -10,8 +10,9 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown, create_cum_profit, extract_trades_of_period, load_trades) from freqtrade.data.converter import trim_dataframe -from freqtrade.exchange import timeframe_to_prev_date from freqtrade.data.history import load_data +from freqtrade.exceptions import OperationalException +from freqtrade.exchange import timeframe_to_prev_date from freqtrade.misc import pair_to_filename from freqtrade.resolvers import StrategyResolver @@ -504,6 +505,9 @@ def plot_profit(config: Dict[str, Any]) -> None: trades = trades[(trades['pair'].isin(plot_elements["pairs"])) & (~trades['close_time'].isnull()) ] + if len(trades) == 0: + raise OperationalException("No trades found, cannot generate Profit-plot without " + "trades from either Backtest result or database.") # Create an average close price of all the pairs that were involved. # this could be useful to gauge the overall market trend diff --git a/tests/test_plotting.py b/tests/test_plotting.py index 0258b94d1..5bb113784 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -374,7 +374,7 @@ def test_start_plot_profit_error(mocker): def test_plot_profit(default_conf, mocker, testdatadir, caplog): default_conf['trade_source'] = 'file' default_conf["datadir"] = testdatadir - default_conf['exportfilename'] = testdatadir / "backtest-result_test.json" + default_conf['exportfilename'] = testdatadir / "backtest-result_test_nofile.json" default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"] profit_mock = MagicMock() @@ -384,6 +384,12 @@ def test_plot_profit(default_conf, mocker, testdatadir, caplog): generate_profit_graph=profit_mock, store_plot_file=store_mock ) + with pytest.raises(OperationalException, + match=r"No trades found, cannot generate Profit-plot.*"): + plot_profit(default_conf) + + default_conf['exportfilename'] = testdatadir / "backtest-result_test.json" + plot_profit(default_conf) # Plot-profit generates one combined plot From cd0bf96c0e91043cc15cd108e36457df9ff61eba Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Thu, 21 May 2020 12:41:00 +0300 Subject: [PATCH 020/570] Improve pairlist tests --- freqtrade/pairlist/VolumePairList.py | 4 +- tests/pairlist/test_pairlist.py | 68 +++++++++++++++++++++++----- 2 files changed, 59 insertions(+), 13 deletions(-) diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index b792ab037..6213b3be3 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -36,8 +36,8 @@ class VolumePairList(IPairList): if not self._exchange.exchange_has('fetchTickers'): raise OperationalException( - 'Exchange does not support dynamic whitelist.' - 'Please edit your config and restart the bot' + 'Exchange does not support dynamic whitelist. ' + 'Please edit your config and restart the bot.' ) if not self._validate_keys(self._sort_key): diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index dcdfc2ead..e9e688b78 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -34,6 +34,28 @@ def whitelist_conf(default_conf): return default_conf +@pytest.fixture(scope="function") +def whitelist_conf_2(default_conf): + default_conf['stake_currency'] = 'BTC' + default_conf['exchange']['pair_whitelist'] = [ + 'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC', + 'BTT/BTC', 'HOT/BTC', 'FUEL/BTC', 'XRP/BTC' + ] + default_conf['exchange']['pair_blacklist'] = [ + 'BLK/BTC' + ] + default_conf['pairlists'] = [ + # { "method": "StaticPairList"}, + { + "method": "VolumePairList", + "number_assets": 5, + "sort_key": "quoteVolume", + "refresh_period": 0, + }, + ] + return default_conf + + @pytest.fixture(scope="function") def static_pl_conf(whitelist_conf): whitelist_conf['pairlists'] = [ @@ -119,24 +141,49 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co mocker.patch.multiple( 'freqtrade.exchange.Exchange', markets=PropertyMock(return_value=shitcoinmarkets), - ) + ) # argument: use the whitelist dynamically by exchange-volume whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC'] freqtrade.pairlists.refresh_pairlist() - assert whitelist == freqtrade.pairlists.whitelist - whitelist_conf['pairlists'] = [{'method': 'VolumePairList', - 'config': {} - } - ] - + whitelist_conf['pairlists'] = [{'method': 'VolumePairList'}] with pytest.raises(OperationalException, match=r'`number_assets` not specified. Please check your configuration ' r'for "pairlist.config.number_assets"'): PairListManager(freqtrade.exchange, whitelist_conf) +def test_refresh_pairlist_dynamic_2(mocker, shitcoinmarkets, tickers, whitelist_conf_2): + + tickers_dict = tickers() + + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + exchange_has=MagicMock(return_value=True), + ) + # Remove caching of ticker data to emulate changing volume by the time of second call + mocker.patch.multiple( + 'freqtrade.pairlist.pairlistmanager.PairListManager', + _get_cached_tickers=MagicMock(return_value=tickers_dict), + ) + freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_2) + # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=shitcoinmarkets), + ) + + whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC'] + freqtrade.pairlists.refresh_pairlist() + assert whitelist == freqtrade.pairlists.whitelist + + whitelist = ['FUEL/BTC', 'ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'] + tickers_dict['FUEL/BTC']['quoteVolume'] = 10000.0 + freqtrade.pairlists.refresh_pairlist() + assert whitelist == freqtrade.pairlists.whitelist + + def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -267,16 +314,15 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: - default_conf['pairlists'] = [{'method': 'VolumePairList', - 'config': {'number_assets': 10} - }] + default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}] mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers, exchange_has=MagicMock(return_value=False), ) - with pytest.raises(OperationalException): + with pytest.raises(OperationalException, + match=r'Exchange does not support dynamic whitelist.*'): get_patched_freqtradebot(mocker, default_conf) From fcae48d5a0a7dcc9464d5ef26cfeae90c6f1c9d7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 22 May 2020 06:55:20 +0200 Subject: [PATCH 021/570] Some reordering of subcommands --- freqtrade/commands/arguments.py | 54 ++++++++++++++++----------------- 1 file changed, 27 insertions(+), 27 deletions(-) diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index a03da00ab..8ae4eb222 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -181,25 +181,6 @@ class Arguments: trade_cmd.set_defaults(func=start_trading) self._build_args(optionlist=ARGS_TRADE, parser=trade_cmd) - # Add backtesting subcommand - backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.', - parents=[_common_parser, _strategy_parser]) - backtesting_cmd.set_defaults(func=start_backtesting) - self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd) - - # Add edge subcommand - edge_cmd = subparsers.add_parser('edge', help='Edge module.', - parents=[_common_parser, _strategy_parser]) - edge_cmd.set_defaults(func=start_edge) - self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd) - - # Add hyperopt subcommand - hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.', - parents=[_common_parser, _strategy_parser], - ) - hyperopt_cmd.set_defaults(func=start_hyperopt) - self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd) - # add create-userdir subcommand create_userdir_cmd = subparsers.add_parser('create-userdir', help="Create user-data directory.", @@ -225,6 +206,18 @@ class Arguments: build_hyperopt_cmd.set_defaults(func=start_new_hyperopt) self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd) + # Add backtesting subcommand + backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.', + parents=[_common_parser, _strategy_parser]) + backtesting_cmd.set_defaults(func=start_backtesting) + self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd) + + # Add edge subcommand + edge_cmd = subparsers.add_parser('edge', help='Edge module.', + parents=[_common_parser, _strategy_parser]) + edge_cmd.set_defaults(func=start_edge) + self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd) + # Add list-strategies subcommand list_strategies_cmd = subparsers.add_parser( 'list-strategies', @@ -287,6 +280,15 @@ class Arguments: test_pairlist_cmd.set_defaults(func=start_test_pairlist) self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd) + # Add show-trades subcommand + show_trades = subparsers.add_parser( + 'show-trades', + help='Show trades.', + parents=[_common_parser], + ) + show_trades.set_defaults(func=start_show_trades) + self._build_args(optionlist=ARGS_SHOW_TRADES, parser=show_trades) + # Add download-data subcommand download_data_cmd = subparsers.add_parser( 'download-data', @@ -332,14 +334,12 @@ class Arguments: plot_profit_cmd.set_defaults(func=start_plot_profit) self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd) - # Add show-trades subcommand - show_trades = subparsers.add_parser( - 'show-trades', - help='Show trades.', - parents=[_common_parser], - ) - show_trades.set_defaults(func=start_show_trades) - self._build_args(optionlist=ARGS_SHOW_TRADES, parser=show_trades) + # Add hyperopt subcommand + hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.', + parents=[_common_parser, _strategy_parser], + ) + hyperopt_cmd.set_defaults(func=start_hyperopt) + self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd) # Add hyperopt-list subcommand hyperopt_list_cmd = subparsers.add_parser( From 33b270b81f2b3905c253754d4c641ce37f0f2c22 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 22 May 2020 06:57:20 +0200 Subject: [PATCH 022/570] reorder more arguments --- freqtrade/commands/arguments.py | 104 ++++++++++++++++---------------- 1 file changed, 52 insertions(+), 52 deletions(-) diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 8ae4eb222..5f1f23256 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -206,6 +206,33 @@ class Arguments: build_hyperopt_cmd.set_defaults(func=start_new_hyperopt) self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd) + # Add download-data subcommand + download_data_cmd = subparsers.add_parser( + 'download-data', + help='Download backtesting data.', + parents=[_common_parser], + ) + download_data_cmd.set_defaults(func=start_download_data) + self._build_args(optionlist=ARGS_DOWNLOAD_DATA, parser=download_data_cmd) + + # Add convert-data subcommand + convert_data_cmd = subparsers.add_parser( + 'convert-data', + help='Convert candle (OHLCV) data from one format to another.', + parents=[_common_parser], + ) + convert_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=True)) + self._build_args(optionlist=ARGS_CONVERT_DATA_OHLCV, parser=convert_data_cmd) + + # Add convert-trade-data subcommand + convert_trade_data_cmd = subparsers.add_parser( + 'convert-trade-data', + help='Convert trade data from one format to another.', + parents=[_common_parser], + ) + convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False)) + self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd) + # Add backtesting subcommand backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.', parents=[_common_parser, _strategy_parser]) @@ -218,6 +245,31 @@ class Arguments: edge_cmd.set_defaults(func=start_edge) self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd) + # Add hyperopt subcommand + hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.', + parents=[_common_parser, _strategy_parser], + ) + hyperopt_cmd.set_defaults(func=start_hyperopt) + self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd) + + # Add hyperopt-list subcommand + hyperopt_list_cmd = subparsers.add_parser( + 'hyperopt-list', + help='List Hyperopt results', + parents=[_common_parser], + ) + hyperopt_list_cmd.set_defaults(func=start_hyperopt_list) + self._build_args(optionlist=ARGS_HYPEROPT_LIST, parser=hyperopt_list_cmd) + + # Add hyperopt-show subcommand + hyperopt_show_cmd = subparsers.add_parser( + 'hyperopt-show', + help='Show details of Hyperopt results', + parents=[_common_parser], + ) + hyperopt_show_cmd.set_defaults(func=start_hyperopt_show) + self._build_args(optionlist=ARGS_HYPEROPT_SHOW, parser=hyperopt_show_cmd) + # Add list-strategies subcommand list_strategies_cmd = subparsers.add_parser( 'list-strategies', @@ -289,33 +341,6 @@ class Arguments: show_trades.set_defaults(func=start_show_trades) self._build_args(optionlist=ARGS_SHOW_TRADES, parser=show_trades) - # Add download-data subcommand - download_data_cmd = subparsers.add_parser( - 'download-data', - help='Download backtesting data.', - parents=[_common_parser], - ) - download_data_cmd.set_defaults(func=start_download_data) - self._build_args(optionlist=ARGS_DOWNLOAD_DATA, parser=download_data_cmd) - - # Add convert-data subcommand - convert_data_cmd = subparsers.add_parser( - 'convert-data', - help='Convert candle (OHLCV) data from one format to another.', - parents=[_common_parser], - ) - convert_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=True)) - self._build_args(optionlist=ARGS_CONVERT_DATA_OHLCV, parser=convert_data_cmd) - - # Add convert-trade-data subcommand - convert_trade_data_cmd = subparsers.add_parser( - 'convert-trade-data', - help='Convert trade data from one format to another.', - parents=[_common_parser], - ) - convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False)) - self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd) - # Add Plotting subcommand plot_dataframe_cmd = subparsers.add_parser( 'plot-dataframe', @@ -333,28 +358,3 @@ class Arguments: ) plot_profit_cmd.set_defaults(func=start_plot_profit) self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd) - - # Add hyperopt subcommand - hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.', - parents=[_common_parser, _strategy_parser], - ) - hyperopt_cmd.set_defaults(func=start_hyperopt) - self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd) - - # Add hyperopt-list subcommand - hyperopt_list_cmd = subparsers.add_parser( - 'hyperopt-list', - help='List Hyperopt results', - parents=[_common_parser], - ) - hyperopt_list_cmd.set_defaults(func=start_hyperopt_list) - self._build_args(optionlist=ARGS_HYPEROPT_LIST, parser=hyperopt_list_cmd) - - # Add hyperopt-show subcommand - hyperopt_show_cmd = subparsers.add_parser( - 'hyperopt-show', - help='Show details of Hyperopt results', - parents=[_common_parser], - ) - hyperopt_show_cmd.set_defaults(func=start_hyperopt_show) - self._build_args(optionlist=ARGS_HYPEROPT_SHOW, parser=hyperopt_show_cmd) From 1663a67959330fa619afdab83abdae7b7d02c8e3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 22 May 2020 07:00:09 +0200 Subject: [PATCH 023/570] Reorder list-arguments --- freqtrade/commands/arguments.py | 60 ++++++++++++++++----------------- 1 file changed, 30 insertions(+), 30 deletions(-) diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 5f1f23256..4b7ce4cc3 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -270,24 +270,6 @@ class Arguments: hyperopt_show_cmd.set_defaults(func=start_hyperopt_show) self._build_args(optionlist=ARGS_HYPEROPT_SHOW, parser=hyperopt_show_cmd) - # Add list-strategies subcommand - list_strategies_cmd = subparsers.add_parser( - 'list-strategies', - help='Print available strategies.', - parents=[_common_parser], - ) - list_strategies_cmd.set_defaults(func=start_list_strategies) - self._build_args(optionlist=ARGS_LIST_STRATEGIES, parser=list_strategies_cmd) - - # Add list-hyperopts subcommand - list_hyperopts_cmd = subparsers.add_parser( - 'list-hyperopts', - help='Print available hyperopt classes.', - parents=[_common_parser], - ) - list_hyperopts_cmd.set_defaults(func=start_list_hyperopts) - self._build_args(optionlist=ARGS_LIST_HYPEROPTS, parser=list_hyperopts_cmd) - # Add list-exchanges subcommand list_exchanges_cmd = subparsers.add_parser( 'list-exchanges', @@ -297,14 +279,14 @@ class Arguments: list_exchanges_cmd.set_defaults(func=start_list_exchanges) self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd) - # Add list-timeframes subcommand - list_timeframes_cmd = subparsers.add_parser( - 'list-timeframes', - help='Print available ticker intervals (timeframes) for the exchange.', + # Add list-hyperopts subcommand + list_hyperopts_cmd = subparsers.add_parser( + 'list-hyperopts', + help='Print available hyperopt classes.', parents=[_common_parser], ) - list_timeframes_cmd.set_defaults(func=start_list_timeframes) - self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd) + list_hyperopts_cmd.set_defaults(func=start_list_hyperopts) + self._build_args(optionlist=ARGS_LIST_HYPEROPTS, parser=list_hyperopts_cmd) # Add list-markets subcommand list_markets_cmd = subparsers.add_parser( @@ -324,13 +306,23 @@ class Arguments: list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True)) self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd) - # Add test-pairlist subcommand - test_pairlist_cmd = subparsers.add_parser( - 'test-pairlist', - help='Test your pairlist configuration.', + # Add list-strategies subcommand + list_strategies_cmd = subparsers.add_parser( + 'list-strategies', + help='Print available strategies.', + parents=[_common_parser], ) - test_pairlist_cmd.set_defaults(func=start_test_pairlist) - self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd) + list_strategies_cmd.set_defaults(func=start_list_strategies) + self._build_args(optionlist=ARGS_LIST_STRATEGIES, parser=list_strategies_cmd) + + # Add list-timeframes subcommand + list_timeframes_cmd = subparsers.add_parser( + 'list-timeframes', + help='Print available ticker intervals (timeframes) for the exchange.', + parents=[_common_parser], + ) + list_timeframes_cmd.set_defaults(func=start_list_timeframes) + self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd) # Add show-trades subcommand show_trades = subparsers.add_parser( @@ -341,6 +333,14 @@ class Arguments: show_trades.set_defaults(func=start_show_trades) self._build_args(optionlist=ARGS_SHOW_TRADES, parser=show_trades) + # Add test-pairlist subcommand + test_pairlist_cmd = subparsers.add_parser( + 'test-pairlist', + help='Test your pairlist configuration.', + ) + test_pairlist_cmd.set_defaults(func=start_test_pairlist) + self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd) + # Add Plotting subcommand plot_dataframe_cmd = subparsers.add_parser( 'plot-dataframe', From 43e2bce6f8a3d00a6b7c4b45fd224fb0ac0a7632 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 22 May 2020 07:00:57 +0200 Subject: [PATCH 024/570] Update readme with current command list --- README.md | 50 ++++++++++++++++++++++++++------------------------ 1 file changed, 26 insertions(+), 24 deletions(-) diff --git a/README.md b/README.md index 88070d45e..3dd0d5bb1 100644 --- a/README.md +++ b/README.md @@ -68,40 +68,42 @@ For any other type of installation please refer to [Installation doc](https://ww ### Bot commands ``` -usage: freqtrade [-h] [-v] [--logfile FILE] [--version] [-c PATH] [-d PATH] - [-s NAME] [--strategy-path PATH] [--dynamic-whitelist [INT]] - [--db-url PATH] [--sd-notify] - {backtesting,edge,hyperopt} ... +usage: freqtrade [-h] [-V] + {trade,create-userdir,new-config,new-strategy,new-hyperopt,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit} + ... Free, open source crypto trading bot positional arguments: - {backtesting,edge,hyperopt} + {trade,create-userdir,new-config,new-strategy,new-hyperopt,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit} + trade Trade module. + create-userdir Create user-data directory. + new-config Create new config + new-strategy Create new strategy + new-hyperopt Create new hyperopt + download-data Download backtesting data. + convert-data Convert candle (OHLCV) data from one format to another. + convert-trade-data Convert trade data from one format to another. backtesting Backtesting module. edge Edge module. hyperopt Hyperopt module. + hyperopt-list List Hyperopt results + hyperopt-show Show details of Hyperopt results + list-exchanges Print available exchanges. + list-hyperopts Print available hyperopt classes. + list-markets Print markets on exchange. + list-pairs Print pairs on exchange. + list-strategies Print available strategies. + list-timeframes Print available ticker intervals (timeframes) for the exchange. + show-trades Show trades. + test-pairlist Test your pairlist configuration. + plot-dataframe Plot candles with indicators. + plot-profit Generate plot showing profits. optional arguments: -h, --help show this help message and exit - -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). - --logfile FILE Log to the file specified - --version show program's version number and exit - -c PATH, --config PATH - Specify configuration file (default: None). Multiple - --config options may be used. - -d PATH, --datadir PATH - Path to backtest data. - -s NAME, --strategy NAME - Specify strategy class name (default: - DefaultStrategy). - --strategy-path PATH Specify additional strategy lookup path. - --dynamic-whitelist [INT] - Dynamically generate and update whitelist based on 24h - BaseVolume (default: 20). DEPRECATED. - --db-url PATH Override trades database URL, this is useful if - dry_run is enabled or in custom deployments (default: - None). - --sd-notify Notify systemd service manager. + -V, --version show program's version number and exit + ``` ### Telegram RPC commands From 98db1d52c63bb674bb18b5ce68d9a2e4b67a0ab5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 22 May 2020 07:04:36 +0200 Subject: [PATCH 025/570] Reorder new commands --- README.md | 2 +- freqtrade/commands/arguments.py | 12 ++++++------ 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/README.md b/README.md index 3dd0d5bb1..08e408f7f 100644 --- a/README.md +++ b/README.md @@ -79,8 +79,8 @@ positional arguments: trade Trade module. create-userdir Create user-data directory. new-config Create new config - new-strategy Create new strategy new-hyperopt Create new hyperopt + new-strategy Create new strategy download-data Download backtesting data. convert-data Convert candle (OHLCV) data from one format to another. convert-trade-data Convert trade data from one format to another. diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 4b7ce4cc3..1b7bbfeb5 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -194,18 +194,18 @@ class Arguments: build_config_cmd.set_defaults(func=start_new_config) self._build_args(optionlist=ARGS_BUILD_CONFIG, parser=build_config_cmd) - # add new-strategy subcommand - build_strategy_cmd = subparsers.add_parser('new-strategy', - help="Create new strategy") - build_strategy_cmd.set_defaults(func=start_new_strategy) - self._build_args(optionlist=ARGS_BUILD_STRATEGY, parser=build_strategy_cmd) - # add new-hyperopt subcommand build_hyperopt_cmd = subparsers.add_parser('new-hyperopt', help="Create new hyperopt") build_hyperopt_cmd.set_defaults(func=start_new_hyperopt) self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd) + # add new-strategy subcommand + build_strategy_cmd = subparsers.add_parser('new-strategy', + help="Create new strategy") + build_strategy_cmd.set_defaults(func=start_new_strategy) + self._build_args(optionlist=ARGS_BUILD_STRATEGY, parser=build_strategy_cmd) + # Add download-data subcommand download_data_cmd = subparsers.add_parser( 'download-data', From 073d9d3853bcb381da1290970803b0f0868c61ea Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 22 May 2020 13:47:11 +0200 Subject: [PATCH 026/570] Update readme.md with adjusted sequence --- README.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/README.md b/README.md index 08e408f7f..cfb384702 100644 --- a/README.md +++ b/README.md @@ -69,13 +69,13 @@ For any other type of installation please refer to [Installation doc](https://ww ``` usage: freqtrade [-h] [-V] - {trade,create-userdir,new-config,new-strategy,new-hyperopt,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit} + {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit} ... Free, open source crypto trading bot positional arguments: - {trade,create-userdir,new-config,new-strategy,new-hyperopt,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit} + {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit} trade Trade module. create-userdir Create user-data directory. new-config Create new config From 8e89802b2d099566ffb1de5effdeec10a52f43d2 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 22 May 2020 15:03:49 +0300 Subject: [PATCH 027/570] Split the generation logic and filtering --- freqtrade/pairlist/IPairList.py | 11 +++ freqtrade/pairlist/StaticPairList.py | 11 ++- freqtrade/pairlist/VolumePairList.py | 60 ++++++------ freqtrade/pairlist/pairlistmanager.py | 3 + tests/pairlist/test_pairlist.py | 127 +++++++++++++++++--------- 5 files changed, 135 insertions(+), 77 deletions(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index e49ad1561..0a291fdf7 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -8,6 +8,7 @@ from typing import Any, Dict, List from cachetools import TTLCache, cached +from freqtrade.exceptions import OperationalException from freqtrade.exchange import market_is_active @@ -90,6 +91,16 @@ class IPairList(ABC): """ raise NotImplementedError() + def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]: + """ + Generate the pairlist + :param cached_pairlist: Previously generated pairlist (cached) + :param tickers: Tickers (from exchange.get_tickers()). + :return: List of pairs + """ + raise OperationalException("This Pairlist Handler should not be used " + "at the first position in the list of Pairlist Handlers.") + def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: """ Filters and sorts pairlist and returns the whitelist again. diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py index 07e559168..0218833e3 100644 --- a/freqtrade/pairlist/StaticPairList.py +++ b/freqtrade/pairlist/StaticPairList.py @@ -30,6 +30,15 @@ class StaticPairList(IPairList): """ return f"{self.name}" + def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]: + """ + Generate the pairlist + :param cached_pairlist: Previously generated pairlist (cached) + :param tickers: Tickers (from exchange.get_tickers()). + :return: List of pairs + """ + return self._whitelist_for_active_markets(self._config['exchange']['pair_whitelist']) + def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: """ Filters and sorts pairlist and returns the whitelist again. @@ -38,4 +47,4 @@ class StaticPairList(IPairList): :param tickers: Tickers (from exchange.get_tickers()). May be cached. :return: new whitelist """ - return self._whitelist_for_active_markets(self._config['exchange']['pair_whitelist']) + return pairlist diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index 6f39ae6d6..d32be3dc9 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -68,6 +68,31 @@ class VolumePairList(IPairList): """ return f"{self.name} - top {self._pairlistconfig['number_assets']} volume pairs." + def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]: + """ + Generate the pairlist + :param cached_pairlist: Previously generated pairlist (cached) + :param tickers: Tickers (from exchange.get_tickers()). + :return: List of pairs + """ + # Generate dynamic whitelist + # Must always run if this pairlist is not the first in the list. + if self._last_refresh + self.refresh_period < datetime.now().timestamp(): + self._last_refresh = int(datetime.now().timestamp()) + + # Use fresh pairlist + # Check if pair quote currency equals to the stake currency. + filtered_tickers = [ + v for k, v in tickers.items() + if (self._exchange.get_pair_quote_currency(k) == self._stake_currency + and v[self._sort_key] is not None)] + pairlist = [s['symbol'] for s in filtered_tickers] + else: + # Use the cached pairlist if it's not time yet to refresh + pairlist = cached_pairlist + + return pairlist + def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: """ Filters and sorts pairlist and returns the whitelist again. @@ -76,37 +101,8 @@ class VolumePairList(IPairList): :param tickers: Tickers (from exchange.get_tickers()). May be cached. :return: new whitelist """ - # Generate dynamic whitelist - # Must always run if this pairlist is not the first in the list. - if (self._pairlist_pos != 0 or - (self._last_refresh + self.refresh_period < datetime.now().timestamp())): - - self._last_refresh = int(datetime.now().timestamp()) - pairs = self._gen_pair_whitelist(pairlist, tickers) - else: - pairs = pairlist - - self.log_on_refresh(logger.info, f"Searching {self._number_pairs} pairs: {pairs}") - - return pairs - - def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict) -> List[str]: - """ - Updates the whitelist with with a dynamically generated list - :param pairlist: pairlist to filter or sort - :param tickers: Tickers (from exchange.get_tickers()). - :return: List of pairs - """ - if self._pairlist_pos == 0: - # If VolumePairList is the first in the list, use fresh pairlist - # Check if pair quote currency equals to the stake currency. - filtered_tickers = [ - v for k, v in tickers.items() - if (self._exchange.get_pair_quote_currency(k) == self._stake_currency - and v[self._sort_key] is not None)] - else: - # If other pairlist is in front, use the incoming pairlist. - filtered_tickers = [v for k, v in tickers.items() if k in pairlist] + # Use the incoming pairlist. + filtered_tickers = [v for k, v in tickers.items() if k in pairlist] if self._min_value > 0: filtered_tickers = [ @@ -120,4 +116,6 @@ class VolumePairList(IPairList): # Limit pairlist to the requested number of pairs pairs = pairs[:self._number_pairs] + self.log_on_refresh(logger.info, f"Searching {self._number_pairs} pairs: {pairs}") + return pairs diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py index 6ad6c610b..177f79083 100644 --- a/freqtrade/pairlist/pairlistmanager.py +++ b/freqtrade/pairlist/pairlistmanager.py @@ -87,6 +87,9 @@ class PairListManager(): # Adjust whitelist if filters are using tickers pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers) + # Generate the pairlist with first Pairlist Handler in the chain + pairlist = self._pairlist_handlers[0].gen_pairlist(self._whitelist, tickers) + # Process all Pairlist Handlers in the chain for pairlist_handler in self._pairlist_handlers: pairlist = pairlist_handler.filter_pairlist(pairlist, tickers) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index e9e688b78..febb8b163 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -19,7 +19,8 @@ def whitelist_conf(default_conf): 'TKN/BTC', 'TRST/BTC', 'SWT/BTC', - 'BCC/BTC' + 'BCC/BTC', + 'HOT/BTC', ] default_conf['exchange']['pair_blacklist'] = [ 'BLK/BTC' @@ -201,21 +202,21 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): assert set(whitelist) == set(pairslist) -@pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [ +@pytest.mark.parametrize("pairlists,base_currency,whitelist_result,operational_exception", [ # VolumePairList only ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], - "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']), + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC'], False), # Different sorting depending on quote or bid volume ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}], - "BTC", ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']), + "BTC", ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC'], False), ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], - "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']), + "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT'], False), # No pair for ETH, VolumePairList ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], - "ETH", []), + "ETH", [], False), # No pair for ETH, StaticPairList ([{"method": "StaticPairList"}], - "ETH", []), + "ETH", [], False), # No pair for ETH, all handlers ([{"method": "StaticPairList"}, {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, @@ -223,57 +224,87 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): {"method": "PriceFilter", "low_price_ratio": 0.03}, {"method": "SpreadFilter", "max_spread_ratio": 0.005}, {"method": "ShuffleFilter"}], - "ETH", []), + "ETH", [], False), # Precisionfilter and quote volume ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, - {"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']), + {"method": "PrecisionFilter"}], + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False), # Precisionfilter bid ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}, - {"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']), + {"method": "PrecisionFilter"}], + "BTC", ['FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC'], False), # PriceFilter and VolumePairList ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "PriceFilter", "low_price_ratio": 0.03}], - "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']), + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False), # PriceFilter and VolumePairList ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "PriceFilter", "low_price_ratio": 0.03}], - "USDT", ['ETH/USDT', 'NANO/USDT']), + "USDT", ['ETH/USDT', 'NANO/USDT'], False), # Hot is removed by precision_filter, Fuel by low_price_filter. ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"}, {"method": "PrecisionFilter"}, {"method": "PriceFilter", "low_price_ratio": 0.02}], - "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']), + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False), # HOT and XRP are removed because below 1250 quoteVolume ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", "min_value": 1250}], - "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']), + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], False), # StaticPairlist only ([{"method": "StaticPairList"}], - "BTC", ['ETH/BTC', 'TKN/BTC']), + "BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC'], False), # Static Pairlist before VolumePairList - sorting changes ([{"method": "StaticPairList"}, {"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}], - "BTC", ['TKN/BTC', 'ETH/BTC']), + "BTC", ['HOT/BTC', 'TKN/BTC', 'ETH/BTC'], False), # SpreadFilter ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "SpreadFilter", "max_spread_ratio": 0.005}], - "USDT", ['ETH/USDT']), + "USDT", ['ETH/USDT'], False), # ShuffleFilter ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "ShuffleFilter", "seed": 77}], - "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']), + "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT'], False), # ShuffleFilter, other seed ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "ShuffleFilter", "seed": 42}], - "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']), + "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT'], False), # ShuffleFilter, no seed ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "ShuffleFilter"}], - "USDT", 3), + "USDT", 3, False), + # PrecisionFilter after StaticPairList + ([{"method": "StaticPairList"}, + {"method": "PrecisionFilter"}], + "BTC", ['ETH/BTC', 'TKN/BTC'], False), + # PrecisionFilter only + ([{"method": "PrecisionFilter"}], + "BTC", ['ETH/BTC', 'TKN/BTC'], True), + # PriceFilter after StaticPairList + ([{"method": "StaticPairList"}, + {"method": "PriceFilter", "low_price_ratio": 0.02}], + "BTC", ['ETH/BTC', 'TKN/BTC'], False), + # PriceFilter only + ([{"method": "PriceFilter", "low_price_ratio": 0.02}], + "BTC", ['ETH/BTC', 'TKN/BTC'], True), + # ShuffleFilter after StaticPairList + ([{"method": "StaticPairList"}, + {"method": "ShuffleFilter", "seed": 42}], + "BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC'], False), + # ShuffleFilter only + ([{"method": "ShuffleFilter", "seed": 42}], + "BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC'], True), + # SpreadFilter after StaticPairList + ([{"method": "StaticPairList"}, + {"method": "SpreadFilter", "max_spread_ratio": 0.005}], + "BTC", ['ETH/BTC', 'TKN/BTC'], False), + # SpreadFilter only + ([{"method": "SpreadFilter", "max_spread_ratio": 0.005}], + "BTC", ['ETH/BTC', 'TKN/BTC'], True), ]) def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers, pairlists, base_currency, whitelist_result, - caplog) -> None: + operational_exception, caplog) -> None: whitelist_conf['pairlists'] = pairlists whitelist_conf['stake_currency'] = base_currency @@ -285,32 +316,38 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t markets=PropertyMock(return_value=shitcoinmarkets), ) - freqtrade.pairlists.refresh_pairlist() - whitelist = freqtrade.pairlists.whitelist - - assert isinstance(whitelist, list) - - # Verify length of pairlist matches (used for ShuffleFilter without seed) - if type(whitelist_result) is list: - assert whitelist == whitelist_result + if operational_exception: + with pytest.raises(OperationalException, + match=r"This Pairlist Handler should not be used at the first position " + r"in the list of Pairlist Handlers."): + freqtrade.pairlists.refresh_pairlist() else: - len(whitelist) == whitelist_result + freqtrade.pairlists.refresh_pairlist() + whitelist = freqtrade.pairlists.whitelist - for pairlist in pairlists: - if pairlist['method'] == 'PrecisionFilter' and whitelist_result: - assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' - r'would be <= stop limit.*', caplog) - if pairlist['method'] == 'PriceFilter' and whitelist_result: - assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or - log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*", - caplog)) - if pairlist['method'] == 'VolumePairList': - logmsg = ("DEPRECATED: using any key other than quoteVolume for " - "VolumePairList is deprecated.") - if pairlist['sort_key'] != 'quoteVolume': - assert log_has(logmsg, caplog) - else: - assert not log_has(logmsg, caplog) + assert isinstance(whitelist, list) + + # Verify length of pairlist matches (used for ShuffleFilter without seed) + if type(whitelist_result) is list: + assert whitelist == whitelist_result + else: + len(whitelist) == whitelist_result + + for pairlist in pairlists: + if pairlist['method'] == 'PrecisionFilter' and whitelist_result: + assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' + r'would be <= stop limit.*', caplog) + if pairlist['method'] == 'PriceFilter' and whitelist_result: + assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or + log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] " + r"is empty.*", caplog)) + if pairlist['method'] == 'VolumePairList': + logmsg = ("DEPRECATED: using any key other than quoteVolume for " + "VolumePairList is deprecated.") + if pairlist['sort_key'] != 'quoteVolume': + assert log_has(logmsg, caplog) + else: + assert not log_has(logmsg, caplog) def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: From 0e416dc4f58983af5ee5440a493d52ccadaf97cc Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 22 May 2020 16:42:02 +0300 Subject: [PATCH 028/570] Simplify tests --- tests/pairlist/test_pairlist.py | 59 +++++++++++++++++---------------- 1 file changed, 30 insertions(+), 29 deletions(-) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index febb8b163..3e3241071 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -202,21 +202,21 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): assert set(whitelist) == set(pairslist) -@pytest.mark.parametrize("pairlists,base_currency,whitelist_result,operational_exception", [ +@pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [ # VolumePairList only ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], - "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC'], False), + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']), # Different sorting depending on quote or bid volume ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}], - "BTC", ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC'], False), + "BTC", ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']), ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], - "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT'], False), + "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']), # No pair for ETH, VolumePairList ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], - "ETH", [], False), + "ETH", []), # No pair for ETH, StaticPairList ([{"method": "StaticPairList"}], - "ETH", [], False), + "ETH", []), # No pair for ETH, all handlers ([{"method": "StaticPairList"}, {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, @@ -224,87 +224,87 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): {"method": "PriceFilter", "low_price_ratio": 0.03}, {"method": "SpreadFilter", "max_spread_ratio": 0.005}, {"method": "ShuffleFilter"}], - "ETH", [], False), + "ETH", []), # Precisionfilter and quote volume ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "PrecisionFilter"}], - "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False), + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']), # Precisionfilter bid ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}, {"method": "PrecisionFilter"}], - "BTC", ['FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC'], False), + "BTC", ['FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']), # PriceFilter and VolumePairList ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "PriceFilter", "low_price_ratio": 0.03}], - "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False), + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']), # PriceFilter and VolumePairList ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "PriceFilter", "low_price_ratio": 0.03}], - "USDT", ['ETH/USDT', 'NANO/USDT'], False), + "USDT", ['ETH/USDT', 'NANO/USDT']), # Hot is removed by precision_filter, Fuel by low_price_filter. ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"}, {"method": "PrecisionFilter"}, {"method": "PriceFilter", "low_price_ratio": 0.02}], - "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False), + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']), # HOT and XRP are removed because below 1250 quoteVolume ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", "min_value": 1250}], - "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], False), + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']), # StaticPairlist only ([{"method": "StaticPairList"}], - "BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC'], False), + "BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']), # Static Pairlist before VolumePairList - sorting changes ([{"method": "StaticPairList"}, {"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}], - "BTC", ['HOT/BTC', 'TKN/BTC', 'ETH/BTC'], False), + "BTC", ['HOT/BTC', 'TKN/BTC', 'ETH/BTC']), # SpreadFilter ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "SpreadFilter", "max_spread_ratio": 0.005}], - "USDT", ['ETH/USDT'], False), + "USDT", ['ETH/USDT']), # ShuffleFilter ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "ShuffleFilter", "seed": 77}], - "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT'], False), + "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']), # ShuffleFilter, other seed ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "ShuffleFilter", "seed": 42}], - "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT'], False), + "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']), # ShuffleFilter, no seed ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "ShuffleFilter"}], - "USDT", 3, False), + "USDT", 3), # whitelist_result is integer -- check only lenght of randomized pairlist # PrecisionFilter after StaticPairList ([{"method": "StaticPairList"}, {"method": "PrecisionFilter"}], - "BTC", ['ETH/BTC', 'TKN/BTC'], False), + "BTC", ['ETH/BTC', 'TKN/BTC']), # PrecisionFilter only ([{"method": "PrecisionFilter"}], - "BTC", ['ETH/BTC', 'TKN/BTC'], True), + "BTC", None), # OperationalException expected # PriceFilter after StaticPairList ([{"method": "StaticPairList"}, {"method": "PriceFilter", "low_price_ratio": 0.02}], - "BTC", ['ETH/BTC', 'TKN/BTC'], False), + "BTC", ['ETH/BTC', 'TKN/BTC']), # PriceFilter only ([{"method": "PriceFilter", "low_price_ratio": 0.02}], - "BTC", ['ETH/BTC', 'TKN/BTC'], True), + "BTC", None), # OperationalException expected # ShuffleFilter after StaticPairList ([{"method": "StaticPairList"}, {"method": "ShuffleFilter", "seed": 42}], - "BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC'], False), + "BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC']), # ShuffleFilter only ([{"method": "ShuffleFilter", "seed": 42}], - "BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC'], True), + "BTC", None), # OperationalException expected # SpreadFilter after StaticPairList ([{"method": "StaticPairList"}, {"method": "SpreadFilter", "max_spread_ratio": 0.005}], - "BTC", ['ETH/BTC', 'TKN/BTC'], False), + "BTC", ['ETH/BTC', 'TKN/BTC']), # SpreadFilter only ([{"method": "SpreadFilter", "max_spread_ratio": 0.005}], - "BTC", ['ETH/BTC', 'TKN/BTC'], True), + "BTC", None), # OperationalException expected ]) def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers, pairlists, base_currency, whitelist_result, - operational_exception, caplog) -> None: + caplog) -> None: whitelist_conf['pairlists'] = pairlists whitelist_conf['stake_currency'] = base_currency @@ -316,7 +316,8 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t markets=PropertyMock(return_value=shitcoinmarkets), ) - if operational_exception: + # Set whitelist_result to None if pairlist is invalid and should produce exception + if whitelist_result is None: with pytest.raises(OperationalException, match=r"This Pairlist Handler should not be used at the first position " r"in the list of Pairlist Handlers."): From 046202fdda29aae131852d9e02317f80906dc2bc Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 22 May 2020 20:56:34 +0200 Subject: [PATCH 029/570] Fix typing circular dependency --- freqtrade/constants.py | 6 ++++++ freqtrade/data/dataprovider.py | 2 +- freqtrade/exchange/exchange.py | 2 +- freqtrade/pairlist/pairlistmanager.py | 2 +- freqtrade/strategy/interface.py | 2 +- freqtrade/typing.py | 8 -------- 6 files changed, 10 insertions(+), 12 deletions(-) delete mode 100644 freqtrade/typing.py diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 5d3b13eee..c1bf30f17 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -3,6 +3,9 @@ """ bot constants """ +from typing import List, Tuple + + DEFAULT_CONFIG = 'config.json' DEFAULT_EXCHANGE = 'bittrex' PROCESS_THROTTLE_SECS = 5 # sec @@ -329,3 +332,6 @@ CANCEL_REASON = { "ALL_CANCELLED": "cancelled (all unfilled and partially filled open orders cancelled)", "CANCELLED_ON_EXCHANGE": "cancelled on exchange", } + +# List of pairs with their timeframes +ListPairsWithTimeframes = List[Tuple[str, str]] diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index ef03307cc..4c88e4c81 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -13,7 +13,7 @@ from freqtrade.data.history import load_pair_history from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.exchange import Exchange from freqtrade.state import RunMode -from freqtrade.typing import ListPairsWithTimeframes +from freqtrade.constants import ListPairsWithTimeframes logger = logging.getLogger(__name__) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index c60eb766a..763c226fa 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -23,7 +23,7 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async from freqtrade.misc import deep_merge_dicts, safe_value_fallback -from freqtrade.typing import ListPairsWithTimeframes +from freqtrade.constants import ListPairsWithTimeframes CcxtModuleType = Any diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py index 6ad6c610b..98878bcb0 100644 --- a/freqtrade/pairlist/pairlistmanager.py +++ b/freqtrade/pairlist/pairlistmanager.py @@ -10,7 +10,7 @@ from cachetools import TTLCache, cached from freqtrade.exceptions import OperationalException from freqtrade.pairlist.IPairList import IPairList from freqtrade.resolvers import PairListResolver -from freqtrade.typing import ListPairsWithTimeframes +from freqtrade.constants import ListPairsWithTimeframes logger = logging.getLogger(__name__) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index ad11fe33a..94a90e5d1 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -17,7 +17,7 @@ from freqtrade.exceptions import StrategyError from freqtrade.exchange import timeframe_to_minutes from freqtrade.persistence import Trade from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper -from freqtrade.typing import ListPairsWithTimeframes +from freqtrade.constants import ListPairsWithTimeframes from freqtrade.wallets import Wallets diff --git a/freqtrade/typing.py b/freqtrade/typing.py deleted file mode 100644 index 3cb7cf816..000000000 --- a/freqtrade/typing.py +++ /dev/null @@ -1,8 +0,0 @@ -""" -Common Freqtrade types -""" - -from typing import List, Tuple - -# List of pairs with their timeframes -ListPairsWithTimeframes = List[Tuple[str, str]] From 73914169e44e0df75028b81ebe3f07907ba5b24a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 23 May 2020 19:21:14 +0200 Subject: [PATCH 030/570] Update issue template --- .github/ISSUE_TEMPLATE.md | 15 +++++++++++---- 1 file changed, 11 insertions(+), 4 deletions(-) diff --git a/.github/ISSUE_TEMPLATE.md b/.github/ISSUE_TEMPLATE.md index ae5375f43..5a77e200c 100644 --- a/.github/ISSUE_TEMPLATE.md +++ b/.github/ISSUE_TEMPLATE.md @@ -1,9 +1,12 @@ -## Step 1: Have you search for this issue before posting it? + -## Step 2: Describe your environment +## Describe your environment * Operating system: ____ * Python Version: _____ (`python -V`) @@ -11,7 +14,9 @@ If it hasn't been reported, please create a new issue. * Branch: Master | Develop * Last Commit ID: _____ (`git log --format="%H" -n 1`) -## Step 3: Describe the problem: +Note: All issues other than enhancement requests will be closed without further comment if the above template is deleted or not filled out.. + +## Describe the problem: *Explain the problem you have encountered* @@ -26,7 +31,9 @@ If it hasn't been reported, please create a new issue. * What happened? * What did you expect to happen? -### Relevant code exceptions or logs: +### Relevant code exceptions or logs + +Note: Please copy/paste code, no screenshots of logs. ``` // paste your log here From 110b5a2521599bcd89ddf86fbf9625ed542fd3b3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 24 May 2020 08:46:50 +0200 Subject: [PATCH 031/570] Add timestamp to trade output --- freqtrade/persistence.py | 2 ++ freqtrade/rpc/rpc.py | 6 ++++-- freqtrade/rpc/telegram.py | 4 ++-- 3 files changed, 8 insertions(+), 4 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 3f7f4e0e9..da7137cba 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -257,10 +257,12 @@ class Trade(_DECL_BASE): 'fee_close_currency': self.fee_close_currency, 'open_date_hum': arrow.get(self.open_date).humanize(), 'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"), + 'open_timestamp': int(self.open_date.timestamp() * 1000), 'close_date_hum': (arrow.get(self.close_date).humanize() if self.close_date else None), 'close_date': (self.close_date.strftime("%Y-%m-%d %H:%M:%S") if self.close_date else None), + 'close_timestamp': int(self.close_date.timestamp() * 1000) if self.close_date else None, 'open_rate': self.open_rate, 'open_rate_requested': self.open_rate_requested, 'open_trade_price': self.open_trade_price, diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 21f54de50..81fb3d4be 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -135,9 +135,11 @@ class RPC: trade_dict = trade.to_json() trade_dict.update(dict( base_currency=self._freqtrade.config['stake_currency'], - close_profit=fmt_close_profit, + close_profit=trade.close_profit or None, + close_profit_perc=fmt_close_profit, current_rate=current_rate, - current_profit=round(current_profit * 100, 2), + current_profit_perc=round(current_profit * 100, 2), + current_profit=current_profit, open_order='({} {} rem={:.8f})'.format( order['type'], order['side'], order['remaining'] ) if order else None, diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index dfda15a26..e09d5348d 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -215,8 +215,8 @@ class Telegram(RPC): "*Open Rate:* `{open_rate:.8f}`", "*Close Rate:* `{close_rate}`" if r['close_rate'] else "", "*Current Rate:* `{current_rate:.8f}`", - "*Close Profit:* `{close_profit}`" if r['close_profit'] else "", - "*Current Profit:* `{current_profit:.2f}%`", + "*Close Profit:* `{close_profit}`" if r['close_profit_perc'] else "", + "*Current Profit:* `{current_profit_perc:.2f}%`", # Adding initial stoploss only if it is different from stoploss "*Initial Stoploss:* `{initial_stop_loss:.8f}` " + From 859b619a0b2c1a1c92a39a3b95a6ecf031c942ed Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 24 May 2020 08:47:10 +0200 Subject: [PATCH 032/570] Align tests to new output --- tests/rpc/test_rpc.py | 8 +++++++- tests/rpc/test_rpc_apiserver.py | 8 +++++++- tests/rpc/test_rpc_telegram.py | 5 +++-- 3 files changed, 17 insertions(+), 4 deletions(-) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 63691dfb4..03c6ebd35 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -49,6 +49,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'base_currency': 'BTC', 'open_date': ANY, 'open_date_hum': ANY, + 'open_timestamp': ANY, 'is_open': ANY, 'fee_open': ANY, 'fee_open_cost': ANY, @@ -68,13 +69,15 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_order_id': ANY, 'close_date': None, 'close_date_hum': None, + 'close_timestamp': None, 'open_rate': 1.098e-05, 'close_rate': None, 'current_rate': 1.099e-05, 'amount': 91.07468124, 'stake_amount': 0.001, 'close_profit': None, - 'current_profit': -0.41, + 'current_profit': -0.00408133, + 'current_profit_perc': -0.41, 'stop_loss': 0.0, 'initial_stop_loss': 0.0, 'initial_stop_loss_pct': None, @@ -93,6 +96,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'base_currency': 'BTC', 'open_date': ANY, 'open_date_hum': ANY, + 'open_timestamp': ANY, 'is_open': ANY, 'fee_open': ANY, 'fee_open_cost': ANY, @@ -112,6 +116,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_order_id': ANY, 'close_date': None, 'close_date_hum': None, + 'close_timestamp': None, 'open_rate': 1.098e-05, 'close_rate': None, 'current_rate': ANY, @@ -119,6 +124,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'stake_amount': 0.001, 'close_profit': None, 'current_profit': ANY, + 'current_profit_perc': ANY, 'stop_loss': 0.0, 'initial_stop_loss': 0.0, 'initial_stop_loss_pct': None, diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 1d68599f2..69985bef8 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -497,14 +497,18 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'base_currency': 'BTC', 'close_date': None, 'close_date_hum': None, + 'close_timestamp': None, 'close_profit': None, + 'close_profit_perc': None, 'close_rate': None, - 'current_profit': -0.41, + 'current_profit': -0.00408133, + 'current_profit_perc': -0.41, 'current_rate': 1.099e-05, 'initial_stop_loss': 0.0, 'initial_stop_loss_pct': None, 'open_date': ANY, 'open_date_hum': 'just now', + 'open_timestamp': ANY, 'open_order': '(limit buy rem=0.00000000)', 'open_rate': 1.098e-05, 'pair': 'ETH/BTC', @@ -609,11 +613,13 @@ def test_api_forcebuy(botclient, mocker, fee): assert rc.json == {'amount': 1, 'close_date': None, 'close_date_hum': None, + 'close_timestamp': None, 'close_rate': 0.265441, 'initial_stop_loss': None, 'initial_stop_loss_pct': None, 'open_date': ANY, 'open_date_hum': 'just now', + 'open_timestamp': ANY, 'open_rate': 0.245441, 'pair': 'ETH/ETH', 'stake_amount': 1, diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index b84073dcc..1d599d13e 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -166,8 +166,9 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None: 'current_rate': 1.098e-05, 'amount': 90.99181074, 'stake_amount': 90.99181074, - 'close_profit': None, - 'current_profit': -0.59, + 'close_profit_perc': None, + 'current_profit': -0.0059, + 'current_profit_perc': -0.59, 'initial_stop_loss': 1.098e-05, 'stop_loss': 1.099e-05, 'sell_order_status': None, From 811e23e3da398feb9100c34dbf158eda9b2fe34d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 24 May 2020 08:58:26 +0200 Subject: [PATCH 033/570] Have profit return time in timestamp --- freqtrade/rpc/rpc.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 81fb3d4be..c8d17c7b3 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -314,7 +314,9 @@ class RPC: 'profit_all_fiat': profit_all_fiat, 'trade_count': len(trades), 'first_trade_date': arrow.get(trades[0].open_date).humanize(), + 'first_trade_timestamp': int(trades[0].open_date.timestamp() * 1000), 'latest_trade_date': arrow.get(trades[-1].open_date).humanize(), + 'latest_trade_timestamp': int(trades[-1].open_date.timestamp() * 1000), 'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0], 'best_pair': bp_pair, 'best_rate': round(bp_rate * 100, 2), From bbd7579aa8c3bc418698fb79c51cc4d34c61eeed Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 24 May 2020 09:07:24 +0200 Subject: [PATCH 034/570] Fix more tests --- tests/rpc/test_rpc.py | 2 ++ tests/rpc/test_rpc_apiserver.py | 2 ++ tests/test_persistence.py | 4 ++++ 3 files changed, 8 insertions(+) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 03c6ebd35..5d278895b 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -76,6 +76,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'amount': 91.07468124, 'stake_amount': 0.001, 'close_profit': None, + 'close_profit_perc': None, 'current_profit': -0.00408133, 'current_profit_perc': -0.41, 'stop_loss': 0.0, @@ -123,6 +124,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'amount': 91.07468124, 'stake_amount': 0.001, 'close_profit': None, + 'close_profit_perc': None, 'current_profit': ANY, 'current_profit_perc': ANY, 'stop_loss': 0.0, diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 69985bef8..1c0df9903 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -420,7 +420,9 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li 'best_pair': 'ETH/BTC', 'best_rate': 6.2, 'first_trade_date': 'just now', + 'first_trade_timestamp': ANY, 'latest_trade_date': 'just now', + 'latest_trade_timestamp': ANY, 'profit_all_coin': 6.217e-05, 'profit_all_fiat': 0, 'profit_all_percent': 6.2, diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 25afed397..60bf073f8 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -739,9 +739,11 @@ def test_to_json(default_conf, fee): 'is_open': None, 'open_date_hum': '2 hours ago', 'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"), + 'open_timestamp': int(trade.open_date.timestamp() * 1000), 'open_order_id': 'dry_run_buy_12345', 'close_date_hum': None, 'close_date': None, + 'close_timestamp': None, 'open_rate': 0.123, 'open_rate_requested': None, 'open_trade_price': 15.1668225, @@ -787,8 +789,10 @@ def test_to_json(default_conf, fee): 'pair': 'XRP/BTC', 'open_date_hum': '2 hours ago', 'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"), + 'open_timestamp': int(trade.open_date.timestamp() * 1000), 'close_date_hum': 'an hour ago', 'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"), + 'close_timestamp': int(trade.close_date.timestamp() * 1000), 'open_rate': 0.123, 'close_rate': 0.125, 'amount': 100.0, From c5480c25140267cf499de4278a4417328e187df9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 24 May 2020 19:18:28 +0200 Subject: [PATCH 035/570] Split issue-tempaltes --- .../bug_report.md} | 16 ++++++++--- .github/ISSUE_TEMPLATE/feature_request.md | 27 +++++++++++++++++++ 2 files changed, 39 insertions(+), 4 deletions(-) rename .github/{ISSUE_TEMPLATE.md => ISSUE_TEMPLATE/bug_report.md} (72%) create mode 100644 .github/ISSUE_TEMPLATE/feature_request.md diff --git a/.github/ISSUE_TEMPLATE.md b/.github/ISSUE_TEMPLATE/bug_report.md similarity index 72% rename from .github/ISSUE_TEMPLATE.md rename to .github/ISSUE_TEMPLATE/bug_report.md index 5a77e200c..2b02dcdda 100644 --- a/.github/ISSUE_TEMPLATE.md +++ b/.github/ISSUE_TEMPLATE/bug_report.md @@ -1,9 +1,18 @@ +--- +name: Bug report +about: Create a report to help us improve +title: '' +labels: triage needed +assignees: '' + +--- ## Describe your environment @@ -11,8 +20,7 @@ If it hasn't been reported, please create a new issue. * Operating system: ____ * Python Version: _____ (`python -V`) * CCXT version: _____ (`pip freeze | grep ccxt`) - * Branch: Master | Develop - * Last Commit ID: _____ (`git log --format="%H" -n 1`) + * Version: ____ (`freqtrade -V` | `docker-compose run --rm freqtrade -V`) Note: All issues other than enhancement requests will be closed without further comment if the above template is deleted or not filled out.. @@ -33,7 +41,7 @@ Note: All issues other than enhancement requests will be closed without further ### Relevant code exceptions or logs -Note: Please copy/paste code, no screenshots of logs. +Note: Please copy/paste code, no screenshots of logs please. ``` // paste your log here diff --git a/.github/ISSUE_TEMPLATE/feature_request.md b/.github/ISSUE_TEMPLATE/feature_request.md new file mode 100644 index 000000000..87fad7994 --- /dev/null +++ b/.github/ISSUE_TEMPLATE/feature_request.md @@ -0,0 +1,27 @@ +--- +name: Feature request +about: Suggest an idea for this project +title: '' +labels: '' +assignees: '' + +--- + + + +## Describe your environment +(if applicable) + + * Operating system: ____ + * Python Version: _____ (`python -V`) + * CCXT version: _____ (`pip freeze | grep ccxt`) + * Version: ____ (`freqtrade -V` | `docker-compose run --rm freqtrade -V`) + + +## Describe the enhancement + +*Explain the enhancement you would like* + From aa004fa842d89a77639aacf732ff547502df2106 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 24 May 2020 19:20:24 +0200 Subject: [PATCH 036/570] Fix typo in label --- .github/ISSUE_TEMPLATE/bug_report.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/ISSUE_TEMPLATE/bug_report.md b/.github/ISSUE_TEMPLATE/bug_report.md index 2b02dcdda..0f009eb1b 100644 --- a/.github/ISSUE_TEMPLATE/bug_report.md +++ b/.github/ISSUE_TEMPLATE/bug_report.md @@ -2,7 +2,7 @@ name: Bug report about: Create a report to help us improve title: '' -labels: triage needed +labels: Triage Needed assignees: '' --- From e138f9b23c08038d618e3723428ce10f4a2827b5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 24 May 2020 20:15:10 +0200 Subject: [PATCH 037/570] Apply suggestions from code review Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- .github/ISSUE_TEMPLATE/bug_report.md | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/.github/ISSUE_TEMPLATE/bug_report.md b/.github/ISSUE_TEMPLATE/bug_report.md index 0f009eb1b..4aa7babf4 100644 --- a/.github/ISSUE_TEMPLATE/bug_report.md +++ b/.github/ISSUE_TEMPLATE/bug_report.md @@ -7,7 +7,7 @@ assignees: '' --- ## Describe your environment diff --git a/.github/ISSUE_TEMPLATE/question.md b/.github/ISSUE_TEMPLATE/question.md new file mode 100644 index 000000000..f87b78f29 --- /dev/null +++ b/.github/ISSUE_TEMPLATE/question.md @@ -0,0 +1,25 @@ +--- +name: BQuestion +about: Ask a question you could not find an answer in the docs +title: '' +labels: "Question" +assignees: '' + +--- + + +## Describe your environment + + * Operating system: ____ + * Python Version: _____ (`python -V`) + * CCXT version: _____ (`pip freeze | grep ccxt`) + * Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker) + +## Your question + +*Ask the question you have not been able to find an answer in our [Documentation](https://www.freqtrade.io/en/latest/)* From 0e8f95effd2798655b11d31e6b1659e9acc445ca Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 28 May 2020 06:51:53 +0200 Subject: [PATCH 078/570] Improve blacklist adding with proper feedback --- freqtrade/rpc/rpc.py | 16 +++++++++++++--- tests/rpc/test_rpc.py | 14 ++++++++++++++ tests/rpc/test_rpc_apiserver.py | 8 ++++++-- 3 files changed, 33 insertions(+), 5 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 248b4a421..2a49e109a 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -533,16 +533,26 @@ class RPC: def _rpc_blacklist(self, add: List[str] = None) -> Dict: """ Returns the currently active blacklist""" + errors = {} if add: stake_currency = self._freqtrade.config.get('stake_currency') for pair in add: - if (self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency - and pair not in self._freqtrade.pairlists.blacklist): - self._freqtrade.pairlists.blacklist.append(pair) + if self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency: + if pair not in self._freqtrade.pairlists.blacklist: + self._freqtrade.pairlists.blacklist.append(pair) + else: + errors[pair] = { + 'error_msg': f'Pair {pair} already in pairlist.'} + + else: + errors[pair] = { + 'error_msg': f"Pair {pair} does not match stake currency." + } res = {'method': self._freqtrade.pairlists.name_list, 'length': len(self._freqtrade.pairlists.blacklist), 'blacklist': self._freqtrade.pairlists.blacklist, + 'errors': errors, } return res diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index e94097545..bdd3c25d5 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -833,6 +833,20 @@ def test_rpc_blacklist(mocker, default_conf) -> None: assert ret['blacklist'] == default_conf['exchange']['pair_blacklist'] assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC'] + ret = rpc._rpc_blacklist(["ETH/BTC"]) + assert 'errors' in ret + assert isinstance(ret['errors'], dict) + assert ret['errors']['ETH/BTC']['error_msg'] == 'Pair ETH/BTC already in pairlist.' + + ret = rpc._rpc_blacklist(["ETH/ETH"]) + assert 'StaticPairList' in ret['method'] + assert len(ret['blacklist']) == 3 + assert ret['blacklist'] == default_conf['exchange']['pair_blacklist'] + assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC'] + assert 'errors' in ret + assert isinstance(ret['errors'], dict) + assert ret['errors']['ETH/ETH']['error_msg'] == 'Pair ETH/ETH does not match stake currency.' + def test_rpc_edge_disabled(mocker, default_conf) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index cc63bf6e8..85f0e5122 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -554,7 +554,9 @@ def test_api_blacklist(botclient, mocker): assert_response(rc) assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC"], "length": 2, - "method": ["StaticPairList"]} + "method": ["StaticPairList"], + "errors": {}, + } # Add ETH/BTC to blacklist rc = client_post(client, f"{BASE_URI}/blacklist", @@ -562,7 +564,9 @@ def test_api_blacklist(botclient, mocker): assert_response(rc) assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC"], "length": 3, - "method": ["StaticPairList"]} + "method": ["StaticPairList"], + "errors": {}, + } def test_api_whitelist(botclient): From 7399c7e70caa80d2a052329e28a9d460bfdadce0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 28 May 2020 07:04:06 +0200 Subject: [PATCH 079/570] Provide blacklist feedback to telegram --- freqtrade/rpc/telegram.py | 5 +++++ tests/rpc/test_rpc_telegram.py | 12 ++++++++++++ 2 files changed, 17 insertions(+) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 488fa9f37..6f092fcab 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -534,6 +534,11 @@ class Telegram(RPC): try: blacklist = self._rpc_blacklist(context.args) + errmsgs = [] + for pair, error in blacklist['errors'].items(): + errmsgs.append(f"Error adding `{pair}` to blacklist: `{error['error_msg']}`") + if errmsgs: + self._send_msg('\n'.join(errmsgs)) message = f"Blacklist contains {blacklist['length']} pairs\n" message += f"`{', '.join(blacklist['blacklist'])}`" diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 730bb2677..7d02a4339 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -1085,6 +1085,18 @@ def test_blacklist_static(default_conf, update, mocker) -> None: in msg_mock.call_args_list[0][0][0]) assert freqtradebot.pairlists.blacklist == ["DOGE/BTC", "HOT/BTC", "ETH/BTC"] + msg_mock.reset_mock() + context = MagicMock() + context.args = ["ETH/ETH"] + telegram._blacklist(update=update, context=context) + assert msg_mock.call_count == 2 + assert ("Error adding `ETH/ETH` to blacklist: `Pair ETH/ETH does not match stake currency.`" + in msg_mock.call_args_list[0][0][0]) + + assert ("Blacklist contains 3 pairs\n`DOGE/BTC, HOT/BTC, ETH/BTC`" + in msg_mock.call_args_list[1][0][0]) + assert freqtradebot.pairlists.blacklist == ["DOGE/BTC", "HOT/BTC", "ETH/BTC"] + def test_edge_disabled(default_conf, update, mocker) -> None: msg_mock = MagicMock() From 7df786994da2dbdbc662367976fa1e647a205d08 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 28 May 2020 19:35:32 +0200 Subject: [PATCH 080/570] Plotting should not fail if one pair didn't produce any trades --- freqtrade/plot/plotting.py | 9 ++++++--- 1 file changed, 6 insertions(+), 3 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 095ca4133..f1d114e2b 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -415,9 +415,12 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame], for pair in pairs: profit_col = f'cum_profit_{pair}' - df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col, timeframe) - - fig = add_profit(fig, 3, df_comb, profit_col, f"Profit {pair}") + try: + df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col, + timeframe) + fig = add_profit(fig, 3, df_comb, profit_col, f"Profit {pair}") + except ValueError: + pass return fig From 909b81255005839eb7f41a02f5138f844e0a67bf Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Fri, 29 May 2020 00:28:24 +0300 Subject: [PATCH 081/570] Update developer.md --- docs/developer.md | 43 +++++++++++++++++++++++++++---------------- 1 file changed, 27 insertions(+), 16 deletions(-) diff --git a/docs/developer.md b/docs/developer.md index 34b2f1ba5..a680bc8dc 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -92,13 +92,13 @@ docker-compose exec freqtrade_develop /bin/bash You have a great idea for a new pair selection algorithm you would like to try out? Great. Hopefully you also want to contribute this back upstream. -Whatever your motivations are - This should get you off the ground in trying to develop a new Pairlist provider. +Whatever your motivations are - This should get you off the ground in trying to develop a new Pairlist Handler. -First of all, have a look at the [VolumePairList](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/pairlist/VolumePairList.py) provider, and best copy this file with a name of your new Pairlist Provider. +First of all, have a look at the [VolumePairList](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/pairlist/VolumePairList.py) Handler, and best copy this file with a name of your new Pairlist Handler. -This is a simple provider, which however serves as a good example on how to start developing. +This is a simple Handler, which however serves as a good example on how to start developing. -Next, modify the classname of the provider (ideally align this with the Filename). +Next, modify the classname of the Handler (ideally align this with the module filename). The base-class provides an instance of the exchange (`self._exchange`) the pairlist manager (`self._pairlistmanager`), as well as the main configuration (`self._config`), the pairlist dedicated configuration (`self._pairlistconfig`) and the absolute position within the list of pairlists. @@ -114,28 +114,44 @@ Now, let's step through the methods which require actions: #### Pairlist configuration -Configuration for PairListProvider is done in the bot configuration file in the element `"pairlist"`. -This Pairlist-object may contain configurations with additional configurations for the configured pairlist. -By convention, `"number_assets"` is used to specify the maximum number of pairs to keep in the whitelist. Please follow this to ensure a consistent user experience. +Configuration for the chain of Pairlist Handlers is done in the bot configuration file in the element `"pairlists"`, an array of configuration parameters for each Pairlist Handlers in the chain. -Additional elements can be configured as needed. `VolumePairList` uses `"sort_key"` to specify the sorting value - however feel free to specify whatever is necessary for your great algorithm to be successfull and dynamic. +By convention, `"number_assets"` is used to specify the maximum number of pairs to keep in the pairlist. Please follow this to ensure a consistent user experience. + +Additional parameters can be configured as needed. For instance, `VolumePairList` uses `"sort_key"` to specify the sorting value - however feel free to specify whatever is necessary for your great algorithm to be successfull and dynamic. #### short_desc Returns a description used for Telegram messages. -This should contain the name of the Provider, as well as a short description containing the number of assets. Please follow the format `"PairlistName - top/bottom X pairs"`. + +This should contain the name of the Pairlist Handler, as well as a short description containing the number of assets. Please follow the format `"PairlistName - top/bottom X pairs"`. + +#### gen_pairlist + +Override this method if the Pairlist Handler can be used as the leading Pairlist Handler in the chain, defining the initial pairlist which is then handled by all Pairlist Handlers in the chain. Examples are `StaticPairList` and `VolumePairList`. + +This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations. + +It must return the resulting pairlist (which may then be passed into the chain of Pairlist Handlers). + +Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filtering. Use this if you limit your result to a certain number of pairs - so the endresult is not shorter than expected. #### filter_pairlist -Override this method and run all calculations needed in this method. +This method is called for each Pairlist Handler in the chain by the pairlist manager. + This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations. It get's passed a pairlist (which can be the result of previous pairlists) as well as `tickers`, a pre-fetched version of `get_tickers()`. -It must return the resulting pairlist (which may then be passed into the next pairlist filter). +The default implementation in the base class simply calls the `_validate_pair()` method for each pair in the pairlist, but you may override it. So you should either implement the `_validate_pair()` in your Pairlist Handler or override `filter_pairlist()` to do something else. + +If overridden, it must return the resulting pairlist (which may then be passed into the next Pairlist Handler in the chain). Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filters. Use this if you limit your result to a certain number of pairs - so the endresult is not shorter than expected. +In `VolumePairList`, this implements different methods of sorting, does early validation so only the expected number of pairs is returned. + ##### sample ``` python @@ -145,11 +161,6 @@ Validations are optional, the parent class exposes a `_verify_blacklist(pairlist return pairs ``` -#### _gen_pair_whitelist - -This is a simple method used by `VolumePairList` - however serves as a good example. -In VolumePairList, this implements different methods of sorting, does early validation so only the expected number of pairs is returned. - ## Implement a new Exchange (WIP) !!! Note From 6261aef314427bc64c9b3c3dbabedeccb74b734b Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 29 May 2020 09:03:48 +0200 Subject: [PATCH 082/570] Return /profit even if no trade is closed --- freqtrade/persistence.py | 1 + freqtrade/rpc/rpc.py | 19 ++++++++----------- tests/rpc/test_rpc.py | 8 ++++++-- tests/rpc/test_rpc_apiserver.py | 12 +++++++----- 4 files changed, 22 insertions(+), 18 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index da7137cba..d9951f1fc 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -546,6 +546,7 @@ class Trade(_DECL_BASE): def get_best_pair(): """ Get best pair with closed trade. + :returns: Tuple containing (pair, profit_sum) """ best_pair = Trade.session.query( Trade.pair, func.sum(Trade.close_profit).label('profit_sum') diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 248b4a421..eb822e234 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -281,11 +281,6 @@ class RPC: best_pair = Trade.get_best_pair() - if not best_pair: - raise RPCException('no closed trade') - - bp_pair, bp_rate = best_pair - # Prepare data to display profit_closed_coin_sum = round(sum(profit_closed_coin), 8) profit_closed_percent = (round(mean(profit_closed_ratio) * 100, 2) if profit_closed_ratio @@ -304,6 +299,8 @@ class RPC: fiat_display_currency ) if self._fiat_converter else 0 + first_date = trades[0].open_date if trades else None + last_date = trades[-1].open_date if trades else None num = float(len(durations) or 1) return { 'profit_closed_coin': profit_closed_coin_sum, @@ -313,13 +310,13 @@ class RPC: 'profit_all_percent': profit_all_percent, 'profit_all_fiat': profit_all_fiat, 'trade_count': len(trades), - 'first_trade_date': arrow.get(trades[0].open_date).humanize(), - 'first_trade_timestamp': int(trades[0].open_date.timestamp() * 1000), - 'latest_trade_date': arrow.get(trades[-1].open_date).humanize(), - 'latest_trade_timestamp': int(trades[-1].open_date.timestamp() * 1000), + 'first_trade_date': arrow.get(first_date).humanize() if first_date else '', + 'first_trade_timestamp': int(first_date.timestamp() * 1000) if first_date else 0, + 'latest_trade_date': arrow.get(last_date).humanize() if last_date else '', + 'latest_trade_timestamp': int(last_date.timestamp() * 1000) if last_date else 0, 'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0], - 'best_pair': bp_pair, - 'best_rate': round(bp_rate * 100, 2), + 'best_pair': best_pair[0] if best_pair else '', + 'best_rate': round(best_pair[1] * 100, 2) if best_pair else 0, } def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict: diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index e94097545..634b2f739 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -279,8 +279,12 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee, rpc = RPC(freqtradebot) rpc._fiat_converter = CryptoToFiatConverter() - with pytest.raises(RPCException, match=r'.*no closed trade*'): - rpc._rpc_trade_statistics(stake_currency, fiat_display_currency) + res = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency) + assert res['trade_count'] == 0 + assert res['first_trade_date'] == '' + assert res['first_trade_timestamp'] == 0 + assert res['latest_trade_date'] == '' + assert res['latest_trade_timestamp'] == 0 # Create some test data freqtradebot.enter_positions() diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index cc63bf6e8..c68aae56d 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -396,9 +396,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li ) rc = client_get(client, f"{BASE_URI}/profit") - assert_response(rc, 502) - assert len(rc.json) == 1 - assert rc.json == {"error": "Error querying _profit: no closed trade"} + assert_response(rc, 200) + assert rc.json['trade_count'] == 0 ftbot.enter_positions() trade = Trade.query.first() @@ -406,8 +405,11 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li # Simulate fulfilled LIMIT_BUY order for trade trade.update(limit_buy_order) rc = client_get(client, f"{BASE_URI}/profit") - assert_response(rc, 502) - assert rc.json == {"error": "Error querying _profit: no closed trade"} + assert_response(rc, 200) + # One open trade + assert rc.json['trade_count'] == 1 + assert rc.json['best_pair'] == '' + assert rc.json['best_rate'] == 0 trade.update(limit_sell_order) From 1d6e3fea8588e2c54a8593546a9c9628a751d489 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 29 May 2020 09:38:12 +0200 Subject: [PATCH 083/570] Update /profit telegram message to support non-closed trades --- freqtrade/rpc/rpc.py | 1 + freqtrade/rpc/telegram.py | 29 +++++++++++++++++------------ tests/rpc/test_rpc_apiserver.py | 3 ++- tests/rpc/test_rpc_telegram.py | 6 ++++-- 4 files changed, 24 insertions(+), 15 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index eb822e234..6addf18ba 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -310,6 +310,7 @@ class RPC: 'profit_all_percent': profit_all_percent, 'profit_all_fiat': profit_all_fiat, 'trade_count': len(trades), + 'closed_trade_count': len([t for t in trades if not t.is_open]), 'first_trade_date': arrow.get(first_date).humanize() if first_date else '', 'first_trade_timestamp': int(first_date.timestamp() * 1000) if first_date else 0, 'latest_trade_date': arrow.get(last_date).humanize() if last_date else '', diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 488fa9f37..78cdaef62 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -328,18 +328,23 @@ class Telegram(RPC): best_pair = stats['best_pair'] best_rate = stats['best_rate'] # Message to display - markdown_msg = "*ROI:* Close trades\n" \ - f"∙ `{profit_closed_coin:.8f} {stake_cur} "\ - f"({profit_closed_percent:.2f}%)`\n" \ - f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n" \ - f"*ROI:* All trades\n" \ - f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n" \ - f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n" \ - f"*Total Trade Count:* `{trade_count}`\n" \ - f"*First Trade opened:* `{first_trade_date}`\n" \ - f"*Latest Trade opened:* `{latest_trade_date}`\n" \ - f"*Avg. Duration:* `{avg_duration}`\n" \ - f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`" + if stats['closed_trade_count'] > 0: + markdown_msg = ("*ROI:* Close trades\n" + f"∙ `{profit_closed_coin:.8f} {stake_cur} " + f"({profit_closed_percent:.2f}%)`\n" + f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n") + else: + markdown_msg = "`No closed trade` \n" + + markdown_msg += (f"*ROI:* All trades\n" + f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n" + f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n" + f"*Total Trade Count:* `{trade_count}`\n" + f"*First Trade opened:* `{first_trade_date}`\n" + f"*Latest Trade opened:* `{latest_trade_date}`") + if stats['closed_trade_count'] > 0: + markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n" + f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`") self._send_msg(markdown_msg) except RPCException as e: self._send_msg(str(e)) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index c68aae56d..5cab10244 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -431,7 +431,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li 'profit_closed_coin': 6.217e-05, 'profit_closed_fiat': 0, 'profit_closed_percent': 6.2, - 'trade_count': 1 + 'trade_count': 1, + 'closed_trade_count': 1, } diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 730bb2677..0b990281f 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -420,7 +420,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, telegram._profit(update=update, context=MagicMock()) assert msg_mock.call_count == 1 - assert 'no closed trade' in msg_mock.call_args_list[0][0][0] + assert 'No closed trade' in msg_mock.call_args_list[0][0][0] msg_mock.reset_mock() # Create some test data @@ -432,7 +432,9 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, telegram._profit(update=update, context=MagicMock()) assert msg_mock.call_count == 1 - assert 'no closed trade' in msg_mock.call_args_list[-1][0][0] + assert 'No closed trade' in msg_mock.call_args_list[-1][0][0] + assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0] + assert '∙ `-0.00000500 BTC (-0.50%)`' in msg_mock.call_args_list[-1][0][0] msg_mock.reset_mock() # Update the ticker with a market going up From 46456516bb677077eeafb0fb853a6517a1b7b1cf Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 29 May 2020 10:10:45 +0200 Subject: [PATCH 084/570] Remove exception handler --- freqtrade/rpc/telegram.py | 69 +++++++++++++++++++-------------------- 1 file changed, 33 insertions(+), 36 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 78cdaef62..4bf19192d 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -311,43 +311,40 @@ class Telegram(RPC): stake_cur = self._config['stake_currency'] fiat_disp_cur = self._config.get('fiat_display_currency', '') - try: - stats = self._rpc_trade_statistics( - stake_cur, - fiat_disp_cur) - profit_closed_coin = stats['profit_closed_coin'] - profit_closed_percent = stats['profit_closed_percent'] - profit_closed_fiat = stats['profit_closed_fiat'] - profit_all_coin = stats['profit_all_coin'] - profit_all_percent = stats['profit_all_percent'] - profit_all_fiat = stats['profit_all_fiat'] - trade_count = stats['trade_count'] - first_trade_date = stats['first_trade_date'] - latest_trade_date = stats['latest_trade_date'] - avg_duration = stats['avg_duration'] - best_pair = stats['best_pair'] - best_rate = stats['best_rate'] - # Message to display - if stats['closed_trade_count'] > 0: - markdown_msg = ("*ROI:* Close trades\n" - f"∙ `{profit_closed_coin:.8f} {stake_cur} " - f"({profit_closed_percent:.2f}%)`\n" - f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n") - else: - markdown_msg = "`No closed trade` \n" + stats = self._rpc_trade_statistics( + stake_cur, + fiat_disp_cur) + profit_closed_coin = stats['profit_closed_coin'] + profit_closed_percent = stats['profit_closed_percent'] + profit_closed_fiat = stats['profit_closed_fiat'] + profit_all_coin = stats['profit_all_coin'] + profit_all_percent = stats['profit_all_percent'] + profit_all_fiat = stats['profit_all_fiat'] + trade_count = stats['trade_count'] + first_trade_date = stats['first_trade_date'] + latest_trade_date = stats['latest_trade_date'] + avg_duration = stats['avg_duration'] + best_pair = stats['best_pair'] + best_rate = stats['best_rate'] + # Message to display + if stats['closed_trade_count'] > 0: + markdown_msg = ("*ROI:* Close trades\n" + f"∙ `{profit_closed_coin:.8f} {stake_cur} " + f"({profit_closed_percent:.2f}%)`\n" + f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n") + else: + markdown_msg = "`No closed trade` \n" - markdown_msg += (f"*ROI:* All trades\n" - f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n" - f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n" - f"*Total Trade Count:* `{trade_count}`\n" - f"*First Trade opened:* `{first_trade_date}`\n" - f"*Latest Trade opened:* `{latest_trade_date}`") - if stats['closed_trade_count'] > 0: - markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n" - f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`") - self._send_msg(markdown_msg) - except RPCException as e: - self._send_msg(str(e)) + markdown_msg += (f"*ROI:* All trades\n" + f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n" + f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n" + f"*Total Trade Count:* `{trade_count}`\n" + f"*First Trade opened:* `{first_trade_date}`\n" + f"*Latest Trade opened:* `{latest_trade_date}`") + if stats['closed_trade_count'] > 0: + markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n" + f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`") + self._send_msg(markdown_msg) @authorized_only def _balance(self, update: Update, context: CallbackContext) -> None: From 43225cfdcf71df41314ababe06860ea29c2e0638 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Fri, 29 May 2020 11:28:09 +0300 Subject: [PATCH 085/570] Update docs/developer.md Co-authored-by: Matthias --- docs/developer.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/developer.md b/docs/developer.md index a680bc8dc..036109d5b 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -130,7 +130,7 @@ This should contain the name of the Pairlist Handler, as well as a short descrip Override this method if the Pairlist Handler can be used as the leading Pairlist Handler in the chain, defining the initial pairlist which is then handled by all Pairlist Handlers in the chain. Examples are `StaticPairList` and `VolumePairList`. -This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations. +This is called with each iteration of the bot (only if the Pairlist Handler is at the first location) - so consider implementing caching for compute/network heavy calculations. It must return the resulting pairlist (which may then be passed into the chain of Pairlist Handlers). From a4cf9ba85b2a3c823fef5a9622c6f809745b8a76 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Fri, 29 May 2020 12:40:05 +0300 Subject: [PATCH 086/570] Move check for position for StaticPairList to init --- freqtrade/pairlist/StaticPairList.py | 17 +++++++++++------ tests/pairlist/test_pairlist.py | 14 ++++++++------ 2 files changed, 19 insertions(+), 12 deletions(-) diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py index 4c260d2fe..b5c1bc767 100644 --- a/freqtrade/pairlist/StaticPairList.py +++ b/freqtrade/pairlist/StaticPairList.py @@ -4,7 +4,7 @@ Static Pair List provider Provides pair white list as it configured in config """ import logging -from typing import Dict, List +from typing import Any, Dict, List from freqtrade.exceptions import OperationalException from freqtrade.pairlist.IPairList import IPairList @@ -15,6 +15,15 @@ logger = logging.getLogger(__name__) class StaticPairList(IPairList): + def __init__(self, exchange, pairlistmanager, + config: Dict[str, Any], pairlistconfig: Dict[str, Any], + pairlist_pos: int) -> None: + super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) + + if self._pairlist_pos != 0: + raise OperationalException(f"{self.name} can only be used in the first position " + "in the list of Pairlist Handlers.") + @property def needstickers(self) -> bool: """ @@ -48,8 +57,4 @@ class StaticPairList(IPairList): :param tickers: Tickers (from exchange.get_tickers()). May be cached. :return: new whitelist """ - if self._pairlist_pos != 0: - raise OperationalException(f"{self.name} can only be used in the first position " - "in the list of Pairlist Handlers.") - else: - return pairlist + return pairlist diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 9c35eae1b..421f06911 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -313,8 +313,15 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t whitelist_conf['stake_currency'] = base_currency mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) - freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) + if whitelist_result == 'static_in_the_middle': + with pytest.raises(OperationalException, + match=r"StaticPairList can only be used in the first position " + r"in the list of Pairlist Handlers."): + freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) + return + + freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers, markets=PropertyMock(return_value=shitcoinmarkets), @@ -326,11 +333,6 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t match=r"This Pairlist Handler should not be used at the first position " r"in the list of Pairlist Handlers."): freqtrade.pairlists.refresh_pairlist() - elif whitelist_result == 'static_in_the_middle': - with pytest.raises(OperationalException, - match=r"StaticPairList can only be used in the first position " - r"in the list of Pairlist Handlers."): - freqtrade.pairlists.refresh_pairlist() else: freqtrade.pairlists.refresh_pairlist() whitelist = freqtrade.pairlists.whitelist From ea5daee5054621daf1577b2e1cde7336dea0b1fe Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 29 May 2020 19:37:18 +0200 Subject: [PATCH 087/570] Allow changing severity of strategy-validations to log only. --- config_full.json.example | 1 + docs/configuration.md | 1 + freqtrade/constants.py | 1 + freqtrade/resolvers/strategy_resolver.py | 49 ++++++++++++------------ freqtrade/strategy/interface.py | 11 ++++-- tests/strategy/test_interface.py | 10 ++++- 6 files changed, 45 insertions(+), 28 deletions(-) diff --git a/config_full.json.example b/config_full.json.example index 0cd265cbe..481742817 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -132,6 +132,7 @@ "process_throttle_secs": 5, "heartbeat_interval": 60 }, + "disable_dataframe_checks": false, "strategy": "DefaultStrategy", "strategy_path": "user_data/strategies/", "dataformat_ohlcv": "json", diff --git a/docs/configuration.md b/docs/configuration.md index 93e53de6f..97e6b7911 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -107,6 +107,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances.
**Datatype:** String, SQLAlchemy connect string | `initial_state` | Defines the initial application state. More information below.
*Defaults to `stopped`.*
**Datatype:** Enum, either `stopped` or `running` | `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below.
**Datatype:** Boolean +| `disable_dataframe_checks` | Disable checking the dataframe for correctness. Only use when intentionally changing the dataframe. [Strategy Override](#parameters-in-the-strategy).[Strategy Override](#parameters-in-the-strategy).
*Defaults to `False`*.
**Datatype:** Boolean | `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`.
**Datatype:** ClassName | `strategy_path` | Adds an additional strategy lookup path (must be a directory).
**Datatype:** String | `internals.process_throttle_secs` | Set the process throttle. Value in second.
*Defaults to `5` seconds.*
**Datatype:** Positive Integer diff --git a/freqtrade/constants.py b/freqtrade/constants.py index c1bf30f17..1984d4866 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -227,6 +227,7 @@ CONF_SCHEMA = { 'db_url': {'type': 'string'}, 'initial_state': {'type': 'string', 'enum': ['running', 'stopped']}, 'forcebuy_enable': {'type': 'boolean'}, + 'disable_dataframe_checks': {'type': 'boolean'}, 'internals': { 'type': 'object', 'default': {}, diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index cddc7c9cd..51cb8fc05 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -52,37 +52,38 @@ class StrategyResolver(IResolver): # Set attributes # Check if we need to override configuration - # (Attribute name, default, ask_strategy) - attributes = [("minimal_roi", {"0": 10.0}, False), - ("ticker_interval", None, False), - ("stoploss", None, False), - ("trailing_stop", None, False), - ("trailing_stop_positive", None, False), - ("trailing_stop_positive_offset", 0.0, False), - ("trailing_only_offset_is_reached", None, False), - ("process_only_new_candles", None, False), - ("order_types", None, False), - ("order_time_in_force", None, False), - ("stake_currency", None, False), - ("stake_amount", None, False), - ("startup_candle_count", None, False), - ("unfilledtimeout", None, False), - ("use_sell_signal", True, True), - ("sell_profit_only", False, True), - ("ignore_roi_if_buy_signal", False, True), + # (Attribute name, default, subkey) + attributes = [("minimal_roi", {"0": 10.0}, None), + ("ticker_interval", None, None), + ("stoploss", None, None), + ("trailing_stop", None, None), + ("trailing_stop_positive", None, None), + ("trailing_stop_positive_offset", 0.0, None), + ("trailing_only_offset_is_reached", None, None), + ("process_only_new_candles", None, None), + ("order_types", None, None), + ("order_time_in_force", None, None), + ("stake_currency", None, None), + ("stake_amount", None, None), + ("startup_candle_count", None, None), + ("unfilledtimeout", None, None), + ("use_sell_signal", True, 'ask_strategy'), + ("sell_profit_only", False, 'ask_strategy'), + ("ignore_roi_if_buy_signal", False, 'ask_strategy'), + ("disable_dataframe_checks", False, 'internals') ] - for attribute, default, ask_strategy in attributes: - if ask_strategy: - StrategyResolver._override_attribute_helper(strategy, config['ask_strategy'], + for attribute, default, subkey in attributes: + if subkey: + StrategyResolver._override_attribute_helper(strategy, config.get(subkey, {}), attribute, default) else: StrategyResolver._override_attribute_helper(strategy, config, attribute, default) # Loop this list again to have output combined - for attribute, _, exp in attributes: - if exp and attribute in config['ask_strategy']: - logger.info("Strategy using %s: %s", attribute, config['ask_strategy'][attribute]) + for attribute, _, subkey in attributes: + if subkey and attribute in config[subkey]: + logger.info("Strategy using %s: %s", attribute, config[subkey][attribute]) elif attribute in config: logger.info("Strategy using %s: %s", attribute, config[attribute]) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 400997baf..ed2344a53 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -106,6 +106,9 @@ class IStrategy(ABC): # run "populate_indicators" only for new candle process_only_new_candles: bool = False + # Disable checking the dataframe (converts the error into a warning message) + disable_dataframe_checks: bool = False + # Count of candles the strategy requires before producing valid signals startup_candle_count: int = 0 @@ -285,8 +288,7 @@ class IStrategy(ABC): """ keep some data for dataframes """ return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1] - @staticmethod - def assert_df(dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime): + def assert_df(self, dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime): """ make sure data is unmodified """ message = "" if df_len != len(dataframe): @@ -296,7 +298,10 @@ class IStrategy(ABC): elif df_date != dataframe["date"].iloc[-1]: message = "last date" if message: - raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.") + if self.disable_dataframe_checks: + logger.warning(f"Dataframe returned from strategy has mismatching {message}.") + else: + raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.") def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]: """ diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index dd6b11a06..55dd07e9e 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -130,7 +130,7 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history): caplog) -def test_assert_df(default_conf, mocker, ohlcv_history): +def test_assert_df(default_conf, mocker, ohlcv_history, caplog): # Ensure it's running when passed correctly _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history), ohlcv_history.loc[1, 'close'], ohlcv_history.loc[1, 'date']) @@ -148,6 +148,14 @@ def test_assert_df(default_conf, mocker, ohlcv_history): _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history), ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date']) + _STRATEGY.disable_dataframe_checks = True + caplog.clear() + _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history), + ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date']) + assert log_has_re(r"Dataframe returned from strategy.*last date\.", caplog) + # reset to avoid problems in other tests + _STRATEGY.disable_dataframe_checks = False + def test_get_signal_handles_exceptions(mocker, default_conf): exchange = get_patched_exchange(mocker, default_conf) From 2ed10aeb9be90fa5989455ae000db507032e24f4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 29 May 2020 19:39:13 +0200 Subject: [PATCH 088/570] Add to missing point in documentation --- docs/configuration.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/configuration.md b/docs/configuration.md index 97e6b7911..0bd913e88 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -136,6 +136,7 @@ Values set in the configuration file always overwrite values set in the strategy * `stake_currency` * `stake_amount` * `unfilledtimeout` +* `disable_dataframe_checks` * `use_sell_signal` (ask_strategy) * `sell_profit_only` (ask_strategy) * `ignore_roi_if_buy_signal` (ask_strategy) From f3824d970bb511d1a230fe6de713f735b81c80c7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 29 May 2020 20:18:38 +0200 Subject: [PATCH 089/570] Use dict for symbol_is_pair --- freqtrade/commands/list_commands.py | 2 +- freqtrade/exchange/exchange.py | 12 +++++++----- 2 files changed, 8 insertions(+), 6 deletions(-) diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index e5131f9b2..bc4bd694f 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -163,7 +163,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None: tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'], 'Base': v['base'], 'Quote': v['quote'], 'Active': market_is_active(v), - **({'Is pair': symbol_is_pair(v['symbol'])} + **({'Is pair': symbol_is_pair(v)} if not pairs_only else {})}) if (args.get('print_one_column', False) or diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index af745e8d0..09f700bbb 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -214,7 +214,7 @@ class Exchange: if quote_currencies: markets = {k: v for k, v in markets.items() if v['quote'] in quote_currencies} if pairs_only: - markets = {k: v for k, v in markets.items() if symbol_is_pair(v['symbol'])} + markets = {k: v for k, v in markets.items() if symbol_is_pair(v)} if active_only: markets = {k: v for k, v in markets.items() if market_is_active(v)} return markets @@ -1210,7 +1210,7 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime: return datetime.fromtimestamp(new_timestamp, tz=timezone.utc) -def symbol_is_pair(market_symbol: str, base_currency: str = None, +def symbol_is_pair(market_symbol: Dict[str, Any], base_currency: str = None, quote_currency: str = None) -> bool: """ Check if the market symbol is a pair, i.e. that its symbol consists of the base currency and the @@ -1218,10 +1218,12 @@ def symbol_is_pair(market_symbol: str, base_currency: str = None, it also checks that the symbol contains appropriate base and/or quote currency part before and after the separating character correspondingly. """ - symbol_parts = market_symbol.split('/') + symbol_parts = market_symbol['symbol'].split('/') return (len(symbol_parts) == 2 and - (symbol_parts[0] == base_currency if base_currency else len(symbol_parts[0]) > 0) and - (symbol_parts[1] == quote_currency if quote_currency else len(symbol_parts[1]) > 0)) + (market_symbol.get('base') == base_currency + if base_currency else len(symbol_parts[0]) > 0) and + (market_symbol.get('quote') == quote_currency + if quote_currency else len(symbol_parts[1]) > 0)) def market_is_active(market: Dict) -> bool: From 7ea59b6d8e5214ad27d2beb8a0970507acc755a2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 30 May 2020 09:43:50 +0200 Subject: [PATCH 090/570] Update comment (to trigger CI) --- tests/strategy/test_interface.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 55dd07e9e..e5539099b 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -153,7 +153,7 @@ def test_assert_df(default_conf, mocker, ohlcv_history, caplog): _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history), ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date']) assert log_has_re(r"Dataframe returned from strategy.*last date\.", caplog) - # reset to avoid problems in other tests + # reset to avoid problems in other tests due to test leakage _STRATEGY.disable_dataframe_checks = False From 6b5947392e56d597a7c97a5c0da9bc715c5c2a63 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 30 May 2020 09:47:09 +0200 Subject: [PATCH 091/570] Version bump pandas to 1.0.4 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 18cab206b..f5d09db4d 100644 --- a/requirements.txt +++ b/requirements.txt @@ -2,4 +2,4 @@ -r requirements-common.txt numpy==1.18.4 -pandas==1.0.3 +pandas==1.0.4 From f187753f8f73cef2a5233897426958b49129cbbc Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 30 May 2020 10:45:50 +0200 Subject: [PATCH 092/570] Add ccxt_sync_config to simplify ccxt configuration --- docs/configuration.md | 3 ++- freqtrade/exchange/exchange.py | 10 ++++++---- tests/exchange/test_exchange.py | 12 ++++++++---- 3 files changed, 16 insertions(+), 9 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index 93e53de6f..5e3be6485 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -83,7 +83,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String | `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#pairlists-and-pairlist-handlers)).
**Datatype:** List | `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists-and-pairlist-handlers)).
**Datatype:** List -| `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
**Datatype:** Dict +| `exchange.ccxt_config` | Additional CCXT parameters passed to both ccxt instances. This is usually the correct place for ccxt configurations. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
**Datatype:** Dict +| `exchange.ccxt_sync_config` | Additional CCXT parameters passed to the regular (sync) ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
**Datatype:** Dict | `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
**Datatype:** Dict | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded.
*Defaults to `60` minutes.*
**Datatype:** Positive Integer | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation. diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index af745e8d0..7ef0d7750 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -98,12 +98,14 @@ class Exchange: # Initialize ccxt objects ccxt_config = self._ccxt_config.copy() - ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), - ccxt_config) - self._api = self._init_ccxt( - exchange_config, ccxt_kwargs=ccxt_config) + ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), ccxt_config) + ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_sync_config', {}), ccxt_config) + + self._api = self._init_ccxt(exchange_config, ccxt_kwargs=ccxt_config) ccxt_async_config = self._ccxt_config.copy() + ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), + ccxt_async_config) ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}), ccxt_async_config) self._api_async = self._init_ccxt( diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index e40f691a8..25aecba5c 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -88,15 +88,19 @@ def test_init_ccxt_kwargs(default_conf, mocker, caplog): caplog.clear() conf = copy.deepcopy(default_conf) conf['exchange']['ccxt_config'] = {'TestKWARG': 11} + conf['exchange']['ccxt_sync_config'] = {'TestKWARG44': 11} conf['exchange']['ccxt_async_config'] = {'asyncio_loop': True} - + asynclogmsg = "Applying additional ccxt config: {'TestKWARG': 11, 'asyncio_loop': True}" ex = Exchange(conf) - assert not log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}", caplog) assert not ex._api_async.aiohttp_trust_env assert hasattr(ex._api, 'TestKWARG') assert ex._api.TestKWARG == 11 - assert not hasattr(ex._api_async, 'TestKWARG') - assert log_has("Applying additional ccxt config: {'TestKWARG': 11}", caplog) + # ccxt_config is assigned to both sync and async + assert not hasattr(ex._api_async, 'TestKWARG44') + + assert hasattr(ex._api_async, 'TestKWARG') + assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog) + assert log_has(asynclogmsg, caplog) def test_destroy(default_conf, mocker, caplog): From 76ce2c66530165881c8f7cd651c01c6b653d2bbe Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 30 May 2020 10:46:04 +0200 Subject: [PATCH 093/570] Document FTX subaccount configuration --- docs/exchanges.md | 19 +++++++++++++++++++ 1 file changed, 19 insertions(+) diff --git a/docs/exchanges.md b/docs/exchanges.md index 06db26f89..81f017023 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -62,6 +62,25 @@ res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarket print(res) ``` +## FTX + +### Using subaccounts + +To use subaccounts with FTX, you need to edit the configuration and add the following: + +``` json +"exchange": { + "ccxt_config": { + "headers": { + "FTX-SUBACCOUNT": "name" + } + }, +} +``` + +!!! Note + Older versions of freqtrade may require this key to be added to `"ccxt_async_config"` as well. + ## All exchanges Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys. From 57e951dbce90ff486c3267e62865fd0fa0399d06 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 30 May 2020 10:59:26 +0200 Subject: [PATCH 094/570] Add orderbook sell rate to sell_rate_cache --- freqtrade/freqtradebot.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index d4afa1d60..4f63cc01d 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -719,6 +719,9 @@ class FreqtradeBot: raise PricingError from e logger.debug(f" order book {config_ask_strategy['price_side']} top {i}: " f"{sell_rate:0.8f}") + # Assign sell-rate to cache - otherwise sell-rate is never updated in the cache, + # resulting in outdated RPC messages + self._sell_rate_cache[trade.pair] = sell_rate if self._check_and_execute_sell(trade, sell_rate, buy, sell): return True From 28b35178e99182d5381e1941ebc5520f524301a4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 30 May 2020 11:24:29 +0200 Subject: [PATCH 095/570] Update doc wording Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index 0bd913e88..8853b6e05 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -107,7 +107,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances.
**Datatype:** String, SQLAlchemy connect string | `initial_state` | Defines the initial application state. More information below.
*Defaults to `stopped`.*
**Datatype:** Enum, either `stopped` or `running` | `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below.
**Datatype:** Boolean -| `disable_dataframe_checks` | Disable checking the dataframe for correctness. Only use when intentionally changing the dataframe. [Strategy Override](#parameters-in-the-strategy).[Strategy Override](#parameters-in-the-strategy).
*Defaults to `False`*.
**Datatype:** Boolean +| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).[Strategy Override](#parameters-in-the-strategy).
*Defaults to `False`*.
**Datatype:** Boolean | `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`.
**Datatype:** ClassName | `strategy_path` | Adds an additional strategy lookup path (must be a directory).
**Datatype:** String | `internals.process_throttle_secs` | Set the process throttle. Value in second.
*Defaults to `5` seconds.*
**Datatype:** Positive Integer From 97905f86be0686240d56ae9d62c4d130ba32c9a0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 30 May 2020 11:34:39 +0200 Subject: [PATCH 096/570] Add missing fields to to_json output of trade --- freqtrade/persistence.py | 7 +++++++ tests/rpc/test_rpc.py | 19 +++++++++++++++---- tests/rpc/test_rpc_apiserver.py | 15 +++++++++++++-- tests/test_persistence.py | 16 ++++++++++++++-- 4 files changed, 49 insertions(+), 8 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index da7137cba..a0b9133c9 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -271,10 +271,16 @@ class Trade(_DECL_BASE): 'amount': round(self.amount, 8), 'stake_amount': round(self.stake_amount, 8), 'close_profit': self.close_profit, + 'close_profit_abs': self.close_profit_abs, 'sell_reason': self.sell_reason, 'sell_order_status': self.sell_order_status, 'stop_loss': self.stop_loss, 'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None, + 'stoploss_order_id': self.stoploss_order_id, + 'stoploss_last_update': (self.stoploss_last_update.strftime("%Y-%m-%d %H:%M:%S") + if self.stoploss_last_update else None), + 'stoploss_last_update_timestamp': (int(self.stoploss_last_update.timestamp() * 1000) + if self.stoploss_last_update else None), 'initial_stop_loss': self.initial_stop_loss, 'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100 if self.initial_stop_loss_pct else None), @@ -283,6 +289,7 @@ class Trade(_DECL_BASE): 'strategy': self.strategy, 'ticker_interval': self.ticker_interval, 'open_order_id': self.open_order_id, + 'exchange': self.exchange, } def adjust_min_max_rates(self, current_price: float) -> None: diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index e94097545..a68ca191a 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -77,13 +77,19 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'stake_amount': 0.001, 'close_profit': None, 'close_profit_pct': None, + 'close_profit_abs': None, 'current_profit': -0.00408133, 'current_profit_pct': -0.41, 'stop_loss': 0.0, + 'stop_loss_pct': None, + 'stoploss_order_id': None, + 'stoploss_last_update': None, + 'stoploss_last_update_timestamp': None, 'initial_stop_loss': 0.0, 'initial_stop_loss_pct': None, - 'stop_loss_pct': None, - 'open_order': '(limit buy rem=0.00000000)' + 'open_order': '(limit buy rem=0.00000000)', + 'exchange': 'bittrex', + } == results[0] mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate', @@ -125,13 +131,18 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'stake_amount': 0.001, 'close_profit': None, 'close_profit_pct': None, + 'close_profit_abs': None, 'current_profit': ANY, 'current_profit_pct': ANY, 'stop_loss': 0.0, + 'stop_loss_pct': None, + 'stoploss_order_id': None, + 'stoploss_last_update': None, + 'stoploss_last_update_timestamp': None, 'initial_stop_loss': 0.0, 'initial_stop_loss_pct': None, - 'stop_loss_pct': None, - 'open_order': '(limit buy rem=0.00000000)' + 'open_order': '(limit buy rem=0.00000000)', + 'exchange': 'bittrex', } == results[0] diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index cc63bf6e8..c284ccb7b 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -502,6 +502,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'close_timestamp': None, 'close_profit': None, 'close_profit_pct': None, + 'close_profit_abs': None, 'close_rate': None, 'current_profit': -0.00408133, 'current_profit_pct': -0.41, @@ -517,6 +518,9 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'stake_amount': 0.001, 'stop_loss': 0.0, 'stop_loss_pct': None, + 'stoploss_order_id': None, + 'stoploss_last_update': None, + 'stoploss_last_update_timestamp': None, 'trade_id': 1, 'close_rate_requested': None, 'current_rate': 1.099e-05, @@ -536,7 +540,9 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'sell_reason': None, 'sell_order_status': None, 'strategy': 'DefaultStrategy', - 'ticker_interval': 5}] + 'ticker_interval': 5, + 'exchange': 'bittrex', + }] def test_api_version(botclient): @@ -627,8 +633,12 @@ def test_api_forcebuy(botclient, mocker, fee): 'stake_amount': 1, 'stop_loss': None, 'stop_loss_pct': None, + 'stoploss_order_id': None, + 'stoploss_last_update': None, + 'stoploss_last_update_timestamp': None, 'trade_id': None, 'close_profit': None, + 'close_profit_abs': None, 'close_rate_requested': None, 'fee_close': 0.0025, 'fee_close_cost': None, @@ -645,7 +655,8 @@ def test_api_forcebuy(botclient, mocker, fee): 'sell_reason': None, 'sell_order_status': None, 'strategy': None, - 'ticker_interval': None + 'ticker_interval': None, + 'exchange': 'bittrex', } diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 60bf073f8..3b1041fd8 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -758,16 +758,22 @@ def test_to_json(default_conf, fee): 'amount': 123.0, 'stake_amount': 0.001, 'close_profit': None, + 'close_profit_abs': None, 'sell_reason': None, 'sell_order_status': None, 'stop_loss': None, 'stop_loss_pct': None, + 'stoploss_order_id': None, + 'stoploss_last_update': None, + 'stoploss_last_update_timestamp': None, 'initial_stop_loss': None, 'initial_stop_loss_pct': None, 'min_rate': None, 'max_rate': None, 'strategy': None, - 'ticker_interval': None} + 'ticker_interval': None, + 'exchange': 'bittrex', + } # Simulate dry_run entries trade = Trade( @@ -799,9 +805,13 @@ def test_to_json(default_conf, fee): 'stake_amount': 0.001, 'stop_loss': None, 'stop_loss_pct': None, + 'stoploss_order_id': None, + 'stoploss_last_update': None, + 'stoploss_last_update_timestamp': None, 'initial_stop_loss': None, 'initial_stop_loss_pct': None, 'close_profit': None, + 'close_profit_abs': None, 'close_rate_requested': None, 'fee_close': 0.0025, 'fee_close_cost': None, @@ -818,7 +828,9 @@ def test_to_json(default_conf, fee): 'sell_reason': None, 'sell_order_status': None, 'strategy': None, - 'ticker_interval': None} + 'ticker_interval': None, + 'exchange': 'bittrex', + } def test_stoploss_reinitialization(default_conf, fee): From a9c57e51473d2cd6e9a29a84bdcadf23beba90fb Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 30 May 2020 11:46:48 +0200 Subject: [PATCH 097/570] Add disable_dataframe_checks to strategy templates --- freqtrade/templates/base_strategy.py.j2 | 4 ++++ freqtrade/templates/sample_strategy.py | 4 ++++ 2 files changed, 8 insertions(+) diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2 index c37164568..3ff490d6c 100644 --- a/freqtrade/templates/base_strategy.py.j2 +++ b/freqtrade/templates/base_strategy.py.j2 @@ -57,6 +57,10 @@ class {{ strategy }}(IStrategy): # Run "populate_indicators()" only for new candle. process_only_new_candles = False + # Disable checking the dataframe (converts the error into a warning message) + # Only use if you understand the implications! + disable_dataframe_checks: bool = False + # These values can be overridden in the "ask_strategy" section in the config. use_sell_signal = True sell_profit_only = False diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py index f78489173..a70643aee 100644 --- a/freqtrade/templates/sample_strategy.py +++ b/freqtrade/templates/sample_strategy.py @@ -58,6 +58,10 @@ class SampleStrategy(IStrategy): # Run "populate_indicators()" only for new candle. process_only_new_candles = False + # Disable checking the dataframe (converts the error into a warning message) + # Only use if you understand the implications! + disable_dataframe_checks: bool = False + # These values can be overridden in the "ask_strategy" section in the config. use_sell_signal = True sell_profit_only = False From 376c536dd1d1081d5d88092ad63bbbe99e73612f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 30 May 2020 16:23:33 +0200 Subject: [PATCH 098/570] Revert "Add disable_dataframe_checks to strategy templates" This reverts commit a9c57e51473d2cd6e9a29a84bdcadf23beba90fb. --- freqtrade/templates/base_strategy.py.j2 | 4 ---- freqtrade/templates/sample_strategy.py | 4 ---- 2 files changed, 8 deletions(-) diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2 index 3ff490d6c..c37164568 100644 --- a/freqtrade/templates/base_strategy.py.j2 +++ b/freqtrade/templates/base_strategy.py.j2 @@ -57,10 +57,6 @@ class {{ strategy }}(IStrategy): # Run "populate_indicators()" only for new candle. process_only_new_candles = False - # Disable checking the dataframe (converts the error into a warning message) - # Only use if you understand the implications! - disable_dataframe_checks: bool = False - # These values can be overridden in the "ask_strategy" section in the config. use_sell_signal = True sell_profit_only = False diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py index a70643aee..f78489173 100644 --- a/freqtrade/templates/sample_strategy.py +++ b/freqtrade/templates/sample_strategy.py @@ -58,10 +58,6 @@ class SampleStrategy(IStrategy): # Run "populate_indicators()" only for new candle. process_only_new_candles = False - # Disable checking the dataframe (converts the error into a warning message) - # Only use if you understand the implications! - disable_dataframe_checks: bool = False - # These values can be overridden in the "ask_strategy" section in the config. use_sell_signal = True sell_profit_only = False From fe40e8305d94afd6613b4ac4b8c9b8af5ce4203e Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sat, 30 May 2020 18:58:11 +0300 Subject: [PATCH 099/570] fix #3401 --- docs/installation.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/installation.md b/docs/installation.md index f017bef96..c03be55d1 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -13,7 +13,7 @@ Click each one for install guide: * [Python >= 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/) * [pip](https://pip.pypa.io/en/stable/installing/) * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git) -* [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended) +* [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended) * [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) (install instructions below) We also recommend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot), which is optional but recommended. From 48915d7945a094f7edcb4015b8669a2ddad005ed Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sat, 30 May 2020 19:35:44 +0300 Subject: [PATCH 100/570] minor: Fix docs --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index 8853b6e05..7686f3248 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -107,7 +107,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances.
**Datatype:** String, SQLAlchemy connect string | `initial_state` | Defines the initial application state. More information below.
*Defaults to `stopped`.*
**Datatype:** Enum, either `stopped` or `running` | `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below.
**Datatype:** Boolean -| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).[Strategy Override](#parameters-in-the-strategy).
*Defaults to `False`*.
**Datatype:** Boolean +| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `False`*.
**Datatype:** Boolean | `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`.
**Datatype:** ClassName | `strategy_path` | Adds an additional strategy lookup path (must be a directory).
**Datatype:** String | `internals.process_throttle_secs` | Set the process throttle. Value in second.
*Defaults to `5` seconds.*
**Datatype:** Positive Integer From 908449640ad020dd1becae9feb39ac8f7cbea829 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 30 May 2020 19:17:17 +0200 Subject: [PATCH 101/570] Disabledataframecheck is not in internals and does not belong there --- freqtrade/resolvers/strategy_resolver.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index 51cb8fc05..abd6a4195 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -70,7 +70,7 @@ class StrategyResolver(IResolver): ("use_sell_signal", True, 'ask_strategy'), ("sell_profit_only", False, 'ask_strategy'), ("ignore_roi_if_buy_signal", False, 'ask_strategy'), - ("disable_dataframe_checks", False, 'internals') + ("disable_dataframe_checks", False, None), ] for attribute, default, subkey in attributes: if subkey: From a0d6a72bc8dfdbb2373b0694611dab77ce1a2489 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 30 May 2020 19:26:47 +0200 Subject: [PATCH 102/570] Update docs/configuration.md Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index 5e3be6485..1f2dcb8a9 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -83,7 +83,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String | `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#pairlists-and-pairlist-handlers)).
**Datatype:** List | `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists-and-pairlist-handlers)).
**Datatype:** List -| `exchange.ccxt_config` | Additional CCXT parameters passed to both ccxt instances. This is usually the correct place for ccxt configurations. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
**Datatype:** Dict +| `exchange.ccxt_config` | Additional CCXT parameters passed to both ccxt instances (sync and async). This is usually the correct place for ccxt configurations. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
**Datatype:** Dict | `exchange.ccxt_sync_config` | Additional CCXT parameters passed to the regular (sync) ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
**Datatype:** Dict | `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
**Datatype:** Dict | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded.
*Defaults to `60` minutes.*
**Datatype:** Positive Integer From 91f84f1a4304266d7f697a0418683bf3a202d796 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 30 May 2020 19:28:30 +0200 Subject: [PATCH 103/570] Fix typo in close trade message --- freqtrade/rpc/telegram.py | 2 +- tests/rpc/test_rpc_telegram.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 4bf19192d..dcb667d2d 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -328,7 +328,7 @@ class Telegram(RPC): best_rate = stats['best_rate'] # Message to display if stats['closed_trade_count'] > 0: - markdown_msg = ("*ROI:* Close trades\n" + markdown_msg = ("*ROI:* Closed trades\n" f"∙ `{profit_closed_coin:.8f} {stake_cur} " f"({profit_closed_percent:.2f}%)`\n" f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n") diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 0b990281f..29820fba3 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -446,7 +446,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, telegram._profit(update=update, context=MagicMock()) assert msg_mock.call_count == 1 - assert '*ROI:* Close trades' in msg_mock.call_args_list[-1][0][0] + assert '*ROI:* Closed trades' in msg_mock.call_args_list[-1][0][0] assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0] assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0] assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0] From cc90e7b413f2b300fe692b0b75d415c6e1c3a3d9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 30 May 2020 19:42:09 +0200 Subject: [PATCH 104/570] Show "No trades yet." when no trade happened yet --- freqtrade/rpc/telegram.py | 35 ++++++++++++++++++---------------- tests/rpc/test_rpc_telegram.py | 2 +- 2 files changed, 20 insertions(+), 17 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index dcb667d2d..7eef18dfc 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -326,24 +326,27 @@ class Telegram(RPC): avg_duration = stats['avg_duration'] best_pair = stats['best_pair'] best_rate = stats['best_rate'] - # Message to display - if stats['closed_trade_count'] > 0: - markdown_msg = ("*ROI:* Closed trades\n" - f"∙ `{profit_closed_coin:.8f} {stake_cur} " - f"({profit_closed_percent:.2f}%)`\n" - f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n") + if stats['trade_count'] == 0: + markdown_msg = 'No trades yet.' else: - markdown_msg = "`No closed trade` \n" + # Message to display + if stats['closed_trade_count'] > 0: + markdown_msg = ("*ROI:* Closed trades\n" + f"∙ `{profit_closed_coin:.8f} {stake_cur} " + f"({profit_closed_percent:.2f}%)`\n" + f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n") + else: + markdown_msg = "`No closed trade` \n" - markdown_msg += (f"*ROI:* All trades\n" - f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n" - f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n" - f"*Total Trade Count:* `{trade_count}`\n" - f"*First Trade opened:* `{first_trade_date}`\n" - f"*Latest Trade opened:* `{latest_trade_date}`") - if stats['closed_trade_count'] > 0: - markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n" - f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`") + markdown_msg += (f"*ROI:* All trades\n" + f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n" + f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n" + f"*Total Trade Count:* `{trade_count}`\n" + f"*First Trade opened:* `{first_trade_date}`\n" + f"*Latest Trade opened:* `{latest_trade_date}`") + if stats['closed_trade_count'] > 0: + markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n" + f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`") self._send_msg(markdown_msg) @authorized_only diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 29820fba3..500acaa30 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -420,7 +420,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, telegram._profit(update=update, context=MagicMock()) assert msg_mock.call_count == 1 - assert 'No closed trade' in msg_mock.call_args_list[0][0][0] + assert 'No trades yet.' in msg_mock.call_args_list[0][0][0] msg_mock.reset_mock() # Create some test data From 7ad1c7e817ca115bf4bd8a79c000685ebc948730 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 31 May 2020 09:51:45 +0200 Subject: [PATCH 105/570] Allow lower verbosity level for api server Not logging all calls makes sense when running the UI otherwise this is VERY verbose, clogging up the log. --- config_full.json.example | 1 + docs/configuration.md | 1 + docs/rest-api.md | 1 + freqtrade/constants.py | 1 + freqtrade/loggers.py | 8 ++++++-- freqtrade/rpc/api_server.py | 3 --- 6 files changed, 10 insertions(+), 5 deletions(-) diff --git a/config_full.json.example b/config_full.json.example index 481742817..57ebb22e6 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -121,6 +121,7 @@ "enabled": false, "listen_ip_address": "127.0.0.1", "listen_port": 8080, + "verbosity": "info", "jwt_secret_key": "somethingrandom", "username": "freqtrader", "password": "SuperSecurePassword" diff --git a/docs/configuration.md b/docs/configuration.md index a1cb45e0f..3a8262fab 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -103,6 +103,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details.
**Datatype:** Boolean | `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details.
**Datatype:** IPv4 | `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details.
**Datatype:** Integer between 1024 and 65535 +| `api_server.verbosity` | Loggging verbosity. `info` will print all RPC Calls, while "error" will only display errors.
**Datatype:** Enum, either `info` or `error`. Defaults to `info`. | `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String | `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String | `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances.
**Datatype:** String, SQLAlchemy connect string diff --git a/docs/rest-api.md b/docs/rest-api.md index 7f1a95b12..ed5f355b4 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -11,6 +11,7 @@ Sample configuration: "enabled": true, "listen_ip_address": "127.0.0.1", "listen_port": 8080, + "verbosity": "info", "jwt_secret_key": "somethingrandom", "username": "Freqtrader", "password": "SuperSecret1!" diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 1984d4866..a91e3b19f 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -221,6 +221,7 @@ CONF_SCHEMA = { }, 'username': {'type': 'string'}, 'password': {'type': 'string'}, + 'verbosity': {'type': 'string', 'enum': ['error', 'info']}, }, 'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password'] }, diff --git a/freqtrade/loggers.py b/freqtrade/loggers.py index 153ce8c80..aa08ee8a7 100644 --- a/freqtrade/loggers.py +++ b/freqtrade/loggers.py @@ -11,7 +11,7 @@ from freqtrade.exceptions import OperationalException logger = logging.getLogger(__name__) -def _set_loggers(verbosity: int = 0) -> None: +def _set_loggers(verbosity: int = 0, api_verbosity: str = 'info') -> None: """ Set the logging level for third party libraries :return: None @@ -28,6 +28,10 @@ def _set_loggers(verbosity: int = 0) -> None: ) logging.getLogger('telegram').setLevel(logging.INFO) + logging.getLogger('werkzeug').setLevel( + logging.ERROR if api_verbosity == 'error' else logging.INFO + ) + def setup_logging(config: Dict[str, Any]) -> None: """ @@ -77,5 +81,5 @@ def setup_logging(config: Dict[str, Any]) -> None: format='%(asctime)s - %(name)s - %(levelname)s - %(message)s', handlers=log_handlers ) - _set_loggers(verbosity) + _set_loggers(verbosity, config.get('api_server', {}).get('verbosity', 'info')) logger.info('Verbosity set to %s', verbosity) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 23b6a85b0..9d0899ccd 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -360,7 +360,6 @@ class ApiServer(RPC): Returns a cumulative profit statistics :return: stats """ - logger.info("LocalRPC - Profit Command Called") stats = self._rpc_trade_statistics(self._config['stake_currency'], self._config.get('fiat_display_currency') @@ -377,8 +376,6 @@ class ApiServer(RPC): Returns a cumulative performance statistics :return: stats """ - logger.info("LocalRPC - performance Command Called") - stats = self._rpc_performance() return self.rest_dump(stats) From dc7f0f11877d69f8a4d8fc23c2a7cff3d739755d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 31 May 2020 09:57:31 +0200 Subject: [PATCH 106/570] Add api-server to default config samples --- config.json.example | 9 +++++++++ config_binance.json.example | 9 +++++++++ config_kraken.json.example | 9 +++++++++ freqtrade/templates/base_config.json.j2 | 9 +++++++++ tests/test_configuration.py | 5 ++++- 5 files changed, 40 insertions(+), 1 deletion(-) diff --git a/config.json.example b/config.json.example index d37a6b336..ae87164d6 100644 --- a/config.json.example +++ b/config.json.example @@ -76,6 +76,15 @@ "token": "your_telegram_token", "chat_id": "your_telegram_chat_id" }, + "api_server": { + "enabled": false, + "listen_ip_address": "127.0.0.1", + "listen_port": 8080, + "verbosity": "info", + "jwt_secret_key": "somethingrandom", + "username": "", + "password": "" + }, "initial_state": "running", "forcebuy_enable": false, "internals": { diff --git a/config_binance.json.example b/config_binance.json.example index 5d7b6b656..74207d565 100644 --- a/config_binance.json.example +++ b/config_binance.json.example @@ -81,6 +81,15 @@ "token": "your_telegram_token", "chat_id": "your_telegram_chat_id" }, + "api_server": { + "enabled": false, + "listen_ip_address": "127.0.0.1", + "listen_port": 8080, + "verbosity": "info", + "jwt_secret_key": "somethingrandom", + "username": "", + "password": "" + }, "initial_state": "running", "forcebuy_enable": false, "internals": { diff --git a/config_kraken.json.example b/config_kraken.json.example index 54fbf4a00..f1e522da5 100644 --- a/config_kraken.json.example +++ b/config_kraken.json.example @@ -87,6 +87,15 @@ "token": "your_telegram_token", "chat_id": "your_telegram_chat_id" }, + "api_server": { + "enabled": false, + "listen_ip_address": "127.0.0.1", + "listen_port": 8080, + "verbosity": "info", + "jwt_secret_key": "somethingrandom", + "username": "", + "password": "" + }, "initial_state": "running", "forcebuy_enable": false, "internals": { diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2 index 6d3174347..5339595e8 100644 --- a/freqtrade/templates/base_config.json.j2 +++ b/freqtrade/templates/base_config.json.j2 @@ -53,6 +53,15 @@ "token": "{{ telegram_token }}", "chat_id": "{{ telegram_chat_id }}" }, + "api_server": { + "enabled": false, + "listen_ip_address": "127.0.0.1", + "listen_port": 8080, + "verbosity": "info", + "jwt_secret_key": "somethingrandom", + "username": "", + "password": "" + }, "initial_state": "running", "forcebuy_enable": false, "internals": { diff --git a/tests/test_configuration.py b/tests/test_configuration.py index edcbe4516..18fa607f2 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -634,6 +634,7 @@ def test_set_loggers() -> None: previous_value1 = logging.getLogger('requests').level previous_value2 = logging.getLogger('ccxt.base.exchange').level previous_value3 = logging.getLogger('telegram').level + previous_value3 = logging.getLogger('werkzeug').level _set_loggers() @@ -654,12 +655,14 @@ def test_set_loggers() -> None: assert logging.getLogger('requests').level is logging.DEBUG assert logging.getLogger('ccxt.base.exchange').level is logging.INFO assert logging.getLogger('telegram').level is logging.INFO + assert logging.getLogger('werkzeug').level is logging.INFO - _set_loggers(verbosity=3) + _set_loggers(verbosity=3, api_verbosity='error') assert logging.getLogger('requests').level is logging.DEBUG assert logging.getLogger('ccxt.base.exchange').level is logging.DEBUG assert logging.getLogger('telegram').level is logging.INFO + assert logging.getLogger('werkzeug').level is logging.ERROR @pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows") From 4087161d2b69b5b2d73751402fac9d1838f86de3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 31 May 2020 10:16:56 +0200 Subject: [PATCH 107/570] fix broken test --- tests/test_configuration.py | 1 - 1 file changed, 1 deletion(-) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 18fa607f2..bd43f84ca 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -634,7 +634,6 @@ def test_set_loggers() -> None: previous_value1 = logging.getLogger('requests').level previous_value2 = logging.getLogger('ccxt.base.exchange').level previous_value3 = logging.getLogger('telegram').level - previous_value3 = logging.getLogger('werkzeug').level _set_loggers() From 123a556ec89e5e0eace9ca0f279d612b382e24f0 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 31 May 2020 13:05:58 +0300 Subject: [PATCH 108/570] Better exchange logging --- freqtrade/exchange/exchange.py | 14 ++++++++++---- 1 file changed, 10 insertions(+), 4 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index af745e8d0..6275b0eda 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -887,14 +887,20 @@ class Exchange: Async wrapper handling downloading trades using either time or id based methods. """ + logger.debug(f"_async_get_trade_history(), pair: {pair}, " + f"since: {since}, until: {until}, from_id: {from_id}") + + if not until: + exchange_msec = ccxt.Exchange.milliseconds() + logger.debug(f"Exchange milliseconds: {exchange_msec}") + until = exchange_msec + if self._trades_pagination == 'time': return await self._async_get_trade_history_time( - pair=pair, since=since, - until=until or ccxt.Exchange.milliseconds()) + pair=pair, since=since, until=until) elif self._trades_pagination == 'id': return await self._async_get_trade_history_id( - pair=pair, since=since, - until=until or ccxt.Exchange.milliseconds(), from_id=from_id + pair=pair, since=since, until=until, from_id=from_id ) else: raise OperationalException(f"Exchange {self.name} does use neither time, " From f202e09b10e3568d89cbf9ac7e765acfcbe78efa Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 08:56:12 +0200 Subject: [PATCH 109/570] Extract conversion to trades list to it's own function --- freqtrade/optimize/optimize_reports.py | 17 +++++++++++++---- 1 file changed, 13 insertions(+), 4 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 1fc4d721e..77101a1f6 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -18,10 +18,7 @@ def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame :param all_results: Dict of Dataframes, one results dataframe per strategy """ for strategy, results in all_results.items(): - records = [(t.pair, t.profit_percent, t.open_time.timestamp(), - t.close_time.timestamp(), t.open_index - 1, t.trade_duration, - t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value) - for index, t in results.iterrows()] + records = backtest_result_to_list(results) if records: filename = recordfilename @@ -34,6 +31,18 @@ def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame file_dump_json(filename, records) +def backtest_result_to_list(results: DataFrame) -> List[List]: + """ + Converts a list of Backtest-results to list + :param results: Dataframe containing results for one strategy + :return: List of Lists containing the trades + """ + return [[t.pair, t.profit_percent, t.open_time.timestamp(), + t.close_time.timestamp(), t.open_index - 1, t.trade_duration, + t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value] + for index, t in results.iterrows()] + + def _get_line_floatfmt() -> List[str]: """ Generate floatformat (goes in line with _generate_result_line()) From ceaf32d304294104a06a2db8e15b609ec772a71c Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 09:23:24 +0200 Subject: [PATCH 110/570] Extract backtesting report generation from show_backtest_Results --- freqtrade/optimize/optimize_reports.py | 42 +++++++++++++++++++------- 1 file changed, 31 insertions(+), 11 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 77101a1f6..5afdc6f77 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -255,12 +255,13 @@ def generate_edge_table(results: dict) -> str: floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore -def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame], - all_results: Dict[str, DataFrame]): +def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], + all_results: Dict[str, DataFrame]): stake_currency = config['stake_currency'] max_open_trades = config['max_open_trades'] - + result = {'strategy': {}} for strategy, results in all_results.items(): + pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency, max_open_trades=max_open_trades, results=results, skip_nan=False) @@ -270,21 +271,43 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame], max_open_trades=max_open_trades, results=results.loc[results['open_at_end']], skip_nan=True) + strat_stats = { + 'trades': backtest_result_to_list(results), + 'results_per_pair': pair_results, + 'sell_reason_summary': sell_reason_stats, + 'left_open_trades': left_open_results, + } + result['strategy'][strategy] = strat_stats + + strategy_results = generate_strategy_metrics(stake_currency=stake_currency, + max_open_trades=max_open_trades, + all_results=all_results) + + result['strategy_comparison'] = strategy_results + + return result + + +def show_backtest_results(config: Dict, backtest_stats: Dict): + stake_currency = config['stake_currency'] + + for strategy, results in backtest_stats['strategy'].items(): + # Print results print(f"Result for strategy {strategy}") - table = generate_text_table(pair_results, stake_currency=stake_currency) + table = generate_text_table(results['results_per_pair'], stake_currency=stake_currency) if isinstance(table, str): print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '=')) print(table) - table = generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats, + table = generate_text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'], stake_currency=stake_currency, ) if isinstance(table, str): print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '=')) print(table) - table = generate_text_table(left_open_results, stake_currency=stake_currency) + table = generate_text_table(results['left_open_trades'], stake_currency=stake_currency) if isinstance(table, str): print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '=')) print(table) @@ -292,13 +315,10 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame], print('=' * len(table.splitlines()[0])) print() - if len(all_results) > 1: + if len(backtest_stats['strategy']) > 1: # Print Strategy summary table - strategy_results = generate_strategy_metrics(stake_currency=stake_currency, - max_open_trades=max_open_trades, - all_results=all_results) - table = generate_text_table_strategy(strategy_results, stake_currency) + table = generate_text_table_strategy(backtest_stats['strategy_comparison'], stake_currency) print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '=')) print(table) print('=' * len(table.splitlines()[0])) From 091693308ae1d16cb003aba2ff1fdea1d88b3be0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 09:24:27 +0200 Subject: [PATCH 111/570] Correctly call show_backtest_results --- freqtrade/optimize/backtesting.py | 6 ++++-- freqtrade/optimize/optimize_reports.py | 2 +- tests/optimize/test_backtesting.py | 6 ++++-- 3 files changed, 9 insertions(+), 5 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 3bf211d99..b47b38ea4 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -18,7 +18,8 @@ from freqtrade.data.converter import trim_dataframe from freqtrade.data.dataprovider import DataProvider from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds -from freqtrade.optimize.optimize_reports import (show_backtest_results, +from freqtrade.optimize.optimize_reports import (generate_backtest_stats, + show_backtest_results, store_backtest_result) from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.persistence import Trade @@ -411,4 +412,5 @@ class Backtesting: if self.config.get('export', False): store_backtest_result(self.config['exportfilename'], all_results) # Show backtest results - show_backtest_results(self.config, data, all_results) + stats = generate_backtest_stats(self.config, data, all_results) + show_backtest_results(self.config, stats) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 5afdc6f77..c148f0f44 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -259,7 +259,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], all_results: Dict[str, DataFrame]): stake_currency = config['stake_currency'] max_open_trades = config['max_open_trades'] - result = {'strategy': {}} + result: Dict[str, Any] = {'strategy': {}} for strategy, results in all_results.items(): pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency, diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index ace82d28b..40c106975 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -333,6 +333,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: mocker.patch('freqtrade.data.history.get_timerange', get_timerange) patch_exchange(mocker) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest') + mocker.patch('freqtrade.optimize.backtesting.generate_backtest_stats') mocker.patch('freqtrade.optimize.backtesting.show_backtest_results') mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', PropertyMock(return_value=['UNITTEST/BTC'])) @@ -612,8 +613,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): patch_exchange(mocker) - mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) - mocker.patch('freqtrade.optimize.backtesting.show_backtest_results', MagicMock()) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest') + mocker.patch('freqtrade.optimize.backtesting.generate_backtest_stats') + mocker.patch('freqtrade.optimize.backtesting.show_backtest_results') mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', PropertyMock(return_value=['UNITTEST/BTC'])) patched_configuration_load_config_file(mocker, default_conf) From ffa93377b4e66f7182fcfcee305c8635299b106b Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 09:34:03 +0200 Subject: [PATCH 112/570] Test colorama init again (after the fixes done to progressbar) --- freqtrade/optimize/hyperopt.py | 19 ++++++++++--------- 1 file changed, 10 insertions(+), 9 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 3a28de785..bd80f7069 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -4,26 +4,26 @@ This module contains the hyperopt logic """ +import io import locale import logging import random import warnings -from math import ceil from collections import OrderedDict +from math import ceil from operator import itemgetter from pathlib import Path from pprint import pprint from typing import Any, Dict, List, Optional +import progressbar import rapidjson +import tabulate from colorama import Fore, Style +from colorama import init as colorama_init from joblib import (Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects) -from pandas import DataFrame, json_normalize, isna -import progressbar -import tabulate -from os import path -import io +from pandas import DataFrame, isna, json_normalize from freqtrade.data.converter import trim_dataframe from freqtrade.data.history import get_timerange @@ -32,7 +32,8 @@ from freqtrade.misc import plural, round_dict from freqtrade.optimize.backtesting import Backtesting # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules from freqtrade.optimize.hyperopt_interface import IHyperOpt # noqa: F401 -from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss # noqa: F401 +from freqtrade.optimize.hyperopt_loss_interface import \ + IHyperOptLoss # noqa: F401 from freqtrade.resolvers.hyperopt_resolver import (HyperOptLossResolver, HyperOptResolver) @@ -374,7 +375,7 @@ class Hyperopt: return # Verification for overwrite - if path.isfile(csv_file): + if Path(csv_file).is_file(): logger.error(f"CSV file already exists: {csv_file}") return @@ -603,7 +604,7 @@ class Hyperopt: data, timerange = self.backtesting.load_bt_data() preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data) - + colorama_init(autoreset=True) # Trim startup period from analyzed dataframe for pair, df in preprocessed.items(): preprocessed[pair] = trim_dataframe(df, timerange) From d9afef8fe19d1fee53cd3c0421cdd3ffcdb27a91 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 09:37:10 +0200 Subject: [PATCH 113/570] Move colorama_init to where it was --- freqtrade/optimize/hyperopt.py | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index bd80f7069..566ba5de8 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -604,7 +604,7 @@ class Hyperopt: data, timerange = self.backtesting.load_bt_data() preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data) - colorama_init(autoreset=True) + # Trim startup period from analyzed dataframe for pair, df in preprocessed.items(): preprocessed[pair] = trim_dataframe(df, timerange) @@ -629,6 +629,10 @@ class Hyperopt: self.dimensions: List[Dimension] = self.hyperopt_space() self.opt = self.get_optimizer(self.dimensions, config_jobs) + + if self.print_colorized: + colorama_init(autoreset=True) + try: with Parallel(n_jobs=config_jobs) as parallel: jobs = parallel._effective_n_jobs() From f6edb32a33c5ddc6a48c7bd9e3abeb01871a6054 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 09:55:52 +0200 Subject: [PATCH 114/570] Run hyperopt with --print-all --- .github/workflows/ci.yml | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 239576c61..2c6141344 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -88,7 +88,7 @@ jobs: run: | cp config.json.example config.json freqtrade create-userdir --userdir user_data - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt + freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --print-all - name: Flake8 run: | @@ -150,7 +150,7 @@ jobs: run: | cp config.json.example config.json freqtrade create-userdir --userdir user_data - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt + freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --print-all - name: Flake8 run: | From adde1cfee2591820fb09db55b0957f57880be05b Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 10:53:02 +0200 Subject: [PATCH 115/570] Add stoplosss_ratio and initial_stoploss_ratio --- freqtrade/persistence.py | 24 ++++++++++++++++-------- 1 file changed, 16 insertions(+), 8 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 111ccfe2a..2fe93f440 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -249,32 +249,40 @@ class Trade(_DECL_BASE): 'trade_id': self.id, 'pair': self.pair, 'is_open': self.is_open, + 'exchange': self.exchange, + 'amount': round(self.amount, 8), + 'stake_amount': round(self.stake_amount, 8), + 'strategy': self.strategy, + 'ticker_interval': self.ticker_interval, + 'fee_open': self.fee_open, 'fee_open_cost': self.fee_open_cost, 'fee_open_currency': self.fee_open_currency, 'fee_close': self.fee_close, 'fee_close_cost': self.fee_close_cost, 'fee_close_currency': self.fee_close_currency, + 'open_date_hum': arrow.get(self.open_date).humanize(), 'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"), 'open_timestamp': int(self.open_date.timestamp() * 1000), + 'open_rate': self.open_rate, + 'open_rate_requested': self.open_rate_requested, + 'open_trade_price': self.open_trade_price, + 'close_date_hum': (arrow.get(self.close_date).humanize() if self.close_date else None), 'close_date': (self.close_date.strftime("%Y-%m-%d %H:%M:%S") if self.close_date else None), 'close_timestamp': int(self.close_date.timestamp() * 1000) if self.close_date else None, - 'open_rate': self.open_rate, - 'open_rate_requested': self.open_rate_requested, - 'open_trade_price': self.open_trade_price, 'close_rate': self.close_rate, 'close_rate_requested': self.close_rate_requested, - 'amount': round(self.amount, 8), - 'stake_amount': round(self.stake_amount, 8), 'close_profit': self.close_profit, 'close_profit_abs': self.close_profit_abs, + 'sell_reason': self.sell_reason, 'sell_order_status': self.sell_order_status, 'stop_loss': self.stop_loss, + 'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None, 'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None, 'stoploss_order_id': self.stoploss_order_id, 'stoploss_last_update': (self.stoploss_last_update.strftime("%Y-%m-%d %H:%M:%S") @@ -282,14 +290,14 @@ class Trade(_DECL_BASE): 'stoploss_last_update_timestamp': (int(self.stoploss_last_update.timestamp() * 1000) if self.stoploss_last_update else None), 'initial_stop_loss': self.initial_stop_loss, + 'initial_stop_loss_ratio': (self.initial_stop_loss_pct + if self.initial_stop_loss_pct else None), 'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100 if self.initial_stop_loss_pct else None), 'min_rate': self.min_rate, 'max_rate': self.max_rate, - 'strategy': self.strategy, - 'ticker_interval': self.ticker_interval, + 'open_order_id': self.open_order_id, - 'exchange': self.exchange, } def adjust_min_max_rates(self, current_price: float) -> None: From 6dec508c5eb3a0106525f16428f27d4cc7b99b6f Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 10:56:05 +0200 Subject: [PATCH 116/570] Add new fields to tests --- tests/rpc/test_rpc.py | 4 ++++ tests/rpc/test_rpc_apiserver.py | 14 +++++++++----- tests/test_persistence.py | 4 ++++ 3 files changed, 17 insertions(+), 5 deletions(-) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 7b7824310..dcd525574 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -82,11 +82,13 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'current_profit_pct': -0.41, 'stop_loss': 0.0, 'stop_loss_pct': None, + 'stop_loss_ratio': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss': 0.0, 'initial_stop_loss_pct': None, + 'initial_stop_loss_ratio': None, 'open_order': '(limit buy rem=0.00000000)', 'exchange': 'bittrex', @@ -136,11 +138,13 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'current_profit_pct': ANY, 'stop_loss': 0.0, 'stop_loss_pct': None, + 'stop_loss_ratio': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss': 0.0, 'initial_stop_loss_pct': None, + 'initial_stop_loss_ratio': None, 'open_order': '(limit buy rem=0.00000000)', 'exchange': 'bittrex', } == results[0] diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index c7f937b0c..13914fab0 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -510,8 +510,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'current_profit': -0.00408133, 'current_profit_pct': -0.41, 'current_rate': 1.099e-05, - 'initial_stop_loss': 0.0, - 'initial_stop_loss_pct': None, 'open_date': ANY, 'open_date_hum': 'just now', 'open_timestamp': ANY, @@ -521,9 +519,13 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'stake_amount': 0.001, 'stop_loss': 0.0, 'stop_loss_pct': None, + 'stop_loss_ratio': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, + 'initial_stop_loss': 0.0, + 'initial_stop_loss_pct': None, + 'initial_stop_loss_ratio': None, 'trade_id': 1, 'close_rate_requested': None, 'current_rate': 1.099e-05, @@ -622,12 +624,11 @@ def test_api_forcebuy(botclient, mocker, fee): data='{"pair": "ETH/BTC"}') assert_response(rc) assert rc.json == {'amount': 1, + 'trade_id': None, 'close_date': None, 'close_date_hum': None, 'close_timestamp': None, 'close_rate': 0.265441, - 'initial_stop_loss': None, - 'initial_stop_loss_pct': None, 'open_date': ANY, 'open_date_hum': 'just now', 'open_timestamp': ANY, @@ -636,10 +637,13 @@ def test_api_forcebuy(botclient, mocker, fee): 'stake_amount': 1, 'stop_loss': None, 'stop_loss_pct': None, + 'stop_loss_ratio': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, - 'trade_id': None, + 'initial_stop_loss': None, + 'initial_stop_loss_pct': None, + 'initial_stop_loss_ratio': None, 'close_profit': None, 'close_profit_abs': None, 'close_rate_requested': None, diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 3b1041fd8..942e22a19 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -762,12 +762,14 @@ def test_to_json(default_conf, fee): 'sell_reason': None, 'sell_order_status': None, 'stop_loss': None, + 'stop_loss_ratio': None, 'stop_loss_pct': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss': None, 'initial_stop_loss_pct': None, + 'initial_stop_loss_ratio': None, 'min_rate': None, 'max_rate': None, 'strategy': None, @@ -805,11 +807,13 @@ def test_to_json(default_conf, fee): 'stake_amount': 0.001, 'stop_loss': None, 'stop_loss_pct': None, + 'stop_loss_ratio': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss': None, 'initial_stop_loss_pct': None, + 'initial_stop_loss_ratio': None, 'close_profit': None, 'close_profit_abs': None, 'close_rate_requested': None, From d2b7016dffe40d0581427f7cbdb00915838759b0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 11:05:37 +0200 Subject: [PATCH 117/570] Add stop_loss_abs ... --- freqtrade/persistence.py | 6 ++++-- tests/rpc/test_rpc.py | 4 ++++ tests/rpc/test_rpc_apiserver.py | 4 ++++ tests/test_persistence.py | 4 ++++ 4 files changed, 16 insertions(+), 2 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 2fe93f440..823bf6dc0 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -281,7 +281,8 @@ class Trade(_DECL_BASE): 'sell_reason': self.sell_reason, 'sell_order_status': self.sell_order_status, - 'stop_loss': self.stop_loss, + 'stop_loss': self.stop_loss, # Deprecated - should not be used + 'stop_loss_abs': self.stop_loss, 'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None, 'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None, 'stoploss_order_id': self.stoploss_order_id, @@ -289,7 +290,8 @@ class Trade(_DECL_BASE): if self.stoploss_last_update else None), 'stoploss_last_update_timestamp': (int(self.stoploss_last_update.timestamp() * 1000) if self.stoploss_last_update else None), - 'initial_stop_loss': self.initial_stop_loss, + 'initial_stop_loss': self.initial_stop_loss, # Deprecated - should not be used + 'initial_stop_loss_abs': self.initial_stop_loss, 'initial_stop_loss_ratio': (self.initial_stop_loss_pct if self.initial_stop_loss_pct else None), 'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100 diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index dcd525574..eb20e3903 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -81,12 +81,14 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'current_profit': -0.00408133, 'current_profit_pct': -0.41, 'stop_loss': 0.0, + 'stop_loss_abs': 0.0, 'stop_loss_pct': None, 'stop_loss_ratio': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss': 0.0, + 'initial_stop_loss_abs': 0.0, 'initial_stop_loss_pct': None, 'initial_stop_loss_ratio': None, 'open_order': '(limit buy rem=0.00000000)', @@ -137,12 +139,14 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'current_profit': ANY, 'current_profit_pct': ANY, 'stop_loss': 0.0, + 'stop_loss_abs': 0.0, 'stop_loss_pct': None, 'stop_loss_ratio': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss': 0.0, + 'initial_stop_loss_abs': 0.0, 'initial_stop_loss_pct': None, 'initial_stop_loss_ratio': None, 'open_order': '(limit buy rem=0.00000000)', diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 13914fab0..4e4dd7dfd 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -518,12 +518,14 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'pair': 'ETH/BTC', 'stake_amount': 0.001, 'stop_loss': 0.0, + 'stop_loss_abs': 0.0, 'stop_loss_pct': None, 'stop_loss_ratio': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss': 0.0, + 'initial_stop_loss_abs': 0.0, 'initial_stop_loss_pct': None, 'initial_stop_loss_ratio': None, 'trade_id': 1, @@ -636,12 +638,14 @@ def test_api_forcebuy(botclient, mocker, fee): 'pair': 'ETH/ETH', 'stake_amount': 1, 'stop_loss': None, + 'stop_loss_abs': None, 'stop_loss_pct': None, 'stop_loss_ratio': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss': None, + 'initial_stop_loss_abs': None, 'initial_stop_loss_pct': None, 'initial_stop_loss_ratio': None, 'close_profit': None, diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 942e22a19..ae639511b 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -762,12 +762,14 @@ def test_to_json(default_conf, fee): 'sell_reason': None, 'sell_order_status': None, 'stop_loss': None, + 'stop_loss_abs': None, 'stop_loss_ratio': None, 'stop_loss_pct': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss': None, + 'initial_stop_loss_abs': None, 'initial_stop_loss_pct': None, 'initial_stop_loss_ratio': None, 'min_rate': None, @@ -806,12 +808,14 @@ def test_to_json(default_conf, fee): 'amount': 100.0, 'stake_amount': 0.001, 'stop_loss': None, + 'stop_loss_abs': None, 'stop_loss_pct': None, 'stop_loss_ratio': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss': None, + 'initial_stop_loss_abs': None, 'initial_stop_loss_pct': None, 'initial_stop_loss_ratio': None, 'close_profit': None, From b06c1daddba2e81cc7904da3e21d6695949dda63 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 1 Jun 2020 09:19:38 +0000 Subject: [PATCH 118/570] Bump mkdocs-material from 5.2.1 to 5.2.2 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.2.1 to 5.2.2. - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.2.1...5.2.2) Signed-off-by: dependabot-preview[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index b34f93c95..9997fa854 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.2.1 +mkdocs-material==5.2.2 mdx_truly_sane_lists==1.2 From 74088ba43880539af782a5e9b5f740de4dde0964 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 1 Jun 2020 09:20:01 +0000 Subject: [PATCH 119/570] Bump plotly from 4.7.1 to 4.8.1 Bumps [plotly](https://github.com/plotly/plotly.py) from 4.7.1 to 4.8.1. - [Release notes](https://github.com/plotly/plotly.py/releases) - [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md) - [Commits](https://github.com/plotly/plotly.py/compare/v4.7.1...v4.8.1) Signed-off-by: dependabot-preview[bot] --- requirements-plot.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-plot.txt b/requirements-plot.txt index d81239053..cb13a59bf 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,5 +1,5 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==4.7.1 +plotly==4.8.1 From 005addf0a5bafdbc015e01dcb1e112859d4f97e3 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 1 Jun 2020 09:20:47 +0000 Subject: [PATCH 120/570] Bump ccxt from 1.28.49 to 1.29.5 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.28.49 to 1.29.5. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.28.49...1.29.5) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index a9019cba1..07bc5caa3 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.28.49 +ccxt==1.29.5 SQLAlchemy==1.3.17 python-telegram-bot==12.7 arrow==0.15.6 From 65c5bba189ce8fc09f175a82ad52e13a0a1425ab Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 12:45:59 +0200 Subject: [PATCH 121/570] Fix typo in docs Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index 3a8262fab..c9953f0f1 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -103,7 +103,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details.
**Datatype:** Boolean | `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details.
**Datatype:** IPv4 | `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details.
**Datatype:** Integer between 1024 and 65535 -| `api_server.verbosity` | Loggging verbosity. `info` will print all RPC Calls, while "error" will only display errors.
**Datatype:** Enum, either `info` or `error`. Defaults to `info`. +| `api_server.verbosity` | Logging verbosity. `info` will print all RPC Calls, while "error" will only display errors.
**Datatype:** Enum, either `info` or `error`. Defaults to `info`. | `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String | `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String | `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances.
**Datatype:** String, SQLAlchemy connect string From c35f9f8d39967999807cab6a8a405976fa691b2d Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 19:45:37 +0200 Subject: [PATCH 122/570] Verify sell-rate got a value - otherwise downstream code does not work. Using PricingException here will cease operation for this pair for this iteration - postponing handling to the next iteration - where hopefully a price is again present. --- freqtrade/freqtradebot.py | 2 ++ tests/test_freqtradebot.py | 20 ++++++++++++++++++++ 2 files changed, 22 insertions(+) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index d4afa1d60..df0aad801 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -676,6 +676,8 @@ class FreqtradeBot: raise PricingError from e else: rate = self.exchange.fetch_ticker(pair)[ask_strategy['price_side']] + if rate is None: + raise PricingError(f"Sell-Rate for {pair} was empty.") self._sell_rate_cache[pair] = rate return rate diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 5e951b585..17b51dff5 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3931,6 +3931,26 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog): assert log_has("Sell Price at location from orderbook could not be determined.", caplog) +def test_get_sell_rate_exception(default_conf, mocker, caplog): + # Ticker on one side can be empty in certain circumstances. + default_conf['ask_strategy']['price_side'] = 'ask' + pair = "ETH/BTC" + mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': None, 'bid': 0.12}) + ft = get_patched_freqtradebot(mocker, default_conf) + with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."): + ft.get_sell_rate(pair, True) + + ft.config['ask_strategy']['price_side'] = 'bid' + assert ft.get_sell_rate(pair, True) == 0.12 + # Reverse sides + mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': 0.13, 'bid': None}) + with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."): + ft.get_sell_rate(pair, True) + + ft.config['ask_strategy']['price_side'] = 'ask' + assert ft.get_sell_rate(pair, True) == 0.13 + + def test_startup_state(default_conf, mocker): default_conf['pairlist'] = {'method': 'VolumePairList', 'config': {'number_assets': 20} From f6f75072ba049815815e4b17e38acdcb8bf8d9fa Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 19:54:05 +0200 Subject: [PATCH 123/570] Fix linelength --- tests/test_freqtradebot.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 17b51dff5..487e3a60e 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3935,7 +3935,8 @@ def test_get_sell_rate_exception(default_conf, mocker, caplog): # Ticker on one side can be empty in certain circumstances. default_conf['ask_strategy']['price_side'] = 'ask' pair = "ETH/BTC" - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': None, 'bid': 0.12}) + mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', + return_value={'ask': None, 'bid': 0.12}) ft = get_patched_freqtradebot(mocker, default_conf) with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."): ft.get_sell_rate(pair, True) @@ -3943,7 +3944,8 @@ def test_get_sell_rate_exception(default_conf, mocker, caplog): ft.config['ask_strategy']['price_side'] = 'bid' assert ft.get_sell_rate(pair, True) == 0.12 # Reverse sides - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': 0.13, 'bid': None}) + mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', + return_value={'ask': 0.13, 'bid': None}) with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."): ft.get_sell_rate(pair, True) From 3139343946889361c48442f684a7b661e4c1536b Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 19:58:28 +0200 Subject: [PATCH 124/570] Remove capital_available_percentage and raise instead --- docs/edge.md | 1 - freqtrade/configuration/deprecated_settings.py | 2 +- freqtrade/constants.py | 1 - freqtrade/edge/edge_positioning.py | 6 ++---- tests/config_test_comments.json | 1 - tests/test_configuration.py | 5 +++-- 6 files changed, 6 insertions(+), 10 deletions(-) diff --git a/docs/edge.md b/docs/edge.md index 029844c0b..bdcf6cde9 100644 --- a/docs/edge.md +++ b/docs/edge.md @@ -148,7 +148,6 @@ Edge module has following configuration options: | `enabled` | If true, then Edge will run periodically.
*Defaults to `false`.*
**Datatype:** Boolean | `process_throttle_secs` | How often should Edge run in seconds.
*Defaults to `3600` (once per hour).*
**Datatype:** Integer | `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy.
**Note** that it downloads historical data so increasing this number would lead to slowing down the bot.
*Defaults to `7`.*
**Datatype:** Integer -| `capital_available_percentage` | **DEPRECATED - [replaced with `tradable_balance_ratio`](configuration.md#Available balance)** This is the percentage of the total capital on exchange in stake currency.
As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital.
*Defaults to `0.5`.*
**Datatype:** Float | `allowed_risk` | Ratio of allowed risk per trade.
*Defaults to `0.01` (1%)).*
**Datatype:** Float | `stoploss_range_min` | Minimum stoploss.
*Defaults to `-0.01`.*
**Datatype:** Float | `stoploss_range_max` | Maximum stoploss.
*Defaults to `-0.10`.*
**Datatype:** Float diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py index 3999ea422..ff4401c27 100644 --- a/freqtrade/configuration/deprecated_settings.py +++ b/freqtrade/configuration/deprecated_settings.py @@ -60,7 +60,7 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None: if (config.get('edge', {}).get('enabled', False) and 'capital_available_percentage' in config.get('edge', {})): - logger.warning( + raise OperationalException( "DEPRECATED: " "Using 'edge.capital_available_percentage' has been deprecated in favor of " "'tradable_balance_ratio'. Please migrate your configuration to " diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 1984d4866..0e08db91f 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -286,7 +286,6 @@ CONF_SCHEMA = { 'process_throttle_secs': {'type': 'integer', 'minimum': 600}, 'calculate_since_number_of_days': {'type': 'integer'}, 'allowed_risk': {'type': 'number'}, - 'capital_available_percentage': {'type': 'number'}, 'stoploss_range_min': {'type': 'number'}, 'stoploss_range_max': {'type': 'number'}, 'stoploss_range_step': {'type': 'number'}, diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index c19d4552a..2550cf604 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -57,9 +57,7 @@ class Edge: if self.config['stake_amount'] != UNLIMITED_STAKE_AMOUNT: raise OperationalException('Edge works only with unlimited stake amount') - # Deprecated capital_available_percentage. Will use tradable_balance_ratio in the future. - self._capital_percentage: float = self.edge_config.get( - 'capital_available_percentage', self.config['tradable_balance_ratio']) + self._capital_ratio: float = self.config['tradable_balance_ratio'] self._allowed_risk: float = self.edge_config.get('allowed_risk') self._since_number_of_days: int = self.edge_config.get('calculate_since_number_of_days', 14) self._last_updated: int = 0 # Timestamp of pairs last updated time @@ -157,7 +155,7 @@ class Edge: def stake_amount(self, pair: str, free_capital: float, total_capital: float, capital_in_trade: float) -> float: stoploss = self.stoploss(pair) - available_capital = (total_capital + capital_in_trade) * self._capital_percentage + available_capital = (total_capital + capital_in_trade) * self._capital_ratio allowed_capital_at_risk = available_capital * self._allowed_risk max_position_size = abs(allowed_capital_at_risk / stoploss) position_size = min(max_position_size, free_capital) diff --git a/tests/config_test_comments.json b/tests/config_test_comments.json index 8f41b08fa..d9d4a86bc 100644 --- a/tests/config_test_comments.json +++ b/tests/config_test_comments.json @@ -92,7 +92,6 @@ "enabled": false, "process_throttle_secs": 3600, "calculate_since_number_of_days": 7, - "capital_available_percentage": 0.5, "allowed_risk": 0.01, "stoploss_range_min": -0.01, "stoploss_range_max": -0.1, diff --git a/tests/test_configuration.py b/tests/test_configuration.py index edcbe4516..2af89bea7 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -1048,8 +1048,9 @@ def test_process_deprecated_setting_edge(mocker, edge_conf, caplog): 'capital_available_percentage': 0.5, }}) - process_temporary_deprecated_settings(edge_conf) - assert log_has_re(r"DEPRECATED.*Using 'edge.capital_available_percentage'*", caplog) + with pytest.raises(OperationalException, + match=r"DEPRECATED.*Using 'edge.capital_available_percentage'*"): + process_temporary_deprecated_settings(edge_conf) def test_check_conflicting_settings(mocker, default_conf, caplog): From 67a3c323730f4b4a882c1688c2cf53be3aa24f98 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 20:02:12 +0200 Subject: [PATCH 125/570] Remove some occurances of percentage --- docs/configuration.md | 6 +++--- docs/stoploss.md | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index a1cb45e0f..254c581fd 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -53,8 +53,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.
*Defaults to `1000`.*
**Datatype:** Float | `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions.
*Defaults to `false`.*
**Datatype:** Boolean | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean -| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict -| `stoploss` | **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Float (as ratio) +| `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict +| `stoploss` | **Required.** Value as ratio of the stoploss used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Float (as ratio) | `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Boolean | `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Float | `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0.0` (no offset).*
**Datatype:** Float @@ -217,7 +217,7 @@ To allow the bot to trade all the available `stake_currency` in your account (mi ### Understand minimal_roi The `minimal_roi` configuration parameter is a JSON object where the key is a duration -in minutes and the value is the minimum ROI in percent. +in minutes and the value is the minimum ROI as ratio. See the example below: ```json diff --git a/docs/stoploss.md b/docs/stoploss.md index f6d56fd41..0e43817ec 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -1,6 +1,6 @@ # Stop Loss -The `stoploss` configuration parameter is loss in percentage that should trigger a sale. +The `stoploss` configuration parameter is loss as ratio that should trigger a sale. For example, value `-0.10` will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional. Most of the strategy files already include the optimal `stoploss` value. From b2025597aa3f97f9f6a6b14e0402534dc8e2cdcc Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 20:15:48 +0200 Subject: [PATCH 126/570] Build-commands should write timeframe instead of ticker interval --- freqtrade/commands/build_config_commands.py | 4 ++-- freqtrade/templates/base_config.json.j2 | 2 +- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py index 87098f53c..0c98b2e55 100644 --- a/freqtrade/commands/build_config_commands.py +++ b/freqtrade/commands/build_config_commands.py @@ -75,8 +75,8 @@ def ask_user_config() -> Dict[str, Any]: }, { "type": "text", - "name": "ticker_interval", - "message": "Please insert your timeframe (ticker interval):", + "name": "timeframe", + "message": "Please insert your desired timeframe (e.g. 5m):", "default": "5m", }, { diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2 index 6d3174347..e47c32309 100644 --- a/freqtrade/templates/base_config.json.j2 +++ b/freqtrade/templates/base_config.json.j2 @@ -4,7 +4,7 @@ "stake_amount": {{ stake_amount }}, "tradable_balance_ratio": 0.99, "fiat_display_currency": "{{ fiat_display_currency }}", - "ticker_interval": "{{ ticker_interval }}", + "timeframe": "{{ timeframe }}", "dry_run": {{ dry_run | lower }}, "cancel_open_orders_on_exit": false, "unfilledtimeout": { From 009ea0639f90535a0f350311231c217d1664deab Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 20:33:26 +0200 Subject: [PATCH 127/570] Exchange some occurances of ticker_interval --- freqtrade/commands/arguments.py | 6 ++--- freqtrade/commands/cli_options.py | 4 +-- freqtrade/commands/list_commands.py | 4 +-- freqtrade/constants.py | 2 ++ tests/conftest.py | 2 +- tests/exchange/test_exchange.py | 8 +++--- tests/optimize/test_backtest_detail.py | 2 +- tests/optimize/test_backtesting.py | 34 +++++++++++++------------- tests/optimize/test_edge_cli.py | 8 +++--- tests/optimize/test_hyperopt.py | 8 +++--- 10 files changed, 40 insertions(+), 38 deletions(-) diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 1b7bbfeb5..36e3dedf0 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -15,7 +15,7 @@ ARGS_STRATEGY = ["strategy", "strategy_path"] ARGS_TRADE = ["db_url", "sd_notify", "dry_run"] -ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange", +ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "max_open_trades", "stake_amount", "fee"] ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions", @@ -59,10 +59,10 @@ ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchang ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", "db_url", "trade_source", "export", "exportfilename", - "timerange", "ticker_interval", "no_trades"] + "timerange", "timeframe", "no_trades"] ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url", - "trade_source", "ticker_interval"] + "trade_source", "timeframe"] ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"] diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index ee9208c33..3ed2f81d1 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -110,8 +110,8 @@ AVAILABLE_CLI_OPTIONS = { action='store_true', ), # Optimize common - "ticker_interval": Arg( - '-i', '--ticker-interval', + "timeframe": Arg( + '-i', '--timeframe', '--ticker-interval', help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).', ), "timerange": Arg( diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index e5131f9b2..b29aabe25 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -102,8 +102,8 @@ def start_list_timeframes(args: Dict[str, Any]) -> None: Print ticker intervals (timeframes) available on Exchange """ config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE) - # Do not use ticker_interval set in the config - config['ticker_interval'] = None + # Do not use timeframe set in the config + config['timeframe'] = None # Init exchange exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 1984d4866..511c2993d 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -72,6 +72,7 @@ CONF_SCHEMA = { 'properties': { 'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1}, 'ticker_interval': {'type': 'string'}, + 'timeframe': {'type': 'string'}, 'stake_currency': {'type': 'string'}, 'stake_amount': { 'type': ['number', 'string'], @@ -303,6 +304,7 @@ CONF_SCHEMA = { SCHEMA_TRADE_REQUIRED = [ 'exchange', + 'timeframe', 'max_open_trades', 'stake_currency', 'stake_amount', diff --git a/tests/conftest.py b/tests/conftest.py index 971f7a5fa..f62b18f98 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -247,7 +247,7 @@ def default_conf(testdatadir): "stake_currency": "BTC", "stake_amount": 0.001, "fiat_display_currency": "USD", - "ticker_interval": '5m', + "timeframe": '5m', "dry_run": True, "cancel_open_orders_on_exit": False, "minimal_roi": { diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 25aecba5c..6df94f356 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1350,7 +1350,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_ # exchange = Exchange(default_conf) await async_ccxt_exception(mocker, default_conf, MagicMock(), "_async_get_candle_history", "fetch_ohlcv", - pair='ABCD/BTC', timeframe=default_conf['ticker_interval']) + pair='ABCD/BTC', timeframe=default_conf['timeframe']) api_mock = MagicMock() with pytest.raises(OperationalException, @@ -1480,7 +1480,7 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv) sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data)) # Test the OHLCV data sort - res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval']) + res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe']) assert res[0] == 'ETH/BTC' res_ohlcv = res[2] @@ -1517,9 +1517,9 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na # Reset sort mock sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data)) # Test the OHLCV data sort - res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval']) + res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe']) assert res[0] == 'ETH/BTC' - assert res[1] == default_conf['ticker_interval'] + assert res[1] == default_conf['timeframe'] res_ohlcv = res[2] # Sorted not called again - data is already in order assert sort_mock.call_count == 0 diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index e7bc76c1d..9b3043086 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -360,7 +360,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: """ default_conf["stoploss"] = data.stop_loss default_conf["minimal_roi"] = data.roi - default_conf["ticker_interval"] = tests_timeframe + default_conf["timeframe"] = tests_timeframe default_conf["trailing_stop"] = data.trailing_stop default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached # Only add this to configuration If it's necessary diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index ace82d28b..407604d9c 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -81,7 +81,7 @@ def load_data_test(what, testdatadir): def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None: patch_exchange(mocker) - config['ticker_interval'] = '1m' + config['timeframe'] = '1m' backtesting = Backtesting(config) data = load_data_test(contour, testdatadir) @@ -165,7 +165,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) - assert 'ticker_interval' in config + assert 'timeframe' in config assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog) assert 'position_stacking' not in config @@ -189,7 +189,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) -> '--config', 'config.json', '--strategy', 'DefaultStrategy', '--datadir', '/foo/bar', - '--ticker-interval', '1m', + '--timeframe', '1m', '--enable-position-stacking', '--disable-max-market-positions', '--timerange', ':100', @@ -208,8 +208,8 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) -> assert config['runmode'] == RunMode.BACKTEST assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) - assert 'ticker_interval' in config - assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', + assert 'timeframe' in config + assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...', caplog) assert 'position_stacking' in config @@ -288,7 +288,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None: def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> None: patch_exchange(mocker) - del default_conf['ticker_interval'] + del default_conf['timeframe'] default_conf['strategy_list'] = ['DefaultStrategy', 'SampleStrategy'] @@ -337,7 +337,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', PropertyMock(return_value=['UNITTEST/BTC'])) - default_conf['ticker_interval'] = '1m' + default_conf['timeframe'] = '1m' default_conf['datadir'] = testdatadir default_conf['export'] = None default_conf['timerange'] = '-1510694220' @@ -367,7 +367,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', PropertyMock(return_value=['UNITTEST/BTC'])) - default_conf['ticker_interval'] = "1m" + default_conf['timeframe'] = "1m" default_conf['datadir'] = testdatadir default_conf['export'] = None default_conf['timerange'] = '20180101-20180102' @@ -387,7 +387,7 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', PropertyMock(return_value=[])) - default_conf['ticker_interval'] = "1m" + default_conf['timeframe'] = "1m" default_conf['datadir'] = testdatadir default_conf['export'] = None default_conf['timerange'] = '20180101-20180102' @@ -534,7 +534,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir): mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC', datadir=testdatadir) - default_conf['ticker_interval'] = '1m' + default_conf['timeframe'] = '1m' backtesting = Backtesting(default_conf) backtesting.strategy.advise_buy = _trend_alternate # Override backtesting.strategy.advise_sell = _trend_alternate # Override @@ -573,7 +573,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) # Remove data for one pair from the beginning of the data data[pair] = data[pair][tres:].reset_index() - default_conf['ticker_interval'] = '5m' + default_conf['timeframe'] = '5m' backtesting = Backtesting(default_conf) backtesting.strategy.advise_buy = _trend_alternate_hold # Override @@ -623,7 +623,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): '--config', 'config.json', '--strategy', 'DefaultStrategy', '--datadir', str(testdatadir), - '--ticker-interval', '1m', + '--timeframe', '1m', '--timerange', '1510694220-1510700340', '--enable-position-stacking', '--disable-max-market-positions' @@ -632,7 +632,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): start_backtesting(args) # check the logs, that will contain the backtest result exists = [ - 'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', + 'Parameter -i/--timeframe detected ... Using timeframe: 1m ...', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...', 'Parameter --timerange detected: 1510694220-1510700340 ...', f'Using data directory: {testdatadir} ...', @@ -676,7 +676,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): '--config', 'config.json', '--datadir', str(testdatadir), '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'), - '--ticker-interval', '1m', + '--timeframe', '1m', '--timerange', '1510694220-1510700340', '--enable-position-stacking', '--disable-max-market-positions', @@ -695,7 +695,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): # check the logs, that will contain the backtest result exists = [ - 'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', + 'Parameter -i/--timeframe detected ... Using timeframe: 1m ...', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...', 'Parameter --timerange detected: 1510694220-1510700340 ...', f'Using data directory: {testdatadir} ...', @@ -765,7 +765,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat '--config', 'config.json', '--datadir', str(testdatadir), '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'), - '--ticker-interval', '1m', + '--timeframe', '1m', '--timerange', '1510694220-1510700340', '--enable-position-stacking', '--disable-max-market-positions', @@ -778,7 +778,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat # check the logs, that will contain the backtest result exists = [ - 'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', + 'Parameter -i/--timeframe detected ... Using timeframe: 1m ...', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...', 'Parameter --timerange detected: 1510694220-1510700340 ...', f'Using data directory: {testdatadir} ...', diff --git a/tests/optimize/test_edge_cli.py b/tests/optimize/test_edge_cli.py index a5e468542..acec51f66 100644 --- a/tests/optimize/test_edge_cli.py +++ b/tests/optimize/test_edge_cli.py @@ -29,7 +29,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) - assert 'ticker_interval' in config + assert 'timeframe' in config assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog) assert 'timerange' not in config @@ -48,7 +48,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N '--config', 'config.json', '--strategy', 'DefaultStrategy', '--datadir', '/foo/bar', - '--ticker-interval', '1m', + '--timeframe', '1m', '--timerange', ':100', '--stoplosses=-0.01,-0.10,-0.001' ] @@ -62,8 +62,8 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N assert 'datadir' in config assert config['runmode'] == RunMode.EDGE assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) - assert 'ticker_interval' in config - assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', + assert 'timeframe' in config + assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...', caplog) assert 'timerange' in config diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 90e047954..f5b3b8909 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -94,7 +94,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) - assert 'ticker_interval' in config + assert 'timeframe' in config assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog) assert 'position_stacking' not in config @@ -136,8 +136,8 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo assert config['runmode'] == RunMode.HYPEROPT assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) - assert 'ticker_interval' in config - assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', + assert 'timeframe' in config + assert log_has('Parameter -i/--ticker-interval detected ... Using timeframe: 1m ...', caplog) assert 'position_stacking' in config @@ -544,7 +544,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None: ) patch_exchange(mocker) # Co-test loading timeframe from strategy - del default_conf['ticker_interval'] + del default_conf['timeframe'] default_conf.update({'config': 'config.json.example', 'hyperopt': 'DefaultHyperOpt', 'epochs': 1, From 898def7f6ca3a58163ad7811dca75c547bb13730 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 20:39:01 +0200 Subject: [PATCH 128/570] Remove ticker_interval from exchange --- freqtrade/exchange/exchange.py | 2 +- tests/exchange/test_exchange.py | 12 ++++++------ 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 7ef0d7750..3f1cdc568 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -115,7 +115,7 @@ class Exchange: if validate: # Check if timeframe is available - self.validate_timeframes(config.get('ticker_interval')) + self.validate_timeframes(config.get('timeframe')) # Initial markets load self._load_markets() diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 6df94f356..0d924882f 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -578,7 +578,7 @@ def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog): ('5m'), ("1m"), ("15m"), ("1h") ]) def test_validate_timeframes(default_conf, mocker, timeframe): - default_conf["ticker_interval"] = timeframe + default_conf["timeframe"] = timeframe api_mock = MagicMock() id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock @@ -596,7 +596,7 @@ def test_validate_timeframes(default_conf, mocker, timeframe): def test_validate_timeframes_failed(default_conf, mocker): - default_conf["ticker_interval"] = "3m" + default_conf["timeframe"] = "3m" api_mock = MagicMock() id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock @@ -613,7 +613,7 @@ def test_validate_timeframes_failed(default_conf, mocker): with pytest.raises(OperationalException, match=r"Invalid timeframe '3m'. This exchange supports.*"): Exchange(default_conf) - default_conf["ticker_interval"] = "15s" + default_conf["timeframe"] = "15s" with pytest.raises(OperationalException, match=r"Timeframes < 1m are currently not supported by Freqtrade."): @@ -621,7 +621,7 @@ def test_validate_timeframes_failed(default_conf, mocker): def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker): - default_conf["ticker_interval"] = "3m" + default_conf["timeframe"] = "3m" api_mock = MagicMock() id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock @@ -641,7 +641,7 @@ def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker): def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker): - default_conf["ticker_interval"] = "3m" + default_conf["timeframe"] = "3m" api_mock = MagicMock() id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock @@ -662,7 +662,7 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker): def test_validate_timeframes_not_in_config(default_conf, mocker): - del default_conf["ticker_interval"] + del default_conf["timeframe"] api_mock = MagicMock() id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock From b2c241e607317baf147806824c838952632e5722 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 20:43:20 +0200 Subject: [PATCH 129/570] Replace ticker_interval in all rpc files --- freqtrade/rpc/rpc.py | 3 ++- freqtrade/rpc/rpc_manager.py | 4 ++-- freqtrade/rpc/telegram.py | 2 +- tests/rpc/test_rpc.py | 2 ++ tests/rpc/test_rpc_apiserver.py | 2 ++ 5 files changed, 9 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 6addf18ba..e7d4a3be8 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -101,7 +101,8 @@ class RPC: 'trailing_stop_positive': config.get('trailing_stop_positive'), 'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'), 'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'), - 'ticker_interval': config['ticker_interval'], + 'ticker_interval': config['timeframe'], # DEPRECATED + 'timeframe': config['timeframe'], 'exchange': config['exchange']['name'], 'strategy': config['strategy'], 'forcebuy_enabled': config.get('forcebuy_enable', False), diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py index 670275991..2cb44fec8 100644 --- a/freqtrade/rpc/rpc_manager.py +++ b/freqtrade/rpc/rpc_manager.py @@ -72,7 +72,7 @@ class RPCManager: minimal_roi = config['minimal_roi'] stoploss = config['stoploss'] trailing_stop = config['trailing_stop'] - ticker_interval = config['ticker_interval'] + timeframe = config['timeframe'] exchange_name = config['exchange']['name'] strategy_name = config.get('strategy', '') self.send_msg({ @@ -81,7 +81,7 @@ class RPCManager: f'*Stake per trade:* `{stake_amount} {stake_currency}`\n' f'*Minimum ROI:* `{minimal_roi}`\n' f'*{"Trailing " if trailing_stop else ""}Stoploss:* `{stoploss}`\n' - f'*Ticker Interval:* `{ticker_interval}`\n' + f'*Timeframe:* `{timeframe}`\n' f'*Strategy:* `{strategy_name}`' }) self.send_msg({ diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 7eef18dfc..17354cdb0 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -639,7 +639,7 @@ class Telegram(RPC): f"*Max open Trades:* `{val['max_open_trades']}`\n" f"*Minimum ROI:* `{val['minimal_roi']}`\n" f"{sl_info}" - f"*Ticker Interval:* `{val['ticker_interval']}`\n" + f"*Timeframe:* `{val['timeframe']}`\n" f"*Strategy:* `{val['strategy']}`\n" f"*Current state:* `{val['state']}`" ) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 7b7824310..4950c4ea7 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -66,6 +66,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'max_rate': ANY, 'strategy': ANY, 'ticker_interval': ANY, + 'timeframe': ANY, 'open_order_id': ANY, 'close_date': None, 'close_date_hum': None, @@ -120,6 +121,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'max_rate': ANY, 'strategy': ANY, 'ticker_interval': ANY, + 'timeframe': ANY, 'open_order_id': ANY, 'close_date': None, 'close_date_hum': None, diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index c7f937b0c..bccd12e18 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -544,6 +544,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'sell_order_status': None, 'strategy': 'DefaultStrategy', 'ticker_interval': 5, + 'timeframe': 5, 'exchange': 'bittrex', }] @@ -659,6 +660,7 @@ def test_api_forcebuy(botclient, mocker, fee): 'sell_order_status': None, 'strategy': None, 'ticker_interval': None, + 'timeframe': None, 'exchange': 'bittrex', } From 950f358982b881d0f8f7b5d4e665506380fe8f90 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 20:47:27 +0200 Subject: [PATCH 130/570] Replace occurances in test files --- tests/commands/test_build_config.py | 4 +- tests/config_test_comments.json | 2 +- tests/data/test_dataprovider.py | 40 +++++++++---------- tests/data/test_history.py | 6 +-- tests/optimize/test_hyperopt.py | 4 +- tests/strategy/test_interface.py | 12 +++--- tests/strategy/test_strategy.py | 8 ++-- tests/test_arguments.py | 2 +- tests/test_configuration.py | 2 +- tests/test_freqtradebot.py | 2 +- tests/test_main.py | 12 +++--- tests/test_persistence.py | 2 + tests/test_plotting.py | 2 +- tests/testdata/backtest-result_test copy.json | 7 ++++ 14 files changed, 57 insertions(+), 48 deletions(-) create mode 100644 tests/testdata/backtest-result_test copy.json diff --git a/tests/commands/test_build_config.py b/tests/commands/test_build_config.py index d4ebe1de2..69b277e3b 100644 --- a/tests/commands/test_build_config.py +++ b/tests/commands/test_build_config.py @@ -44,7 +44,7 @@ def test_start_new_config(mocker, caplog, exchange): 'stake_currency': 'USDT', 'stake_amount': 100, 'fiat_display_currency': 'EUR', - 'ticker_interval': '15m', + 'timeframe': '15m', 'dry_run': True, 'exchange_name': exchange, 'exchange_key': 'sampleKey', @@ -68,7 +68,7 @@ def test_start_new_config(mocker, caplog, exchange): result = rapidjson.loads(wt_mock.call_args_list[0][0][0], parse_mode=rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS) assert result['exchange']['name'] == exchange - assert result['ticker_interval'] == '15m' + assert result['timeframe'] == '15m' def test_start_new_config_exists(mocker, caplog): diff --git a/tests/config_test_comments.json b/tests/config_test_comments.json index 8f41b08fa..b224d7602 100644 --- a/tests/config_test_comments.json +++ b/tests/config_test_comments.json @@ -9,7 +9,7 @@ "fiat_display_currency": "USD", // C++-style comment "amount_reserve_percent" : 0.05, // And more, tabs before this comment "dry_run": false, - "ticker_interval": "5m", + "timeframe": "5m", "trailing_stop": false, "trailing_stop_positive": 0.005, "trailing_stop_positive_offset": 0.0051, diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py index c2d6e82f1..718060c5e 100644 --- a/tests/data/test_dataprovider.py +++ b/tests/data/test_dataprovider.py @@ -12,7 +12,7 @@ from tests.conftest import get_patched_exchange def test_ohlcv(mocker, default_conf, ohlcv_history): default_conf["runmode"] = RunMode.DRY_RUN - timeframe = default_conf["ticker_interval"] + timeframe = default_conf["timeframe"] exchange = get_patched_exchange(mocker, default_conf) exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history @@ -53,47 +53,47 @@ def test_historic_ohlcv(mocker, default_conf, ohlcv_history): def test_get_pair_dataframe(mocker, default_conf, ohlcv_history): default_conf["runmode"] = RunMode.DRY_RUN - ticker_interval = default_conf["ticker_interval"] + timeframe = default_conf["timeframe"] exchange = get_patched_exchange(mocker, default_conf) - exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history - exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history + exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history + exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.DRY_RUN - assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)) - assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame) - assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ohlcv_history - assert not dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).empty - assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty + assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", timeframe)) + assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame) + assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe) is not ohlcv_history + assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe).empty + assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty # Test with and without parameter - assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)\ + assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe)\ .equals(dp.get_pair_dataframe("UNITTEST/BTC")) default_conf["runmode"] = RunMode.LIVE dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.LIVE - assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame) - assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty + assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame) + assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty historymock = MagicMock(return_value=ohlcv_history) mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock) default_conf["runmode"] = RunMode.BACKTEST dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.BACKTEST - assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame) - # assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty + assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame) + # assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty def test_available_pairs(mocker, default_conf, ohlcv_history): exchange = get_patched_exchange(mocker, default_conf) - ticker_interval = default_conf["ticker_interval"] - exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history - exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history + timeframe = default_conf["timeframe"] + exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history + exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history dp = DataProvider(default_conf, exchange) assert len(dp.available_pairs) == 2 - assert dp.available_pairs == [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval), ] + assert dp.available_pairs == [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe), ] def test_refresh(mocker, default_conf, ohlcv_history): @@ -101,8 +101,8 @@ def test_refresh(mocker, default_conf, ohlcv_history): mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock) exchange = get_patched_exchange(mocker, default_conf, id="binance") - ticker_interval = default_conf["ticker_interval"] - pairs = [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval)] + timeframe = default_conf["timeframe"] + pairs = [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe)] pairs_non_trad = [("ETH/USDT", ticker_interval), ("BTC/TUSD", "1h")] diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 6fd4d9569..c52163bbc 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -354,7 +354,7 @@ def test_init(default_conf, mocker) -> None: assert {} == load_data( datadir=Path(''), pairs=[], - timeframe=default_conf['ticker_interval'] + timeframe=default_conf['timeframe'] ) @@ -363,13 +363,13 @@ def test_init_with_refresh(default_conf, mocker) -> None: refresh_data( datadir=Path(''), pairs=[], - timeframe=default_conf['ticker_interval'], + timeframe=default_conf['timeframe'], exchange=exchange ) assert {} == load_data( datadir=Path(''), pairs=[], - timeframe=default_conf['ticker_interval'] + timeframe=default_conf['timeframe'] ) diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index f5b3b8909..4f5b3983a 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -117,7 +117,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo '--config', 'config.json', '--hyperopt', 'DefaultHyperOpt', '--datadir', '/foo/bar', - '--ticker-interval', '1m', + '--timeframe', '1m', '--timerange', ':100', '--enable-position-stacking', '--disable-max-market-positions', @@ -137,7 +137,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) assert 'timeframe' in config - assert log_has('Parameter -i/--ticker-interval detected ... Using timeframe: 1m ...', + assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...', caplog) assert 'position_stacking' in config diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index e5539099b..59b4d5902 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -54,12 +54,12 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history): def test_get_signal_empty(default_conf, mocker, caplog): - assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], + assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame()) assert log_has('Empty candle (OHLCV) data for pair foo', caplog) caplog.clear() - assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'], + assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], []) assert log_has('Empty candle (OHLCV) data for pair bar', caplog) @@ -70,7 +70,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_his _STRATEGY, '_analyze_ticker_internal', side_effect=ValueError('xyz') ) - assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], + assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], ohlcv_history) assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog) @@ -83,7 +83,7 @@ def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history) ) mocker.patch.object(_STRATEGY, 'assert_df') - assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], + assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], ohlcv_history) assert log_has('Empty dataframe for pair xyz', caplog) @@ -104,7 +104,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history): return_value=mocked_history ) mocker.patch.object(_STRATEGY, 'assert_df') - assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], + assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], ohlcv_history) assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog) @@ -124,7 +124,7 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history): _STRATEGY, 'assert_df', side_effect=StrategyError('Dataframe returned...') ) - assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], + assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], ohlcv_history) assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...', caplog) diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py index 13ca68bf0..5cb59cad0 100644 --- a/tests/strategy/test_strategy.py +++ b/tests/strategy/test_strategy.py @@ -106,7 +106,7 @@ def test_strategy(result, default_conf): assert default_conf['stoploss'] == -0.10 assert strategy.ticker_interval == '5m' - assert default_conf['ticker_interval'] == '5m' + assert default_conf['timeframe'] == '5m' df_indicators = strategy.advise_indicators(result, metadata=metadata) assert 'adx' in df_indicators @@ -176,19 +176,19 @@ def test_strategy_override_trailing_stop_positive(caplog, default_conf): caplog) -def test_strategy_override_ticker_interval(caplog, default_conf): +def test_strategy_override_timeframe(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': 'DefaultStrategy', - 'ticker_interval': 60, + 'timeframe': 60, 'stake_currency': 'ETH' }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.ticker_interval == 60 assert strategy.stake_currency == 'ETH' - assert log_has("Override strategy 'ticker_interval' with value in config file: 60.", + assert log_has("Override strategy 'timeframe' with value in config file: 60.", caplog) diff --git a/tests/test_arguments.py b/tests/test_arguments.py index 0052a61d0..457683598 100644 --- a/tests/test_arguments.py +++ b/tests/test_arguments.py @@ -131,7 +131,7 @@ def test_parse_args_backtesting_custom() -> None: assert call_args["verbosity"] == 0 assert call_args["command"] == 'backtesting' assert call_args["func"] is not None - assert call_args["ticker_interval"] == '1m' + assert call_args["timeframe"] == '1m' assert type(call_args["strategy_list"]) is list assert len(call_args["strategy_list"]) == 2 diff --git a/tests/test_configuration.py b/tests/test_configuration.py index edcbe4516..05074c258 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -87,7 +87,7 @@ def test_load_config_file_error_range(default_conf, mocker, caplog) -> None: assert isinstance(x, str) assert (x == '{"max_open_trades": 1, "stake_currency": "BTC", ' '"stake_amount": .001, "fiat_display_currency": "USD", ' - '"ticker_interval": "5m", "dry_run": true, ') + '"timeframe": "5m", "dry_run": true, ') def test__args_to_config(caplog): diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 5e951b585..442917bb6 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -924,7 +924,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None: assert refresh_mock.call_count == 1 assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0] assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0] - assert ("ETH/BTC", default_conf["ticker_interval"]) in refresh_mock.call_args[0][0] + assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0] @pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [ diff --git a/tests/test_main.py b/tests/test_main.py index 11d0ede3a..5700df1ae 100644 --- a/tests/test_main.py +++ b/tests/test_main.py @@ -35,12 +35,12 @@ def test_parse_args_backtesting(mocker) -> None: main(['backtesting']) assert backtesting_mock.call_count == 1 call_args = backtesting_mock.call_args[0][0] - assert call_args["config"] == ['config.json'] - assert call_args["verbosity"] == 0 - assert call_args["command"] == 'backtesting' - assert call_args["func"] is not None - assert callable(call_args["func"]) - assert call_args["ticker_interval"] is None + assert call_args['config'] == ['config.json'] + assert call_args['verbosity'] == 0 + assert call_args['command'] == 'backtesting' + assert call_args['func'] is not None + assert callable(call_args['func']) + assert call_args['timeframe'] is None def test_main_start_hyperopt(mocker) -> None: diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 3b1041fd8..c15936cf6 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -772,6 +772,7 @@ def test_to_json(default_conf, fee): 'max_rate': None, 'strategy': None, 'ticker_interval': None, + 'timeframe': None, 'exchange': 'bittrex', } @@ -829,6 +830,7 @@ def test_to_json(default_conf, fee): 'sell_order_status': None, 'strategy': None, 'ticker_interval': None, + 'timeframe': None, 'exchange': 'bittrex', } diff --git a/tests/test_plotting.py b/tests/test_plotting.py index 5bb113784..af872d0c1 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -47,7 +47,7 @@ def generate_empty_figure(): def test_init_plotscript(default_conf, mocker, testdatadir): default_conf['timerange'] = "20180110-20180112" default_conf['trade_source'] = "file" - default_conf['ticker_interval'] = "5m" + default_conf['timeframe'] = "5m" default_conf["datadir"] = testdatadir default_conf['exportfilename'] = testdatadir / "backtest-result_test.json" ret = init_plotscript(default_conf) diff --git a/tests/testdata/backtest-result_test copy.json b/tests/testdata/backtest-result_test copy.json new file mode 100644 index 000000000..0395830d4 --- /dev/null +++ b/tests/testdata/backtest-result_test copy.json @@ -0,0 +1,7 @@ +{ + "ASDF": {, + "trades": [], + "metrics":[], + } +} 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0,1516423800.0,1516461300.0,2878,625,0.00270505,0.002718609147869674,false,"roi"],["XMR/BTC",-0.0,1516423800.0,1516431600.0,2878,130,0.03000002,0.030150396040100245,false,"roi"],["ADA/BTC",-0.0,1516438800.0,1516441200.0,2928,40,5.46e-05,5.4873684210526304e-05,false,"roi"],["XMR/BTC",-0.10448878,1516472700.0,1516852200.0,3041,6325,0.03082222,0.027739998000000002,false,"stop_loss"],["ETH/BTC",-0.0,1516487100.0,1516490100.0,3089,50,0.08969999,0.09014961401002504,false,"roi"],["LTC/BTC",0.0,1516503000.0,1516545000.0,3142,700,0.01632501,0.01640683962406015,false,"roi"],["DASH/BTC",-0.0,1516530000.0,1516532400.0,3232,40,0.070538,0.07089157393483708,false,"roi"],["ADA/BTC",-0.0,1516549800.0,1516560300.0,3298,175,5.301e-05,5.3275714285714276e-05,false,"roi"],["XLM/BTC",0.0,1516551600.0,1516554000.0,3304,40,3.955e-05,3.9748245614035085e-05,false,"roi"],["ETC/BTC",0.00997506,1516569300.0,1516571100.0,3363,30,0.00258505,0.002623922932330827,false,"roi"],["XLM/BTC",-0.0,1516569300.0,1516571700.0,3363,40,3.903e-05,3.922563909774435e-05,false,"roi"],["ADA/BTC",-0.0,1516581300.0,1516617300.0,3403,600,5.236e-05,5.262245614035087e-05,false,"roi"],["TRX/BTC",0.0,1516584600.0,1516587000.0,3414,40,9.028e-05,9.073253132832079e-05,false,"roi"],["ETC/BTC",-0.0,1516623900.0,1516631700.0,3545,130,0.002687,0.002700468671679198,false,"roi"],["XLM/BTC",-0.0,1516626900.0,1516629300.0,3555,40,4.168e-05,4.1888922305764405e-05,false,"roi"],["TRX/BTC",0.00997506,1516629600.0,1516631400.0,3564,30,8.821e-05,8.953646616541353e-05,false,"roi"],["ADA/BTC",-0.0,1516636500.0,1516639200.0,3587,45,5.172e-05,5.1979248120300745e-05,false,"roi"],["NXT/BTC",0.01995012,1516637100.0,1516638300.0,3589,20,3.026e-05,3.101839598997494e-05,false,"roi"],["DASH/BTC",0.0,1516650600.0,1516666200.0,3634,260,0.07064,0.07099408521303258,false,"roi"],["LTC/BTC",0.0,1516656300.0,1516658700.0,3653,40,0.01644483,0.01652726022556391,false,"roi"],["XLM/BTC",0.00997506,1516665900.0,1516667700.0,3685,30,4.331e-05,4.3961278195488714e-05,false,"roi"],["NXT/BTC",0.01995012,1516672200.0,1516673700.0,3706,25,3.2e-05,3.2802005012531326e-05,false,"roi"],["ETH/BTC",0.0,1516681500.0,1516684500.0,3737,50,0.09167706,0.09213659413533835,false,"roi"],["DASH/BTC",0.0,1516692900.0,1516698000.0,3775,85,0.0692498,0.06959691679197995,false,"roi"],["NXT/BTC",0.0,1516704600.0,1516712700.0,3814,135,3.182e-05,3.197949874686716e-05,false,"roi"],["ZEC/BTC",-0.0,1516705500.0,1516723500.0,3817,300,0.04088,0.04108491228070175,false,"roi"],["ADA/BTC",-0.0,1516719300.0,1516721700.0,3863,40,5.15e-05,5.175814536340851e-05,false,"roi"],["ETH/BTC",0.0,1516725300.0,1516752300.0,3883,450,0.09071698,0.09117170170426064,false,"roi"],["NXT/BTC",-0.0,1516728300.0,1516733100.0,3893,80,3.128e-05,3.1436791979949865e-05,false,"roi"],["TRX/BTC",-0.0,1516738500.0,1516744800.0,3927,105,9.555e-05,9.602894736842104e-05,false,"roi"],["ZEC/BTC",-0.0,1516746600.0,1516749000.0,3954,40,0.04080001,0.041004521328320796,false,"roi"],["ADA/BTC",-0.0,1516751400.0,1516764900.0,3970,225,5.163e-05,5.1888796992481196e-05,false,"roi"],["ZEC/BTC",0.0,1516753200.0,1516758600.0,3976,90,0.04040781,0.04061035541353383,false,"roi"],["ADA/BTC",-0.0,1516776300.0,1516778700.0,4053,40,5.132e-05,5.157724310776942e-05,false,"roi"],["ADA/BTC",0.03990025,1516803300.0,1516803900.0,4143,10,5.198e-05,5.432496240601503e-05,false,"roi"],["NXT/BTC",-0.0,1516805400.0,1516811700.0,4150,105,3.054e-05,3.069308270676692e-05,false,"roi"],["TRX/BTC",0.0,1516806600.0,1516810500.0,4154,65,9.263e-05,9.309431077694235e-05,false,"roi"],["ADA/BTC",-0.0,1516833600.0,1516836300.0,4244,45,5.514e-05,5.5416390977443596e-05,false,"roi"],["XLM/BTC",0.0,1516841400.0,1516843800.0,4270,40,4.921e-05,4.9456666666666664e-05,false,"roi"],["ETC/BTC",0.0,1516868100.0,1516882500.0,4359,240,0.0026,0.002613032581453634,false,"roi"],["XMR/BTC",-0.0,1516875900.0,1516896900.0,4385,350,0.02799871,0.028139054411027563,false,"roi"],["ZEC/BTC",-0.0,1516878000.0,1516880700.0,4392,45,0.04078902,0.0409934762406015,false,"roi"],["NXT/BTC",-0.0,1516885500.0,1516887900.0,4417,40,2.89e-05,2.904486215538847e-05,false,"roi"],["ZEC/BTC",-0.0,1516886400.0,1516889100.0,4420,45,0.041103,0.041309030075187964,false,"roi"],["XLM/BTC",0.00997506,1516895100.0,1516896900.0,4449,30,5.428e-05,5.5096240601503756e-05,false,"roi"],["XLM/BTC",-0.0,1516902300.0,1516922100.0,4473,330,5.414e-05,5.441137844611528e-05,false,"roi"],["ZEC/BTC",-0.0,1516914900.0,1516917300.0,4515,40,0.04140777,0.0416153277443609,false,"roi"],["ETC/BTC",0.0,1516932300.0,1516934700.0,4573,40,0.00254309,0.002555837318295739,false,"roi"],["ADA/BTC",-0.0,1516935300.0,1516979400.0,4583,735,5.607e-05,5.6351052631578935e-05,false,"roi"],["ETC/BTC",0.0,1516947000.0,1516958700.0,4622,195,0.00253806,0.0025507821052631577,false,"roi"],["ZEC/BTC",-0.0,1516951500.0,1516960500.0,4637,150,0.0415,0.04170802005012531,false,"roi"],["XLM/BTC",0.00997506,1516960500.0,1516962300.0,4667,30,5.321e-05,5.401015037593984e-05,false,"roi"],["XMR/BTC",-0.0,1516982700.0,15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From 18913db99267a699a89b9fdddc6509980cff6775 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 20:47:36 +0200 Subject: [PATCH 131/570] Replace ticker_interval with timeframe in sample configs --- config.json.example | 2 +- config_binance.json.example | 2 +- config_full.json.example | 2 +- config_kraken.json.example | 2 +- 4 files changed, 4 insertions(+), 4 deletions(-) diff --git a/config.json.example b/config.json.example index d37a6b336..545fcf1d4 100644 --- a/config.json.example +++ b/config.json.example @@ -4,7 +4,7 @@ "stake_amount": 0.05, "tradable_balance_ratio": 0.99, "fiat_display_currency": "USD", - "ticker_interval": "5m", + "timeframe": "5m", "dry_run": false, "cancel_open_orders_on_exit": false, "trailing_stop": false, diff --git a/config_binance.json.example b/config_binance.json.example index 5d7b6b656..98dada647 100644 --- a/config_binance.json.example +++ b/config_binance.json.example @@ -4,7 +4,7 @@ "stake_amount": 0.05, "tradable_balance_ratio": 0.99, "fiat_display_currency": "USD", - "ticker_interval": "5m", + "timeframe": "5m", "dry_run": true, "cancel_open_orders_on_exit": false, "trailing_stop": false, diff --git a/config_full.json.example b/config_full.json.example index 481742817..66b0d6a0d 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -9,7 +9,7 @@ "last_stake_amount_min_ratio": 0.5, "dry_run": false, "cancel_open_orders_on_exit": false, - "ticker_interval": "5m", + "timeframe": "5m", "trailing_stop": false, "trailing_stop_positive": 0.005, "trailing_stop_positive_offset": 0.0051, diff --git a/config_kraken.json.example b/config_kraken.json.example index 54fbf4a00..602e2ccf3 100644 --- a/config_kraken.json.example +++ b/config_kraken.json.example @@ -4,7 +4,7 @@ "stake_amount": 10, "tradable_balance_ratio": 0.99, "fiat_display_currency": "EUR", - "ticker_interval": "5m", + "timeframe": "5m", "dry_run": true, "cancel_open_orders_on_exit": false, "trailing_stop": false, From cadc50ce9b7dbedf50478cbd9431e5bdffa4ac8c Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 20:49:40 +0200 Subject: [PATCH 132/570] Replace more occurances of ticker_interval with timeframe --- freqtrade/commands/pairlist_commands.py | 2 +- freqtrade/data/converter.py | 4 ++-- freqtrade/data/dataprovider.py | 4 ++-- freqtrade/freqtradebot.py | 6 +++--- freqtrade/optimize/backtesting.py | 6 +++--- freqtrade/optimize/hyperopt_interface.py | 8 +++++--- freqtrade/pairlist/pairlistmanager.py | 4 ++-- freqtrade/plot/plotting.py | 6 +++--- freqtrade/resolvers/hyperopt_resolver.py | 5 +++-- freqtrade/resolvers/strategy_resolver.py | 2 +- freqtrade/strategy/interface.py | 2 +- freqtrade/templates/base_strategy.py.j2 | 4 ++-- tests/strategy/test_strategy.py | 2 +- 13 files changed, 29 insertions(+), 26 deletions(-) diff --git a/freqtrade/commands/pairlist_commands.py b/freqtrade/commands/pairlist_commands.py index bf0b217a5..dffe0c82e 100644 --- a/freqtrade/commands/pairlist_commands.py +++ b/freqtrade/commands/pairlist_commands.py @@ -25,7 +25,7 @@ def start_test_pairlist(args: Dict[str, Any]) -> None: results = {} for curr in quote_currencies: config['stake_currency'] = curr - # Do not use ticker_interval set in the config + # Do not use timeframe set in the config pairlists = PairListManager(exchange, config) pairlists.refresh_pairlist() results[curr] = pairlists.whitelist diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 0ef7955a4..cfc7bc903 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -236,12 +236,12 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to: from freqtrade.data.history.idatahandler import get_datahandler src = get_datahandler(config['datadir'], convert_from) trg = get_datahandler(config['datadir'], convert_to) - timeframes = config.get('timeframes', [config.get('ticker_interval')]) + timeframes = config.get('timeframes', [config.get('timeframe')]) logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}") if 'pairs' not in config: config['pairs'] = [] - # Check timeframes or fall back to ticker_interval. + # Check timeframes or fall back to timeframe. for timeframe in timeframes: config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'], timeframe)) diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index a01344364..058ca42da 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -55,7 +55,7 @@ class DataProvider: Use False only for read-only operations (where the dataframe is not modified) """ if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE): - return self._exchange.klines((pair, timeframe or self._config['ticker_interval']), + return self._exchange.klines((pair, timeframe or self._config['timeframe']), copy=copy) else: return DataFrame() @@ -67,7 +67,7 @@ class DataProvider: :param timeframe: timeframe to get data for """ return load_pair_history(pair=pair, - timeframe=timeframe or self._config['ticker_interval'], + timeframe=timeframe or self._config['timeframe'], datadir=self._config['datadir'] ) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index d4afa1d60..627971c31 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -547,7 +547,7 @@ class FreqtradeBot: exchange=self.exchange.id, open_order_id=order_id, strategy=self.strategy.get_strategy_name(), - ticker_interval=timeframe_to_minutes(self.config['ticker_interval']) + ticker_interval=timeframe_to_minutes(self.config['timeframe']) ) # Update fees if order is closed @@ -780,7 +780,7 @@ class FreqtradeBot: self.update_trade_state(trade, stoploss_order, sl_order=True) # Lock pair for one candle to prevent immediate rebuys self.strategy.lock_pair(trade.pair, - timeframe_to_next_date(self.config['ticker_interval'])) + timeframe_to_next_date(self.config['timeframe'])) self._notify_sell(trade, "stoploss") return True @@ -1090,7 +1090,7 @@ class FreqtradeBot: Trade.session.flush() # Lock pair for one candle to prevent immediate rebuys - self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['ticker_interval'])) + self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe'])) self._notify_sell(trade, order_type) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 3bf211d99..9a48338f1 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -94,10 +94,10 @@ class Backtesting: self.strategylist.append(StrategyResolver.load_strategy(self.config)) validate_config_consistency(self.config) - if "ticker_interval" not in self.config: + if "timeframe" not in self.config: raise OperationalException("Timeframe (ticker interval) needs to be set in either " - "configuration or as cli argument `--ticker-interval 5m`") - self.timeframe = str(self.config.get('ticker_interval')) + "configuration or as cli argument `--timeframe 5m`") + self.timeframe = str(self.config.get('timeframe')) self.timeframe_min = timeframe_to_minutes(self.timeframe) # Get maximum required startup period diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py index b3cedef2c..20209d8a9 100644 --- a/freqtrade/optimize/hyperopt_interface.py +++ b/freqtrade/optimize/hyperopt_interface.py @@ -37,7 +37,8 @@ class IHyperOpt(ABC): self.config = config # Assign ticker_interval to be used in hyperopt - IHyperOpt.ticker_interval = str(config['ticker_interval']) + IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECTED + IHyperOpt.timeframe = str(config['timeframe']) @staticmethod def buy_strategy_generator(params: Dict[str, Any]) -> Callable: @@ -218,9 +219,10 @@ class IHyperOpt(ABC): # Why do I still need such shamanic mantras in modern python? def __getstate__(self): state = self.__dict__.copy() - state['ticker_interval'] = self.ticker_interval + state['timeframe'] = self.timeframe return state def __setstate__(self, state): self.__dict__.update(state) - IHyperOpt.ticker_interval = state['ticker_interval'] + IHyperOpt.ticker_interval = state['timeframe'] + IHyperOpt.timeframe = state['timeframe'] diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py index f532f2cd0..81e52768e 100644 --- a/freqtrade/pairlist/pairlistmanager.py +++ b/freqtrade/pairlist/pairlistmanager.py @@ -131,6 +131,6 @@ class PairListManager(): def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes: """ - Create list of pair tuples with (pair, ticker_interval) + Create list of pair tuples with (pair, timeframe) """ - return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs] + return [(pair, timeframe or self._config['timeframe']) for pair in pairs] diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index f1d114e2b..f9e526967 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -45,7 +45,7 @@ def init_plotscript(config): data = load_data( datadir=config.get("datadir"), pairs=pairs, - timeframe=config.get('ticker_interval', '5m'), + timeframe=config.get('timeframe', '5m'), timerange=timerange, data_format=config.get('dataformat_ohlcv', 'json'), ) @@ -487,7 +487,7 @@ def load_and_plot_trades(config: Dict[str, Any]): plot_config=strategy.plot_config if hasattr(strategy, 'plot_config') else {} ) - store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']), + store_plot_file(fig, filename=generate_plot_filename(pair, config['timeframe']), directory=config['user_data_dir'] / "plot") logger.info('End of plotting process. %s plots generated', pair_counter) @@ -515,6 +515,6 @@ def plot_profit(config: Dict[str, Any]) -> None: # Create an average close price of all the pairs that were involved. # this could be useful to gauge the overall market trend fig = generate_profit_graph(plot_elements["pairs"], plot_elements["ohlcv"], - trades, config.get('ticker_interval', '5m')) + trades, config.get('timeframe', '5m')) store_plot_file(fig, filename='freqtrade-profit-plot.html', directory=config['user_data_dir'] / "plot", auto_open=True) diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py index ddf461252..633363134 100644 --- a/freqtrade/resolvers/hyperopt_resolver.py +++ b/freqtrade/resolvers/hyperopt_resolver.py @@ -77,8 +77,9 @@ class HyperOptLossResolver(IResolver): config, kwargs={}, extra_dir=config.get('hyperopt_path')) - # Assign ticker_interval to be used in hyperopt - hyperoptloss.__class__.ticker_interval = str(config['ticker_interval']) + # Assign timeframe to be used in hyperopt + hyperoptloss.__class__.ticker_interval = str(config['timeframe']) + hyperoptloss.__class__.timeframe = str(config['timeframe']) if not hasattr(hyperoptloss, 'hyperopt_loss_function'): raise OperationalException( diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index abd6a4195..99cf2d785 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -54,7 +54,7 @@ class StrategyResolver(IResolver): # Check if we need to override configuration # (Attribute name, default, subkey) attributes = [("minimal_roi", {"0": 10.0}, None), - ("ticker_interval", None, None), + ("timeframe", None, None), ("stoploss", None, None), ("trailing_stop", None, None), ("trailing_stop_positive", None, None), diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index ed2344a53..17c4aa5ca 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -62,7 +62,7 @@ class IStrategy(ABC): Attributes you can use: minimal_roi -> Dict: Minimal ROI designed for the strategy stoploss -> float: optimal stoploss designed for the strategy - ticker_interval -> str: value of the timeframe (ticker interval) to use with the strategy + timeframe -> str: value of the timeframe (ticker interval) to use with the strategy """ # Strategy interface version # Default to version 2 diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2 index c37164568..ce2c6d5c0 100644 --- a/freqtrade/templates/base_strategy.py.j2 +++ b/freqtrade/templates/base_strategy.py.j2 @@ -51,8 +51,8 @@ class {{ strategy }}(IStrategy): # trailing_stop_positive = 0.01 # trailing_stop_positive_offset = 0.0 # Disabled / not configured - # Optimal ticker interval for the strategy. - ticker_interval = '5m' + # Optimal timeframe for the strategy. + timeframe = '5m' # Run "populate_indicators()" only for new candle. process_only_new_candles = False diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py index 5cb59cad0..59ce8c5b8 100644 --- a/tests/strategy/test_strategy.py +++ b/tests/strategy/test_strategy.py @@ -186,7 +186,7 @@ def test_strategy_override_timeframe(caplog, default_conf): }) strategy = StrategyResolver.load_strategy(default_conf) - assert strategy.ticker_interval == 60 + assert strategy.timeframe == 60 assert strategy.stake_currency == 'ETH' assert log_has("Override strategy 'timeframe' with value in config file: 60.", caplog) From 388573800c673e1fe383fd83938c85c06fa49db2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 20:52:33 +0200 Subject: [PATCH 133/570] Update configuration messages --- freqtrade/configuration/configuration.py | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index 7edd9bca1..139e42084 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -204,9 +204,9 @@ class Configuration: def _process_optimize_options(self, config: Dict[str, Any]) -> None: # This will override the strategy configuration - self._args_to_config(config, argname='ticker_interval', - logstring='Parameter -i/--ticker-interval detected ... ' - 'Using ticker_interval: {} ...') + self._args_to_config(config, argname='timeframe', + logstring='Parameter -i/--timeframe detected ... ' + 'Using timeframe: {} ...') self._args_to_config(config, argname='position_stacking', logstring='Parameter --enable-position-stacking detected ...') @@ -242,8 +242,8 @@ class Configuration: self._args_to_config(config, argname='strategy_list', logstring='Using strategy list of {} strategies', logfun=len) - self._args_to_config(config, argname='ticker_interval', - logstring='Overriding ticker interval with Command line argument') + self._args_to_config(config, argname='timeframe', + logstring='Overriding timeframe with Command line argument') self._args_to_config(config, argname='export', logstring='Parameter --export detected: {} ...') From 947903a4acac05fbda301e0dc90040488a772b28 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 09:36:04 +0200 Subject: [PATCH 134/570] Use timeframe from within strategy --- freqtrade/edge/edge_positioning.py | 4 ++-- freqtrade/freqtradebot.py | 8 ++++---- tests/edge/test_edge.py | 10 +++++----- tests/strategy/strats/default_strategy.py | 2 +- tests/strategy/test_default_strategy.py | 1 + tests/strategy/test_strategy.py | 1 + tests/test_configuration.py | 12 ++++++------ 7 files changed, 20 insertions(+), 18 deletions(-) diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index c19d4552a..dd4ea35bb 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -100,14 +100,14 @@ class Edge: datadir=self.config['datadir'], pairs=pairs, exchange=self.exchange, - timeframe=self.strategy.ticker_interval, + timeframe=self.strategy.timeframe, timerange=self._timerange, ) data = load_data( datadir=self.config['datadir'], pairs=pairs, - timeframe=self.strategy.ticker_interval, + timeframe=self.strategy.timeframe, timerange=self._timerange, startup_candles=self.strategy.startup_candle_count, data_format=self.config.get('dataformat_ohlcv', 'json'), diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 627971c31..c52fe18d1 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -421,8 +421,8 @@ class FreqtradeBot: # running get_signal on historical data fetched (buy, sell) = self.strategy.get_signal( - pair, self.strategy.ticker_interval, - self.dataprovider.ohlcv(pair, self.strategy.ticker_interval)) + pair, self.strategy.timeframe, + self.dataprovider.ohlcv(pair, self.strategy.timeframe)) if buy and not sell: stake_amount = self.get_trade_stake_amount(pair) @@ -696,8 +696,8 @@ class FreqtradeBot: if (config_ask_strategy.get('use_sell_signal', True) or config_ask_strategy.get('ignore_roi_if_buy_signal', False)): (buy, sell) = self.strategy.get_signal( - trade.pair, self.strategy.ticker_interval, - self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval)) + trade.pair, self.strategy.timeframe, + self.dataprovider.ohlcv(trade.pair, self.strategy.timeframe)) if config_ask_strategy.get('use_order_book', False): # logger.debug('Order book %s',orderBook) diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py index 163ceff4b..cf9cb6fe1 100644 --- a/tests/edge/test_edge.py +++ b/tests/edge/test_edge.py @@ -27,7 +27,7 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe, #################################################################### tests_start_time = arrow.get(2018, 10, 3) -ticker_interval_in_minute = 60 +timeframe_in_minute = 60 _ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7} # Helpers for this test file @@ -49,7 +49,7 @@ def _build_dataframe(buy_ohlc_sell_matrice): 'date': tests_start_time.shift( minutes=( ohlc[0] * - ticker_interval_in_minute)).timestamp * + timeframe_in_minute)).timestamp * 1000, 'buy': ohlc[1], 'open': ohlc[2], @@ -70,7 +70,7 @@ def _build_dataframe(buy_ohlc_sell_matrice): def _time_on_candle(number): return np.datetime64(tests_start_time.shift( - minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms') + minutes=(number * timeframe_in_minute)).timestamp * 1000, 'ms') # End helper functions @@ -262,7 +262,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m', NEOBTC = [ [ - tests_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000, + tests_start_time.shift(minutes=(x * timeframe_in_minute)).timestamp * 1000, math.sin(x * hz) / 1000 + base, math.sin(x * hz) / 1000 + base + 0.0001, math.sin(x * hz) / 1000 + base - 0.0001, @@ -274,7 +274,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m', base = 0.002 LTCBTC = [ [ - tests_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000, + tests_start_time.shift(minutes=(x * timeframe_in_minute)).timestamp * 1000, math.sin(x * hz) / 1000 + base, math.sin(x * hz) / 1000 + base + 0.0001, math.sin(x * hz) / 1000 + base - 0.0001, diff --git a/tests/strategy/strats/default_strategy.py b/tests/strategy/strats/default_strategy.py index 7ea55d3f9..98842ff7c 100644 --- a/tests/strategy/strats/default_strategy.py +++ b/tests/strategy/strats/default_strategy.py @@ -29,7 +29,7 @@ class DefaultStrategy(IStrategy): stoploss = -0.10 # Optimal ticker interval for the strategy - ticker_interval = '5m' + timeframe = '5m' # Optional order type mapping order_types = { diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py index 0b8ea9f85..315f80440 100644 --- a/tests/strategy/test_default_strategy.py +++ b/tests/strategy/test_default_strategy.py @@ -19,6 +19,7 @@ def test_default_strategy(result): assert type(strategy.minimal_roi) is dict assert type(strategy.stoploss) is float assert type(strategy.ticker_interval) is str + assert type(strategy.timeframe) is str indicators = strategy.populate_indicators(result, metadata) assert type(indicators) is DataFrame assert type(strategy.populate_buy_trend(indicators, metadata)) is DataFrame diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py index 59ce8c5b8..1bb45f28c 100644 --- a/tests/strategy/test_strategy.py +++ b/tests/strategy/test_strategy.py @@ -105,6 +105,7 @@ def test_strategy(result, default_conf): assert strategy.stoploss == -0.10 assert default_conf['stoploss'] == -0.10 + assert strategy.timeframe == '5m' assert strategy.ticker_interval == '5m' assert default_conf['timeframe'] == '5m' diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 05074c258..8e79f4297 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -401,8 +401,8 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> assert 'datadir' in config assert 'user_data_dir' in config assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) - assert 'ticker_interval' in config - assert not log_has('Parameter -i/--ticker-interval detected ...', caplog) + assert 'timeframe' in config + assert not log_has('Parameter -i/--timeframe detected ...', caplog) assert 'position_stacking' not in config assert not log_has('Parameter --enable-position-stacking detected ...', caplog) @@ -448,8 +448,8 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non assert log_has('Using user-data directory: {} ...'.format(Path("/tmp/freqtrade")), caplog) assert 'user_data_dir' in config - assert 'ticker_interval' in config - assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', + assert 'timeframe' in config + assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...', caplog) assert 'position_stacking' in config @@ -494,8 +494,8 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog) - assert 'ticker_interval' in config - assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...', + assert 'timeframe' in config + assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...', caplog) assert 'strategy_list' in config From 3e895ae74aa3d754a0d8a2bc477c1c6da50b7baa Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 09:41:42 +0200 Subject: [PATCH 135/570] Some more replacements of ticker_interval --- freqtrade/optimize/hyperopt_loss_interface.py | 1 + freqtrade/persistence.py | 1 + tests/data/test_dataprovider.py | 2 +- tests/test_configuration.py | 2 +- 4 files changed, 4 insertions(+), 2 deletions(-) diff --git a/freqtrade/optimize/hyperopt_loss_interface.py b/freqtrade/optimize/hyperopt_loss_interface.py index 879a9f0e9..c2607a9a8 100644 --- a/freqtrade/optimize/hyperopt_loss_interface.py +++ b/freqtrade/optimize/hyperopt_loss_interface.py @@ -15,6 +15,7 @@ class IHyperOptLoss(ABC): Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.) """ ticker_interval: str + timeframe: str @staticmethod @abstractmethod diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 111ccfe2a..363ce35ad 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -288,6 +288,7 @@ class Trade(_DECL_BASE): 'max_rate': self.max_rate, 'strategy': self.strategy, 'ticker_interval': self.ticker_interval, + 'timeframe': self.ticker_interval, 'open_order_id': self.open_order_id, 'exchange': self.exchange, } diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py index 718060c5e..def3ad535 100644 --- a/tests/data/test_dataprovider.py +++ b/tests/data/test_dataprovider.py @@ -104,7 +104,7 @@ def test_refresh(mocker, default_conf, ohlcv_history): timeframe = default_conf["timeframe"] pairs = [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe)] - pairs_non_trad = [("ETH/USDT", ticker_interval), ("BTC/TUSD", "1h")] + pairs_non_trad = [("ETH/USDT", timeframe), ("BTC/TUSD", "1h")] dp = DataProvider(default_conf, exchange) dp.refresh(pairs) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 8e79f4297..1ed97f728 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -87,7 +87,7 @@ def test_load_config_file_error_range(default_conf, mocker, caplog) -> None: assert isinstance(x, str) assert (x == '{"max_open_trades": 1, "stake_currency": "BTC", ' '"stake_amount": .001, "fiat_display_currency": "USD", ' - '"timeframe": "5m", "dry_run": true, ') + '"timeframe": "5m", "dry_run": true, "cance') def test__args_to_config(caplog): From 09fe3c6f5e1f9f0a42882782e3caac6607e34600 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 09:50:56 +0200 Subject: [PATCH 136/570] create compatibility code --- freqtrade/configuration/deprecated_settings.py | 6 ++++++ freqtrade/constants.py | 1 - freqtrade/resolvers/strategy_resolver.py | 11 +++++++++++ freqtrade/strategy/interface.py | 4 ++-- tests/strategy/test_default_strategy.py | 1 - 5 files changed, 19 insertions(+), 4 deletions(-) diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py index 3999ea422..2d5dba9ca 100644 --- a/freqtrade/configuration/deprecated_settings.py +++ b/freqtrade/configuration/deprecated_settings.py @@ -67,3 +67,9 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None: "'tradable_balance_ratio' and remove 'capital_available_percentage' " "from the edge configuration." ) + if 'ticker_interval' in config: + logger.warning( + "DEPRECATED: " + "Please use 'timeframe' instead of 'ticker_interval." + ) + config['timeframe'] = config['ticker_interval'] diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 511c2993d..3afb4b0f1 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -71,7 +71,6 @@ CONF_SCHEMA = { 'type': 'object', 'properties': { 'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1}, - 'ticker_interval': {'type': 'string'}, 'timeframe': {'type': 'string'}, 'stake_currency': {'type': 'string'}, 'stake_amount': { diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index 99cf2d785..26bce01ca 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -50,6 +50,14 @@ class StrategyResolver(IResolver): if 'ask_strategy' not in config: config['ask_strategy'] = {} + if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'): + # Assign ticker_interval to timeframe to keep compatibility + if 'timeframe' not in config: + logger.warning( + "DEPRECATED: Please migrate to using timeframe instead of ticker_interval." + ) + strategy.timeframe = strategy.ticker_interval + # Set attributes # Check if we need to override configuration # (Attribute name, default, subkey) @@ -80,6 +88,9 @@ class StrategyResolver(IResolver): StrategyResolver._override_attribute_helper(strategy, config, attribute, default) + # Assign deprecated variable - to not break users code relying on this. + strategy.ticker_interval = strategy.timeframe + # Loop this list again to have output combined for attribute, _, subkey in attributes: if subkey and attribute in config[subkey]: diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 17c4aa5ca..7bf750249 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -85,8 +85,8 @@ class IStrategy(ABC): trailing_stop_positive_offset: float = 0.0 trailing_only_offset_is_reached = False - # associated ticker interval - ticker_interval: str + # associated timeframe + timeframe: str # Optional order types order_types: Dict = { diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py index 315f80440..df7e35197 100644 --- a/tests/strategy/test_default_strategy.py +++ b/tests/strategy/test_default_strategy.py @@ -18,7 +18,6 @@ def test_default_strategy(result): metadata = {'pair': 'ETH/BTC'} assert type(strategy.minimal_roi) is dict assert type(strategy.stoploss) is float - assert type(strategy.ticker_interval) is str assert type(strategy.timeframe) is str indicators = strategy.populate_indicators(result, metadata) assert type(indicators) is DataFrame From af0f29e6b7b6647ce8e651d35b4a558fee09b578 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 10:02:24 +0200 Subject: [PATCH 137/570] Update persistence to use timeframe --- docs/sql_cheatsheet.md | 2 +- freqtrade/freqtradebot.py | 2 +- freqtrade/persistence.py | 19 ++++++++++++------- tests/test_persistence.py | 7 ++++--- 4 files changed, 18 insertions(+), 12 deletions(-) diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index 895a0536a..b261904d7 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -70,7 +70,7 @@ CREATE TABLE trades min_rate FLOAT, sell_reason VARCHAR, strategy VARCHAR, - ticker_interval INTEGER, + timeframe INTEGER, PRIMARY KEY (id), CHECK (is_open IN (0, 1)) ); diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index c52fe18d1..a8483051e 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -547,7 +547,7 @@ class FreqtradeBot: exchange=self.exchange.id, open_order_id=order_id, strategy=self.strategy.get_strategy_name(), - ticker_interval=timeframe_to_minutes(self.config['timeframe']) + timeframe=timeframe_to_minutes(self.config['timeframe']) ) # Update fees if order is closed diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 363ce35ad..f0b97be1e 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -86,7 +86,7 @@ def check_migrate(engine) -> None: logger.debug(f'trying {table_back_name}') # Check for latest column - if not has_column(cols, 'sell_order_status'): + if not has_column(cols, 'timeframe'): logger.info(f'Running database migration - backup available as {table_back_name}') fee_open = get_column_def(cols, 'fee_open', 'fee') @@ -107,7 +107,12 @@ def check_migrate(engine) -> None: min_rate = get_column_def(cols, 'min_rate', 'null') sell_reason = get_column_def(cols, 'sell_reason', 'null') strategy = get_column_def(cols, 'strategy', 'null') - ticker_interval = get_column_def(cols, 'ticker_interval', 'null') + # If ticker-interval existed use that, else null. + if has_column(cols, 'ticker_interval'): + timeframe = get_column_def(cols, 'timeframe', 'ticker_interval') + else: + timeframe = get_column_def(cols, 'timeframe', 'null') + open_trade_price = get_column_def(cols, 'open_trade_price', f'amount * open_rate * (1 + {fee_open})') close_profit_abs = get_column_def( @@ -133,7 +138,7 @@ def check_migrate(engine) -> None: stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct, stoploss_order_id, stoploss_last_update, max_rate, min_rate, sell_reason, sell_order_status, strategy, - ticker_interval, open_trade_price, close_profit_abs + timeframe, open_trade_price, close_profit_abs ) select id, lower(exchange), case @@ -155,7 +160,7 @@ def check_migrate(engine) -> None: {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update, {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason, {sell_order_status} sell_order_status, - {strategy} strategy, {ticker_interval} ticker_interval, + {strategy} strategy, {timeframe} timeframe, {open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs from {table_back_name} """) @@ -232,7 +237,7 @@ class Trade(_DECL_BASE): sell_reason = Column(String, nullable=True) sell_order_status = Column(String, nullable=True) strategy = Column(String, nullable=True) - ticker_interval = Column(Integer, nullable=True) + timeframe = Column(Integer, nullable=True) def __init__(self, **kwargs): super().__init__(**kwargs) @@ -287,8 +292,8 @@ class Trade(_DECL_BASE): 'min_rate': self.min_rate, 'max_rate': self.max_rate, 'strategy': self.strategy, - 'ticker_interval': self.ticker_interval, - 'timeframe': self.ticker_interval, + 'ticker_interval': self.timeframe, + 'timeframe': self.timeframe, 'open_order_id': self.open_order_id, 'exchange': self.exchange, } diff --git a/tests/test_persistence.py b/tests/test_persistence.py index c15936cf6..bc5b315a1 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -469,6 +469,7 @@ def test_migrate_old(mocker, default_conf, fee): assert trade.fee_open_currency is None assert trade.fee_close_cost is None assert trade.fee_close_currency is None + assert trade.timeframe is None trade = Trade.query.filter(Trade.id == 2).first() assert trade.close_rate is not None @@ -512,11 +513,11 @@ def test_migrate_new(mocker, default_conf, fee, caplog): );""" insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date, - stop_loss, initial_stop_loss, max_rate) + stop_loss, initial_stop_loss, max_rate, ticker_interval) VALUES ('binance', 'ETC/BTC', 1, {fee}, 0.00258580, {stake}, {amount}, '2019-11-28 12:44:24.000000', - 0.0, 0.0, 0.0) + 0.0, 0.0, 0.0, '5m') """.format(fee=fee.return_value, stake=default_conf.get("stake_amount"), amount=amount @@ -554,7 +555,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog): assert trade.initial_stop_loss == 0.0 assert trade.sell_reason is None assert trade.strategy is None - assert trade.ticker_interval is None + assert trade.timeframe == '5m' assert trade.stoploss_order_id is None assert trade.stoploss_last_update is None assert log_has("trying trades_bak1", caplog) From f9bb1a7f22ee086042e37d563ee67d90a12577a1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 10:02:55 +0200 Subject: [PATCH 138/570] Update more occurances of ticker_interval --- freqtrade/data/btanalysis.py | 4 ++-- freqtrade/optimize/hyperopt_loss_interface.py | 1 - freqtrade/templates/sample_strategy.py | 2 +- tests/optimize/test_backtesting.py | 4 ++-- tests/optimize/test_hyperopt.py | 3 ++- tests/strategy/test_default_strategy.py | 2 +- 6 files changed, 8 insertions(+), 8 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index f98135c27..5948d933c 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -103,7 +103,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: "open_rate", "close_rate", "amount", "duration", "sell_reason", "fee_open", "fee_close", "open_rate_requested", "close_rate_requested", "stake_amount", "max_rate", "min_rate", "id", "exchange", - "stop_loss", "initial_stop_loss", "strategy", "ticker_interval"] + "stop_loss", "initial_stop_loss", "strategy", "timeframe"] trades = pd.DataFrame([(t.pair, t.open_date.replace(tzinfo=timezone.utc), @@ -121,7 +121,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: t.min_rate, t.id, t.exchange, t.stop_loss, t.initial_stop_loss, - t.strategy, t.ticker_interval + t.strategy, t.timeframe ) for t in Trade.get_trades().all()], columns=columns) diff --git a/freqtrade/optimize/hyperopt_loss_interface.py b/freqtrade/optimize/hyperopt_loss_interface.py index c2607a9a8..48407a8a8 100644 --- a/freqtrade/optimize/hyperopt_loss_interface.py +++ b/freqtrade/optimize/hyperopt_loss_interface.py @@ -14,7 +14,6 @@ class IHyperOptLoss(ABC): Interface for freqtrade hyperopt Loss functions. Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.) """ - ticker_interval: str timeframe: str @staticmethod diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py index f78489173..e269848d2 100644 --- a/freqtrade/templates/sample_strategy.py +++ b/freqtrade/templates/sample_strategy.py @@ -53,7 +53,7 @@ class SampleStrategy(IStrategy): # trailing_stop_positive_offset = 0.0 # Disabled / not configured # Optimal ticker interval for the strategy. - ticker_interval = '5m' + timeframe = '5m' # Run "populate_indicators()" only for new candle. process_only_new_candles = False diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 407604d9c..342d7689f 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -286,7 +286,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None: assert not backtesting.strategy.order_types["stoploss_on_exchange"] -def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> None: +def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None: patch_exchange(mocker) del default_conf['timeframe'] default_conf['strategy_list'] = ['DefaultStrategy', @@ -453,7 +453,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None: t["close_rate"], 6) < round(ln.iloc[0]["high"], 6)) -def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -> None: +def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None: default_conf['ask_strategy']['use_sell_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) patch_exchange(mocker) diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 4f5b3983a..564725709 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -197,7 +197,8 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None: "Using populate_sell_trend from the strategy.", caplog) assert log_has("Hyperopt class does not provide populate_buy_trend() method. " "Using populate_buy_trend from the strategy.", caplog) - assert hasattr(x, "ticker_interval") + assert hasattr(x, "ticker_interval") # DEPRECATED + assert hasattr(x, "timeframe") def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None: diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py index df7e35197..1b1648db9 100644 --- a/tests/strategy/test_default_strategy.py +++ b/tests/strategy/test_default_strategy.py @@ -6,7 +6,7 @@ from .strats.default_strategy import DefaultStrategy def test_default_strategy_structure(): assert hasattr(DefaultStrategy, 'minimal_roi') assert hasattr(DefaultStrategy, 'stoploss') - assert hasattr(DefaultStrategy, 'ticker_interval') + assert hasattr(DefaultStrategy, 'timeframe') assert hasattr(DefaultStrategy, 'populate_indicators') assert hasattr(DefaultStrategy, 'populate_buy_trend') assert hasattr(DefaultStrategy, 'populate_sell_trend') From febc95dcdf95d9ee6a080d25684491320f24f236 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 10:03:23 +0200 Subject: [PATCH 139/570] Update documentation to remove ticker_interval --- docs/bot-usage.md | 25 ++++++++++++------------- docs/configuration.md | 4 ++-- docs/hyperopt.md | 8 ++++---- docs/plotting.md | 15 ++++++++------- docs/strategy-customization.md | 14 +++++++------- docs/strategy_analysis_example.md | 4 ++-- 6 files changed, 35 insertions(+), 35 deletions(-) diff --git a/docs/bot-usage.md b/docs/bot-usage.md index b1649374a..b5af60f2b 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -72,7 +72,6 @@ Strategy arguments: Specify strategy class name which will be used by the bot. --strategy-path PATH Specify additional strategy lookup path. -. ``` @@ -197,7 +196,7 @@ Backtesting also uses the config specified via `-c/--config`. ``` usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME] - [--strategy-path PATH] [-i TICKER_INTERVAL] + [--strategy-path PATH] [-i TIMEFRAME] [--timerange TIMERANGE] [--max-open-trades INT] [--stake-amount STAKE_AMOUNT] [--fee FLOAT] [--eps] [--dmmp] @@ -206,7 +205,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH] optional arguments: -h, --help show this help message and exit - -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL + -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`). --timerange TIMERANGE @@ -280,7 +279,7 @@ to find optimal parameter values for your strategy. ``` usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME] [--strategy-path PATH] - [-i TICKER_INTERVAL] [--timerange TIMERANGE] + [-i TIMEFRAME] [--timerange TIMERANGE] [--max-open-trades INT] [--stake-amount STAKE_AMOUNT] [--fee FLOAT] [--hyperopt NAME] [--hyperopt-path PATH] [--eps] @@ -292,7 +291,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] optional arguments: -h, --help show this help message and exit - -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL + -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`). --timerange TIMERANGE @@ -323,7 +322,7 @@ optional arguments: --print-all Print all results, not only the best ones. --no-color Disable colorization of hyperopt results. May be useful if you are redirecting output to a file. - --print-json Print best results in JSON format. + --print-json Print output in JSON format. -j JOBS, --job-workers JOBS The number of concurrently running jobs for hyperoptimization (hyperopt worker processes). If -1 @@ -341,11 +340,11 @@ optional arguments: class (IHyperOptLoss). Different functions can generate completely different results, since the target for optimization is different. Built-in - Hyperopt-loss-functions are: - DefaultHyperOptLoss, OnlyProfitHyperOptLoss, - SharpeHyperOptLoss, SharpeHyperOptLossDaily, - SortinoHyperOptLoss, SortinoHyperOptLossDaily. - (default: `DefaultHyperOptLoss`). + Hyperopt-loss-functions are: DefaultHyperOptLoss, + OnlyProfitHyperOptLoss, SharpeHyperOptLoss, + SharpeHyperOptLossDaily, SortinoHyperOptLoss, + SortinoHyperOptLossDaily.(default: + `DefaultHyperOptLoss`). Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). @@ -378,13 +377,13 @@ To know your trade expectancy and winrate against historical data, you can use E ``` usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME] [--strategy-path PATH] - [-i TICKER_INTERVAL] [--timerange TIMERANGE] + [-i TIMEFRAME] [--timerange TIMERANGE] [--max-open-trades INT] [--stake-amount STAKE_AMOUNT] [--fee FLOAT] [--stoplosses STOPLOSS_RANGE] optional arguments: -h, --help show this help message and exit - -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL + -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`). --timerange TIMERANGE diff --git a/docs/configuration.md b/docs/configuration.md index a1cb45e0f..4dbcc6d2a 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -47,7 +47,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade).
*Defaults to `false`.*
**Datatype:** Boolean | `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade).
*Defaults to `0.5`.*
**Datatype:** Float (as ratio) | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals.
*Defaults to `0.05` (5%).*
**Datatype:** Positive Float as ratio. -| `ticker_interval` | The timeframe (ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** String +| `timeframe` | The timeframe (former ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** String | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency).
**Datatype:** String | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode.
*Defaults to `true`.*
**Datatype:** Boolean | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.
*Defaults to `1000`.*
**Datatype:** Float @@ -125,7 +125,7 @@ The following parameters can be set in either configuration file or strategy. Values set in the configuration file always overwrite values set in the strategy. * `minimal_roi` -* `ticker_interval` +* `timeframe` * `stoploss` * `trailing_stop` * `trailing_stop_positive` diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 8efc51a39..a4d36530c 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -124,9 +124,9 @@ To avoid naming collisions in the search-space, please prefix all sell-spaces wi #### Using timeframe as a part of the Strategy -The Strategy class exposes the timeframe (ticker interval) value as the `self.ticker_interval` attribute. -The same value is available as class-attribute `HyperoptName.ticker_interval`. -In the case of the linked sample-value this would be `SampleHyperOpt.ticker_interval`. +The Strategy class exposes the timeframe value as the `self.timeframe` attribute. +The same value is available as class-attribute `HyperoptName.timeframe`. +In the case of the linked sample-value this would be `SampleHyperOpt.timeframe`. ## Solving a Mystery @@ -403,7 +403,7 @@ As stated in the comment, you can also use it as the value of the `minimal_roi` #### Default ROI Search Space -If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point): +If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the timeframe used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point): | # step | 1m | | 5m | | 1h | | 1d | | | ------ | ------ | ----------------- | -------- | ----------- | ---------- | ----------------- | ------------ | ----------------- | diff --git a/docs/plotting.md b/docs/plotting.md index be83065a6..d3a2df1c1 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -31,7 +31,7 @@ usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH] [--plot-limit INT] [--db-url PATH] [--trade-source {DB,file}] [--export EXPORT] [--export-filename PATH] - [--timerange TIMERANGE] [-i TICKER_INTERVAL] + [--timerange TIMERANGE] [-i TIMEFRAME] [--no-trades] optional arguments: @@ -65,7 +65,7 @@ optional arguments: _today.json` --timerange TIMERANGE Specify what timerange of data to use. - -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL + -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`). --no-trades Skip using trades from backtesting file and DB. @@ -227,7 +227,7 @@ usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]] [--timerange TIMERANGE] [--export EXPORT] [--export-filename PATH] [--db-url PATH] - [--trade-source {DB,file}] [-i TICKER_INTERVAL] + [--trade-source {DB,file}] [-i TIMEFRAME] optional arguments: -h, --help show this help message and exit @@ -250,7 +250,7 @@ optional arguments: --trade-source {DB,file} Specify the source for trades (Can be DB or file (backtest file)) Default: file - -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL + -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`). @@ -261,9 +261,10 @@ Common arguments: details. -V, --version show program's version number and exit -c PATH, --config PATH - Specify configuration file (default: `config.json`). - Multiple --config options may be used. Can be set to - `-` to read config from stdin. + Specify configuration file (default: + `userdir/config.json` or `config.json` whichever + exists). Multiple --config options may be used. Can be + set to `-` to read config from stdin. -d PATH, --datadir PATH Path to directory with historical backtesting data. --userdir PATH, --user-data-dir PATH diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 7197b0fba..ca0d9a9a3 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -248,7 +248,7 @@ minimal_roi = { While technically not completely disabled, this would sell once the trade reaches 10000% Profit. -To use times based on candle duration (ticker_interval or timeframe), the following snippet can be handy. +To use times based on candle duration (timeframe), the following snippet can be handy. This will allow you to change the ticket_interval for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...) ``` python @@ -256,12 +256,12 @@ from freqtrade.exchange import timeframe_to_minutes class AwesomeStrategy(IStrategy): - ticker_interval = "1d" - ticker_interval_mins = timeframe_to_minutes(ticker_interval) + timeframe = "1d" + timeframe_mins = timeframe_to_minutes(timeframe) minimal_roi = { "0": 0.05, # 5% for the first 3 candles - str(ticker_interval_mins * 3)): 0.02, # 2% after 3 candles - str(ticker_interval_mins * 6)): 0.01, # 1% After 6 candles + str(timeframe_mins * 3)): 0.02, # 2% after 3 candles + str(timeframe_mins * 6)): 0.01, # 1% After 6 candles } ``` @@ -290,7 +290,7 @@ Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported Please note that the same buy/sell signals may work well with one timeframe, but not with the others. -This setting is accessible within the strategy methods as the `self.ticker_interval` attribute. +This setting is accessible within the strategy methods as the `self.timeframe` attribute. ### Metadata dict @@ -400,7 +400,7 @@ This is where calling `self.dp.current_whitelist()` comes in handy. class SampleStrategy(IStrategy): # strategy init stuff... - ticker_interval = '5m' + timeframe = '5m' # more strategy init stuff.. diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md index d26d684ce..6b4ad567f 100644 --- a/docs/strategy_analysis_example.md +++ b/docs/strategy_analysis_example.md @@ -18,7 +18,7 @@ config = Configuration.from_files([]) # config = Configuration.from_files(["config.json"]) # Define some constants -config["ticker_interval"] = "5m" +config["timeframe"] = "5m" # Name of the strategy class config["strategy"] = "SampleStrategy" # Location of the data @@ -33,7 +33,7 @@ pair = "BTC_USDT" from freqtrade.data.history import load_pair_history candles = load_pair_history(datadir=data_location, - timeframe=config["ticker_interval"], + timeframe=config["timeframe"], pair=pair) # Confirm success From 33b7046260fc500fe5ae2c60ab999f67ac7f0ff4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 10:06:26 +0200 Subject: [PATCH 140/570] Update more documentation --- README.md | 5 +++-- docs/backtesting.md | 10 +++++----- docs/bot-usage.md | 25 +++++++++++++++++++------ docs/edge.md | 2 +- docs/hyperopt.md | 2 +- docs/strategy-customization.md | 2 +- docs/utils.md | 2 +- freqtrade/commands/arguments.py | 2 +- 8 files changed, 32 insertions(+), 18 deletions(-) diff --git a/README.md b/README.md index cfb384702..7e0acde46 100644 --- a/README.md +++ b/README.md @@ -82,7 +82,8 @@ positional arguments: new-hyperopt Create new hyperopt new-strategy Create new strategy download-data Download backtesting data. - convert-data Convert candle (OHLCV) data from one format to another. + convert-data Convert candle (OHLCV) data from one format to + another. convert-trade-data Convert trade data from one format to another. backtesting Backtesting module. edge Edge module. @@ -94,7 +95,7 @@ positional arguments: list-markets Print markets on exchange. list-pairs Print pairs on exchange. list-strategies Print available strategies. - list-timeframes Print available ticker intervals (timeframes) for the exchange. + list-timeframes Print available timeframes for the exchange. show-trades Show trades. test-pairlist Test your pairlist configuration. plot-dataframe Plot candles with indicators. diff --git a/docs/backtesting.md b/docs/backtesting.md index 9b2997510..51b2e953b 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -12,7 +12,7 @@ real data. This is what we call [backtesting](https://en.wikipedia.org/wiki/Backtesting). Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/` by default. -If no data is available for the exchange / pair / timeframe (ticker interval) combination, backtesting will ask you to download them first using `freqtrade download-data`. +If no data is available for the exchange / pair / timeframe combination, backtesting will ask you to download them first using `freqtrade download-data`. For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation. The result of backtesting will confirm if your bot has better odds of making a profit than a loss. @@ -35,7 +35,7 @@ freqtrade backtesting #### With 1 min candle (OHLCV) data ```bash -freqtrade backtesting --ticker-interval 1m +freqtrade backtesting --timeframe 1m ``` #### Using a different on-disk historical candle (OHLCV) data source @@ -58,7 +58,7 @@ Where `-s SampleStrategy` refers to the class name within the strategy file `sam #### Comparing multiple Strategies ```bash -freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --ticker-interval 5m +freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --timeframe 5m ``` Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies. @@ -228,13 +228,13 @@ You can then load the trades to perform further analysis as shown in our [data a To compare multiple strategies, a list of Strategies can be provided to backtesting. -This is limited to 1 timeframe (ticker interval) value per run. However, data is only loaded once from disk so if you have multiple +This is limited to 1 timeframe value per run. However, data is only loaded once from disk so if you have multiple strategies you'd like to compare, this will give a nice runtime boost. All listed Strategies need to be in the same directory. ``` bash -freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades +freqtrade backtesting --timerange 20180401-20180410 --timeframe 5m --strategy-list Strategy001 Strategy002 --export trades ``` This will save the results to `user_data/backtest_results/backtest-result-.json`, injecting the strategy-name into the target filename. diff --git a/docs/bot-usage.md b/docs/bot-usage.md index b5af60f2b..40ff3d82b 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -9,22 +9,35 @@ This page explains the different parameters of the bot and how to run it. ``` usage: freqtrade [-h] [-V] - {trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit} + {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit} ... Free, open source crypto trading bot positional arguments: - {trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit} + {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit} trade Trade module. + create-userdir Create user-data directory. + new-config Create new config + new-hyperopt Create new hyperopt + new-strategy Create new strategy + download-data Download backtesting data. + convert-data Convert candle (OHLCV) data from one format to + another. + convert-trade-data Convert trade data from one format to another. backtesting Backtesting module. edge Edge module. hyperopt Hyperopt module. - create-userdir Create user-data directory. + hyperopt-list List Hyperopt results + hyperopt-show Show details of Hyperopt results list-exchanges Print available exchanges. - list-timeframes Print available ticker intervals (timeframes) for the - exchange. - download-data Download backtesting data. + list-hyperopts Print available hyperopt classes. + list-markets Print markets on exchange. + list-pairs Print pairs on exchange. + list-strategies Print available strategies. + list-timeframes Print available timeframes for the exchange. + show-trades Show trades. + test-pairlist Test your pairlist configuration. plot-dataframe Plot candles with indicators. plot-profit Generate plot showing profits. diff --git a/docs/edge.md b/docs/edge.md index 029844c0b..28a7f14cb 100644 --- a/docs/edge.md +++ b/docs/edge.md @@ -156,7 +156,7 @@ Edge module has following configuration options: | `minimum_winrate` | It filters out pairs which don't have at least minimum_winrate.
This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio.
*Defaults to `0.60`.*
**Datatype:** Float | `minimum_expectancy` | It filters out pairs which have the expectancy lower than this number.
Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return.
*Defaults to `0.20`.*
**Datatype:** Float | `min_trade_number` | When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable.
Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something.
*Defaults to `10` (it is highly recommended not to decrease this number).*
**Datatype:** Integer -| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.
**NOTICE:** While configuring this value, you should take into consideration your timeframe (ticker interval). As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).
*Defaults to `1440` (one day).*
**Datatype:** Integer +| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.
**NOTICE:** While configuring this value, you should take into consideration your timeframe. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).
*Defaults to `1440` (one day).*
**Datatype:** Integer | `remove_pumps` | Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.
*Defaults to `false`.*
**Datatype:** Boolean ## Running Edge independently diff --git a/docs/hyperopt.md b/docs/hyperopt.md index a4d36530c..c9c87ead3 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -412,7 +412,7 @@ If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace f | 3 | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 | | 4 | 6...44 | 0.0 | 30...220 | 0.0 | 360...2640 | 0.0 | 8640...63360 | 0.0 | -These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe (ticker interval) used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used. +These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used. If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default. diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index ca0d9a9a3..70013c821 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -142,7 +142,7 @@ By letting the bot know how much history is needed, backtest trades can start at Let's try to backtest 1 month (January 2019) of 5m candles using the an example strategy with EMA100, as above. ``` bash -freqtrade backtesting --timerange 20190101-20190201 --ticker-interval 5m +freqtrade backtesting --timerange 20190101-20190201 --timeframe 5m ``` Assuming `startup_candle_count` is set to 100, backtesting knows it needs 100 candles to generate valid buy signals. It will load data from `20190101 - (100 * 5m)` - which is ~2019-12-31 15:30:00. diff --git a/docs/utils.md b/docs/utils.md index 7ed31376f..793c84a93 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -62,7 +62,7 @@ $ freqtrade new-config --config config_binance.json ? Please insert your stake currency: BTC ? Please insert your stake amount: 0.05 ? Please insert max_open_trades (Integer or 'unlimited'): 3 -? Please insert your timeframe (ticker interval): 5m +? Please insert your desired timeframe (e.g. 5m): 5m ? Please insert your display Currency (for reporting): USD ? Select exchange binance ? Do you want to enable Telegram? No diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 36e3dedf0..72f2a02f0 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -318,7 +318,7 @@ class Arguments: # Add list-timeframes subcommand list_timeframes_cmd = subparsers.add_parser( 'list-timeframes', - help='Print available ticker intervals (timeframes) for the exchange.', + help='Print available timeframes for the exchange.', parents=[_common_parser], ) list_timeframes_cmd.set_defaults(func=start_list_timeframes) From 8e1a664a48f7b315907a9bbdd3b7f8fd790a8211 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 10:11:50 +0200 Subject: [PATCH 141/570] Add test for deprecation updating --- tests/strategy/strats/legacy_strategy.py | 1 + tests/strategy/test_strategy.py | 2 ++ tests/test_configuration.py | 12 ++++++++++++ 3 files changed, 15 insertions(+) diff --git a/tests/strategy/strats/legacy_strategy.py b/tests/strategy/strats/legacy_strategy.py index 89ce3f8cb..9cbce0ad5 100644 --- a/tests/strategy/strats/legacy_strategy.py +++ b/tests/strategy/strats/legacy_strategy.py @@ -31,6 +31,7 @@ class TestStrategyLegacy(IStrategy): stoploss = -0.10 # Optimal ticker interval for the strategy + # Keep the legacy value here to test compatibility ticker_interval = '5m' def populate_indicators(self, dataframe: DataFrame) -> DataFrame: diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py index 1bb45f28c..f2cf11712 100644 --- a/tests/strategy/test_strategy.py +++ b/tests/strategy/test_strategy.py @@ -370,6 +370,8 @@ def test_call_deprecated_function(result, monkeypatch, default_conf): assert strategy._buy_fun_len == 2 assert strategy._sell_fun_len == 2 assert strategy.INTERFACE_VERSION == 1 + assert strategy.timeframe == '5m' + assert strategy.ticker_interval == '5m' indicator_df = strategy.advise_indicators(result, metadata=metadata) assert isinstance(indicator_df, DataFrame) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 1ed97f728..9602f6389 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -1137,3 +1137,15 @@ def test_process_deprecated_setting(mocker, default_conf, caplog): 'sectionB', 'deprecated_setting') assert not log_has_re('DEPRECATED', caplog) assert default_conf['sectionA']['new_setting'] == 'valA' + + +def test_process_deprecated_ticker_interval(mocker, default_conf, caplog): + message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval." + process_temporary_deprecated_settings(default_conf) + assert not log_has(message, caplog) + + del default_conf['timeframe'] + default_conf['ticker_interval'] = '15m' + process_temporary_deprecated_settings(default_conf) + assert log_has(message, caplog) + assert default_conf['ticker_interval'] == '15m' From a8005819c97461055bf29a0bae4a1e662a313c28 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 10:19:27 +0200 Subject: [PATCH 142/570] Add class-level attributes to hyperopt and strategy --- freqtrade/optimize/hyperopt_interface.py | 3 ++- freqtrade/strategy/interface.py | 1 + 2 files changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py index 20209d8a9..00353cbf4 100644 --- a/freqtrade/optimize/hyperopt_interface.py +++ b/freqtrade/optimize/hyperopt_interface.py @@ -31,7 +31,8 @@ class IHyperOpt(ABC): Class attributes you can use: ticker_interval -> int: value of the ticker interval to use for the strategy """ - ticker_interval: str + ticker_interval: str # deprecated + timeframe: str def __init__(self, config: dict) -> None: self.config = config diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 7bf750249..f9f3a3678 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -86,6 +86,7 @@ class IStrategy(ABC): trailing_only_offset_is_reached = False # associated timeframe + ticker_interval: str # DEPRECATED timeframe: str # Optional order types From b106c886309f446861bd01b4062e3e285c23a3ff Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 13:08:21 +0200 Subject: [PATCH 143/570] Add test case for strategy overwriting --- tests/strategy/test_strategy.py | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py index f2cf11712..85cb8c132 100644 --- a/tests/strategy/test_strategy.py +++ b/tests/strategy/test_strategy.py @@ -358,8 +358,9 @@ def test_deprecate_populate_indicators(result, default_conf): @pytest.mark.filterwarnings("ignore:deprecated") -def test_call_deprecated_function(result, monkeypatch, default_conf): +def test_call_deprecated_function(result, monkeypatch, default_conf, caplog): default_location = Path(__file__).parent / "strats" + del default_conf['timeframe'] default_conf.update({'strategy': 'TestStrategyLegacy', 'strategy_path': default_location}) strategy = StrategyResolver.load_strategy(default_conf) @@ -385,6 +386,9 @@ def test_call_deprecated_function(result, monkeypatch, default_conf): assert isinstance(selldf, DataFrame) assert 'sell' in selldf + assert log_has('DEPRECATED: Please migrate to using timeframe instead of ticker_interval.', + caplog) + def test_strategy_interface_versioning(result, monkeypatch, default_conf): default_conf.update({'strategy': 'DefaultStrategy'}) From 9995a5899fb16dcfe1e13a7525077142a4152076 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Tue, 2 Jun 2020 16:25:22 +0300 Subject: [PATCH 144/570] Fix merge --- freqtrade/persistence.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index a3b394769..bb9db703d 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -108,7 +108,7 @@ def check_migrate(engine) -> None: sell_reason = get_column_def(cols, 'sell_reason', 'null') strategy = get_column_def(cols, 'strategy', 'null') # If ticker-interval existed use that, else null. - if has_column(cols, '): + if has_column(cols, 'ticker_interval'): timeframe = get_column_def(cols, 'timeframe', 'ticker_interval') else: timeframe = get_column_def(cols, 'timeframe', 'null') From edf8e39bc11c6c37b06459ac9d9bdfc38f86eb9a Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 2 Jun 2020 17:57:45 +0300 Subject: [PATCH 145/570] Fix tests after merge --- tests/rpc/test_rpc.py | 2 -- tests/rpc/test_rpc_apiserver.py | 4 +--- tests/test_persistence.py | 2 -- 3 files changed, 1 insertion(+), 7 deletions(-) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 9a55c7639..44d54bad6 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -65,7 +65,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'min_rate': ANY, 'max_rate': ANY, 'strategy': ANY, - 'ticker_interval': ANY, 'timeframe': ANY, 'open_order_id': ANY, 'close_date': None, @@ -124,7 +123,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'min_rate': ANY, 'max_rate': ANY, 'strategy': ANY, - 'ticker_interval': ANY, 'timeframe': ANY, 'open_order_id': ANY, 'close_date': None, diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index b3859c4e6..5547ee004 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -322,7 +322,7 @@ def test_api_show_config(botclient, mocker): assert_response(rc) assert 'dry_run' in rc.json assert rc.json['exchange'] == 'bittrex' - assert rc.json['ticker_interval'] == '5m' + assert rc.json['timeframe'] == '5m' assert rc.json['state'] == 'running' assert not rc.json['trailing_stop'] @@ -547,7 +547,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'sell_reason': None, 'sell_order_status': None, 'strategy': 'DefaultStrategy', - 'ticker_interval': 5, 'timeframe': 5, 'exchange': 'bittrex', }] @@ -671,7 +670,6 @@ def test_api_forcebuy(botclient, mocker, fee): 'sell_reason': None, 'sell_order_status': None, 'strategy': None, - 'ticker_interval': None, 'timeframe': None, 'exchange': 'bittrex', } diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 69ee014c5..d55f24719 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -776,7 +776,6 @@ def test_to_json(default_conf, fee): 'min_rate': None, 'max_rate': None, 'strategy': None, - 'ticker_interval': None, 'timeframe': None, 'exchange': 'bittrex', } @@ -838,7 +837,6 @@ def test_to_json(default_conf, fee): 'sell_reason': None, 'sell_order_status': None, 'strategy': None, - 'ticker_interval': None, 'timeframe': None, 'exchange': 'bittrex', } From 85fedf95e85a871579731a55911694d406660bb4 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 2 Jun 2020 18:43:37 +0300 Subject: [PATCH 146/570] Make mypy happy --- freqtrade/exchange/exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 6275b0eda..397e0c1a7 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -890,7 +890,7 @@ class Exchange: logger.debug(f"_async_get_trade_history(), pair: {pair}, " f"since: {since}, until: {until}, from_id: {from_id}") - if not until: + if until is None: exchange_msec = ccxt.Exchange.milliseconds() logger.debug(f"Exchange milliseconds: {exchange_msec}") until = exchange_msec From f4c2bb13468d0edaf78dc3ab31b89c8876851e35 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Tue, 2 Jun 2020 19:37:08 +0300 Subject: [PATCH 147/570] Fix crash in #3404 --- freqtrade/data/converter.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 0ef7955a4..f73775432 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -197,7 +197,7 @@ def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame: df_new['date'] = df_new.index # Drop 0 volume rows df_new = df_new.dropna() - return df_new[DEFAULT_DATAFRAME_COLUMNS] + return df_new.loc[:, DEFAULT_DATAFRAME_COLUMNS] def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool): From 1a5dba9a79a50e567bbc16da3da63a82294c7802 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 19:39:17 +0200 Subject: [PATCH 148/570] Revert "Fix tests after merge" This reverts commit edf8e39bc11c6c37b06459ac9d9bdfc38f86eb9a. --- tests/rpc/test_rpc.py | 2 ++ tests/rpc/test_rpc_apiserver.py | 4 +++- tests/test_persistence.py | 2 ++ 3 files changed, 7 insertions(+), 1 deletion(-) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 44d54bad6..9a55c7639 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -65,6 +65,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'min_rate': ANY, 'max_rate': ANY, 'strategy': ANY, + 'ticker_interval': ANY, 'timeframe': ANY, 'open_order_id': ANY, 'close_date': None, @@ -123,6 +124,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'min_rate': ANY, 'max_rate': ANY, 'strategy': ANY, + 'ticker_interval': ANY, 'timeframe': ANY, 'open_order_id': ANY, 'close_date': None, diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 5547ee004..b3859c4e6 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -322,7 +322,7 @@ def test_api_show_config(botclient, mocker): assert_response(rc) assert 'dry_run' in rc.json assert rc.json['exchange'] == 'bittrex' - assert rc.json['timeframe'] == '5m' + assert rc.json['ticker_interval'] == '5m' assert rc.json['state'] == 'running' assert not rc.json['trailing_stop'] @@ -547,6 +547,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'sell_reason': None, 'sell_order_status': None, 'strategy': 'DefaultStrategy', + 'ticker_interval': 5, 'timeframe': 5, 'exchange': 'bittrex', }] @@ -670,6 +671,7 @@ def test_api_forcebuy(botclient, mocker, fee): 'sell_reason': None, 'sell_order_status': None, 'strategy': None, + 'ticker_interval': None, 'timeframe': None, 'exchange': 'bittrex', } diff --git a/tests/test_persistence.py b/tests/test_persistence.py index d55f24719..69ee014c5 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -776,6 +776,7 @@ def test_to_json(default_conf, fee): 'min_rate': None, 'max_rate': None, 'strategy': None, + 'ticker_interval': None, 'timeframe': None, 'exchange': 'bittrex', } @@ -837,6 +838,7 @@ def test_to_json(default_conf, fee): 'sell_reason': None, 'sell_order_status': None, 'strategy': None, + 'ticker_interval': None, 'timeframe': None, 'exchange': 'bittrex', } From 02fca141a03fccf9fd49dffc3ba8b30e84c6dfbc Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 19:43:15 +0200 Subject: [PATCH 149/570] Readd ticker_interval to trade api response --- freqtrade/persistence.py | 1 + tests/rpc/test_rpc_apiserver.py | 1 + 2 files changed, 2 insertions(+) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index bb9db703d..628c9cf22 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -258,6 +258,7 @@ class Trade(_DECL_BASE): 'amount': round(self.amount, 8), 'stake_amount': round(self.stake_amount, 8), 'strategy': self.strategy, + 'ticker_interval': self.timeframe, # DEPRECATED 'timeframe': self.timeframe, 'fee_open': self.fee_open, diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index b3859c4e6..daee0186a 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -323,6 +323,7 @@ def test_api_show_config(botclient, mocker): assert 'dry_run' in rc.json assert rc.json['exchange'] == 'bittrex' assert rc.json['ticker_interval'] == '5m' + assert rc.json['timeframe'] == '5m' assert rc.json['state'] == 'running' assert not rc.json['trailing_stop'] From 48117666fe9ef6fa9510e5daad86dd3a895a0ce1 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Tue, 2 Jun 2020 21:09:23 +0300 Subject: [PATCH 150/570] Update freqtrade/exchange/exchange.py Co-authored-by: Matthias --- freqtrade/exchange/exchange.py | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 397e0c1a7..031e464b7 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -891,9 +891,8 @@ class Exchange: f"since: {since}, until: {until}, from_id: {from_id}") if until is None: - exchange_msec = ccxt.Exchange.milliseconds() - logger.debug(f"Exchange milliseconds: {exchange_msec}") - until = exchange_msec + until = ccxt.Exchange.milliseconds() + logger.debug(f"Exchange milliseconds: {until}") if self._trades_pagination == 'time': return await self._async_get_trade_history_time( From b22e3a67d86b27d06ab2c1b4bee0d8f0b2f0f382 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 20:29:48 +0200 Subject: [PATCH 151/570] rename symbol_is_pair to market_is_tradable Make it part of the exchange class, so subclasses can override this --- freqtrade/commands/list_commands.py | 4 ++-- freqtrade/exchange/__init__.py | 3 +-- freqtrade/exchange/exchange.py | 31 +++++++++++++---------------- freqtrade/exchange/ftx.py | 12 ++++++++++- freqtrade/exchange/kraken.py | 12 ++++++++++- 5 files changed, 39 insertions(+), 23 deletions(-) diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index bc4bd694f..503f8a4ee 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -14,7 +14,7 @@ from freqtrade.configuration import setup_utils_configuration from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES from freqtrade.exceptions import OperationalException from freqtrade.exchange import (available_exchanges, ccxt_exchanges, - market_is_active, symbol_is_pair) + market_is_active) from freqtrade.misc import plural from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.state import RunMode @@ -163,7 +163,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None: tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'], 'Base': v['base'], 'Quote': v['quote'], 'Active': market_is_active(v), - **({'Is pair': symbol_is_pair(v)} + **({'Is pair': exchange.market_is_tradable(v)} if not pairs_only else {})}) if (args.get('print_one_column', False) or diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index a39f8f5df..bdf1f91ec 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -12,8 +12,7 @@ from freqtrade.exchange.exchange import (timeframe_to_seconds, timeframe_to_msecs, timeframe_to_next_date, timeframe_to_prev_date) -from freqtrade.exchange.exchange import (market_is_active, - symbol_is_pair) +from freqtrade.exchange.exchange import (market_is_active) from freqtrade.exchange.kraken import Kraken from freqtrade.exchange.binance import Binance from freqtrade.exchange.bibox import Bibox diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 09f700bbb..bec8b9686 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -214,7 +214,7 @@ class Exchange: if quote_currencies: markets = {k: v for k, v in markets.items() if v['quote'] in quote_currencies} if pairs_only: - markets = {k: v for k, v in markets.items() if symbol_is_pair(v)} + markets = {k: v for k, v in markets.items() if self.symbol_is_pair(v)} if active_only: markets = {k: v for k, v in markets.items() if market_is_active(v)} return markets @@ -238,6 +238,19 @@ class Exchange: """ return self.markets.get(pair, {}).get('base', '') + def market_is_tradable(self, market: Dict[str, Any]) -> bool: + """ + Check if the market symbol is tradable by Freqtrade. + By default, checks if it's splittable by `/` and both sides correspond to base / quote + """ + symbol_parts = market['symbol'].split('/') + return (len(symbol_parts) == 2 and + len(symbol_parts[0]) > 0 and + len(symbol_parts[1]) > 0 and + symbol_parts[0] == market.get('base') and + symbol_parts[1] == market.get('quote') + ) + def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame: if pair_interval in self._klines: return self._klines[pair_interval].copy() if copy else self._klines[pair_interval] @@ -1210,22 +1223,6 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime: return datetime.fromtimestamp(new_timestamp, tz=timezone.utc) -def symbol_is_pair(market_symbol: Dict[str, Any], base_currency: str = None, - quote_currency: str = None) -> bool: - """ - Check if the market symbol is a pair, i.e. that its symbol consists of the base currency and the - quote currency separated by '/' character. If base_currency and/or quote_currency is passed, - it also checks that the symbol contains appropriate base and/or quote currency part before - and after the separating character correspondingly. - """ - symbol_parts = market_symbol['symbol'].split('/') - return (len(symbol_parts) == 2 and - (market_symbol.get('base') == base_currency - if base_currency else len(symbol_parts[0]) > 0) and - (market_symbol.get('quote') == quote_currency - if quote_currency else len(symbol_parts[1]) > 0)) - - def market_is_active(market: Dict) -> bool: """ Return True if the market is active. diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index 75915122b..cad11bbfa 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -1,6 +1,6 @@ """ FTX exchange subclass """ import logging -from typing import Dict +from typing import Any, Dict from freqtrade.exchange import Exchange @@ -12,3 +12,13 @@ class Ftx(Exchange): _ft_has: Dict = { "ohlcv_candle_limit": 1500, } + + def market_is_tradable(self, market: Dict[str, Any]) -> bool: + """ + Check if the market symbol is tradable by Freqtrade. + Default checks + check if pair is darkpool pair. + """ + parent_check = super().market_is_tradable(market) + + return (parent_check and + market.get('spot', False) is True) diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index 932d82a27..af75ef9b2 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -1,6 +1,6 @@ """ Kraken exchange subclass """ import logging -from typing import Dict +from typing import Any, Dict import ccxt @@ -21,6 +21,16 @@ class Kraken(Exchange): "trades_pagination_arg": "since", } + def market_is_tradable(self, market: Dict[str, Any]) -> bool: + """ + Check if the market symbol is tradable by Freqtrade. + Default checks + check if pair is darkpool pair. + """ + parent_check = super().market_is_tradable(market) + + return (parent_check and + market.get('darkpool', False) is False) + @retrier def get_balances(self) -> dict: if self._config['dry_run']: From b74a3addc65514aa8f7494ca995caa4bee74c4b5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 20:30:31 +0200 Subject: [PATCH 152/570] Update tests --- freqtrade/exchange/ftx.py | 2 +- tests/exchange/test_exchange.py | 55 +++++++++++++++++++++------------ 2 files changed, 37 insertions(+), 20 deletions(-) diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index cad11bbfa..e5f083fb6 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -16,7 +16,7 @@ class Ftx(Exchange): def market_is_tradable(self, market: Dict[str, Any]) -> bool: """ Check if the market symbol is tradable by Freqtrade. - Default checks + check if pair is darkpool pair. + Default checks + check if pair is spot pair (no futures trading yet). """ parent_check = super().market_is_tradable(market) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index e40f691a8..b87acc27c 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -15,7 +15,7 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange import Binance, Exchange, Kraken from freqtrade.exchange.common import API_RETRY_COUNT -from freqtrade.exchange.exchange import (market_is_active, symbol_is_pair, +from freqtrade.exchange.exchange import (market_is_active, timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date, @@ -2117,25 +2117,42 @@ def test_timeframe_to_next_date(): assert timeframe_to_next_date("5m") > date -@pytest.mark.parametrize("market_symbol,base_currency,quote_currency,expected_result", [ - ("BTC/USDT", None, None, True), - ("USDT/BTC", None, None, True), - ("BTCUSDT", None, None, False), - ("BTC/USDT", None, "USDT", True), - ("USDT/BTC", None, "USDT", False), - ("BTCUSDT", None, "USDT", False), - ("BTC/USDT", "BTC", None, True), - ("USDT/BTC", "BTC", None, False), - ("BTCUSDT", "BTC", None, False), - ("BTC/USDT", "BTC", "USDT", True), - ("BTC/USDT", "USDT", "BTC", False), - ("BTC/USDT", "BTC", "USD", False), - ("BTCUSDT", "BTC", "USDT", False), - ("BTC/", None, None, False), - ("/USDT", None, None, False), +@pytest.mark.parametrize("market_symbol,base,quote,exchange,add_dict,expected_result", [ + ("BTC/USDT", 'BTC', 'USDT', "binance", {}, True), + ("USDT/BTC", 'USDT', 'BTC', "binance", {}, True), + ("USDT/BTC", 'BTC', 'USDT', "binance", {}, False), # Reversed currencies + ("BTCUSDT", 'BTC', 'USDT', "binance", {}, False), # No seperating / + ("BTCUSDT", None, "USDT", "binance", {}, False), # + ("USDT/BTC", "BTC", None, "binance", {}, False), + ("BTCUSDT", "BTC", None, "binance", {}, False), + ("BTC/USDT", "BTC", "USDT", "binance", {}, True), + ("BTC/USDT", "USDT", "BTC", "binance", {}, False), # reversed currencies + ("BTC/USDT", "BTC", "USD", "binance", {}, False), # Wrong quote currency + ("BTC/", "BTC", 'UNK', "binance", {}, False), + ("/USDT", 'UNK', 'USDT', "binance", {}, False), + ("BTC/EUR", 'BTC', 'EUR', "kraken", {"darkpool": False}, True), + ("EUR/BTC", 'EUR', 'BTC', "kraken", {"darkpool": False}, True), + ("EUR/BTC", 'BTC', 'EUR', "kraken", {"darkpool": False}, False), # Reversed currencies + ("BTC/EUR", 'BTC', 'USD', "kraken", {"darkpool": False}, False), # wrong quote currency + ("BTC/EUR", 'BTC', 'EUR', "kraken", {"darkpool": True}, False), # no darkpools + ("BTC/EUR.d", 'BTC', 'EUR', "kraken", {"darkpool": True}, False), # no darkpools + ("BTC/USD", 'BTC', 'USD', "ftx", {'spot': True}, True), + ("USD/BTC", 'USD', 'BTC', "ftx", {'spot': True}, True), + ("BTC/USD", 'BTC', 'USDT', "ftx", {'spot': True}, False), # Wrong quote currency + ("BTC/USD", 'USD', 'BTC', "ftx", {'spot': True}, False), # Reversed currencies + ("BTC/USD", 'BTC', 'USD', "ftx", {'spot': False}, False), # Can only trade spot markets + ("BTC-PERP", 'BTC', 'USD', "ftx", {'spot': False}, False), # Can only trade spot markets ]) -def test_symbol_is_pair(market_symbol, base_currency, quote_currency, expected_result) -> None: - assert symbol_is_pair(market_symbol, base_currency, quote_currency) == expected_result +def test_market_is_tradable(mocker, default_conf, market_symbol, base, + quote, add_dict, exchange, expected_result) -> None: + ex = get_patched_exchange(mocker, default_conf, id=exchange) + market = { + 'symbol': market_symbol, + 'base': base, + 'quote': quote, + **(add_dict), + } + assert ex.market_is_tradable(market) == expected_result @pytest.mark.parametrize("market,expected_result", [ From 08049d23b48242c5c468102b4ae8cb182a9236cc Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 20:41:29 +0200 Subject: [PATCH 153/570] Use "market_is_tradable" for whitelist validation --- freqtrade/exchange/exchange.py | 2 +- freqtrade/pairlist/IPairList.py | 5 +++++ tests/pairlist/test_pairlist.py | 4 +++- 3 files changed, 9 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index bec8b9686..a2bb8627a 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -214,7 +214,7 @@ class Exchange: if quote_currencies: markets = {k: v for k, v in markets.items() if v['quote'] in quote_currencies} if pairs_only: - markets = {k: v for k, v in markets.items() if self.symbol_is_pair(v)} + markets = {k: v for k, v in markets.items() if self.market_is_tradable(v)} if active_only: markets = {k: v for k, v in markets.items() if market_is_active(v)} return markets diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index f48a7dcfd..61fdc73ad 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -159,6 +159,11 @@ class IPairList(ABC): f"{self._exchange.name}. Removing it from whitelist..") continue + if not self._exchange.market_is_tradable(markets[pair]): + logger.warning(f"Pair {pair} is not tradable with Freqtrade." + "Removing it from whitelist..") + continue + if self._exchange.get_pair_quote_currency(pair) != self._config['stake_currency']: logger.warning(f"Pair {pair} is not compatible with your stake currency " f"{self._config['stake_currency']}. Removing it from whitelist..") diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 421f06911..c6d1eeb38 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -400,7 +400,9 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist): # BCH/BTC not available (['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"), # BTT/BTC is inactive - (['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active") + (['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active"), + # XLTCUSDT is not a valid pair + (['ETH/BTC', 'TKN/BTC', 'XLTCUSDT'], "is not tradable with Freqtrade"), ]) def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist, whitelist, caplog, log_message, tickers): From ea954b43389feef6ca0323c95f858df82b17cce6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 20:54:14 +0200 Subject: [PATCH 154/570] Add failing test with testcase from incident Full problem in #3431 --- tests/exchange/test_exchange.py | 8 +++++++- 1 file changed, 7 insertions(+), 1 deletion(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 25aecba5c..32163f696 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -2192,12 +2192,18 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None: 'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944), ({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561, 'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305), - # TODO: More tests here! # Rate included in return - return as is ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01), ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005), + # 0.1% filled - no costs (kraken - #3431) + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0, + 'fee': {'currency': 'BTC', 'cost': 0.0, 'rate': None}}, None), + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0, + 'fee': {'currency': 'ETH', 'cost': 0.0, 'rate': None}}, 0.0), + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0, + 'fee': {'currency': 'NEO', 'cost': 0.0, 'rate': None}}, None), ]) def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None: mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081}) From a2551daf12c68434449ea512433482cfc2736696 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 20:55:12 +0200 Subject: [PATCH 155/570] Fix ZeroDivision problem where cost is 0.0 --- freqtrade/exchange/exchange.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 7ef0d7750..4acee710a 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1104,9 +1104,12 @@ class Exchange: order['fee']['cost'] / safe_value_fallback(order, order, 'filled', 'amount'), 8) elif fee_curr in self.get_pair_quote_currency(order['symbol']): # Quote currency - divide by cost - return round(order['fee']['cost'] / order['cost'], 8) + return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None else: # If Fee currency is a different currency + if not order['cost']: + # If cost is None or 0.0 -> falsy, return None + return None try: comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency']) tick = self.fetch_ticker(comb) From ad61673d6feec44a91c48cf805381cca28f11cee Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 2 Jun 2020 21:10:12 +0200 Subject: [PATCH 156/570] Fix missing key in test order --- tests/conftest.py | 1 + 1 file changed, 1 insertion(+) diff --git a/tests/conftest.py b/tests/conftest.py index 971f7a5fa..1cd3bcc0f 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1590,6 +1590,7 @@ def buy_order_fee(): 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), 'price': 0.245441, 'amount': 8.0, + 'cost': 1.963528, 'remaining': 90.99181073, 'status': 'closed', 'fee': None From 78dea19ffb4e0efa9fa7594fadfddd49010a06e7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 20:57:12 +0100 Subject: [PATCH 157/570] Implement first version of FTX stop --- freqtrade/exchange/ftx.py | 53 +++++++++++++++++ tests/exchange/test_ftx.py | 106 ++++++++++++++++++++++++++++++++++ tests/exchange/test_kraken.py | 10 ++-- 3 files changed, 164 insertions(+), 5 deletions(-) create mode 100644 tests/exchange/test_ftx.py diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index 75915122b..d06d49e5a 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -2,6 +2,10 @@ import logging from typing import Dict +import ccxt + +from freqtrade.exceptions import (DependencyException, InvalidOrderException, + OperationalException, TemporaryError) from freqtrade.exchange import Exchange logger = logging.getLogger(__name__) @@ -10,5 +14,54 @@ logger = logging.getLogger(__name__) class Ftx(Exchange): _ft_has: Dict = { + "stoploss_on_exchange": True, "ohlcv_candle_limit": 1500, } + + def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool: + """ + Verify stop_loss against stoploss-order value (limit or price) + Returns True if adjustment is necessary. + """ + return order['type'] == 'stop' and stop_loss > float(order['price']) + + def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: + """ + Creates a stoploss market order. + Stoploss market orders is the only stoploss type supported by kraken. + """ + + ordertype = "stop" + + stop_price = self.price_to_precision(pair, stop_price) + + if self._config['dry_run']: + dry_order = self.dry_run_order( + pair, ordertype, "sell", amount, stop_price) + return dry_order + + try: + params = self._params.copy() + + amount = self.amount_to_precision(pair, amount) + + order = self._api.create_order(symbol=pair, type=ordertype, side='sell', + amount=amount, price=stop_price, params=params) + logger.info('stoploss order added for %s. ' + 'stop price: %s.', pair, stop_price) + return order + except ccxt.InsufficientFunds as e: + raise DependencyException( + f'Insufficient funds to create {ordertype} sell order on market {pair}.' + f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. ' + f'Message: {e}') from e + except ccxt.InvalidOrder as e: + raise InvalidOrderException( + f'Could not create {ordertype} sell order on market {pair}. ' + f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. ' + f'Message: {e}') from e + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e + except ccxt.BaseError as e: + raise OperationalException(e) from e diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py new file mode 100644 index 000000000..f17d5b42e --- /dev/null +++ b/tests/exchange/test_ftx.py @@ -0,0 +1,106 @@ +# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement +# pragma pylint: disable=protected-access +from random import randint +from unittest.mock import MagicMock + +import ccxt +import pytest + +from freqtrade.exceptions import (DependencyException, InvalidOrderException, + OperationalException, TemporaryError) +from tests.conftest import get_patched_exchange + + +STOPLOSS_ORDERTYPE = 'stop' + + +def test_stoploss_order_ftx(default_conf, mocker): + api_mock = MagicMock() + order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) + + api_mock.create_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + } + }) + + default_conf['dry_run'] = False + mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) + mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') + + # stoploss_on_exchange_limit_ratio is irrelevant for ftx market orders + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, + order_types={'stoploss_on_exchange_limit_ratio': 1.05}) + assert api_mock.create_order.call_count == 1 + + api_mock.create_order.reset_mock() + + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC' + assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE + assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell' + assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 + assert api_mock.create_order.call_args_list[0][1]['price'] == 220 + + # test exception handling + with pytest.raises(DependencyException): + api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') + exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + with pytest.raises(InvalidOrderException): + api_mock.create_order = MagicMock( + side_effect=ccxt.InvalidOrder("ftx Order would trigger immediately.")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') + exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + with pytest.raises(TemporaryError): + api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') + exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + with pytest.raises(OperationalException, match=r".*DeadBeef.*"): + api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') + exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + +def test_stoploss_order_dry_run_ftx(default_conf, mocker): + api_mock = MagicMock() + default_conf['dry_run'] = True + mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) + mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') + + api_mock.create_order.reset_mock() + + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + assert 'id' in order + assert 'info' in order + assert 'type' in order + + assert order['type'] == STOPLOSS_ORDERTYPE + assert order['price'] == 220 + assert order['amount'] == 1 + + +def test_stoploss_adjust_ftx(mocker, default_conf): + exchange = get_patched_exchange(mocker, default_conf, id='ftx') + order = { + 'type': STOPLOSS_ORDERTYPE, + 'price': 1500, + } + assert exchange.stoploss_adjust(1501, order) + assert not exchange.stoploss_adjust(1499, order) + # Test with invalid order case ... + order['type'] = 'stop_loss_limit' + assert not exchange.stoploss_adjust(1501, order) diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py index d63dd66cc..0950979cf 100644 --- a/tests/exchange/test_kraken.py +++ b/tests/exchange/test_kraken.py @@ -11,6 +11,8 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException, from tests.conftest import get_patched_exchange from tests.exchange.test_exchange import ccxt_exceptionhandlers +STOPLOSS_ORDERTYPE = 'stop-loss' + def test_buy_kraken_trading_agreement(default_conf, mocker): api_mock = MagicMock() @@ -159,7 +161,6 @@ def test_get_balances_prod(default_conf, mocker): def test_stoploss_order_kraken(default_conf, mocker): api_mock = MagicMock() order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) - order_type = 'stop-loss' api_mock.create_order = MagicMock(return_value={ 'id': order_id, @@ -187,7 +188,7 @@ def test_stoploss_order_kraken(default_conf, mocker): assert 'info' in order assert order['id'] == order_id assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC' - assert api_mock.create_order.call_args_list[0][1]['type'] == order_type + assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell' assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 assert api_mock.create_order.call_args_list[0][1]['price'] == 220 @@ -218,7 +219,6 @@ def test_stoploss_order_kraken(default_conf, mocker): def test_stoploss_order_dry_run_kraken(default_conf, mocker): api_mock = MagicMock() - order_type = 'stop-loss' default_conf['dry_run'] = True mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) @@ -233,7 +233,7 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker): assert 'info' in order assert 'type' in order - assert order['type'] == order_type + assert order['type'] == STOPLOSS_ORDERTYPE assert order['price'] == 220 assert order['amount'] == 1 @@ -241,7 +241,7 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker): def test_stoploss_adjust_kraken(mocker, default_conf): exchange = get_patched_exchange(mocker, default_conf, id='kraken') order = { - 'type': 'stop-loss', + 'type': STOPLOSS_ORDERTYPE, 'price': 1500, } assert exchange.stoploss_adjust(1501, order) From 68a59fd26d720efa3d22f9f67bbafac8ce2d280b Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 24 Mar 2020 20:58:05 +0100 Subject: [PATCH 158/570] Add Hint to suggest this is still broken --- freqtrade/exchange/ftx.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index d06d49e5a..97257530e 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -28,7 +28,8 @@ class Ftx(Exchange): def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ Creates a stoploss market order. - Stoploss market orders is the only stoploss type supported by kraken. + Stoploss market orders is the only stoploss type supported by ftx. + TODO: This doesnot work yet as the order cannot be aquired via fetch_orders - so Freqtrade assumes the order as always missing. """ ordertype = "stop" From a808fb3b1068baa7a1c522ac4840ac93d8438b07 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 25 Mar 2020 15:32:52 +0100 Subject: [PATCH 159/570] versionbump ccxt to first version that has FTX implemented correctly --- setup.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/setup.py b/setup.py index 20963a15f..6d832e3f5 100644 --- a/setup.py +++ b/setup.py @@ -63,7 +63,7 @@ setup(name='freqtrade', tests_require=['pytest', 'pytest-asyncio', 'pytest-cov', 'pytest-mock', ], install_requires=[ # from requirements-common.txt - 'ccxt>=1.18.1080', + 'ccxt>=1.24.96', 'SQLAlchemy', 'python-telegram-bot', 'arrow', From d90d6ed5d01283040b61416925a19dd1541fe037 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 25 Mar 2020 15:50:33 +0100 Subject: [PATCH 160/570] Add ftx to tested exchanges --- tests/exchange/test_exchange.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 32163f696..d8950dd09 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -25,7 +25,7 @@ from freqtrade.resolvers.exchange_resolver import ExchangeResolver from tests.conftest import get_patched_exchange, log_has, log_has_re # Make sure to always keep one exchange here which is NOT subclassed!! -EXCHANGES = ['bittrex', 'binance', 'kraken', ] +EXCHANGES = ['bittrex', 'binance', 'kraken', 'ftx'] # Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines @@ -1258,7 +1258,8 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name): exchange._async_get_candle_history = Mock(wraps=mock_candle_hist) # one_call calculation * 1.8 should do 2 calls - since = 5 * 60 * 500 * 1.8 + + since = 5 * 60 * exchange._ft_has['ohlcv_candle_limit'] * 1.8 ret = exchange.get_historic_ohlcv(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000)) assert exchange._async_get_candle_history.call_count == 2 From f83c1c5abf5d2b20ec29adfc84c85d3bcca6911d Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 25 Mar 2020 17:01:11 +0100 Subject: [PATCH 161/570] Use get_stoploss_order and cancel_stoploss_order This allows exchanges to use stoploss which don't have the same endpoints --- freqtrade/exchange/exchange.py | 8 ++++++- freqtrade/exchange/ftx.py | 44 ++++++++++++++++++++++++++++++++++ freqtrade/freqtradebot.py | 10 ++++---- 3 files changed, 56 insertions(+), 6 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 038fc22bc..e666b07ec 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -79,7 +79,7 @@ class Exchange: if config['dry_run']: logger.info('Instance is running with dry_run enabled') - + logger.info(f"Using CCXT {ccxt.__version__}") exchange_config = config['exchange'] # Deep merge ft_has with default ft_has options @@ -952,6 +952,9 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(e) from e + # Assign method to get_stoploss_order to allow easy overriding in other classes + cancel_stoploss_order = cancel_order + def is_cancel_order_result_suitable(self, corder) -> bool: if not isinstance(corder, dict): return False @@ -1004,6 +1007,9 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(e) from e + # Assign method to get_stoploss_order to allow easy overriding in other classes + get_stoploss_order = get_order + @retrier def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict: """ diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index 97257530e..70f140ac5 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -7,6 +7,7 @@ import ccxt from freqtrade.exceptions import (DependencyException, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange import Exchange +from freqtrade.exchange.common import retrier logger = logging.getLogger(__name__) @@ -66,3 +67,46 @@ class Ftx(Exchange): f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e except ccxt.BaseError as e: raise OperationalException(e) from e + + @retrier + def get_stoploss_order(self, order_id: str, pair: str) -> Dict: + if self._config['dry_run']: + try: + order = self._dry_run_open_orders[order_id] + return order + except KeyError as e: + # Gracefully handle errors with dry-run orders. + raise InvalidOrderException( + f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e + try: + orders = self._api.fetch_orders('BNB/USD', None, params={'type': 'stop'}) + + order = [order for order in orders if order['id'] == order_id] + if len(order) == 1: + return order[0] + else: + raise InvalidOrderException(f"Could not get Stoploss Order for id {order_id}") + + except ccxt.InvalidOrder as e: + raise InvalidOrderException( + f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e + except ccxt.BaseError as e: + raise OperationalException(e) from e + + @retrier + def cancel_stoploss_order(self, order_id: str, pair: str) -> None: + if self._config['dry_run']: + return + try: + return self._api.cancel_order(order_id, pair, params={'type': 'stop'}) + except ccxt.InvalidOrder as e: + raise InvalidOrderException( + f'Could not cancel order. Message: {e}') from e + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e + except ccxt.BaseError as e: + raise OperationalException(e) from e diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a74b0a5a1..4e4fe6e11 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -774,13 +774,13 @@ class FreqtradeBot: try: # First we check if there is already a stoploss on exchange - stoploss_order = self.exchange.get_order(trade.stoploss_order_id, trade.pair) \ + stoploss_order = self.exchange.get_stoploss_order(trade.stoploss_order_id, trade.pair) \ if trade.stoploss_order_id else None except InvalidOrderException as exception: logger.warning('Unable to fetch stoploss order: %s', exception) # We check if stoploss order is fulfilled - if stoploss_order and stoploss_order['status'] == 'closed': + if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'): trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value self.update_trade_state(trade, stoploss_order, sl_order=True) # Lock pair for one candle to prevent immediate rebuys @@ -807,7 +807,7 @@ class FreqtradeBot: return False # If stoploss order is canceled for some reason we add it - if stoploss_order and stoploss_order['status'] == 'canceled': + if stoploss_order and stoploss_order['status'] in ('canceled', 'cancelled'): if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss, rate=trade.stop_loss): return False @@ -840,7 +840,7 @@ class FreqtradeBot: logger.info('Trailing stoploss: cancelling current stoploss on exchange (id:{%s}) ' 'in order to add another one ...', order['id']) try: - self.exchange.cancel_order(order['id'], trade.pair) + self.exchange.cancel_stoploss_order(order['id'], trade.pair) except InvalidOrderException: logger.exception(f"Could not cancel stoploss order {order['id']} " f"for pair {trade.pair}") @@ -1068,7 +1068,7 @@ class FreqtradeBot: # First cancelling stoploss on exchange ... if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id: try: - self.exchange.cancel_order(trade.stoploss_order_id, trade.pair) + self.exchange.cancel_stoploss_order(trade.stoploss_order_id, trade.pair) except InvalidOrderException: logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}") From cf50c1cb7be618f48ab9268be506a5b18765d871 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 25 Mar 2020 17:01:45 +0100 Subject: [PATCH 162/570] Add tests for new exchange methods --- tests/exchange/test_exchange.py | 51 +++++++++++++++++++++++++++++++++ tests/exchange/test_ftx.py | 35 +++++++++++++++++++++- 2 files changed, 85 insertions(+), 1 deletion(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index d8950dd09..c06b934ba 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1734,6 +1734,7 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {} + assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {} @pytest.mark.parametrize("exchange_name", EXCHANGES) @@ -1818,6 +1819,25 @@ def test_cancel_order(default_conf, mocker, exchange_name): order_id='_', pair='TKN/BTC') +@pytest.mark.parametrize("exchange_name", EXCHANGES) +def test_cancel_stoploss_order(default_conf, mocker, exchange_name): + default_conf['dry_run'] = False + api_mock = MagicMock() + api_mock.cancel_order = MagicMock(return_value=123) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + assert exchange.cancel_stoploss_order(order_id='_', pair='TKN/BTC') == 123 + + with pytest.raises(InvalidOrderException): + api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + exchange.cancel_stoploss_order(order_id='_', pair='TKN/BTC') + assert api_mock.cancel_order.call_count == 1 + + ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, + "cancel_stoploss_order", "cancel_order", + order_id='_', pair='TKN/BTC') + + @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_order(default_conf, mocker, exchange_name): default_conf['dry_run'] = True @@ -1847,6 +1867,37 @@ def test_get_order(default_conf, mocker, exchange_name): order_id='_', pair='TKN/BTC') +@pytest.mark.parametrize("exchange_name", EXCHANGES) +def test_get_stoploss_order(default_conf, mocker, exchange_name): + # Don't test FTX here - that needs a seperate test + if exchange_name == 'ftx': + return + default_conf['dry_run'] = True + order = MagicMock() + order.myid = 123 + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) + exchange._dry_run_open_orders['X'] = order + assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123 + + with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'): + exchange.get_stoploss_order('Y', 'TKN/BTC') + + default_conf['dry_run'] = False + api_mock = MagicMock() + api_mock.fetch_order = MagicMock(return_value=456) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + assert exchange.get_stoploss_order('X', 'TKN/BTC') == 456 + + with pytest.raises(InvalidOrderException): + api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + exchange.get_stoploss_order(order_id='_', pair='TKN/BTC') + assert api_mock.fetch_order.call_count == 1 + + ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, + 'get_stoploss_order', 'fetch_order', + order_id='_', pair='TKN/BTC') + @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_name(default_conf, mocker, exchange_name): exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py index f17d5b42e..2b75e5324 100644 --- a/tests/exchange/test_ftx.py +++ b/tests/exchange/test_ftx.py @@ -9,7 +9,7 @@ import pytest from freqtrade.exceptions import (DependencyException, InvalidOrderException, OperationalException, TemporaryError) from tests.conftest import get_patched_exchange - +from .test_exchange import ccxt_exceptionhandlers STOPLOSS_ORDERTYPE = 'stop' @@ -104,3 +104,36 @@ def test_stoploss_adjust_ftx(mocker, default_conf): # Test with invalid order case ... order['type'] = 'stop_loss_limit' assert not exchange.stoploss_adjust(1501, order) + + +def test_get_stoploss_order(default_conf, mocker): + default_conf['dry_run'] = True + order = MagicMock() + order.myid = 123 + exchange = get_patched_exchange(mocker, default_conf, id='ftx') + exchange._dry_run_open_orders['X'] = order + assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123 + + with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'): + exchange.get_stoploss_order('Y', 'TKN/BTC') + + default_conf['dry_run'] = False + api_mock = MagicMock() + api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}]) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') + assert exchange.get_stoploss_order('X', 'TKN/BTC')['status'] == '456' + + api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}]) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') + with pytest.raises(InvalidOrderException, match=r"Could not get Stoploss Order for id X"): + exchange.get_stoploss_order('X', 'TKN/BTC')['status'] + + with pytest.raises(InvalidOrderException): + api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') + exchange.get_stoploss_order(order_id='_', pair='TKN/BTC') + assert api_mock.fetch_orders.call_count == 1 + + ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx', + 'get_stoploss_order', 'fetch_orders', + order_id='_', pair='TKN/BTC') From 3174f37b41b515a886673501055ce4fe4d394947 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 25 Mar 2020 17:02:47 +0100 Subject: [PATCH 163/570] adapt tests to use stoploss_* methods --- tests/test_freqtradebot.py | 33 ++++++++++++++++++--------------- tests/test_integration.py | 4 ++-- 2 files changed, 20 insertions(+), 17 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 487e3a60e..dc5a5c7d3 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1126,7 +1126,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, trade.stoploss_order_id = 100 hanging_stoploss_order = MagicMock(return_value={'status': 'open'}) - mocker.patch('freqtrade.exchange.Exchange.get_order', hanging_stoploss_order) + mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', hanging_stoploss_order) assert freqtrade.handle_stoploss_on_exchange(trade) is False assert trade.stoploss_order_id == 100 @@ -1139,7 +1139,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, trade.stoploss_order_id = 100 canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'}) - mocker.patch('freqtrade.exchange.Exchange.get_order', canceled_stoploss_order) + mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', canceled_stoploss_order) stoploss.reset_mock() assert freqtrade.handle_stoploss_on_exchange(trade) is False @@ -1164,7 +1164,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, 'average': 2, 'amount': limit_buy_order['amount'], }) - mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit) + mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hit) assert freqtrade.handle_stoploss_on_exchange(trade) is True assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog) assert trade.stoploss_order_id is None @@ -1183,7 +1183,8 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, # It should try to add stoploss order trade.stoploss_order_id = 100 stoploss.reset_mock() - mocker.patch('freqtrade.exchange.Exchange.get_order', side_effect=InvalidOrderException()) + mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', + side_effect=InvalidOrderException()) mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss) freqtrade.handle_stoploss_on_exchange(trade) assert stoploss.call_count == 1 @@ -1214,7 +1215,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, buy=MagicMock(return_value={'id': limit_buy_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}), get_fee=fee, - get_order=MagicMock(return_value={'status': 'canceled'}), + get_stoploss_order=MagicMock(return_value={'status': 'canceled'}), stoploss=MagicMock(side_effect=DependencyException()), ) freqtrade = FreqtradeBot(default_conf) @@ -1331,7 +1332,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog, } }) - mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging) + mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging) # stoploss initially at 5% assert freqtrade.handle_trade(trade) is False @@ -1346,7 +1347,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog, cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock() - mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock) + mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock) mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock) # stoploss should not be updated as the interval is 60 seconds @@ -1429,8 +1430,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c 'stopPrice': '0.1' } } - mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException()) - mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging) + mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', + side_effect=InvalidOrderException()) + mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog) @@ -1439,7 +1441,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c # Fail creating stoploss order caplog.clear() - cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_order", MagicMock()) + cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_stoploss_order", MagicMock()) mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=DependencyException()) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) assert cancel_mock.call_count == 1 @@ -1510,7 +1512,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, } }) - mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging) + mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging) # stoploss initially at 20% as edge dictated it. assert freqtrade.handle_trade(trade) is False @@ -1519,7 +1521,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock() - mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock) + mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock) # price goes down 5% @@ -2632,7 +2634,8 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException()) + mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', + side_effect=InvalidOrderException()) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300)) sellmock = MagicMock() patch_exchange(mocker) @@ -2680,7 +2683,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, stoploss=stoploss, - cancel_order=cancel_order, + cancel_stoploss_order=cancel_order, ) freqtrade = FreqtradeBot(default_conf) @@ -2771,7 +2774,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f "fee": None, "trades": None }) - mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_executed) + mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_executed) freqtrade.exit_positions(trades) assert trade.stoploss_order_id is None diff --git a/tests/test_integration.py b/tests/test_integration.py index 1396e86f5..57960503e 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -62,8 +62,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, - get_order=stoploss_order_mock, - cancel_order=cancel_order_mock, + get_stoploss_order=stoploss_order_mock, + cancel_stoploss_order=cancel_order_mock, ) mocker.patch.multiple( From 11ebdefd09ef1d587e326b0d7d23020f32d71ebb Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 18 Apr 2020 19:52:21 +0200 Subject: [PATCH 164/570] Fix bug after rebase --- freqtrade/exchange/ftx.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index 70f140ac5..0bd32b581 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -97,9 +97,9 @@ class Ftx(Exchange): raise OperationalException(e) from e @retrier - def cancel_stoploss_order(self, order_id: str, pair: str) -> None: + def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict: if self._config['dry_run']: - return + return {} try: return self._api.cancel_order(order_id, pair, params={'type': 'stop'}) except ccxt.InvalidOrder as e: From b58fd179f231ed304d8d47d85c8d43169218b0a3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 10:05:14 +0200 Subject: [PATCH 165/570] Don't hardcode pair ... --- freqtrade/exchange/ftx.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index 0bd32b581..1bc97c4d3 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -79,7 +79,7 @@ class Ftx(Exchange): raise InvalidOrderException( f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e try: - orders = self._api.fetch_orders('BNB/USD', None, params={'type': 'stop'}) + orders = self._api.fetch_orders(pair, None, params={'type': 'stop'}) order = [order for order in orders if order['id'] == order_id] if len(order) == 1: From 1d9aeef792a4eaa100646f04aaf6e5d47a2169b9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 10:36:23 +0200 Subject: [PATCH 166/570] Support stop order in persistence --- freqtrade/persistence.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 823bf6dc0..2e02c3999 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -374,7 +374,7 @@ class Trade(_DECL_BASE): elif order_type in ('market', 'limit') and order['side'] == 'sell': self.close(order['price']) logger.info('%s_SELL has been fulfilled for %s.', order_type.upper(), self) - elif order_type in ('stop_loss_limit', 'stop-loss'): + elif order_type in ('stop_loss_limit', 'stop-loss', 'stop'): self.stoploss_order_id = None self.close_rate_requested = self.stop_loss logger.info('%s is hit for %s.', order_type.upper(), self) From 77a62b845a1d5c13146966e3609f40e99f39fbf2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 11:24:23 +0200 Subject: [PATCH 167/570] Fix some comments --- freqtrade/exchange/ftx.py | 2 +- tests/exchange/test_exchange.py | 1 + 2 files changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index 1bc97c4d3..20d643a83 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -30,7 +30,6 @@ class Ftx(Exchange): """ Creates a stoploss market order. Stoploss market orders is the only stoploss type supported by ftx. - TODO: This doesnot work yet as the order cannot be aquired via fetch_orders - so Freqtrade assumes the order as always missing. """ ordertype = "stop" @@ -46,6 +45,7 @@ class Ftx(Exchange): params = self._params.copy() amount = self.amount_to_precision(pair, amount) + # set orderPrice to place limit order (?) order = self._api.create_order(symbol=pair, type=ordertype, side='sell', amount=amount, price=stop_price, params=params) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index c06b934ba..dc272de36 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1898,6 +1898,7 @@ def test_get_stoploss_order(default_conf, mocker, exchange_name): 'get_stoploss_order', 'fetch_order', order_id='_', pair='TKN/BTC') + @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_name(default_conf, mocker, exchange_name): exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) From f0eb0bc350a876c514deb63e331cedac6707a884 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 1 Jun 2020 11:33:40 +0200 Subject: [PATCH 168/570] Support limit orders --- freqtrade/exchange/ftx.py | 12 +++++++++--- tests/exchange/test_ftx.py | 24 ++++++++++++++++++++++++ 2 files changed, 33 insertions(+), 3 deletions(-) diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index 20d643a83..73347f1eb 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -28,9 +28,13 @@ class Ftx(Exchange): def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ - Creates a stoploss market order. - Stoploss market orders is the only stoploss type supported by ftx. + Creates a stoploss order. + depending on order_types.stoploss configuration, uses 'market' or limit order. + + Limit orders are defined by having orderPrice set, otherwise a market order is used. """ + limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) + limit_rate = stop_price * limit_price_pct ordertype = "stop" @@ -43,9 +47,11 @@ class Ftx(Exchange): try: params = self._params.copy() + if order_types.get('stoploss', 'market') == 'limit': + # set orderPrice to place limit order, otherwise it's a market order + params['orderPrice'] = limit_rate amount = self.amount_to_precision(pair, amount) - # set orderPrice to place limit order (?) order = self._api.create_order(symbol=pair, type=ordertype, side='sell', amount=amount, price=stop_price, params=params) diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py index 2b75e5324..bead63096 100644 --- a/tests/exchange/test_ftx.py +++ b/tests/exchange/test_ftx.py @@ -34,6 +34,14 @@ def test_stoploss_order_ftx(default_conf, mocker): # stoploss_on_exchange_limit_ratio is irrelevant for ftx market orders order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, order_types={'stoploss_on_exchange_limit_ratio': 1.05}) + + assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC' + assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE + assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell' + assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 + assert api_mock.create_order.call_args_list[0][1]['price'] == 190 + assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params'] + assert api_mock.create_order.call_count == 1 api_mock.create_order.reset_mock() @@ -48,6 +56,22 @@ def test_stoploss_order_ftx(default_conf, mocker): assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell' assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 assert api_mock.create_order.call_args_list[0][1]['price'] == 220 + assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params'] + + api_mock.create_order.reset_mock() + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, + order_types={'stoploss': 'limit'}) + + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC' + assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE + assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell' + assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 + assert api_mock.create_order.call_args_list[0][1]['price'] == 220 + assert 'orderPrice' in api_mock.create_order.call_args_list[0][1]['params'] + assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == 217.8 # test exception handling with pytest.raises(DependencyException): From 0dc1a8e0379852c01289e851cb36a4c9f13b6327 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 3 Jun 2020 19:40:30 +0200 Subject: [PATCH 169/570] Add profit sum to api response --- freqtrade/rpc/rpc.py | 20 +++++++++++++++----- freqtrade/rpc/telegram.py | 13 +++++++++---- 2 files changed, 24 insertions(+), 9 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 91b35e9ad..d3fef7041 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -283,8 +283,9 @@ class RPC: # Prepare data to display profit_closed_coin_sum = round(sum(profit_closed_coin), 8) - profit_closed_percent = (round(mean(profit_closed_ratio) * 100, 2) if profit_closed_ratio - else 0.0) + profit_closed_ratio_mean = mean(profit_closed_ratio) if profit_closed_ratio else 0.0 + profit_closed_ratio_sum = sum(profit_closed_ratio) if profit_closed_ratio else 0.0 + profit_closed_fiat = self._fiat_converter.convert_amount( profit_closed_coin_sum, stake_currency, @@ -292,7 +293,8 @@ class RPC: ) if self._fiat_converter else 0 profit_all_coin_sum = round(sum(profit_all_coin), 8) - profit_all_percent = round(mean(profit_all_ratio) * 100, 2) if profit_all_ratio else 0.0 + profit_all_ratio_mean = mean(profit_all_ratio) if profit_all_ratio else 0.0 + profit_all_ratio_sum = sum(profit_all_ratio) if profit_all_ratio else 0.0 profit_all_fiat = self._fiat_converter.convert_amount( profit_all_coin_sum, stake_currency, @@ -304,10 +306,18 @@ class RPC: num = float(len(durations) or 1) return { 'profit_closed_coin': profit_closed_coin_sum, - 'profit_closed_percent': profit_closed_percent, + 'profit_closed_percent': round(profit_closed_ratio_mean * 100, 2), # DEPRECATED + 'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2), + 'profit_closed_ratio_mean': profit_closed_ratio_mean, + 'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2), + 'profit_closed_ratio_sum': profit_closed_ratio_sum, 'profit_closed_fiat': profit_closed_fiat, 'profit_all_coin': profit_all_coin_sum, - 'profit_all_percent': profit_all_percent, + 'profit_all_percent': round(profit_all_ratio_mean * 100, 2), # DEPRECATED + 'profit_all_percent_mean': round(profit_all_ratio_mean * 100, 2), + 'profit_all_ratio_mean': profit_all_ratio_mean, + 'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2), + 'profit_all_ratio_sum': profit_all_ratio_sum, 'profit_all_fiat': profit_all_fiat, 'trade_count': len(trades), 'closed_trade_count': len([t for t in trades if not t.is_open]), diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 8fa973d73..02c580ebd 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -315,10 +315,12 @@ class Telegram(RPC): stake_cur, fiat_disp_cur) profit_closed_coin = stats['profit_closed_coin'] - profit_closed_percent = stats['profit_closed_percent'] + profit_closed_percent_mean = stats['profit_closed_percent_mean'] + profit_closed_percent_sum = stats['profit_closed_percent_sum'] profit_closed_fiat = stats['profit_closed_fiat'] profit_all_coin = stats['profit_all_coin'] - profit_all_percent = stats['profit_all_percent'] + profit_all_percent_mean = stats['profit_all_percent_mean'] + profit_all_percent_sum = stats['profit_all_percent_sum'] profit_all_fiat = stats['profit_all_fiat'] trade_count = stats['trade_count'] first_trade_date = stats['first_trade_date'] @@ -333,13 +335,16 @@ class Telegram(RPC): if stats['closed_trade_count'] > 0: markdown_msg = ("*ROI:* Closed trades\n" f"∙ `{profit_closed_coin:.8f} {stake_cur} " - f"({profit_closed_percent:.2f}%)`\n" + f"({profit_closed_percent_mean:.2f}%) " + f"({profit_closed_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n" f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n") else: markdown_msg = "`No closed trade` \n" markdown_msg += (f"*ROI:* All trades\n" - f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n" + f"∙ `{profit_all_coin:.8f} {stake_cur} " + f"({profit_all_percent_mean:.2f}%) " + f"({profit_all_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n" f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n" f"*Total Trade Count:* `{trade_count}`\n" f"*First Trade opened:* `{first_trade_date}`\n" From 6997524a04f27334bf383b3e07a6267b4f8d6923 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 3 Jun 2020 19:40:49 +0200 Subject: [PATCH 170/570] Fix tests for additional info --- tests/rpc/test_rpc_apiserver.py | 8 ++++++++ tests/rpc/test_rpc_telegram.py | 9 ++++++--- 2 files changed, 14 insertions(+), 3 deletions(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index cacf49f62..70a06557f 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -428,9 +428,17 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li 'profit_all_coin': 6.217e-05, 'profit_all_fiat': 0, 'profit_all_percent': 6.2, + 'profit_all_percent_mean': 6.2, + 'profit_all_ratio_mean': 0.06201058, + 'profit_all_percent_sum': 6.2, + 'profit_all_ratio_sum': 0.06201058, 'profit_closed_coin': 6.217e-05, 'profit_closed_fiat': 0, 'profit_closed_percent': 6.2, + 'profit_closed_ratio_mean': 0.06201058, + 'profit_closed_percent_mean': 6.2, + 'profit_closed_ratio_sum': 0.06201058, + 'profit_closed_percent_sum': 6.2, 'trade_count': 1, 'closed_trade_count': 1, } diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index f81127c4c..4895d67e4 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -434,7 +434,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, assert msg_mock.call_count == 1 assert 'No closed trade' in msg_mock.call_args_list[-1][0][0] assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0] - assert '∙ `-0.00000500 BTC (-0.50%)`' in msg_mock.call_args_list[-1][0][0] + assert ('∙ `-0.00000500 BTC (-0.50%) (-0.5 \N{GREEK CAPITAL LETTER SIGMA}%)`' + in msg_mock.call_args_list[-1][0][0]) msg_mock.reset_mock() # Update the ticker with a market going up @@ -447,10 +448,12 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, telegram._profit(update=update, context=MagicMock()) assert msg_mock.call_count == 1 assert '*ROI:* Closed trades' in msg_mock.call_args_list[-1][0][0] - assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0] + assert ('∙ `0.00006217 BTC (6.20%) (6.2 \N{GREEK CAPITAL LETTER SIGMA}%)`' + in msg_mock.call_args_list[-1][0][0]) assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0] assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0] - assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0] + assert ('∙ `0.00006217 BTC (6.20%) (6.2 \N{GREEK CAPITAL LETTER SIGMA}%)`' + in msg_mock.call_args_list[-1][0][0]) assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0] assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0] From 2f07d21629b8aade68a5916303652133bf57d3cd Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 3 Jun 2020 20:20:39 +0200 Subject: [PATCH 171/570] Update documentation with FTX Stoploss on exchange --- docs/configuration.md | 12 ++++++++---- docs/exchanges.md | 5 +++++ docs/stoploss.md | 2 +- 3 files changed, 14 insertions(+), 5 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index da0f015e8..467190463 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -272,7 +272,7 @@ the static list of pairs) if we should buy. ### Understand order_types -The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds. +The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds. This allows to buy using limit orders, sell using limit-orders, and create stoplosses using using market orders. It also allows to set the @@ -288,8 +288,12 @@ If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and `emergencysell` is an optional value, which defaults to `market` and is used when creating stoploss on exchange orders fails. The below is the default which is used if this is not configured in either strategy or configuration file. -Since `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price. -`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`). +Not all Exchanges support `stoploss_on_exchange`. If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type. + +If `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price. +`stoploss` defines the stop-price - and limit should be slightly below this. + +This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`). Calculation example: we bought the asset at 100$. Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$. @@ -331,7 +335,7 @@ Configuration: refer to [the stoploss documentation](stoploss.md). !!! Note - If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new order. + If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order. !!! Warning "Warning: stoploss_on_exchange failures" If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised. diff --git a/docs/exchanges.md b/docs/exchanges.md index 81f017023..cd210eb69 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -64,6 +64,11 @@ print(res) ## FTX +!!! Tip "Stoploss on Exchange" + FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it. + You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide. + + ### Using subaccounts To use subaccounts with FTX, you need to edit the configuration and add the following: diff --git a/docs/stoploss.md b/docs/stoploss.md index 0e43817ec..cd90a71b4 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -27,7 +27,7 @@ So this parameter will tell the bot how often it should update the stoploss orde This same logic will reapply a stoploss order on the exchange should you cancel it accidentally. !!! Note - Stoploss on exchange is only supported for Binance (stop-loss-limit) and Kraken (stop-loss-market) as of now. + Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now. ## Static Stop Loss From 5c5dc6fffe67decf8df285cfc28733c0bd07567a Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Jun 2020 06:56:30 +0200 Subject: [PATCH 172/570] Update test to reflect real trade after one cycle --- tests/rpc/test_rpc_apiserver.py | 33 +++++++++++++++++++-------------- 1 file changed, 19 insertions(+), 14 deletions(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index cacf49f62..8743ec7ba 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -495,6 +495,10 @@ def test_api_status(botclient, mocker, ticker, fee, markets): assert rc.json == [] ftbot.enter_positions() + trades = Trade.get_open_trades() + trades[0].open_order_id = None + ftbot.exit_positions(trades) + rc = client_get(client, f"{BASE_URI}/status") assert_response(rc) assert len(rc.json) == 1 @@ -509,25 +513,26 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'close_rate': None, 'current_profit': -0.00408133, 'current_profit_pct': -0.41, + 'current_profit_abs': -4.09e-06, 'current_rate': 1.099e-05, 'open_date': ANY, 'open_date_hum': 'just now', 'open_timestamp': ANY, - 'open_order': '(limit buy rem=0.00000000)', + 'open_order': None, 'open_rate': 1.098e-05, 'pair': 'ETH/BTC', 'stake_amount': 0.001, - 'stop_loss': 0.0, - 'stop_loss_abs': 0.0, - 'stop_loss_pct': None, - 'stop_loss_ratio': None, + 'stop_loss': 9.882e-06, + 'stop_loss_abs': 9.882e-06, + 'stop_loss_pct': -10.0, + 'stop_loss_ratio': -0.1, 'stoploss_order_id': None, - 'stoploss_last_update': None, - 'stoploss_last_update_timestamp': None, - 'initial_stop_loss': 0.0, - 'initial_stop_loss_abs': 0.0, - 'initial_stop_loss_pct': None, - 'initial_stop_loss_ratio': None, + 'stoploss_last_update': ANY, + 'stoploss_last_update_timestamp': ANY, + 'initial_stop_loss': 9.882e-06, + 'initial_stop_loss_abs': 9.882e-06, + 'initial_stop_loss_pct': -10.0, + 'initial_stop_loss_ratio': -0.1, 'trade_id': 1, 'close_rate_requested': None, 'current_rate': 1.099e-05, @@ -539,9 +544,9 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'fee_open_currency': None, 'open_date': ANY, 'is_open': True, - 'max_rate': 0.0, - 'min_rate': None, - 'open_order_id': ANY, + 'max_rate': 1.099e-05, + 'min_rate': 1.098e-05, + 'open_order_id': None, 'open_rate_requested': 1.098e-05, 'open_trade_price': 0.0010025, 'sell_reason': None, From 412b50dac5471e5392395c771298fbb118dcc8bb Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Jun 2020 06:56:59 +0200 Subject: [PATCH 173/570] Add current stoploss calculations --- freqtrade/rpc/rpc.py | 13 +++++++++++++ tests/rpc/test_rpc_apiserver.py | 4 ++++ 2 files changed, 17 insertions(+) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 91b35e9ad..dd6b084a2 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -130,6 +130,14 @@ class RPC: except DependencyException: current_rate = NAN current_profit = trade.calc_profit_ratio(current_rate) + current_profit_abs = trade.calc_profit(current_rate) + # Calculate guaranteed profit (in case of trailing stop) + stoploss_entrypoint_dist = trade.open_rate - trade.stop_loss + stoploss_entrypoint_dist_ratio = stoploss_entrypoint_dist / trade.stop_loss + # calculate distance to stoploss + stoploss_current_dist = trade.stop_loss - current_rate + stoploss_current_dist_ratio = stoploss_current_dist / current_rate + fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%' if trade.close_profit is not None else None) trade_dict = trade.to_json() @@ -140,6 +148,11 @@ class RPC: current_rate=current_rate, current_profit=current_profit, current_profit_pct=round(current_profit * 100, 2), + current_profit_abs=current_profit_abs, + stoploss_current_dist=stoploss_current_dist, + stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8), + stoploss_entrypoint_dist=stoploss_entrypoint_dist, + stoploss_entrypoint_dist_ratio=round(stoploss_entrypoint_dist_ratio, 8), open_order='({} {} rem={:.8f})'.format( order['type'], order['side'], order['remaining'] ) if order else None, diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 8743ec7ba..906e9f2fe 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -533,6 +533,10 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'initial_stop_loss_abs': 9.882e-06, 'initial_stop_loss_pct': -10.0, 'initial_stop_loss_ratio': -0.1, + 'stoploss_current_dist': -1.1080000000000002e-06, + 'stoploss_current_dist_ratio': -0.10081893, + 'stoploss_entrypoint_dist': 1.0980000000000003e-06, + 'stoploss_entrypoint_dist_ratio': 0.11111111, 'trade_id': 1, 'close_rate_requested': None, 'current_rate': 1.099e-05, From 7bd55aa2f1c6c60c6b50ffd7d8965146c633f4e7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Jun 2020 07:04:32 +0200 Subject: [PATCH 174/570] Use correct calcuation for "locked in profit" --- freqtrade/rpc/rpc.py | 8 ++++---- tests/rpc/test_rpc_apiserver.py | 4 ++-- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index dd6b084a2..fc774ded2 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -132,8 +132,8 @@ class RPC: current_profit = trade.calc_profit_ratio(current_rate) current_profit_abs = trade.calc_profit(current_rate) # Calculate guaranteed profit (in case of trailing stop) - stoploss_entrypoint_dist = trade.open_rate - trade.stop_loss - stoploss_entrypoint_dist_ratio = stoploss_entrypoint_dist / trade.stop_loss + stoploss_entry_dist = trade.calc_profit(trade.stop_loss) + stoploss_entry_dist_ratio = trade.calc_profit_ratio(trade.stop_loss) # calculate distance to stoploss stoploss_current_dist = trade.stop_loss - current_rate stoploss_current_dist_ratio = stoploss_current_dist / current_rate @@ -151,8 +151,8 @@ class RPC: current_profit_abs=current_profit_abs, stoploss_current_dist=stoploss_current_dist, stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8), - stoploss_entrypoint_dist=stoploss_entrypoint_dist, - stoploss_entrypoint_dist_ratio=round(stoploss_entrypoint_dist_ratio, 8), + stoploss_entry_dist=stoploss_entry_dist, + stoploss_entry_dist_ratio=round(stoploss_entry_dist_ratio, 8), open_order='({} {} rem={:.8f})'.format( order['type'], order['side'], order['remaining'] ) if order else None, diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 906e9f2fe..3555057a9 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -535,8 +535,8 @@ def test_api_status(botclient, mocker, ticker, fee, markets): 'initial_stop_loss_ratio': -0.1, 'stoploss_current_dist': -1.1080000000000002e-06, 'stoploss_current_dist_ratio': -0.10081893, - 'stoploss_entrypoint_dist': 1.0980000000000003e-06, - 'stoploss_entrypoint_dist_ratio': 0.11111111, + 'stoploss_entry_dist': -0.00010475, + 'stoploss_entry_dist_ratio': -0.10448878, 'trade_id': 1, 'close_rate_requested': None, 'current_rate': 1.099e-05, From 6a88eb603bde0eea17aa18bd318e50345b70baed Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Jun 2020 07:20:50 +0200 Subject: [PATCH 175/570] Update failing test --- tests/rpc/test_rpc.py | 73 +++++++++++++++++++++++++------------------ 1 file changed, 43 insertions(+), 30 deletions(-) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 1de73ada9..ef1c1bc16 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -42,8 +42,12 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: rpc._rpc_trade_status() freqtradebot.enter_positions() + trades = Trade.get_open_trades() + trades[0].open_order_id = None + freqtradebot.exit_positions(trades) + results = rpc._rpc_trade_status() - assert { + assert results[0] == { 'trade_id': 1, 'pair': 'ETH/BTC', 'base_currency': 'BTC', @@ -54,11 +58,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'fee_open': ANY, 'fee_open_cost': ANY, 'fee_open_currency': ANY, - 'fee_close': ANY, + 'fee_close': fee.return_value, 'fee_close_cost': ANY, 'fee_close_currency': ANY, 'open_rate_requested': ANY, - 'open_trade_price': ANY, + 'open_trade_price': 0.0010025, 'close_rate_requested': ANY, 'sell_reason': ANY, 'sell_order_status': ANY, @@ -80,28 +84,32 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'close_profit_abs': None, 'current_profit': -0.00408133, 'current_profit_pct': -0.41, - 'stop_loss': 0.0, - 'stop_loss_abs': 0.0, - 'stop_loss_pct': None, - 'stop_loss_ratio': None, + 'current_profit_abs': -4.09e-06, + 'stop_loss': 9.882e-06, + 'stop_loss_abs': 9.882e-06, + 'stop_loss_pct': -10.0, + 'stop_loss_ratio': -0.1, 'stoploss_order_id': None, - 'stoploss_last_update': None, - 'stoploss_last_update_timestamp': None, - 'initial_stop_loss': 0.0, - 'initial_stop_loss_abs': 0.0, - 'initial_stop_loss_pct': None, - 'initial_stop_loss_ratio': None, - 'open_order': '(limit buy rem=0.00000000)', + 'stoploss_last_update': ANY, + 'stoploss_last_update_timestamp': ANY, + 'initial_stop_loss': 9.882e-06, + 'initial_stop_loss_abs': 9.882e-06, + 'initial_stop_loss_pct': -10.0, + 'initial_stop_loss_ratio': -0.1, + 'stoploss_current_dist': -1.1080000000000002e-06, + 'stoploss_current_dist_ratio': -0.10081893, + 'stoploss_entry_dist': -0.00010475, + 'stoploss_entry_dist_ratio': -0.10448878, + 'open_order': None, 'exchange': 'bittrex', - - } == results[0] + } mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate', MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available"))) results = rpc._rpc_trade_status() assert isnan(results[0]['current_profit']) assert isnan(results[0]['current_rate']) - assert { + assert results[0] == { 'trade_id': 1, 'pair': 'ETH/BTC', 'base_currency': 'BTC', @@ -112,7 +120,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'fee_open': ANY, 'fee_open_cost': ANY, 'fee_open_currency': ANY, - 'fee_close': ANY, + 'fee_close': fee.return_value, 'fee_close_cost': ANY, 'fee_close_currency': ANY, 'open_rate_requested': ANY, @@ -138,20 +146,25 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'close_profit_abs': None, 'current_profit': ANY, 'current_profit_pct': ANY, - 'stop_loss': 0.0, - 'stop_loss_abs': 0.0, - 'stop_loss_pct': None, - 'stop_loss_ratio': None, + 'current_profit_abs': ANY, + 'stop_loss': 9.882e-06, + 'stop_loss_abs': 9.882e-06, + 'stop_loss_pct': -10.0, + 'stop_loss_ratio': -0.1, 'stoploss_order_id': None, - 'stoploss_last_update': None, - 'stoploss_last_update_timestamp': None, - 'initial_stop_loss': 0.0, - 'initial_stop_loss_abs': 0.0, - 'initial_stop_loss_pct': None, - 'initial_stop_loss_ratio': None, - 'open_order': '(limit buy rem=0.00000000)', + 'stoploss_last_update': ANY, + 'stoploss_last_update_timestamp': ANY, + 'initial_stop_loss': 9.882e-06, + 'initial_stop_loss_abs': 9.882e-06, + 'initial_stop_loss_pct': -10.0, + 'initial_stop_loss_ratio': -0.1, + 'stoploss_current_dist': ANY, + 'stoploss_current_dist_ratio': ANY, + 'stoploss_entry_dist': -0.00010475, + 'stoploss_entry_dist_ratio': -0.10448878, + 'open_order': None, 'exchange': 'bittrex', - } == results[0] + } def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: From b27348490d3d6883701c0f9dafe9ab0885f29034 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 5 Jun 2020 13:59:00 +0200 Subject: [PATCH 176/570] Add rate-limiting note for Kraken datadownload --- docs/exchanges.md | 9 +++++++++ 1 file changed, 9 insertions(+) diff --git a/docs/exchanges.md b/docs/exchanges.md index 81f017023..075329a07 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -30,6 +30,15 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting. To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data. +Due to the heavy rate-limiting applied by Kraken, the follwoing configuration section should be used to download data: + +``` json + "ccxt_async_config": { + "enableRateLimit": true, + "rateLimit": 3100 + }, +``` + ## Bittrex ### Order types From ff289a71776239e2ac0dd35e2fb40cfa44a83e83 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Fri, 5 Jun 2020 19:08:54 +0200 Subject: [PATCH 177/570] Updated tests to work with Telegram emojis --- tests/rpc/test_rpc_telegram.py | 25 ++++++++++++++++--------- 1 file changed, 16 insertions(+), 9 deletions(-) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index f81127c4c..2cecc35d1 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -1221,8 +1221,9 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None: 'amount': 1333.3333333333335, 'open_date': arrow.utcnow().shift(hours=-1) }) + '🔵'.encode('ascii', 'namereplace') assert msg_mock.call_args[0][0] \ - == '*Bittrex:* Buying ETH/BTC\n' \ + == '\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n' \ '*Amount:* `1333.33333333`\n' \ '*Open Rate:* `0.00001099`\n' \ '*Current Rate:* `0.00001099`\n' \ @@ -1243,8 +1244,9 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None: 'exchange': 'Bittrex', 'pair': 'ETH/BTC', }) + '⚠'.encode('ascii', 'namereplace') assert msg_mock.call_args[0][0] \ - == ('*Bittrex:* Cancelling Open Buy Order for ETH/BTC') + == ('\N{WARNING SIGN} *Bittrex:* Cancelling Open Buy Order for ETH/BTC') def test_send_msg_sell_notification(default_conf, mocker) -> None: @@ -1276,8 +1278,9 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: 'open_date': arrow.utcnow().shift(hours=-1), 'close_date': arrow.utcnow(), }) + '⚠'.encode('ascii', 'namereplace') assert msg_mock.call_args[0][0] \ - == ('*Binance:* Selling KEY/ETH\n' + == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n' '*Amount:* `1333.33333333`\n' '*Open Rate:* `0.00007500`\n' '*Current Rate:* `0.00003201`\n' @@ -1305,7 +1308,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: 'close_date': arrow.utcnow(), }) assert msg_mock.call_args[0][0] \ - == ('*Binance:* Selling KEY/ETH\n' + == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n' '*Amount:* `1333.33333333`\n' '*Open Rate:* `0.00007500`\n' '*Current Rate:* `0.00003201`\n' @@ -1334,8 +1337,9 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None: 'pair': 'KEY/ETH', 'reason': 'Cancelled on exchange' }) + '⚠'.encode('ascii', 'namereplace') assert msg_mock.call_args[0][0] \ - == ('*Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: Cancelled on exchange') + == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: Cancelled on exchange') msg_mock.reset_mock() telegram.send_msg({ @@ -1345,7 +1349,7 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None: 'reason': 'timeout' }) assert msg_mock.call_args[0][0] \ - == ('*Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: timeout') + == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: timeout') # Reset singleton function to avoid random breaks telegram._fiat_converter.convert_amount = old_convamount @@ -1379,7 +1383,8 @@ def test_warning_notification(default_conf, mocker) -> None: 'type': RPCMessageType.WARNING_NOTIFICATION, 'status': 'message' }) - assert msg_mock.call_args[0][0] == '*Warning:* `message`' + '⚠'.encode('ascii', 'namereplace') + assert msg_mock.call_args[0][0] == '\N{WARNING SIGN} *Warning:* `message`' def test_custom_notification(default_conf, mocker) -> None: @@ -1437,8 +1442,9 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None: 'amount': 1333.3333333333335, 'open_date': arrow.utcnow().shift(hours=-1) }) + '🔵'.encode('ascii', 'namereplace') assert msg_mock.call_args[0][0] \ - == '*Bittrex:* Buying ETH/BTC\n' \ + == '\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n' \ '*Amount:* `1333.33333333`\n' \ '*Open Rate:* `0.00001099`\n' \ '*Current Rate:* `0.00001099`\n' \ @@ -1473,8 +1479,9 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None: 'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3), 'close_date': arrow.utcnow(), }) + '⚠'.encode('ascii', 'namereplace') assert msg_mock.call_args[0][0] \ - == '*Binance:* Selling KEY/ETH\n' \ + == '\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n' \ '*Amount:* `1333.33333333`\n' \ '*Open Rate:* `0.00007500`\n' \ '*Current Rate:* `0.00003201`\n' \ From 080efd1102835367f135827c9a7dc4be1623be84 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Fri, 5 Jun 2020 19:09:49 +0200 Subject: [PATCH 178/570] Added unicoded emoji's to Telegram messages --- freqtrade/rpc/telegram.py | 61 +++++++++++++++++++++++++-------------- 1 file changed, 39 insertions(+), 22 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 8fa973d73..e496d3fa6 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -19,7 +19,6 @@ logger = logging.getLogger(__name__) logger.debug('Included module rpc.telegram ...') - MAX_TELEGRAM_MESSAGE_LENGTH = 4096 @@ -29,6 +28,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]: :param command_handler: Telegram CommandHandler :return: decorated function """ + def wrapper(self, *args, **kwargs): """ Decorator logic """ update = kwargs.get('update') or args[0] @@ -126,6 +126,12 @@ class Telegram(RPC): def send_msg(self, msg: Dict[str, Any]) -> None: """ Send a message to telegram channel """ + '🔵'.encode('ascii', 'namereplace') + '🚀'.encode('ascii', 'namereplace') + '✳'.encode('ascii', 'namereplace') + '❌'.encode('ascii', 'namereplace') + '⚠'.encode('ascii', 'namereplace') + if msg['type'] == RPCMessageType.BUY_NOTIFICATION: if self._fiat_converter: msg['stake_amount_fiat'] = self._fiat_converter.convert_amount( @@ -133,7 +139,7 @@ class Telegram(RPC): else: msg['stake_amount_fiat'] = 0 - message = ("*{exchange}:* Buying {pair}\n" + message = ("\N{LARGE BLUE CIRCLE} *{exchange}:* Buying {pair}\n" "*Amount:* `{amount:.8f}`\n" "*Open Rate:* `{limit:.8f}`\n" "*Current Rate:* `{current_rate:.8f}`\n" @@ -144,7 +150,7 @@ class Telegram(RPC): message += ")`" elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION: - message = "*{exchange}:* Cancelling Open Buy Order for {pair}".format(**msg) + message = "\N{WARNING SIGN} *{exchange}:* Cancelling Open Buy Order for {pair}".format(**msg) elif msg['type'] == RPCMessageType.SELL_NOTIFICATION: msg['amount'] = round(msg['amount'], 8) @@ -153,33 +159,44 @@ class Telegram(RPC): microsecond=0) - msg['open_date'].replace(microsecond=0) msg['duration_min'] = msg['duration'].total_seconds() / 60 - message = ("*{exchange}:* Selling {pair}\n" - "*Amount:* `{amount:.8f}`\n" - "*Open Rate:* `{open_rate:.8f}`\n" - "*Current Rate:* `{current_rate:.8f}`\n" - "*Close Rate:* `{limit:.8f}`\n" - "*Sell Reason:* `{sell_reason}`\n" - "*Duration:* `{duration} ({duration_min:.1f} min)`\n" - "*Profit:* `{profit_percent:.2f}%`").format(**msg) + if float(msg['profit_percent']) >= 5.0: + message = ("\N{ROCKET} *{exchange}:* Selling {pair}\n").format(**msg) + + elif float(msg['profit_percent']) >= 0.0: + message = "\N{EIGHT SPOKED ASTERISK} *{exchange}:* Selling {pair}\n" + + elif msg['sell_reason'] == "stop_loss": + message = ("\N{WARNING SIGN} *{exchange}:* Selling {pair}\n").format(**msg) + + else: + message = ("\N{CROSS MARK} *{exchange}:* Selling {pair}\n").format(**msg) + + message += ("*Amount:* `{amount:.8f}`\n" + "*Open Rate:* `{open_rate:.8f}`\n" + "*Current Rate:* `{current_rate:.8f}`\n" + "*Close Rate:* `{limit:.8f}`\n" + "*Sell Reason:* `{sell_reason}`\n" + "*Duration:* `{duration} ({duration_min:.1f} min)`\n" + "*Profit:* `{profit_percent:.2f}%`").format(**msg) # Check if all sell properties are available. # This might not be the case if the message origin is triggered by /forcesell if (all(prop in msg for prop in ['gain', 'fiat_currency', 'stake_currency']) - and self._fiat_converter): + and self._fiat_converter): msg['profit_fiat'] = self._fiat_converter.convert_amount( msg['profit_amount'], msg['stake_currency'], msg['fiat_currency']) message += (' `({gain}: {profit_amount:.8f} {stake_currency}' ' / {profit_fiat:.3f} {fiat_currency})`').format(**msg) elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION: - message = ("*{exchange}:* Cancelling Open Sell Order " + message = ("\N{WARNING SIGN} *{exchange}:* Cancelling Open Sell Order " "for {pair}. Reason: {reason}").format(**msg) elif msg['type'] == RPCMessageType.STATUS_NOTIFICATION: message = '*Status:* `{status}`'.format(**msg) elif msg['type'] == RPCMessageType.WARNING_NOTIFICATION: - message = '*Warning:* `{status}`'.format(**msg) + message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg) elif msg['type'] == RPCMessageType.CUSTOM_NOTIFICATION: message = '{status}'.format(**msg) @@ -222,8 +239,8 @@ class Telegram(RPC): # Adding initial stoploss only if it is different from stoploss "*Initial Stoploss:* `{initial_stop_loss:.8f}` " + ("`({initial_stop_loss_pct:.2f}%)`") if ( - r['stop_loss'] != r['initial_stop_loss'] - and r['initial_stop_loss_pct'] is not None) else "", + r['stop_loss'] != r['initial_stop_loss'] + and r['initial_stop_loss_pct'] is not None) else "", # Adding stoploss and stoploss percentage only if it is not None "*Stoploss:* `{stop_loss:.8f}` " + @@ -363,14 +380,14 @@ class Telegram(RPC): "This mode is still experimental!\n" "Starting capital: " f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n" - ) + ) for currency in result['currencies']: if currency['est_stake'] > 0.0001: curr_output = "*{currency}:*\n" \ - "\t`Available: {free: .8f}`\n" \ - "\t`Balance: {balance: .8f}`\n" \ - "\t`Pending: {used: .8f}`\n" \ - "\t`Est. {stake}: {est_stake: .8f}`\n".format(**currency) + "\t`Available: {free: .8f}`\n" \ + "\t`Balance: {balance: .8f}`\n" \ + "\t`Pending: {used: .8f}`\n" \ + "\t`Est. {stake}: {est_stake: .8f}`\n".format(**currency) else: curr_output = "*{currency}:* not showing <1$ amount \n".format(**currency) @@ -587,7 +604,7 @@ class Telegram(RPC): "*/profit:* `Lists cumulative profit from all finished trades`\n" \ "*/forcesell |all:* `Instantly sells the given trade or all trades, " \ "regardless of profit`\n" \ - f"{forcebuy_text if self._config.get('forcebuy_enable', False) else '' }" \ + f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}" \ "*/performance:* `Show performance of each finished trade grouped by pair`\n" \ "*/daily :* `Shows profit or loss per day, over the last n days`\n" \ "*/count:* `Show number of trades running compared to allowed number of trades`" \ From 4c6a7a354dfae8d0a60f8243aefa91f400a01604 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Fri, 5 Jun 2020 20:04:11 +0200 Subject: [PATCH 179/570] Removed '.encode' lines, unessecary --- freqtrade/rpc/telegram.py | 6 ------ 1 file changed, 6 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index e496d3fa6..6b1450472 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -126,12 +126,6 @@ class Telegram(RPC): def send_msg(self, msg: Dict[str, Any]) -> None: """ Send a message to telegram channel """ - '🔵'.encode('ascii', 'namereplace') - '🚀'.encode('ascii', 'namereplace') - '✳'.encode('ascii', 'namereplace') - '❌'.encode('ascii', 'namereplace') - '⚠'.encode('ascii', 'namereplace') - if msg['type'] == RPCMessageType.BUY_NOTIFICATION: if self._fiat_converter: msg['stake_amount_fiat'] = self._fiat_converter.convert_amount( From 08b9abed3aeb722357ced69fe67489acc05e3eaa Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Fri, 5 Jun 2020 20:05:55 +0200 Subject: [PATCH 180/570] Removed '.encode', unecessary --- tests/rpc/test_rpc_telegram.py | 7 ------- 1 file changed, 7 deletions(-) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 2cecc35d1..129bdf9d1 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -1221,7 +1221,6 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None: 'amount': 1333.3333333333335, 'open_date': arrow.utcnow().shift(hours=-1) }) - '🔵'.encode('ascii', 'namereplace') assert msg_mock.call_args[0][0] \ == '\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n' \ '*Amount:* `1333.33333333`\n' \ @@ -1244,7 +1243,6 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None: 'exchange': 'Bittrex', 'pair': 'ETH/BTC', }) - '⚠'.encode('ascii', 'namereplace') assert msg_mock.call_args[0][0] \ == ('\N{WARNING SIGN} *Bittrex:* Cancelling Open Buy Order for ETH/BTC') @@ -1278,7 +1276,6 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: 'open_date': arrow.utcnow().shift(hours=-1), 'close_date': arrow.utcnow(), }) - '⚠'.encode('ascii', 'namereplace') assert msg_mock.call_args[0][0] \ == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n' '*Amount:* `1333.33333333`\n' @@ -1337,7 +1334,6 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None: 'pair': 'KEY/ETH', 'reason': 'Cancelled on exchange' }) - '⚠'.encode('ascii', 'namereplace') assert msg_mock.call_args[0][0] \ == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: Cancelled on exchange') @@ -1383,7 +1379,6 @@ def test_warning_notification(default_conf, mocker) -> None: 'type': RPCMessageType.WARNING_NOTIFICATION, 'status': 'message' }) - '⚠'.encode('ascii', 'namereplace') assert msg_mock.call_args[0][0] == '\N{WARNING SIGN} *Warning:* `message`' @@ -1442,7 +1437,6 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None: 'amount': 1333.3333333333335, 'open_date': arrow.utcnow().shift(hours=-1) }) - '🔵'.encode('ascii', 'namereplace') assert msg_mock.call_args[0][0] \ == '\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n' \ '*Amount:* `1333.33333333`\n' \ @@ -1479,7 +1473,6 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None: 'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3), 'close_date': arrow.utcnow(), }) - '⚠'.encode('ascii', 'namereplace') assert msg_mock.call_args[0][0] \ == '\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n' \ '*Amount:* `1333.33333333`\n' \ From 6694ac50779619eec4f761a3f28175833d4080c9 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Fri, 5 Jun 2020 20:10:52 +0200 Subject: [PATCH 181/570] Splitted a line that was too long, resulting in flake8 error --- tests/rpc/test_rpc_telegram.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 129bdf9d1..15fe0eaf9 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -1335,7 +1335,8 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None: 'reason': 'Cancelled on exchange' }) assert msg_mock.call_args[0][0] \ - == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH. Reason: Cancelled on exchange') + == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH. ' + 'Reason: Cancelled on exchange') msg_mock.reset_mock() telegram.send_msg({ From f34bcc5fd3b629acfaeb55cd51854b1e719f44f8 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Fri, 5 Jun 2020 20:15:22 +0200 Subject: [PATCH 182/570] Splitted a line that was too long, resulting in error for flake8 --- freqtrade/rpc/telegram.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 6b1450472..7dbd9cd83 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -144,7 +144,8 @@ class Telegram(RPC): message += ")`" elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION: - message = "\N{WARNING SIGN} *{exchange}:* Cancelling Open Buy Order for {pair}".format(**msg) + message = "\N{WARNING SIGN} *{exchange}:* " \ + "Cancelling Open Buy Order for {pair}".format(**msg) elif msg['type'] == RPCMessageType.SELL_NOTIFICATION: msg['amount'] = round(msg['amount'], 8) From 5f9994c9ed1d7749412bf8201932f44e4e4b4c69 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 5 Jun 2020 20:24:21 +0200 Subject: [PATCH 183/570] Reduce verbosity of sell-rate fetching --- freqtrade/freqtradebot.py | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a74b0a5a1..5104e4f95 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -702,11 +702,10 @@ class FreqtradeBot: self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval)) if config_ask_strategy.get('use_order_book', False): - # logger.debug('Order book %s',orderBook) order_book_min = config_ask_strategy.get('order_book_min', 1) order_book_max = config_ask_strategy.get('order_book_max', 1) - logger.info(f'Using order book between {order_book_min} and {order_book_max} ' - f'for selling {trade.pair}...') + logger.debug(f'Using order book between {order_book_min} and {order_book_max} ' + f'for selling {trade.pair}...') order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s", order_book_min=order_book_min, From 8c32d691c7ee4cee9ff860748b3ebee2c1187388 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 5 Jun 2020 20:31:40 +0200 Subject: [PATCH 184/570] Add information about bid and ask strategy to /showconfig --- freqtrade/rpc/rpc.py | 2 ++ freqtrade/rpc/telegram.py | 4 +++- tests/rpc/test_rpc_apiserver.py | 2 ++ 3 files changed, 7 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 91b35e9ad..a5005f35e 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -105,6 +105,8 @@ class RPC: 'exchange': config['exchange']['name'], 'strategy': config['strategy'], 'forcebuy_enabled': config.get('forcebuy_enable', False), + 'ask_strategy': config.get('ask_strategy', {}), + 'bid_strategy': config.get('bid_strategy', {}), 'state': str(self._freqtrade.state) } return val diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 8fa973d73..09a99ad85 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -636,13 +636,15 @@ class Telegram(RPC): else: sl_info = f"*Stoploss:* `{val['stoploss']}`\n" - + import json self._send_msg( f"*Mode:* `{'Dry-run' if val['dry_run'] else 'Live'}`\n" f"*Exchange:* `{val['exchange']}`\n" f"*Stake per trade:* `{val['stake_amount']} {val['stake_currency']}`\n" f"*Max open Trades:* `{val['max_open_trades']}`\n" f"*Minimum ROI:* `{val['minimal_roi']}`\n" + f"*Ask strategy:* ```\n{val['ask_strategy']}```\n" + f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n" f"{sl_info}" f"*Ticker Interval:* `{val['ticker_interval']}`\n" f"*Strategy:* `{val['strategy']}`\n" diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index cacf49f62..6a850ecc5 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -325,6 +325,8 @@ def test_api_show_config(botclient, mocker): assert rc.json['ticker_interval'] == '5m' assert rc.json['state'] == 'running' assert not rc.json['trailing_stop'] + assert 'bid_strategy' in rc.json + assert 'ask_strategy' in rc.json def test_api_daily(botclient, mocker, ticker, fee, markets): From 1a5cd85900f232ee24022dd82b9ebb2732b88f4b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 6 Jun 2020 13:15:01 +0200 Subject: [PATCH 185/570] Fix typo Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/exchanges.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/exchanges.md b/docs/exchanges.md index 075329a07..aef356ea9 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -30,7 +30,7 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting. To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data. -Due to the heavy rate-limiting applied by Kraken, the follwoing configuration section should be used to download data: +Due to the heavy rate-limiting applied by Kraken, the following configuration section should be used to download data: ``` json "ccxt_async_config": { From b2316cdd00fd1f946a8bd07cb55e39e0a8720859 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 6 Jun 2020 13:32:06 +0200 Subject: [PATCH 186/570] Extract sell_smoij logic into it's own function --- freqtrade/rpc/telegram.py | 41 +++++++++++++++++++--------------- tests/rpc/test_rpc_telegram.py | 23 +++++++++++++++++++ 2 files changed, 46 insertions(+), 18 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 7dbd9cd83..0dc57e5b9 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -154,25 +154,16 @@ class Telegram(RPC): microsecond=0) - msg['open_date'].replace(microsecond=0) msg['duration_min'] = msg['duration'].total_seconds() / 60 - if float(msg['profit_percent']) >= 5.0: - message = ("\N{ROCKET} *{exchange}:* Selling {pair}\n").format(**msg) + msg['emoij'] = self._get_sell_emoij(msg) - elif float(msg['profit_percent']) >= 0.0: - message = "\N{EIGHT SPOKED ASTERISK} *{exchange}:* Selling {pair}\n" - - elif msg['sell_reason'] == "stop_loss": - message = ("\N{WARNING SIGN} *{exchange}:* Selling {pair}\n").format(**msg) - - else: - message = ("\N{CROSS MARK} *{exchange}:* Selling {pair}\n").format(**msg) - - message += ("*Amount:* `{amount:.8f}`\n" - "*Open Rate:* `{open_rate:.8f}`\n" - "*Current Rate:* `{current_rate:.8f}`\n" - "*Close Rate:* `{limit:.8f}`\n" - "*Sell Reason:* `{sell_reason}`\n" - "*Duration:* `{duration} ({duration_min:.1f} min)`\n" - "*Profit:* `{profit_percent:.2f}%`").format(**msg) + message = ("{emoij} *{exchange}:* Selling {pair}\n" + "*Amount:* `{amount:.8f}`\n" + "*Open Rate:* `{open_rate:.8f}`\n" + "*Current Rate:* `{current_rate:.8f}`\n" + "*Close Rate:* `{limit:.8f}`\n" + "*Sell Reason:* `{sell_reason}`\n" + "*Duration:* `{duration} ({duration_min:.1f} min)`\n" + "*Profit:* `{profit_percent:.2f}%`").format(**msg) # Check if all sell properties are available. # This might not be the case if the message origin is triggered by /forcesell @@ -201,6 +192,20 @@ class Telegram(RPC): self._send_msg(message) + def _get_sell_emoij(self, msg): + """ + Get emoji for sell-side + """ + + if float(msg['profit_percent']) >= 5.0: + return "\N{ROCKET}" + elif float(msg['profit_percent']) >= 0.0: + return "\N{EIGHT SPOKED ASTERISK}" + elif msg['sell_reason'] == "stop_loss": + return"\N{WARNING SIGN}" + else: + return "\N{CROSS MARK}" + @authorized_only def _status(self, update: Update, context: CallbackContext) -> None: """ diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 15fe0eaf9..7fea19fa9 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -1485,6 +1485,29 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None: '*Profit:* `-57.41%`' +@pytest.mark.parametrize('msg,expected', [ + ({'profit_percent': 20.1, 'sell_reason': 'roi'}, "\N{ROCKET}"), + ({'profit_percent': 5.1, 'sell_reason': 'roi'}, "\N{ROCKET}"), + ({'profit_percent': 2.56, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), + ({'profit_percent': 1.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), + ({'profit_percent': 0.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), + ({'profit_percent': -5.0, 'sell_reason': 'stop_loss'}, "\N{WARNING SIGN}"), + ({'profit_percent': -2.0, 'sell_reason': 'sell_signal'}, "\N{CROSS MARK}"), +]) +def test__sell_emoji(default_conf, mocker, msg, expected): + del default_conf['fiat_display_currency'] + msg_mock = MagicMock() + mocker.patch.multiple( + 'freqtrade.rpc.telegram.Telegram', + _init=MagicMock(), + _send_msg=msg_mock + ) + freqtradebot = get_patched_freqtradebot(mocker, default_conf) + telegram = Telegram(freqtradebot) + + assert telegram._get_sell_emoij(msg) == expected + + def test__send_msg(default_conf, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) bot = MagicMock() From 172ca761f2c472bc405e2933f0c4b0b81612e668 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Sat, 6 Jun 2020 15:38:42 +0200 Subject: [PATCH 187/570] Fixed typo 'emoij' --- freqtrade/rpc/telegram.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 0dc57e5b9..09be7793e 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -154,9 +154,9 @@ class Telegram(RPC): microsecond=0) - msg['open_date'].replace(microsecond=0) msg['duration_min'] = msg['duration'].total_seconds() / 60 - msg['emoij'] = self._get_sell_emoij(msg) + msg['emoji'] = self._get_sell_emoji(msg) - message = ("{emoij} *{exchange}:* Selling {pair}\n" + message = ("{emoji} *{exchange}:* Selling {pair}\n" "*Amount:* `{amount:.8f}`\n" "*Open Rate:* `{open_rate:.8f}`\n" "*Current Rate:* `{current_rate:.8f}`\n" @@ -192,7 +192,7 @@ class Telegram(RPC): self._send_msg(message) - def _get_sell_emoij(self, msg): + def _get_sell_emoji(self, msg): """ Get emoji for sell-side """ From d20762aa01c9f3e2ab61dca97d260737e93c6c4c Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Sat, 6 Jun 2020 15:46:19 +0200 Subject: [PATCH 188/570] Fixed typo 'emoij' in test file too --- tests/rpc/test_rpc_telegram.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 7fea19fa9..423f27441 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -1505,7 +1505,7 @@ def test__sell_emoji(default_conf, mocker, msg, expected): freqtradebot = get_patched_freqtradebot(mocker, default_conf) telegram = Telegram(freqtradebot) - assert telegram._get_sell_emoij(msg) == expected + assert telegram._get_sell_emoji(msg) == expected def test__send_msg(default_conf, mocker) -> None: From 3bd38171f80c7b420d259f573861a7fed8a6d031 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 6 Jun 2020 17:19:44 +0200 Subject: [PATCH 189/570] DOn't use json.dumps - it's not necessary --- freqtrade/rpc/telegram.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 09a99ad85..2ea697ed4 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -636,7 +636,7 @@ class Telegram(RPC): else: sl_info = f"*Stoploss:* `{val['stoploss']}`\n" - import json + self._send_msg( f"*Mode:* `{'Dry-run' if val['dry_run'] else 'Live'}`\n" f"*Exchange:* `{val['exchange']}`\n" @@ -644,7 +644,7 @@ class Telegram(RPC): f"*Max open Trades:* `{val['max_open_trades']}`\n" f"*Minimum ROI:* `{val['minimal_roi']}`\n" f"*Ask strategy:* ```\n{val['ask_strategy']}```\n" - f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n" + f"*Bid strategy:* ```\n{val['bid_strategy']}```\n" f"{sl_info}" f"*Ticker Interval:* `{val['ticker_interval']}`\n" f"*Strategy:* `{val['strategy']}`\n" From 8d8cf5a2fde3ea20f66991b1eb978e84d514e9d4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 6 Jun 2020 17:28:00 +0200 Subject: [PATCH 190/570] Improve code formatting of telegram --- freqtrade/rpc/telegram.py | 72 +++++++++++++++++----------------- tests/rpc/test_rpc_telegram.py | 41 +++++++++---------- 2 files changed, 55 insertions(+), 58 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 965318f64..894955eb5 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -144,8 +144,8 @@ class Telegram(RPC): message += ")`" elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION: - message = "\N{WARNING SIGN} *{exchange}:* " \ - "Cancelling Open Buy Order for {pair}".format(**msg) + message = ("\N{WARNING SIGN} *{exchange}:* " + "Cancelling Open Buy Order for {pair}".format(**msg)) elif msg['type'] == RPCMessageType.SELL_NOTIFICATION: msg['amount'] = round(msg['amount'], 8) @@ -388,11 +388,11 @@ class Telegram(RPC): ) for currency in result['currencies']: if currency['est_stake'] > 0.0001: - curr_output = "*{currency}:*\n" \ - "\t`Available: {free: .8f}`\n" \ - "\t`Balance: {balance: .8f}`\n" \ - "\t`Pending: {used: .8f}`\n" \ - "\t`Est. {stake}: {est_stake: .8f}`\n".format(**currency) + curr_output = ("*{currency}:*\n" + "\t`Available: {free: .8f}`\n" + "\t`Balance: {balance: .8f}`\n" + "\t`Pending: {used: .8f}`\n" + "\t`Est. {stake}: {est_stake: .8f}`\n").format(**currency) else: curr_output = "*{currency}:* not showing <1$ amount \n".format(**currency) @@ -403,9 +403,9 @@ class Telegram(RPC): else: output += curr_output - output += "\n*Estimated Value*:\n" \ - "\t`{stake}: {total: .8f}`\n" \ - "\t`{symbol}: {value: .2f}`\n".format(**result) + output += ("\n*Estimated Value*:\n" + "\t`{stake}: {total: .8f}`\n" + "\t`{symbol}: {value: .2f}`\n").format(**result) self._send_msg(output) except RPCException as e: self._send_msg(str(e)) @@ -598,32 +598,32 @@ class Telegram(RPC): :param update: message update :return: None """ - forcebuy_text = "*/forcebuy []:* `Instantly buys the given pair. " \ - "Optionally takes a rate at which to buy.` \n" - message = "*/start:* `Starts the trader`\n" \ - "*/stop:* `Stops the trader`\n" \ - "*/status [table]:* `Lists all open trades`\n" \ - " *table :* `will display trades in a table`\n" \ - " `pending buy orders are marked with an asterisk (*)`\n" \ - " `pending sell orders are marked with a double asterisk (**)`\n" \ - "*/profit:* `Lists cumulative profit from all finished trades`\n" \ - "*/forcesell |all:* `Instantly sells the given trade or all trades, " \ - "regardless of profit`\n" \ - f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}" \ - "*/performance:* `Show performance of each finished trade grouped by pair`\n" \ - "*/daily :* `Shows profit or loss per day, over the last n days`\n" \ - "*/count:* `Show number of trades running compared to allowed number of trades`" \ - "\n" \ - "*/balance:* `Show account balance per currency`\n" \ - "*/stopbuy:* `Stops buying, but handles open trades gracefully` \n" \ - "*/reload_conf:* `Reload configuration file` \n" \ - "*/show_config:* `Show running configuration` \n" \ - "*/whitelist:* `Show current whitelist` \n" \ - "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " \ - "to the blacklist.` \n" \ - "*/edge:* `Shows validated pairs by Edge if it is enabled` \n" \ - "*/help:* `This help message`\n" \ - "*/version:* `Show version`" + forcebuy_text = ("*/forcebuy []:* `Instantly buys the given pair. " + "Optionally takes a rate at which to buy.` \n") + message = ("*/start:* `Starts the trader`\n" + "*/stop:* `Stops the trader`\n" + "*/status [table]:* `Lists all open trades`\n" + " *table :* `will display trades in a table`\n" + " `pending buy orders are marked with an asterisk (*)`\n" + " `pending sell orders are marked with a double asterisk (**)`\n" + "*/profit:* `Lists cumulative profit from all finished trades`\n" + "*/forcesell |all:* `Instantly sells the given trade or all trades, " + "regardless of profit`\n" + f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}" + "*/performance:* `Show performance of each finished trade grouped by pair`\n" + "*/daily :* `Shows profit or loss per day, over the last n days`\n" + "*/count:* `Show number of trades running compared to allowed number of trades`" + "\n" + "*/balance:* `Show account balance per currency`\n" + "*/stopbuy:* `Stops buying, but handles open trades gracefully` \n" + "*/reload_conf:* `Reload configuration file` \n" + "*/show_config:* `Show running configuration` \n" + "*/whitelist:* `Show current whitelist` \n" + "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " + "to the blacklist.` \n" + "*/edge:* `Shows validated pairs by Edge if it is enabled` \n" + "*/help:* `This help message`\n" + "*/version:* `Show version`") self._send_msg(message) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 21b9df81c..b18106ee5 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -71,10 +71,10 @@ def test_init(default_conf, mocker, caplog) -> None: assert start_polling.dispatcher.add_handler.call_count > 0 assert start_polling.start_polling.call_count == 1 - message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \ - "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " \ - "['performance'], ['daily'], ['count'], ['reload_conf'], ['show_config'], " \ - "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]" + message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], " + "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " + "['performance'], ['daily'], ['count'], ['reload_conf'], ['show_config'], " + "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]") assert log_has(message_str, caplog) @@ -1016,9 +1016,8 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None: msg_mock.reset_mock() telegram._count(update=update, context=MagicMock()) - msg = '
  current    max    total stake\n---------  -----  -------------\n' \
-          '        1      {}          {}
'\ - .format( + msg = ('
  current    max    total stake\n---------  -----  -------------\n'
+           '        1      {}          {}
').format( default_conf['max_open_trades'], default_conf['stake_amount'] ) @@ -1441,12 +1440,11 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None: 'amount': 1333.3333333333335, 'open_date': arrow.utcnow().shift(hours=-1) }) - assert msg_mock.call_args[0][0] \ - == '\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n' \ - '*Amount:* `1333.33333333`\n' \ - '*Open Rate:* `0.00001099`\n' \ - '*Current Rate:* `0.00001099`\n' \ - '*Total:* `(0.001000 BTC)`' + assert msg_mock.call_args[0][0] == ('\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC\n' + '*Amount:* `1333.33333333`\n' + '*Open Rate:* `0.00001099`\n' + '*Current Rate:* `0.00001099`\n' + '*Total:* `(0.001000 BTC)`') def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None: @@ -1477,15 +1475,14 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None: 'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3), 'close_date': arrow.utcnow(), }) - assert msg_mock.call_args[0][0] \ - == '\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n' \ - '*Amount:* `1333.33333333`\n' \ - '*Open Rate:* `0.00007500`\n' \ - '*Current Rate:* `0.00003201`\n' \ - '*Close Rate:* `0.00003201`\n' \ - '*Sell Reason:* `stop_loss`\n' \ - '*Duration:* `2:35:03 (155.1 min)`\n' \ - '*Profit:* `-57.41%`' + assert msg_mock.call_args[0][0] == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH\n' + '*Amount:* `1333.33333333`\n' + '*Open Rate:* `0.00007500`\n' + '*Current Rate:* `0.00003201`\n' + '*Close Rate:* `0.00003201`\n' + '*Sell Reason:* `stop_loss`\n' + '*Duration:* `2:35:03 (155.1 min)`\n' + '*Profit:* `-57.41%`') @pytest.mark.parametrize('msg,expected', [ From db4576c50b97e89c524b2de69998e1431d963204 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 7 Jun 2020 10:09:39 +0200 Subject: [PATCH 191/570] Use json for *strategy dump --- freqtrade/rpc/telegram.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 894955eb5..eb53fc68f 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -3,6 +3,7 @@ """ This module manage Telegram communication """ +import json import logging from typing import Any, Callable, Dict @@ -665,8 +666,8 @@ class Telegram(RPC): f"*Stake per trade:* `{val['stake_amount']} {val['stake_currency']}`\n" f"*Max open Trades:* `{val['max_open_trades']}`\n" f"*Minimum ROI:* `{val['minimal_roi']}`\n" - f"*Ask strategy:* ```\n{val['ask_strategy']}```\n" - f"*Bid strategy:* ```\n{val['bid_strategy']}```\n" + f"*Ask strategy:* ```\n{json.dumps(val['ask_strategy'])}```\n" + f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n" f"{sl_info}" f"*Ticker Interval:* `{val['ticker_interval']}`\n" f"*Strategy:* `{val['strategy']}`\n" From a6f67247520a9fb52271852cefc80dd05716977d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 7 Jun 2020 11:29:14 +0200 Subject: [PATCH 192/570] Reorder functions in optimize_report --- freqtrade/optimize/optimize_reports.py | 136 +++++++++++++------------ 1 file changed, 70 insertions(+), 66 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index c148f0f44..d70a80bb3 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -113,25 +113,6 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_t return tabular_data -def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str: - """ - Generates and returns a text table for the given backtest data and the results dataframe - :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row - :param stake_currency: stake-currency - used to correctly name headers - :return: pretty printed table with tabulate as string - """ - - headers = _get_line_header('Pair', stake_currency) - floatfmt = _get_line_floatfmt() - output = [[ - t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], - t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses'] - ] for t in pair_results] - # Ignore type as floatfmt does allow tuples but mypy does not know that - return tabulate(output, headers=headers, - floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore - - def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]: """ Generate small table outlining Backtest results @@ -166,33 +147,6 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List return tabular_data -def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], - stake_currency: str) -> str: - """ - Generate small table outlining Backtest results - :param sell_reason_stats: Sell reason metrics - :param stake_currency: Stakecurrency used - :return: pretty printed table with tabulate as string - """ - headers = [ - 'Sell Reason', - 'Sells', - 'Wins', - 'Draws', - 'Losses', - 'Avg Profit %', - 'Cum Profit %', - f'Tot Profit {stake_currency}', - 'Tot Profit %', - ] - - output = [[ - t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'], - t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'], - ] for t in sell_reason_stats] - return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right") - - def generate_strategy_metrics(stake_currency: str, max_open_trades: int, all_results: Dict) -> List[Dict]: """ @@ -209,26 +163,6 @@ def generate_strategy_metrics(stake_currency: str, max_open_trades: int, return tabular_data -def generate_text_table_strategy(strategy_results, stake_currency: str) -> str: - """ - Generate summary table per strategy - :param stake_currency: stake-currency - used to correctly name headers - :param max_open_trades: Maximum allowed open trades used for backtest - :param all_results: Dict of containing results for all strategies - :return: pretty printed table with tabulate as string - """ - floatfmt = _get_line_floatfmt() - headers = _get_line_header('Strategy', stake_currency) - - output = [[ - t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], - t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses'] - ] for t in strategy_results] - # Ignore type as floatfmt does allow tuples but mypy does not know that - return tabulate(output, headers=headers, - floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore - - def generate_edge_table(results: dict) -> str: floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', 'd', 'd') @@ -288,6 +222,76 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], return result +### +# Start output section +### + +def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str: + """ + Generates and returns a text table for the given backtest data and the results dataframe + :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row + :param stake_currency: stake-currency - used to correctly name headers + :return: pretty printed table with tabulate as string + """ + + headers = _get_line_header('Pair', stake_currency) + floatfmt = _get_line_floatfmt() + output = [[ + t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], + t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses'] + ] for t in pair_results] + # Ignore type as floatfmt does allow tuples but mypy does not know that + return tabulate(output, headers=headers, + floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") + + +def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], + stake_currency: str) -> str: + """ + Generate small table outlining Backtest results + :param sell_reason_stats: Sell reason metrics + :param stake_currency: Stakecurrency used + :return: pretty printed table with tabulate as string + """ + headers = [ + 'Sell Reason', + 'Sells', + 'Wins', + 'Draws', + 'Losses', + 'Avg Profit %', + 'Cum Profit %', + f'Tot Profit {stake_currency}', + 'Tot Profit %', + ] + + output = [[ + t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'], + t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'], + ] for t in sell_reason_stats] + return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right") + + +def generate_text_table_strategy(strategy_results, stake_currency: str) -> str: + """ + Generate summary table per strategy + :param stake_currency: stake-currency - used to correctly name headers + :param max_open_trades: Maximum allowed open trades used for backtest + :param all_results: Dict of containing results for all strategies + :return: pretty printed table with tabulate as string + """ + floatfmt = _get_line_floatfmt() + headers = _get_line_header('Strategy', stake_currency) + + output = [[ + t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], + t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses'] + ] for t in strategy_results] + # Ignore type as floatfmt does allow tuples but mypy does not know that + return tabulate(output, headers=headers, + floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") + + def show_backtest_results(config: Dict, backtest_stats: Dict): stake_currency = config['stake_currency'] From 499c6772d170f30fb16a5410fd32f3c63c3dcfbd Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 7 Jun 2020 11:31:33 +0200 Subject: [PATCH 193/570] Rename tabulate methods they don't "generate" anything --- freqtrade/optimize/optimize_reports.py | 12 +++++------- tests/optimize/test_backtesting.py | 2 +- tests/optimize/test_optimize_reports.py | 14 +++++++------- 3 files changed, 13 insertions(+), 15 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index d70a80bb3..789ad7d46 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -245,8 +245,7 @@ def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") -def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], - stake_currency: str) -> str: +def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str: """ Generate small table outlining Backtest results :param sell_reason_stats: Sell reason metrics @@ -272,7 +271,7 @@ def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right") -def generate_text_table_strategy(strategy_results, stake_currency: str) -> str: +def text_table_strategy(strategy_results, stake_currency: str) -> str: """ Generate summary table per strategy :param stake_currency: stake-currency - used to correctly name headers @@ -304,9 +303,8 @@ def show_backtest_results(config: Dict, backtest_stats: Dict): print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '=')) print(table) - table = generate_text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'], - stake_currency=stake_currency, - ) + table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'], + stake_currency=stake_currency) if isinstance(table, str): print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '=')) print(table) @@ -322,7 +320,7 @@ def show_backtest_results(config: Dict, backtest_stats: Dict): if len(backtest_stats['strategy']) > 1: # Print Strategy summary table - table = generate_text_table_strategy(backtest_stats['strategy_comparison'], stake_currency) + table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency) print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '=')) print(table) print('=' * len(table.splitlines()[0])) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 40c106975..04c8a4b0e 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -666,7 +666,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): mocker.patch.multiple('freqtrade.optimize.optimize_reports', generate_text_table=gen_table_mock, - generate_text_table_strategy=gen_strattable_mock, + text_table_strategy=gen_strattable_mock, generate_pair_metrics=MagicMock(), generate_sell_reason_stats=sell_reason_mock, generate_strategy_metrics=gen_strat_summary, diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 8bef6e2cc..b4105af7d 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -7,8 +7,8 @@ from arrow import Arrow from freqtrade.edge import PairInfo from freqtrade.optimize.optimize_reports import ( generate_pair_metrics, generate_edge_table, generate_sell_reason_stats, - generate_text_table, generate_text_table_sell_reason, generate_strategy_metrics, - generate_text_table_strategy, store_backtest_result) + generate_text_table, text_table_sell_reason, generate_strategy_metrics, + text_table_strategy, store_backtest_result) from freqtrade.strategy.interface import SellType from tests.conftest import patch_exchange @@ -69,7 +69,7 @@ def test_generate_pair_metrics(default_conf, mocker): pytest.approx(pair_results[-1]['profit_sum_pct']) == pair_results[-1]['profit_sum'] * 100) -def test_generate_text_table_sell_reason(default_conf): +def test_text_table_sell_reason(default_conf): results = pd.DataFrame( { @@ -97,8 +97,8 @@ def test_generate_text_table_sell_reason(default_conf): sell_reason_stats = generate_sell_reason_stats(max_open_trades=2, results=results) - assert generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats, - stake_currency='BTC') == result_str + assert text_table_sell_reason(sell_reason_stats=sell_reason_stats, + stake_currency='BTC') == result_str def test_generate_sell_reason_stats(default_conf): @@ -136,7 +136,7 @@ def test_generate_sell_reason_stats(default_conf): assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2) -def test_generate_text_table_strategy(default_conf, mocker): +def test_text_table_strategy(default_conf, mocker): results = {} results['TestStrategy1'] = pd.DataFrame( { @@ -178,7 +178,7 @@ def test_generate_text_table_strategy(default_conf, mocker): max_open_trades=2, all_results=results) - assert generate_text_table_strategy(strategy_results, 'BTC') == result_str + assert text_table_strategy(strategy_results, 'BTC') == result_str def test_generate_edge_table(edge_conf, mocker): From 070913f32729c053eb150db1d473c2c5c027e37d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 7 Jun 2020 11:35:02 +0200 Subject: [PATCH 194/570] Rename text_table generation --- freqtrade/optimize/optimize_reports.py | 6 +++--- tests/optimize/test_backtesting.py | 18 +++++++++--------- tests/optimize/test_optimize_reports.py | 7 +++---- 3 files changed, 15 insertions(+), 16 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 789ad7d46..739640bc5 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -226,7 +226,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], # Start output section ### -def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str: +def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: str) -> str: """ Generates and returns a text table for the given backtest data and the results dataframe :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row @@ -298,7 +298,7 @@ def show_backtest_results(config: Dict, backtest_stats: Dict): # Print results print(f"Result for strategy {strategy}") - table = generate_text_table(results['results_per_pair'], stake_currency=stake_currency) + table = text_table_bt_results(results['results_per_pair'], stake_currency=stake_currency) if isinstance(table, str): print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '=')) print(table) @@ -309,7 +309,7 @@ def show_backtest_results(config: Dict, backtest_stats: Dict): print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '=')) print(table) - table = generate_text_table(results['left_open_trades'], stake_currency=stake_currency) + table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency) if isinstance(table, str): print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '=')) print(table) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 04c8a4b0e..1c9810ec9 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -659,17 +659,17 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', PropertyMock(return_value=['UNITTEST/BTC'])) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock) - gen_table_mock = MagicMock() + text_table_mock = MagicMock() sell_reason_mock = MagicMock() - gen_strattable_mock = MagicMock() - gen_strat_summary = MagicMock() + strattable_mock = MagicMock() + strat_summary = MagicMock() mocker.patch.multiple('freqtrade.optimize.optimize_reports', - generate_text_table=gen_table_mock, - text_table_strategy=gen_strattable_mock, + text_table_bt_results=text_table_mock, + text_table_strategy=strattable_mock, generate_pair_metrics=MagicMock(), generate_sell_reason_stats=sell_reason_mock, - generate_strategy_metrics=gen_strat_summary, + generate_strategy_metrics=strat_summary, ) patched_configuration_load_config_file(mocker, default_conf) @@ -690,10 +690,10 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): start_backtesting(args) # 2 backtests, 4 tables assert backtestmock.call_count == 2 - assert gen_table_mock.call_count == 4 - assert gen_strattable_mock.call_count == 1 + assert text_table_mock.call_count == 4 + assert strattable_mock.call_count == 1 assert sell_reason_mock.call_count == 2 - assert gen_strat_summary.call_count == 1 + assert strat_summary.call_count == 1 # check the logs, that will contain the backtest result exists = [ diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index b4105af7d..175405e4c 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -7,13 +7,13 @@ from arrow import Arrow from freqtrade.edge import PairInfo from freqtrade.optimize.optimize_reports import ( generate_pair_metrics, generate_edge_table, generate_sell_reason_stats, - generate_text_table, text_table_sell_reason, generate_strategy_metrics, + text_table_bt_results, text_table_sell_reason, generate_strategy_metrics, text_table_strategy, store_backtest_result) from freqtrade.strategy.interface import SellType from tests.conftest import patch_exchange -def test_generate_text_table(default_conf, mocker): +def test_text_table_bt_results(default_conf, mocker): results = pd.DataFrame( { @@ -40,8 +40,7 @@ def test_generate_text_table(default_conf, mocker): pair_results = generate_pair_metrics(data={'ETH/BTC': {}}, stake_currency='BTC', max_open_trades=2, results=results) - assert generate_text_table(pair_results, - stake_currency='BTC') == result_str + assert text_table_bt_results(pair_results, stake_currency='BTC') == result_str def test_generate_pair_metrics(default_conf, mocker): From 04779411f5066c221ce7fd91a237f0caba9fbd81 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 7 Jun 2020 14:32:01 +0200 Subject: [PATCH 195/570] Add docstring to backtest_stats --- freqtrade/optimize/optimize_reports.py | 9 ++++++++- 1 file changed, 8 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 739640bc5..9bcbb4dd7 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -190,7 +190,14 @@ def generate_edge_table(results: dict) -> str: def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], - all_results: Dict[str, DataFrame]): + all_results: Dict[str, DataFrame]) -> Dict[str, Any]: + """ + :param config: Configuration object used for backtest + :param btdata: Backtest data + :param all_results: backtest result - dictionary with { Strategy: results}. + :return: + Dictionary containing results per strategy and a stratgy summary. + """ stake_currency = config['stake_currency'] max_open_trades = config['max_open_trades'] result: Dict[str, Any] = {'strategy': {}} From 3f9ab0846d6b5197094fddb50f15c5fdfe409688 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 7 Jun 2020 15:17:35 +0200 Subject: [PATCH 196/570] Rename profitperc to profit_percent --- freqtrade/data/btanalysis.py | 15 ++++++++------- freqtrade/plot/plotting.py | 14 +++++++------- tests/data/test_btanalysis.py | 2 +- tests/test_plotting.py | 4 ++-- 4 files changed, 18 insertions(+), 17 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index f98135c27..6c498a470 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -16,7 +16,7 @@ from freqtrade.persistence import Trade logger = logging.getLogger(__name__) # must align with columns in backtest.py -BT_DATA_COLUMNS = ["pair", "profitperc", "open_time", "close_time", "index", "duration", +BT_DATA_COLUMNS = ["pair", "profit_percent", "open_time", "close_time", "index", "duration", "open_rate", "close_rate", "open_at_end", "sell_reason"] @@ -99,7 +99,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS) persistence.init(db_url, clean_open_orders=False) - columns = ["pair", "open_time", "close_time", "profit", "profitperc", + columns = ["pair", "open_time", "close_time", "profit", "profit_percent", "open_rate", "close_rate", "amount", "duration", "sell_reason", "fee_open", "fee_close", "open_rate_requested", "close_rate_requested", "stake_amount", "max_rate", "min_rate", "id", "exchange", @@ -190,7 +190,7 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str, """ Adds a column `col_name` with the cumulative profit for the given trades array. :param df: DataFrame with date index - :param trades: DataFrame containing trades (requires columns close_time and profitperc) + :param trades: DataFrame containing trades (requires columns close_time and profit_percent) :param col_name: Column name that will be assigned the results :param timeframe: Timeframe used during the operations :return: Returns df with one additional column, col_name, containing the cumulative profit. @@ -201,7 +201,8 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str, from freqtrade.exchange import timeframe_to_minutes timeframe_minutes = timeframe_to_minutes(timeframe) # Resample to timeframe to make sure trades match candles - _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time')[['profitperc']].sum() + _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time' + )[['profit_percent']].sum() df.loc[:, col_name] = _trades_sum.cumsum() # Set first value to 0 df.loc[df.iloc[0].name, col_name] = 0 @@ -211,13 +212,13 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str, def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time', - value_col: str = 'profitperc' + value_col: str = 'profit_percent' ) -> Tuple[float, pd.Timestamp, pd.Timestamp]: """ Calculate max drawdown and the corresponding close dates - :param trades: DataFrame containing trades (requires columns close_time and profitperc) + :param trades: DataFrame containing trades (requires columns close_time and profit_percent) :param date_col: Column in DataFrame to use for dates (defaults to 'close_time') - :param value_col: Column in DataFrame to use for values (defaults to 'profitperc') + :param value_col: Column in DataFrame to use for values (defaults to 'profit_percent') :return: Tuple (float, highdate, lowdate) with absolute max drawdown, high and low time :raise: ValueError if trade-dataframe was found empty. """ diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index f1d114e2b..d519c5f4e 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -162,7 +162,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots: # Trades can be empty if trades is not None and len(trades) > 0: # Create description for sell summarizing the trade - trades['desc'] = trades.apply(lambda row: f"{round(row['profitperc'] * 100, 1)}%, " + trades['desc'] = trades.apply(lambda row: f"{round(row['profit_percent'] * 100, 1)}%, " f"{row['sell_reason']}, {row['duration']} min", axis=1) trade_buys = go.Scatter( @@ -181,9 +181,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots: ) trade_sells = go.Scatter( - x=trades.loc[trades['profitperc'] > 0, "close_time"], - y=trades.loc[trades['profitperc'] > 0, "close_rate"], - text=trades.loc[trades['profitperc'] > 0, "desc"], + x=trades.loc[trades['profit_percent'] > 0, "close_time"], + y=trades.loc[trades['profit_percent'] > 0, "close_rate"], + text=trades.loc[trades['profit_percent'] > 0, "desc"], mode='markers', name='Sell - Profit', marker=dict( @@ -194,9 +194,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots: ) ) trade_sells_loss = go.Scatter( - x=trades.loc[trades['profitperc'] <= 0, "close_time"], - y=trades.loc[trades['profitperc'] <= 0, "close_rate"], - text=trades.loc[trades['profitperc'] <= 0, "desc"], + x=trades.loc[trades['profit_percent'] <= 0, "close_time"], + y=trades.loc[trades['profit_percent'] <= 0, "close_rate"], + text=trades.loc[trades['profit_percent'] <= 0, "desc"], mode='markers', name='Sell - Loss', marker=dict( diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 50cf9db3d..b65db7fd8 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -47,7 +47,7 @@ def test_load_trades_from_db(default_conf, fee, mocker): assert isinstance(trades, DataFrame) assert "pair" in trades.columns assert "open_time" in trades.columns - assert "profitperc" in trades.columns + assert "profit_percent" in trades.columns for col in BT_DATA_COLUMNS: if col not in ['index', 'open_at_end']: diff --git a/tests/test_plotting.py b/tests/test_plotting.py index 5bb113784..150329c52 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -124,7 +124,7 @@ def test_plot_trades(testdatadir, caplog): trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit') assert isinstance(trade_sell, go.Scatter) assert trade_sell.yaxis == 'y' - assert len(trades.loc[trades['profitperc'] > 0]) == len(trade_sell.x) + assert len(trades.loc[trades['profit_percent'] > 0]) == len(trade_sell.x) assert trade_sell.marker.color == 'green' assert trade_sell.marker.symbol == 'square-open' assert trade_sell.text[0] == '4.0%, roi, 15 min' @@ -132,7 +132,7 @@ def test_plot_trades(testdatadir, caplog): trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss') assert isinstance(trade_sell_loss, go.Scatter) assert trade_sell_loss.yaxis == 'y' - assert len(trades.loc[trades['profitperc'] <= 0]) == len(trade_sell_loss.x) + assert len(trades.loc[trades['profit_percent'] <= 0]) == len(trade_sell_loss.x) assert trade_sell_loss.marker.color == 'red' assert trade_sell_loss.marker.symbol == 'square-open' assert trade_sell_loss.text[5] == '-10.4%, stop_loss, 720 min' From 0f373e6bb9332500f00b735f4965201c8f34b031 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 7 Jun 2020 15:02:56 +0200 Subject: [PATCH 197/570] Update unrelated tests --- tests/test_persistence.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/tests/test_persistence.py b/tests/test_persistence.py index ae639511b..fe2912486 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -298,7 +298,7 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee): fee_close=fee.return_value, exchange='bittrex', ) - trade.open_order_id = 'profit_percent' + trade.open_order_id = 'something' trade.update(limit_buy_order) # Buy @ 0.00001099 # Custom closing rate and regular fee rate @@ -332,7 +332,7 @@ def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee): fee_close=fee.return_value, exchange='bittrex', ) - trade.open_order_id = 'profit_percent' + trade.open_order_id = 'something' trade.update(limit_buy_order) # Buy @ 0.00001099 # Get percent of profit with a custom rate (Higher than open rate) From 68395d27454ee307680d381f16652c02ca8d2964 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 7 Jun 2020 15:13:59 +0200 Subject: [PATCH 198/570] Use bracket notation to query results in hyperopt --- docs/advanced-hyperopt.md | 4 ++-- freqtrade/optimize/default_hyperopt_loss.py | 4 ++-- freqtrade/optimize/hyperopt_loss_onlyprofit.py | 2 +- 3 files changed, 5 insertions(+), 5 deletions(-) diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md index 25b4bd900..5fc674b03 100644 --- a/docs/advanced-hyperopt.md +++ b/docs/advanced-hyperopt.md @@ -63,8 +63,8 @@ class SuperDuperHyperOptLoss(IHyperOptLoss): * 0.25: Avoiding trade loss * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above """ - total_profit = results.profit_percent.sum() - trade_duration = results.trade_duration.mean() + total_profit = results['profit_percent'].sum() + trade_duration = results['trade_duration'].mean() trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8) profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT) diff --git a/freqtrade/optimize/default_hyperopt_loss.py b/freqtrade/optimize/default_hyperopt_loss.py index 4ab9fbe44..9e780d0ea 100644 --- a/freqtrade/optimize/default_hyperopt_loss.py +++ b/freqtrade/optimize/default_hyperopt_loss.py @@ -42,8 +42,8 @@ class DefaultHyperOptLoss(IHyperOptLoss): * 0.25: Avoiding trade loss * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above """ - total_profit = results.profit_percent.sum() - trade_duration = results.trade_duration.mean() + total_profit = results['profit_percent'].sum() + trade_duration = results['trade_duration'].mean() trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8) profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT) diff --git a/freqtrade/optimize/hyperopt_loss_onlyprofit.py b/freqtrade/optimize/hyperopt_loss_onlyprofit.py index a1c50e727..43176dbad 100644 --- a/freqtrade/optimize/hyperopt_loss_onlyprofit.py +++ b/freqtrade/optimize/hyperopt_loss_onlyprofit.py @@ -34,5 +34,5 @@ class OnlyProfitHyperOptLoss(IHyperOptLoss): """ Objective function, returns smaller number for better results. """ - total_profit = results.profit_percent.sum() + total_profit = results['profit_percent'].sum() return 1 - total_profit / EXPECTED_MAX_PROFIT From a75b94f1437ad33664de4beb7c55ef7f77b5cd69 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 7 Jun 2020 15:30:41 +0200 Subject: [PATCH 199/570] use bracket notation for dataframe access --- freqtrade/optimize/optimize_reports.py | 30 +++++++++++++------------- 1 file changed, 15 insertions(+), 15 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 9bcbb4dd7..d89860a73 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -65,25 +65,25 @@ def _generate_result_line(result: DataFrame, max_open_trades: int, first_column: """ return { 'key': first_column, - 'trades': len(result.index), - 'profit_mean': result.profit_percent.mean(), - 'profit_mean_pct': result.profit_percent.mean() * 100.0, - 'profit_sum': result.profit_percent.sum(), - 'profit_sum_pct': result.profit_percent.sum() * 100.0, - 'profit_total_abs': result.profit_abs.sum(), - 'profit_total_pct': result.profit_percent.sum() * 100.0 / max_open_trades, + 'trades': len(result), + 'profit_mean': result['profit_percent'].mean(), + 'profit_mean_pct': result['profit_percent'].mean() * 100.0, + 'profit_sum': result['profit_percent'].sum(), + 'profit_sum_pct': result['profit_percent'].sum() * 100.0, + 'profit_total_abs': result['profit_abs'].sum(), + 'profit_total_pct': result['profit_percent'].sum() * 100.0 / max_open_trades, 'duration_avg': str(timedelta( - minutes=round(result.trade_duration.mean())) + minutes=round(result['trade_duration'].mean())) ) if not result.empty else '0:00', # 'duration_max': str(timedelta( - # minutes=round(result.trade_duration.max())) + # minutes=round(result['trade_duration'].max())) # ) if not result.empty else '0:00', # 'duration_min': str(timedelta( - # minutes=round(result.trade_duration.min())) + # minutes=round(result['trade_duration'].min())) # ) if not result.empty else '0:00', - 'wins': len(result[result.profit_abs > 0]), - 'draws': len(result[result.profit_abs == 0]), - 'losses': len(result[result.profit_abs < 0]), + 'wins': len(result[result['profit_abs'] > 0]), + 'draws': len(result[result['profit_abs'] == 0]), + 'losses': len(result[result['profit_abs'] < 0]), } @@ -102,8 +102,8 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_t tabular_data = [] for pair in data: - result = results[results.pair == pair] - if skip_nan and result.profit_abs.isnull().all(): + result = results[results['pair'] == pair] + if skip_nan and result['profit_abs'].isnull().all(): continue tabular_data.append(_generate_result_line(result, max_open_trades, pair)) From 54226b45b1913383da8cc2922421ce01f83ffeac Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 7 Jun 2020 16:02:08 +0200 Subject: [PATCH 200/570] Add test verifying failure --- tests/optimize/test_backtesting.py | 27 +++++++++++++++++++++++++++ 1 file changed, 27 insertions(+) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 40c106975..b1e9dec56 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -401,6 +401,33 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> Backtesting(default_conf) + +def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, tickers) -> None: + mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) + mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch('freqtrade.data.history.get_timerange', get_timerange) + patch_exchange(mocker) + mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest') + mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist', + PropertyMock(return_value=['XRP/BTC'])) + mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.refresh_pairlist') + + default_conf['ticker_interval'] = "1m" + default_conf['datadir'] = testdatadir + default_conf['export'] = None + # Use stoploss from strategy + del default_conf['stoploss'] + default_conf['timerange'] = '20180101-20180102' + + default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}] + with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'): + Backtesting(default_conf) + + default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}, ] + Backtesting(default_conf) + + def test_backtest(default_conf, fee, mocker, testdatadir) -> None: default_conf['ask_strategy']['use_sell_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) From 72ae4b15002801a47ad4b3ae0576b414d37020f4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 7 Jun 2020 16:06:20 +0200 Subject: [PATCH 201/570] Load pairlist after strategy to use strategy-config fail in certain conditions when using strategy-list Fix #3363 --- freqtrade/optimize/backtesting.py | 33 +++++++++++++++++------------- tests/optimize/test_backtesting.py | 7 ++++++- 2 files changed, 25 insertions(+), 15 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index b47b38ea4..0c5bb1a0c 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -65,20 +65,6 @@ class Backtesting: self.strategylist: List[IStrategy] = [] self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config) - self.pairlists = PairListManager(self.exchange, self.config) - if 'VolumePairList' in self.pairlists.name_list: - raise OperationalException("VolumePairList not allowed for backtesting.") - - self.pairlists.refresh_pairlist() - - if len(self.pairlists.whitelist) == 0: - raise OperationalException("No pair in whitelist.") - - if config.get('fee'): - self.fee = config['fee'] - else: - self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0]) - if self.config.get('runmode') != RunMode.HYPEROPT: self.dataprovider = DataProvider(self.config, self.exchange) IStrategy.dp = self.dataprovider @@ -101,6 +87,25 @@ class Backtesting: self.timeframe = str(self.config.get('ticker_interval')) self.timeframe_min = timeframe_to_minutes(self.timeframe) + self.pairlists = PairListManager(self.exchange, self.config) + if 'VolumePairList' in self.pairlists.name_list: + raise OperationalException("VolumePairList not allowed for backtesting.") + + if len(self.strategylist) > 1 and 'PrecisionFilter' in self.pairlists.name_list: + raise OperationalException( + "PrecisionFilter not allowed for backtesting multiple strategies." + ) + + self.pairlists.refresh_pairlist() + + if len(self.pairlists.whitelist) == 0: + raise OperationalException("No pair in whitelist.") + + if config.get('fee'): + self.fee = config['fee'] + else: + self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0]) + # Get maximum required startup period self.required_startup = max([strat.startup_candle_count for strat in self.strategylist]) # Load one (first) strategy diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index b1e9dec56..fc03223d2 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -401,7 +401,6 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> Backtesting(default_conf) - def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, tickers) -> None: mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) @@ -427,6 +426,12 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}, ] Backtesting(default_conf) + # Multiple strategies + default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacy'] + with pytest.raises(OperationalException, + match='PrecisionFilter not allowed for backtesting multiple strategies.'): + Backtesting(default_conf) + def test_backtest(default_conf, fee, mocker, testdatadir) -> None: default_conf['ask_strategy']['use_sell_signal'] = False From bb07746bd5a6a6fcf2843bfe30d85ea5f5e9c16c Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 8 Jun 2020 09:08:19 +0000 Subject: [PATCH 202/570] Bump pytest-mock from 3.1.0 to 3.1.1 Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 3.1.0 to 3.1.1. - [Release notes](https://github.com/pytest-dev/pytest-mock/releases) - [Changelog](https://github.com/pytest-dev/pytest-mock/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest-mock/compare/v3.1.0...v3.1.1) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index e05231630..6393d2478 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -11,7 +11,7 @@ mypy==0.770 pytest==5.4.2 pytest-asyncio==0.12.0 pytest-cov==2.9.0 -pytest-mock==3.1.0 +pytest-mock==3.1.1 pytest-random-order==1.0.4 # Convert jupyter notebooks to markdown documents From 9f482d598ef3b66d3b170b09383f07abe0e9fa50 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 8 Jun 2020 09:09:38 +0000 Subject: [PATCH 203/570] Bump ccxt from 1.29.5 to 1.29.52 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.29.5 to 1.29.52. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.29.5...1.29.52) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 07bc5caa3..dab3a5da4 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.29.5 +ccxt==1.29.52 SQLAlchemy==1.3.17 python-telegram-bot==12.7 arrow==0.15.6 From 1c8243e9b31628c5b3f56f15f10937d61c878fb5 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 8 Jun 2020 09:10:07 +0000 Subject: [PATCH 204/570] Bump numpy from 1.18.4 to 1.18.5 Bumps [numpy](https://github.com/numpy/numpy) from 1.18.4 to 1.18.5. - [Release notes](https://github.com/numpy/numpy/releases) - [Changelog](https://github.com/numpy/numpy/blob/master/doc/HOWTO_RELEASE.rst.txt) - [Commits](https://github.com/numpy/numpy/compare/v1.18.4...v1.18.5) Signed-off-by: dependabot-preview[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index f5d09db4d..2c68b8f2c 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,5 +1,5 @@ # Load common requirements -r requirements-common.txt -numpy==1.18.4 +numpy==1.18.5 pandas==1.0.4 From 81ed1d6f358cc6243edcdf2e4144e94917add5ba Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 8 Jun 2020 09:10:29 +0000 Subject: [PATCH 205/570] Bump mkdocs-material from 5.2.2 to 5.2.3 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.2.2 to 5.2.3. - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.2.2...5.2.3) Signed-off-by: dependabot-preview[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 9997fa854..b8ea338de 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.2.2 +mkdocs-material==5.2.3 mdx_truly_sane_lists==1.2 From 4b5aee7d1ce36d8f3e9c5c567e0eeca271cbcb08 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 8 Jun 2020 09:21:08 +0000 Subject: [PATCH 206/570] Bump pytest from 5.4.2 to 5.4.3 Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.4.2 to 5.4.3. - [Release notes](https://github.com/pytest-dev/pytest/releases) - [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest/compare/5.4.2...5.4.3) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 6393d2478..0bb54679d 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -8,7 +8,7 @@ flake8==3.8.2 flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 mypy==0.770 -pytest==5.4.2 +pytest==5.4.3 pytest-asyncio==0.12.0 pytest-cov==2.9.0 pytest-mock==3.1.1 From 6029593c431bd11d9742c01d3468c8dfc24bf880 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 8 Jun 2020 09:49:08 +0000 Subject: [PATCH 207/570] Bump mypy from 0.770 to 0.780 Bumps [mypy](https://github.com/python/mypy) from 0.770 to 0.780. - [Release notes](https://github.com/python/mypy/releases) - [Commits](https://github.com/python/mypy/compare/v0.770...v0.780) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 0bb54679d..d62b768c1 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,7 +7,7 @@ coveralls==2.0.0 flake8==3.8.2 flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 -mypy==0.770 +mypy==0.780 pytest==5.4.3 pytest-asyncio==0.12.0 pytest-cov==2.9.0 From ab0003f56517a51e358e24245f53ea054032d151 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 9 Jun 2020 14:33:57 +0200 Subject: [PATCH 208/570] fix #3463 by explicitly failing if no stoploss is defined --- freqtrade/pairlist/PrecisionFilter.py | 6 +++++- tests/pairlist/test_pairlist.py | 11 +++++++++++ 2 files changed, 16 insertions(+), 1 deletion(-) diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py index 0331347be..45baf656c 100644 --- a/freqtrade/pairlist/PrecisionFilter.py +++ b/freqtrade/pairlist/PrecisionFilter.py @@ -5,7 +5,7 @@ import logging from typing import Any, Dict from freqtrade.pairlist.IPairList import IPairList - +from freqtrade.exceptions import OperationalException logger = logging.getLogger(__name__) @@ -17,6 +17,10 @@ class PrecisionFilter(IPairList): pairlist_pos: int) -> None: super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) + if 'stoploss' not in self._config: + raise OperationalException( + 'PrecisionFilter can only work with stoploss defined. Please add the ' + 'stoploss key to your configuration (overwrites eventual strategy settings).') self._stoploss = self._config['stoploss'] self._enabled = self._stoploss != 0 diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 421f06911..07f853342 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -362,6 +362,17 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t assert not log_has(logmsg, caplog) +def test_PrecisionFilter_error(mocker, whitelist_conf, tickers) -> None: + whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}] + del whitelist_conf['stoploss'] + + mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + + with pytest.raises(OperationalException, + match=r"PrecisionFilter can only work with stoploss defined\..*"): + PairListManager(MagicMock, whitelist_conf) + + def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}] From 05deb5ba05361df908e22c18ac02c222f9298a29 Mon Sep 17 00:00:00 2001 From: Mister Render Date: Tue, 9 Jun 2020 16:08:20 +0000 Subject: [PATCH 209/570] Fixed typo and missing { This should help with copy pasting the pairlists code block. Also fixed minor typo on line 594 (was: "I selects" and is now: "It selects") --- docs/configuration.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index da0f015e8..c31af1cc9 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -591,7 +591,7 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis #### Volume Pair List -`VolumePairList` employs sorting/filtering of pairs by their trading volume. I selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`). +`VolumePairList` employs sorting/filtering of pairs by their trading volume. It selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`). When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume. @@ -609,7 +609,7 @@ The `refresh_period` setting allows to define the period (in seconds), at which "number_assets": 20, "sort_key": "quoteVolume", "refresh_period": 1800, -], +}], ``` #### PrecisionFilter From bd942992ef80bff0c7768ffe7ee57c8965e40265 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 9 Jun 2020 20:47:52 +0200 Subject: [PATCH 210/570] Add documentation about pricing related to market orders --- docs/configuration.md | 29 +++++++++++++++++++++++++++++ 1 file changed, 29 insertions(+) diff --git a/docs/configuration.md b/docs/configuration.md index c31af1cc9..035a65abf 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -333,6 +333,9 @@ Configuration: !!! Note If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new order. +!!! Warning "Using market orders" + Please read the section [Market order pricing](#market-order-pricing) section when using market orders. + !!! Warning "Warning: stoploss_on_exchange failures" If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised. @@ -459,6 +462,9 @@ Prices are always retrieved right before an order is placed, either by querying !!! Note Orderbook data used by Freqtrade are the data retrieved from exchange by the ccxt's function `fetch_order_book()`, i.e. are usually data from the L2-aggregated orderbook, while the ticker data are the structures returned by the ccxt's `fetch_ticker()`/`fetch_tickers()` functions. Refer to the ccxt library [documentation](https://github.com/ccxt/ccxt/wiki/Manual#market-data) for more details. +!!! Warning "Using market orders" + Please read the section [Market order pricing](#market-order-pricing) section when using market orders. + ### Buy price #### Check depth of market @@ -553,6 +559,29 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price. +### Market order pricing + +When using market orders, prices should be configured to use the "correct" side of the orderbook to allow realistic pricing detection. +Assuming both buy and sell are using market orders, a configuration similar to the following might be used + +``` jsonc + "order_types": { + "buy": "market", + "sell": "market" + // ... + }, + "bid_strategy": { + "price_side": "ask", + //... + }, + "ask_strategy":{ + "price_side": "bid", + //... + }, +``` + +Obviously, if only one side is using limit orders, different pricing combinations can be used. + ## Pairlists and Pairlist Handlers Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings. From 6744f8f052d66e1f7a49eff81c6ff57e65fec0cf Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 10 Jun 2020 01:22:55 +0300 Subject: [PATCH 211/570] Remove _load_async_markets --- freqtrade/exchange/exchange.py | 17 +++-------------- tests/exchange/test_exchange.py | 28 ---------------------------- 2 files changed, 3 insertions(+), 42 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 038fc22bc..773f7a0a4 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -256,32 +256,21 @@ class Exchange: "Please check your config.json") raise OperationalException(f'Exchange {name} does not provide a sandbox api') - def _load_async_markets(self, reload: bool = False) -> None: - try: - if self._api_async: - asyncio.get_event_loop().run_until_complete( - self._api_async.load_markets(reload=reload)) - - except ccxt.BaseError as e: - logger.warning('Could not load async markets. Reason: %s', e) - return - def _load_markets(self) -> None: - """ Initialize markets both sync and async """ + """ Initialize markets """ try: self._api.load_markets() - self._load_async_markets() self._last_markets_refresh = arrow.utcnow().timestamp except ccxt.BaseError as e: logger.warning('Unable to initialize markets. Reason: %s', e) def _reload_markets(self) -> None: - """Reload markets both sync and async, if refresh interval has passed""" + """Reload markets if refresh interval has passed""" # Check whether markets have to be reloaded if (self._last_markets_refresh > 0) and ( self._last_markets_refresh + self.markets_refresh_interval > arrow.utcnow().timestamp): - return None + return logger.debug("Performing scheduled market reload..") try: self._api.load_markets(reload=True) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 32163f696..31efc65ff 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -130,7 +130,6 @@ def test_init_exception(default_conf, mocker): def test_exchange_resolver(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=MagicMock())) - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') @@ -318,19 +317,6 @@ def test_set_sandbox_exception(default_conf, mocker): exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname') -def test__load_async_markets(default_conf, mocker, caplog): - exchange = get_patched_exchange(mocker, default_conf) - exchange._api_async.load_markets = get_mock_coro(None) - exchange._load_async_markets() - assert exchange._api_async.load_markets.call_count == 1 - caplog.set_level(logging.DEBUG) - - exchange._api_async.load_markets = Mock(side_effect=ccxt.BaseError("deadbeef")) - exchange._load_async_markets() - - assert log_has('Could not load async markets. Reason: deadbeef', caplog) - - def test__load_markets(default_conf, mocker, caplog): caplog.set_level(logging.INFO) api_mock = MagicMock() @@ -338,7 +324,6 @@ def test__load_markets(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) assert log_has('Unable to initialize markets. Reason: SomeError', caplog) @@ -406,7 +391,6 @@ def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') Exchange(default_conf) @@ -420,7 +404,6 @@ def test_validate_stake_currency_error(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') with pytest.raises(OperationalException, match=r'XRP is not available as stake on .*' 'Available currencies are: BTC, ETH, USDT'): @@ -470,7 +453,6 @@ def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs d mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) @@ -483,7 +465,6 @@ def test_validate_pairs_not_available(default_conf, mocker): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') with pytest.raises(OperationalException, match=r'not available'): Exchange(default_conf) @@ -498,7 +479,6 @@ def test_validate_pairs_exception(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available on Binance'): Exchange(default_conf) @@ -517,7 +497,6 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog): }) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) @@ -535,7 +514,6 @@ def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog): }) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) @@ -551,7 +529,6 @@ def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, ca }) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) @@ -567,7 +544,6 @@ def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog): }) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') with pytest.raises(OperationalException, match=r"Stake-currency 'BTC' not compatible with.*"): @@ -742,7 +718,6 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') @@ -1934,7 +1909,6 @@ def test_stoploss_order_unsupported_exchange(default_conf, mocker): def test_merge_ft_has_dict(default_conf, mocker): mocker.patch.multiple('freqtrade.exchange.Exchange', _init_ccxt=MagicMock(return_value=MagicMock()), - _load_async_markets=MagicMock(), validate_pairs=MagicMock(), validate_timeframes=MagicMock(), validate_stakecurrency=MagicMock() @@ -1968,7 +1942,6 @@ def test_merge_ft_has_dict(default_conf, mocker): def test_get_valid_pair_combination(default_conf, mocker, markets): mocker.patch.multiple('freqtrade.exchange.Exchange', _init_ccxt=MagicMock(return_value=MagicMock()), - _load_async_markets=MagicMock(), validate_pairs=MagicMock(), validate_timeframes=MagicMock(), markets=PropertyMock(return_value=markets)) @@ -2041,7 +2014,6 @@ def test_get_markets(default_conf, mocker, markets, expected_keys): mocker.patch.multiple('freqtrade.exchange.Exchange', _init_ccxt=MagicMock(return_value=MagicMock()), - _load_async_markets=MagicMock(), validate_pairs=MagicMock(), validate_timeframes=MagicMock(), markets=PropertyMock(return_value=markets)) From 7d451638a84e9d709291a4038cb06f760bfa9c80 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 10 Jun 2020 01:39:23 +0300 Subject: [PATCH 212/570] Make _reload_markets() public --- freqtrade/exchange/exchange.py | 4 ++-- freqtrade/freqtradebot.py | 4 ++-- tests/exchange/test_exchange.py | 10 +++++----- 3 files changed, 9 insertions(+), 9 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 773f7a0a4..6802a6b9e 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -264,8 +264,8 @@ class Exchange: except ccxt.BaseError as e: logger.warning('Unable to initialize markets. Reason: %s', e) - def _reload_markets(self) -> None: - """Reload markets if refresh interval has passed""" + def reload_markets(self) -> None: + """Reload markets if refresh interval has passed """ # Check whether markets have to be reloaded if (self._last_markets_refresh > 0) and ( self._last_markets_refresh + self.markets_refresh_interval diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 5104e4f95..8a66957c3 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -139,8 +139,8 @@ class FreqtradeBot: :return: True if one or more trades has been created or closed, False otherwise """ - # Check whether markets have to be reloaded - self.exchange._reload_markets() + # Check whether markets have to be reloaded and reload them when it's needed + self.exchange.reload_markets() # Query trades from persistence layer trades = Trade.get_open_trades() diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 31efc65ff..9914188b8 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -337,7 +337,7 @@ def test__load_markets(default_conf, mocker, caplog): assert ex.markets == expected_return -def test__reload_markets(default_conf, mocker, caplog): +def test_reload_markets(default_conf, mocker, caplog): caplog.set_level(logging.DEBUG) initial_markets = {'ETH/BTC': {}} @@ -356,17 +356,17 @@ def test__reload_markets(default_conf, mocker, caplog): assert exchange.markets == initial_markets # less than 10 minutes have passed, no reload - exchange._reload_markets() + exchange.reload_markets() assert exchange.markets == initial_markets # more than 10 minutes have passed, reload is executed exchange._last_markets_refresh = arrow.utcnow().timestamp - 15 * 60 - exchange._reload_markets() + exchange.reload_markets() assert exchange.markets == updated_markets assert log_has('Performing scheduled market reload..', caplog) -def test__reload_markets_exception(default_conf, mocker, caplog): +def test_reload_markets_exception(default_conf, mocker, caplog): caplog.set_level(logging.DEBUG) api_mock = MagicMock() @@ -375,7 +375,7 @@ def test__reload_markets_exception(default_conf, mocker, caplog): exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance") # less than 10 minutes have passed, no reload - exchange._reload_markets() + exchange.reload_markets() assert exchange._last_markets_refresh == 0 assert log_has_re(r"Could not reload markets.*", caplog) From 0067a3ab7ceb929b2ded3a7916a064f759f45c69 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 10 Jun 2020 06:30:29 +0300 Subject: [PATCH 213/570] Change logging level --- freqtrade/exchange/exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 6802a6b9e..e974655cb 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -190,7 +190,7 @@ class Exchange: def markets(self) -> Dict: """exchange ccxt markets""" if not self._api.markets: - logger.warning("Markets were not loaded. Loading them now..") + logger.info("Markets were not loaded. Loading them now..") self._load_markets() return self._api.markets From a198b91b873ca428ccb19dc5244a47104c228a2b Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 10 Jun 2020 06:36:35 +0200 Subject: [PATCH 214/570] align Spaces in commented config section Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/configuration.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index 035a65abf..cb5b6c3ea 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -572,11 +572,11 @@ Assuming both buy and sell are using market orders, a configuration similar to t }, "bid_strategy": { "price_side": "ask", - //... + // ... }, "ask_strategy":{ "price_side": "bid", - //... + // ... }, ``` From ac92834693fe5e9a3c165c3529c7dbfc4f1a3798 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Tue, 9 Jun 2020 23:03:55 +0200 Subject: [PATCH 215/570] reload_conf & reload_config now both accepted, code is more consistent now --- docs/rest-api.md | 6 +++--- docs/stoploss.md | 2 +- docs/strategy-customization.md | 2 +- docs/telegram-usage.md | 8 ++++---- freqtrade/rpc/api_server.py | 10 +++++----- freqtrade/rpc/rpc.py | 8 ++++---- freqtrade/rpc/telegram.py | 12 +++++++----- freqtrade/state.py | 2 +- freqtrade/worker.py | 2 +- tests/rpc/test_rpc.py | 2 +- tests/rpc/test_rpc_apiserver.py | 6 +++--- tests/rpc/test_rpc_telegram.py | 13 +++++++------ tests/test_main.py | 4 ++-- 13 files changed, 40 insertions(+), 37 deletions(-) diff --git a/docs/rest-api.md b/docs/rest-api.md index ed5f355b4..33f62f884 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -110,7 +110,7 @@ python3 scripts/rest_client.py --config rest_config.json [optional par | `start` | | Starts the trader | `stop` | | Stops the trader | `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules. -| `reload_conf` | | Reloads the configuration file +| `reload_config` | | Reloads the configuration file | `show_config` | | Shows part of the current configuration with relevant settings to operation | `status` | | Lists all open trades | `count` | | Displays number of trades used and available @@ -174,7 +174,7 @@ profit Returns the profit summary :returns: json object -reload_conf +reload_config Reload configuration :returns: json object @@ -196,7 +196,7 @@ stop stopbuy Stop buying (but handle sells gracefully). - use reload_conf to reset + use reload_config to reset :returns: json object version diff --git a/docs/stoploss.md b/docs/stoploss.md index 0e43817ec..7ebe98ee6 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -101,7 +101,7 @@ Simplified example: ## Changing stoploss on open trades -A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_conf` command (alternatively, completely stopping and restarting the bot also works). +A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_config` command (alternatively, completely stopping and restarting the bot also works). The new stoploss value will be applied to open trades (and corresponding log-messages will be generated). diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 7197b0fba..92e4453d2 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -557,7 +557,7 @@ Locks can also be lifted manually, by calling `self.unlock_pair(pair)`. To verify if a pair is currently locked, use `self.is_pair_locked(pair)`. !!! Note - Locked pairs are not persisted, so a restart of the bot, or calling `/reload_conf` will reset locked pairs. + Locked pairs are not persisted, so a restart of the bot, or calling `/reload_config` will reset locked pairs. !!! Warning Locking pairs is not functioning during backtesting. diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index f683ae8da..f423a9376 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -52,7 +52,7 @@ official commands. You can ask at any moment for help with `/help`. | `/start` | | Starts the trader | `/stop` | | Stops the trader | `/stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules. -| `/reload_conf` | | Reloads the configuration file +| `/reload_config` | | Reloads the configuration file | `/show_config` | | Shows part of the current configuration with relevant settings to operation | `/status` | | Lists all open trades | `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**) @@ -85,14 +85,14 @@ Below, example of Telegram message you will receive for each command. ### /stopbuy -> **status:** `Setting max_open_trades to 0. Run /reload_conf to reset.` +> **status:** `Setting max_open_trades to 0. Run /reload_config to reset.` Prevents the bot from opening new trades by temporarily setting "max_open_trades" to 0. Open trades will be handled via their regular rules (ROI / Sell-signal, stoploss, ...). After this, give the bot time to close off open trades (can be checked via `/status table`). Once all positions are sold, run `/stop` to completely stop the bot. -`/reload_conf` resets "max_open_trades" to the value set in the configuration and resets this command. +`/reload_config` resets "max_open_trades" to the value set in the configuration and resets this command. !!! Warning The stop-buy signal is ONLY active while the bot is running, and is not persisted anyway, so restarting the bot will cause this to reset. @@ -209,7 +209,7 @@ Shows the current whitelist Shows the current blacklist. If Pair is set, then this pair will be added to the pairlist. Also supports multiple pairs, seperated by a space. -Use `/reload_conf` to reset the blacklist. +Use `/reload_config` to reset the blacklist. > Using blacklist `StaticPairList` with 2 pairs >`DODGE/BTC`, `HOT/BTC`. diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index 9d0899ccd..f424bea92 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -172,8 +172,8 @@ class ApiServer(RPC): self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST']) self.app.add_url_rule(f'{BASE_URI}/stopbuy', 'stopbuy', view_func=self._stopbuy, methods=['POST']) - self.app.add_url_rule(f'{BASE_URI}/reload_conf', 'reload_conf', - view_func=self._reload_conf, methods=['POST']) + self.app.add_url_rule(f'{BASE_URI}/reload_config', 'reload_config', + view_func=self._reload_config, methods=['POST']) # Info commands self.app.add_url_rule(f'{BASE_URI}/balance', 'balance', view_func=self._balance, methods=['GET']) @@ -304,12 +304,12 @@ class ApiServer(RPC): @require_login @rpc_catch_errors - def _reload_conf(self): + def _reload_config(self): """ - Handler for /reload_conf. + Handler for /reload_config. Triggers a config file reload """ - msg = self._rpc_reload_conf() + msg = self._rpc_reload_config() return self.rest_dump(msg) @require_login diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 00a170ee3..e4c96cf3b 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -418,9 +418,9 @@ class RPC: return {'status': 'already stopped'} - def _rpc_reload_conf(self) -> Dict[str, str]: - """ Handler for reload_conf. """ - self._freqtrade.state = State.RELOAD_CONF + def _rpc_reload_config(self) -> Dict[str, str]: + """ Handler for reload_config. """ + self._freqtrade.state = State.RELOAD_CONFIG return {'status': 'reloading config ...'} def _rpc_stopbuy(self) -> Dict[str, str]: @@ -431,7 +431,7 @@ class RPC: # Set 'max_open_trades' to 0 self._freqtrade.config['max_open_trades'] = 0 - return {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} + return {'status': 'No more buy will occur from now. Run /reload_config to reset.'} def _rpc_forcesell(self, trade_id: str) -> Dict[str, str]: """ diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index eb53fc68f..e86f35687 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -95,7 +95,9 @@ class Telegram(RPC): CommandHandler('performance', self._performance), CommandHandler('daily', self._daily), CommandHandler('count', self._count), - CommandHandler('reload_conf', self._reload_conf), + CommandHandler('reload_conf', self._reload_config), + CommandHandler('reload_config', self._reload_config), + CommandHandler('show_conf', self._reload_config), CommandHandler('show_config', self._show_config), CommandHandler('stopbuy', self._stopbuy), CommandHandler('whitelist', self._whitelist), @@ -436,15 +438,15 @@ class Telegram(RPC): self._send_msg('Status: `{status}`'.format(**msg)) @authorized_only - def _reload_conf(self, update: Update, context: CallbackContext) -> None: + def _reload_config(self, update: Update, context: CallbackContext) -> None: """ - Handler for /reload_conf. + Handler for /reload_config. Triggers a config file reload :param bot: telegram bot :param update: message update :return: None """ - msg = self._rpc_reload_conf() + msg = self._rpc_reload_config() self._send_msg('Status: `{status}`'.format(**msg)) @authorized_only @@ -617,7 +619,7 @@ class Telegram(RPC): "\n" "*/balance:* `Show account balance per currency`\n" "*/stopbuy:* `Stops buying, but handles open trades gracefully` \n" - "*/reload_conf:* `Reload configuration file` \n" + "*/reload_config:* `Reload configuration file` \n" "*/show_config:* `Show running configuration` \n" "*/whitelist:* `Show current whitelist` \n" "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " diff --git a/freqtrade/state.py b/freqtrade/state.py index 38784c6a4..8ddff71d9 100644 --- a/freqtrade/state.py +++ b/freqtrade/state.py @@ -12,7 +12,7 @@ class State(Enum): """ RUNNING = 1 STOPPED = 2 - RELOAD_CONF = 3 + RELOAD_CONFIG = 3 def __str__(self): return f"{self.name.lower()}" diff --git a/freqtrade/worker.py b/freqtrade/worker.py index 3f5ab734e..5bdb166c2 100755 --- a/freqtrade/worker.py +++ b/freqtrade/worker.py @@ -71,7 +71,7 @@ class Worker: state = None while True: state = self._worker(old_state=state) - if state == State.RELOAD_CONF: + if state == State.RELOAD_CONFIG: self._reconfigure() def _worker(self, old_state: Optional[State]) -> State: diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index ef1c1bc16..88c82c5ea 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -592,7 +592,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None: assert freqtradebot.config['max_open_trades'] != 0 result = rpc._rpc_stopbuy() - assert {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} == result + assert {'status': 'No more buy will occur from now. Run /reload_config to reset.'} == result assert freqtradebot.config['max_open_trades'] == 0 diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 9b247fefc..a6d38cc9f 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -251,10 +251,10 @@ def test_api_cleanup(default_conf, mocker, caplog): def test_api_reloadconf(botclient): ftbot, client = botclient - rc = client_post(client, f"{BASE_URI}/reload_conf") + rc = client_post(client, f"{BASE_URI}/reload_config") assert_response(rc) assert rc.json == {'status': 'reloading config ...'} - assert ftbot.state == State.RELOAD_CONF + assert ftbot.state == State.RELOAD_CONFIG def test_api_stopbuy(botclient): @@ -263,7 +263,7 @@ def test_api_stopbuy(botclient): rc = client_post(client, f"{BASE_URI}/stopbuy") assert_response(rc) - assert rc.json == {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} + assert rc.json == {'status': 'No more buy will occur from now. Run /reload_config to reset.'} assert ftbot.config['max_open_trades'] == 0 diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index b18106ee5..afe007347 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -73,8 +73,9 @@ def test_init(default_conf, mocker, caplog) -> None: message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], " "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " - "['performance'], ['daily'], ['count'], ['reload_conf'], ['show_config'], " - "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]") + "['performance'], ['daily'], ['count'], ['reload_conf'], ['reload_config'], " + "['show_conf'], ['show_config'], ['stopbuy'], ['whitelist'], " + "['blacklist'], ['edge'], ['help'], ['version']]") assert log_has(message_str, caplog) @@ -666,11 +667,11 @@ def test_stopbuy_handle(default_conf, update, mocker) -> None: telegram._stopbuy(update=update, context=MagicMock()) assert freqtradebot.config['max_open_trades'] == 0 assert msg_mock.call_count == 1 - assert 'No more buy will occur from now. Run /reload_conf to reset.' \ + assert 'No more buy will occur from now. Run /reload_config to reset.' \ in msg_mock.call_args_list[0][0][0] -def test_reload_conf_handle(default_conf, update, mocker) -> None: +def test_reload_config_handle(default_conf, update, mocker) -> None: msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram.Telegram', @@ -683,8 +684,8 @@ def test_reload_conf_handle(default_conf, update, mocker) -> None: freqtradebot.state = State.RUNNING assert freqtradebot.state == State.RUNNING - telegram._reload_conf(update=update, context=MagicMock()) - assert freqtradebot.state == State.RELOAD_CONF + telegram._reload_config(update=update, context=MagicMock()) + assert freqtradebot.state == State.RELOAD_CONFIG assert msg_mock.call_count == 1 assert 'reloading config' in msg_mock.call_args_list[0][0][0] diff --git a/tests/test_main.py b/tests/test_main.py index 11d0ede3a..48cc47104 100644 --- a/tests/test_main.py +++ b/tests/test_main.py @@ -141,12 +141,12 @@ def test_main_operational_exception1(mocker, default_conf, caplog) -> None: assert log_has_re(r'SIGINT.*', caplog) -def test_main_reload_conf(mocker, default_conf, caplog) -> None: +def test_main_reload_config(mocker, default_conf, caplog) -> None: patch_exchange(mocker) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock()) # Simulate Running, reload, running workflow worker_mock = MagicMock(side_effect=[State.RUNNING, - State.RELOAD_CONF, + State.RELOAD_CONFIG, State.RUNNING, OperationalException("Oh snap!")]) mocker.patch('freqtrade.worker.Worker._worker', worker_mock) From 04fa59769596506c4ff958b0554aaa0ca42c4a1d Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Wed, 10 Jun 2020 16:28:37 +0200 Subject: [PATCH 216/570] Test with multiple commands in one line --- freqtrade/rpc/telegram.py | 8 ++++---- tests/rpc/test_rpc_telegram.py | 4 ++-- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index e86f35687..51130e653 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -95,10 +95,10 @@ class Telegram(RPC): CommandHandler('performance', self._performance), CommandHandler('daily', self._daily), CommandHandler('count', self._count), - CommandHandler('reload_conf', self._reload_config), - CommandHandler('reload_config', self._reload_config), - CommandHandler('show_conf', self._reload_config), - CommandHandler('show_config', self._show_config), + #CommandHandler('reload_conf', self._reload_config), + CommandHandler(('reload_config' or 'reload_con'), self._reload_config), + #CommandHandler('show_conf', self._reload_config), + CommandHandler('show_config' or 'show_conf', self._show_config), CommandHandler('stopbuy', self._stopbuy), CommandHandler('whitelist', self._whitelist), CommandHandler('blacklist', self._blacklist), diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index afe007347..ce0c9d1f0 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -73,8 +73,8 @@ def test_init(default_conf, mocker, caplog) -> None: message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], " "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " - "['performance'], ['daily'], ['count'], ['reload_conf'], ['reload_config'], " - "['show_conf'], ['show_config'], ['stopbuy'], ['whitelist'], " + "['performance'], ['daily'], ['count'], ['reload_config'], " + "['show_config'], ['stopbuy'], ['whitelist'], " "['blacklist'], ['edge'], ['help'], ['version']]") assert log_has(message_str, caplog) From 043397c5d7d70d2e7c3821b892486413a8a68a32 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Wed, 10 Jun 2020 16:34:46 +0200 Subject: [PATCH 217/570] reload_conf & reload_config now both accepted, code is more consistent now --- freqtrade/rpc/telegram.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 51130e653..e7a8971ec 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -96,7 +96,7 @@ class Telegram(RPC): CommandHandler('daily', self._daily), CommandHandler('count', self._count), #CommandHandler('reload_conf', self._reload_config), - CommandHandler(('reload_config' or 'reload_con'), self._reload_config), + CommandHandler(('reload_config' or 'reload_conf'), self._reload_config), #CommandHandler('show_conf', self._reload_config), CommandHandler('show_config' or 'show_conf', self._show_config), CommandHandler('stopbuy', self._stopbuy), From 8c9dea988cf0665744dba54c7b9c0b4c2dfd3cfe Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Wed, 10 Jun 2020 16:55:47 +0200 Subject: [PATCH 218/570] Now supports both commands & fixed test --- freqtrade/rpc/telegram.py | 6 ++---- tests/rpc/test_rpc_telegram.py | 7 +++---- 2 files changed, 5 insertions(+), 8 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index e7a8971ec..006baee60 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -95,10 +95,8 @@ class Telegram(RPC): CommandHandler('performance', self._performance), CommandHandler('daily', self._daily), CommandHandler('count', self._count), - #CommandHandler('reload_conf', self._reload_config), - CommandHandler(('reload_config' or 'reload_conf'), self._reload_config), - #CommandHandler('show_conf', self._reload_config), - CommandHandler('show_config' or 'show_conf', self._show_config), + CommandHandler(['reload_config', 'reload_conf'], self._reload_config), + CommandHandler(['show_config', 'show_conf'], self._show_config), CommandHandler('stopbuy', self._stopbuy), CommandHandler('whitelist', self._whitelist), CommandHandler('blacklist', self._blacklist), diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index ce0c9d1f0..b19c6d9ee 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -72,10 +72,9 @@ def test_init(default_conf, mocker, caplog) -> None: assert start_polling.start_polling.call_count == 1 message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], " - "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " - "['performance'], ['daily'], ['count'], ['reload_config'], " - "['show_config'], ['stopbuy'], ['whitelist'], " - "['blacklist'], ['edge'], ['help'], ['version']]") + "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['performance'], " + "['daily'], ['count'], ['reload_config', 'reload_conf'], ['show_config', 'show_conf'], " + "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]") assert log_has(message_str, caplog) From 4f643f8481af5ed983615c9a88b9296cc9a21b92 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Wed, 10 Jun 2020 17:12:21 +0200 Subject: [PATCH 219/570] Fix Flake8 error: line too long --- tests/rpc/test_rpc_telegram.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index b19c6d9ee..0a4352f5b 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -72,9 +72,10 @@ def test_init(default_conf, mocker, caplog) -> None: assert start_polling.start_polling.call_count == 1 message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], " - "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['performance'], " - "['daily'], ['count'], ['reload_config', 'reload_conf'], ['show_config', 'show_conf'], " - "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]") + "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " + "['performance'], ['daily'], ['count'], ['reload_config', 'reload_conf'], " + "['show_config', 'show_conf'], ['stopbuy'], ['whitelist'], ['blacklist'], " + "['edge'], ['help'], ['version']]") assert log_has(message_str, caplog) From 69ac5c1ac7a6178113b8f6df8650661f6f3fa284 Mon Sep 17 00:00:00 2001 From: Felipe Lambert Date: Mon, 8 Jun 2020 14:55:28 -0300 Subject: [PATCH 220/570] change hyperopt return to better copy to strategy file --- freqtrade/optimize/hyperopt.py | 18 ++++++++++++++---- 1 file changed, 14 insertions(+), 4 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 3a28de785..58bcbd208 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -12,7 +12,7 @@ from math import ceil from collections import OrderedDict from operator import itemgetter from pathlib import Path -from pprint import pprint +from pprint import pformat from typing import Any, Dict, List, Optional import rapidjson @@ -244,11 +244,21 @@ class Hyperopt: def _params_pretty_print(params, space: str, header: str) -> None: if space in params: space_params = Hyperopt._space_params(params, space, 5) + print(f"\n # {header}") if space == 'stoploss': - print(header, space_params.get('stoploss')) + print(" stoploss =", space_params.get('stoploss')) + elif space == 'roi': + minimal_roi_result = rapidjson.dumps( + OrderedDict( + (str(k), v) for k, v in space_params.items() + ), + default=str, indent=4, number_mode=rapidjson.NM_NATIVE) + minimal_roi_result = minimal_roi_result.replace("\n", "\n ") + print(f" minimal_roi = {minimal_roi_result}") else: - print(header) - pprint(space_params, indent=4) + params_result = pformat(space_params, indent=4).replace("}", "\n}") + params_result = params_result.replace("{", "{\n ").replace("\n", "\n ") + print(f" {space}_params = {params_result}") @staticmethod def _space_params(params, space: str, r: int = None) -> Dict: From a7cd68121beb33cb40520b94439344879c1b7114 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 10 Jun 2020 19:44:34 +0200 Subject: [PATCH 221/570] Have rest-client use new reload_config endpoint --- scripts/rest_client.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/scripts/rest_client.py b/scripts/rest_client.py index b26c32479..1f96bcb69 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -80,18 +80,18 @@ class FtRestClient(): return self._post("stop") def stopbuy(self): - """Stop buying (but handle sells gracefully). Use `reload_conf` to reset. + """Stop buying (but handle sells gracefully). Use `reload_config` to reset. :return: json object """ return self._post("stopbuy") - def reload_conf(self): + def reload_config(self): """Reload configuration. :return: json object """ - return self._post("reload_conf") + return self._post("reload_config") def balance(self): """Get the account balance. From c66ca957d9a6c5adc2560042d802c29c966988c7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 10 Jun 2020 19:57:47 +0200 Subject: [PATCH 222/570] Add test verifying this behaviour --- tests/pairlist/test_pairlist.py | 17 +++++++++++++++++ 1 file changed, 17 insertions(+) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 421f06911..c67f7ae1c 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -421,6 +421,23 @@ def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist assert log_message in caplog.text +@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS) +def test__whitelist_for_active_markets_empty(mocker, whitelist_conf, markets, pairlist, tickers): + whitelist_conf['pairlists'][0]['method'] = pairlist + + mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + + freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) + mocker.patch.multiple('freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=None), + get_tickers=tickers + ) + # Assign starting whitelist + pairlist_handler = freqtrade.pairlists._pairlist_handlers[0] + with pytest.raises(OperationalException, match=r'Markets not loaded.*'): + pairlist_handler._whitelist_for_active_markets(['ETH/BTC']) + + def test_volumepairlist_invalid_sortvalue(mocker, markets, whitelist_conf): whitelist_conf['pairlists'][0].update({"sort_key": "asdf"}) From 1e7826f3922748449554d01cfb81c7c366c5babb Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 10 Jun 2020 19:57:59 +0200 Subject: [PATCH 223/570] Explicitly raise OperationalException if markets are not loaded correctly --- freqtrade/pairlist/IPairList.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index f48a7dcfd..fd25e0766 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -150,6 +150,9 @@ class IPairList(ABC): black_listed """ markets = self._exchange.markets + if not markets: + raise OperationalException( + 'Markets not loaded. Make sure that exchange is initialized correctly.') sanitized_whitelist: List[str] = [] for pair in pairlist: From ab2f5579d8ad638d10a222ff1f84fdff41306c4e Mon Sep 17 00:00:00 2001 From: CoDaXe Date: Thu, 11 Jun 2020 20:34:14 -0400 Subject: [PATCH 224/570] Update strategy-customization.md Fix typo "the an" --- docs/strategy-customization.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 92e4453d2..be41b196e 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -139,7 +139,7 @@ By letting the bot know how much history is needed, backtest trades can start at #### Example -Let's try to backtest 1 month (January 2019) of 5m candles using the an example strategy with EMA100, as above. +Let's try to backtest 1 month (January 2019) of 5m candles using an example strategy with EMA100, as above. ``` bash freqtrade backtesting --timerange 20190101-20190201 --ticker-interval 5m From 9615614e489d194155a896c6cb8c4ca86522ce8f Mon Sep 17 00:00:00 2001 From: CoDaXe Date: Fri, 12 Jun 2020 13:13:10 -0400 Subject: [PATCH 225/570] Update hyperopt.md Wrong flag name --- docs/hyperopt.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 8efc51a39..f66534726 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -265,7 +265,7 @@ freqtrade hyperopt --timerange 20180401-20180501 Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided. ```bash -freqtrade hyperopt --strategy SampleStrategy --customhyperopt SampleHyperopt +freqtrade hyperopt --strategy SampleStrategy --hyperopt SampleHyperopt ``` ### Running Hyperopt with Smaller Search Space From 9890e26aeb7d1664088b1dc3cad3db1eba69a633 Mon Sep 17 00:00:00 2001 From: John Duong Date: Fri, 12 Jun 2020 22:10:18 -0700 Subject: [PATCH 226/570] fix SQL cheatsheet query (#3475) --- docs/sql_cheatsheet.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index 895a0536a..88eb0d3d4 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -101,7 +101,7 @@ SET is_open=0, close_date=, close_rate=, close_profit=close_rate/open_rate-1, - close_profit_abs = (amount * * (1 - fee_close) - (amount * open_rate * 1 - fee_open), + close_profit_abs = (amount * * (1 - fee_close) - (amount * open_rate * 1 - fee_open)), sell_reason= WHERE id=; ``` @@ -114,7 +114,7 @@ SET is_open=0, close_date='2017-12-20 03:08:45.103418', close_rate=0.19638016, close_profit=0.0496, - close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * 1 - fee_open) + close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * 1 - fee_open)) sell_reason='force_sell' WHERE id=31; ``` From 37bc2d28ad4572234940689fa938a48732d11207 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 13 Jun 2020 13:34:29 +0300 Subject: [PATCH 227/570] Revert "Remove _load_async_markets" This reverts commit 6744f8f052d66e1f7a49eff81c6ff57e65fec0cf. --- freqtrade/exchange/exchange.py | 17 ++++++++++++++--- tests/exchange/test_exchange.py | 28 ++++++++++++++++++++++++++++ 2 files changed, 42 insertions(+), 3 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index e974655cb..bd44f56f2 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -256,21 +256,32 @@ class Exchange: "Please check your config.json") raise OperationalException(f'Exchange {name} does not provide a sandbox api') + def _load_async_markets(self, reload: bool = False) -> None: + try: + if self._api_async: + asyncio.get_event_loop().run_until_complete( + self._api_async.load_markets(reload=reload)) + + except ccxt.BaseError as e: + logger.warning('Could not load async markets. Reason: %s', e) + return + def _load_markets(self) -> None: - """ Initialize markets """ + """ Initialize markets both sync and async """ try: self._api.load_markets() + self._load_async_markets() self._last_markets_refresh = arrow.utcnow().timestamp except ccxt.BaseError as e: logger.warning('Unable to initialize markets. Reason: %s', e) def reload_markets(self) -> None: - """Reload markets if refresh interval has passed """ + """Reload markets both sync and async if refresh interval has passed """ # Check whether markets have to be reloaded if (self._last_markets_refresh > 0) and ( self._last_markets_refresh + self.markets_refresh_interval > arrow.utcnow().timestamp): - return + return None logger.debug("Performing scheduled market reload..") try: self._api.load_markets(reload=True) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 9914188b8..2b63eee23 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -130,6 +130,7 @@ def test_init_exception(default_conf, mocker): def test_exchange_resolver(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=MagicMock())) + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') @@ -317,6 +318,19 @@ def test_set_sandbox_exception(default_conf, mocker): exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname') +def test__load_async_markets(default_conf, mocker, caplog): + exchange = get_patched_exchange(mocker, default_conf) + exchange._api_async.load_markets = get_mock_coro(None) + exchange._load_async_markets() + assert exchange._api_async.load_markets.call_count == 1 + caplog.set_level(logging.DEBUG) + + exchange._api_async.load_markets = Mock(side_effect=ccxt.BaseError("deadbeef")) + exchange._load_async_markets() + + assert log_has('Could not load async markets. Reason: deadbeef', caplog) + + def test__load_markets(default_conf, mocker, caplog): caplog.set_level(logging.INFO) api_mock = MagicMock() @@ -324,6 +338,7 @@ def test__load_markets(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) assert log_has('Unable to initialize markets. Reason: SomeError', caplog) @@ -391,6 +406,7 @@ def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') Exchange(default_conf) @@ -404,6 +420,7 @@ def test_validate_stake_currency_error(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') with pytest.raises(OperationalException, match=r'XRP is not available as stake on .*' 'Available currencies are: BTC, ETH, USDT'): @@ -453,6 +470,7 @@ def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs d mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) @@ -465,6 +483,7 @@ def test_validate_pairs_not_available(default_conf, mocker): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') with pytest.raises(OperationalException, match=r'not available'): Exchange(default_conf) @@ -479,6 +498,7 @@ def test_validate_pairs_exception(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available on Binance'): Exchange(default_conf) @@ -497,6 +517,7 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog): }) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) @@ -514,6 +535,7 @@ def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog): }) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) @@ -529,6 +551,7 @@ def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, ca }) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) @@ -544,6 +567,7 @@ def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog): }) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') with pytest.raises(OperationalException, match=r"Stake-currency 'BTC' not compatible with.*"): @@ -718,6 +742,7 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') @@ -1909,6 +1934,7 @@ def test_stoploss_order_unsupported_exchange(default_conf, mocker): def test_merge_ft_has_dict(default_conf, mocker): mocker.patch.multiple('freqtrade.exchange.Exchange', _init_ccxt=MagicMock(return_value=MagicMock()), + _load_async_markets=MagicMock(), validate_pairs=MagicMock(), validate_timeframes=MagicMock(), validate_stakecurrency=MagicMock() @@ -1942,6 +1968,7 @@ def test_merge_ft_has_dict(default_conf, mocker): def test_get_valid_pair_combination(default_conf, mocker, markets): mocker.patch.multiple('freqtrade.exchange.Exchange', _init_ccxt=MagicMock(return_value=MagicMock()), + _load_async_markets=MagicMock(), validate_pairs=MagicMock(), validate_timeframes=MagicMock(), markets=PropertyMock(return_value=markets)) @@ -2014,6 +2041,7 @@ def test_get_markets(default_conf, mocker, markets, expected_keys): mocker.patch.multiple('freqtrade.exchange.Exchange', _init_ccxt=MagicMock(return_value=MagicMock()), + _load_async_markets=MagicMock(), validate_pairs=MagicMock(), validate_timeframes=MagicMock(), markets=PropertyMock(return_value=markets)) From 3d9b1077612c272267363c72a1653ec39ffdaa83 Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sat, 13 Jun 2020 17:12:37 +0300 Subject: [PATCH 228/570] Changes after review --- freqtrade/optimize/hyperopt.py | 20 +++++++++++++------- 1 file changed, 13 insertions(+), 7 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 58bcbd208..1136fc4a7 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -230,6 +230,9 @@ class Hyperopt: if space in ['buy', 'sell']: result_dict.setdefault('params', {}).update(space_params) elif space == 'roi': + # TODO: get rid of OrderedDict when support for python 3.6 will be + # dropped (dicts keep the order as the language feature) + # Convert keys in min_roi dict to strings because # rapidjson cannot dump dicts with integer keys... # OrderedDict is used to keep the numeric order of the items @@ -244,21 +247,24 @@ class Hyperopt: def _params_pretty_print(params, space: str, header: str) -> None: if space in params: space_params = Hyperopt._space_params(params, space, 5) - print(f"\n # {header}") + params_result = f"\n# {header}\n" if space == 'stoploss': - print(" stoploss =", space_params.get('stoploss')) + params_result += f"stoploss = {space_params.get('stoploss')}" elif space == 'roi': minimal_roi_result = rapidjson.dumps( + # TODO: get rid of OrderedDict when support for python 3.6 will be + # dropped (dicts keep the order as the language feature) OrderedDict( (str(k), v) for k, v in space_params.items() ), default=str, indent=4, number_mode=rapidjson.NM_NATIVE) - minimal_roi_result = minimal_roi_result.replace("\n", "\n ") - print(f" minimal_roi = {minimal_roi_result}") + params_result += f"minimal_roi = {minimal_roi_result}" else: - params_result = pformat(space_params, indent=4).replace("}", "\n}") - params_result = params_result.replace("{", "{\n ").replace("\n", "\n ") - print(f" {space}_params = {params_result}") + params_result += f"{space}_params = {pformat(space_params, indent=4)}" + params_result = params_result.replace("}", "\n}").replace("{", "{\n ") + + params_result = params_result.replace("\n", "\n ") + print(params_result) @staticmethod def _space_params(params, space: str, r: int = None) -> Dict: From ea77edce0519bdd7664fd20fd65416f85bdbaada Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Sat, 13 Jun 2020 18:54:54 +0300 Subject: [PATCH 229/570] Make flake happy --- freqtrade/optimize/hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 1136fc4a7..153ae3861 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -251,9 +251,9 @@ class Hyperopt: if space == 'stoploss': params_result += f"stoploss = {space_params.get('stoploss')}" elif space == 'roi': - minimal_roi_result = rapidjson.dumps( # TODO: get rid of OrderedDict when support for python 3.6 will be # dropped (dicts keep the order as the language feature) + minimal_roi_result = rapidjson.dumps( OrderedDict( (str(k), v) for k, v in space_params.items() ), From be03c22dba4037d371cb26ff43431e10c928f5a0 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 14 Jun 2020 00:35:58 +0300 Subject: [PATCH 230/570] Minor: Fix exception message --- freqtrade/exchange/binance.py | 2 +- freqtrade/exchange/kraken.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 4279f392c..4d76c7966 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -78,7 +78,7 @@ class Binance(Exchange): return order except ccxt.InsufficientFunds as e: raise DependencyException( - f'Insufficient funds to create {ordertype} sell order on market {pair}.' + f'Insufficient funds to create {ordertype} sell order on market {pair}. ' f'Tried to sell amount {amount} at rate {rate}. ' f'Message: {e}') from e except ccxt.InvalidOrder as e: diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index 932d82a27..cac9a945c 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -85,7 +85,7 @@ class Kraken(Exchange): return order except ccxt.InsufficientFunds as e: raise DependencyException( - f'Insufficient funds to create {ordertype} sell order on market {pair}.' + f'Insufficient funds to create {ordertype} sell order on market {pair}. ' f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. ' f'Message: {e}') from e except ccxt.InvalidOrder as e: From 1bf333d3200ba931215303b6886be1be89065902 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 14 Jun 2020 00:57:13 +0300 Subject: [PATCH 231/570] Minor: fix test --- tests/exchange/test_exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 2b63eee23..48c4956cf 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -705,7 +705,7 @@ def test_validate_order_types(default_conf, mocker): 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', - 'stoploss_on_exchange': 'false' + 'stoploss_on_exchange': False } with pytest.raises(OperationalException, From 4660909e958eb8da2b79e989435c4e7426f5fbba Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 14 Jun 2020 01:07:00 +0300 Subject: [PATCH 232/570] Validate stoploss_on_exchange_limit_ratio at startup time --- freqtrade/exchange/exchange.py | 7 +++++++ tests/exchange/test_exchange.py | 26 +++++++++++++++++++++++--- 2 files changed, 30 insertions(+), 3 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index bd44f56f2..820526b49 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -386,6 +386,13 @@ class Exchange: f'On exchange stoploss is not supported for {self.name}.' ) + # Limit price threshold: As limit price should always be below stop-price + # Used for limit stoplosses on exchange + limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) + if limit_price_pct >= 1.0 or limit_price_pct <= 0.0: + raise OperationalException( + "stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0") + def validate_order_time_in_force(self, order_time_in_force: Dict) -> None: """ Checks if order time in force configured in strategy/config are supported diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 48c4956cf..1aaf95379 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -689,13 +689,13 @@ def test_validate_order_types(default_conf, mocker): mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex') + default_conf['order_types'] = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } - Exchange(default_conf) type(api_mock).has = PropertyMock(return_value={'createMarketOrder': False}) @@ -707,7 +707,6 @@ def test_validate_order_types(default_conf, mocker): 'stoploss': 'market', 'stoploss_on_exchange': False } - with pytest.raises(OperationalException, match=r'Exchange .* does not support market orders.'): Exchange(default_conf) @@ -718,11 +717,32 @@ def test_validate_order_types(default_conf, mocker): 'stoploss': 'limit', 'stoploss_on_exchange': True } - with pytest.raises(OperationalException, match=r'On exchange stoploss is not supported for .*'): Exchange(default_conf) + default_conf['order_types'] = { + 'buy': 'limit', + 'sell': 'limit', + 'stoploss': 'limit', + 'stoploss_on_exchange': False, + 'stoploss_on_exchange_limit_ratio': 1.05 + } + with pytest.raises(OperationalException, + match=r'stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0'): + Exchange(default_conf) + + default_conf['order_types'] = { + 'buy': 'limit', + 'sell': 'limit', + 'stoploss': 'limit', + 'stoploss_on_exchange': False, + 'stoploss_on_exchange_limit_ratio': -0.1 + } + with pytest.raises(OperationalException, + match=r'stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0'): + Exchange(default_conf) + def test_validate_order_types_not_in_config(default_conf, mocker): api_mock = MagicMock() From de36f3d850b5f17f027ef2ac0fd1ad147d2c4a47 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 14 Jun 2020 01:42:45 +0300 Subject: [PATCH 233/570] Cosmetics in freqtradebot --- freqtrade/freqtradebot.py | 4 +--- 1 file changed, 1 insertion(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 8a66957c3..341cd5416 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -795,10 +795,8 @@ class FreqtradeBot: return False # If buy order is fulfilled but there is no stoploss, we add a stoploss on exchange - if (not stoploss_order): - + if not stoploss_order: stoploss = self.edge.stoploss(pair=trade.pair) if self.edge else self.strategy.stoploss - stop_price = trade.open_rate * (1 + stoploss) if self.create_stoploss_order(trade=trade, stop_price=stop_price, rate=stop_price): From f6f7c99b9c558a6410b98b4b884a5c952cce074a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 06:31:05 +0200 Subject: [PATCH 234/570] Adjust typography and add missing space Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- freqtrade/exchange/ftx.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index 73347f1eb..f16db96f5 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -60,7 +60,7 @@ class Ftx(Exchange): return order except ccxt.InsufficientFunds as e: raise DependencyException( - f'Insufficient funds to create {ordertype} sell order on market {pair}.' + f'Insufficient funds to create {ordertype} sell order on market {pair}. ' f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. ' f'Message: {e}') from e except ccxt.InvalidOrder as e: @@ -91,7 +91,7 @@ class Ftx(Exchange): if len(order) == 1: return order[0] else: - raise InvalidOrderException(f"Could not get Stoploss Order for id {order_id}") + raise InvalidOrderException(f"Could not get stoploss order for id {order_id}") except ccxt.InvalidOrder as e: raise InvalidOrderException( From 534c242d1b44f0cda20202da85632936fc1e6ab3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 06:33:08 +0200 Subject: [PATCH 235/570] Apply typography to test too --- tests/exchange/test_ftx.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py index bead63096..75e98740c 100644 --- a/tests/exchange/test_ftx.py +++ b/tests/exchange/test_ftx.py @@ -149,7 +149,7 @@ def test_get_stoploss_order(default_conf, mocker): api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}]) exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') - with pytest.raises(InvalidOrderException, match=r"Could not get Stoploss Order for id X"): + with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"): exchange.get_stoploss_order('X', 'TKN/BTC')['status'] with pytest.raises(InvalidOrderException): From 837aedb0c7622826a2e5b7f2fc2bf105e43d472c Mon Sep 17 00:00:00 2001 From: muletman <66912721+muletman@users.noreply.github.com> Date: Sun, 14 Jun 2020 17:03:18 +0100 Subject: [PATCH 236/570] Docs: Run multiple instances for new users This is my proposition of contribution for how new users could get up and running with multiple instances of the bot, based on the conversation I had on Slack with @hroff-1902 It appeared to me that the transparent creation and usage of the sqlite databases, and the necessity to create other databases to run multiple bots at the same time was not so straightforward to me in the first place, despite browsing through the docs. It is evident now ;) but that will maybe save time for devs if any other new user come on slack with the same issue. Thanks --- HowToRunMultipleInstances.md | 51 ++++++++++++++++++++++++++++++++++++ 1 file changed, 51 insertions(+) create mode 100644 HowToRunMultipleInstances.md diff --git a/HowToRunMultipleInstances.md b/HowToRunMultipleInstances.md new file mode 100644 index 000000000..a5ec4c10c --- /dev/null +++ b/HowToRunMultipleInstances.md @@ -0,0 +1,51 @@ +# How to run multiple instances of freqtrade simultaneously + +This page is meant to be a quick tip for new users on how to run multiple bots a the same time, on the same computer (or other devices). + +In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allow you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would finish unexpectedly for one or another reason. + +As for various other things, upon docker or manual install, [freqtrade will create by default two different databases, one for dry-run, and the other for live trades.](https://www.freqtrade.io/en/latest/docker/#create-your-database-file) + +By default, executing the trade command in the command line interface, without specifying any database (`--db-url`) argument, freqtrade will store your trades and performance history in one of these two default databases, depending if dry-run mode is enabled or not. These databases are actual .sqlite files which are stored in your main freqtrade folder, under the name `tradesv3.dryrun.sqlite` for the dry-run mode, and `tradesv3.sqlite` for the live mode. + +The optional argument to the trade command used to specify the path of these files is `--db-url`. So when you are starting a bot with only the config and strategy arguments in dry-run mode for instance : + +``` +freqtrade trade -c MyConfig.json -s MyStrategy +``` + +is equivalent to : + +``` +freqtrade trade -c MyConfig.json -s MyStrategy --db-url sqlite:///tradesv3.dryrun.sqlite +``` + +That means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases. Even if you are using the same configuration file and strategy. + + If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So for example if you want to test your custom strategy in BTC vs USDT, you could type in one terminal : + +``` +freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.dryrun.sqlite +``` + +and in the other + +``` +freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.dryrun.sqlite +``` + +Conversely, if you wish to do the same thing in production mode, you will also have to create at least one new database (in addition to the default one) and specify the path to the "live" databases, for example : + +``` +freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.live.sqlite +``` + +and in the other + +``` +freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.live.sqlite +``` + +For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the following page : + +https://www.freqtrade.io/en/latest/sql_cheatsheet/ From d337fb6c6a4a3ca3e3f7bfb542b6bf7db0a788a8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 15 Jun 2020 06:35:31 +0200 Subject: [PATCH 237/570] Update some comments --- freqtrade/commands/pairlist_commands.py | 1 - freqtrade/optimize/hyperopt_interface.py | 4 ++-- freqtrade/resolvers/strategy_resolver.py | 2 +- tests/strategy/test_strategy.py | 2 +- 4 files changed, 4 insertions(+), 5 deletions(-) diff --git a/freqtrade/commands/pairlist_commands.py b/freqtrade/commands/pairlist_commands.py index dffe0c82e..77bcb04b4 100644 --- a/freqtrade/commands/pairlist_commands.py +++ b/freqtrade/commands/pairlist_commands.py @@ -25,7 +25,6 @@ def start_test_pairlist(args: Dict[str, Any]) -> None: results = {} for curr in quote_currencies: config['stake_currency'] = curr - # Do not use timeframe set in the config pairlists = PairListManager(exchange, config) pairlists.refresh_pairlist() results[curr] = pairlists.whitelist diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py index 00353cbf4..65069b984 100644 --- a/freqtrade/optimize/hyperopt_interface.py +++ b/freqtrade/optimize/hyperopt_interface.py @@ -31,14 +31,14 @@ class IHyperOpt(ABC): Class attributes you can use: ticker_interval -> int: value of the ticker interval to use for the strategy """ - ticker_interval: str # deprecated + ticker_interval: str # DEPRECATED timeframe: str def __init__(self, config: dict) -> None: self.config = config # Assign ticker_interval to be used in hyperopt - IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECTED + IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECATED IHyperOpt.timeframe = str(config['timeframe']) @staticmethod diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index 26bce01ca..121a04877 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -54,7 +54,7 @@ class StrategyResolver(IResolver): # Assign ticker_interval to timeframe to keep compatibility if 'timeframe' not in config: logger.warning( - "DEPRECATED: Please migrate to using timeframe instead of ticker_interval." + "DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'." ) strategy.timeframe = strategy.ticker_interval diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py index 85cb8c132..240f3d8ec 100644 --- a/tests/strategy/test_strategy.py +++ b/tests/strategy/test_strategy.py @@ -386,7 +386,7 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog): assert isinstance(selldf, DataFrame) assert 'sell' in selldf - assert log_has('DEPRECATED: Please migrate to using timeframe instead of ticker_interval.', + assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.", caplog) From 1853350c7d344a0860d2f2d371ca211dd5f3bb4b Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 15 Jun 2020 09:01:05 +0000 Subject: [PATCH 238/570] Bump mkdocs-material from 5.2.3 to 5.3.0 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.2.3 to 5.3.0. - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.2.3...5.3.0) Signed-off-by: dependabot-preview[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index b8ea338de..666cf5ac4 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.2.3 +mkdocs-material==5.3.0 mdx_truly_sane_lists==1.2 From d66050522c30da1d7b39fee9ff1ac5b906f39587 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 15 Jun 2020 09:02:14 +0000 Subject: [PATCH 239/570] Bump ccxt from 1.29.52 to 1.30.2 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.29.52 to 1.30.2. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.29.52...1.30.2) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index dab3a5da4..a6420d76a 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.29.52 +ccxt==1.30.2 SQLAlchemy==1.3.17 python-telegram-bot==12.7 arrow==0.15.6 From f38f3643f55157e52523df7651df79002b319433 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 15 Jun 2020 09:02:34 +0000 Subject: [PATCH 240/570] Bump pytest-cov from 2.9.0 to 2.10.0 Bumps [pytest-cov](https://github.com/pytest-dev/pytest-cov) from 2.9.0 to 2.10.0. - [Release notes](https://github.com/pytest-dev/pytest-cov/releases) - [Changelog](https://github.com/pytest-dev/pytest-cov/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest-cov/compare/v2.9.0...v2.10.0) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index d62b768c1..d8d09a0c5 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -10,7 +10,7 @@ flake8-tidy-imports==4.1.0 mypy==0.780 pytest==5.4.3 pytest-asyncio==0.12.0 -pytest-cov==2.9.0 +pytest-cov==2.10.0 pytest-mock==3.1.1 pytest-random-order==1.0.4 From df90d631fb3b32327dbae36d0e4d0b25205e7d98 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 15 Jun 2020 10:05:20 +0000 Subject: [PATCH 241/570] Bump flake8 from 3.8.2 to 3.8.3 Bumps [flake8](https://gitlab.com/pycqa/flake8) from 3.8.2 to 3.8.3. - [Release notes](https://gitlab.com/pycqa/flake8/tags) - [Commits](https://gitlab.com/pycqa/flake8/compare/3.8.2...3.8.3) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index d8d09a0c5..840eff15f 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -4,7 +4,7 @@ -r requirements-hyperopt.txt coveralls==2.0.0 -flake8==3.8.2 +flake8==3.8.3 flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 mypy==0.780 From e24ffebe691b3e90ac4c660edbb702aca1ca53c5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 15 Jun 2020 19:24:33 +0200 Subject: [PATCH 242/570] Move Multiple instances section to advanced-setup.md --- HowToRunMultipleInstances.md | 51 ----------------------------------- docs/advanced-setup.md | 52 ++++++++++++++++++++++++++++++++++++ 2 files changed, 52 insertions(+), 51 deletions(-) delete mode 100644 HowToRunMultipleInstances.md diff --git a/HowToRunMultipleInstances.md b/HowToRunMultipleInstances.md deleted file mode 100644 index a5ec4c10c..000000000 --- a/HowToRunMultipleInstances.md +++ /dev/null @@ -1,51 +0,0 @@ -# How to run multiple instances of freqtrade simultaneously - -This page is meant to be a quick tip for new users on how to run multiple bots a the same time, on the same computer (or other devices). - -In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allow you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would finish unexpectedly for one or another reason. - -As for various other things, upon docker or manual install, [freqtrade will create by default two different databases, one for dry-run, and the other for live trades.](https://www.freqtrade.io/en/latest/docker/#create-your-database-file) - -By default, executing the trade command in the command line interface, without specifying any database (`--db-url`) argument, freqtrade will store your trades and performance history in one of these two default databases, depending if dry-run mode is enabled or not. These databases are actual .sqlite files which are stored in your main freqtrade folder, under the name `tradesv3.dryrun.sqlite` for the dry-run mode, and `tradesv3.sqlite` for the live mode. - -The optional argument to the trade command used to specify the path of these files is `--db-url`. So when you are starting a bot with only the config and strategy arguments in dry-run mode for instance : - -``` -freqtrade trade -c MyConfig.json -s MyStrategy -``` - -is equivalent to : - -``` -freqtrade trade -c MyConfig.json -s MyStrategy --db-url sqlite:///tradesv3.dryrun.sqlite -``` - -That means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases. Even if you are using the same configuration file and strategy. - - If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So for example if you want to test your custom strategy in BTC vs USDT, you could type in one terminal : - -``` -freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.dryrun.sqlite -``` - -and in the other - -``` -freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.dryrun.sqlite -``` - -Conversely, if you wish to do the same thing in production mode, you will also have to create at least one new database (in addition to the default one) and specify the path to the "live" databases, for example : - -``` -freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.live.sqlite -``` - -and in the other - -``` -freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.live.sqlite -``` - -For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the following page : - -https://www.freqtrade.io/en/latest/sql_cheatsheet/ diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index 95480a2c6..9848d04c8 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -4,6 +4,58 @@ This page explains some advanced tasks and configuration options that can be per If you do not know what things mentioned here mean, you probably do not need it. +## Running multiple instances of Freqtrade + +This page is meant to be a quick tip for new users on how to run multiple bots a the same time, on the same computer (or other devices). + +In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allow you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would finish unexpectedly for one or another reason. + +As for various other things, upon docker or manual install, [freqtrade will create by default two different databases, one for dry-run, and the other for live trades.](https://www.freqtrade.io/en/latest/docker/#create-your-database-file) + +By default, executing the trade command in the command line interface, without specifying any database (`--db-url`) argument, freqtrade will store your trades and performance history in one of these two default databases, depending if dry-run mode is enabled or not. These databases are actual .sqlite files which are stored in your main freqtrade folder, under the name `tradesv3.dryrun.sqlite` for the dry-run mode, and `tradesv3.sqlite` for the live mode. + +The optional argument to the trade command used to specify the path of these files is `--db-url`. So when you are starting a bot with only the config and strategy arguments in dry-run mode for instance : + +``` bash +freqtrade trade -c MyConfig.json -s MyStrategy +``` + +is equivalent to: + +``` bash +freqtrade trade -c MyConfig.json -s MyStrategy --db-url sqlite:///tradesv3.dryrun.sqlite +``` + +That means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases. Even if you are using the same configuration file and strategy. + + If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So for example if you want to test your custom strategy in BTC vs USDT, you could type in one terminal : + +``` bash +freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.dryrun.sqlite +``` + +and in the other + +``` bash +freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.dryrun.sqlite +``` + +Conversely, if you wish to do the same thing in production mode, you will also have to create at least one new database (in addition to the default one) and specify the path to the "live" databases, for example : + +``` bash +freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.live.sqlite +``` + +and in the other + +``` bash +freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.live.sqlite +``` + +For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the following page: + +https://www.freqtrade.io/en/latest/sql_cheatsheet/ + ## Configure the bot running as a systemd service Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup. From 61ce18a4abb17b3c5c7d46701b62a4b4504410ce Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 15 Jun 2020 19:35:57 +0200 Subject: [PATCH 243/570] Slightly reword certain things - add link in FAQ --- docs/advanced-setup.md | 56 ++++++++++++++++++++---------------------- docs/faq.md | 4 +++ 2 files changed, 30 insertions(+), 30 deletions(-) diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index 9848d04c8..21e428fa7 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -6,55 +6,51 @@ If you do not know what things mentioned here mean, you probably do not need it. ## Running multiple instances of Freqtrade -This page is meant to be a quick tip for new users on how to run multiple bots a the same time, on the same computer (or other devices). +This section will show you how to run multiple bots a the same time, on the same computer (or other devices). -In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allow you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would finish unexpectedly for one or another reason. +### Things to consider -As for various other things, upon docker or manual install, [freqtrade will create by default two different databases, one for dry-run, and the other for live trades.](https://www.freqtrade.io/en/latest/docker/#create-your-database-file) +* use different database files. +* use different telegram Bots (requires 2 different configuration files). +* use different ports (*applies only when webserver is enabled). -By default, executing the trade command in the command line interface, without specifying any database (`--db-url`) argument, freqtrade will store your trades and performance history in one of these two default databases, depending if dry-run mode is enabled or not. These databases are actual .sqlite files which are stored in your main freqtrade folder, under the name `tradesv3.dryrun.sqlite` for the dry-run mode, and `tradesv3.sqlite` for the live mode. +#### Different database files -The optional argument to the trade command used to specify the path of these files is `--db-url`. So when you are starting a bot with only the config and strategy arguments in dry-run mode for instance : +In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allows you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would be restarted or would be terminated unexpectently. + +Freqtrade will, by default, use seperate database files for dry-run and live bots (this assumes no database-url is given in either configuration nor via command line argument). +For live trading mode, the default database will be `tradesv3.sqlite`, and for dry-run, it will be `tradesv3.dryrun.sqlite`. + +The optional argument to the trade command used to specify the path of these files is `--db-url`, which requires a valid SQLAlchemy url. +So when you are starting a bot with only the config and strategy arguments in dry-run mode, the following 2 commands would have the same outcome. ``` bash freqtrade trade -c MyConfig.json -s MyStrategy -``` - -is equivalent to: - -``` bash +# is equivalent to freqtrade trade -c MyConfig.json -s MyStrategy --db-url sqlite:///tradesv3.dryrun.sqlite ``` -That means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases. Even if you are using the same configuration file and strategy. +That means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases. - If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So for example if you want to test your custom strategy in BTC vs USDT, you could type in one terminal : +If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So to test your custom strategy in BTC and USDT, you could use the following commands (in 2 seperate terminals): ``` bash -freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.dryrun.sqlite +# Terminal 1: +freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesBTC.dryrun.sqlite +# Terminal 2: +freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesUSDT.dryrun.sqlite ``` -and in the other +Conversely, if you wish to do the same thing in production mode, you will also have to create at least one new database (in addition to the default one) and specify the path to the "live" databases, for example: ``` bash -freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.dryrun.sqlite +# Terminal 1: +freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesBTC.live.sqlite +# Terminal 2: +freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesUSDT.live.sqlite ``` -Conversely, if you wish to do the same thing in production mode, you will also have to create at least one new database (in addition to the default one) and specify the path to the "live" databases, for example : - -``` bash -freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite://path/tradesBTC.live.sqlite -``` - -and in the other - -``` bash -freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite://path/path/tradesUSDT.live.sqlite -``` - -For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the following page: - -https://www.freqtrade.io/en/latest/sql_cheatsheet/ +For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the [SQL Cheatsheet](sql_cheatsheet.md) ## Configure the bot running as a systemd service diff --git a/docs/faq.md b/docs/faq.md index 8e8a1bf35..31c49171d 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -45,6 +45,10 @@ the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-c You can use the `/forcesell all` command from Telegram. +### I want to run multiple bots on the same machine + +Please look at the [advanced setup documentation Page](advanced-setup.md#running-multiple-instances-of-freqtrade). + ### I'm getting the "RESTRICTED_MARKET" message in the log Currently known to happen for US Bittrex users. From 5e4dd44155958487d5ae141953951f9471a3843f Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 15 Jun 2020 20:55:06 +0200 Subject: [PATCH 244/570] Fix formatting --- docs/advanced-setup.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index 21e428fa7..d3f692f33 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -6,13 +6,13 @@ If you do not know what things mentioned here mean, you probably do not need it. ## Running multiple instances of Freqtrade -This section will show you how to run multiple bots a the same time, on the same computer (or other devices). +This section will show you how to run multiple bots a the same time, on the same machine. ### Things to consider * use different database files. * use different telegram Bots (requires 2 different configuration files). -* use different ports (*applies only when webserver is enabled). +* use different ports (applies only when webserver is enabled). #### Different database files From 9cc04c929ff13595d0e29ab72c75673233eaa648 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 16 Jun 2020 07:17:15 +0200 Subject: [PATCH 245/570] Fix documentation typo --- docs/data-download.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/data-download.md b/docs/data-download.md index 903d62854..3fb775e69 100644 --- a/docs/data-download.md +++ b/docs/data-download.md @@ -109,7 +109,7 @@ The following command will convert all candle (OHLCV) data available in `~/.freq It'll also remove original json data files (`--erase` parameter). ``` bash -freqtrade convert-data --format-from json --format-to jsongz --data-dir ~/.freqtrade/data/binance -t 5m 15m --erase +freqtrade convert-data --format-from json --format-to jsongz --datadir ~/.freqtrade/data/binance -t 5m 15m --erase ``` #### Subcommand convert-trade data @@ -155,7 +155,7 @@ The following command will convert all available trade-data in `~/.freqtrade/dat It'll also remove original jsongz data files (`--erase` parameter). ``` bash -freqtrade convert-trade-data --format-from jsongz --format-to json --data-dir ~/.freqtrade/data/kraken --erase +freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase ``` ### Pairs file From 9dba2a34f9edc91a9e0e3ab0f970fb3286aa9b75 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 16 Jun 2020 10:16:23 +0200 Subject: [PATCH 246/570] Add note for hyperopt color support on windows --- docs/hyperopt.md | 3 +++ 1 file changed, 3 insertions(+) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 8efc51a39..9f7f97476 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -370,6 +370,9 @@ By default, hyperopt prints colorized results -- epochs with positive profit are You can use the `--print-all` command line option if you would like to see all results in the hyperopt output, not only the best ones. When `--print-all` is used, current best results are also colorized by default -- they are printed in bold (bright) style. This can also be switched off with the `--no-color` command line option. +!!! Note "Windows and color output" + Windows does not support color-output nativly, therefore it is automatically disabled. To have color-output for hyperopt running under windows, please consider using WSL. + ### Understand Hyperopt ROI results If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'default' or 'roi'), your result will look as follows and include a ROI table: From 3517c86fa28786630bcb49c3c58bcddd41f0cf74 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 16 Jun 2020 16:02:38 +0200 Subject: [PATCH 247/570] Fail if both ticker_interval and timeframe are present in a configuration Otherwise the wrong might be used, as it's unclear which one the intend of the user is --- .../configuration/deprecated_settings.py | 5 +++++ tests/test_configuration.py | 20 ++++++++++++++----- 2 files changed, 20 insertions(+), 5 deletions(-) diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py index cefc6ac14..03ed41ab8 100644 --- a/freqtrade/configuration/deprecated_settings.py +++ b/freqtrade/configuration/deprecated_settings.py @@ -72,4 +72,9 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None: "DEPRECATED: " "Please use 'timeframe' instead of 'ticker_interval." ) + if 'timeframe' in config: + raise OperationalException( + "Both 'timeframe' and 'ticker_interval' detected." + "Please remove 'ticker_interval' from your configuration to continue operating." + ) config['timeframe'] = config['ticker_interval'] diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 689e62ab9..cccc87670 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -1144,11 +1144,21 @@ def test_process_deprecated_setting(mocker, default_conf, caplog): def test_process_deprecated_ticker_interval(mocker, default_conf, caplog): message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval." - process_temporary_deprecated_settings(default_conf) + config = deepcopy(default_conf) + process_temporary_deprecated_settings(config) assert not log_has(message, caplog) - del default_conf['timeframe'] - default_conf['ticker_interval'] = '15m' - process_temporary_deprecated_settings(default_conf) + del config['timeframe'] + config['ticker_interval'] = '15m' + process_temporary_deprecated_settings(config) assert log_has(message, caplog) - assert default_conf['ticker_interval'] == '15m' + assert config['ticker_interval'] == '15m' + + config = deepcopy(default_conf) + # Have both timeframe and ticker interval in config + # Can also happen when using ticker_interval in configuration, and --timeframe as cli argument + config['timeframe'] = '5m' + config['ticker_interval'] = '4h' + with pytest.raises(OperationalException, + match=r"Both 'timeframe' and 'ticker_interval' detected."): + process_temporary_deprecated_settings(config) From d4fb5af456771083cf3facfd296fc59001d59fdb Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 17 Jun 2020 07:23:20 +0200 Subject: [PATCH 248/570] Also reload async markets fixes #2876 - Logs and Empty ticker history for new pair --- freqtrade/exchange/exchange.py | 2 ++ tests/exchange/test_exchange.py | 3 +++ 2 files changed, 5 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 35c62db27..b62410c34 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -285,6 +285,8 @@ class Exchange: logger.debug("Performing scheduled market reload..") try: self._api.load_markets(reload=True) + # Also reload async markets to avoid issues with newly listed pairs + self._load_async_markets(reload=True) self._last_markets_refresh = arrow.utcnow().timestamp except ccxt.BaseError: logger.exception("Could not reload markets.") diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 762ee295e..c9a600d50 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -365,6 +365,7 @@ def test_reload_markets(default_conf, mocker, caplog): default_conf['exchange']['markets_refresh_interval'] = 10 exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance", mock_markets=False) + exchange._load_async_markets = MagicMock() exchange._last_markets_refresh = arrow.utcnow().timestamp updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}} @@ -373,11 +374,13 @@ def test_reload_markets(default_conf, mocker, caplog): # less than 10 minutes have passed, no reload exchange.reload_markets() assert exchange.markets == initial_markets + assert exchange._load_async_markets.call_count == 0 # more than 10 minutes have passed, reload is executed exchange._last_markets_refresh = arrow.utcnow().timestamp - 15 * 60 exchange.reload_markets() assert exchange.markets == updated_markets + assert exchange._load_async_markets.call_count == 1 assert log_has('Performing scheduled market reload..', caplog) From e2465f979bd6641f0413f58719622e471afef807 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 17 Jun 2020 08:33:53 +0200 Subject: [PATCH 249/570] Correctly mock out async_reload --- tests/conftest.py | 1 + tests/exchange/test_exchange.py | 7 ++++++- 2 files changed, 7 insertions(+), 1 deletion(-) diff --git a/tests/conftest.py b/tests/conftest.py index 3ca431f40..a4106c767 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -56,6 +56,7 @@ def patched_configuration_load_config_file(mocker, config) -> None: def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> None: + mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index c9a600d50..700aff969 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -319,7 +319,12 @@ def test_set_sandbox_exception(default_conf, mocker): def test__load_async_markets(default_conf, mocker, caplog): - exchange = get_patched_exchange(mocker, default_conf) + mocker.patch('freqtrade.exchange.Exchange._init_ccxt') + mocker.patch('freqtrade.exchange.Exchange.validate_pairs') + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_markets') + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') + exchange = Exchange(default_conf) exchange._api_async.load_markets = get_mock_coro(None) exchange._load_async_markets() assert exchange._api_async.load_markets.call_count == 1 From 0b8cac68befa83b2e705da8d350442b7a06cfe8c Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Wed, 17 Jun 2020 22:49:01 +0300 Subject: [PATCH 250/570] Improve advanced-setup.md --- docs/advanced-setup.md | 22 +++++++++++----------- 1 file changed, 11 insertions(+), 11 deletions(-) diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index d3f692f33..f03bc10c0 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -6,20 +6,20 @@ If you do not know what things mentioned here mean, you probably do not need it. ## Running multiple instances of Freqtrade -This section will show you how to run multiple bots a the same time, on the same machine. +This section will show you how to run multiple bots at the same time, on the same machine. ### Things to consider -* use different database files. -* use different telegram Bots (requires 2 different configuration files). -* use different ports (applies only when webserver is enabled). +* Use different database files. +* Use different Telegram bots (requires multiple different configuration files; applies only when Telegram is enabled). +* Use different ports (applies only when Freqtrade REST API webserver is enabled). -#### Different database files +### Different database files -In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allows you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would be restarted or would be terminated unexpectently. +In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allows you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would be restarted or would be terminated unexpectedly. -Freqtrade will, by default, use seperate database files for dry-run and live bots (this assumes no database-url is given in either configuration nor via command line argument). -For live trading mode, the default database will be `tradesv3.sqlite`, and for dry-run, it will be `tradesv3.dryrun.sqlite`. +Freqtrade will, by default, use separate database files for dry-run and live bots (this assumes no database-url is given in either configuration nor via command line argument). +For live trading mode, the default database will be `tradesv3.sqlite` and for dry-run it will be `tradesv3.dryrun.sqlite`. The optional argument to the trade command used to specify the path of these files is `--db-url`, which requires a valid SQLAlchemy url. So when you are starting a bot with only the config and strategy arguments in dry-run mode, the following 2 commands would have the same outcome. @@ -30,9 +30,9 @@ freqtrade trade -c MyConfig.json -s MyStrategy freqtrade trade -c MyConfig.json -s MyStrategy --db-url sqlite:///tradesv3.dryrun.sqlite ``` -That means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases. +It means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases. -If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So to test your custom strategy in BTC and USDT, you could use the following commands (in 2 seperate terminals): +If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So to test your custom strategy with BTC and USDT stake currencies, you could use the following commands (in 2 separate terminals): ``` bash # Terminal 1: @@ -50,7 +50,7 @@ freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite:///user_ freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesUSDT.live.sqlite ``` -For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the [SQL Cheatsheet](sql_cheatsheet.md) +For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the [SQL Cheatsheet](sql_cheatsheet.md). ## Configure the bot running as a systemd service From fd97ad9b76973f7ec463591be62e577a9b703b1e Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 12 Jun 2020 14:02:21 +0200 Subject: [PATCH 251/570] Cache analyzed dataframe --- freqtrade/data/dataprovider.py | 34 ++++++++++++++++++++++++++++++--- freqtrade/strategy/interface.py | 10 +++------- 2 files changed, 34 insertions(+), 10 deletions(-) diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index 058ca42da..8dc53b034 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -5,16 +5,16 @@ including ticker and orderbook data, live and historical candle (OHLCV) data Common Interface for bot and strategy to access data. """ import logging -from typing import Any, Dict, List, Optional +from typing import Any, Dict, List, Optional, Tuple +from arrow import Arrow from pandas import DataFrame +from freqtrade.constants import ListPairsWithTimeframes from freqtrade.data.history import load_pair_history from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.exchange import Exchange from freqtrade.state import RunMode -from freqtrade.constants import ListPairsWithTimeframes - logger = logging.getLogger(__name__) @@ -25,6 +25,21 @@ class DataProvider: self._config = config self._exchange = exchange self._pairlists = pairlists + self.__cached_pairs: Dict[Tuple(str, str), DataFrame] = {} + + def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None: + """ + Store cached Dataframe. + Using private method as this should never be used by a user + (but the class is exposed via `self.dp` to the strategy) + :param pair: pair to get the data for + :param timeframe: Timeframe to get data for + :param dataframe: analyzed dataframe + """ + self.__cached_pairs[(pair, timeframe)] = { + 'data': dataframe, + 'updated': Arrow.utcnow().datetime, + } def refresh(self, pairlist: ListPairsWithTimeframes, @@ -89,6 +104,19 @@ class DataProvider: logger.warning(f"No data found for ({pair}, {timeframe}).") return data + def get_analyzed_dataframe(self, pair: str, timeframe: str = None) -> DataFrame: + """ + :param pair: pair to get the data for + :param timeframe: timeframe to get data for + :return: Analyzed Dataframe for this pair + """ + # TODO: check updated time and don't return outdated data. + if (pair, timeframe) in self._set_cached_df: + return self._set_cached_df[(pair, timeframe)]['data'] + else: + # TODO: this is most likely wrong... + raise ValueError(f"No analyzed dataframe found for ({pair}, {timeframe})") + def market(self, pair: str) -> Optional[Dict[str, Any]]: """ Return market data for the pair diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index f9f3a3678..843197602 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -273,6 +273,7 @@ class IStrategy(ABC): # Defs that only make change on new candle data. dataframe = self.analyze_ticker(dataframe, metadata) self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date'] + self.dp._set_cached_df(pair, self.timeframe, dataframe) else: logger.debug("Skipping TA Analysis for already analyzed candle") dataframe['buy'] = 0 @@ -348,13 +349,8 @@ class IStrategy(ABC): return False, False (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1 - logger.debug( - 'trigger: %s (pair=%s) buy=%s sell=%s', - latest['date'], - pair, - str(buy), - str(sell) - ) + logger.debug('trigger: %s (pair=%s) buy=%s sell=%s', + latest['date'], pair, str(buy), str(sell)) return buy, sell def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool, From 9794914838e9f90bcdbf021583b75499db8ad7e8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 12 Jun 2020 14:12:33 +0200 Subject: [PATCH 252/570] store dataframe updated as tuple --- freqtrade/constants.py | 3 ++- freqtrade/data/dataprovider.py | 20 ++++++++++---------- 2 files changed, 12 insertions(+), 11 deletions(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 6741e0605..45df778cd 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -336,4 +336,5 @@ CANCEL_REASON = { } # List of pairs with their timeframes -ListPairsWithTimeframes = List[Tuple[str, str]] +PairWithTimeframe = Tuple[str, str] +ListPairsWithTimeframes = List[PairWithTimeframe] diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index 8dc53b034..d93b77121 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -5,12 +5,13 @@ including ticker and orderbook data, live and historical candle (OHLCV) data Common Interface for bot and strategy to access data. """ import logging +from datetime import datetime from typing import Any, Dict, List, Optional, Tuple from arrow import Arrow from pandas import DataFrame -from freqtrade.constants import ListPairsWithTimeframes +from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe from freqtrade.data.history import load_pair_history from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.exchange import Exchange @@ -25,7 +26,7 @@ class DataProvider: self._config = config self._exchange = exchange self._pairlists = pairlists - self.__cached_pairs: Dict[Tuple(str, str), DataFrame] = {} + self.__cached_pairs: Dict[PairWithTimeframe, Tuple(DataFrame, datetime)] = {} def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None: """ @@ -36,10 +37,7 @@ class DataProvider: :param timeframe: Timeframe to get data for :param dataframe: analyzed dataframe """ - self.__cached_pairs[(pair, timeframe)] = { - 'data': dataframe, - 'updated': Arrow.utcnow().datetime, - } + self.__cached_pairs[(pair, timeframe)] = (dataframe, Arrow.utcnow().datetime) def refresh(self, pairlist: ListPairsWithTimeframes, @@ -104,15 +102,17 @@ class DataProvider: logger.warning(f"No data found for ({pair}, {timeframe}).") return data - def get_analyzed_dataframe(self, pair: str, timeframe: str = None) -> DataFrame: + def get_analyzed_dataframe(self, pair: str, + timeframe: str = None) -> Tuple[DataFrame, datetime]: """ :param pair: pair to get the data for :param timeframe: timeframe to get data for - :return: Analyzed Dataframe for this pair + :return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe + combination """ # TODO: check updated time and don't return outdated data. - if (pair, timeframe) in self._set_cached_df: - return self._set_cached_df[(pair, timeframe)]['data'] + if (pair, timeframe) in self.__cached_pairs: + return self.__cached_pairs[(pair, timeframe)] else: # TODO: this is most likely wrong... raise ValueError(f"No analyzed dataframe found for ({pair}, {timeframe})") From 95f3ac08d406dd635f74dd68552fd93680c62267 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 13 Jun 2020 07:09:44 +0200 Subject: [PATCH 253/570] Update some comments --- freqtrade/strategy/interface.py | 8 +++++++- 1 file changed, 7 insertions(+), 1 deletion(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 843197602..0ef92b315 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -204,6 +204,10 @@ class IStrategy(ABC): """ return [] +### +# END - Intended to be overridden by strategy +### + def get_strategy_name(self) -> str: """ Returns strategy class name @@ -308,6 +312,7 @@ class IStrategy(ABC): def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]: """ Calculates current signal based several technical analysis indicators + Used by Bot to get the latest signal :param pair: pair in format ANT/BTC :param interval: Interval to use (in min) :param dataframe: Dataframe to analyze @@ -496,7 +501,8 @@ class IStrategy(ABC): def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]: """ - Creates a dataframe and populates indicators for given candle (OHLCV) data + Populates indicators for given candle (OHLCV) data (for multiple pairs) + Does not run advice_buy or advise_sell! Used by optimize operations only, not during dry / live runs. Using .copy() to get a fresh copy of the dataframe for every strategy run. Has positive effects on memory usage for whatever reason - also when From 273aaaff12e273c58adf2ba05170b189e5b24125 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 13 Jun 2020 18:06:52 +0200 Subject: [PATCH 254/570] Introduce .analyze() function for Strategy Fixing a few tests along the way --- freqtrade/freqtradebot.py | 10 +++--- freqtrade/strategy/interface.py | 59 +++++++++++++++++++++++---------- tests/conftest.py | 2 +- tests/test_freqtradebot.py | 1 + 4 files changed, 47 insertions(+), 25 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 289850709..3ad0d061a 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -151,6 +151,8 @@ class FreqtradeBot: self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist), self.strategy.informative_pairs()) + self.strategy.analyze(self.active_pair_whitelist) + with self._sell_lock: # Check and handle any timed out open orders self.check_handle_timedout() @@ -420,9 +422,7 @@ class FreqtradeBot: return False # running get_signal on historical data fetched - (buy, sell) = self.strategy.get_signal( - pair, self.strategy.timeframe, - self.dataprovider.ohlcv(pair, self.strategy.timeframe)) + (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe) if buy and not sell: stake_amount = self.get_trade_stake_amount(pair) @@ -697,9 +697,7 @@ class FreqtradeBot: if (config_ask_strategy.get('use_sell_signal', True) or config_ask_strategy.get('ignore_roi_if_buy_signal', False)): - (buy, sell) = self.strategy.get_signal( - trade.pair, self.strategy.timeframe, - self.dataprovider.ohlcv(trade.pair, self.strategy.timeframe)) + (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe) if config_ask_strategy.get('use_order_book', False): order_book_min = config_ask_strategy.get('order_book_min', 1) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 0ef92b315..9dcc2d613 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -7,20 +7,19 @@ import warnings from abc import ABC, abstractmethod from datetime import datetime, timezone from enum import Enum -from typing import Dict, NamedTuple, Optional, Tuple +from typing import Dict, List, NamedTuple, Optional, Tuple import arrow from pandas import DataFrame +from freqtrade.constants import ListPairsWithTimeframes from freqtrade.data.dataprovider import DataProvider from freqtrade.exceptions import StrategyError from freqtrade.exchange import timeframe_to_minutes from freqtrade.persistence import Trade from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper -from freqtrade.constants import ListPairsWithTimeframes from freqtrade.wallets import Wallets - logger = logging.getLogger(__name__) @@ -289,6 +288,38 @@ class IStrategy(ABC): return dataframe + def analyze_pair(self, pair: str): + """ + Fetch data for this pair from dataprovider and analyze. + Stores the dataframe into the dataprovider. + The analyzed dataframe is then accessible via `dp.get_analyzed_dataframe()`. + :param pair: Pair to analyze. + """ + dataframe = self.dp.ohlcv(pair, self.timeframe) + if not isinstance(dataframe, DataFrame) or dataframe.empty: + logger.warning('Empty candle (OHLCV) data for pair %s', pair) + return + + try: + df_len, df_close, df_date = self.preserve_df(dataframe) + + dataframe = strategy_safe_wrapper( + self._analyze_ticker_internal, message="" + )(dataframe, {'pair': pair}) + + self.assert_df(dataframe, df_len, df_close, df_date) + except StrategyError as error: + logger.warning(f"Unable to analyze candle (OHLCV) data for pair {pair}: {error}") + return + + if dataframe.empty: + logger.warning('Empty dataframe for pair %s', pair) + return + + def analyze(self, pairs: List[str]): + for pair in pairs: + self.analyze_pair(pair) + @staticmethod def preserve_df(dataframe: DataFrame) -> Tuple[int, float, datetime]: """ keep some data for dataframes """ @@ -309,30 +340,22 @@ class IStrategy(ABC): else: raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.") - def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]: + def get_signal(self, pair: str, timeframe: str) -> Tuple[bool, bool]: """ Calculates current signal based several technical analysis indicators Used by Bot to get the latest signal :param pair: pair in format ANT/BTC - :param interval: Interval to use (in min) + :param timeframe: timeframe to use :param dataframe: Dataframe to analyze :return: (Buy, Sell) A bool-tuple indicating buy/sell signal """ + + dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe) + if not isinstance(dataframe, DataFrame) or dataframe.empty: logger.warning('Empty candle (OHLCV) data for pair %s', pair) return False, False - try: - df_len, df_close, df_date = self.preserve_df(dataframe) - dataframe = strategy_safe_wrapper( - self._analyze_ticker_internal, message="" - )(dataframe, {'pair': pair}) - self.assert_df(dataframe, df_len, df_close, df_date) - except StrategyError as error: - logger.warning(f"Unable to analyze candle (OHLCV) data for pair {pair}: {error}") - - return False, False - if dataframe.empty: logger.warning('Empty dataframe for pair %s', pair) return False, False @@ -343,9 +366,9 @@ class IStrategy(ABC): latest_date = arrow.get(latest_date) # Check if dataframe is out of date - interval_minutes = timeframe_to_minutes(interval) + timeframe_minutes = timeframe_to_minutes(timeframe) offset = self.config.get('exchange', {}).get('outdated_offset', 5) - if latest_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))): + if latest_date < (arrow.utcnow().shift(minutes=-(timeframe_minutes * 2 + offset))): logger.warning( 'Outdated history for pair %s. Last tick is %s minutes old', pair, diff --git a/tests/conftest.py b/tests/conftest.py index a4106c767..3be7bbd22 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -163,7 +163,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None: :param value: which value IStrategy.get_signal() must return :return: None """ - freqtrade.strategy.get_signal = lambda e, s, t: value + freqtrade.strategy.get_signal = lambda e, s: value freqtrade.exchange.refresh_latest_ohlcv = lambda p: None diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 5d83c893e..e83ac2038 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -912,6 +912,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None: refresh_latest_ohlcv=refresh_mock, ) inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")]) + mocker.patch('freqtrade.strategy.interface.IStrategy.get_signal', return_value=(False, False)) mocker.patch('time.sleep', return_value=None) freqtrade = FreqtradeBot(default_conf) From 55fa514ec93a61994c4ee738a5ee4d443c8f15a3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 13 Jun 2020 19:40:58 +0200 Subject: [PATCH 255/570] Adapt most tests --- freqtrade/strategy/interface.py | 4 -- tests/strategy/test_interface.py | 72 +++++++++++++++----------------- 2 files changed, 34 insertions(+), 42 deletions(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 9dcc2d613..a7d467cb2 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -353,10 +353,6 @@ class IStrategy(ABC): dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe) if not isinstance(dataframe, DataFrame) or dataframe.empty: - logger.warning('Empty candle (OHLCV) data for pair %s', pair) - return False, False - - if dataframe.empty: logger.warning('Empty dataframe for pair %s', pair) return False, False diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 59b4d5902..da8de947a 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -13,12 +13,14 @@ from freqtrade.exceptions import StrategyError from freqtrade.persistence import Trade from freqtrade.resolvers import StrategyResolver from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper +from freqtrade.data.dataprovider import DataProvider from tests.conftest import get_patched_exchange, log_has, log_has_re from .strats.default_strategy import DefaultStrategy # Avoid to reinit the same object again and again _STRATEGY = DefaultStrategy(config={}) +_STRATEGY.dp = DataProvider({}, None, None) def test_returns_latest_signal(mocker, default_conf, ohlcv_history): @@ -30,61 +32,65 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history): mocked_history.loc[1, 'sell'] = 1 mocker.patch.object( - _STRATEGY, '_analyze_ticker_internal', - return_value=mocked_history + _STRATEGY.dp, 'get_analyzed_dataframe', + return_value=(mocked_history, 0) ) - assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True) + assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, True) mocked_history.loc[1, 'sell'] = 0 mocked_history.loc[1, 'buy'] = 1 mocker.patch.object( - _STRATEGY, '_analyze_ticker_internal', - return_value=mocked_history + _STRATEGY.dp, 'get_analyzed_dataframe', + return_value=(mocked_history, 0) ) - assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False) + assert _STRATEGY.get_signal('ETH/BTC', '5m') == (True, False) mocked_history.loc[1, 'sell'] = 0 mocked_history.loc[1, 'buy'] = 0 mocker.patch.object( - _STRATEGY, '_analyze_ticker_internal', - return_value=mocked_history + _STRATEGY.dp, 'get_analyzed_dataframe', + return_value=(mocked_history, 0) ) - assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, False) + assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, False) def test_get_signal_empty(default_conf, mocker, caplog): - assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], - DataFrame()) + mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame(), 0)) + assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe']) assert log_has('Empty candle (OHLCV) data for pair foo', caplog) caplog.clear() - assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], - []) + mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(None, 0)) + assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe']) assert log_has('Empty candle (OHLCV) data for pair bar', caplog) def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history): caplog.set_level(logging.INFO) + mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history) mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', side_effect=ValueError('xyz') ) - assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], - ohlcv_history) + _STRATEGY.analyze_pair('foo') + assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog) + caplog.clear() + + mocker.patch.object( + _STRATEGY, 'analyze_ticker', + side_effect=Exception('invalid ticker history ') + ) + _STRATEGY.analyze_pair('foo') assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog) def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history): caplog.set_level(logging.INFO) - mocker.patch.object( - _STRATEGY, '_analyze_ticker_internal', - return_value=DataFrame([]) - ) + mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame([]), 0)) mocker.patch.object(_STRATEGY, 'assert_df') - assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], - ohlcv_history) + assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe']) assert log_has('Empty dataframe for pair xyz', caplog) @@ -99,13 +105,10 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history): mocked_history.loc[1, 'buy'] = 1 caplog.set_level(logging.INFO) - mocker.patch.object( - _STRATEGY, '_analyze_ticker_internal', - return_value=mocked_history - ) + mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0)) mocker.patch.object(_STRATEGY, 'assert_df') - assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], - ohlcv_history) + + assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe']) assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog) @@ -120,12 +123,13 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history): mocked_history.loc[1, 'buy'] = 1 caplog.set_level(logging.INFO) + mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history) + mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0)) mocker.patch.object( _STRATEGY, 'assert_df', side_effect=StrategyError('Dataframe returned...') ) - assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], - ohlcv_history) + _STRATEGY.analyze_pair('xyz') assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...', caplog) @@ -157,15 +161,6 @@ def test_assert_df(default_conf, mocker, ohlcv_history, caplog): _STRATEGY.disable_dataframe_checks = False -def test_get_signal_handles_exceptions(mocker, default_conf): - exchange = get_patched_exchange(mocker, default_conf) - mocker.patch.object( - _STRATEGY, 'analyze_ticker', - side_effect=Exception('invalid ticker history ') - ) - assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False) - - def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None: default_conf.update({'strategy': 'DefaultStrategy'}) strategy = StrategyResolver.load_strategy(default_conf) @@ -342,6 +337,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) -> ) strategy = DefaultStrategy({}) + strategy.dp = DataProvider({}, None, None) strategy.process_only_new_candles = True ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'}) From 8166b37253e06b1b600e2545fd69fab4cdcb1978 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 15 Jun 2020 14:08:57 +0200 Subject: [PATCH 256/570] Explicitly check if dp is available --- freqtrade/data/dataprovider.py | 5 ++--- freqtrade/strategy/interface.py | 9 +++++++-- 2 files changed, 9 insertions(+), 5 deletions(-) diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index d93b77121..adc9ea334 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -26,7 +26,7 @@ class DataProvider: self._config = config self._exchange = exchange self._pairlists = pairlists - self.__cached_pairs: Dict[PairWithTimeframe, Tuple(DataFrame, datetime)] = {} + self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {} def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None: """ @@ -102,8 +102,7 @@ class DataProvider: logger.warning(f"No data found for ({pair}, {timeframe}).") return data - def get_analyzed_dataframe(self, pair: str, - timeframe: str = None) -> Tuple[DataFrame, datetime]: + def get_analyzed_dataframe(self, pair: str, timeframe: str) -> Tuple[DataFrame, datetime]: """ :param pair: pair to get the data for :param timeframe: timeframe to get data for diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index a7d467cb2..f7a918624 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -14,7 +14,7 @@ from pandas import DataFrame from freqtrade.constants import ListPairsWithTimeframes from freqtrade.data.dataprovider import DataProvider -from freqtrade.exceptions import StrategyError +from freqtrade.exceptions import StrategyError, OperationalException from freqtrade.exchange import timeframe_to_minutes from freqtrade.persistence import Trade from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper @@ -276,7 +276,8 @@ class IStrategy(ABC): # Defs that only make change on new candle data. dataframe = self.analyze_ticker(dataframe, metadata) self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date'] - self.dp._set_cached_df(pair, self.timeframe, dataframe) + if self.dp: + self.dp._set_cached_df(pair, self.timeframe, dataframe) else: logger.debug("Skipping TA Analysis for already analyzed candle") dataframe['buy'] = 0 @@ -295,6 +296,8 @@ class IStrategy(ABC): The analyzed dataframe is then accessible via `dp.get_analyzed_dataframe()`. :param pair: Pair to analyze. """ + if not self.dp: + raise OperationalException("DataProvider not found.") dataframe = self.dp.ohlcv(pair, self.timeframe) if not isinstance(dataframe, DataFrame) or dataframe.empty: logger.warning('Empty candle (OHLCV) data for pair %s', pair) @@ -349,6 +352,8 @@ class IStrategy(ABC): :param dataframe: Dataframe to analyze :return: (Buy, Sell) A bool-tuple indicating buy/sell signal """ + if not self.dp: + raise OperationalException("DataProvider not found.") dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe) From 7da955556d18e0cd8d9cebcb8dc2b64436d49e26 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 13 Jun 2020 20:04:15 +0200 Subject: [PATCH 257/570] Add test for empty pair case --- tests/strategy/test_interface.py | 26 ++++++++++++++++++++++++-- 1 file changed, 24 insertions(+), 2 deletions(-) diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index da8de947a..94437d373 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -9,12 +9,12 @@ from pandas import DataFrame from freqtrade.configuration import TimeRange from freqtrade.data.history import load_data -from freqtrade.exceptions import StrategyError +from freqtrade.exceptions import StrategyError, OperationalException from freqtrade.persistence import Trade from freqtrade.resolvers import StrategyResolver from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from freqtrade.data.dataprovider import DataProvider -from tests.conftest import get_patched_exchange, log_has, log_has_re +from tests.conftest import log_has, log_has_re from .strats.default_strategy import DefaultStrategy @@ -55,6 +55,28 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history): assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, False) +def test_trade_no_dataprovider(default_conf, mocker, caplog): + strategy = DefaultStrategy({}) + with pytest.raises(OperationalException, match="DataProvider not found."): + strategy.get_signal('ETH/BTC', '5m') + + with pytest.raises(OperationalException, match="DataProvider not found."): + strategy.analyze_pair('ETH/BTC') + + +def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history): + mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history) + mocker.patch.object( + _STRATEGY, '_analyze_ticker_internal', + return_value=DataFrame([]) + ) + mocker.patch.object(_STRATEGY, 'assert_df') + + _STRATEGY.analyze_pair('ETH/BTC') + + assert log_has('Empty dataframe for pair ETH/BTC', caplog) + + def test_get_signal_empty(default_conf, mocker, caplog): mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame(), 0)) assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe']) From 77056a3119e5d7e7f9ab82104c09aa5013f6fd0b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 06:52:11 +0200 Subject: [PATCH 258/570] Add bot_loop_start callback --- freqtrade/strategy/interface.py | 9 +++++++++ 1 file changed, 9 insertions(+) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index f7a918624..4483e1e8f 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -190,6 +190,15 @@ class IStrategy(ABC): """ return False + def bot_loop_start(self, **kwargs) -> None: + """ + Called at the start of the bot iteration (one loop). + Might be used to perform pair-independent tasks + (e.g. like lock pairs with negative profit in the last hour) + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + """ + pass + def informative_pairs(self) -> ListPairsWithTimeframes: """ Define additional, informative pair/interval combinations to be cached from the exchange. From bc821c7c208f9ebede5b02b2677416f1806fed31 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 07:00:55 +0200 Subject: [PATCH 259/570] Add documentation for bot_loop_start --- docs/strategy-advanced.md | 27 +++++++++++++++++++ freqtrade/freqtradebot.py | 2 ++ freqtrade/strategy/interface.py | 2 +- .../subtemplates/strategy_methods_advanced.j2 | 9 +++++++ tests/strategy/test_interface.py | 11 ++++++++ 5 files changed, 50 insertions(+), 1 deletion(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index 69e2256a1..aba834c55 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -89,3 +89,30 @@ class Awesomestrategy(IStrategy): return True return False ``` + +## Bot loop start callback + +A simple callback which is called at the start of every bot iteration. +This can be used to perform calculations which are pair independent. + + +``` python +import requests + +class Awesomestrategy(IStrategy): + + # ... populate_* methods + + def bot_loop_start(self, **kwargs) -> None: + """ + Called at the start of the bot iteration (one loop). + Might be used to perform pair-independent tasks + (e.g. gather some remote ressource for comparison) + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + """ + if self.config['runmode'].value in ('live', 'dry_run'): + # Assign this to the class by using self.* + # can then be used by populate_* methods + self.remote_data = requests.get('https://some_remote_source.example.com') + +``` diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 3ad0d061a..a69178691 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -151,6 +151,8 @@ class FreqtradeBot: self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist), self.strategy.informative_pairs()) + strategy_safe_wrapper(self.strategy.bot_loop_start)() + self.strategy.analyze(self.active_pair_whitelist) with self._sell_lock: diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 4483e1e8f..2ee567c20 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -194,7 +194,7 @@ class IStrategy(ABC): """ Called at the start of the bot iteration (one loop). Might be used to perform pair-independent tasks - (e.g. like lock pairs with negative profit in the last hour) + (e.g. gather some remote ressource for comparison) :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. """ pass diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 index 0ca35e117..9af086c77 100644 --- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 +++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 @@ -1,4 +1,13 @@ +def bot_loop_start(self, **kwargs) -> None: + """ + Called at the start of the bot iteration (one loop). + Might be used to perform pair-independent tasks + (e.g. gather some remote ressource for comparison) + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + """ + pass + def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool: """ Check buy timeout function callback. diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 94437d373..a50b4e1db 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -57,6 +57,9 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history): def test_trade_no_dataprovider(default_conf, mocker, caplog): strategy = DefaultStrategy({}) + # Delete DP for sure (suffers from test leakage, as we update this in the base class) + if strategy.dp: + del strategy.dp with pytest.raises(OperationalException, match="DataProvider not found."): strategy.get_signal('ETH/BTC', '5m') @@ -418,6 +421,14 @@ def test_is_pair_locked(default_conf): assert not strategy.is_pair_locked(pair) +def test_is_informative_pairs_callback(default_conf): + default_conf.update({'strategy': 'TestStrategyLegacy'}) + strategy = StrategyResolver.load_strategy(default_conf) + # Should return empty + # Uses fallback to base implementation + assert [] == strategy.informative_pairs() + + @pytest.mark.parametrize('error', [ ValueError, KeyError, Exception, ]) From c047e48a47a7b06bba7525e8750fa006c58f9930 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 07:15:24 +0200 Subject: [PATCH 260/570] Add errorsupression to safe wrapper --- freqtrade/strategy/strategy_wrapper.py | 6 +++--- tests/strategy/test_interface.py | 5 +++++ 2 files changed, 8 insertions(+), 3 deletions(-) diff --git a/freqtrade/strategy/strategy_wrapper.py b/freqtrade/strategy/strategy_wrapper.py index 7b9da9140..8fc548074 100644 --- a/freqtrade/strategy/strategy_wrapper.py +++ b/freqtrade/strategy/strategy_wrapper.py @@ -5,7 +5,7 @@ from freqtrade.exceptions import StrategyError logger = logging.getLogger(__name__) -def strategy_safe_wrapper(f, message: str = "", default_retval=None): +def strategy_safe_wrapper(f, message: str = "", default_retval=None, supress_error=False): """ Wrapper around user-provided methods and functions. Caches all exceptions and returns either the default_retval (if it's not None) or raises @@ -20,7 +20,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None): f"Strategy caused the following exception: {error}" f"{f}" ) - if default_retval is None: + if default_retval is None and not supress_error: raise StrategyError(str(error)) from error return default_retval except Exception as error: @@ -28,7 +28,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None): f"{message}" f"Unexpected error {error} calling {f}" ) - if default_retval is None: + if default_retval is None and not supress_error: raise StrategyError(str(error)) from error return default_retval diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index a50b4e1db..63d3b85a1 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -448,6 +448,11 @@ def test_strategy_safe_wrapper_error(caplog, error): assert isinstance(ret, bool) assert ret + caplog.clear() + # Test supressing error + ret = strategy_safe_wrapper(failing_method, message='DeadBeef', supress_error=True)() + assert log_has_re(r'DeadBeef.*', caplog) + @pytest.mark.parametrize('value', [ 1, 22, 55, True, False, {'a': 1, 'b': '112'}, From dea7e3db014f2d8b1888035185b33ac98e37152c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 07:16:56 +0200 Subject: [PATCH 261/570] Use supress_errors in strategy wrapper - ensure it's called once --- freqtrade/freqtradebot.py | 2 +- tests/test_freqtradebot.py | 12 ++++++++++++ 2 files changed, 13 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a69178691..77ded8355 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -151,7 +151,7 @@ class FreqtradeBot: self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist), self.strategy.informative_pairs()) - strategy_safe_wrapper(self.strategy.bot_loop_start)() + strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)() self.strategy.analyze(self.active_pair_whitelist) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index e83ac2038..381531eba 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1964,6 +1964,18 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, freqtrade.handle_trade(trade) +def test_bot_loop_start_called_once(mocker, default_conf, caplog): + ftbot = get_patched_freqtradebot(mocker, default_conf) + patch_get_signal(ftbot) + ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError) + ftbot.strategy.analyze = MagicMock() + + ftbot.process() + assert log_has_re(r'Strategy caused the following exception.*', caplog) + assert ftbot.strategy.bot_loop_start.call_count == 1 + assert ftbot.strategy.analyze.call_count == 1 + + def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade, fee, mocker) -> None: default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30} From 910100f1c88efa16622acc425a8ea41018482c8c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 07:27:13 +0200 Subject: [PATCH 262/570] Improve docstring comment --- freqtrade/strategy/interface.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 2ee567c20..abe5f7dfb 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -354,7 +354,7 @@ class IStrategy(ABC): def get_signal(self, pair: str, timeframe: str) -> Tuple[bool, bool]: """ - Calculates current signal based several technical analysis indicators + Calculates current signal based based on the buy / sell columns of the dataframe. Used by Bot to get the latest signal :param pair: pair in format ANT/BTC :param timeframe: timeframe to use From de676bcabac2ca49d5ceea9be5c85dd794b0dbfb Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 10:08:06 +0200 Subject: [PATCH 263/570] Document get_analyzed_dataframe for dataprovider --- docs/strategy-customization.md | 15 ++++++++++++++- 1 file changed, 14 insertions(+), 1 deletion(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 08e79d307..1c4c80c47 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -366,6 +366,7 @@ Please always check the mode of operation to select the correct method to get da - [`available_pairs`](#available_pairs) - Property with tuples listing cached pairs with their intervals (pair, interval). - [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (ie. VolumePairlist) - [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-timeframe) - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes). +- [`get_analyzed_dataframe(pair, timeframe)`](#get_analyzed_dataframepair-timeframe) - Returns the analyzed dataframe (after calling `populate_indicators()`, `populate_buy()`, `populate_sell()`) and the time of the latest analysis. - `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk. - `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on the Market data structure. - `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame. @@ -431,13 +432,25 @@ if self.dp: ``` !!! Warning "Warning about backtesting" - Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()` + Be careful when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()` for the backtesting runmode) provides the full time-range in one go, so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode). !!! Warning "Warning in hyperopt" This option cannot currently be used during hyperopt. +#### *get_analyzed_dataframe(pair, timeframe)* + +This method is used by freqtrade internally to determine the last signal. +It can also be used in specific callbacks to get the signal that caused the action (see [Advanced Strategy Documentation](strategy-advanced.md) for more details on available callbacks). + +``` python +# fetch current dataframe +if self.dp: + dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=metadata['pair'], + timeframe=self.ticker_interval) +``` + #### *orderbook(pair, maximum)* ``` python From 84329ad2ca7297491a11a0fa542fcc5ac729b0a9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 10:08:19 +0200 Subject: [PATCH 264/570] Add confirm_trade* methods to abort buying or selling --- docs/strategy-advanced.md | 83 ++++++++++++++++++- freqtrade/freqtradebot.py | 16 +++- freqtrade/strategy/interface.py | 48 +++++++++++ .../subtemplates/strategy_methods_advanced.j2 | 52 ++++++++++++ 4 files changed, 197 insertions(+), 2 deletions(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index aba834c55..7edb0d05d 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -3,6 +3,9 @@ This page explains some advanced concepts available for strategies. If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation first. +!!! Note + All callback methods described below should only be implemented in a strategy if they are also actively used. + ## Custom order timeout rules Simple, timebased order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section. @@ -95,7 +98,6 @@ class Awesomestrategy(IStrategy): A simple callback which is called at the start of every bot iteration. This can be used to perform calculations which are pair independent. - ``` python import requests @@ -116,3 +118,82 @@ class Awesomestrategy(IStrategy): self.remote_data = requests.get('https://some_remote_source.example.com') ``` + +## Bot order confirmation + +### Trade entry (buy order) confirmation + +`confirm_trade_entry()` an be used to abort a trade entry at the latest second (maybe because the price is not what we expect). + +``` python +class Awesomestrategy(IStrategy): + + # ... populate_* methods + + def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, + time_in_force: str, **kwargs) -> bool: + """ + Called right before placing a buy order. + Timing for this function is critical, so avoid doing heavy computations or + network reqeusts in this method. + + For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ + + When not implemented by a strategy, returns True (always confirming). + + :param pair: Pair that's about to be bought. + :param order_type: Order type (as configured in order_types). usually limit or market. + :param amount: Amount in target (quote) currency that's going to be traded. + :param rate: Rate that's going to be used when using limit orders + :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled). + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the buy-order is placed on the exchange. + False aborts the process + """ + return True + +``` + +### Trade exit (sell order) confirmation + +`confirm_trade_exit()` an be used to abort a trade exit (sell) at the latest second (maybe because the price is not what we expect). + +``` python +from freqtrade.persistence import Trade + + +class Awesomestrategy(IStrategy): + + # ... populate_* methods + + def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, + time_in_force: str, sell_reason: str, ** kwargs) -> bool: + """ + Called right before placing a regular sell order. + Timing for this function is critical, so avoid doing heavy computations or + network reqeusts in this method. + + For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ + + When not implemented by a strategy, returns True (always confirming). + + :param pair: Pair that's about to be sold. + :param order_type: Order type (as configured in order_types). usually limit or market. + :param amount: Amount in quote currency. + :param rate: Rate that's going to be used when using limit orders + :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled). + :param sell_reason: Sell reason. + Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss', + 'sell_signal', 'force_sell', 'emergency_sell'] + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the sell-order is placed on the exchange. + False aborts the process + """ + if sell_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0: + # Reject force-sells with negative profit + # This is just a sample, please adjust to your needs + # (this does not necessarily make sense, assuming you know when you're force-selling) + return False + return True + +``` diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 77ded8355..09b794a99 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -497,6 +497,12 @@ class FreqtradeBot: amount = stake_amount / buy_limit_requested order_type = self.strategy.order_types['buy'] + if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)( + pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested, + time_in_force=time_in_force): + logger.info(f"User requested abortion of buying {pair}") + return False + order = self.exchange.buy(pair=pair, ordertype=order_type, amount=amount, rate=buy_limit_requested, time_in_force=time_in_force) @@ -1077,12 +1083,20 @@ class FreqtradeBot: order_type = self.strategy.order_types.get("emergencysell", "market") amount = self._safe_sell_amount(trade.pair, trade.amount) + time_in_force = self.strategy.order_time_in_force['sell'] + + if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)( + pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit, + time_in_force=time_in_force, + sell_reason=sell_reason.value): + logger.info(f"User requested abortion of selling {trade.pair}") + return False # Execute sell and update trade record order = self.exchange.sell(pair=str(trade.pair), ordertype=order_type, amount=amount, rate=limit, - time_in_force=self.strategy.order_time_in_force['sell'] + time_in_force=time_in_force ) trade.open_order_id = order['id'] diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index abe5f7dfb..afa8c192e 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -199,6 +199,54 @@ class IStrategy(ABC): """ pass + def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, + time_in_force: str, **kwargs) -> bool: + """ + Called right before placing a buy order. + Timing for this function is critical, so avoid doing heavy computations or + network reqeusts in this method. + + For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ + + When not implemented by a strategy, returns True (always confirming). + + :param pair: Pair that's about to be bought. + :param order_type: Order type (as configured in order_types). usually limit or market. + :param amount: Amount in target (quote) currency that's going to be traded. + :param rate: Rate that's going to be used when using limit orders + :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled). + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the buy-order is placed on the exchange. + False aborts the process + """ + return True + + def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, + time_in_force: str, sell_reason: str, ** kwargs) -> bool: + """ + Called right before placing a regular sell order. + Timing for this function is critical, so avoid doing heavy computations or + network reqeusts in this method. + + For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ + + When not implemented by a strategy, returns True (always confirming). + + :param pair: Pair that's about to be sold. + :param trade: trade object. + :param order_type: Order type (as configured in order_types). usually limit or market. + :param amount: Amount in quote currency. + :param rate: Rate that's going to be used when using limit orders + :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled). + :param sell_reason: Sell reason. + Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss', + 'sell_signal', 'force_sell', 'emergency_sell'] + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the sell-order is placed on the exchange. + False aborts the process + """ + return True + def informative_pairs(self) -> ListPairsWithTimeframes: """ Define additional, informative pair/interval combinations to be cached from the exchange. diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 index 9af086c77..782c5a475 100644 --- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 +++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 @@ -4,10 +4,62 @@ def bot_loop_start(self, **kwargs) -> None: Called at the start of the bot iteration (one loop). Might be used to perform pair-independent tasks (e.g. gather some remote ressource for comparison) + + For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ + + When not implemented by a strategy, this simply does nothing. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. """ pass +def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, + time_in_force: str, **kwargs) -> bool: + """ + Called right before placing a buy order. + Timing for this function is critical, so avoid doing heavy computations or + network reqeusts in this method. + + For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ + + When not implemented by a strategy, returns True (always confirming). + + :param pair: Pair that's about to be bought. + :param order_type: Order type (as configured in order_types). usually limit or market. + :param amount: Amount in target (quote) currency that's going to be traded. + :param rate: Rate that's going to be used when using limit orders + :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled). + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the buy-order is placed on the exchange. + False aborts the process + """ + return True + +def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float, rate: float, + time_in_force: str, sell_reason: str, ** kwargs) -> bool: + """ + Called right before placing a regular sell order. + Timing for this function is critical, so avoid doing heavy computations or + network reqeusts in this method. + + For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ + + When not implemented by a strategy, returns True (always confirming). + + :param pair: Pair that's about to be sold. + :param trade: trade object. + :param order_type: Order type (as configured in order_types). usually limit or market. + :param amount: Amount in quote currency. + :param rate: Rate that's going to be used when using limit orders + :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled). + :param sell_reason: Sell reason. + Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss', + 'sell_signal', 'force_sell', 'emergency_sell'] + :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. + :return bool: When True is returned, then the sell-order is placed on the exchange. + False aborts the process + """ + return True + def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool: """ Check buy timeout function callback. From 6d6e7196f43e97c16208c7685f51d3a39cae3206 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 10:20:23 +0200 Subject: [PATCH 265/570] Test trade entry / exit is called correctly --- tests/test_integration.py | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/tests/test_integration.py b/tests/test_integration.py index 57960503e..fdc3ab1d0 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -79,10 +79,15 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee, freqtrade.strategy.order_types['stoploss_on_exchange'] = True # Switch ordertype to market to close trade immediately freqtrade.strategy.order_types['sell'] = 'market' + freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) + freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True) patch_get_signal(freqtrade) # Create some test data freqtrade.enter_positions() + assert freqtrade.strategy.confirm_trade_entry.call_count == 3 + freqtrade.strategy.confirm_trade_entry.reset_mock() + assert freqtrade.strategy.confirm_trade_exit.call_count == 0 wallets_mock.reset_mock() Trade.session = MagicMock() @@ -95,6 +100,9 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee, n = freqtrade.exit_positions(trades) assert n == 2 assert should_sell_mock.call_count == 2 + assert freqtrade.strategy.confirm_trade_entry.call_count == 0 + assert freqtrade.strategy.confirm_trade_exit.call_count == 1 + freqtrade.strategy.confirm_trade_exit.reset_mock() # Only order for 3rd trade needs to be cancelled assert cancel_order_mock.call_count == 1 From 7c3fb111f283286a3c7297ab6aef604a9ab4b66d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 10:23:49 +0200 Subject: [PATCH 266/570] Confirm execute_sell calls confirm_trade_exit --- tests/test_freqtradebot.py | 13 ++++++++++++- 1 file changed, 12 insertions(+), 1 deletion(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 381531eba..fd903fe43 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2502,22 +2502,33 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) + freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False) # Create some test data freqtrade.enter_positions() + rpc_mock.reset_mock() trade = Trade.query.first() assert trade + assert freqtrade.strategy.confirm_trade_exit.call_count == 0 # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_sell_up ) + # Prevented sell ... + freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI) + assert rpc_mock.call_count == 0 + assert freqtrade.strategy.confirm_trade_exit.call_count == 1 + + # Repatch with true + freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True) freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI) + assert freqtrade.strategy.confirm_trade_exit.call_count == 1 - assert rpc_mock.call_count == 2 + assert rpc_mock.call_count == 1 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, From 1c1a7150ae9906f9d513c86c611bf51d70d728f8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 10:27:29 +0200 Subject: [PATCH 267/570] ensure confirm_trade_entry is called and has the desired effect --- tests/test_freqtradebot.py | 11 ++++++++++- 1 file changed, 10 insertions(+), 1 deletion(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index fd903fe43..820e69bb0 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -975,6 +975,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None: patch_RPCManager(mocker) patch_exchange(mocker) freqtrade = FreqtradeBot(default_conf) + freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False) stake_amount = 2 bid = 0.11 buy_rate_mock = MagicMock(return_value=bid) @@ -996,6 +997,13 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None: ) pair = 'ETH/BTC' + assert not freqtrade.execute_buy(pair, stake_amount) + assert buy_rate_mock.call_count == 1 + assert buy_mm.call_count == 0 + assert freqtrade.strategy.confirm_trade_entry.call_count == 1 + buy_rate_mock.reset_mock() + + freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) assert freqtrade.execute_buy(pair, stake_amount) assert buy_rate_mock.call_count == 1 assert buy_mm.call_count == 1 @@ -1003,6 +1011,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None: assert call_args['pair'] == pair assert call_args['rate'] == bid assert call_args['amount'] == stake_amount / bid + buy_rate_mock.reset_mock() # Should create an open trade with an open order id # As the order is not fulfilled yet @@ -1015,7 +1024,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None: fix_price = 0.06 assert freqtrade.execute_buy(pair, stake_amount, fix_price) # Make sure get_buy_rate wasn't called again - assert buy_rate_mock.call_count == 1 + assert buy_rate_mock.call_count == 0 assert buy_mm.call_count == 2 call_args = buy_mm.call_args_list[1][1] From 8b186dbe0eb3872ba685c7a8c156a1b266c4aa92 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 10:49:15 +0200 Subject: [PATCH 268/570] Add additional test scenarios --- docs/strategy-advanced.md | 4 +-- freqtrade/strategy/interface.py | 4 +-- .../subtemplates/strategy_methods_advanced.j2 | 4 +-- tests/conftest.py | 1 + tests/strategy/test_interface.py | 6 ++-- tests/test_freqtradebot.py | 33 +++++++++++++++++++ 6 files changed, 43 insertions(+), 9 deletions(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index 7edb0d05d..f1d8c21dc 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -135,7 +135,7 @@ class Awesomestrategy(IStrategy): """ Called right before placing a buy order. Timing for this function is critical, so avoid doing heavy computations or - network reqeusts in this method. + network requests in this method. For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ @@ -171,7 +171,7 @@ class Awesomestrategy(IStrategy): """ Called right before placing a regular sell order. Timing for this function is critical, so avoid doing heavy computations or - network reqeusts in this method. + network requests in this method. For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index afa8c192e..fab438ae6 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -204,7 +204,7 @@ class IStrategy(ABC): """ Called right before placing a buy order. Timing for this function is critical, so avoid doing heavy computations or - network reqeusts in this method. + network requests in this method. For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ @@ -226,7 +226,7 @@ class IStrategy(ABC): """ Called right before placing a regular sell order. Timing for this function is critical, so avoid doing heavy computations or - network reqeusts in this method. + network requests in this method. For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 index 782c5a475..28d2d1c1b 100644 --- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 +++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 @@ -17,7 +17,7 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f """ Called right before placing a buy order. Timing for this function is critical, so avoid doing heavy computations or - network reqeusts in this method. + network requests in this method. For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ @@ -39,7 +39,7 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: """ Called right before placing a regular sell order. Timing for this function is critical, so avoid doing heavy computations or - network reqeusts in this method. + network requests in this method. For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/ diff --git a/tests/conftest.py b/tests/conftest.py index 3be7bbd22..c64f443bc 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -787,6 +787,7 @@ def limit_buy_order(): 'price': 0.00001099, 'amount': 90.99181073, 'filled': 90.99181073, + 'cost': 0.0009999, 'remaining': 0.0, 'status': 'closed' } diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 63d3b85a1..176fa43ca 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -57,9 +57,9 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history): def test_trade_no_dataprovider(default_conf, mocker, caplog): strategy = DefaultStrategy({}) - # Delete DP for sure (suffers from test leakage, as we update this in the base class) - if strategy.dp: - del strategy.dp + # Delete DP for sure (suffers from test leakage, as this is updated in the base class) + if strategy.dp is not None: + strategy.dp = None with pytest.raises(OperationalException, match="DataProvider not found."): strategy.get_signal('ETH/BTC', '5m') diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 820e69bb0..047885942 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1070,6 +1070,39 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None: assert not freqtrade.execute_buy(pair, stake_amount) +def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf) + mocker.patch.multiple( + 'freqtrade.freqtradebot.FreqtradeBot', + get_buy_rate=MagicMock(return_value=0.11), + _get_min_pair_stake_amount=MagicMock(return_value=1) + ) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + fetch_ticker=MagicMock(return_value={ + 'bid': 0.00001172, + 'ask': 0.00001173, + 'last': 0.00001172 + }), + buy=MagicMock(return_value=limit_buy_order), + get_fee=fee, + ) + stake_amount = 2 + pair = 'ETH/BTC' + + freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError) + assert freqtrade.execute_buy(pair, stake_amount) + + freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception) + assert freqtrade.execute_buy(pair, stake_amount) + + freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) + assert freqtrade.execute_buy(pair, stake_amount) + + freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False) + assert not freqtrade.execute_buy(pair, stake_amount) + + def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None: patch_RPCManager(mocker) patch_exchange(mocker) From e5f7610b5d7b1552f6809171812b3937133ccb12 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 11:38:56 +0200 Subject: [PATCH 269/570] Add bot basics documentation --- docs/bot-basics.md | 58 ++++++++++++++++++++++++++++++++++ docs/hyperopt.md | 5 --- docs/strategy-advanced.md | 4 ++- docs/strategy-customization.md | 5 ++- mkdocs.yml | 1 + 5 files changed, 66 insertions(+), 7 deletions(-) create mode 100644 docs/bot-basics.md diff --git a/docs/bot-basics.md b/docs/bot-basics.md new file mode 100644 index 000000000..728dcf46e --- /dev/null +++ b/docs/bot-basics.md @@ -0,0 +1,58 @@ +# Freqtrade basics + +This page will try to teach you some basic concepts on how freqtrade works and operates. + +## Freqtrade terminology + +* Trade: Open position +* Open Order: Order which is currently placed on the exchange, and is not yet complete. +* Pair: Tradable pair, usually in the format of Quote/Base (e.g. XRP/USDT). +* Timeframe: Candle length to use (e.g. `"5m"`, `"1h"`, ...). +* Indicators: Technical indicators (SMA, EMA, RSI, ...). +* Limit order: Limit orders which execute at the defined limit price or better. +* Market order: Guaranteed to fill, may move price depending on the order size. + +## Fee handling + +All profit calculations of Freqtrade include fees. For Backtesting / Hyperopt / Dry-run modes, the exchange default fee is used (lowest tier on the exchange). For live operations, fees are used as applied by the exchange (this includes BNB rebates etc.). + +## Bot execution logic + +Starting freqtrade in dry-run or live mode (using `freqtrade trade`) will start the bot and start the bot iteration loop. +By default, loop runs every few seconds (`internals.process_throttle_secs`) and does roughly the following in the following sequence: + +* Fetch open trades from persistence. +* Calculate current list of tradable pairs. +* Download ohlcv data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs) + This step is only executed once per Candle to avoid unnecessary network traffic. +* Call `bot_loop_start()` strategy callback. +* Analyze strategy per pair. + * Call `populate_indicators()` + * Call `populate_buy_trend()` + * Call `populate_sell_trend()` +* Check timeouts for open orders. + * Calls `check_buy_timeout()` strategy callback for open buy orders. + * Calls `check_sell_timeout()` strategy callback for open sell orders. +* Verifies existing positions and eventually places sell orders. + * Considers stoploss, ROI and sell-signal. + * Determine sell-price based on `ask_strategy` configuration setting. + * Before a sell order is placed, `confirm_trade_exit()` strategy callback is called. +* Check if trade-slots are still available (if `max_open_trades` is reached). +* Verifies buy signal trying to enter new positions. + * Determine buy-price based on `bid_strategy` configuration setting. + * Before a buy order is placed, `confirm_trade_entry()` strategy callback is called. + +This loop will be repeated again and again until the bot is stopped. + +## Backtesting / Hyperopt execution logic + +[backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated. + +* Load historic data for configured pairlist. +* Calculate indicators (calls `populate_indicators()`). +* Calls `populate_buy_trend()` and `populate_sell_trend()` +* Loops per candle simulating entry and exit points. +* Generate backtest report output + +!!! Note + Both Backtesting and Hyperopt include exchange default Fees in the calculation. Custom fees can be passed to backtesting / hyperopt by specifying the `--fee` argument. diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 9acb606c3..efb11e188 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -498,8 +498,3 @@ After you run Hyperopt for the desired amount of epochs, you can later list all Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected. To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same set of arguments `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting. - -## Next Step - -Now you have a perfect bot and want to control it from Telegram. Your -next step is to learn the [Telegram usage](telegram-usage.md). diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index f1d8c21dc..100e96b81 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -1,7 +1,9 @@ # Advanced Strategies This page explains some advanced concepts available for strategies. -If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation first. +If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation and with the [Freqtrade basics](bot-basics.md) first. + +[Freqtrade basics](bot-basics.md) describes in which sequence each method defined below is called, which can be helpful to understand which method to use. !!! Note All callback methods described below should only be implemented in a strategy if they are also actively used. diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 1c4c80c47..4a373fb0d 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -1,6 +1,8 @@ # Strategy Customization -This page explains where to customize your strategies, and add new indicators. +This page explains how to customize your strategies, and add new indicators. + +Please familiarize yourself with [Freqtrade basics](bot-basics.md) first. ## Install a custom strategy file @@ -385,6 +387,7 @@ if self.dp: ``` #### *current_whitelist()* + Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. The strategy might look something like this: diff --git a/mkdocs.yml b/mkdocs.yml index ae24e150c..ebd32b3c1 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -3,6 +3,7 @@ nav: - Home: index.md - Installation Docker: docker.md - Installation: installation.md + - Freqtrade Basics: bot-basics.md - Configuration: configuration.md - Strategy Customization: strategy-customization.md - Stoploss: stoploss.md From ab9382434fb7945cd882c6905daddf0664918889 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 11:51:20 +0200 Subject: [PATCH 270/570] Add test for get_analyzed_dataframe --- freqtrade/data/dataprovider.py | 10 +++++----- tests/data/test_dataprovider.py | 31 +++++++++++++++++++++++++++++-- 2 files changed, 34 insertions(+), 7 deletions(-) diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index adc9ea334..113a092bc 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -5,7 +5,7 @@ including ticker and orderbook data, live and historical candle (OHLCV) data Common Interface for bot and strategy to access data. """ import logging -from datetime import datetime +from datetime import datetime, timezone from typing import Any, Dict, List, Optional, Tuple from arrow import Arrow @@ -107,14 +107,14 @@ class DataProvider: :param pair: pair to get the data for :param timeframe: timeframe to get data for :return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe - combination + combination. + Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached. """ - # TODO: check updated time and don't return outdated data. if (pair, timeframe) in self.__cached_pairs: return self.__cached_pairs[(pair, timeframe)] else: - # TODO: this is most likely wrong... - raise ValueError(f"No analyzed dataframe found for ({pair}, {timeframe})") + + return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc)) def market(self, pair: str) -> Optional[Dict[str, Any]]: """ diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py index def3ad535..c572cd9f3 100644 --- a/tests/data/test_dataprovider.py +++ b/tests/data/test_dataprovider.py @@ -1,11 +1,12 @@ +from datetime import datetime, timezone from unittest.mock import MagicMock -from pandas import DataFrame import pytest +from pandas import DataFrame from freqtrade.data.dataprovider import DataProvider -from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.exceptions import DependencyException, OperationalException +from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.state import RunMode from tests.conftest import get_patched_exchange @@ -194,3 +195,29 @@ def test_current_whitelist(mocker, default_conf, tickers): with pytest.raises(OperationalException): dp = DataProvider(default_conf, exchange) dp.current_whitelist() + + +def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history): + + default_conf["runmode"] = RunMode.DRY_RUN + + timeframe = default_conf["timeframe"] + exchange = get_patched_exchange(mocker, default_conf) + + dp = DataProvider(default_conf, exchange) + dp._set_cached_df("XRP/BTC", timeframe, ohlcv_history) + dp._set_cached_df("UNITTEST/BTC", timeframe, ohlcv_history) + + assert dp.runmode == RunMode.DRY_RUN + dataframe, time = dp.get_analyzed_dataframe("UNITTEST/BTC", timeframe) + assert ohlcv_history.equals(dataframe) + assert isinstance(time, datetime) + + dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) + assert ohlcv_history.equals(dataframe) + assert isinstance(time, datetime) + + dataframe, time = dp.get_analyzed_dataframe("NOTHING/BTC", timeframe) + assert dataframe.empty + assert isinstance(time, datetime) + assert time == datetime(1970, 1, 1, tzinfo=timezone.utc) From 8472fcfff9a6ad93e96ac8800bfe8dbb90277a52 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 14 Jun 2020 11:52:42 +0200 Subject: [PATCH 271/570] Add empty to documentation --- docs/strategy-customization.md | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 4a373fb0d..0a1049f3b 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -454,6 +454,13 @@ if self.dp: timeframe=self.ticker_interval) ``` +!!! Note "No data available" + Returns an empty dataframe if the requested pair was not cached. + This should not happen when using whitelisted pairs. + +!!! Warning "Warning in hyperopt" + This option cannot currently be used during hyperopt. + #### *orderbook(pair, maximum)* ``` python From f2a778d294a435c2b775dae1c644eef042dfe1dd Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 18 Jun 2020 07:03:30 +0200 Subject: [PATCH 272/570] Combine tests for empty dataframe --- freqtrade/strategy/interface.py | 2 +- tests/strategy/test_interface.py | 14 +++++--------- 2 files changed, 6 insertions(+), 10 deletions(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index fab438ae6..5b5cce268 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -415,7 +415,7 @@ class IStrategy(ABC): dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe) if not isinstance(dataframe, DataFrame) or dataframe.empty: - logger.warning('Empty dataframe for pair %s', pair) + logger.warning(f'Empty candle (OHLCV) data for pair {pair}') return False, False latest_date = dataframe['date'].max() diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 176fa43ca..835465f38 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -89,6 +89,11 @@ def test_get_signal_empty(default_conf, mocker, caplog): mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(None, 0)) assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe']) assert log_has('Empty candle (OHLCV) data for pair bar', caplog) + caplog.clear() + + mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame([]), 0)) + assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe']) + assert log_has('Empty candle (OHLCV) data for pair baz', caplog) def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history): @@ -110,15 +115,6 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_his assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog) -def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history): - caplog.set_level(logging.INFO) - mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame([]), 0)) - mocker.patch.object(_STRATEGY, 'assert_df') - - assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe']) - assert log_has('Empty dataframe for pair xyz', caplog) - - def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history): # default_conf defines a 5m interval. we check interval * 2 + 5m # this is necessary as the last candle is removed (partial candles) by default From 48225e0d80669e100cb56518133a95cc8d6adad0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 18 Jun 2020 07:05:06 +0200 Subject: [PATCH 273/570] Improve interface docstrings for analyze functions --- freqtrade/strategy/interface.py | 18 +++++++++++------- 1 file changed, 11 insertions(+), 7 deletions(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 5b5cce268..279453920 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -346,7 +346,7 @@ class IStrategy(ABC): return dataframe - def analyze_pair(self, pair: str): + def analyze_pair(self, pair: str) -> None: """ Fetch data for this pair from dataprovider and analyze. Stores the dataframe into the dataprovider. @@ -376,7 +376,11 @@ class IStrategy(ABC): logger.warning('Empty dataframe for pair %s', pair) return - def analyze(self, pairs: List[str]): + def analyze(self, pairs: List[str]) -> None: + """ + Analyze all pairs using analyze_pair(). + :param pairs: List of pairs to analyze + """ for pair in pairs: self.analyze_pair(pair) @@ -386,7 +390,9 @@ class IStrategy(ABC): return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1] def assert_df(self, dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime): - """ make sure data is unmodified """ + """ + Ensure dataframe (length, last candle) was not modified, and has all elements we need. + """ message = "" if df_len != len(dataframe): message = "length" @@ -403,10 +409,9 @@ class IStrategy(ABC): def get_signal(self, pair: str, timeframe: str) -> Tuple[bool, bool]: """ Calculates current signal based based on the buy / sell columns of the dataframe. - Used by Bot to get the latest signal + Used by Bot to get the signal to buy or sell :param pair: pair in format ANT/BTC :param timeframe: timeframe to use - :param dataframe: Dataframe to analyze :return: (Buy, Sell) A bool-tuple indicating buy/sell signal """ if not self.dp: @@ -429,8 +434,7 @@ class IStrategy(ABC): if latest_date < (arrow.utcnow().shift(minutes=-(timeframe_minutes * 2 + offset))): logger.warning( 'Outdated history for pair %s. Last tick is %s minutes old', - pair, - (arrow.utcnow() - latest_date).seconds // 60 + pair, (arrow.utcnow() - latest_date).seconds // 60 ) return False, False From f1993fb2f48b986caef0372f1d6e9e0fe39f3c29 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 18 Jun 2020 08:01:09 +0200 Subject: [PATCH 274/570] Pass analyzed dataframe to get_signal --- freqtrade/freqtradebot.py | 8 ++++-- freqtrade/strategy/interface.py | 8 ++---- tests/conftest.py | 2 +- tests/strategy/test_interface.py | 43 ++++++-------------------------- 4 files changed, 16 insertions(+), 45 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 09b794a99..59f4447d7 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -424,7 +424,8 @@ class FreqtradeBot: return False # running get_signal on historical data fetched - (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe) + analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe) + (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df) if buy and not sell: stake_amount = self.get_trade_stake_amount(pair) @@ -705,7 +706,10 @@ class FreqtradeBot: if (config_ask_strategy.get('use_sell_signal', True) or config_ask_strategy.get('ignore_roi_if_buy_signal', False)): - (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe) + analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair, + self.strategy.timeframe) + + (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df) if config_ask_strategy.get('use_order_book', False): order_book_min = config_ask_strategy.get('order_book_min', 1) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 279453920..969259446 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -406,19 +406,15 @@ class IStrategy(ABC): else: raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.") - def get_signal(self, pair: str, timeframe: str) -> Tuple[bool, bool]: + def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]: """ Calculates current signal based based on the buy / sell columns of the dataframe. Used by Bot to get the signal to buy or sell :param pair: pair in format ANT/BTC :param timeframe: timeframe to use + :param dataframe: Analyzed dataframe to get signal from. :return: (Buy, Sell) A bool-tuple indicating buy/sell signal """ - if not self.dp: - raise OperationalException("DataProvider not found.") - - dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe) - if not isinstance(dataframe, DataFrame) or dataframe.empty: logger.warning(f'Empty candle (OHLCV) data for pair {pair}') return False, False diff --git a/tests/conftest.py b/tests/conftest.py index c64f443bc..8e8c1bfaa 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -163,7 +163,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None: :param value: which value IStrategy.get_signal() must return :return: None """ - freqtrade.strategy.get_signal = lambda e, s: value + freqtrade.strategy.get_signal = lambda e, s, x: value freqtrade.exchange.refresh_latest_ohlcv = lambda p: None diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 835465f38..70ae067d7 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -31,40 +31,15 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history): mocked_history['buy'] = 0 mocked_history.loc[1, 'sell'] = 1 - mocker.patch.object( - _STRATEGY.dp, 'get_analyzed_dataframe', - return_value=(mocked_history, 0) - ) - - assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, True) + assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True) mocked_history.loc[1, 'sell'] = 0 mocked_history.loc[1, 'buy'] = 1 - mocker.patch.object( - _STRATEGY.dp, 'get_analyzed_dataframe', - return_value=(mocked_history, 0) - ) - assert _STRATEGY.get_signal('ETH/BTC', '5m') == (True, False) + assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False) mocked_history.loc[1, 'sell'] = 0 mocked_history.loc[1, 'buy'] = 0 - mocker.patch.object( - _STRATEGY.dp, 'get_analyzed_dataframe', - return_value=(mocked_history, 0) - ) - assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, False) - - -def test_trade_no_dataprovider(default_conf, mocker, caplog): - strategy = DefaultStrategy({}) - # Delete DP for sure (suffers from test leakage, as this is updated in the base class) - if strategy.dp is not None: - strategy.dp = None - with pytest.raises(OperationalException, match="DataProvider not found."): - strategy.get_signal('ETH/BTC', '5m') - - with pytest.raises(OperationalException, match="DataProvider not found."): - strategy.analyze_pair('ETH/BTC') + assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False) def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history): @@ -81,18 +56,15 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history): def test_get_signal_empty(default_conf, mocker, caplog): - mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame(), 0)) - assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe']) + assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame()) assert log_has('Empty candle (OHLCV) data for pair foo', caplog) caplog.clear() - mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(None, 0)) - assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe']) + assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None) assert log_has('Empty candle (OHLCV) data for pair bar', caplog) caplog.clear() - mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame([]), 0)) - assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe']) + assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([])) assert log_has('Empty candle (OHLCV) data for pair baz', caplog) @@ -126,10 +98,9 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history): mocked_history.loc[1, 'buy'] = 1 caplog.set_level(logging.INFO) - mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0)) mocker.patch.object(_STRATEGY, 'assert_df') - assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe']) + assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history) assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog) From eef3c01da73008c9f9a4bb03ff5c4106cbbf68fa Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 18 Jun 2020 19:46:03 +0200 Subject: [PATCH 275/570] Fix function header formatting --- docs/strategy-advanced.md | 4 ++-- freqtrade/strategy/interface.py | 4 ++-- freqtrade/templates/subtemplates/strategy_methods_advanced.j2 | 4 ++-- tests/strategy/test_interface.py | 2 +- 4 files changed, 7 insertions(+), 7 deletions(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index 100e96b81..c576cb46e 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -168,8 +168,8 @@ class Awesomestrategy(IStrategy): # ... populate_* methods - def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, - time_in_force: str, sell_reason: str, ** kwargs) -> bool: + def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, + rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool: """ Called right before placing a regular sell order. Timing for this function is critical, so avoid doing heavy computations or diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 969259446..f8e59ac7b 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -221,8 +221,8 @@ class IStrategy(ABC): """ return True - def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, - time_in_force: str, sell_reason: str, ** kwargs) -> bool: + def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, + rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool: """ Called right before placing a regular sell order. Timing for this function is critical, so avoid doing heavy computations or diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 index 28d2d1c1b..c7ce41bb7 100644 --- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 +++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 @@ -34,8 +34,8 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f """ return True -def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float, rate: float, - time_in_force: str, sell_reason: str, ** kwargs) -> bool: +def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, + rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool: """ Called right before placing a regular sell order. Timing for this function is critical, so avoid doing heavy computations or diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 70ae067d7..381454622 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -9,7 +9,7 @@ from pandas import DataFrame from freqtrade.configuration import TimeRange from freqtrade.data.history import load_data -from freqtrade.exceptions import StrategyError, OperationalException +from freqtrade.exceptions import StrategyError from freqtrade.persistence import Trade from freqtrade.resolvers import StrategyResolver from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper From f976905728c45ee21e6daccea25eb25d3ff3ec47 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 18 Jun 2020 20:00:18 +0200 Subject: [PATCH 276/570] Fix more exchange message typos --- freqtrade/exchange/exchange.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 48219096d..4564e671f 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -526,13 +526,13 @@ class Exchange: except ccxt.InsufficientFunds as e: raise DependencyException( - f'Insufficient funds to create {ordertype} {side} order on market {pair}.' + f'Insufficient funds to create {ordertype} {side} order on market {pair}. ' f'Tried to {side} amount {amount} at rate {rate}.' f'Message: {e}') from e except ccxt.InvalidOrder as e: raise DependencyException( - f'Could not create {ordertype} {side} order on market {pair}.' - f'Tried to {side} amount {amount} at rate {rate}.' + f'Could not create {ordertype} {side} order on market {pair}. ' + f'Tried to {side} amount {amount} at rate {rate}. ' f'Message: {e}') from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( From dbf14ccf13d00be1687d4d3b45af252384bbec7f Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 22 Jun 2020 09:13:36 +0000 Subject: [PATCH 277/570] Bump mypy from 0.780 to 0.781 Bumps [mypy](https://github.com/python/mypy) from 0.780 to 0.781. - [Release notes](https://github.com/python/mypy/releases) - [Commits](https://github.com/python/mypy/compare/v0.780...v0.781) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 840eff15f..91b33c573 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,7 +7,7 @@ coveralls==2.0.0 flake8==3.8.3 flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 -mypy==0.780 +mypy==0.781 pytest==5.4.3 pytest-asyncio==0.12.0 pytest-cov==2.10.0 From 993333a61cdc99afbc04aa7e96ffcb582e181776 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 22 Jun 2020 09:14:25 +0000 Subject: [PATCH 278/570] Bump pandas from 1.0.4 to 1.0.5 Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.0.4 to 1.0.5. - [Release notes](https://github.com/pandas-dev/pandas/releases) - [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md) - [Commits](https://github.com/pandas-dev/pandas/compare/v1.0.4...v1.0.5) Signed-off-by: dependabot-preview[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 2c68b8f2c..8376e41aa 100644 --- a/requirements.txt +++ b/requirements.txt @@ -2,4 +2,4 @@ -r requirements-common.txt numpy==1.18.5 -pandas==1.0.4 +pandas==1.0.5 From 432c1b54bfc8332aab70f1a08ba491d08972b7a8 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 22 Jun 2020 09:14:57 +0000 Subject: [PATCH 279/570] Bump arrow from 0.15.6 to 0.15.7 Bumps [arrow](https://github.com/crsmithdev/arrow) from 0.15.6 to 0.15.7. - [Release notes](https://github.com/crsmithdev/arrow/releases) - [Changelog](https://github.com/crsmithdev/arrow/blob/master/CHANGELOG.rst) - [Commits](https://github.com/crsmithdev/arrow/compare/0.15.6...0.15.7) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index a6420d76a..767e993de 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -3,7 +3,7 @@ ccxt==1.30.2 SQLAlchemy==1.3.17 python-telegram-bot==12.7 -arrow==0.15.6 +arrow==0.15.7 cachetools==4.1.0 requests==2.23.0 urllib3==1.25.9 From dcc95d09339a104977a347499ada458f1855fba7 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 22 Jun 2020 09:15:33 +0000 Subject: [PATCH 280/570] Bump mkdocs-material from 5.3.0 to 5.3.2 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.3.0 to 5.3.2. - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.3.0...5.3.2) Signed-off-by: dependabot-preview[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 666cf5ac4..7ddfc1dfb 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.3.0 +mkdocs-material==5.3.2 mdx_truly_sane_lists==1.2 From b29f12bfad2e526c4dd3ae2b1bc0fcebe5bc4a9f Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 22 Jun 2020 09:16:00 +0000 Subject: [PATCH 281/570] Bump scipy from 1.4.1 to 1.5.0 Bumps [scipy](https://github.com/scipy/scipy) from 1.4.1 to 1.5.0. - [Release notes](https://github.com/scipy/scipy/releases) - [Commits](https://github.com/scipy/scipy/compare/v1.4.1...v1.5.0) Signed-off-by: dependabot-preview[bot] --- requirements-hyperopt.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index e1b3fef4f..aedfc0eaa 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -2,7 +2,7 @@ -r requirements.txt # Required for hyperopt -scipy==1.4.1 +scipy==1.5.0 scikit-learn==0.23.1 scikit-optimize==0.7.4 filelock==3.0.12 From 6d82e41dd1bcf966d89d4ae6d8d7104b8cb14809 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 22 Jun 2020 09:17:07 +0000 Subject: [PATCH 282/570] Bump ccxt from 1.30.2 to 1.30.31 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.30.2 to 1.30.31. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.30.2...1.30.31) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index a6420d76a..2e90c6cc1 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.30.2 +ccxt==1.30.31 SQLAlchemy==1.3.17 python-telegram-bot==12.7 arrow==0.15.6 From 9af1dae53e40f35beb4fc41069a655c95449f52c Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 22 Jun 2020 09:48:54 +0000 Subject: [PATCH 283/570] Bump numpy from 1.18.5 to 1.19.0 Bumps [numpy](https://github.com/numpy/numpy) from 1.18.5 to 1.19.0. - [Release notes](https://github.com/numpy/numpy/releases) - [Changelog](https://github.com/numpy/numpy/blob/master/doc/HOWTO_RELEASE.rst.txt) - [Commits](https://github.com/numpy/numpy/compare/v1.18.5...v1.19.0) Signed-off-by: dependabot-preview[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 8376e41aa..1e61d165f 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,5 +1,5 @@ # Load common requirements -r requirements-common.txt -numpy==1.18.5 +numpy==1.19.0 pandas==1.0.5 From 1854e3053890552e3892757568c359219c6a3106 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 22 Jun 2020 11:56:51 +0000 Subject: [PATCH 284/570] Bump requests from 2.23.0 to 2.24.0 Bumps [requests](https://github.com/psf/requests) from 2.23.0 to 2.24.0. - [Release notes](https://github.com/psf/requests/releases) - [Changelog](https://github.com/psf/requests/blob/master/HISTORY.md) - [Commits](https://github.com/psf/requests/compare/v2.23.0...v2.24.0) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 767e993de..3519eda69 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -5,7 +5,7 @@ SQLAlchemy==1.3.17 python-telegram-bot==12.7 arrow==0.15.7 cachetools==4.1.0 -requests==2.23.0 +requests==2.24.0 urllib3==1.25.9 wrapt==1.12.1 jsonschema==3.2.0 From f2807143c65c7bb3e9f46566cb1e3d2f43952a22 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 22 Jun 2020 12:10:52 +0000 Subject: [PATCH 285/570] Bump ccxt from 1.30.2 to 1.30.34 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.30.2 to 1.30.34. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.30.2...1.30.34) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 767e993de..1c981aee3 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.30.2 +ccxt==1.30.34 SQLAlchemy==1.3.17 python-telegram-bot==12.7 arrow==0.15.7 From 0509b9a8fce4eacfa55e01a876b909958ffcf4c3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Jun 2020 06:43:19 +0200 Subject: [PATCH 286/570] Show winning vs. losing trades --- freqtrade/rpc/rpc.py | 8 ++++++++ freqtrade/rpc/telegram.py | 4 +++- tests/rpc/test_rpc_apiserver.py | 2 ++ 3 files changed, 13 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index aeaf82662..4cb432aea 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -269,6 +269,8 @@ class RPC: profit_closed_coin = [] profit_closed_ratio = [] durations = [] + winning_trades = 0 + losing_trades = 0 for trade in trades: current_rate: float = 0.0 @@ -282,6 +284,10 @@ class RPC: profit_ratio = trade.close_profit profit_closed_coin.append(trade.close_profit_abs) profit_closed_ratio.append(profit_ratio) + if trade.close_profit > 0: + winning_trades += 1 + else: + losing_trades += 1 else: # Get current rate try: @@ -344,6 +350,8 @@ class RPC: 'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0], 'best_pair': best_pair[0] if best_pair else '', 'best_rate': round(best_pair[1] * 100, 2) if best_pair else 0, + 'winning_trades': winning_trades, + 'losing_trades': losing_trades, } def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict: diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 9b40ee2f6..13cc1afaf 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -366,7 +366,9 @@ class Telegram(RPC): f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n" f"*Total Trade Count:* `{trade_count}`\n" f"*First Trade opened:* `{first_trade_date}`\n" - f"*Latest Trade opened:* `{latest_trade_date}`") + f"*Latest Trade opened:* `{latest_trade_date}\n`" + f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`" + ) if stats['closed_trade_count'] > 0: markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n" f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`") diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 8e73eacf8..77a3e5c30 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -444,6 +444,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li 'profit_closed_percent_sum': 6.2, 'trade_count': 1, 'closed_trade_count': 1, + 'winning_trades': 1, + 'losing_trades': 0, } From 3624aec059f0bfc5f8aa587c18fcc97cf7a5cd8b Mon Sep 17 00:00:00 2001 From: gambcl Date: Wed, 24 Jun 2020 15:21:28 +0100 Subject: [PATCH 287/570] Typos --- freqtrade/pairlist/IPairList.py | 2 +- freqtrade/pairlist/PrecisionFilter.py | 2 +- freqtrade/pairlist/PriceFilter.py | 2 +- freqtrade/pairlist/ShuffleFilter.py | 2 +- freqtrade/pairlist/SpreadFilter.py | 2 +- freqtrade/pairlist/StaticPairList.py | 2 +- freqtrade/pairlist/VolumePairList.py | 2 +- 7 files changed, 7 insertions(+), 7 deletions(-) diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py index fd25e0766..1cca00eba 100644 --- a/freqtrade/pairlist/IPairList.py +++ b/freqtrade/pairlist/IPairList.py @@ -68,7 +68,7 @@ class IPairList(ABC): def needstickers(self) -> bool: """ Boolean property defining if tickers are necessary. - If no Pairlist requries tickers, an empty List is passed + If no Pairlist requires tickers, an empty List is passed as tickers argument to filter_pairlist """ diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py index 0331347be..120f7c4e0 100644 --- a/freqtrade/pairlist/PrecisionFilter.py +++ b/freqtrade/pairlist/PrecisionFilter.py @@ -27,7 +27,7 @@ class PrecisionFilter(IPairList): def needstickers(self) -> bool: """ Boolean property defining if tickers are necessary. - If no Pairlist requries tickers, an empty List is passed + If no Pairlist requires tickers, an empty List is passed as tickers argument to filter_pairlist """ return True diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index b85d68269..29dd88a76 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -24,7 +24,7 @@ class PriceFilter(IPairList): def needstickers(self) -> bool: """ Boolean property defining if tickers are necessary. - If no Pairlist requries tickers, an empty List is passed + If no Pairlist requires tickers, an empty List is passed as tickers argument to filter_pairlist """ return True diff --git a/freqtrade/pairlist/ShuffleFilter.py b/freqtrade/pairlist/ShuffleFilter.py index ba3792213..eb4f6dcc3 100644 --- a/freqtrade/pairlist/ShuffleFilter.py +++ b/freqtrade/pairlist/ShuffleFilter.py @@ -25,7 +25,7 @@ class ShuffleFilter(IPairList): def needstickers(self) -> bool: """ Boolean property defining if tickers are necessary. - If no Pairlist requries tickers, an empty List is passed + If no Pairlist requires tickers, an empty List is passed as tickers argument to filter_pairlist """ return False diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py index 0147c0068..2527a3131 100644 --- a/freqtrade/pairlist/SpreadFilter.py +++ b/freqtrade/pairlist/SpreadFilter.py @@ -24,7 +24,7 @@ class SpreadFilter(IPairList): def needstickers(self) -> bool: """ Boolean property defining if tickers are necessary. - If no Pairlist requries tickers, an empty List is passed + If no Pairlist requires tickers, an empty List is passed as tickers argument to filter_pairlist """ return True diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py index b5c1bc767..aa6268ba3 100644 --- a/freqtrade/pairlist/StaticPairList.py +++ b/freqtrade/pairlist/StaticPairList.py @@ -28,7 +28,7 @@ class StaticPairList(IPairList): def needstickers(self) -> bool: """ Boolean property defining if tickers are necessary. - If no Pairlist requries tickers, an empty List is passed + If no Pairlist requires tickers, an empty List is passed as tickers argument to filter_pairlist """ return False diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py index d32be3dc9..35dce93eb 100644 --- a/freqtrade/pairlist/VolumePairList.py +++ b/freqtrade/pairlist/VolumePairList.py @@ -54,7 +54,7 @@ class VolumePairList(IPairList): def needstickers(self) -> bool: """ Boolean property defining if tickers are necessary. - If no Pairlist requries tickers, an empty List is passed + If no Pairlist requires tickers, an empty List is passed as tickers argument to filter_pairlist """ return True From 676006b99c0610fcbb975325b4544597bc0fcaa7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Jun 2020 17:40:23 +0200 Subject: [PATCH 288/570] --dl-trades should also support increasing download span (by downloading the whole dataset again to avoid missing data in the middle). --- freqtrade/data/history/history_utils.py | 5 +++++ tests/conftest.py | 2 +- tests/data/test_history.py | 22 ++++++++++++++++++++++ 3 files changed, 28 insertions(+), 1 deletion(-) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 4f3f75a87..58bd752ea 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -270,6 +270,11 @@ def _download_trades_history(exchange: Exchange, # DEFAULT_TRADES_COLUMNS: 0 -> timestamp # DEFAULT_TRADES_COLUMNS: 1 -> id + if trades and since < trades[0][0]: + # since is before the first trade + logger.info(f"Start earlier than available data. Redownloading trades for {pair}...") + trades = [] + from_id = trades[-1][1] if trades else None if trades and since < trades[-1][0]: # Reset since to the last available point diff --git a/tests/conftest.py b/tests/conftest.py index a4106c767..f2143e60e 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1424,7 +1424,7 @@ def trades_for_order(): @pytest.fixture(scope="function") def trades_history(): - return [[1565798399463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508], + return [[1565798389463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508], [1565798399629, '126181330', None, 'buy', 0.019627, 0.244, 0.004788987999999999], [1565798399752, '126181331', None, 'sell', 0.019626, 0.011, 0.00021588599999999999], [1565798399862, '126181332', None, 'sell', 0.019626, 0.011, 0.00021588599999999999], diff --git a/tests/data/test_history.py b/tests/data/test_history.py index c52163bbc..c2eb2d715 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -557,6 +557,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad assert ght_mock.call_count == 1 # Check this in seconds - since we had to convert to seconds above too. assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time2 - 5 + assert ght_mock.call_args_list[0][1]['from_id'] is not None # clean files freshly downloaded _clean_test_file(file1) @@ -568,6 +569,27 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad pair='ETH/BTC') assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog) + file2 = testdatadir / 'XRP_ETH-trades.json.gz' + + _backup_file(file2, True) + + ght_mock.reset_mock() + mocker.patch('freqtrade.exchange.Exchange.get_historic_trades', + ght_mock) + # Since before first start date + since_time = int(trades_history[0][0] // 1000) - 500 + timerange = TimeRange('date', None, since_time, 0) + + assert _download_trades_history(data_handler=data_handler, exchange=exchange, + pair='XRP/ETH', timerange=timerange) + + assert ght_mock.call_count == 1 + + assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time + assert ght_mock.call_args_list[0][1]['from_id'] is None + assert log_has_re(r'Start earlier than available data. Redownloading trades for.*', caplog) + _clean_test_file(file2) + def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog): From b77a105778842ee012a122ac5f9a8f218fbc3716 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Jun 2020 20:32:19 +0200 Subject: [PATCH 289/570] Add CORS_origins key to configuration --- config.json.example | 1 + config_binance.json.example | 1 + config_full.json.example | 1 + config_kraken.json.example | 1 + docs/rest-api.md | 24 ++++++++++++++++++++++++ freqtrade/constants.py | 2 ++ freqtrade/rpc/api_server.py | 4 +++- freqtrade/templates/base_config.json.j2 | 1 + 8 files changed, 34 insertions(+), 1 deletion(-) diff --git a/config.json.example b/config.json.example index 9e3daa2b5..77a147d0c 100644 --- a/config.json.example +++ b/config.json.example @@ -82,6 +82,7 @@ "listen_port": 8080, "verbosity": "info", "jwt_secret_key": "somethingrandom", + "CORS_origins": [], "username": "", "password": "" }, diff --git a/config_binance.json.example b/config_binance.json.example index b45e69bba..82943749d 100644 --- a/config_binance.json.example +++ b/config_binance.json.example @@ -87,6 +87,7 @@ "listen_port": 8080, "verbosity": "info", "jwt_secret_key": "somethingrandom", + "CORS_origins": [], "username": "", "password": "" }, diff --git a/config_full.json.example b/config_full.json.example index 1fd1b44a5..3a8667da4 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -123,6 +123,7 @@ "listen_port": 8080, "verbosity": "info", "jwt_secret_key": "somethingrandom", + "CORS_origins": [], "username": "freqtrader", "password": "SuperSecurePassword" }, diff --git a/config_kraken.json.example b/config_kraken.json.example index 7e4001ff3..fb983a4a3 100644 --- a/config_kraken.json.example +++ b/config_kraken.json.example @@ -93,6 +93,7 @@ "listen_port": 8080, "verbosity": "info", "jwt_secret_key": "somethingrandom", + "CORS_origins": [], "username": "", "password": "" }, diff --git a/docs/rest-api.md b/docs/rest-api.md index 33f62f884..630c952b4 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -13,6 +13,7 @@ Sample configuration: "listen_port": 8080, "verbosity": "info", "jwt_secret_key": "somethingrandom", + "CORS_origins": [], "username": "Freqtrader", "password": "SuperSecret1!" }, @@ -232,3 +233,26 @@ Since the access token has a short timeout (15 min) - the `token/refresh` reques > curl -X POST --header "Authorization: Bearer ${refresh_token}"http://localhost:8080/api/v1/token/refresh {"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk5NzQsIm5iZiI6MTU4OTExOTk3NCwianRpIjoiMDBjNTlhMWUtMjBmYS00ZTk0LTliZjAtNWQwNTg2MTdiZDIyIiwiZXhwIjoxNTg5MTIwODc0LCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.1seHlII3WprjjclY6DpRhen0rqdF4j6jbvxIhUFaSbs"} ``` + +## CORS + +All web-based frontends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing. +Since most request to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems. +Also, the Standard disallows `*` CORS policies for requests with credentials, so this setting must be done appropriately. + +Users can configure this themselfs via the `CORS_origins` configuration setting. +It consists of a list of allowed sites that are allowed to consume resources from the bot's API. + +Assuming your Application would be deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary: + +```jsonc +{ + //... + "jwt_secret_key": "somethingrandom", + "CORS_origins": ["https://frequi.freqtrade.io"], + //... +} +``` + +!!! Note + We strongly recommend to also set `jwt_secret_key` to something random and known only to yourself to avoid unauthorized access to your bot. diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 6741e0605..1f8944ed9 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -221,6 +221,8 @@ CONF_SCHEMA = { }, 'username': {'type': 'string'}, 'password': {'type': 'string'}, + 'jwt_secret_key': {'type': 'string'}, + 'CORS_origins': {'type': 'array', 'items': {'type': 'string'}}, 'verbosity': {'type': 'string', 'enum': ['error', 'info']}, }, 'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password'] diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index f424bea92..a2cef9a98 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -90,7 +90,9 @@ class ApiServer(RPC): self._config = freqtrade.config self.app = Flask(__name__) self._cors = CORS(self.app, - resources={r"/api/*": {"supports_credentials": True, }} + resources={r"/api/*": { + "supports_credentials": True, + "origins": self._config['api_server'].get('CORS_origins', [])}} ) # Setup the Flask-JWT-Extended extension diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2 index 118ae348b..b362690f9 100644 --- a/freqtrade/templates/base_config.json.j2 +++ b/freqtrade/templates/base_config.json.j2 @@ -59,6 +59,7 @@ "listen_port": 8080, "verbosity": "info", "jwt_secret_key": "somethingrandom", + "CORS_origins": [], "username": "", "password": "" }, From 5423d8588ecb6bf1c9094f9ca89b19585fe3ddaf Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 24 Jun 2020 20:32:35 +0200 Subject: [PATCH 290/570] Test for cors settings --- tests/rpc/test_rpc_apiserver.py | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 8e73eacf8..0acb31282 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -24,6 +24,7 @@ def botclient(default_conf, mocker): default_conf.update({"api_server": {"enabled": True, "listen_ip_address": "127.0.0.1", "listen_port": 8080, + "CORS_origins": ['http://example.com'], "username": _TEST_USER, "password": _TEST_PASS, }}) @@ -40,13 +41,13 @@ def client_post(client, url, data={}): content_type="application/json", data=data, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS), - 'Origin': 'example.com'}) + 'Origin': 'http://example.com'}) def client_get(client, url): # Add fake Origin to ensure CORS kicks in return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS), - 'Origin': 'example.com'}) + 'Origin': 'http://example.com'}) def assert_response(response, expected_code=200, needs_cors=True): @@ -54,6 +55,7 @@ def assert_response(response, expected_code=200, needs_cors=True): assert response.content_type == "application/json" if needs_cors: assert ('Access-Control-Allow-Credentials', 'true') in response.headers._list + assert ('Access-Control-Allow-Origin', 'http://example.com') in response.headers._list def test_api_not_found(botclient): @@ -110,7 +112,7 @@ def test_api_token_login(botclient): rc = client.get(f"{BASE_URI}/count", content_type="application/json", headers={'Authorization': f'Bearer {rc.json["access_token"]}', - 'Origin': 'example.com'}) + 'Origin': 'http://example.com'}) assert_response(rc) @@ -122,7 +124,7 @@ def test_api_token_refresh(botclient): content_type="application/json", data=None, headers={'Authorization': f'Bearer {rc.json["refresh_token"]}', - 'Origin': 'example.com'}) + 'Origin': 'http://example.com'}) assert_response(rc) assert 'access_token' in rc.json assert 'refresh_token' not in rc.json From ab7f5a2bcf41e3e0c988b5e66d8f02d6ed39a4b4 Mon Sep 17 00:00:00 2001 From: gambcl Date: Wed, 24 Jun 2020 23:58:12 +0100 Subject: [PATCH 291/570] Added pairslist AgeFilter --- config_full.json.example | 1 + docs/configuration.md | 14 +++++- freqtrade/constants.py | 3 +- freqtrade/pairlist/AgeFilter.py | 76 +++++++++++++++++++++++++++++++++ tests/pairlist/test_pairlist.py | 76 +++++++++++++++++++++++++++++++-- 5 files changed, 164 insertions(+), 6 deletions(-) create mode 100644 freqtrade/pairlist/AgeFilter.py diff --git a/config_full.json.example b/config_full.json.example index 1fd1b44a5..5b8fa256b 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -64,6 +64,7 @@ "sort_key": "quoteVolume", "refresh_period": 1800 }, + {"method": "AgeFilter", "min_days_listed": 10}, {"method": "PrecisionFilter"}, {"method": "PriceFilter", "low_price_ratio": 0.01}, {"method": "SpreadFilter", "max_spread_ratio": 0.005} diff --git a/docs/configuration.md b/docs/configuration.md index 8438d55da..e7a79361a 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -592,7 +592,7 @@ Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler). -Additionaly, [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist. +Additionaly, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist. If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler. @@ -602,6 +602,7 @@ Inactive markets are always removed from the resulting pairlist. Explicitly blac * [`StaticPairList`](#static-pair-list) (default, if not configured differently) * [`VolumePairList`](#volume-pair-list) +* [`AgeFilter`](#agefilter) * [`PrecisionFilter`](#precisionfilter) * [`PriceFilter`](#pricefilter) * [`ShuffleFilter`](#shufflefilter) @@ -645,6 +646,16 @@ The `refresh_period` setting allows to define the period (in seconds), at which }], ``` +#### AgeFilter + +Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`). + +When pairs are first listed on an exchange they can suffer huge price drops and volatility +in the first few days while the pair goes through its price-discovery period. Bots can often +be caught out buying before the pair has finished dropping in price. + +This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days. + #### PrecisionFilter Filters low-value coins which would not allow setting stoplosses. @@ -692,6 +703,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, "number_assets": 20, "sort_key": "quoteVolume", }, + {"method": "AgeFilter", "min_days_listed": 10}, {"method": "PrecisionFilter"}, {"method": "PriceFilter", "low_price_ratio": 0.01}, {"method": "SpreadFilter", "max_spread_ratio": 0.005}, diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 6741e0605..92824f4c4 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -22,7 +22,8 @@ ORDERBOOK_SIDES = ['ask', 'bid'] ORDERTYPE_POSSIBILITIES = ['limit', 'market'] ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc'] AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', - 'PrecisionFilter', 'PriceFilter', 'ShuffleFilter', 'SpreadFilter'] + 'AgeFilter', 'PrecisionFilter', 'PriceFilter', + 'ShuffleFilter', 'SpreadFilter'] AVAILABLE_DATAHANDLERS = ['json', 'jsongz'] DRY_RUN_WALLET = 1000 MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons diff --git a/freqtrade/pairlist/AgeFilter.py b/freqtrade/pairlist/AgeFilter.py new file mode 100644 index 000000000..a23682599 --- /dev/null +++ b/freqtrade/pairlist/AgeFilter.py @@ -0,0 +1,76 @@ +""" +Minimum age (days listed) pair list filter +""" +import logging +import arrow +from typing import Any, Dict + +from freqtrade.misc import plural +from freqtrade.pairlist.IPairList import IPairList + + +logger = logging.getLogger(__name__) + + +class AgeFilter(IPairList): + + # Checked symbols cache (dictionary of ticker symbol => timestamp) + _symbolsChecked: Dict[str, int] = {} + + def __init__(self, exchange, pairlistmanager, + config: Dict[str, Any], pairlistconfig: Dict[str, Any], + pairlist_pos: int) -> None: + super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) + + self._min_days_listed = pairlistconfig.get('min_days_listed', 10) + self._enabled = self._min_days_listed >= 1 + + @property + def needstickers(self) -> bool: + """ + Boolean property defining if tickers are necessary. + If no Pairlist requires tickers, an empty List is passed + as tickers argument to filter_pairlist + """ + return True + + def short_desc(self) -> str: + """ + Short whitelist method description - used for startup-messages + """ + return (f"{self.name} - Filtering pairs with age less than " + f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}.") + + def _validate_pair(self, ticker: dict) -> bool: + """ + Validate age for the ticker + :param ticker: ticker dict as returned from ccxt.load_markets() + :return: True if the pair can stay, False if it should be removed + """ + + # Check symbol in cache + if ticker['symbol'] in self._symbolsChecked: + return True + + since_ms = int(arrow.utcnow() + .floor('day') + .shift(days=-self._min_days_listed) + .float_timestamp) * 1000 + + daily_candles = self._exchange.get_historic_ohlcv(pair=ticker['symbol'], + timeframe='1d', + since_ms=since_ms) + + if daily_candles is not None: + if len(daily_candles) > self._min_days_listed: + # We have fetched at least the minimum required number of daily candles + # Add to cache, store the time we last checked this symbol + self._symbolsChecked[ticker['symbol']] = int(arrow.utcnow().float_timestamp) * 1000 + return True + else: + self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, " + f"because age is less than " + f"{self._min_days_listed} " + f"{plural(self._min_days_listed, 'day')}") + return False + return False diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index c67f7ae1c..87ecced21 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -57,6 +57,31 @@ def whitelist_conf_2(default_conf): return default_conf +@pytest.fixture(scope="function") +def whitelist_conf_3(default_conf): + default_conf['stake_currency'] = 'BTC' + default_conf['exchange']['pair_whitelist'] = [ + 'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC', + 'BTT/BTC', 'HOT/BTC', 'FUEL/BTC', 'XRP/BTC' + ] + default_conf['exchange']['pair_blacklist'] = [ + 'BLK/BTC' + ] + default_conf['pairlists'] = [ + { + "method": "VolumePairList", + "number_assets": 5, + "sort_key": "quoteVolume", + "refresh_period": 0, + }, + { + "method": "AgeFilter", + "min_days_listed": 2 + } + ] + return default_conf + + @pytest.fixture(scope="function") def static_pl_conf(whitelist_conf): whitelist_conf['pairlists'] = [ @@ -220,11 +245,20 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): # No pair for ETH, all handlers ([{"method": "StaticPairList"}, {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, + {"method": "AgeFilter", "min_days_listed": 2}, {"method": "PrecisionFilter"}, {"method": "PriceFilter", "low_price_ratio": 0.03}, {"method": "SpreadFilter", "max_spread_ratio": 0.005}, {"method": "ShuffleFilter"}], "ETH", []), + # AgeFilter and VolumePairList (require 2 days only, all should pass age test) + ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, + {"method": "AgeFilter", "min_days_listed": 2}], + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']), + # AgeFilter and VolumePairList (require 10 days, all should fail age test) + ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, + {"method": "AgeFilter", "min_days_listed": 10}], + "BTC", []), # Precisionfilter and quote volume ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "PrecisionFilter"}], @@ -272,7 +306,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): # ShuffleFilter, no seed ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "ShuffleFilter"}], - "USDT", 3), # whitelist_result is integer -- check only lenght of randomized pairlist + "USDT", 3), # whitelist_result is integer -- check only length of randomized pairlist + # AgeFilter only + ([{"method": "AgeFilter", "min_days_listed": 2}], + "BTC", 'filter_at_the_beginning'), # OperationalException expected # PrecisionFilter after StaticPairList ([{"method": "StaticPairList"}, {"method": "PrecisionFilter"}], @@ -307,8 +344,8 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): "BTC", 'static_in_the_middle'), ]) def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers, - pairlists, base_currency, whitelist_result, - caplog) -> None: + ohlcv_history_list, pairlists, base_currency, + whitelist_result, caplog) -> None: whitelist_conf['pairlists'] = pairlists whitelist_conf['stake_currency'] = base_currency @@ -324,8 +361,12 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers, - markets=PropertyMock(return_value=shitcoinmarkets), + markets=PropertyMock(return_value=shitcoinmarkets) ) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list), + ) # Set whitelist_result to None if pairlist is invalid and should produce exception if whitelist_result == 'filter_at_the_beginning': @@ -346,6 +387,10 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t len(whitelist) == whitelist_result for pairlist in pairlists: + if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \ + len(ohlcv_history_list) <= pairlist['min_days_listed']: + assert log_has_re(r'^Removed .* from whitelist, because age is less than ' + r'.* day.*', caplog) if pairlist['method'] == 'PrecisionFilter' and whitelist_result: assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' r'would be <= stop limit.*', caplog) @@ -468,6 +513,29 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers): assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf +def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list): + + mocker.patch.multiple('freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=markets), + exchange_has=MagicMock(return_value=True), + get_tickers=tickers + ) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list), + ) + + freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_3) + assert freqtrade.exchange.get_historic_ohlcv.call_count == 0 + freqtrade.pairlists.refresh_pairlist() + assert freqtrade.exchange.get_historic_ohlcv.call_count > 0 + + previous_call_count = freqtrade.exchange.get_historic_ohlcv.call_count + freqtrade.pairlists.refresh_pairlist() + # Should not have increased since first call. + assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count + + def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog): mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) From 6734269bfcb253171a84a51efeb212b18b7cbff1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 25 Jun 2020 19:22:50 +0200 Subject: [PATCH 292/570] Use >= to compare for winning trades --- freqtrade/rpc/rpc.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 4cb432aea..d6f840aa9 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -284,7 +284,7 @@ class RPC: profit_ratio = trade.close_profit profit_closed_coin.append(trade.close_profit_abs) profit_closed_ratio.append(profit_ratio) - if trade.close_profit > 0: + if trade.close_profit >= 0: winning_trades += 1 else: losing_trades += 1 From da8e87660e35e50f9d955dce703cd4cdfe9d50ca Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 06:39:47 +0200 Subject: [PATCH 293/570] Add missing data fillup to FAQ --- docs/faq.md | 10 ++++++++++ 1 file changed, 10 insertions(+) diff --git a/docs/faq.md b/docs/faq.md index 31c49171d..7e9551051 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -49,6 +49,16 @@ You can use the `/forcesell all` command from Telegram. Please look at the [advanced setup documentation Page](advanced-setup.md#running-multiple-instances-of-freqtrade). +### I'm getting "Missing data fillup" messages in the log + +This message is just a warning that the latest candles had missing candles in them. +Depending on the exchange, this can indicate that the pair didn't have a trade for `` - and the exchange does only return candles with volume. +On low volume pairs, this is a rather common occurance. + +If this happens for all pairs in the pairlist, this might indicate a recent exchange downtime. Please check your exchange's public channels for details. + +Independently of the reason, Freqtrade will fill up these candles with "empty" candles, where open, high, low and close are set to the previous candle close - and volume is empty. In a chart, this will look like a `_` - and is aligned with how exchanges usually represent 0 volume candles. + ### I'm getting the "RESTRICTED_MARKET" message in the log Currently known to happen for US Bittrex users. From 185fab7b57fc7e47e05e06022a2df1ef32f688aa Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 27 Jun 2020 15:26:55 +0200 Subject: [PATCH 294/570] Change some wordings in documentation Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/rest-api.md | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/docs/rest-api.md b/docs/rest-api.md index 630c952b4..a8d902b53 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -237,13 +237,13 @@ Since the access token has a short timeout (15 min) - the `token/refresh` reques ## CORS All web-based frontends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing. -Since most request to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems. -Also, the Standard disallows `*` CORS policies for requests with credentials, so this setting must be done appropriately. +Since most of the requests to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems. +Also, the standard disallows `*` CORS policies for requests with credentials, so this setting must be set appropriately. -Users can configure this themselfs via the `CORS_origins` configuration setting. +Users can configure this themselves via the `CORS_origins` configuration setting. It consists of a list of allowed sites that are allowed to consume resources from the bot's API. -Assuming your Application would be deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary: +Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary: ```jsonc { From e11d22a6a2d997da487a298d87b6de7927f33a10 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 27 Jun 2020 15:31:37 +0200 Subject: [PATCH 295/570] Apply suggestions from code review Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/faq.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/faq.md b/docs/faq.md index 7e9551051..151b2c054 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -52,12 +52,12 @@ Please look at the [advanced setup documentation Page](advanced-setup.md#running ### I'm getting "Missing data fillup" messages in the log This message is just a warning that the latest candles had missing candles in them. -Depending on the exchange, this can indicate that the pair didn't have a trade for `` - and the exchange does only return candles with volume. +Depending on the exchange, this can indicate that the pair didn't have a trade for the timeframe you are using - and the exchange does only return candles with volume. On low volume pairs, this is a rather common occurance. If this happens for all pairs in the pairlist, this might indicate a recent exchange downtime. Please check your exchange's public channels for details. -Independently of the reason, Freqtrade will fill up these candles with "empty" candles, where open, high, low and close are set to the previous candle close - and volume is empty. In a chart, this will look like a `_` - and is aligned with how exchanges usually represent 0 volume candles. +Irrespectively of the reason, Freqtrade will fill up these candles with "empty" candles, where open, high, low and close are set to the previous candle close - and volume is empty. In a chart, this will look like a `_` - and is aligned with how exchanges usually represent 0 volume candles. ### I'm getting the "RESTRICTED_MARKET" message in the log From e813573f270eb8e5579b063d8426954cd87c1451 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Sat, 27 Jun 2020 18:35:46 +0200 Subject: [PATCH 296/570] Warning message for open trades when stopping bot --- freqtrade/freqtradebot.py | 13 +++++++++++++ freqtrade/worker.py | 3 +++ 2 files changed, 16 insertions(+) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 289850709..2a1a1492c 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -175,6 +175,19 @@ class FreqtradeBot: if self.config['cancel_open_orders_on_exit']: self.cancel_all_open_orders() + def check_for_open_trades(self): + open_trades = Trade.get_trades([Trade.is_open == True, + ]).all() + + if len(open_trades) is not 0: + msg = { + f'type': RPCMessageType.WARNING_NOTIFICATION, + f'status': f'{len(open_trades)} OPEN TRADES ACTIVE\n\n' + f'Handle these trades manually or \'/start\' the bot again ' + f'and use \'/stopbuy\' to handle open trades gracefully.' + } + self.rpc.send_msg(msg) + def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]: """ Refresh active whitelist from pairlist or edge and extend it with diff --git a/freqtrade/worker.py b/freqtrade/worker.py index 5bdb166c2..2fc206bd5 100755 --- a/freqtrade/worker.py +++ b/freqtrade/worker.py @@ -90,6 +90,9 @@ class Worker: if state == State.RUNNING: self.freqtrade.startup() + if state == State.STOPPED: + self.freqtrade.check_for_open_trades() + # Reset heartbeat timestamp to log the heartbeat message at # first throttling iteration when the state changes self._heartbeat_msg = 0 From 0642ab76bf0f69180a498a3b48e7b5ca25a4b26e Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Sat, 27 Jun 2020 18:40:44 +0200 Subject: [PATCH 297/570] Added information to the new function --- freqtrade/freqtradebot.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 2a1a1492c..060250b49 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -176,6 +176,10 @@ class FreqtradeBot: self.cancel_all_open_orders() def check_for_open_trades(self): + """ + Notify the user when he stops the bot + and there are still open trades active. + """ open_trades = Trade.get_trades([Trade.is_open == True, ]).all() From 48289e8ca78236f6e2b9dc7eeb67409117f3d0eb Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Sat, 27 Jun 2020 20:24:50 +0200 Subject: [PATCH 298/570] Added exchange name, removed capital letters --- freqtrade/freqtradebot.py | 9 +++++---- 1 file changed, 5 insertions(+), 4 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 060250b49..e3bb5b70b 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -177,7 +177,7 @@ class FreqtradeBot: def check_for_open_trades(self): """ - Notify the user when he stops the bot + Notify the user when the bot is stopped and there are still open trades active. """ open_trades = Trade.get_trades([Trade.is_open == True, @@ -186,9 +186,10 @@ class FreqtradeBot: if len(open_trades) is not 0: msg = { f'type': RPCMessageType.WARNING_NOTIFICATION, - f'status': f'{len(open_trades)} OPEN TRADES ACTIVE\n\n' - f'Handle these trades manually or \'/start\' the bot again ' - f'and use \'/stopbuy\' to handle open trades gracefully.' + f'status': f'{len(open_trades)} open trades active.\n\n' + f'Handle these trades manually on {self.exchange.name}, ' + f'or \'/start\' the bot again and use \'/stopbuy\' ' + f'to handle open trades gracefully.' } self.rpc.send_msg(msg) From b938c536fa5cd61f86311e6e83d3901228cc91b9 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Sat, 27 Jun 2020 21:46:53 +0200 Subject: [PATCH 299/570] Trying to fix flake8 errors --- freqtrade/freqtradebot.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index e3bb5b70b..6d9002c77 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -180,16 +180,16 @@ class FreqtradeBot: Notify the user when the bot is stopped and there are still open trades active. """ - open_trades = Trade.get_trades([Trade.is_open == True, - ]).all() + open_trades = Trade.get_trades([Trade.is_open == 1, + ]).all() - if len(open_trades) is not 0: + if len(open_trades) != 0: msg = { - f'type': RPCMessageType.WARNING_NOTIFICATION, - f'status': f'{len(open_trades)} open trades active.\n\n' + 'type': RPCMessageType.WARNING_NOTIFICATION, + 'status': f'{len(open_trades)} open trades active.\n\n' f'Handle these trades manually on {self.exchange.name}, ' f'or \'/start\' the bot again and use \'/stopbuy\' ' - f'to handle open trades gracefully.' + f'to handle open trades gracefully.', } self.rpc.send_msg(msg) From e5676867a871771dbc887f332464a1b0509e233f Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Sat, 27 Jun 2020 21:53:12 +0200 Subject: [PATCH 300/570] Trying to fix flake8 errors --- freqtrade/freqtradebot.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 6d9002c77..a0bfe5bc4 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -180,8 +180,7 @@ class FreqtradeBot: Notify the user when the bot is stopped and there are still open trades active. """ - open_trades = Trade.get_trades([Trade.is_open == 1, - ]).all() + open_trades = Trade.get_trades([Trade.is_open == 1]).all() if len(open_trades) != 0: msg = { From 118f0511719a9479b83f5010367debc66c5b695d Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Sun, 28 Jun 2020 11:02:50 +0200 Subject: [PATCH 301/570] Added message in cleanup and fixes --- freqtrade/freqtradebot.py | 11 +++++++---- 1 file changed, 7 insertions(+), 4 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a0bfe5bc4..e9e65ccac 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -119,6 +119,8 @@ class FreqtradeBot: if self.config['cancel_open_orders_on_exit']: self.cancel_all_open_orders() + self.check_for_open_trades() + self.rpc.cleanup() persistence.cleanup() @@ -185,10 +187,11 @@ class FreqtradeBot: if len(open_trades) != 0: msg = { 'type': RPCMessageType.WARNING_NOTIFICATION, - 'status': f'{len(open_trades)} open trades active.\n\n' - f'Handle these trades manually on {self.exchange.name}, ' - f'or \'/start\' the bot again and use \'/stopbuy\' ' - f'to handle open trades gracefully.', + 'status': f"{len(open_trades)} open trades active.\n\n" + f"Handle these trades manually on {self.exchange.name}, " + f"or '/start' the bot again and use '/stopbuy' " + f"to handle open trades gracefully. \n" + f"{'Trades are simulated.' if self.config['dry_run'] else ''}", } self.rpc.send_msg(msg) From 2c45114a64c31ff1abaed6e6d22bf0fe0561e2f4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 11:17:06 +0200 Subject: [PATCH 302/570] Implement DDos backoff (1s) --- freqtrade/exceptions.py | 7 +++++++ freqtrade/exchange/binance.py | 7 +++++-- freqtrade/exchange/common.py | 8 +++++++- freqtrade/exchange/exchange.py | 30 ++++++++++++++++++++++++++---- freqtrade/exchange/ftx.py | 11 +++++++++-- freqtrade/exchange/kraken.py | 6 +++++- tests/exchange/test_exchange.py | 19 +++++++++++++++++-- 7 files changed, 76 insertions(+), 12 deletions(-) diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py index 7cfed87e8..bc84f30b8 100644 --- a/freqtrade/exceptions.py +++ b/freqtrade/exceptions.py @@ -45,6 +45,13 @@ class TemporaryError(FreqtradeException): """ +class DDosProtection(TemporaryError): + """ + Temporary error caused by DDOS protection. + Bot will wait for a second and then retry. + """ + + class StrategyError(FreqtradeException): """ Errors with custom user-code deteced. diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 4279f392c..3a98f161b 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -4,8 +4,9 @@ from typing import Dict import ccxt -from freqtrade.exceptions import (DependencyException, InvalidOrderException, - OperationalException, TemporaryError) +from freqtrade.exceptions import (DDosProtection, DependencyException, + InvalidOrderException, OperationalException, + TemporaryError) from freqtrade.exchange import Exchange logger = logging.getLogger(__name__) @@ -88,6 +89,8 @@ class Binance(Exchange): f'Could not create {ordertype} sell order on market {pair}. ' f'Tried to sell amount {amount} at rate {rate}. ' f'Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py index a10d41247..1f74412c6 100644 --- a/freqtrade/exchange/common.py +++ b/freqtrade/exchange/common.py @@ -1,6 +1,8 @@ +import asyncio import logging +import time -from freqtrade.exceptions import TemporaryError +from freqtrade.exceptions import DDosProtection, TemporaryError logger = logging.getLogger(__name__) @@ -99,6 +101,8 @@ def retrier_async(f): count -= 1 kwargs.update({'count': count}) logger.warning('retrying %s() still for %s times', f.__name__, count) + if isinstance(ex, DDosProtection): + await asyncio.sleep(1) return await wrapper(*args, **kwargs) else: logger.warning('Giving up retrying: %s()', f.__name__) @@ -117,6 +121,8 @@ def retrier(f): count -= 1 kwargs.update({'count': count}) logger.warning('retrying %s() still for %s times', f.__name__, count) + if isinstance(ex, DDosProtection): + time.sleep(1) return wrapper(*args, **kwargs) else: logger.warning('Giving up retrying: %s()', f.__name__) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index b62410c34..09f27e638 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -18,12 +18,13 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, decimal_to_precision) from pandas import DataFrame +from freqtrade.constants import ListPairsWithTimeframes from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list -from freqtrade.exceptions import (DependencyException, InvalidOrderException, - OperationalException, TemporaryError) +from freqtrade.exceptions import (DDosProtection, DependencyException, + InvalidOrderException, OperationalException, + TemporaryError) from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async from freqtrade.misc import deep_merge_dicts, safe_value_fallback -from freqtrade.constants import ListPairsWithTimeframes CcxtModuleType = Any @@ -527,6 +528,8 @@ class Exchange: f'Could not create {ordertype} {side} order on market {pair}.' f'Tried to {side} amount {amount} at rate {rate}.' f'Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e @@ -606,6 +609,8 @@ class Exchange: balances.pop("used", None) return balances + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e @@ -620,6 +625,8 @@ class Exchange: raise OperationalException( f'Exchange {self._api.name} does not support fetching tickers in batch. ' f'Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not load tickers due to {e.__class__.__name__}. Message: {e}') from e @@ -633,6 +640,8 @@ class Exchange: raise DependencyException(f"Pair {pair} not available") data = self._api.fetch_ticker(pair) return data + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e @@ -766,6 +775,8 @@ class Exchange: raise OperationalException( f'Exchange {self._api.name} does not support fetching historical ' f'candle (OHLCV) data. Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError(f'Could not fetch historical candle (OHLCV) data ' f'for pair {pair} due to {e.__class__.__name__}. ' @@ -802,6 +813,8 @@ class Exchange: raise OperationalException( f'Exchange {self._api.name} does not support fetching historical trade data.' f'Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError(f'Could not load trade history due to {e.__class__.__name__}. ' f'Message: {e}') from e @@ -948,6 +961,8 @@ class Exchange: except ccxt.InvalidOrder as e: raise InvalidOrderException( f'Could not cancel order. Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e @@ -1003,6 +1018,8 @@ class Exchange: except ccxt.InvalidOrder as e: raise InvalidOrderException( f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e @@ -1027,6 +1044,8 @@ class Exchange: raise OperationalException( f'Exchange {self._api.name} does not support fetching order book.' f'Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e @@ -1063,7 +1082,8 @@ class Exchange: matched_trades = [trade for trade in my_trades if trade['order'] == order_id] return matched_trades - + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e @@ -1080,6 +1100,8 @@ class Exchange: return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount, price=price, takerOrMaker=taker_or_maker)['rate'] + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index f16db96f5..7d0778ae5 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -4,8 +4,9 @@ from typing import Dict import ccxt -from freqtrade.exceptions import (DependencyException, InvalidOrderException, - OperationalException, TemporaryError) +from freqtrade.exceptions import (DDosProtection, DependencyException, + InvalidOrderException, OperationalException, + TemporaryError) from freqtrade.exchange import Exchange from freqtrade.exchange.common import retrier @@ -68,6 +69,8 @@ class Ftx(Exchange): f'Could not create {ordertype} sell order on market {pair}. ' f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. ' f'Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e @@ -96,6 +99,8 @@ class Ftx(Exchange): except ccxt.InvalidOrder as e: raise InvalidOrderException( f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e @@ -111,6 +116,8 @@ class Ftx(Exchange): except ccxt.InvalidOrder as e: raise InvalidOrderException( f'Could not cancel order. Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index 932d82a27..7710b8e9b 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -4,7 +4,7 @@ from typing import Dict import ccxt -from freqtrade.exceptions import (DependencyException, InvalidOrderException, +from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection, OperationalException, TemporaryError) from freqtrade.exchange import Exchange from freqtrade.exchange.common import retrier @@ -45,6 +45,8 @@ class Kraken(Exchange): balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used'] return balances + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e @@ -93,6 +95,8 @@ class Kraken(Exchange): f'Could not create {ordertype} sell order on market {pair}. ' f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. ' f'Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 700aff969..f3a3a3789 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -4,14 +4,14 @@ import copy import logging from datetime import datetime, timezone from random import randint -from unittest.mock import MagicMock, Mock, PropertyMock +from unittest.mock import MagicMock, Mock, PropertyMock, patch import arrow import ccxt import pytest from pandas import DataFrame -from freqtrade.exceptions import (DependencyException, InvalidOrderException, +from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection, OperationalException, TemporaryError) from freqtrade.exchange import Binance, Exchange, Kraken from freqtrade.exchange.common import API_RETRY_COUNT @@ -38,6 +38,14 @@ def get_mock_coro(return_value): def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, fun, mock_ccxt_fun, **kwargs): + + with patch('freqtrade.exchange.common.time.sleep'): + with pytest.raises(DDosProtection): + api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DDos")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + getattr(exchange, fun)(**kwargs) + assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1 + with pytest.raises(TemporaryError): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) @@ -52,6 +60,13 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs): + + with patch('freqtrade.exchange.common.asyncio.sleep'): + with pytest.raises(DDosProtection): + api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DeadBeef")) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + await getattr(exchange, fun)(**kwargs) + with pytest.raises(TemporaryError): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock) From 5bd4798ed0953ab1b94fd5a2cc388cdd82eccf50 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 11:56:29 +0200 Subject: [PATCH 303/570] Add retrier to stoploss calls (but without retrying) --- freqtrade/exchange/binance.py | 2 ++ freqtrade/exchange/common.py | 44 +++++++++++++++++++-------------- freqtrade/exchange/ftx.py | 1 + freqtrade/exchange/kraken.py | 1 + tests/exchange/test_binance.py | 15 ++++------- tests/exchange/test_exchange.py | 24 ++++++++++++------ tests/exchange/test_ftx.py | 16 ++++-------- tests/exchange/test_kraken.py | 15 +++-------- 8 files changed, 61 insertions(+), 57 deletions(-) diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 3a98f161b..ee9566282 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -8,6 +8,7 @@ from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange import Exchange +from freqtrade.exchange.common import retrier logger = logging.getLogger(__name__) @@ -40,6 +41,7 @@ class Binance(Exchange): """ return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice']) + @retrier(retries=0) def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ creates a stoploss limit order. diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py index 1f74412c6..d931e1789 100644 --- a/freqtrade/exchange/common.py +++ b/freqtrade/exchange/common.py @@ -1,6 +1,7 @@ import asyncio import logging import time +from functools import wraps from freqtrade.exceptions import DDosProtection, TemporaryError @@ -110,21 +111,28 @@ def retrier_async(f): return wrapper -def retrier(f): - def wrapper(*args, **kwargs): - count = kwargs.pop('count', API_RETRY_COUNT) - try: - return f(*args, **kwargs) - except TemporaryError as ex: - logger.warning('%s() returned exception: "%s"', f.__name__, ex) - if count > 0: - count -= 1 - kwargs.update({'count': count}) - logger.warning('retrying %s() still for %s times', f.__name__, count) - if isinstance(ex, DDosProtection): - time.sleep(1) - return wrapper(*args, **kwargs) - else: - logger.warning('Giving up retrying: %s()', f.__name__) - raise ex - return wrapper +def retrier(_func=None, retries=API_RETRY_COUNT): + def decorator(f): + @wraps(f) + def wrapper(*args, **kwargs): + count = kwargs.pop('count', retries) + try: + return f(*args, **kwargs) + except TemporaryError as ex: + logger.warning('%s() returned exception: "%s"', f.__name__, ex) + if count > 0: + count -= 1 + kwargs.update({'count': count}) + logger.warning('retrying %s() still for %s times', f.__name__, count) + if isinstance(ex, DDosProtection): + time.sleep(1) + return wrapper(*args, **kwargs) + else: + logger.warning('Giving up retrying: %s()', f.__name__) + raise ex + return wrapper + # Support both @retrier and @retrier() syntax + if _func is None: + return decorator + else: + return decorator(_func) diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index 7d0778ae5..f1bd23b52 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -27,6 +27,7 @@ class Ftx(Exchange): """ return order['type'] == 'stop' and stop_loss > float(order['price']) + @retrier(retries=0) def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ Creates a stoploss order. diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index 7710b8e9b..01aa647b4 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -60,6 +60,7 @@ class Kraken(Exchange): """ return order['type'] == 'stop-loss' and stop_loss > float(order['price']) + @retrier(retries=0) def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ Creates a stoploss market order. diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py index 52faa284b..72da708b4 100644 --- a/tests/exchange/test_binance.py +++ b/tests/exchange/test_binance.py @@ -5,8 +5,9 @@ import ccxt import pytest from freqtrade.exceptions import (DependencyException, InvalidOrderException, - OperationalException, TemporaryError) + OperationalException) from tests.conftest import get_patched_exchange +from tests.exchange.test_exchange import ccxt_exceptionhandlers @pytest.mark.parametrize('limitratio,expected', [ @@ -62,15 +63,9 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected): exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) - with pytest.raises(TemporaryError): - api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection")) - exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') - exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) - - with pytest.raises(OperationalException, match=r".*DeadBeef.*"): - api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef")) - exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') - exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance", + "stoploss", "create_order", retries=1, + pair='ETH/BTC', amount=1, stop_price=220, order_types={}) def test_stoploss_order_dry_run_binance(default_conf, mocker): diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index f3a3a3789..15ab0d3d9 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -37,20 +37,20 @@ def get_mock_coro(return_value): def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, - fun, mock_ccxt_fun, **kwargs): + fun, mock_ccxt_fun, retries=API_RETRY_COUNT + 1, **kwargs): with patch('freqtrade.exchange.common.time.sleep'): with pytest.raises(DDosProtection): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DDos")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) getattr(exchange, fun)(**kwargs) - assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1 + assert api_mock.__dict__[mock_ccxt_fun].call_count == retries with pytest.raises(TemporaryError): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) getattr(exchange, fun)(**kwargs) - assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1 + assert api_mock.__dict__[mock_ccxt_fun].call_count == retries with pytest.raises(OperationalException): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef")) @@ -59,19 +59,21 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, assert api_mock.__dict__[mock_ccxt_fun].call_count == 1 -async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs): +async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, + retries=API_RETRY_COUNT + 1, **kwargs): with patch('freqtrade.exchange.common.asyncio.sleep'): with pytest.raises(DDosProtection): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DeadBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock) await getattr(exchange, fun)(**kwargs) + assert api_mock.__dict__[mock_ccxt_fun].call_count == retries with pytest.raises(TemporaryError): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock) await getattr(exchange, fun)(**kwargs) - assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1 + assert api_mock.__dict__[mock_ccxt_fun].call_count == retries with pytest.raises(OperationalException): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef")) @@ -1142,9 +1144,10 @@ def test_get_balance_prod(default_conf, mocker, exchange_name): exchange.get_balance(currency='BTC') -def test_get_balances_dry_run(default_conf, mocker): +@pytest.mark.parametrize("exchange_name", EXCHANGES) +def test_get_balances_dry_run(default_conf, mocker, exchange_name): default_conf['dry_run'] = True - exchange = get_patched_exchange(mocker, default_conf) + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) assert exchange.get_balances() == {} @@ -2126,6 +2129,13 @@ def test_get_markets(default_conf, mocker, markets, assert sorted(pairs.keys()) == sorted(expected_keys) +def test_get_markets_error(default_conf, mocker): + ex = get_patched_exchange(mocker, default_conf) + mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=None)) + with pytest.raises(OperationalException, match="Markets were not loaded."): + ex.get_markets('LTC', 'USDT', True, False) + + def test_timeframe_to_minutes(): assert timeframe_to_minutes("5m") == 5 assert timeframe_to_minutes("10m") == 10 diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py index 75e98740c..1b7d68770 100644 --- a/tests/exchange/test_ftx.py +++ b/tests/exchange/test_ftx.py @@ -6,9 +6,9 @@ from unittest.mock import MagicMock import ccxt import pytest -from freqtrade.exceptions import (DependencyException, InvalidOrderException, - OperationalException, TemporaryError) +from freqtrade.exceptions import DependencyException, InvalidOrderException from tests.conftest import get_patched_exchange + from .test_exchange import ccxt_exceptionhandlers STOPLOSS_ORDERTYPE = 'stop' @@ -85,15 +85,9 @@ def test_stoploss_order_ftx(default_conf, mocker): exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) - with pytest.raises(TemporaryError): - api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection")) - exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') - exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) - - with pytest.raises(OperationalException, match=r".*DeadBeef.*"): - api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef")) - exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') - exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx", + "stoploss", "create_order", retries=1, + pair='ETH/BTC', amount=1, stop_price=220, order_types={}) def test_stoploss_order_dry_run_ftx(default_conf, mocker): diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py index 0950979cf..9451c0b9e 100644 --- a/tests/exchange/test_kraken.py +++ b/tests/exchange/test_kraken.py @@ -6,8 +6,7 @@ from unittest.mock import MagicMock import ccxt import pytest -from freqtrade.exceptions import (DependencyException, InvalidOrderException, - OperationalException, TemporaryError) +from freqtrade.exceptions import DependencyException, InvalidOrderException from tests.conftest import get_patched_exchange from tests.exchange.test_exchange import ccxt_exceptionhandlers @@ -206,15 +205,9 @@ def test_stoploss_order_kraken(default_conf, mocker): exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken') exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) - with pytest.raises(TemporaryError): - api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection")) - exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken') - exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) - - with pytest.raises(OperationalException, match=r".*DeadBeef.*"): - api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef")) - exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken') - exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken", + "stoploss", "create_order", retries=1, + pair='ETH/BTC', amount=1, stop_price=220, order_types={}) def test_stoploss_order_dry_run_kraken(default_conf, mocker): From e74d2af85788b2e52a4025105e5f6063f29b50e9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 15:44:58 +0200 Subject: [PATCH 304/570] Have TemporaryError a subCategory of DependencyException so it's safe to raise out of the exchange --- freqtrade/exceptions.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py index bc84f30b8..1ddb2a396 100644 --- a/freqtrade/exceptions.py +++ b/freqtrade/exceptions.py @@ -37,7 +37,7 @@ class InvalidOrderException(FreqtradeException): """ -class TemporaryError(FreqtradeException): +class TemporaryError(DependencyException): """ Temporary network or exchange related error. This could happen when an exchange is congested, unavailable, or the user From bf61bc9d8329aed5ecc7fa034ccb458c1c442434 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 16:01:40 +0200 Subject: [PATCH 305/570] Introduce ExchangeError --- freqtrade/data/dataprovider.py | 4 ++-- freqtrade/exceptions.py | 9 ++++++++- freqtrade/exchange/binance.py | 4 ++-- freqtrade/exchange/exchange.py | 12 ++++++------ freqtrade/exchange/ftx.py | 4 ++-- freqtrade/exchange/kraken.py | 7 ++++--- freqtrade/freqtradebot.py | 8 ++++---- freqtrade/rpc/rpc.py | 12 ++++++------ 8 files changed, 34 insertions(+), 26 deletions(-) diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index 058ca42da..b677f374b 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -10,7 +10,7 @@ from typing import Any, Dict, List, Optional from pandas import DataFrame from freqtrade.data.history import load_pair_history -from freqtrade.exceptions import DependencyException, OperationalException +from freqtrade.exceptions import ExchangeError, OperationalException from freqtrade.exchange import Exchange from freqtrade.state import RunMode from freqtrade.constants import ListPairsWithTimeframes @@ -105,7 +105,7 @@ class DataProvider: """ try: return self._exchange.fetch_ticker(pair) - except DependencyException: + except ExchangeError: return {} def orderbook(self, pair: str, maximum: int) -> Dict[str, List]: diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py index 1ddb2a396..995a2cdb7 100644 --- a/freqtrade/exceptions.py +++ b/freqtrade/exceptions.py @@ -37,7 +37,14 @@ class InvalidOrderException(FreqtradeException): """ -class TemporaryError(DependencyException): +class ExchangeError(DependencyException): + """ + Error raised out of the exchange. + Has multiple Errors to determine the appropriate error. + """ + + +class TemporaryError(ExchangeError): """ Temporary network or exchange related error. This could happen when an exchange is congested, unavailable, or the user diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index ee9566282..08e84ee34 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -4,7 +4,7 @@ from typing import Dict import ccxt -from freqtrade.exceptions import (DDosProtection, DependencyException, +from freqtrade.exceptions import (DDosProtection, ExchangeError, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange import Exchange @@ -80,7 +80,7 @@ class Binance(Exchange): 'stop price: %s. limit: %s', pair, stop_price, rate) return order except ccxt.InsufficientFunds as e: - raise DependencyException( + raise ExchangeError( f'Insufficient funds to create {ordertype} sell order on market {pair}.' f'Tried to sell amount {amount} at rate {rate}. ' f'Message: {e}') from e diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 09f27e638..d48e47909 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -20,7 +20,7 @@ from pandas import DataFrame from freqtrade.constants import ListPairsWithTimeframes from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list -from freqtrade.exceptions import (DDosProtection, DependencyException, +from freqtrade.exceptions import (DDosProtection, ExchangeError, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async @@ -352,7 +352,7 @@ class Exchange: for pair in [f"{curr_1}/{curr_2}", f"{curr_2}/{curr_1}"]: if pair in self.markets and self.markets[pair].get('active'): return pair - raise DependencyException(f"Could not combine {curr_1} and {curr_2} to get a valid pair.") + raise ExchangeError(f"Could not combine {curr_1} and {curr_2} to get a valid pair.") def validate_timeframes(self, timeframe: Optional[str]) -> None: """ @@ -519,12 +519,12 @@ class Exchange: amount, rate_for_order, params) except ccxt.InsufficientFunds as e: - raise DependencyException( + raise ExchangeError( f'Insufficient funds to create {ordertype} {side} order on market {pair}.' f'Tried to {side} amount {amount} at rate {rate}.' f'Message: {e}') from e except ccxt.InvalidOrder as e: - raise DependencyException( + raise ExchangeError( f'Could not create {ordertype} {side} order on market {pair}.' f'Tried to {side} amount {amount} at rate {rate}.' f'Message: {e}') from e @@ -637,7 +637,7 @@ class Exchange: def fetch_ticker(self, pair: str) -> dict: try: if pair not in self._api.markets or not self._api.markets[pair].get('active'): - raise DependencyException(f"Pair {pair} not available") + raise ExchangeError(f"Pair {pair} not available") data = self._api.fetch_ticker(pair) return data except ccxt.DDoSProtection as e: @@ -1151,7 +1151,7 @@ class Exchange: fee_to_quote_rate = safe_value_fallback(tick, tick, 'last', 'ask') return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8) - except DependencyException: + except ExchangeError: return None def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]: diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index f1bd23b52..be815d336 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -4,7 +4,7 @@ from typing import Dict import ccxt -from freqtrade.exceptions import (DDosProtection, DependencyException, +from freqtrade.exceptions import (DDosProtection, ExchangeError, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange import Exchange @@ -61,7 +61,7 @@ class Ftx(Exchange): 'stop price: %s.', pair, stop_price) return order except ccxt.InsufficientFunds as e: - raise DependencyException( + raise ExchangeError( f'Insufficient funds to create {ordertype} sell order on market {pair}. ' f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. ' f'Message: {e}') from e diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index 01aa647b4..2ca4ba167 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -4,8 +4,9 @@ from typing import Dict import ccxt -from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection, - OperationalException, TemporaryError) +from freqtrade.exceptions import (DDosProtection, ExchangeError, + InvalidOrderException, OperationalException, + TemporaryError) from freqtrade.exchange import Exchange from freqtrade.exchange.common import retrier @@ -87,7 +88,7 @@ class Kraken(Exchange): 'stop price: %s.', pair, stop_price) return order except ccxt.InsufficientFunds as e: - raise DependencyException( + raise ExchangeError( f'Insufficient funds to create {ordertype} sell order on market {pair}.' f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. ' f'Message: {e}') from e diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 289850709..2e59d915d 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -11,14 +11,14 @@ from typing import Any, Dict, List, Optional import arrow from cachetools import TTLCache -from requests.exceptions import RequestException from freqtrade import __version__, constants, persistence from freqtrade.configuration import validate_config_consistency from freqtrade.data.converter import order_book_to_dataframe from freqtrade.data.dataprovider import DataProvider from freqtrade.edge import Edge -from freqtrade.exceptions import DependencyException, InvalidOrderException, PricingError +from freqtrade.exceptions import (DependencyException, ExchangeError, + InvalidOrderException, PricingError) from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date from freqtrade.misc import safe_value_fallback from freqtrade.pairlist.pairlistmanager import PairListManager @@ -755,7 +755,7 @@ class FreqtradeBot: logger.warning('Selling the trade forcefully') self.execute_sell(trade, trade.stop_loss, sell_reason=SellType.EMERGENCY_SELL) - except DependencyException: + except ExchangeError: trade.stoploss_order_id = None logger.exception('Unable to place a stoploss order on exchange.') return False @@ -891,7 +891,7 @@ class FreqtradeBot: if not trade.open_order_id: continue order = self.exchange.get_order(trade.open_order_id, trade.pair) - except (RequestException, DependencyException, InvalidOrderException): + except (ExchangeError, InvalidOrderException): logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc()) continue diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index aeaf82662..aab3da258 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -11,7 +11,7 @@ from typing import Any, Dict, List, Optional, Tuple import arrow from numpy import NAN, mean -from freqtrade.exceptions import DependencyException, TemporaryError +from freqtrade.exceptions import ExchangeError, PricingError from freqtrade.misc import shorten_date from freqtrade.persistence import Trade from freqtrade.rpc.fiat_convert import CryptoToFiatConverter @@ -130,7 +130,7 @@ class RPC: # calculate profit and send message to user try: current_rate = self._freqtrade.get_sell_rate(trade.pair, False) - except DependencyException: + except (ExchangeError, PricingError): current_rate = NAN current_profit = trade.calc_profit_ratio(current_rate) current_profit_abs = trade.calc_profit(current_rate) @@ -174,7 +174,7 @@ class RPC: # calculate profit and send message to user try: current_rate = self._freqtrade.get_sell_rate(trade.pair, False) - except DependencyException: + except (PricingError, ExchangeError): current_rate = NAN trade_percent = (100 * trade.calc_profit_ratio(current_rate)) trade_profit = trade.calc_profit(current_rate) @@ -286,7 +286,7 @@ class RPC: # Get current rate try: current_rate = self._freqtrade.get_sell_rate(trade.pair, False) - except DependencyException: + except (PricingError, ExchangeError): current_rate = NAN profit_ratio = trade.calc_profit_ratio(rate=current_rate) @@ -352,7 +352,7 @@ class RPC: total = 0.0 try: tickers = self._freqtrade.exchange.get_tickers() - except (TemporaryError, DependencyException): + except (ExchangeError): raise RPCException('Error getting current tickers.') self._freqtrade.wallets.update(require_update=False) @@ -373,7 +373,7 @@ class RPC: if pair.startswith(stake_currency): rate = 1.0 / rate est_stake = rate * balance.total - except (TemporaryError, DependencyException): + except (ExchangeError): logger.warning(f" Could not get rate for pair {coin}.") continue total = total + (est_stake or 0) From 29d3ff1bc922690b2aae5865cc574613ec454631 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 16:04:04 +0200 Subject: [PATCH 306/570] Adjust tests to work with ExchangeError --- tests/data/test_dataprovider.py | 6 +++--- tests/exchange/test_exchange.py | 2 +- tests/rpc/test_rpc.py | 11 ++++++----- tests/test_freqtradebot.py | 15 +++++++-------- 4 files changed, 17 insertions(+), 17 deletions(-) diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py index def3ad535..2f91dcd38 100644 --- a/tests/data/test_dataprovider.py +++ b/tests/data/test_dataprovider.py @@ -1,11 +1,11 @@ from unittest.mock import MagicMock -from pandas import DataFrame import pytest +from pandas import DataFrame from freqtrade.data.dataprovider import DataProvider +from freqtrade.exceptions import ExchangeError, OperationalException from freqtrade.pairlist.pairlistmanager import PairListManager -from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.state import RunMode from tests.conftest import get_patched_exchange @@ -164,7 +164,7 @@ def test_ticker(mocker, default_conf, tickers): assert 'symbol' in res assert res['symbol'] == 'ETH/BTC' - ticker_mock = MagicMock(side_effect=DependencyException('Pair not found')) + ticker_mock = MagicMock(side_effect=ExchangeError('Pair not found')) mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock) exchange = get_patched_exchange(mocker, default_conf) dp = DataProvider(default_conf, exchange) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 15ab0d3d9..64ea317aa 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -64,7 +64,7 @@ async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fu with patch('freqtrade.exchange.common.asyncio.sleep'): with pytest.raises(DDosProtection): - api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DeadBeef")) + api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("Dooh")) exchange = get_patched_exchange(mocker, default_conf, api_mock) await getattr(exchange, fun)(**kwargs) assert api_mock.__dict__[mock_ccxt_fun].call_count == retries diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 0ffbaa72a..45243e5e6 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -8,12 +8,13 @@ import pytest from numpy import isnan from freqtrade.edge import PairInfo -from freqtrade.exceptions import DependencyException, TemporaryError +from freqtrade.exceptions import ExchangeError, TemporaryError from freqtrade.persistence import Trade from freqtrade.rpc import RPC, RPCException from freqtrade.rpc.fiat_convert import CryptoToFiatConverter from freqtrade.state import State -from tests.conftest import get_patched_freqtradebot, patch_get_signal, create_mock_trades +from tests.conftest import (create_mock_trades, get_patched_freqtradebot, + patch_get_signal) # Functions for recurrent object patching @@ -106,7 +107,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: } mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate', - MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available"))) + MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available"))) results = rpc._rpc_trade_status() assert isnan(results[0]['current_profit']) assert isnan(results[0]['current_rate']) @@ -209,7 +210,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: assert '-0.41% (-0.06)' == result[0][3] mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate', - MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available"))) + MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available"))) result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD') assert 'instantly' == result[0][2] assert 'ETH/BTC' in result[0][1] @@ -365,7 +366,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee, # Test non-available pair mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate', - MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available"))) + MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available"))) stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency) assert stats['trade_count'] == 2 assert stats['first_trade_date'] == 'just now' diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 5d83c893e..f2967411b 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -9,13 +9,12 @@ from unittest.mock import ANY, MagicMock, PropertyMock import arrow import pytest -import requests from freqtrade.constants import (CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT) -from freqtrade.exceptions import (DependencyException, InvalidOrderException, - OperationalException, PricingError, - TemporaryError) +from freqtrade.exceptions import (DependencyException, ExchangeError, + InvalidOrderException, OperationalException, + PricingError, TemporaryError) from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.rpc import RPCMessageType @@ -1172,7 +1171,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, mocker.patch( 'freqtrade.exchange.Exchange.stoploss', - side_effect=DependencyException() + side_effect=ExchangeError() ) trade.is_open = True freqtrade.handle_stoploss_on_exchange(trade) @@ -1216,7 +1215,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, sell=MagicMock(return_value={'id': limit_sell_order['id']}), get_fee=fee, get_stoploss_order=MagicMock(return_value={'status': 'canceled'}), - stoploss=MagicMock(side_effect=DependencyException()), + stoploss=MagicMock(side_effect=ExchangeError()), ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) @@ -1442,7 +1441,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c # Fail creating stoploss order caplog.clear() cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_stoploss_order", MagicMock()) - mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=DependencyException()) + mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=ExchangeError()) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) assert cancel_mock.call_count == 1 assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog) @@ -2320,7 +2319,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')), + get_order=MagicMock(side_effect=ExchangeError('Oh snap')), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) From e040c518cac73e6ee1ad551757eef93407fc6fdc Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 16:18:39 +0200 Subject: [PATCH 307/570] Dynamic backoff on DDos errors --- freqtrade/exchange/common.py | 11 +++++++++-- tests/exchange/test_exchange.py | 14 +++++++++++++- 2 files changed, 22 insertions(+), 3 deletions(-) diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py index d931e1789..b0f6b14e3 100644 --- a/freqtrade/exchange/common.py +++ b/freqtrade/exchange/common.py @@ -91,6 +91,13 @@ MAP_EXCHANGE_CHILDCLASS = { } +def calculate_backoff(retry, max_retries): + """ + Calculate backoff + """ + return retry ** 2 + 1 + + def retrier_async(f): async def wrapper(*args, **kwargs): count = kwargs.pop('count', API_RETRY_COUNT) @@ -125,13 +132,13 @@ def retrier(_func=None, retries=API_RETRY_COUNT): kwargs.update({'count': count}) logger.warning('retrying %s() still for %s times', f.__name__, count) if isinstance(ex, DDosProtection): - time.sleep(1) + time.sleep(calculate_backoff(count, retries)) return wrapper(*args, **kwargs) else: logger.warning('Giving up retrying: %s()', f.__name__) raise ex return wrapper - # Support both @retrier and @retrier() syntax + # Support both @retrier and @retrier(retries=2) syntax if _func is None: return decorator else: diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 64ea317aa..358452caf 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -14,7 +14,7 @@ from pandas import DataFrame from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection, OperationalException, TemporaryError) from freqtrade.exchange import Binance, Exchange, Kraken -from freqtrade.exchange.common import API_RETRY_COUNT +from freqtrade.exchange.common import API_RETRY_COUNT, calculate_backoff from freqtrade.exchange.exchange import (market_is_active, symbol_is_pair, timeframe_to_minutes, timeframe_to_msecs, @@ -2296,3 +2296,15 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None: ex = get_patched_exchange(mocker, default_conf) assert ex.calculate_fee_rate(order) == expected + + +@pytest.mark.parametrize('retry,max_retries,expected', [ + (0, 3, 1), + (1, 3, 2), + (2, 3, 5), + (3, 3, 10), + (0, 1, 1), + (1, 1, 2), +]) +def test_calculate_backoff(retry, max_retries, expected): + assert calculate_backoff(retry, max_retries) == expected From 92c70fb903f59d9651f50efb3061f36a32d13cf3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 16:27:35 +0200 Subject: [PATCH 308/570] Rename get_order to fetch_order (to align to ccxt naming) --- freqtrade/exchange/exchange.py | 10 +++--- freqtrade/freqtradebot.py | 6 ++-- freqtrade/persistence.py | 2 +- freqtrade/rpc/rpc.py | 4 +-- tests/exchange/test_exchange.py | 12 +++---- tests/rpc/test_rpc.py | 8 ++--- tests/test_freqtradebot.py | 60 ++++++++++++++++----------------- 7 files changed, 51 insertions(+), 51 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index d48e47909..5a19b34af 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -946,7 +946,7 @@ class Exchange: def check_order_canceled_empty(self, order: Dict) -> bool: """ Verify if an order has been cancelled without being partially filled - :param order: Order dict as returned from get_order() + :param order: Order dict as returned from fetch_order() :return: True if order has been cancelled without being filled, False otherwise. """ return order.get('status') in ('closed', 'canceled') and order.get('filled') == 0.0 @@ -983,7 +983,7 @@ class Exchange: """ Cancel order returning a result. Creates a fake result if cancel order returns a non-usable result - and get_order does not work (certain exchanges don't return cancelled orders) + and fetch_order does not work (certain exchanges don't return cancelled orders) :param order_id: Orderid to cancel :param pair: Pair corresponding to order_id :param amount: Amount to use for fake response @@ -996,7 +996,7 @@ class Exchange: except InvalidOrderException: logger.warning(f"Could not cancel order {order_id}.") try: - order = self.get_order(order_id, pair) + order = self.fetch_order(order_id, pair) except InvalidOrderException: logger.warning(f"Could not fetch cancelled order {order_id}.") order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}} @@ -1004,7 +1004,7 @@ class Exchange: return order @retrier - def get_order(self, order_id: str, pair: str) -> Dict: + def fetch_order(self, order_id: str, pair: str) -> Dict: if self._config['dry_run']: try: order = self._dry_run_open_orders[order_id] @@ -1027,7 +1027,7 @@ class Exchange: raise OperationalException(e) from e # Assign method to get_stoploss_order to allow easy overriding in other classes - get_stoploss_order = get_order + get_stoploss_order = fetch_order @retrier def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict: diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 2e59d915d..0d9c5e27c 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -890,7 +890,7 @@ class FreqtradeBot: try: if not trade.open_order_id: continue - order = self.exchange.get_order(trade.open_order_id, trade.pair) + order = self.exchange.fetch_order(trade.open_order_id, trade.pair) except (ExchangeError, InvalidOrderException): logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc()) continue @@ -923,7 +923,7 @@ class FreqtradeBot: for trade in Trade.get_open_order_trades(): try: - order = self.exchange.get_order(trade.open_order_id, trade.pair) + order = self.exchange.fetch_order(trade.open_order_id, trade.pair) except (DependencyException, InvalidOrderException): logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc()) continue @@ -1202,7 +1202,7 @@ class FreqtradeBot: # Update trade with order values logger.info('Found open order for %s', trade) try: - order = action_order or self.exchange.get_order(order_id, trade.pair) + order = action_order or self.exchange.fetch_order(order_id, trade.pair) except InvalidOrderException as exception: logger.warning('Unable to fetch order %s: %s', order_id, exception) return False diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 097a2f984..a6c1de402 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -360,7 +360,7 @@ class Trade(_DECL_BASE): def update(self, order: Dict) -> None: """ Updates this entity with amount and actual open/close rates. - :param order: order retrieved by exchange.get_order() + :param order: order retrieved by exchange.fetch_order() :return: None """ order_type = order['type'] diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index aab3da258..cc5f35f0d 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -126,7 +126,7 @@ class RPC: for trade in trades: order = None if trade.open_order_id: - order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair) + order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair) # calculate profit and send message to user try: current_rate = self._freqtrade.get_sell_rate(trade.pair, False) @@ -442,7 +442,7 @@ class RPC: def _exec_forcesell(trade: Trade) -> None: # Check if there is there is an open order if trade.open_order_id: - order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair) + order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair) # Cancel open LIMIT_BUY orders and close trade if order and order['status'] == 'open' \ diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 358452caf..cf38b3cd5 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1865,31 +1865,31 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name): @pytest.mark.parametrize("exchange_name", EXCHANGES) -def test_get_order(default_conf, mocker, exchange_name): +def test_fetch_order(default_conf, mocker, exchange_name): default_conf['dry_run'] = True order = MagicMock() order.myid = 123 exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) exchange._dry_run_open_orders['X'] = order - assert exchange.get_order('X', 'TKN/BTC').myid == 123 + assert exchange.fetch_order('X', 'TKN/BTC').myid == 123 with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'): - exchange.get_order('Y', 'TKN/BTC') + exchange.fetch_order('Y', 'TKN/BTC') default_conf['dry_run'] = False api_mock = MagicMock() api_mock.fetch_order = MagicMock(return_value=456) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) - assert exchange.get_order('X', 'TKN/BTC') == 456 + assert exchange.fetch_order('X', 'TKN/BTC') == 456 with pytest.raises(InvalidOrderException): api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) - exchange.get_order(order_id='_', pair='TKN/BTC') + exchange.fetch_order(order_id='_', pair='TKN/BTC') assert api_mock.fetch_order.call_count == 1 ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, - 'get_order', 'fetch_order', + 'fetch_order', 'fetch_order', order_id='_', pair='TKN/BTC') diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 45243e5e6..de9327ba9 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -607,7 +607,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None: 'freqtrade.exchange.Exchange', fetch_ticker=ticker, cancel_order=cancel_order_mock, - get_order=MagicMock( + fetch_order=MagicMock( return_value={ 'status': 'closed', 'type': 'limit', @@ -653,7 +653,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None: trade = Trade.query.filter(Trade.id == '1').first() filled_amount = trade.amount / 2 mocker.patch( - 'freqtrade.exchange.Exchange.get_order', + 'freqtrade.exchange.Exchange.fetch_order', return_value={ 'status': 'open', 'type': 'limit', @@ -672,7 +672,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None: amount = trade.amount # make an limit-buy open trade, if there is no 'filled', don't sell it mocker.patch( - 'freqtrade.exchange.Exchange.get_order', + 'freqtrade.exchange.Exchange.fetch_order', return_value={ 'status': 'open', 'type': 'limit', @@ -689,7 +689,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None: freqtradebot.enter_positions() # make an limit-sell open trade mocker.patch( - 'freqtrade.exchange.Exchange.get_order', + 'freqtrade.exchange.Exchange.fetch_order', return_value={ 'status': 'open', 'type': 'limit', diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index f2967411b..3b00f3371 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -762,7 +762,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), - get_order=MagicMock(return_value=limit_buy_order), + fetch_order=MagicMock(return_value=limit_buy_order), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) @@ -831,7 +831,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, fee, mock 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), - get_order=MagicMock(return_value=limit_buy_order), + fetch_order=MagicMock(return_value=limit_buy_order), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) @@ -858,7 +858,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order, 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), - get_order=MagicMock(return_value=limit_buy_order), + fetch_order=MagicMock(return_value=limit_buy_order), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) @@ -1063,7 +1063,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) - mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order) + mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=limit_buy_order['amount']) @@ -1178,7 +1178,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, assert log_has('Unable to place a stoploss order on exchange.', caplog) assert trade.stoploss_order_id is None - # Fifth case: get_order returns InvalidOrder + # Fifth case: fetch_order returns InvalidOrder # It should try to add stoploss order trade.stoploss_order_id = 100 stoploss.reset_mock() @@ -1193,7 +1193,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, trade.stoploss_order_id = None trade.is_open = False stoploss.reset_mock() - mocker.patch('freqtrade.exchange.Exchange.get_order') + mocker.patch('freqtrade.exchange.Exchange.fetch_order') mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss) assert freqtrade.handle_stoploss_on_exchange(trade) is False assert stoploss.call_count == 0 @@ -1248,7 +1248,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee, buy=MagicMock(return_value={'id': limit_buy_order['id']}), sell=sell_mock, get_fee=fee, - get_order=MagicMock(return_value={'status': 'canceled'}), + fetch_order=MagicMock(return_value={'status': 'canceled'}), stoploss=MagicMock(side_effect=InvalidOrderException()), ) freqtrade = FreqtradeBot(default_conf) @@ -1588,7 +1588,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) - mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order) + mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=limit_buy_order['amount']) @@ -1612,7 +1612,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None: def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order) + mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) trade = MagicMock() trade.open_order_id = None @@ -1633,7 +1633,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) - mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order) + mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=limit_buy_order['amount']) @@ -1672,8 +1672,8 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) - # get_order should not be called!! - mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError)) + # fetch_order should not be called!! + mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) patch_exchange(mocker) Trade.session = MagicMock() amount = sum(x['amount'] for x in trades_for_order) @@ -1697,8 +1697,8 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_ limit_buy_order, mocker, caplog): trades_for_order[0]['amount'] = limit_buy_order['amount'] + 1e-14 mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) - # get_order should not be called!! - mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError)) + # fetch_order should not be called!! + mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) patch_exchange(mocker) Trade.session = MagicMock() amount = sum(x['amount'] for x in trades_for_order) @@ -1723,7 +1723,7 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_ def test_update_trade_state_exception(mocker, default_conf, limit_buy_order, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order) + mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) trade = MagicMock() trade.open_order_id = '123' @@ -1740,7 +1740,7 @@ def test_update_trade_state_exception(mocker, default_conf, def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.get_order', + mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=InvalidOrderException)) trade = MagicMock() @@ -1756,8 +1756,8 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) - # get_order should not be called!! - mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError)) + # fetch_order should not be called!! + mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) wallet_mock = MagicMock() mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock) @@ -1972,7 +1972,7 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - get_order=MagicMock(return_value=limit_buy_order_old), + fetch_order=MagicMock(return_value=limit_buy_order_old), cancel_order=cancel_order_mock, get_fee=fee ) @@ -2021,7 +2021,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - get_order=MagicMock(return_value=limit_buy_order_old), + fetch_order=MagicMock(return_value=limit_buy_order_old), cancel_order_with_result=cancel_order_mock, get_fee=fee ) @@ -2051,7 +2051,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - get_order=MagicMock(return_value=limit_buy_order_old), + fetch_order=MagicMock(return_value=limit_buy_order_old), cancel_order=cancel_order_mock, get_fee=fee ) @@ -2078,7 +2078,7 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), fetch_ticker=ticker, - get_order=MagicMock(side_effect=DependencyException), + fetch_order=MagicMock(side_effect=DependencyException), cancel_order=cancel_order_mock, get_fee=fee ) @@ -2104,7 +2104,7 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_ mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - get_order=MagicMock(return_value=limit_sell_order_old), + fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) @@ -2151,7 +2151,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - get_order=MagicMock(return_value=limit_sell_order_old), + fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) @@ -2182,7 +2182,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - get_order=MagicMock(return_value=limit_sell_order_old), + fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order_with_result=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) @@ -2209,7 +2209,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - get_order=MagicMock(return_value=limit_buy_order_old_partial), + fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) @@ -2237,7 +2237,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - get_order=MagicMock(return_value=limit_buy_order_old_partial), + fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock, get_trades_for_order=MagicMock(return_value=trades_for_order), ) @@ -2275,7 +2275,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - get_order=MagicMock(return_value=limit_buy_order_old_partial), + fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock, get_trades_for_order=MagicMock(return_value=trades_for_order), ) @@ -2319,7 +2319,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - get_order=MagicMock(side_effect=ExchangeError('Oh snap')), + fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) @@ -4016,7 +4016,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order, @pytest.mark.usefixtures("init_persistence") def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order): default_conf['cancel_open_orders_on_exit'] = True - mocker.patch('freqtrade.exchange.Exchange.get_order', + mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=[DependencyException(), limit_sell_order, limit_buy_order]) buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_buy') sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_sell') From cbcbb4bdb533247076b338035b640dc0f29f0495 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 16:30:24 +0200 Subject: [PATCH 309/570] Rename get_stoploss_order to fetch_stoploss_order (align with fetch_order) --- freqtrade/exchange/exchange.py | 6 +++--- freqtrade/exchange/ftx.py | 2 +- freqtrade/freqtradebot.py | 4 ++-- tests/exchange/test_exchange.py | 12 ++++++------ tests/exchange/test_ftx.py | 14 +++++++------- tests/test_freqtradebot.py | 18 +++++++++--------- tests/test_integration.py | 2 +- 7 files changed, 29 insertions(+), 29 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 5a19b34af..daa73ca35 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -969,7 +969,7 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(e) from e - # Assign method to get_stoploss_order to allow easy overriding in other classes + # Assign method to fetch_stoploss_order to allow easy overriding in other classes cancel_stoploss_order = cancel_order def is_cancel_order_result_suitable(self, corder) -> bool: @@ -1026,8 +1026,8 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(e) from e - # Assign method to get_stoploss_order to allow easy overriding in other classes - get_stoploss_order = fetch_order + # Assign method to fetch_stoploss_order to allow easy overriding in other classes + fetch_stoploss_order = fetch_order @retrier def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict: diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index be815d336..b75f77ca4 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -79,7 +79,7 @@ class Ftx(Exchange): raise OperationalException(e) from e @retrier - def get_stoploss_order(self, order_id: str, pair: str) -> Dict: + def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict: if self._config['dry_run']: try: order = self._dry_run_open_orders[order_id] diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 0d9c5e27c..bd6bba344 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -773,8 +773,8 @@ class FreqtradeBot: try: # First we check if there is already a stoploss on exchange - stoploss_order = self.exchange.get_stoploss_order(trade.stoploss_order_id, trade.pair) \ - if trade.stoploss_order_id else None + stoploss_order = self.exchange.fetch_stoploss_order( + trade.stoploss_order_id, trade.pair) if trade.stoploss_order_id else None except InvalidOrderException as exception: logger.warning('Unable to fetch stoploss order: %s', exception) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index cf38b3cd5..fc4bf490c 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1894,7 +1894,7 @@ def test_fetch_order(default_conf, mocker, exchange_name): @pytest.mark.parametrize("exchange_name", EXCHANGES) -def test_get_stoploss_order(default_conf, mocker, exchange_name): +def test_fetch_stoploss_order(default_conf, mocker, exchange_name): # Don't test FTX here - that needs a seperate test if exchange_name == 'ftx': return @@ -1903,25 +1903,25 @@ def test_get_stoploss_order(default_conf, mocker, exchange_name): order.myid = 123 exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) exchange._dry_run_open_orders['X'] = order - assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123 + assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123 with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'): - exchange.get_stoploss_order('Y', 'TKN/BTC') + exchange.fetch_stoploss_order('Y', 'TKN/BTC') default_conf['dry_run'] = False api_mock = MagicMock() api_mock.fetch_order = MagicMock(return_value=456) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) - assert exchange.get_stoploss_order('X', 'TKN/BTC') == 456 + assert exchange.fetch_stoploss_order('X', 'TKN/BTC') == 456 with pytest.raises(InvalidOrderException): api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) - exchange.get_stoploss_order(order_id='_', pair='TKN/BTC') + exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC') assert api_mock.fetch_order.call_count == 1 ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, - 'get_stoploss_order', 'fetch_order', + 'fetch_stoploss_order', 'fetch_order', order_id='_', pair='TKN/BTC') diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py index 1b7d68770..eb7d83be3 100644 --- a/tests/exchange/test_ftx.py +++ b/tests/exchange/test_ftx.py @@ -124,34 +124,34 @@ def test_stoploss_adjust_ftx(mocker, default_conf): assert not exchange.stoploss_adjust(1501, order) -def test_get_stoploss_order(default_conf, mocker): +def test_fetch_stoploss_order(default_conf, mocker): default_conf['dry_run'] = True order = MagicMock() order.myid = 123 exchange = get_patched_exchange(mocker, default_conf, id='ftx') exchange._dry_run_open_orders['X'] = order - assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123 + assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123 with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'): - exchange.get_stoploss_order('Y', 'TKN/BTC') + exchange.fetch_stoploss_order('Y', 'TKN/BTC') default_conf['dry_run'] = False api_mock = MagicMock() api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}]) exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') - assert exchange.get_stoploss_order('X', 'TKN/BTC')['status'] == '456' + assert exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] == '456' api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}]) exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"): - exchange.get_stoploss_order('X', 'TKN/BTC')['status'] + exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] with pytest.raises(InvalidOrderException): api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') - exchange.get_stoploss_order(order_id='_', pair='TKN/BTC') + exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC') assert api_mock.fetch_orders.call_count == 1 ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx', - 'get_stoploss_order', 'fetch_orders', + 'fetch_stoploss_order', 'fetch_orders', order_id='_', pair='TKN/BTC') diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 3b00f3371..ef48bdc34 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1125,7 +1125,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, trade.stoploss_order_id = 100 hanging_stoploss_order = MagicMock(return_value={'status': 'open'}) - mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', hanging_stoploss_order) + mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', hanging_stoploss_order) assert freqtrade.handle_stoploss_on_exchange(trade) is False assert trade.stoploss_order_id == 100 @@ -1138,7 +1138,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, trade.stoploss_order_id = 100 canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'}) - mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', canceled_stoploss_order) + mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', canceled_stoploss_order) stoploss.reset_mock() assert freqtrade.handle_stoploss_on_exchange(trade) is False @@ -1163,7 +1163,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, 'average': 2, 'amount': limit_buy_order['amount'], }) - mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hit) + mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hit) assert freqtrade.handle_stoploss_on_exchange(trade) is True assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog) assert trade.stoploss_order_id is None @@ -1182,7 +1182,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, # It should try to add stoploss order trade.stoploss_order_id = 100 stoploss.reset_mock() - mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', + mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss) freqtrade.handle_stoploss_on_exchange(trade) @@ -1214,7 +1214,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, buy=MagicMock(return_value={'id': limit_buy_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}), get_fee=fee, - get_stoploss_order=MagicMock(return_value={'status': 'canceled'}), + fetch_stoploss_order=MagicMock(return_value={'status': 'canceled'}), stoploss=MagicMock(side_effect=ExchangeError()), ) freqtrade = FreqtradeBot(default_conf) @@ -1331,7 +1331,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog, } }) - mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging) + mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging) # stoploss initially at 5% assert freqtrade.handle_trade(trade) is False @@ -1431,7 +1431,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c } mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', side_effect=InvalidOrderException()) - mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging) + mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog) @@ -1511,7 +1511,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, } }) - mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging) + mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging) # stoploss initially at 20% as edge dictated it. assert freqtrade.handle_trade(trade) is False @@ -2773,7 +2773,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f "fee": None, "trades": None }) - mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_executed) + mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_executed) freqtrade.exit_positions(trades) assert trade.stoploss_order_id is None diff --git a/tests/test_integration.py b/tests/test_integration.py index 57960503e..168286e6d 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -62,7 +62,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, - get_stoploss_order=stoploss_order_mock, + fetch_stoploss_order=stoploss_order_mock, cancel_stoploss_order=cancel_order_mock, ) From 6362bfc36ef843c60046a94de8184b51a09f64e7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 19:40:33 +0200 Subject: [PATCH 310/570] Fix calculate_backoff implementation --- freqtrade/exchange/common.py | 4 ++-- tests/exchange/test_exchange.py | 18 +++++++++--------- 2 files changed, 11 insertions(+), 11 deletions(-) diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py index b0f6b14e3..d3ba8cef6 100644 --- a/freqtrade/exchange/common.py +++ b/freqtrade/exchange/common.py @@ -91,11 +91,11 @@ MAP_EXCHANGE_CHILDCLASS = { } -def calculate_backoff(retry, max_retries): +def calculate_backoff(retrycount, max_retries): """ Calculate backoff """ - return retry ** 2 + 1 + return (max_retries - retrycount) ** 2 + 1 def retrier_async(f): diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index fc4bf490c..8c397fe68 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -2298,13 +2298,13 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None: assert ex.calculate_fee_rate(order) == expected -@pytest.mark.parametrize('retry,max_retries,expected', [ - (0, 3, 1), - (1, 3, 2), - (2, 3, 5), - (3, 3, 10), - (0, 1, 1), - (1, 1, 2), +@pytest.mark.parametrize('retrycount,max_retries,expected', [ + (0, 3, 10), + (1, 3, 5), + (2, 3, 2), + (3, 3, 1), + (0, 1, 2), + (1, 1, 1), ]) -def test_calculate_backoff(retry, max_retries, expected): - assert calculate_backoff(retry, max_retries) == expected +def test_calculate_backoff(retrycount, max_retries, expected): + assert calculate_backoff(retrycount, max_retries) == expected From c6124180fe14bcdf9f78676d021c2e8e6880d1e7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 19:45:42 +0200 Subject: [PATCH 311/570] Fix bug when fetching orders fails --- freqtrade/exceptions.py | 7 +++++++ freqtrade/exchange/common.py | 14 ++++++++------ freqtrade/exchange/exchange.py | 5 ++++- tests/exchange/test_exchange.py | 12 ++++++++++++ tests/test_freqtradebot.py | 2 +- 5 files changed, 32 insertions(+), 8 deletions(-) diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py index 995a2cdb7..c85fccc4b 100644 --- a/freqtrade/exceptions.py +++ b/freqtrade/exceptions.py @@ -37,6 +37,13 @@ class InvalidOrderException(FreqtradeException): """ +class RetryableOrderError(InvalidOrderException): + """ + This is returned when the order is not found. + This Error will be repeated with increasing backof (in line with DDosError). + """ + + class ExchangeError(DependencyException): """ Error raised out of the exchange. diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py index d3ba8cef6..9b7d8dfea 100644 --- a/freqtrade/exchange/common.py +++ b/freqtrade/exchange/common.py @@ -3,7 +3,8 @@ import logging import time from functools import wraps -from freqtrade.exceptions import DDosProtection, TemporaryError +from freqtrade.exceptions import (DDosProtection, RetryableOrderError, + TemporaryError) logger = logging.getLogger(__name__) @@ -109,8 +110,8 @@ def retrier_async(f): count -= 1 kwargs.update({'count': count}) logger.warning('retrying %s() still for %s times', f.__name__, count) - if isinstance(ex, DDosProtection): - await asyncio.sleep(1) + if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError): + await asyncio.sleep(calculate_backoff(count + 1, API_RETRY_COUNT)) return await wrapper(*args, **kwargs) else: logger.warning('Giving up retrying: %s()', f.__name__) @@ -125,14 +126,15 @@ def retrier(_func=None, retries=API_RETRY_COUNT): count = kwargs.pop('count', retries) try: return f(*args, **kwargs) - except TemporaryError as ex: + except (TemporaryError, RetryableOrderError) as ex: logger.warning('%s() returned exception: "%s"', f.__name__, ex) if count > 0: count -= 1 kwargs.update({'count': count}) logger.warning('retrying %s() still for %s times', f.__name__, count) - if isinstance(ex, DDosProtection): - time.sleep(calculate_backoff(count, retries)) + if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError): + # increasing backoff + time.sleep(calculate_backoff(count + 1, retries)) return wrapper(*args, **kwargs) else: logger.warning('Giving up retrying: %s()', f.__name__) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index daa73ca35..a3a548176 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -22,7 +22,7 @@ from freqtrade.constants import ListPairsWithTimeframes from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list from freqtrade.exceptions import (DDosProtection, ExchangeError, InvalidOrderException, OperationalException, - TemporaryError) + RetryableOrderError, TemporaryError) from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async from freqtrade.misc import deep_merge_dicts, safe_value_fallback @@ -1015,6 +1015,9 @@ class Exchange: f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e try: return self._api.fetch_order(order_id, pair) + except ccxt.OrderNotFound as e: + raise RetryableOrderError( + f'Order not found (id: {order_id}). Message: {e}') from e except ccxt.InvalidOrder as e: raise InvalidOrderException( f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 8c397fe68..66f88d82f 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1888,6 +1888,18 @@ def test_fetch_order(default_conf, mocker, exchange_name): exchange.fetch_order(order_id='_', pair='TKN/BTC') assert api_mock.fetch_order.call_count == 1 + api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + with patch('freqtrade.exchange.common.time.sleep') as tm: + with pytest.raises(InvalidOrderException): + exchange.fetch_order(order_id='_', pair='TKN/BTC') + # Ensure backoff is called + assert tm.call_args_list[0][0][0] == 1 + assert tm.call_args_list[1][0][0] == 2 + assert tm.call_args_list[2][0][0] == 5 + assert tm.call_args_list[3][0][0] == 10 + assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1 + ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, 'fetch_order', 'fetch_order', order_id='_', pair='TKN/BTC') diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index ef48bdc34..654e6ca4f 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2078,7 +2078,7 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), fetch_ticker=ticker, - fetch_order=MagicMock(side_effect=DependencyException), + fetch_order=MagicMock(side_effect=ExchangeError), cancel_order=cancel_order_mock, get_fee=fee ) From 4d9ecf137b5d2d037e888a56eda4a0bd78925f7c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 20:17:03 +0200 Subject: [PATCH 312/570] Fix failing test in python 3.7 can't use Magicmock in 3.7 (works in 3.8 though). --- freqtrade/exchange/common.py | 2 +- tests/exchange/test_exchange.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py index 9b7d8dfea..cc70bb875 100644 --- a/freqtrade/exchange/common.py +++ b/freqtrade/exchange/common.py @@ -110,7 +110,7 @@ def retrier_async(f): count -= 1 kwargs.update({'count': count}) logger.warning('retrying %s() still for %s times', f.__name__, count) - if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError): + if isinstance(ex, DDosProtection): await asyncio.sleep(calculate_backoff(count + 1, API_RETRY_COUNT)) return await wrapper(*args, **kwargs) else: diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 66f88d82f..251f257f7 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -62,7 +62,7 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, retries=API_RETRY_COUNT + 1, **kwargs): - with patch('freqtrade.exchange.common.asyncio.sleep'): + with patch('freqtrade.exchange.common.asyncio.sleep', get_mock_coro(None)): with pytest.raises(DDosProtection): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("Dooh")) exchange = get_patched_exchange(mocker, default_conf, api_mock) From fe0b17c70c82e429afbdf5a17e4242275548ad2f Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 29 Jun 2020 09:01:20 +0000 Subject: [PATCH 313/570] Bump progressbar2 from 3.51.3 to 3.51.4 Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.51.3 to 3.51.4. - [Release notes](https://github.com/WoLpH/python-progressbar/releases) - [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst) - [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.51.3...v3.51.4) Signed-off-by: dependabot-preview[bot] --- requirements-hyperopt.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index aedfc0eaa..2784bc156 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -7,4 +7,4 @@ scikit-learn==0.23.1 scikit-optimize==0.7.4 filelock==3.0.12 joblib==0.15.1 -progressbar2==3.51.3 +progressbar2==3.51.4 From e06b00921416acdd8f05ab9a770ebe0a21689254 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 29 Jun 2020 09:02:57 +0000 Subject: [PATCH 314/570] Bump plotly from 4.8.1 to 4.8.2 Bumps [plotly](https://github.com/plotly/plotly.py) from 4.8.1 to 4.8.2. - [Release notes](https://github.com/plotly/plotly.py/releases) - [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md) - [Commits](https://github.com/plotly/plotly.py/compare/v4.8.1...v4.8.2) Signed-off-by: dependabot-preview[bot] --- requirements-plot.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-plot.txt b/requirements-plot.txt index cb13a59bf..ec5af3dbf 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,5 +1,5 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==4.8.1 +plotly==4.8.2 From 4e5910afba3a72efe0735a0f257b6328ff3c8f24 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 29 Jun 2020 09:03:19 +0000 Subject: [PATCH 315/570] Bump mkdocs-material from 5.3.2 to 5.3.3 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.3.2 to 5.3.3. - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.3.2...5.3.3) Signed-off-by: dependabot-preview[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 7ddfc1dfb..a0505c84b 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.3.2 +mkdocs-material==5.3.3 mdx_truly_sane_lists==1.2 From be2b326a6e208d7f0835c7c899c6649764cdd924 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 29 Jun 2020 09:03:58 +0000 Subject: [PATCH 316/570] Bump pytest-asyncio from 0.12.0 to 0.14.0 Bumps [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio) from 0.12.0 to 0.14.0. - [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases) - [Commits](https://github.com/pytest-dev/pytest-asyncio/compare/v0.12.0...v0.14.0) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 91b33c573..7d68a0c3b 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -9,7 +9,7 @@ flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 mypy==0.781 pytest==5.4.3 -pytest-asyncio==0.12.0 +pytest-asyncio==0.14.0 pytest-cov==2.10.0 pytest-mock==3.1.1 pytest-random-order==1.0.4 From 9e1ce0c67ab1dbb505a35d1c3e1e24e5b946e9c7 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 29 Jun 2020 09:04:12 +0000 Subject: [PATCH 317/570] Bump sqlalchemy from 1.3.17 to 1.3.18 Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.17 to 1.3.18. - [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases) - [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES) - [Commits](https://github.com/sqlalchemy/sqlalchemy/commits) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 916b0e24b..06549d2bf 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,7 +1,7 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs ccxt==1.30.34 -SQLAlchemy==1.3.17 +SQLAlchemy==1.3.18 python-telegram-bot==12.7 arrow==0.15.7 cachetools==4.1.0 From 449d4625336096658e1cbd39f8c9ed6ef9677af4 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 29 Jun 2020 12:12:58 +0000 Subject: [PATCH 318/570] Bump python-telegram-bot from 12.7 to 12.8 Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.7 to 12.8. - [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases) - [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst) - [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v12.7...v12.8) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 06549d2bf..06eddb536 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -2,7 +2,7 @@ # mainly used for Raspberry pi installs ccxt==1.30.34 SQLAlchemy==1.3.18 -python-telegram-bot==12.7 +python-telegram-bot==12.8 arrow==0.15.7 cachetools==4.1.0 requests==2.24.0 From c06b2802882ec70b7f725ca39818212d75e0e1d5 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 29 Jun 2020 12:14:27 +0000 Subject: [PATCH 319/570] Bump mypy from 0.781 to 0.782 Bumps [mypy](https://github.com/python/mypy) from 0.781 to 0.782. - [Release notes](https://github.com/python/mypy/releases) - [Commits](https://github.com/python/mypy/compare/v0.781...v0.782) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 7d68a0c3b..ed4f8f713 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,7 +7,7 @@ coveralls==2.0.0 flake8==3.8.3 flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 -mypy==0.781 +mypy==0.782 pytest==5.4.3 pytest-asyncio==0.14.0 pytest-cov==2.10.0 From 8fb1683bdc1237ec55f2f5a47379b424ab6a5ea2 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 29 Jun 2020 12:32:42 +0000 Subject: [PATCH 320/570] Bump cachetools from 4.1.0 to 4.1.1 Bumps [cachetools](https://github.com/tkem/cachetools) from 4.1.0 to 4.1.1. - [Release notes](https://github.com/tkem/cachetools/releases) - [Changelog](https://github.com/tkem/cachetools/blob/master/CHANGELOG.rst) - [Commits](https://github.com/tkem/cachetools/compare/v4.1.0...v4.1.1) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 06eddb536..4c0f93ef7 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -4,7 +4,7 @@ ccxt==1.30.34 SQLAlchemy==1.3.18 python-telegram-bot==12.8 arrow==0.15.7 -cachetools==4.1.0 +cachetools==4.1.1 requests==2.24.0 urllib3==1.25.9 wrapt==1.12.1 From a9064117a5b35c7d6a2f63a0edce3c9188fa27de Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 29 Jun 2020 12:53:58 +0000 Subject: [PATCH 321/570] Bump ccxt from 1.30.34 to 1.30.48 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.30.34 to 1.30.48. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.30.34...1.30.48) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 4c0f93ef7..2948b8f35 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.30.34 +ccxt==1.30.48 SQLAlchemy==1.3.18 python-telegram-bot==12.8 arrow==0.15.7 From b95065d70179318f1841708c64c7e333e763afb2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 29 Jun 2020 20:00:42 +0200 Subject: [PATCH 322/570] Log backoff --- freqtrade/exchange/common.py | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py index cc70bb875..0610e8447 100644 --- a/freqtrade/exchange/common.py +++ b/freqtrade/exchange/common.py @@ -111,7 +111,9 @@ def retrier_async(f): kwargs.update({'count': count}) logger.warning('retrying %s() still for %s times', f.__name__, count) if isinstance(ex, DDosProtection): - await asyncio.sleep(calculate_backoff(count + 1, API_RETRY_COUNT)) + backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT) + logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}") + await asyncio.sleep(backoff_delay) return await wrapper(*args, **kwargs) else: logger.warning('Giving up retrying: %s()', f.__name__) @@ -134,7 +136,9 @@ def retrier(_func=None, retries=API_RETRY_COUNT): logger.warning('retrying %s() still for %s times', f.__name__, count) if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError): # increasing backoff - time.sleep(calculate_backoff(count + 1, retries)) + backoff_delay = calculate_backoff(count + 1, retries) + logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}") + time.sleep(backoff_delay) return wrapper(*args, **kwargs) else: logger.warning('Giving up retrying: %s()', f.__name__) From efd6e4a87535adb95fa4eb7710259dd130a7395e Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 30 Jun 2020 07:16:08 +0200 Subject: [PATCH 323/570] Add test for check_for_open_trades --- tests/test_freqtradebot.py | 16 ++++++++++++++++ 1 file changed, 16 insertions(+) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 5d83c893e..d3014d7a8 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -4029,3 +4029,19 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi freqtrade.cancel_all_open_orders() assert buy_mock.call_count == 1 assert sell_mock.call_count == 1 + + +@pytest.mark.usefixtures("init_persistence") +def test_check_for_open_trades(mocker, default_conf, fee, limit_buy_order, limit_sell_order): + freqtrade = get_patched_freqtradebot(mocker, default_conf) + + freqtrade.check_for_open_trades() + assert freqtrade.rpc.send_msg.call_count == 0 + + create_mock_trades(fee) + trade = Trade.query.first() + trade.is_open = True + + freqtrade.check_for_open_trades() + assert freqtrade.rpc.send_msg.call_count == 1 + assert 'Handle these trades manually' in freqtrade.rpc.send_msg.call_args[0][0]['status'] From 2f759825e4c670af51e4e17b074f96f48ff5ce16 Mon Sep 17 00:00:00 2001 From: Confucius-The-Great <40965179+qkum@users.noreply.github.com> Date: Tue, 30 Jun 2020 11:01:00 +0200 Subject: [PATCH 324/570] Update faq.md Major changes :) --- docs/faq.md | 27 ++++++++++++++++++--------- 1 file changed, 18 insertions(+), 9 deletions(-) diff --git a/docs/faq.md b/docs/faq.md index 151b2c054..cc43e326d 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -1,5 +1,9 @@ # Freqtrade FAQ +## Beginner Tips & Tricks + +#1 When you work with your strategy & hyperopt file you should use a real programmer software like Pycharm. If you by accident moved some code and freqtrade says error and you cant find the place where you moved something, or you cant find line 180 where you messed something up. Then a program like Pycharm shows you where line 180 is in your strategy file so you can fix the problem, or Pycharm shows you with some color marking that "here is a line of code that does not belong here" and you found your error in no time! This will save you many hours of problemsolving when working with the bot. Pycharm also got a usefull "Debug" feature that can tell you exactly what command on that line is making the error :) + ## Freqtrade common issues ### The bot does not start @@ -15,10 +19,12 @@ This could have the following reasons: ### I have waited 5 minutes, why hasn't the bot made any trades yet?! -Depending on the buy strategy, the amount of whitelisted coins, the +#1 Depending on the buy strategy, the amount of whitelisted coins, the situation of the market etc, it can take up to hours to find good entry position for a trade. Be patient! +#2 Or it may because you made an human error? Like writing --dry-run when you wanted to trade live?. Maybe an error with the exchange API? Or something else. You will have to do the hard work of finding out the root cause of the problem :) + ### I have made 12 trades already, why is my total profit negative?! I understand your disappointment but unfortunately 12 trades is just @@ -129,25 +135,25 @@ to find a great result (unless if you are very lucky), so you probably have to run it for 10.000 or more. But it will take an eternity to compute. -We recommend you to run it at least 10.000 epochs: +We recommend you to run between 500-1000 epochs over and over untill you hit at least 10.000 epocs in total. You can best judge by looking at the results - if the bot keep discovering more profitable strategies or not. ```bash -freqtrade hyperopt -e 10000 +freqtrade hyperopt -e 1000 ``` or if you want intermediate result to see ```bash -for i in {1..100}; do freqtrade hyperopt -e 100; done +for i in {1..100}; do freqtrade hyperopt -e 1000; done ``` -### Why it is so long to run hyperopt? +### Why does it take so long time to run hyperopt? -Finding a great Hyperopt results takes time. +#1 Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Github page, join the Freqtrade Discord - or something totally else. While you patiently wait for the most advanced, public known, crypto bot, in the world, to hand you a possible golden strategy specially designed just for you =) -If you wonder why it takes a while to find great hyperopt results +#2 If you wonder why it can take from 20 minutes to days to do 1000 epocs here are some answers: -This answer was written during the under the release 0.15.1, when we had: +This answer was written during the release 0.15.1, when we had: - 8 triggers - 9 guards: let's say we evaluate even 10 values from each @@ -157,7 +163,10 @@ The following calculation is still very rough and not very precise but it will give the idea. With only these triggers and guards there is already 8\*10^9\*10 evaluations. A roughly total of 80 billion evals. Did you run 100 000 evals? Congrats, you've done roughly 1 / 100 000 th -of the search space. +of the search space. If we assume that the bot never test the same strategy more than once. + +#3 The time it takes to run 1000 hyperopt epocs depends on things like: The cpu, harddisk, ram, motherboard, indicator settings, indicator count, amount of coins that hyperopt test strategies on, trade count - can be 650 trades in a year or 10.0000 trades depending on if the strategy aims for a high profit rarely or a low profit many many many times. Example: 4% profit 650 times vs 0,3% profit a trade 10.000 times in a year. If we assume you set the --timerange to 365 days. +Example: freqtrade --config config_mcd_1.json --strategy mcd_1 --hyperopt mcd_hyperopt_1 -e 1000 --timerange 20190601-20200601 ## Edge module From 61ae471eef74bd18619ce26710d5650e06d05ccb Mon Sep 17 00:00:00 2001 From: HumanBot Date: Tue, 30 Jun 2020 10:13:27 -0400 Subject: [PATCH 325/570] fixed --export trades command refers to issue 3413 @ https://github.com/freqtrade/freqtrade/issues/3413 --- docs/backtesting.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 51b2e953b..ecd48bdc9 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -66,7 +66,7 @@ Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies #### Exporting trades to file ```bash -freqtrade backtesting --export trades +freqtrade backtesting --export trades --config config.json --strategy SampleStrategy ``` The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts directory. From 81850b5fdf5b860db1802fbda0998a2d1662b4dd Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Thu, 2 Jul 2020 11:26:52 +0200 Subject: [PATCH 326/570] AgeFilter add actual amount of days in log message (debug info) --- freqtrade/pairlist/AgeFilter.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/pairlist/AgeFilter.py b/freqtrade/pairlist/AgeFilter.py index a23682599..b489a59bc 100644 --- a/freqtrade/pairlist/AgeFilter.py +++ b/freqtrade/pairlist/AgeFilter.py @@ -69,7 +69,7 @@ class AgeFilter(IPairList): return True else: self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, " - f"because age is less than " + f"because age {len(daily_candles)} is less than " f"{self._min_days_listed} " f"{plural(self._min_days_listed, 'day')}") return False From 99ac2659f3566526ebbecf95af76a5030871f5fc Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Thu, 2 Jul 2020 11:27:33 +0200 Subject: [PATCH 327/570] Init FIAT converter in api_server.py --- freqtrade/rpc/api_server.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index a2cef9a98..351842e10 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -17,6 +17,7 @@ from werkzeug.serving import make_server from freqtrade.__init__ import __version__ from freqtrade.rpc.rpc import RPC, RPCException +from freqtrade.rpc.fiat_convert import CryptoToFiatConverter logger = logging.getLogger(__name__) @@ -105,6 +106,9 @@ class ApiServer(RPC): # Register application handling self.register_rest_rpc_urls() + if self._config.get('fiat_display_currency', None): + self._fiat_converter = CryptoToFiatConverter() + thread = threading.Thread(target=self.run, daemon=True) thread.start() From db965332b99622fa93ae1638a94cf49688bd1e81 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Thu, 2 Jul 2020 11:38:38 +0200 Subject: [PATCH 328/570] Update tests for AgeFilter message --- tests/pairlist/test_pairlist.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 072e497f3..a2644fe8c 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -389,7 +389,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t for pairlist in pairlists: if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \ len(ohlcv_history_list) <= pairlist['min_days_listed']: - assert log_has_re(r'^Removed .* from whitelist, because age is less than ' + assert log_has_re(r'^Removed .* from whitelist, because age .* is less than ' r'.* day.*', caplog) if pairlist['method'] == 'PrecisionFilter' and whitelist_result: assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' From 39fa58973527431b5c66040d2b44f8f184abe788 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Thu, 2 Jul 2020 13:39:02 +0200 Subject: [PATCH 329/570] Update API test, currently just with 'ANY' --- tests/rpc/test_rpc_apiserver.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index cd2b0d311..2935094a5 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -431,14 +431,14 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li 'latest_trade_date': 'just now', 'latest_trade_timestamp': ANY, 'profit_all_coin': 6.217e-05, - 'profit_all_fiat': 0, + 'profit_all_fiat': ANY, 'profit_all_percent': 6.2, 'profit_all_percent_mean': 6.2, 'profit_all_ratio_mean': 0.06201058, 'profit_all_percent_sum': 6.2, 'profit_all_ratio_sum': 0.06201058, 'profit_closed_coin': 6.217e-05, - 'profit_closed_fiat': 0, + 'profit_closed_fiat': ANY, 'profit_closed_percent': 6.2, 'profit_closed_ratio_mean': 0.06201058, 'profit_closed_percent_mean': 6.2, From f32e522bd73579d532541a7b444ced723a65e159 Mon Sep 17 00:00:00 2001 From: Theagainmen <24569139+Theagainmen@users.noreply.github.com> Date: Thu, 2 Jul 2020 20:03:15 +0200 Subject: [PATCH 330/570] Update API test, removed 'ANY' --- tests/rpc/test_rpc_apiserver.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 2935094a5..45aa57588 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -431,14 +431,14 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li 'latest_trade_date': 'just now', 'latest_trade_timestamp': ANY, 'profit_all_coin': 6.217e-05, - 'profit_all_fiat': ANY, + 'profit_all_fiat': 0.76748865, 'profit_all_percent': 6.2, 'profit_all_percent_mean': 6.2, 'profit_all_ratio_mean': 0.06201058, 'profit_all_percent_sum': 6.2, 'profit_all_ratio_sum': 0.06201058, 'profit_closed_coin': 6.217e-05, - 'profit_closed_fiat': ANY, + 'profit_closed_fiat': 0.76748865, 'profit_closed_percent': 6.2, 'profit_closed_ratio_mean': 0.06201058, 'profit_closed_percent_mean': 6.2, From 23c0db925e22652b7e53b758bb21f0e6e1896600 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Thu, 2 Jul 2020 20:55:16 +0200 Subject: [PATCH 331/570] Adding a dataprovider to the strategy before plotting --- freqtrade/plot/plotting.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index e8b0b4938..ae9f9c409 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -15,6 +15,7 @@ from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_prev_date from freqtrade.misc import pair_to_filename from freqtrade.resolvers import StrategyResolver +from freqtrade.data.dataprovider import DataProvider logger = logging.getLogger(__name__) @@ -474,6 +475,7 @@ def load_and_plot_trades(config: Dict[str, Any]): pair_counter += 1 logger.info("analyse pair %s", pair) + strategy.dp = DataProvider(config,config["exchange"]) df_analyzed = strategy.analyze_ticker(data, {'pair': pair}) trades_pair = trades.loc[trades['pair'] == pair] trades_pair = extract_trades_of_period(df_analyzed, trades_pair) From 20e8a29262e190f5be2d5f792a7bbaf03d6a2c73 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Thu, 2 Jul 2020 20:55:16 +0200 Subject: [PATCH 332/570] Adding a dataprovider to the strategy before plotting Fix flake8 --- freqtrade/plot/plotting.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index e8b0b4938..db83448c0 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -15,6 +15,7 @@ from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_prev_date from freqtrade.misc import pair_to_filename from freqtrade.resolvers import StrategyResolver +from freqtrade.data.dataprovider import DataProvider logger = logging.getLogger(__name__) @@ -474,6 +475,7 @@ def load_and_plot_trades(config: Dict[str, Any]): pair_counter += 1 logger.info("analyse pair %s", pair) + strategy.dp = DataProvider(config, config["exchange"]) df_analyzed = strategy.analyze_ticker(data, {'pair': pair}) trades_pair = trades.loc[trades['pair'] == pair] trades_pair = extract_trades_of_period(df_analyzed, trades_pair) From 455b26ea48975178664d8da76c8b6d9fbbdf60b4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 8 Jun 2020 06:37:30 +0200 Subject: [PATCH 333/570] Add max drawdown to backtesting --- freqtrade/optimize/optimize_reports.py | 26 ++++++++++++++++++++++++++ 1 file changed, 26 insertions(+) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index d89860a73..5be1a47a9 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -6,6 +6,7 @@ from typing import Any, Dict, List from pandas import DataFrame from tabulate import tabulate +from freqtrade.data.btanalysis import calculate_max_drawdown from freqtrade.misc import file_dump_json logger = logging.getLogger(__name__) @@ -212,11 +213,20 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], max_open_trades=max_open_trades, results=results.loc[results['open_at_end']], skip_nan=True) + + max_drawdown, drawdown_start, drawdown_end = calculate_max_drawdown( + results, value_col='profit_percent') + strat_stats = { 'trades': backtest_result_to_list(results), 'results_per_pair': pair_results, 'sell_reason_summary': sell_reason_stats, 'left_open_trades': left_open_results, + 'max_drawdown': max_drawdown, + 'drawdown_start': drawdown_start, + 'drawdown_start_ts': drawdown_start.timestamp(), + 'drawdown_end': drawdown_end, + 'drawdown_end_ts': drawdown_end.timestamp(), } result['strategy'][strategy] = strat_stats @@ -298,6 +308,16 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str: floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") +def text_table_add_metrics(strategy_results: Dict) -> str: + xxx = [ + ('Max Drawdown', f"{round(strategy_results['max_drawdown'] * 100, 2)}%"), + ('Drawdown Start', strategy_results['drawdown_start'].strftime('%Y-%m-%d %H:%M:%S')), + ('Drawdown End', strategy_results['drawdown_end'].strftime('%Y-%m-%d %H:%M:%S')), + ] + + return tabulate(xxx, headers=["Metric", "Value"], tablefmt="orgtbl") + + def show_backtest_results(config: Dict, backtest_stats: Dict): stake_currency = config['stake_currency'] @@ -320,6 +340,12 @@ def show_backtest_results(config: Dict, backtest_stats: Dict): if isinstance(table, str): print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '=')) print(table) + + table = text_table_add_metrics(results) + if isinstance(table, str): + print(' SUMMARY METRICS '.center(len(table.splitlines()[0]), '=')) + print(table) + if isinstance(table, str): print('=' * len(table.splitlines()[0])) print() From 6922fbc3aae545e4ef3020610e819199770171f7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 8 Jun 2020 06:38:29 +0200 Subject: [PATCH 334/570] Add max_drawdown error handler --- freqtrade/optimize/optimize_reports.py | 44 +++++++++++++++++--------- 1 file changed, 29 insertions(+), 15 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 5be1a47a9..0188761d4 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -1,5 +1,5 @@ import logging -from datetime import timedelta +from datetime import timedelta, datetime from pathlib import Path from typing import Any, Dict, List @@ -214,22 +214,33 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], results=results.loc[results['open_at_end']], skip_nan=True) - max_drawdown, drawdown_start, drawdown_end = calculate_max_drawdown( - results, value_col='profit_percent') - strat_stats = { 'trades': backtest_result_to_list(results), 'results_per_pair': pair_results, 'sell_reason_summary': sell_reason_stats, 'left_open_trades': left_open_results, - 'max_drawdown': max_drawdown, - 'drawdown_start': drawdown_start, - 'drawdown_start_ts': drawdown_start.timestamp(), - 'drawdown_end': drawdown_end, - 'drawdown_end_ts': drawdown_end.timestamp(), } result['strategy'][strategy] = strat_stats + try: + max_drawdown, drawdown_start, drawdown_end = calculate_max_drawdown( + results, value_col='profit_percent') + strat_stats.update({ + 'max_drawdown': max_drawdown, + 'drawdown_start': drawdown_start, + 'drawdown_start_ts': drawdown_start.timestamp(), + 'drawdown_end': drawdown_end, + 'drawdown_end_ts': drawdown_end.timestamp(), + }) + except ValueError: + strat_stats.update({ + 'max_drawdown': 0.0, + 'drawdown_start': datetime.min, + 'drawdown_start_ts': datetime.min.timestamp(), + 'drawdown_end': datetime.min, + 'drawdown_end_ts': datetime.min.timestamp(), + }) + strategy_results = generate_strategy_metrics(stake_currency=stake_currency, max_open_trades=max_open_trades, all_results=all_results) @@ -309,13 +320,16 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str: def text_table_add_metrics(strategy_results: Dict) -> str: - xxx = [ - ('Max Drawdown', f"{round(strategy_results['max_drawdown'] * 100, 2)}%"), - ('Drawdown Start', strategy_results['drawdown_start'].strftime('%Y-%m-%d %H:%M:%S')), - ('Drawdown End', strategy_results['drawdown_end'].strftime('%Y-%m-%d %H:%M:%S')), - ] + if len(strategy_results['trades']) > 0: + metrics = [ + ('Max Drawdown', f"{round(strategy_results['max_drawdown'] * 100, 2)}%"), + ('Drawdown Start', strategy_results['drawdown_start'].strftime('%Y-%m-%d %H:%M:%S')), + ('Drawdown End', strategy_results['drawdown_end'].strftime('%Y-%m-%d %H:%M:%S')), + ] - return tabulate(xxx, headers=["Metric", "Value"], tablefmt="orgtbl") + return tabulate(metrics, headers=["Metric", "Value"], tablefmt="orgtbl") + else: + return def show_backtest_results(config: Dict, backtest_stats: Dict): From cbcf3dbb43222e4863d7dacc27a726a8b261a43f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 9 Jun 2020 08:00:35 +0200 Subject: [PATCH 335/570] Add more metrics to summarytable --- freqtrade/optimize/backtesting.py | 3 ++- freqtrade/optimize/optimize_reports.py | 26 ++++++++++++++++++++++++-- 2 files changed, 26 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index e5014dd5a..c7a3515b5 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -417,5 +417,6 @@ class Backtesting: if self.config.get('export', False): store_backtest_result(self.config['exportfilename'], all_results) # Show backtest results - stats = generate_backtest_stats(self.config, data, all_results) + stats = generate_backtest_stats(self.config, data, all_results, + min_date=min_date, max_date=max_date) show_backtest_results(self.config, stats) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 0188761d4..dc3b52377 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -1,8 +1,9 @@ import logging -from datetime import timedelta, datetime +from datetime import datetime, timedelta, timezone from pathlib import Path from typing import Any, Dict, List +from arrow import Arrow from pandas import DataFrame from tabulate import tabulate @@ -191,11 +192,15 @@ def generate_edge_table(results: dict) -> str: def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], - all_results: Dict[str, DataFrame]) -> Dict[str, Any]: + all_results: Dict[str, DataFrame], + min_date: Arrow, max_date: Arrow + ) -> Dict[str, Any]: """ :param config: Configuration object used for backtest :param btdata: Backtest data :param all_results: backtest result - dictionary with { Strategy: results}. + :param min_date: Backtest start date + :param max_date: Backtest end date :return: Dictionary containing results per strategy and a stratgy summary. """ @@ -214,11 +219,19 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], results=results.loc[results['open_at_end']], skip_nan=True) + backtest_days = (max_date - min_date).days strat_stats = { 'trades': backtest_result_to_list(results), 'results_per_pair': pair_results, 'sell_reason_summary': sell_reason_stats, 'left_open_trades': left_open_results, + 'total_trades': len(results), + 'backtest_start': min_date.datetime, + 'backtest_start_ts': min_date.timestamp, + 'backtest_end': max_date.datetime, + 'backtest_end_ts': max_date.timestamp, + 'backtest_days': backtest_days, + 'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None } result['strategy'][strategy] = strat_stats @@ -321,7 +334,16 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str: def text_table_add_metrics(strategy_results: Dict) -> str: if len(strategy_results['trades']) > 0: + min_trade = min(strategy_results['trades'], key=lambda x: x[2]) metrics = [ + ('Total trades', strategy_results['total_trades']), + ('First trade', datetime.fromtimestamp(min_trade[2], + tz=timezone.utc).strftime('%Y-%m-%d %H:%M:%S')), + ('First trade Pair', min_trade[0]), + ('Backtesting from', strategy_results['backtest_start'].strftime('%Y-%m-%d %H:%M:%S')), + ('Backtesting to', strategy_results['backtest_end'].strftime('%Y-%m-%d %H:%M:%S')), + ('Trades per day', strategy_results['trades_per_day']), + ('', ''), # Empty line to improve readability ('Max Drawdown', f"{round(strategy_results['max_drawdown'] * 100, 2)}%"), ('Drawdown Start', strategy_results['drawdown_start'].strftime('%Y-%m-%d %H:%M:%S')), ('Drawdown End', strategy_results['drawdown_end'].strftime('%Y-%m-%d %H:%M:%S')), From fbddfaeacf3d861da6c4b2023215fd31820bd992 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 9 Jun 2020 08:07:34 +0200 Subject: [PATCH 336/570] Introduce DatetimePrintFormat --- freqtrade/constants.py | 1 + freqtrade/edge/edge_positioning.py | 11 ++++------- freqtrade/optimize/backtesting.py | 16 ++++++++-------- freqtrade/optimize/hyperopt.py | 9 +++++---- freqtrade/optimize/optimize_reports.py | 11 ++++++----- freqtrade/rpc/api_server.py | 3 ++- 6 files changed, 26 insertions(+), 25 deletions(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 2cfff07cd..ccb05a60f 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -26,6 +26,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ShuffleFilter', 'SpreadFilter'] AVAILABLE_DATAHANDLERS = ['json', 'jsongz'] DRY_RUN_WALLET = 1000 +DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S' MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume'] # Don't modify sequence of DEFAULT_TRADES_COLUMNS diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index 41252ee51..dd2f44f23 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -9,7 +9,7 @@ import utils_find_1st as utf1st from pandas import DataFrame from freqtrade.configuration import TimeRange -from freqtrade.constants import UNLIMITED_STAKE_AMOUNT +from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, DATETIME_PRINT_FORMAT from freqtrade.exceptions import OperationalException from freqtrade.data.history import get_timerange, load_data, refresh_data from freqtrade.strategy.interface import SellType @@ -121,12 +121,9 @@ class Edge: # Print timeframe min_date, max_date = get_timerange(preprocessed) - logger.info( - 'Measuring data from %s up to %s (%s days) ...', - min_date.isoformat(), - max_date.isoformat(), - (max_date - min_date).days - ) + logger.info(f'Measuring data from {min_date.strftime(DATETIME_PRINT_FORMAT)} ' + f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} ' + f'({(max_date - min_date).days} days)..') headers = ['date', 'buy', 'open', 'close', 'sell', 'high', 'low'] trades: list = [] diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index c7a3515b5..847434789 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -11,6 +11,7 @@ from typing import Any, Dict, List, NamedTuple, Optional, Tuple import arrow from pandas import DataFrame +from freqtrade.constants import DATETIME_PRINT_FORMAT from freqtrade.configuration import (TimeRange, remove_credentials, validate_config_consistency) from freqtrade.data import history @@ -137,10 +138,10 @@ class Backtesting: min_date, max_date = history.get_timerange(data) - logger.info( - 'Loading data from %s up to %s (%s days)..', - min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days - ) + logger.info(f'Loading data from {min_date.strftime(DATETIME_PRINT_FORMAT)} ' + f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} ' + f'({(max_date - min_date).days} days)..') + # Adjust startts forward if not enough data is available timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe), self.required_startup, min_date) @@ -400,10 +401,9 @@ class Backtesting: preprocessed[pair] = trim_dataframe(df, timerange) min_date, max_date = history.get_timerange(preprocessed) - logger.info( - 'Backtesting with data from %s up to %s (%s days)..', - min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days - ) + logger.info(f'Backtesting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} ' + f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} ' + f'({(max_date - min_date).days} days)..') # Execute backtest and print results all_results[self.strategy.get_strategy_name()] = self.backtest( processed=preprocessed, diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 153ae3861..69dff463b 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -25,6 +25,7 @@ import tabulate from os import path import io +from freqtrade.constants import DATETIME_PRINT_FORMAT from freqtrade.data.converter import trim_dataframe from freqtrade.data.history import get_timerange from freqtrade.exceptions import OperationalException @@ -625,10 +626,10 @@ class Hyperopt: preprocessed[pair] = trim_dataframe(df, timerange) min_date, max_date = get_timerange(data) - logger.info( - 'Hyperopting with data from %s up to %s (%s days)..', - min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days - ) + logger.info(f'Hyperopting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} ' + f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} ' + f'({(max_date - min_date).days} days)..') + dump(preprocessed, self.data_pickle_file) # We don't need exchange instance anymore while running hyperopt diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index dc3b52377..6efda2956 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -7,6 +7,7 @@ from arrow import Arrow from pandas import DataFrame from tabulate import tabulate +from freqtrade.constants import DATETIME_PRINT_FORMAT from freqtrade.data.btanalysis import calculate_max_drawdown from freqtrade.misc import file_dump_json @@ -338,15 +339,15 @@ def text_table_add_metrics(strategy_results: Dict) -> str: metrics = [ ('Total trades', strategy_results['total_trades']), ('First trade', datetime.fromtimestamp(min_trade[2], - tz=timezone.utc).strftime('%Y-%m-%d %H:%M:%S')), + tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)), ('First trade Pair', min_trade[0]), - ('Backtesting from', strategy_results['backtest_start'].strftime('%Y-%m-%d %H:%M:%S')), - ('Backtesting to', strategy_results['backtest_end'].strftime('%Y-%m-%d %H:%M:%S')), + ('Backtesting from', strategy_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)), + ('Backtesting to', strategy_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)), ('Trades per day', strategy_results['trades_per_day']), ('', ''), # Empty line to improve readability ('Max Drawdown', f"{round(strategy_results['max_drawdown'] * 100, 2)}%"), - ('Drawdown Start', strategy_results['drawdown_start'].strftime('%Y-%m-%d %H:%M:%S')), - ('Drawdown End', strategy_results['drawdown_end'].strftime('%Y-%m-%d %H:%M:%S')), + ('Drawdown Start', strategy_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)), + ('Drawdown End', strategy_results['drawdown_end'].strftime(DATETIME_PRINT_FORMAT)), ] return tabulate(metrics, headers=["Metric", "Value"], tablefmt="orgtbl") diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py index a2cef9a98..e86a4783f 100644 --- a/freqtrade/rpc/api_server.py +++ b/freqtrade/rpc/api_server.py @@ -16,6 +16,7 @@ from werkzeug.security import safe_str_cmp from werkzeug.serving import make_server from freqtrade.__init__ import __version__ +from freqtrade.constants import DATETIME_PRINT_FORMAT from freqtrade.rpc.rpc import RPC, RPCException logger = logging.getLogger(__name__) @@ -31,7 +32,7 @@ class ArrowJSONEncoder(JSONEncoder): elif isinstance(obj, date): return obj.strftime("%Y-%m-%d") elif isinstance(obj, datetime): - return obj.strftime("%Y-%m-%d %H:%M:%S") + return obj.strftime(DATETIME_PRINT_FORMAT) iterable = iter(obj) except TypeError: pass From cf044d166edc68ba427d8c3b86f13ebb252a490b Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 9 Jun 2020 08:14:18 +0200 Subject: [PATCH 337/570] Tests should use new Datetime format too --- freqtrade/optimize/optimize_reports.py | 4 ++-- tests/optimize/test_backtesting.py | 28 +++++++++++++------------- 2 files changed, 16 insertions(+), 16 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 6efda2956..1e2d41e32 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -250,9 +250,9 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], strat_stats.update({ 'max_drawdown': 0.0, 'drawdown_start': datetime.min, - 'drawdown_start_ts': datetime.min.timestamp(), + 'drawdown_start_ts': datetime(1970, 1, 1).timestamp(), 'drawdown_end': datetime.min, - 'drawdown_end_ts': datetime.min.timestamp(), + 'drawdown_end_ts': datetime(1970, 1, 1).timestamp(), }) strategy_results = generate_strategy_metrics(stake_currency=stake_currency, diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 67da38648..853780b82 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -349,8 +349,8 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: exists = [ 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', - 'Backtesting with data from 2017-11-14T21:17:00+00:00 ' - 'up to 2017-11-14T22:59:00+00:00 (0 days)..' + 'Backtesting with data from 2017-11-14 21:17:00 ' + 'up to 2017-11-14 22:59:00 (0 days)..' ] for line in exists: assert log_has(line, caplog) @@ -672,10 +672,10 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): f'Using data directory: {testdatadir} ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', - 'Loading data from 2017-11-14T20:57:00+00:00 ' - 'up to 2017-11-14T22:58:00+00:00 (0 days)..', - 'Backtesting with data from 2017-11-14T21:17:00+00:00 ' - 'up to 2017-11-14T22:58:00+00:00 (0 days)..', + 'Loading data from 2017-11-14 20:57:00 ' + 'up to 2017-11-14 22:58:00 (0 days)..', + 'Backtesting with data from 2017-11-14 21:17:00 ' + 'up to 2017-11-14 22:58:00 (0 days)..', 'Parameter --enable-position-stacking detected ...' ] @@ -735,10 +735,10 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): f'Using data directory: {testdatadir} ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', - 'Loading data from 2017-11-14T20:57:00+00:00 ' - 'up to 2017-11-14T22:58:00+00:00 (0 days)..', - 'Backtesting with data from 2017-11-14T21:17:00+00:00 ' - 'up to 2017-11-14T22:58:00+00:00 (0 days)..', + 'Loading data from 2017-11-14 20:57:00 ' + 'up to 2017-11-14 22:58:00 (0 days)..', + 'Backtesting with data from 2017-11-14 21:17:00 ' + 'up to 2017-11-14 22:58:00 (0 days)..', 'Parameter --enable-position-stacking detected ...', 'Running backtesting for Strategy DefaultStrategy', 'Running backtesting for Strategy TestStrategyLegacy', @@ -818,10 +818,10 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat f'Using data directory: {testdatadir} ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', - 'Loading data from 2017-11-14T20:57:00+00:00 ' - 'up to 2017-11-14T22:58:00+00:00 (0 days)..', - 'Backtesting with data from 2017-11-14T21:17:00+00:00 ' - 'up to 2017-11-14T22:58:00+00:00 (0 days)..', + 'Loading data from 2017-11-14 20:57:00 ' + 'up to 2017-11-14 22:58:00 (0 days)..', + 'Backtesting with data from 2017-11-14 21:17:00 ' + 'up to 2017-11-14 22:58:00 (0 days)..', 'Parameter --enable-position-stacking detected ...', 'Running backtesting for Strategy DefaultStrategy', 'Running backtesting for Strategy TestStrategyLegacy', From 5fce7f3b22e50b23944737f60758178a428c133b Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 25 Jun 2020 20:39:55 +0200 Subject: [PATCH 338/570] Add market Change closes #2524 and #3518 --- freqtrade/data/btanalysis.py | 20 ++++++++++++++++++++ freqtrade/optimize/optimize_reports.py | 12 ++++++++---- tests/data/test_btanalysis.py | 9 +++++++++ 3 files changed, 37 insertions(+), 4 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index b169850ba..8601f8176 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -168,6 +168,26 @@ def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame, return trades +def calculate_market_change(data: Dict[str, pd.DataFrame], column: str = "close") -> float: + """ + Calculate market change based on "column". + Calculation is done by taking the first non-null and the last non-null element of each column + and calculating the pctchange as "(last - first) / first". + Then the results per pair are combined as mean. + + :param data: Dict of Dataframes, dict key should be pair. + :param column: Column in the original dataframes to use + :return: + """ + tmp_means = [] + for pair, df in data.items(): + start = df[column].dropna().iloc[0] + end = df[column].dropna().iloc[-1] + tmp_means.append((end - start) / start) + + return np.mean(tmp_means) + + def combine_dataframes_with_mean(data: Dict[str, pd.DataFrame], column: str = "close") -> pd.DataFrame: """ diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 1e2d41e32..4ec3dc3ad 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -8,7 +8,7 @@ from pandas import DataFrame from tabulate import tabulate from freqtrade.constants import DATETIME_PRINT_FORMAT -from freqtrade.data.btanalysis import calculate_max_drawdown +from freqtrade.data.btanalysis import calculate_max_drawdown, calculate_market_change from freqtrade.misc import file_dump_json logger = logging.getLogger(__name__) @@ -208,6 +208,8 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], stake_currency = config['stake_currency'] max_open_trades = config['max_open_trades'] result: Dict[str, Any] = {'strategy': {}} + market_change = calculate_market_change(btdata, 'close') + for strategy, results in all_results.items(): pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency, @@ -232,8 +234,9 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], 'backtest_end': max_date.datetime, 'backtest_end_ts': max_date.timestamp, 'backtest_days': backtest_days, - 'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None - } + 'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None, + 'market_change': market_change, + } result['strategy'][strategy] = strat_stats try: @@ -348,11 +351,12 @@ def text_table_add_metrics(strategy_results: Dict) -> str: ('Max Drawdown', f"{round(strategy_results['max_drawdown'] * 100, 2)}%"), ('Drawdown Start', strategy_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)), ('Drawdown End', strategy_results['drawdown_end'].strftime(DATETIME_PRINT_FORMAT)), + ('Market change', f"{round(strategy_results['market_change'] * 100, 2)}%"), ] return tabulate(metrics, headers=["Metric", "Value"], tablefmt="orgtbl") else: - return + return '' def show_backtest_results(config: Dict, backtest_stats: Dict): diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index b65db7fd8..d571569b9 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -8,6 +8,7 @@ from pandas import DataFrame, DateOffset, Timestamp, to_datetime from freqtrade.configuration import TimeRange from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, analyze_trade_parallelism, + calculate_market_change, calculate_max_drawdown, combine_dataframes_with_mean, create_cum_profit, @@ -135,6 +136,14 @@ def test_load_trades(default_conf, mocker): assert bt_mock.call_count == 0 +def test_calculate_market_change(testdatadir): + pairs = ["ETH/BTC", "ADA/BTC"] + data = load_data(datadir=testdatadir, pairs=pairs, timeframe='5m') + result = calculate_market_change(data) + assert isinstance(result, float) + assert pytest.approx(result) == 0.00955514 + + def test_combine_dataframes_with_mean(testdatadir): pairs = ["ETH/BTC", "ADA/BTC"] data = load_data(datadir=testdatadir, pairs=pairs, timeframe='5m') From 480c5117f1d41315eb9742bd64b028363b68be13 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 06:47:04 +0200 Subject: [PATCH 339/570] Handle empty return strings --- freqtrade/optimize/optimize_reports.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 4ec3dc3ad..9feb7f20d 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -373,21 +373,21 @@ def show_backtest_results(config: Dict, backtest_stats: Dict): table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'], stake_currency=stake_currency) - if isinstance(table, str): + if isinstance(table, str) and len(table) > 0: print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '=')) print(table) table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency) - if isinstance(table, str): + if isinstance(table, str) and len(table) > 0: print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '=')) print(table) table = text_table_add_metrics(results) - if isinstance(table, str): + if isinstance(table, str) and len(table) > 0: print(' SUMMARY METRICS '.center(len(table.splitlines()[0]), '=')) print(table) - if isinstance(table, str): + if isinstance(table, str) and len(table) > 0: print('=' * len(table.splitlines()[0])) print() From 81c8e8677dfa98f18661259389972bd844c111ef Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 06:56:59 +0200 Subject: [PATCH 340/570] use 0 as profit mean, not nan --- freqtrade/optimize/optimize_reports.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 9feb7f20d..b334917ba 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -69,8 +69,8 @@ def _generate_result_line(result: DataFrame, max_open_trades: int, first_column: return { 'key': first_column, 'trades': len(result), - 'profit_mean': result['profit_percent'].mean(), - 'profit_mean_pct': result['profit_percent'].mean() * 100.0, + 'profit_mean': result['profit_percent'].mean() if len(result) > 0 else 0.0, + 'profit_mean_pct': result['profit_percent'].mean() * 100.0 if len(result) > 0 else 0.0, 'profit_sum': result['profit_percent'].sum(), 'profit_sum_pct': result['profit_percent'].sum() * 100.0, 'profit_total_abs': result['profit_abs'].sum(), From 415853583bf39b3a62a84e24f60bc74b5addae3a Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 07:46:59 +0200 Subject: [PATCH 341/570] Save backtest-stats --- freqtrade/data/btanalysis.py | 19 ++++++++++++++++++- freqtrade/optimize/backtesting.py | 6 ++++-- freqtrade/optimize/optimize_reports.py | 21 ++++++++++++++++----- 3 files changed, 38 insertions(+), 8 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 8601f8176..ecedc55db 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -3,7 +3,7 @@ Helpers when analyzing backtest data """ import logging from pathlib import Path -from typing import Dict, Union, Tuple +from typing import Dict, Union, Tuple, Any import numpy as np import pandas as pd @@ -20,6 +20,23 @@ BT_DATA_COLUMNS = ["pair", "profit_percent", "open_time", "close_time", "index", "open_rate", "close_rate", "open_at_end", "sell_reason"] +def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]: + """ + Load backtest statistics file. + :param filename: pathlib.Path object, or string pointing to the file. + :return: a dictionary containing the resulting file. + """ + if isinstance(filename, str): + filename = Path(filename) + if not filename.is_file(): + raise ValueError(f"File {filename} does not exist.") + + with filename.open() as file: + data = json_load(file) + + return data + + def load_backtest_data(filename: Union[Path, str]) -> pd.DataFrame: """ Load backtest data file. diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 847434789..e4df80a82 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -11,9 +11,9 @@ from typing import Any, Dict, List, NamedTuple, Optional, Tuple import arrow from pandas import DataFrame -from freqtrade.constants import DATETIME_PRINT_FORMAT from freqtrade.configuration import (TimeRange, remove_credentials, validate_config_consistency) +from freqtrade.constants import DATETIME_PRINT_FORMAT from freqtrade.data import history from freqtrade.data.converter import trim_dataframe from freqtrade.data.dataprovider import DataProvider @@ -21,7 +21,8 @@ from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results, - store_backtest_result) + store_backtest_result, + store_backtest_stats) from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver @@ -420,3 +421,4 @@ class Backtesting: stats = generate_backtest_stats(self.config, data, all_results, min_date=min_date, max_date=max_date) show_backtest_results(self.config, stats) + store_backtest_stats(self.config['exportfilename'], stats) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index b334917ba..3c0bfcb96 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -14,6 +14,18 @@ from freqtrade.misc import file_dump_json logger = logging.getLogger(__name__) +def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> None: + + filename = Path.joinpath(recordfilename.parent, + f'{recordfilename.stem}-{datetime.now().isoformat()}' + ).with_suffix(recordfilename.suffix) + file_dump_json(filename, stats) + + latest_filename = Path.joinpath(recordfilename.parent, + '.last_result.json') + file_dump_json(latest_filename, {'latest_backtest': str(filename.name)}) + + def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame]) -> None: """ Stores backtest results to file (one file per strategy) @@ -224,7 +236,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], backtest_days = (max_date - min_date).days strat_stats = { - 'trades': backtest_result_to_list(results), + 'trades': results.to_dict(orient='records'), 'results_per_pair': pair_results, 'sell_reason_summary': sell_reason_stats, 'left_open_trades': left_open_results, @@ -338,12 +350,11 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str: def text_table_add_metrics(strategy_results: Dict) -> str: if len(strategy_results['trades']) > 0: - min_trade = min(strategy_results['trades'], key=lambda x: x[2]) + min_trade = min(strategy_results['trades'], key=lambda x: x['open_time']) metrics = [ ('Total trades', strategy_results['total_trades']), - ('First trade', datetime.fromtimestamp(min_trade[2], - tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)), - ('First trade Pair', min_trade[0]), + ('First trade', min_trade['open_time'].strftime(DATETIME_PRINT_FORMAT)), + ('First trade Pair', min_trade['pair']), ('Backtesting from', strategy_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)), ('Backtesting to', strategy_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)), ('Trades per day', strategy_results['trades_per_day']), From b068e7c564021ba178c969602461e9d3f57d1790 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 09:19:44 +0200 Subject: [PATCH 342/570] Rename open_time and close_time to *date --- freqtrade/data/btanalysis.py | 28 +++++++++---------- freqtrade/edge/edge_positioning.py | 6 ++-- freqtrade/optimize/backtesting.py | 19 +++++++------ .../optimize/hyperopt_loss_sharpe_daily.py | 2 +- .../optimize/hyperopt_loss_sortino_daily.py | 2 +- freqtrade/optimize/optimize_reports.py | 8 +++--- freqtrade/plot/plotting.py | 10 +++---- 7 files changed, 38 insertions(+), 37 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index ecedc55db..f174b8ea9 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -16,7 +16,7 @@ from freqtrade.persistence import Trade logger = logging.getLogger(__name__) # must align with columns in backtest.py -BT_DATA_COLUMNS = ["pair", "profit_percent", "open_time", "close_time", "index", "duration", +BT_DATA_COLUMNS = ["pair", "profit_percent", "open_date", "close_date", "index", "duration", "open_rate", "close_rate", "open_at_end", "sell_reason"] @@ -54,18 +54,18 @@ def load_backtest_data(filename: Union[Path, str]) -> pd.DataFrame: df = pd.DataFrame(data, columns=BT_DATA_COLUMNS) - df['open_time'] = pd.to_datetime(df['open_time'], + df['open_date'] = pd.to_datetime(df['open_date'], unit='s', utc=True, infer_datetime_format=True ) - df['close_time'] = pd.to_datetime(df['close_time'], + df['close_date'] = pd.to_datetime(df['close_date'], unit='s', utc=True, infer_datetime_format=True ) df['profit'] = df['close_rate'] - df['open_rate'] - df = df.sort_values("open_time").reset_index(drop=True) + df = df.sort_values("open_date").reset_index(drop=True) return df @@ -79,9 +79,9 @@ def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataF """ from freqtrade.exchange import timeframe_to_minutes timeframe_min = timeframe_to_minutes(timeframe) - dates = [pd.Series(pd.date_range(row[1].open_time, row[1].close_time, + dates = [pd.Series(pd.date_range(row[1]['open_date'], row[1]['close_date'], freq=f"{timeframe_min}min")) - for row in results[['open_time', 'close_time']].iterrows()] + for row in results[['open_date', 'close_date']].iterrows()] deltas = [len(x) for x in dates] dates = pd.Series(pd.concat(dates).values, name='date') df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns) @@ -116,7 +116,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS) persistence.init(db_url, clean_open_orders=False) - columns = ["pair", "open_time", "close_time", "profit", "profit_percent", + columns = ["pair", "open_date", "close_date", "profit", "profit_percent", "open_rate", "close_rate", "amount", "duration", "sell_reason", "fee_open", "fee_close", "open_rate_requested", "close_rate_requested", "stake_amount", "max_rate", "min_rate", "id", "exchange", @@ -180,8 +180,8 @@ def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame, else: trades_start = dataframe.iloc[0]['date'] trades_stop = dataframe.iloc[-1]['date'] - trades = trades.loc[(trades['open_time'] >= trades_start) & - (trades['close_time'] <= trades_stop)] + trades = trades.loc[(trades['open_date'] >= trades_start) & + (trades['close_date'] <= trades_stop)] return trades @@ -227,7 +227,7 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str, """ Adds a column `col_name` with the cumulative profit for the given trades array. :param df: DataFrame with date index - :param trades: DataFrame containing trades (requires columns close_time and profit_percent) + :param trades: DataFrame containing trades (requires columns close_date and profit_percent) :param col_name: Column name that will be assigned the results :param timeframe: Timeframe used during the operations :return: Returns df with one additional column, col_name, containing the cumulative profit. @@ -238,7 +238,7 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str, from freqtrade.exchange import timeframe_to_minutes timeframe_minutes = timeframe_to_minutes(timeframe) # Resample to timeframe to make sure trades match candles - _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time' + _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_date' )[['profit_percent']].sum() df.loc[:, col_name] = _trades_sum.cumsum() # Set first value to 0 @@ -248,13 +248,13 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str, return df -def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time', +def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date', value_col: str = 'profit_percent' ) -> Tuple[float, pd.Timestamp, pd.Timestamp]: """ Calculate max drawdown and the corresponding close dates - :param trades: DataFrame containing trades (requires columns close_time and profit_percent) - :param date_col: Column in DataFrame to use for dates (defaults to 'close_time') + :param trades: DataFrame containing trades (requires columns close_date and profit_percent) + :param date_col: Column in DataFrame to use for dates (defaults to 'close_date') :param value_col: Column in DataFrame to use for values (defaults to 'profit_percent') :return: Tuple (float, highdate, lowdate) with absolute max drawdown, high and low time :raise: ValueError if trade-dataframe was found empty. diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index dd2f44f23..169732314 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -237,7 +237,7 @@ class Edge: # All returned values are relative, they are defined as ratios. stake = 0.015 - result['trade_duration'] = result['close_time'] - result['open_time'] + result['trade_duration'] = result['close_date'] - result['open_date'] result['trade_duration'] = result['trade_duration'].map( lambda x: int(x.total_seconds() / 60)) @@ -427,8 +427,8 @@ class Edge: 'stoploss': stoploss, 'profit_ratio': '', 'profit_abs': '', - 'open_time': date_column[open_trade_index], - 'close_time': date_column[exit_index], + 'open_date': date_column[open_trade_index], + 'close_date': date_column[exit_index], 'open_index': start_point + open_trade_index, 'close_index': start_point + exit_index, 'trade_duration': '', diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index e4df80a82..4197ec087 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -39,8 +39,8 @@ class BacktestResult(NamedTuple): pair: str profit_percent: float profit_abs: float - open_time: datetime - close_time: datetime + open_date: datetime + close_date: datetime open_index: int close_index: int trade_duration: float @@ -248,8 +248,8 @@ class Backtesting: return BacktestResult(pair=pair, profit_percent=trade.calc_profit_ratio(rate=closerate), profit_abs=trade.calc_profit(rate=closerate), - open_time=buy_row.date, - close_time=sell_row.date, + open_date=buy_row.date, + close_date=sell_row.date, trade_duration=trade_dur, open_index=buy_row.Index, close_index=sell_row.Index, @@ -264,8 +264,8 @@ class Backtesting: bt_res = BacktestResult(pair=pair, profit_percent=trade.calc_profit_ratio(rate=sell_row.open), profit_abs=trade.calc_profit(rate=sell_row.open), - open_time=buy_row.date, - close_time=sell_row.date, + open_date=buy_row.date, + close_date=sell_row.date, trade_duration=int(( sell_row.date - buy_row.date).total_seconds() // 60), open_index=buy_row.Index, @@ -358,8 +358,8 @@ class Backtesting: if trade_entry: logger.debug(f"{pair} - Locking pair till " - f"close_time={trade_entry.close_time}") - lock_pair_until[pair] = trade_entry.close_time + f"close_date={trade_entry.close_date}") + lock_pair_until[pair] = trade_entry.close_date trades.append(trade_entry) else: # Set lock_pair_until to end of testing period if trade could not be closed @@ -421,4 +421,5 @@ class Backtesting: stats = generate_backtest_stats(self.config, data, all_results, min_date=min_date, max_date=max_date) show_backtest_results(self.config, stats) - store_backtest_stats(self.config['exportfilename'], stats) + if self.config.get('export', False): + store_backtest_stats(self.config['exportfilename'], stats) diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py index e4cd1d749..bcba73a7f 100644 --- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py +++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py @@ -43,7 +43,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss): normalize=True) sum_daily = ( - results.resample(resample_freq, on='close_time').agg( + results.resample(resample_freq, on='close_date').agg( {"profit_percent_after_slippage": sum}).reindex(t_index).fillna(0) ) diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py index cd6a8bcc2..3b099a253 100644 --- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py +++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py @@ -45,7 +45,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss): normalize=True) sum_daily = ( - results.resample(resample_freq, on='close_time').agg( + results.resample(resample_freq, on='close_date').agg( {"profit_percent_after_slippage": sum}).reindex(t_index).fillna(0) ) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 3c0bfcb96..63c2d2022 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -52,8 +52,8 @@ def backtest_result_to_list(results: DataFrame) -> List[List]: :param results: Dataframe containing results for one strategy :return: List of Lists containing the trades """ - return [[t.pair, t.profit_percent, t.open_time.timestamp(), - t.close_time.timestamp(), t.open_index - 1, t.trade_duration, + return [[t.pair, t.profit_percent, t.open_date.timestamp(), + t.open_date.timestamp(), t.open_index - 1, t.trade_duration, t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value] for index, t in results.iterrows()] @@ -350,10 +350,10 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str: def text_table_add_metrics(strategy_results: Dict) -> str: if len(strategy_results['trades']) > 0: - min_trade = min(strategy_results['trades'], key=lambda x: x['open_time']) + min_trade = min(strategy_results['trades'], key=lambda x: x['open_date']) metrics = [ ('Total trades', strategy_results['total_trades']), - ('First trade', min_trade['open_time'].strftime(DATETIME_PRINT_FORMAT)), + ('First trade', min_trade['open_date'].strftime(DATETIME_PRINT_FORMAT)), ('First trade Pair', min_trade['pair']), ('Backtesting from', strategy_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)), ('Backtesting to', strategy_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)), diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index e8b0b4938..6d50defaf 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -63,7 +63,7 @@ def init_plotscript(config): exportfilename=config.get('exportfilename'), no_trades=no_trades ) - trades = trim_dataframe(trades, timerange, 'open_time') + trades = trim_dataframe(trades, timerange, 'open_date') return {"ohlcv": data, "trades": trades, @@ -166,7 +166,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots: f"{row['sell_reason']}, {row['duration']} min", axis=1) trade_buys = go.Scatter( - x=trades["open_time"], + x=trades["open_date"], y=trades["open_rate"], mode='markers', name='Trade buy', @@ -181,7 +181,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots: ) trade_sells = go.Scatter( - x=trades.loc[trades['profit_percent'] > 0, "close_time"], + x=trades.loc[trades['profit_percent'] > 0, "close_date"], y=trades.loc[trades['profit_percent'] > 0, "close_rate"], text=trades.loc[trades['profit_percent'] > 0, "desc"], mode='markers', @@ -194,7 +194,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots: ) ) trade_sells_loss = go.Scatter( - x=trades.loc[trades['profit_percent'] <= 0, "close_time"], + x=trades.loc[trades['profit_percent'] <= 0, "close_date"], y=trades.loc[trades['profit_percent'] <= 0, "close_rate"], text=trades.loc[trades['profit_percent'] <= 0, "desc"], mode='markers', @@ -506,7 +506,7 @@ def plot_profit(config: Dict[str, Any]) -> None: # Remove open pairs - we don't know the profit yet so can't calculate profit for these. # Also, If only one open pair is left, then the profit-generation would fail. trades = trades[(trades['pair'].isin(plot_elements["pairs"])) - & (~trades['close_time'].isnull()) + & (~trades['close_date'].isnull()) ] if len(trades) == 0: raise OperationalException("No trades found, cannot generate Profit-plot without " From 28817187331fd7d84a55aa69cc38504263f43c0d Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 09:21:28 +0200 Subject: [PATCH 343/570] Adapt tests for new column names --- tests/data/test_btanalysis.py | 24 ++++++++++++------------ tests/edge/test_edge.py | 16 ++++++++-------- tests/optimize/test_backtest_detail.py | 4 ++-- tests/optimize/test_backtesting.py | 16 ++++++++-------- tests/optimize/test_hyperopt.py | 2 +- tests/optimize/test_optimize_reports.py | 4 ++-- tests/test_plotting.py | 2 +- 7 files changed, 34 insertions(+), 34 deletions(-) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index d571569b9..077db19f1 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -47,7 +47,7 @@ def test_load_trades_from_db(default_conf, fee, mocker): assert len(trades) == 3 assert isinstance(trades, DataFrame) assert "pair" in trades.columns - assert "open_time" in trades.columns + assert "open_date" in trades.columns assert "profit_percent" in trades.columns for col in BT_DATA_COLUMNS: @@ -67,13 +67,13 @@ def test_extract_trades_of_period(testdatadir): {'pair': [pair, pair, pair, pair], 'profit_percent': [0.0, 0.1, -0.2, -0.5], 'profit_abs': [0.0, 1, -2, -5], - 'open_time': to_datetime([Arrow(2017, 11, 13, 15, 40, 0).datetime, + 'open_date': to_datetime([Arrow(2017, 11, 13, 15, 40, 0).datetime, Arrow(2017, 11, 14, 9, 41, 0).datetime, Arrow(2017, 11, 14, 14, 20, 0).datetime, Arrow(2017, 11, 15, 3, 40, 0).datetime, ], utc=True ), - 'close_time': to_datetime([Arrow(2017, 11, 13, 16, 40, 0).datetime, + 'close_date': to_datetime([Arrow(2017, 11, 13, 16, 40, 0).datetime, Arrow(2017, 11, 14, 10, 41, 0).datetime, Arrow(2017, 11, 14, 15, 25, 0).datetime, Arrow(2017, 11, 15, 3, 55, 0).datetime, @@ -82,10 +82,10 @@ def test_extract_trades_of_period(testdatadir): trades1 = extract_trades_of_period(data, trades) # First and last trade are dropped as they are out of range assert len(trades1) == 2 - assert trades1.iloc[0].open_time == Arrow(2017, 11, 14, 9, 41, 0).datetime - assert trades1.iloc[0].close_time == Arrow(2017, 11, 14, 10, 41, 0).datetime - assert trades1.iloc[-1].open_time == Arrow(2017, 11, 14, 14, 20, 0).datetime - assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime + assert trades1.iloc[0].open_date == Arrow(2017, 11, 14, 9, 41, 0).datetime + assert trades1.iloc[0].close_date == Arrow(2017, 11, 14, 10, 41, 0).datetime + assert trades1.iloc[-1].open_date == Arrow(2017, 11, 14, 14, 20, 0).datetime + assert trades1.iloc[-1].close_date == Arrow(2017, 11, 14, 15, 25, 0).datetime def test_analyze_trade_parallelism(default_conf, mocker, testdatadir): @@ -174,7 +174,7 @@ def test_create_cum_profit1(testdatadir): filename = testdatadir / "backtest-result_test.json" bt_data = load_backtest_data(filename) # Move close-time to "off" the candle, to make sure the logic still works - bt_data.loc[:, 'close_time'] = bt_data.loc[:, 'close_time'] + DateOffset(seconds=20) + bt_data.loc[:, 'close_date'] = bt_data.loc[:, 'close_date'] + DateOffset(seconds=20) timerange = TimeRange.parse_timerange("20180110-20180112") df = load_pair_history(pair="TRX/BTC", timeframe='5m', @@ -213,11 +213,11 @@ def test_calculate_max_drawdown2(): -0.033961, 0.010680, 0.010886, -0.029274, 0.011178, 0.010693, 0.010711] dates = [Arrow(2020, 1, 1).shift(days=i) for i in range(len(values))] - df = DataFrame(zip(values, dates), columns=['profit', 'open_time']) + df = DataFrame(zip(values, dates), columns=['profit', 'open_date']) # sort by profit and reset index df = df.sort_values('profit').reset_index(drop=True) df1 = df.copy() - drawdown, h, low = calculate_max_drawdown(df, date_col='open_time', value_col='profit') + drawdown, h, low = calculate_max_drawdown(df, date_col='open_date', value_col='profit') # Ensure df has not been altered. assert df.equals(df1) @@ -226,6 +226,6 @@ def test_calculate_max_drawdown2(): assert h < low assert drawdown == 0.091755 - df = DataFrame(zip(values[:5], dates[:5]), columns=['profit', 'open_time']) + df = DataFrame(zip(values[:5], dates[:5]), columns=['profit', 'open_date']) with pytest.raises(ValueError, match='No losing trade, therefore no drawdown.'): - calculate_max_drawdown(df, date_col='open_time', value_col='profit') + calculate_max_drawdown(df, date_col='open_date', value_col='profit') diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py index cf9cb6fe1..ea1e709a2 100644 --- a/tests/edge/test_edge.py +++ b/tests/edge/test_edge.py @@ -163,8 +163,8 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None: for c, trade in enumerate(data.trades): res = results.iloc[c] assert res.exit_type == trade.sell_reason - assert res.open_time == _get_frame_time_from_offset(trade.open_tick).replace(tzinfo=None) - assert res.close_time == _get_frame_time_from_offset(trade.close_tick).replace(tzinfo=None) + assert res.open_date == _get_frame_time_from_offset(trade.open_tick).replace(tzinfo=None) + assert res.close_date == _get_frame_time_from_offset(trade.close_tick).replace(tzinfo=None) def test_adjust(mocker, edge_conf): @@ -354,8 +354,8 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc 'stoploss': -0.9, 'profit_percent': '', 'profit_abs': '', - 'open_time': np.datetime64('2018-10-03T00:05:00.000000000'), - 'close_time': np.datetime64('2018-10-03T00:10:00.000000000'), + 'open_date': np.datetime64('2018-10-03T00:05:00.000000000'), + 'close_date': np.datetime64('2018-10-03T00:10:00.000000000'), 'open_index': 1, 'close_index': 1, 'trade_duration': '', @@ -367,8 +367,8 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc 'stoploss': -0.9, 'profit_percent': '', 'profit_abs': '', - 'open_time': np.datetime64('2018-10-03T00:20:00.000000000'), - 'close_time': np.datetime64('2018-10-03T00:25:00.000000000'), + 'open_date': np.datetime64('2018-10-03T00:20:00.000000000'), + 'close_date': np.datetime64('2018-10-03T00:25:00.000000000'), 'open_index': 4, 'close_index': 4, 'trade_duration': '', @@ -380,8 +380,8 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc 'stoploss': -0.9, 'profit_percent': '', 'profit_abs': '', - 'open_time': np.datetime64('2018-10-03T00:30:00.000000000'), - 'close_time': np.datetime64('2018-10-03T00:40:00.000000000'), + 'open_date': np.datetime64('2018-10-03T00:30:00.000000000'), + 'close_date': np.datetime64('2018-10-03T00:40:00.000000000'), 'open_index': 6, 'close_index': 7, 'trade_duration': '', diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index 9b3043086..f6ac95aeb 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -395,5 +395,5 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: for c, trade in enumerate(data.trades): res = results.iloc[c] assert res.sell_reason == trade.sell_reason - assert res.open_time == _get_frame_time_from_offset(trade.open_tick) - assert res.close_time == _get_frame_time_from_offset(trade.close_tick) + assert res.open_date == _get_frame_time_from_offset(trade.open_tick) + assert res.close_date == _get_frame_time_from_offset(trade.close_tick) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 853780b82..e7a13f251 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -459,10 +459,10 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None: {'pair': [pair, pair], 'profit_percent': [0.0, 0.0], 'profit_abs': [0.0, 0.0], - 'open_time': pd.to_datetime([Arrow(2018, 1, 29, 18, 40, 0).datetime, + 'open_date': pd.to_datetime([Arrow(2018, 1, 29, 18, 40, 0).datetime, Arrow(2018, 1, 30, 3, 30, 0).datetime], utc=True ), - 'close_time': pd.to_datetime([Arrow(2018, 1, 29, 22, 35, 0).datetime, + 'close_date': pd.to_datetime([Arrow(2018, 1, 29, 22, 35, 0).datetime, Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True), 'open_index': [78, 184], 'close_index': [125, 192], @@ -475,12 +475,12 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None: pd.testing.assert_frame_equal(results, expected) data_pair = processed[pair] for _, t in results.iterrows(): - ln = data_pair.loc[data_pair["date"] == t["open_time"]] + ln = data_pair.loc[data_pair["date"] == t["open_date"]] # Check open trade rate alignes to open rate assert ln is not None assert round(ln.iloc[0]["open"], 6) == round(t["open_rate"], 6) # check close trade rate alignes to close rate or is between high and low - ln = data_pair.loc[data_pair["date"] == t["close_time"]] + ln = data_pair.loc[data_pair["date"] == t["close_date"]] assert (round(ln.iloc[0]["open"], 6) == round(t["close_rate"], 6) or round(ln.iloc[0]["low"], 6) < round( t["close_rate"], 6) < round(ln.iloc[0]["high"], 6)) @@ -756,10 +756,10 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'], 'profit_percent': [0.0, 0.0], 'profit_abs': [0.0, 0.0], - 'open_time': pd.to_datetime(['2018-01-29 18:40:00', + 'open_date': pd.to_datetime(['2018-01-29 18:40:00', '2018-01-30 03:30:00', ], utc=True ), - 'close_time': pd.to_datetime(['2018-01-29 20:45:00', + 'close_date': pd.to_datetime(['2018-01-29 20:45:00', '2018-01-30 05:35:00', ], utc=True), 'open_index': [78, 184], 'close_index': [125, 192], @@ -772,11 +772,11 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'], 'profit_percent': [0.03, 0.01, 0.1], 'profit_abs': [0.01, 0.02, 0.2], - 'open_time': pd.to_datetime(['2018-01-29 18:40:00', + 'open_date': pd.to_datetime(['2018-01-29 18:40:00', '2018-01-30 03:30:00', '2018-01-30 05:30:00'], utc=True ), - 'close_time': pd.to_datetime(['2018-01-29 20:45:00', + 'close_date': pd.to_datetime(['2018-01-29 20:45:00', '2018-01-30 05:35:00', '2018-01-30 08:30:00'], utc=True), 'open_index': [78, 184, 185], diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 564725709..00edd8ad2 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -46,7 +46,7 @@ def hyperopt_results(): 'profit_abs': [-0.2, 0.4, 0.6], 'trade_duration': [10, 30, 10], 'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.ROI], - 'close_time': + 'close_date': [ datetime(2019, 1, 1, 9, 26, 3, 478039), datetime(2019, 2, 1, 9, 26, 3, 478039), diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 175405e4c..7efd87787 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -204,11 +204,11 @@ def test_backtest_record(default_conf, fee, mocker): "UNITTEST/BTC", "UNITTEST/BTC"], "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780], "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003], - "open_time": [Arrow(2017, 11, 14, 19, 32, 00).datetime, + "open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime, Arrow(2017, 11, 14, 21, 36, 00).datetime, Arrow(2017, 11, 14, 22, 12, 00).datetime, Arrow(2017, 11, 14, 22, 44, 00).datetime], - "close_time": [Arrow(2017, 11, 14, 21, 35, 00).datetime, + "close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime, Arrow(2017, 11, 14, 22, 10, 00).datetime, Arrow(2017, 11, 14, 22, 43, 00).datetime, Arrow(2017, 11, 14, 22, 58, 00).datetime], diff --git a/tests/test_plotting.py b/tests/test_plotting.py index 05805eb24..83a41deeb 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -267,7 +267,7 @@ def test_generate_profit_graph(testdatadir): trades = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") pairs = ["TRX/BTC", "XLM/BTC"] - trades = trades[trades['close_time'] < pd.Timestamp('2018-01-12', tz='UTC')] + trades = trades[trades['close_date'] < pd.Timestamp('2018-01-12', tz='UTC')] data = history.load_data(datadir=testdatadir, pairs=pairs, From 04cbc2cde5a832119db5c95b75e720974794fa5d Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 09:22:50 +0200 Subject: [PATCH 344/570] Shorten variable --- freqtrade/optimize/optimize_reports.py | 24 ++++++++++++------------ 1 file changed, 12 insertions(+), 12 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 63c2d2022..de609589a 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -1,5 +1,5 @@ import logging -from datetime import datetime, timedelta, timezone +from datetime import datetime, timedelta from pathlib import Path from typing import Any, Dict, List @@ -348,21 +348,21 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str: floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") -def text_table_add_metrics(strategy_results: Dict) -> str: - if len(strategy_results['trades']) > 0: - min_trade = min(strategy_results['trades'], key=lambda x: x['open_date']) +def text_table_add_metrics(strat_results: Dict) -> str: + if len(strat_results['trades']) > 0: + min_trade = min(strat_results['trades'], key=lambda x: x['open_date']) metrics = [ - ('Total trades', strategy_results['total_trades']), + ('Total trades', strat_results['total_trades']), ('First trade', min_trade['open_date'].strftime(DATETIME_PRINT_FORMAT)), ('First trade Pair', min_trade['pair']), - ('Backtesting from', strategy_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)), - ('Backtesting to', strategy_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)), - ('Trades per day', strategy_results['trades_per_day']), + ('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)), + ('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)), + ('Trades per day', strat_results['trades_per_day']), ('', ''), # Empty line to improve readability - ('Max Drawdown', f"{round(strategy_results['max_drawdown'] * 100, 2)}%"), - ('Drawdown Start', strategy_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)), - ('Drawdown End', strategy_results['drawdown_end'].strftime(DATETIME_PRINT_FORMAT)), - ('Market change', f"{round(strategy_results['market_change'] * 100, 2)}%"), + ('Max Drawdown', f"{round(strat_results['max_drawdown'] * 100, 2)}%"), + ('Drawdown Start', strat_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)), + ('Drawdown End', strat_results['drawdown_end'].strftime(DATETIME_PRINT_FORMAT)), + ('Market change', f"{round(strat_results['market_change'] * 100, 2)}%"), ] return tabulate(metrics, headers=["Metric", "Value"], tablefmt="orgtbl") From 0fa56be9d2a06fcc11b4f9bcdfa5b3564315539d Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 09:27:07 +0200 Subject: [PATCH 345/570] remove openIndex and closeIndex from backtest-report --- freqtrade/edge/edge_positioning.py | 2 -- freqtrade/optimize/backtesting.py | 6 ------ freqtrade/optimize/optimize_reports.py | 4 +++- tests/edge/test_edge.py | 6 ------ tests/optimize/test_backtesting.py | 6 ------ tests/optimize/test_optimize_reports.py | 2 -- 6 files changed, 3 insertions(+), 23 deletions(-) diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index 169732314..9843d4e83 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -429,8 +429,6 @@ class Edge: 'profit_abs': '', 'open_date': date_column[open_trade_index], 'close_date': date_column[exit_index], - 'open_index': start_point + open_trade_index, - 'close_index': start_point + exit_index, 'trade_duration': '', 'open_rate': round(open_price, 15), 'close_rate': round(exit_price, 15), diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 4197ec087..1eef4f4b9 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -41,8 +41,6 @@ class BacktestResult(NamedTuple): profit_abs: float open_date: datetime close_date: datetime - open_index: int - close_index: int trade_duration: float open_at_end: bool open_rate: float @@ -251,8 +249,6 @@ class Backtesting: open_date=buy_row.date, close_date=sell_row.date, trade_duration=trade_dur, - open_index=buy_row.Index, - close_index=sell_row.Index, open_at_end=False, open_rate=buy_row.open, close_rate=closerate, @@ -268,8 +264,6 @@ class Backtesting: close_date=sell_row.date, trade_duration=int(( sell_row.date - buy_row.date).total_seconds() // 60), - open_index=buy_row.Index, - close_index=sell_row.Index, open_at_end=True, open_rate=buy_row.open, close_rate=sell_row.open, diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index de609589a..8f9104640 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -52,8 +52,10 @@ def backtest_result_to_list(results: DataFrame) -> List[List]: :param results: Dataframe containing results for one strategy :return: List of Lists containing the trades """ + # Return 0 as "index" for compatibility reasons (for now) + # TODO: Evaluate if we can remove this return [[t.pair, t.profit_percent, t.open_date.timestamp(), - t.open_date.timestamp(), t.open_index - 1, t.trade_duration, + t.open_date.timestamp(), 0, t.trade_duration, t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value] for index, t in results.iterrows()] diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py index ea1e709a2..cd5f623e3 100644 --- a/tests/edge/test_edge.py +++ b/tests/edge/test_edge.py @@ -356,8 +356,6 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc 'profit_abs': '', 'open_date': np.datetime64('2018-10-03T00:05:00.000000000'), 'close_date': np.datetime64('2018-10-03T00:10:00.000000000'), - 'open_index': 1, - 'close_index': 1, 'trade_duration': '', 'open_rate': 17, 'close_rate': 17, @@ -369,8 +367,6 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc 'profit_abs': '', 'open_date': np.datetime64('2018-10-03T00:20:00.000000000'), 'close_date': np.datetime64('2018-10-03T00:25:00.000000000'), - 'open_index': 4, - 'close_index': 4, 'trade_duration': '', 'open_rate': 20, 'close_rate': 20, @@ -382,8 +378,6 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc 'profit_abs': '', 'open_date': np.datetime64('2018-10-03T00:30:00.000000000'), 'close_date': np.datetime64('2018-10-03T00:40:00.000000000'), - 'open_index': 6, - 'close_index': 7, 'trade_duration': '', 'open_rate': 26, 'close_rate': 34, diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index e7a13f251..c0a9e798a 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -464,8 +464,6 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None: ), 'close_date': pd.to_datetime([Arrow(2018, 1, 29, 22, 35, 0).datetime, Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True), - 'open_index': [78, 184], - 'close_index': [125, 192], 'trade_duration': [235, 40], 'open_at_end': [False, False], 'open_rate': [0.104445, 0.10302485], @@ -761,8 +759,6 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat ), 'close_date': pd.to_datetime(['2018-01-29 20:45:00', '2018-01-30 05:35:00', ], utc=True), - 'open_index': [78, 184], - 'close_index': [125, 192], 'trade_duration': [235, 40], 'open_at_end': [False, False], 'open_rate': [0.104445, 0.10302485], @@ -779,8 +775,6 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat 'close_date': pd.to_datetime(['2018-01-29 20:45:00', '2018-01-30 05:35:00', '2018-01-30 08:30:00'], utc=True), - 'open_index': [78, 184, 185], - 'close_index': [125, 224, 205], 'trade_duration': [47, 40, 20], 'open_at_end': [False, False, False], 'open_rate': [0.104445, 0.10302485, 0.122541], diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 7efd87787..9f06043cc 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -214,8 +214,6 @@ def test_backtest_record(default_conf, fee, mocker): Arrow(2017, 11, 14, 22, 58, 00).datetime], "open_rate": [0.002543, 0.003003, 0.003089, 0.003214], "close_rate": [0.002546, 0.003014, 0.003103, 0.003217], - "open_index": [1, 119, 153, 185], - "close_index": [118, 151, 184, 199], "trade_duration": [123, 34, 31, 14], "open_at_end": [False, False, False, True], "sell_reason": [SellType.ROI, SellType.STOP_LOSS, From dacb40a9765249c949beb1e07ce57db1915b7eb2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 09:34:18 +0200 Subject: [PATCH 346/570] Add get_latest_backtest_filename --- freqtrade/data/btanalysis.py | 28 ++++++++++++++++++++++++++++ 1 file changed, 28 insertions(+) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index f174b8ea9..89380059f 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -20,6 +20,34 @@ BT_DATA_COLUMNS = ["pair", "profit_percent", "open_date", "close_date", "index", "open_rate", "close_rate", "open_at_end", "sell_reason"] +def get_latest_backtest_filename(directory: Union[Path, str]) -> str: + """ + Get latest backtest export based on '.last_result.json'. + :param directory: Directory to search for last result + :return: string containing the filename of the latest backtest result + :raises: ValueError in the following cases: + * Directory does not exist + * `directory/.last_result.json` does not exist + * `directory/.last_result.json` has the wrong content + """ + if isinstance(directory, str): + directory = Path(directory) + if not directory.is_dir(): + raise ValueError(f"Directory {directory} does not exist.") + filename = directory / '.last_result.json' + + if not filename.is_file(): + raise ValueError(f"Directory {directory} does not seem to contain backtest statistics yet.") + + with filename.open() as file: + data = json_load(file) + + if 'latest_backtest' not in data: + raise ValueError("Invalid .last_result.json format") + + return data['latest_backtest'] + + def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]: """ Load backtest statistics file. From 075eb0a161496a59d067ef4385ffc51997d4e87a Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 19:20:51 +0200 Subject: [PATCH 347/570] Fix sequence of saving --- freqtrade/optimize/backtesting.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 1eef4f4b9..30418f0d7 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -409,11 +409,11 @@ class Backtesting: position_stacking=position_stacking, ) - if self.config.get('export', False): - store_backtest_result(self.config['exportfilename'], all_results) - # Show backtest results stats = generate_backtest_stats(self.config, data, all_results, min_date=min_date, max_date=max_date) - show_backtest_results(self.config, stats) if self.config.get('export', False): + store_backtest_result(self.config['exportfilename'], all_results) store_backtest_stats(self.config['exportfilename'], stats) + + # Show backtest results + show_backtest_results(self.config, stats) From af9a9592b78330925c4bd640b3280fdd4a96caff Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 19:32:47 +0200 Subject: [PATCH 348/570] Remove unnecessary statement --- freqtrade/data/btanalysis.py | 1 - 1 file changed, 1 deletion(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 89380059f..d6af67a32 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -141,7 +141,6 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite) :return: Dataframe containing Trades """ - trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS) persistence.init(db_url, clean_open_orders=False) columns = ["pair", "open_date", "close_date", "profit", "profit_percent", From 03ab61959b6f0a53f74c50ca52190e96677ea45b Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 20:08:45 +0200 Subject: [PATCH 349/570] Add test for generate_backtest_stats --- freqtrade/optimize/optimize_reports.py | 10 +-- tests/optimize/test_optimize_reports.py | 81 +++++++++++++++++++++++-- 2 files changed, 82 insertions(+), 9 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 8f9104640..d1c58617d 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -1,5 +1,5 @@ import logging -from datetime import datetime, timedelta +from datetime import datetime, timedelta, timezone from pathlib import Path from typing import Any, Dict, List @@ -266,10 +266,10 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], except ValueError: strat_stats.update({ 'max_drawdown': 0.0, - 'drawdown_start': datetime.min, - 'drawdown_start_ts': datetime(1970, 1, 1).timestamp(), - 'drawdown_end': datetime.min, - 'drawdown_end_ts': datetime(1970, 1, 1).timestamp(), + 'drawdown_start': datetime(1970, 1, 1, tzinfo=timezone.utc), + 'drawdown_start_ts': 0, + 'drawdown_end': datetime(1970, 1, 1, tzinfo=timezone.utc), + 'drawdown_end_ts': 0, }) strategy_results = generate_strategy_metrics(stake_currency=stake_currency, diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 9f06043cc..c46b96ab2 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -1,14 +1,22 @@ +from datetime import datetime from pathlib import Path import pandas as pd import pytest from arrow import Arrow +from freqtrade.configuration import TimeRange +from freqtrade.data import history from freqtrade.edge import PairInfo -from freqtrade.optimize.optimize_reports import ( - generate_pair_metrics, generate_edge_table, generate_sell_reason_stats, - text_table_bt_results, text_table_sell_reason, generate_strategy_metrics, - text_table_strategy, store_backtest_result) +from freqtrade.optimize.optimize_reports import (generate_backtest_stats, + generate_edge_table, + generate_pair_metrics, + generate_sell_reason_stats, + generate_strategy_metrics, + store_backtest_result, + text_table_bt_results, + text_table_sell_reason, + text_table_strategy) from freqtrade.strategy.interface import SellType from tests.conftest import patch_exchange @@ -43,6 +51,71 @@ def test_text_table_bt_results(default_conf, mocker): assert text_table_bt_results(pair_results, stake_currency='BTC') == result_str +def test_generate_backtest_stats(default_conf, testdatadir): + results = {'DefStrat': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC", + "UNITTEST/BTC", "UNITTEST/BTC"], + "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780], + "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003], + "open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime, + Arrow(2017, 11, 14, 21, 36, 00).datetime, + Arrow(2017, 11, 14, 22, 12, 00).datetime, + Arrow(2017, 11, 14, 22, 44, 00).datetime], + "close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime, + Arrow(2017, 11, 14, 22, 10, 00).datetime, + Arrow(2017, 11, 14, 22, 43, 00).datetime, + Arrow(2017, 11, 14, 22, 58, 00).datetime], + "open_rate": [0.002543, 0.003003, 0.003089, 0.003214], + "close_rate": [0.002546, 0.003014, 0.003103, 0.003217], + "trade_duration": [123, 34, 31, 14], + "open_at_end": [False, False, False, True], + "sell_reason": [SellType.ROI, SellType.STOP_LOSS, + SellType.ROI, SellType.FORCE_SELL] + })} + timerange = TimeRange.parse_timerange('1510688220-1510700340') + min_date = Arrow.fromtimestamp(1510688220) + max_date = Arrow.fromtimestamp(1510700340) + btdata = history.load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange, + fill_up_missing=True) + + stats = generate_backtest_stats(default_conf, btdata, results, min_date, max_date) + assert isinstance(stats, dict) + assert 'strategy' in stats + assert 'DefStrat' in stats['strategy'] + assert 'strategy_comparison' in stats + strat_stats = stats['strategy']['DefStrat'] + assert strat_stats['backtest_start'] == min_date.datetime + assert strat_stats['backtest_end'] == max_date.datetime + assert strat_stats['total_trades'] == len(results['DefStrat']) + # Above sample had no loosing trade + assert strat_stats['max_drawdown'] == 0.0 + + results = {'DefStrat': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC", + "UNITTEST/BTC", "UNITTEST/BTC"], + "profit_percent": [0.003312, 0.010801, -0.013803, 0.002780], + "profit_abs": [0.000003, 0.000011, -0.000014, 0.000003], + "open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime, + Arrow(2017, 11, 14, 21, 36, 00).datetime, + Arrow(2017, 11, 14, 22, 12, 00).datetime, + Arrow(2017, 11, 14, 22, 44, 00).datetime], + "close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime, + Arrow(2017, 11, 14, 22, 10, 00).datetime, + Arrow(2017, 11, 14, 22, 43, 00).datetime, + Arrow(2017, 11, 14, 22, 58, 00).datetime], + "open_rate": [0.002543, 0.003003, 0.003089, 0.003214], + "close_rate": [0.002546, 0.003014, 0.0032903, 0.003217], + "trade_duration": [123, 34, 31, 14], + "open_at_end": [False, False, False, True], + "sell_reason": [SellType.ROI, SellType.STOP_LOSS, + SellType.ROI, SellType.FORCE_SELL] + })} + + assert strat_stats['max_drawdown'] == 0.0 + assert strat_stats['drawdown_start'] == Arrow.fromtimestamp(0).datetime + assert strat_stats['drawdown_end'] == Arrow.fromtimestamp(0).datetime + assert strat_stats['drawdown_end_ts'] == 0 + assert strat_stats['drawdown_start_ts'] == 0 + + def test_generate_pair_metrics(default_conf, mocker): results = pd.DataFrame( From 6e947346787560085dcdb51970ddaa68e9525597 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 20:21:08 +0200 Subject: [PATCH 350/570] Add fee to backtestresult --- freqtrade/optimize/backtesting.py | 18 ++++++++++++------ tests/optimize/test_backtesting.py | 6 ++++-- 2 files changed, 16 insertions(+), 8 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 30418f0d7..7021e85b6 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -40,11 +40,13 @@ class BacktestResult(NamedTuple): profit_percent: float profit_abs: float open_date: datetime + open_rate: float + open_fee: float close_date: datetime + close_rate: float + close_fee: float trade_duration: float open_at_end: bool - open_rate: float - close_rate: float sell_reason: SellType @@ -247,11 +249,13 @@ class Backtesting: profit_percent=trade.calc_profit_ratio(rate=closerate), profit_abs=trade.calc_profit(rate=closerate), open_date=buy_row.date, + open_rate=buy_row.open, + open_fee=self.fee, close_date=sell_row.date, + close_rate=closerate, + close_fee=self.fee, trade_duration=trade_dur, open_at_end=False, - open_rate=buy_row.open, - close_rate=closerate, sell_reason=sell.sell_type ) if partial_ohlcv: @@ -261,12 +265,14 @@ class Backtesting: profit_percent=trade.calc_profit_ratio(rate=sell_row.open), profit_abs=trade.calc_profit(rate=sell_row.open), open_date=buy_row.date, + open_rate=buy_row.open, + open_fee=self.fee, close_date=sell_row.date, + close_rate=sell_row.open, + close_fee=self.fee, trade_duration=int(( sell_row.date - buy_row.date).total_seconds() // 60), open_at_end=True, - open_rate=buy_row.open, - close_rate=sell_row.open, sell_reason=SellType.FORCE_SELL ) logger.debug(f"{pair} - Force selling still open trade, " diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index c0a9e798a..4ee03f6ba 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -462,12 +462,14 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None: 'open_date': pd.to_datetime([Arrow(2018, 1, 29, 18, 40, 0).datetime, Arrow(2018, 1, 30, 3, 30, 0).datetime], utc=True ), + 'open_rate': [0.104445, 0.10302485], + 'open_fee': [0.0025, 0.0025], 'close_date': pd.to_datetime([Arrow(2018, 1, 29, 22, 35, 0).datetime, Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True), + 'close_rate': [0.104969, 0.103541], + 'close_fee': [0.0025, 0.0025], 'trade_duration': [235, 40], 'open_at_end': [False, False], - 'open_rate': [0.104445, 0.10302485], - 'close_rate': [0.104969, 0.103541], 'sell_reason': [SellType.ROI, SellType.ROI] }) pd.testing.assert_frame_equal(results, expected) From f368aabcc7bce32752f93f26d020be7222e12678 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 20:51:36 +0200 Subject: [PATCH 351/570] Add amount to backtest-result --- freqtrade/optimize/backtesting.py | 3 +++ freqtrade/optimize/optimize_reports.py | 1 + tests/optimize/test_backtesting.py | 1 + 3 files changed, 5 insertions(+) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 7021e85b6..d00f033cd 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -45,6 +45,7 @@ class BacktestResult(NamedTuple): close_date: datetime close_rate: float close_fee: float + amount: float trade_duration: float open_at_end: bool sell_reason: SellType @@ -254,6 +255,7 @@ class Backtesting: close_date=sell_row.date, close_rate=closerate, close_fee=self.fee, + amount=trade.amount, trade_duration=trade_dur, open_at_end=False, sell_reason=sell.sell_type @@ -270,6 +272,7 @@ class Backtesting: close_date=sell_row.date, close_rate=sell_row.open, close_fee=self.fee, + amount=trade.amount, trade_duration=int(( sell_row.date - buy_row.date).total_seconds() // 60), open_at_end=True, diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index d1c58617d..a7cc8a7d6 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -250,6 +250,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], 'backtest_days': backtest_days, 'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None, 'market_change': market_change, + 'stake_amount': config['stake_amount'] } result['strategy'][strategy] = strat_stats diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 4ee03f6ba..d5a6f8888 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -468,6 +468,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None: Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True), 'close_rate': [0.104969, 0.103541], 'close_fee': [0.0025, 0.0025], + 'amount': [0.009574, 0.009706], 'trade_duration': [235, 40], 'open_at_end': [False, False], 'sell_reason': [SellType.ROI, SellType.ROI] From 7727292861d661a09926cc1da3a5b9aaf4f501bf Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 26 Jun 2020 21:04:40 +0200 Subject: [PATCH 352/570] Rename duration to trade_duration --- freqtrade/data/btanalysis.py | 4 ++-- freqtrade/optimize/backtesting.py | 2 +- freqtrade/plot/plotting.py | 3 ++- tests/optimize/test_backtesting.py | 2 +- 4 files changed, 6 insertions(+), 5 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index d6af67a32..f34dbf313 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -16,7 +16,7 @@ from freqtrade.persistence import Trade logger = logging.getLogger(__name__) # must align with columns in backtest.py -BT_DATA_COLUMNS = ["pair", "profit_percent", "open_date", "close_date", "index", "duration", +BT_DATA_COLUMNS = ["pair", "profit_percent", "open_date", "close_date", "index", "trade_duration", "open_rate", "close_rate", "open_at_end", "sell_reason"] @@ -144,7 +144,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: persistence.init(db_url, clean_open_orders=False) columns = ["pair", "open_date", "close_date", "profit", "profit_percent", - "open_rate", "close_rate", "amount", "duration", "sell_reason", + "open_rate", "close_rate", "amount", "trade_duration", "sell_reason", "fee_open", "fee_close", "open_rate_requested", "close_rate_requested", "stake_amount", "max_rate", "min_rate", "id", "exchange", "stop_loss", "initial_stop_loss", "strategy", "timeframe"] diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index d00f033cd..18881f9db 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -228,7 +228,7 @@ class Backtesting: open_rate=buy_row.open, open_date=buy_row.date, stake_amount=stake_amount, - amount=stake_amount / buy_row.open, + amount=round(stake_amount / buy_row.open, 8), fee_open=self.fee, fee_close=self.fee, is_open=True, diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 6d50defaf..eee338a42 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -163,7 +163,8 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots: if trades is not None and len(trades) > 0: # Create description for sell summarizing the trade trades['desc'] = trades.apply(lambda row: f"{round(row['profit_percent'] * 100, 1)}%, " - f"{row['sell_reason']}, {row['duration']} min", + f"{row['sell_reason']}, " + f"{row['trade_duration']} min", axis=1) trade_buys = go.Scatter( x=trades["open_date"], diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index d5a6f8888..2c855fbc0 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -468,7 +468,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None: Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True), 'close_rate': [0.104969, 0.103541], 'close_fee': [0.0025, 0.0025], - 'amount': [0.009574, 0.009706], + 'amount': [0.00957442, 0.0097064], 'trade_duration': [235, 40], 'open_at_end': [False, False], 'sell_reason': [SellType.ROI, SellType.ROI] From 04eaf2c39cc41d67e599dc8114f3247931110e9a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 27 Jun 2020 06:46:54 +0200 Subject: [PATCH 353/570] Add test for get_last_backtest_Result --- freqtrade/data/btanalysis.py | 6 +++--- tests/data/test_btanalysis.py | 19 +++++++++++++++++++ tests/testdata/.last_result.json | 1 + tests/testdata/backtest-result_new.json | 1 + tests/testdata/backtest-result_test copy.json | 7 ------- 5 files changed, 24 insertions(+), 10 deletions(-) create mode 100644 tests/testdata/.last_result.json create mode 100644 tests/testdata/backtest-result_new.json delete mode 100644 tests/testdata/backtest-result_test copy.json diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index f34dbf313..a556207e5 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -33,17 +33,17 @@ def get_latest_backtest_filename(directory: Union[Path, str]) -> str: if isinstance(directory, str): directory = Path(directory) if not directory.is_dir(): - raise ValueError(f"Directory {directory} does not exist.") + raise ValueError(f"Directory '{directory}' does not exist.") filename = directory / '.last_result.json' if not filename.is_file(): - raise ValueError(f"Directory {directory} does not seem to contain backtest statistics yet.") + raise ValueError(f"Directory '{directory}' does not seem to contain backtest statistics yet.") with filename.open() as file: data = json_load(file) if 'latest_backtest' not in data: - raise ValueError("Invalid .last_result.json format") + raise ValueError("Invalid '.last_result.json' format.") return data['latest_backtest'] diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 077db19f1..fd3783bf2 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -13,12 +13,31 @@ from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, combine_dataframes_with_mean, create_cum_profit, extract_trades_of_period, + get_latest_backtest_filename, load_backtest_data, load_trades, load_trades_from_db) from freqtrade.data.history import load_data, load_pair_history from tests.conftest import create_mock_trades +def test_get_latest_backtest_filename(testdatadir, mocker): + with pytest.raises(ValueError, match=r"Directory .* does not exist\."): + get_latest_backtest_filename(testdatadir / 'does_not_exist') + + with pytest.raises(ValueError, + match=r"Directory .* does not seem to contain .*"): + get_latest_backtest_filename(testdatadir.parent) + + res = get_latest_backtest_filename(testdatadir) + assert res == 'backtest-result_new.json' + + mocker.patch("freqtrade.data.btanalysis.json_load", return_value={}) + + + with pytest.raises(ValueError, match=r"Invalid '.last_result.json' format."): + get_latest_backtest_filename(testdatadir) + + def test_load_backtest_data(testdatadir): filename = testdatadir / "backtest-result_test.json" diff --git a/tests/testdata/.last_result.json b/tests/testdata/.last_result.json new file mode 100644 index 000000000..98448e10f --- /dev/null +++ b/tests/testdata/.last_result.json @@ -0,0 +1 @@ +{"latest_backtest":"backtest-result_new.json"} diff --git a/tests/testdata/backtest-result_new.json b/tests/testdata/backtest-result_new.json new file mode 100644 index 000000000..457ad1bc7 --- /dev/null +++ b/tests/testdata/backtest-result_new.json @@ -0,0 +1 @@ +{"strategy": {"DefaultStrategy": {"trades": [{"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:20:00+00:00", "trade_duration": 5, "open_rate": 9.64e-05, "close_rate": 0.00010074887218045112, "open_at_end": false, "sell_reason": "roi", "profit": 4.348872180451118e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1037.344398340249, "profit_abs": 0.00399999999999999}, {"pair": "ADA/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:30:00+00:00", "trade_duration": 15, "open_rate": 4.756e-05, "close_rate": 4.9705563909774425e-05, "open_at_end": false, "sell_reason": "roi", "profit": 2.1455639097744267e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2102.6072329688814, "profit_abs": 0.00399999999999999}, {"pair": "XLM/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:35:00+00:00", "trade_duration": 10, "open_rate": 3.339e-05, "close_rate": 3.489631578947368e-05, "open_at_end": false, "sell_reason": "roi", "profit": 1.506315789473681e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2994.908655286014, "profit_abs": 0.0040000000000000036}, {"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:40:00+00:00", "trade_duration": 15, "open_rate": 9.696e-05, "close_rate": 0.00010133413533834584, "open_at_end": false, "sell_reason": "roi", "profit": 4.3741353383458455e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1031.3531353135315, "profit_abs": 0.00399999999999999}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 07:35:00+00:00", "close_date": "2018-01-10 08:35:00+00:00", "trade_duration": 60, "open_rate": 0.0943, "close_rate": 0.09477268170426063, "open_at_end": false, "sell_reason": "roi", "profit": 0.0004726817042606385, 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From 133947988238905752513992b4ad2caafb5eead3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 27 Jun 2020 07:08:16 +0200 Subject: [PATCH 354/570] Have sell_type stringify correctly --- freqtrade/strategy/interface.py | 4 ++++ tests/test_freqtradebot.py | 2 +- 2 files changed, 5 insertions(+), 1 deletion(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index f9f3a3678..cee217ed5 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -45,6 +45,10 @@ class SellType(Enum): EMERGENCY_SELL = "emergency_sell" NONE = "" + def __str__(self): + # explicitly convert to String to help with exporting data. + return self.value + class SellCheckTuple(NamedTuple): """ diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 6496043f9..89991fde8 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -320,7 +320,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf # stoploss shoud be hit assert freqtrade.handle_trade(trade) is True - assert log_has('Executing Sell for NEO/BTC. Reason: SellType.STOP_LOSS', caplog) + assert log_has('Executing Sell for NEO/BTC. Reason: stop_loss', caplog) assert trade.sell_reason == SellType.STOP_LOSS.value From c13ec4a1d485e372c905a75a38ecc1bc42a60c6a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 27 Jun 2020 07:15:33 +0200 Subject: [PATCH 355/570] implement fallback loading for load_backtest_data --- freqtrade/data/btanalysis.py | 45 ++++++++++++++------------ freqtrade/optimize/optimize_reports.py | 2 +- 2 files changed, 26 insertions(+), 21 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index a556207e5..adf01e33d 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -70,29 +70,34 @@ def load_backtest_data(filename: Union[Path, str]) -> pd.DataFrame: Load backtest data file. :param filename: pathlib.Path object, or string pointing to the file. :return: a dataframe with the analysis results + :raise: ValueError if loading goes wrong. """ - if isinstance(filename, str): - filename = Path(filename) + data = load_backtest_stats(filename) + if not isinstance(data, list): + # new format + if 'strategy' not in data: + raise ValueError("Unknown dataformat") + if len(data['strategy']) != 1: + raise ValueError("Detected new Format with more than one strategy") + strategy = list(data['strategy'].keys())[0] + data = data['strategy'][strategy]['trades'] + df = pd.DataFrame(data) - if not filename.is_file(): - raise ValueError(f"File {filename} does not exist.") + else: + # old format - only with lists. + df = pd.DataFrame(data, columns=BT_DATA_COLUMNS) - with filename.open() as file: - data = json_load(file) - - df = pd.DataFrame(data, columns=BT_DATA_COLUMNS) - - df['open_date'] = pd.to_datetime(df['open_date'], - unit='s', - utc=True, - infer_datetime_format=True - ) - df['close_date'] = pd.to_datetime(df['close_date'], - unit='s', - utc=True, - infer_datetime_format=True - ) - df['profit'] = df['close_rate'] - df['open_rate'] + df['open_date'] = pd.to_datetime(df['open_date'], + unit='s', + utc=True, + infer_datetime_format=True + ) + df['close_date'] = pd.to_datetime(df['close_date'], + unit='s', + utc=True, + infer_datetime_format=True + ) + df['profit_abs'] = df['close_rate'] - df['open_rate'] df = df.sort_values("open_date").reset_index(drop=True) return df diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index a7cc8a7d6..6f9d3f34e 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -55,7 +55,7 @@ def backtest_result_to_list(results: DataFrame) -> List[List]: # Return 0 as "index" for compatibility reasons (for now) # TODO: Evaluate if we can remove this return [[t.pair, t.profit_percent, t.open_date.timestamp(), - t.open_date.timestamp(), 0, t.trade_duration, + t.close_date.timestamp(), 0, t.trade_duration, t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value] for index, t in results.iterrows()] From afefe92523421c87b0e968aa79e25fde175687ba Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 27 Jun 2020 09:56:37 +0200 Subject: [PATCH 356/570] Add multi-strategy loading logic --- freqtrade/data/btanalysis.py | 47 ++++++++++++++----- .../testdata/backtest-result_multistrat.json | 1 + 2 files changed, 36 insertions(+), 12 deletions(-) create mode 100644 tests/testdata/backtest-result_multistrat.json diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index adf01e33d..17d3fed14 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -3,7 +3,7 @@ Helpers when analyzing backtest data """ import logging from pathlib import Path -from typing import Dict, Union, Tuple, Any +from typing import Dict, Union, Tuple, Any, Optional import numpy as np import pandas as pd @@ -65,24 +65,41 @@ def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]: return data -def load_backtest_data(filename: Union[Path, str]) -> pd.DataFrame: +def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = None) -> pd.DataFrame: """ Load backtest data file. :param filename: pathlib.Path object, or string pointing to the file. + :param strategy: Strategy to load - mainly relevant for multi-strategy backtests + Can also serve as protection to load the correct result. :return: a dataframe with the analysis results :raise: ValueError if loading goes wrong. """ data = load_backtest_stats(filename) if not isinstance(data, list): - # new format + # new, nested format if 'strategy' not in data: - raise ValueError("Unknown dataformat") - if len(data['strategy']) != 1: - raise ValueError("Detected new Format with more than one strategy") - strategy = list(data['strategy'].keys())[0] + raise ValueError("Unknown dataformat.") + + if not strategy: + if len(data['strategy']) == 1: + strategy = list(data['strategy'].keys())[0] + else: + raise ValueError("Detected backtest result with more than one strategy. " + "Please specify a strategy.") + + if strategy not in data['strategy']: + raise ValueError(f"Strategy {strategy} not available in the backtest result.") + data = data['strategy'][strategy]['trades'] df = pd.DataFrame(data) - + df['open_date'] = pd.to_datetime(df['open_date'], + utc=True, + infer_datetime_format=True + ) + df['close_date'] = pd.to_datetime(df['close_date'], + utc=True, + infer_datetime_format=True + ) else: # old format - only with lists. df = pd.DataFrame(data, columns=BT_DATA_COLUMNS) @@ -140,10 +157,12 @@ def evaluate_result_multi(results: pd.DataFrame, timeframe: str, return df_final[df_final['open_trades'] > max_open_trades] -def load_trades_from_db(db_url: str) -> pd.DataFrame: +def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataFrame: """ Load trades from a DB (using dburl) :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite) + :param strategy: Strategy to load - mainly relevant for multi-strategy backtests + Can also serve as protection to load the correct result. :return: Dataframe containing Trades """ persistence.init(db_url, clean_open_orders=False) @@ -154,6 +173,10 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: "stake_amount", "max_rate", "min_rate", "id", "exchange", "stop_loss", "initial_stop_loss", "strategy", "timeframe"] + filters = [] + if strategy: + filters = Trade.strategy == strategy + trades = pd.DataFrame([(t.pair, t.open_date.replace(tzinfo=timezone.utc), t.close_date.replace(tzinfo=timezone.utc) if t.close_date else None, @@ -172,14 +195,14 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: t.stop_loss, t.initial_stop_loss, t.strategy, t.timeframe ) - for t in Trade.get_trades().all()], + for t in Trade.get_trades(filters).all()], columns=columns) return trades def load_trades(source: str, db_url: str, exportfilename: Path, - no_trades: bool = False) -> pd.DataFrame: + no_trades: bool = False, strategy: Optional[str] = None) -> pd.DataFrame: """ Based on configuration option "trade_source": * loads data from DB (using `db_url`) @@ -197,7 +220,7 @@ def load_trades(source: str, db_url: str, exportfilename: Path, if source == "DB": return load_trades_from_db(db_url) elif source == "file": - return load_backtest_data(exportfilename) + return load_backtest_data(exportfilename, strategy) def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame, diff --git a/tests/testdata/backtest-result_multistrat.json b/tests/testdata/backtest-result_multistrat.json new file mode 100644 index 000000000..a58ab28cb --- /dev/null +++ b/tests/testdata/backtest-result_multistrat.json @@ -0,0 +1 @@ +{"strategy": {"DefaultStrategy": {"trades": [{"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:20:00+00:00", "trade_duration": 5, "open_rate": 9.64e-05, "close_rate": 0.00010074887218045112, "open_at_end": false, "sell_reason": "roi", "profit": 4.348872180451118e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1037.344398340249, "profit_abs": 0.00399999999999999}, {"pair": "ADA/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:30:00+00:00", "trade_duration": 15, "open_rate": 4.756e-05, "close_rate": 4.9705563909774425e-05, "open_at_end": false, "sell_reason": "roi", "profit": 2.1455639097744267e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2102.6072329688814, "profit_abs": 0.00399999999999999}, {"pair": "XLM/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:35:00+00:00", "trade_duration": 10, "open_rate": 3.339e-05, "close_rate": 3.489631578947368e-05, "open_at_end": false, "sell_reason": "roi", "profit": 1.506315789473681e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2994.908655286014, "profit_abs": 0.0040000000000000036}, {"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:40:00+00:00", "trade_duration": 15, "open_rate": 9.696e-05, "close_rate": 0.00010133413533834584, "open_at_end": false, "sell_reason": "roi", "profit": 4.3741353383458455e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1031.3531353135315, "profit_abs": 0.00399999999999999}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 07:35:00+00:00", "close_date": "2018-01-10 08:35:00+00:00", "trade_duration": 60, "open_rate": 0.0943, "close_rate": 0.09477268170426063, "open_at_end": false, "sell_reason": "roi", "profit": 0.0004726817042606385, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.0604453870625663, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 07:40:00+00:00", "close_date": "2018-01-10 08:10:00+00:00", "trade_duration": 30, "open_rate": 0.02719607, "close_rate": 0.02760503345864661, "open_at_end": false, "sell_reason": "roi", "profit": 0.00040896345864661204, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3.677001860930642, "profit_abs": 0.0010000000000000009}, {"pair": "ZEC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 08:15:00+00:00", "close_date": "2018-01-10 09:55:00+00:00", "trade_duration": 100, "open_rate": 0.04634952, "close_rate": 0.046581848421052625, "open_at_end": false, "sell_reason": "roi", "profit": 0.0002323284210526272, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2.1575196463739, "profit_abs": 0.0}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 14:45:00+00:00", "close_date": "2018-01-10 15:50:00+00:00", "trade_duration": 65, "open_rate": 3.066e-05, "close_rate": 3.081368421052631e-05, "open_at_end": false, "sell_reason": "roi", "profit": 1.5368421052630647e-07, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3261.5786040443577, "profit_abs": -1.3877787807814457e-17}, {"pair": "LTC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 16:35:00+00:00", "close_date": "2018-01-10 17:15:00+00:00", "trade_duration": 40, "open_rate": 0.0168999, "close_rate": 0.016984611278195488, "open_at_end": false, "sell_reason": "roi", "profit": 8.471127819548868e-05, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 5.917194776300452, "profit_abs": 1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 16:40:00+00:00", "close_date": "2018-01-10 17:20:00+00:00", "trade_duration": 40, "open_rate": 0.09132568, "close_rate": 0.0917834528320802, "open_at_end": false, "sell_reason": "roi", "profit": 0.0004577728320801916, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.0949822656672252, "profit_abs": 0.0}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 18:50:00+00:00", "close_date": "2018-01-10 19:45:00+00:00", "trade_duration": 55, "open_rate": 0.08898003, "close_rate": 0.08942604518796991, "open_at_end": false, "sell_reason": "roi", "profit": 0.00044601518796991146, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1238476768326557, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 22:15:00+00:00", "close_date": "2018-01-10 23:00:00+00:00", "trade_duration": 45, "open_rate": 0.08560008, "close_rate": 0.08602915308270676, "open_at_end": false, "sell_reason": "roi", "profit": 0.00042907308270676014, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1682232072680307, "profit_abs": 0.0}, {"pair": "ETC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 22:50:00+00:00", "close_date": "2018-01-10 23:20:00+00:00", "trade_duration": 30, "open_rate": 0.00249083, "close_rate": 0.0025282860902255634, "open_at_end": false, "sell_reason": "roi", "profit": 3.745609022556351e-05, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 40.147260150231055, "profit_abs": 0.000999999999999987}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 23:15:00+00:00", "close_date": "2018-01-11 00:15:00+00:00", "trade_duration": 60, "open_rate": 3.022e-05, "close_rate": 3.037147869674185e-05, "open_at_end": false, "sell_reason": "roi", "profit": 1.5147869674185174e-07, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3309.0668431502318, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-10 23:40:00+00:00", "close_date": "2018-01-11 00:05:00+00:00", "trade_duration": 25, "open_rate": 0.002437, "close_rate": 0.0024980776942355883, "open_at_end": false, "sell_reason": "roi", "profit": 6.107769423558838e-05, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 41.03405826836274, "profit_abs": 0.001999999999999974}, {"pair": "ZEC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 00:00:00+00:00", "close_date": "2018-01-11 00:35:00+00:00", "trade_duration": 35, "open_rate": 0.04771803, "close_rate": 0.04843559436090225, "open_at_end": false, "sell_reason": "roi", "profit": 0.0007175643609022495, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2.0956439316543456, "profit_abs": 0.0010000000000000009}, {"pair": "XLM/BTC", "profit_percent": -0.10448878, "open_date": "2018-01-11 03:40:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 45, "open_rate": 3.651e-05, "close_rate": 3.2859000000000005e-05, "open_at_end": false, "sell_reason": "stop_loss", "profit": -3.650999999999996e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2738.9756231169545, "profit_abs": -0.01047499999999997}, {"pair": "ETH/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 03:55:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 30, "open_rate": 0.08824105, "close_rate": 0.08956798308270676, "open_at_end": false, "sell_reason": "roi", "profit": 0.0013269330827067605, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1332594070446804, "profit_abs": 0.0010000000000000009}, {"pair": "ETC/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 04:00:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 50, "open_rate": 0.00243, "close_rate": 0.002442180451127819, "open_at_end": false, "sell_reason": "roi", "profit": 1.2180451127819219e-05, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 41.1522633744856, "profit_abs": -1.3877787807814457e-17}, {"pair": "ZEC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:55:00+00:00", "trade_duration": 25, "open_rate": 0.04545064, "close_rate": 0.046589753784461146, "open_at_end": false, "sell_reason": "roi", "profit": 0.001139113784461146, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2.200189040242338, "profit_abs": 0.001999999999999988}, {"pair": "XLM/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 20, "open_rate": 3.372e-05, "close_rate": 3.456511278195488e-05, "open_at_end": false, "sell_reason": "roi", "profit": 8.4511278195488e-07, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2965.599051008304, "profit_abs": 0.001999999999999988}, {"pair": "XMR/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:55:00+00:00", "close_date": "2018-01-11 05:15:00+00:00", "trade_duration": 20, "open_rate": 0.02644, "close_rate": 0.02710265664160401, "open_at_end": false, "sell_reason": "roi", "profit": 0.0006626566416040071, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3.7821482602118004, "profit_abs": 0.001999999999999988}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:20:00+00:00", "close_date": "2018-01-11 12:00:00+00:00", "trade_duration": 40, "open_rate": 0.08812, "close_rate": 0.08856170426065162, "open_at_end": false, "sell_reason": "roi", "profit": 0.0004417042606516125, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1348161597821154, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:35:00+00:00", "close_date": "2018-01-11 12:15:00+00:00", "trade_duration": 40, "open_rate": 0.02683577, "close_rate": 0.026970285137844607, "open_at_end": false, "sell_reason": "roi", "profit": 0.00013451513784460897, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3.7263696923919087, "profit_abs": 0.0}, {"pair": "ADA/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 14:00:00+00:00", "close_date": "2018-01-11 14:25:00+00:00", "trade_duration": 25, "open_rate": 4.919e-05, "close_rate": 5.04228320802005e-05, "open_at_end": false, "sell_reason": "roi", "profit": 1.232832080200495e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2032.9335230737956, "profit_abs": 0.0020000000000000018}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 19:25:00+00:00", "close_date": "2018-01-11 20:35:00+00:00", "trade_duration": 70, "open_rate": 0.08784896, "close_rate": 0.08828930566416039, "open_at_end": false, "sell_reason": "roi", "profit": 0.0004403456641603881, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 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04:45:00+00:00", "drawdown_end_ts": 1517287500.0}}, "strategy_comparison": [{"key": "DefaultStrategy", "trades": 179, "profit_mean": 0.0008041243575418989, "profit_mean_pct": 0.0804124357541899, "profit_sum": 0.1439382599999999, "profit_sum_pct": 14.39382599999999, "profit_total_abs": 0.014429822823265714, "profit_total_pct": 4.797941999999996, "duration_avg": "3:40:00", "wins": 73, "draws": 54, "losses": 52}, {"key": "TestStrategy", "trades": 179, "profit_mean": 0.0008041243575418989, "profit_mean_pct": 0.0804124357541899, "profit_sum": 0.1439382599999999, "profit_sum_pct": 14.39382599999999, "profit_total_abs": 0.014429822823265714, "profit_total_pct": 4.797941999999996, "duration_avg": "3:40:00", "wins": 73, "draws": 54, "losses": 52}]} \ No newline at end of file From 573502d97226bdaea5ebb1d8eb92cdb078ad748d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 27 Jun 2020 09:59:23 +0200 Subject: [PATCH 357/570] Update test for load_trades_from_db --- tests/conftest.py | 9 ++++++--- tests/data/test_btanalysis.py | 9 +++++++-- 2 files changed, 13 insertions(+), 5 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index f2143e60e..62810bd6e 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -180,7 +180,8 @@ def create_mock_trades(fee): fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', - open_order_id='dry_run_buy_12345' + open_order_id='dry_run_buy_12345', + strategy='DefaultStrategy', ) Trade.session.add(trade) @@ -195,7 +196,8 @@ def create_mock_trades(fee): close_profit=0.005, exchange='bittrex', is_open=False, - open_order_id='dry_run_sell_12345' + open_order_id='dry_run_sell_12345', + strategy='DefaultStrategy', ) Trade.session.add(trade) @@ -208,7 +210,8 @@ def create_mock_trades(fee): fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', - open_order_id='prod_buy_12345' + open_order_id='prod_buy_12345', + strategy='DefaultStrategy', ) Trade.session.add(trade) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index fd3783bf2..32e476b6b 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -43,7 +43,7 @@ def test_load_backtest_data(testdatadir): filename = testdatadir / "backtest-result_test.json" bt_data = load_backtest_data(filename) assert isinstance(bt_data, DataFrame) - assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profit"] + assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profit_abs"] assert len(bt_data) == 179 # Test loading from string (must yield same result) @@ -72,6 +72,10 @@ def test_load_trades_from_db(default_conf, fee, mocker): for col in BT_DATA_COLUMNS: if col not in ['index', 'open_at_end']: assert col in trades.columns + trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='DefaultStrategy') + assert len(trades) == 3 + trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='NoneStrategy') + assert len(trades) == 0 def test_extract_trades_of_period(testdatadir): @@ -125,7 +129,8 @@ def test_load_trades(default_conf, mocker): load_trades("DB", db_url=default_conf.get('db_url'), exportfilename=default_conf.get('exportfilename'), - no_trades=False + no_trades=False, + strategy="DefaultStrategy", ) assert db_mock.call_count == 1 From f952f74bf18c71de95eb5db9e92218f3e166c567 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 27 Jun 2020 10:06:59 +0200 Subject: [PATCH 358/570] Add test for new format --- tests/data/test_btanalysis.py | 19 ++++++++++++++++++- tests/testdata/backtest-result_new.json | 2 +- 2 files changed, 19 insertions(+), 2 deletions(-) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 32e476b6b..9ae67ed58 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -17,6 +17,7 @@ from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, load_backtest_data, load_trades, load_trades_from_db) from freqtrade.data.history import load_data, load_pair_history +from freqtrade.optimize.backtesting import BacktestResult from tests.conftest import create_mock_trades @@ -38,7 +39,7 @@ def test_get_latest_backtest_filename(testdatadir, mocker): get_latest_backtest_filename(testdatadir) -def test_load_backtest_data(testdatadir): +def test_load_backtest_data_old_format(testdatadir): filename = testdatadir / "backtest-result_test.json" bt_data = load_backtest_data(filename) @@ -54,6 +55,22 @@ def test_load_backtest_data(testdatadir): load_backtest_data(str("filename") + "nofile") +def test_load_backtest_data_new_format(testdatadir): + + filename = testdatadir / "backtest-result_new.json" + bt_data = load_backtest_data(filename) + assert isinstance(bt_data, DataFrame) + assert set(bt_data.columns) == set(list(BacktestResult._fields) + ["profit_abs"]) + assert len(bt_data) == 179 + + # Test loading from string (must yield same result) + bt_data2 = load_backtest_data(str(filename)) + assert bt_data.equals(bt_data2) + + with pytest.raises(ValueError, match=r"File .* does not exist\."): + load_backtest_data(str("filename") + "nofile") + + @pytest.mark.usefixtures("init_persistence") def test_load_trades_from_db(default_conf, fee, mocker): diff --git a/tests/testdata/backtest-result_new.json b/tests/testdata/backtest-result_new.json index 457ad1bc7..a44597e82 100644 --- a/tests/testdata/backtest-result_new.json +++ b/tests/testdata/backtest-result_new.json @@ -1 +1 @@ -{"strategy": {"DefaultStrategy": {"trades": [{"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:20:00+00:00", "trade_duration": 5, "open_rate": 9.64e-05, "close_rate": 0.00010074887218045112, "open_at_end": false, "sell_reason": "roi", "profit": 4.348872180451118e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1037.344398340249, "profit_abs": 0.00399999999999999}, {"pair": "ADA/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:30:00+00:00", "trade_duration": 15, "open_rate": 4.756e-05, "close_rate": 4.9705563909774425e-05, "open_at_end": false, "sell_reason": "roi", "profit": 2.1455639097744267e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2102.6072329688814, "profit_abs": 0.00399999999999999}, {"pair": "XLM/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:35:00+00:00", "trade_duration": 10, "open_rate": 3.339e-05, "close_rate": 3.489631578947368e-05, "open_at_end": false, "sell_reason": "roi", "profit": 1.506315789473681e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2994.908655286014, "profit_abs": 0.0040000000000000036}, {"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:40:00+00:00", "trade_duration": 15, "open_rate": 9.696e-05, "close_rate": 0.00010133413533834584, "open_at_end": false, "sell_reason": "roi", "profit": 4.3741353383458455e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1031.3531353135315, "profit_abs": 0.00399999999999999}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 07:35:00+00:00", "close_date": "2018-01-10 08:35:00+00:00", "trade_duration": 60, "open_rate": 0.0943, "close_rate": 0.09477268170426063, "open_at_end": false, "sell_reason": "roi", "profit": 0.0004726817042606385, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.0604453870625663, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 07:40:00+00:00", "close_date": "2018-01-10 08:10:00+00:00", "trade_duration": 30, "open_rate": 0.02719607, "close_rate": 0.02760503345864661, "open_at_end": false, "sell_reason": "roi", "profit": 0.00040896345864661204, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3.677001860930642, "profit_abs": 0.0010000000000000009}, {"pair": "ZEC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 08:15:00+00:00", "close_date": "2018-01-10 09:55:00+00:00", "trade_duration": 100, "open_rate": 0.04634952, "close_rate": 0.046581848421052625, "open_at_end": false, "sell_reason": "roi", "profit": 0.0002323284210526272, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2.1575196463739, "profit_abs": 0.0}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 14:45:00+00:00", "close_date": "2018-01-10 15:50:00+00:00", "trade_duration": 65, "open_rate": 3.066e-05, "close_rate": 3.081368421052631e-05, "open_at_end": false, "sell_reason": "roi", "profit": 1.5368421052630647e-07, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3261.5786040443577, "profit_abs": -1.3877787807814457e-17}, {"pair": "LTC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 16:35:00+00:00", "close_date": "2018-01-10 17:15:00+00:00", "trade_duration": 40, "open_rate": 0.0168999, "close_rate": 0.016984611278195488, "open_at_end": false, "sell_reason": "roi", "profit": 8.471127819548868e-05, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 5.917194776300452, "profit_abs": 1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 16:40:00+00:00", "close_date": "2018-01-10 17:20:00+00:00", "trade_duration": 40, "open_rate": 0.09132568, "close_rate": 0.0917834528320802, "open_at_end": false, "sell_reason": "roi", "profit": 0.0004577728320801916, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.0949822656672252, "profit_abs": 0.0}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 18:50:00+00:00", "close_date": "2018-01-10 19:45:00+00:00", "trade_duration": 55, "open_rate": 0.08898003, "close_rate": 0.08942604518796991, "open_at_end": false, "sell_reason": "roi", "profit": 0.00044601518796991146, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1238476768326557, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 22:15:00+00:00", "close_date": "2018-01-10 23:00:00+00:00", "trade_duration": 45, "open_rate": 0.08560008, "close_rate": 0.08602915308270676, "open_at_end": false, "sell_reason": "roi", "profit": 0.00042907308270676014, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1682232072680307, "profit_abs": 0.0}, {"pair": "ETC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 22:50:00+00:00", "close_date": "2018-01-10 23:20:00+00:00", "trade_duration": 30, "open_rate": 0.00249083, "close_rate": 0.0025282860902255634, "open_at_end": false, "sell_reason": "roi", "profit": 3.745609022556351e-05, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 40.147260150231055, "profit_abs": 0.000999999999999987}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 23:15:00+00:00", "close_date": "2018-01-11 00:15:00+00:00", "trade_duration": 60, "open_rate": 3.022e-05, "close_rate": 3.037147869674185e-05, "open_at_end": false, "sell_reason": "roi", "profit": 1.5147869674185174e-07, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3309.0668431502318, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-10 23:40:00+00:00", "close_date": "2018-01-11 00:05:00+00:00", "trade_duration": 25, "open_rate": 0.002437, "close_rate": 0.0024980776942355883, "open_at_end": false, "sell_reason": "roi", "profit": 6.107769423558838e-05, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 41.03405826836274, "profit_abs": 0.001999999999999974}, {"pair": "ZEC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 00:00:00+00:00", "close_date": "2018-01-11 00:35:00+00:00", "trade_duration": 35, "open_rate": 0.04771803, "close_rate": 0.04843559436090225, "open_at_end": false, "sell_reason": "roi", "profit": 0.0007175643609022495, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2.0956439316543456, "profit_abs": 0.0010000000000000009}, {"pair": "XLM/BTC", "profit_percent": -0.10448878, "open_date": "2018-01-11 03:40:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 45, "open_rate": 3.651e-05, "close_rate": 3.2859000000000005e-05, "open_at_end": false, "sell_reason": "stop_loss", "profit": -3.650999999999996e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2738.9756231169545, "profit_abs": -0.01047499999999997}, {"pair": "ETH/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 03:55:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 30, "open_rate": 0.08824105, "close_rate": 0.08956798308270676, "open_at_end": false, "sell_reason": "roi", "profit": 0.0013269330827067605, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1332594070446804, "profit_abs": 0.0010000000000000009}, {"pair": "ETC/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 04:00:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 50, "open_rate": 0.00243, "close_rate": 0.002442180451127819, "open_at_end": false, "sell_reason": "roi", "profit": 1.2180451127819219e-05, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 41.1522633744856, "profit_abs": -1.3877787807814457e-17}, {"pair": "ZEC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:55:00+00:00", "trade_duration": 25, "open_rate": 0.04545064, "close_rate": 0.046589753784461146, "open_at_end": false, "sell_reason": "roi", "profit": 0.001139113784461146, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2.200189040242338, "profit_abs": 0.001999999999999988}, {"pair": "XLM/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 20, "open_rate": 3.372e-05, "close_rate": 3.456511278195488e-05, "open_at_end": false, "sell_reason": "roi", "profit": 8.4511278195488e-07, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2965.599051008304, "profit_abs": 0.001999999999999988}, {"pair": "XMR/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:55:00+00:00", "close_date": "2018-01-11 05:15:00+00:00", "trade_duration": 20, "open_rate": 0.02644, "close_rate": 0.02710265664160401, "open_at_end": false, "sell_reason": "roi", "profit": 0.0006626566416040071, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3.7821482602118004, "profit_abs": 0.001999999999999988}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:20:00+00:00", "close_date": "2018-01-11 12:00:00+00:00", "trade_duration": 40, "open_rate": 0.08812, "close_rate": 0.08856170426065162, "open_at_end": false, "sell_reason": "roi", "profit": 0.0004417042606516125, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1348161597821154, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:35:00+00:00", "close_date": "2018-01-11 12:15:00+00:00", "trade_duration": 40, "open_rate": 0.02683577, "close_rate": 0.026970285137844607, "open_at_end": false, "sell_reason": "roi", "profit": 0.00013451513784460897, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3.7263696923919087, "profit_abs": 0.0}, {"pair": "ADA/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 14:00:00+00:00", "close_date": "2018-01-11 14:25:00+00:00", "trade_duration": 25, "open_rate": 4.919e-05, "close_rate": 5.04228320802005e-05, "open_at_end": false, "sell_reason": "roi", "profit": 1.232832080200495e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2032.9335230737956, "profit_abs": 0.0020000000000000018}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 19:25:00+00:00", "close_date": "2018-01-11 20:35:00+00:00", "trade_duration": 70, "open_rate": 0.08784896, "close_rate": 0.08828930566416039, "open_at_end": false, "sell_reason": "roi", "profit": 0.0004403456641603881, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1383174029607181, "profit_abs": -1.3877787807814457e-17}, {"pair": "ADA/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 22:35:00+00:00", "close_date": "2018-01-11 23:30:00+00:00", "trade_duration": 55, "open_rate": 5.105e-05, "close_rate": 5.130588972431077e-05, "open_at_end": false, "sell_reason": "roi", "profit": 2.558897243107704e-07, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1958.8638589618022, "profit_abs": -1.3877787807814457e-17}, {"pair": "XLM/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 22:55:00+00:00", "close_date": "2018-01-11 23:25:00+00:00", "trade_duration": 30, "open_rate": 3.96e-05, "close_rate": 4.019548872180451e-05, "open_at_end": false, "sell_reason": "roi", "profit": 5.954887218045116e-07, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2525.252525252525, "profit_abs": 0.0010000000000000148}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 22:55:00+00:00", "close_date": "2018-01-11 23:35:00+00:00", "trade_duration": 40, "open_rate": 2.885e-05, "close_rate": 2.899461152882205e-05, "open_at_end": false, "sell_reason": "roi", "profit": 1.4461152882205115e-07, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3466.204506065858, "profit_abs": -1.3877787807814457e-17}, {"pair": "XMR/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 23:30:00+00:00", "close_date": "2018-01-12 00:05:00+00:00", "trade_duration": 35, "open_rate": 0.02645, "close_rate": 0.026847744360902256, "open_at_end": false, "sell_reason": "roi", "profit": 0.0003977443609022545, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3.780718336483932, "profit_abs": 0.0010000000000000148}, {"pair": "ZEC/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 23:55:00+00:00", "close_date": "2018-01-12 01:15:00+00:00", "trade_duration": 80, "open_rate": 0.048, "close_rate": 0.04824060150375939, "open_at_end": false, "sell_reason": "roi", "profit": 0.00024060150375938838, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2.0833333333333335, "profit_abs": -1.3877787807814457e-17}, {"pair": "XLM/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-12 21:15:00+00:00", "close_date": "2018-01-12 21:40:00+00:00", "trade_duration": 25, "open_rate": 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"profit_total_pct": -2.625725, "duration_avg": "3 days, 4:00:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "ZEC/BTC", "trades": 1, "profit_mean": -0.04815133, "profit_mean_pct": -4.815133, "profit_sum": -0.04815133, "profit_sum_pct": -4.815133, "profit_total_abs": -0.004827170578309559, "profit_total_pct": -1.6050443333333335, "duration_avg": "2 days, 19:00:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "TOTAL", "trades": 3, "profit_mean": -0.04894489333333333, "profit_mean_pct": -4.894489333333333, "profit_sum": -0.14683468, "profit_sum_pct": -14.683468, "profit_total_abs": -0.014720177176734003, "profit_total_pct": -4.8944893333333335, "duration_avg": "2 days, 1:25:00", "wins": 0, "draws": 0, "losses": 3}], "total_trades": 179, "backtest_start": "2018-01-30 04:45:00+00:00", "backtest_start_ts": 1517287500, "backtest_end": "2018-01-30 04:45:00+00:00", "backtest_end_ts": 1517287500, "backtest_days": 0, "trades_per_day": null, "market_change": 0.25, "stake_amount": 0.1, "max_drawdown": 0.21142322000000008, "drawdown_start": "2018-01-24 14:25:00+00:00", "drawdown_start_ts": 1516803900.0, "drawdown_end": "2018-01-30 04:45:00+00:00", "drawdown_end_ts": 1517287500.0}}, "strategy_comparison": [{"key": "DefaultStrategy", "trades": 179, "profit_mean": 0.0008041243575418989, "profit_mean_pct": 0.0804124357541899, "profit_sum": 0.1439382599999999, "profit_sum_pct": 14.39382599999999, "profit_total_abs": 0.014429822823265714, "profit_total_pct": 4.797941999999996, "duration_avg": "3:40:00", "wins": 73, "draws": 54, "losses": 52}]} From 5b1a7ba00f8d9dbde687ba5f26ebfec3c420f38f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 27 Jun 2020 15:59:22 +0200 Subject: [PATCH 359/570] Test multistrat loading --- tests/data/test_btanalysis.py | 27 ++++++++++++++++++- .../testdata/backtest-result_multistrat.json | 2 +- 2 files changed, 27 insertions(+), 2 deletions(-) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 9ae67ed58..63fe26eaa 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -32,8 +32,10 @@ def test_get_latest_backtest_filename(testdatadir, mocker): res = get_latest_backtest_filename(testdatadir) assert res == 'backtest-result_new.json' - mocker.patch("freqtrade.data.btanalysis.json_load", return_value={}) + res = get_latest_backtest_filename(str(testdatadir)) + assert res == 'backtest-result_new.json' + mocker.patch("freqtrade.data.btanalysis.json_load", return_value={}) with pytest.raises(ValueError, match=r"Invalid '.last_result.json' format."): get_latest_backtest_filename(testdatadir) @@ -70,6 +72,29 @@ def test_load_backtest_data_new_format(testdatadir): with pytest.raises(ValueError, match=r"File .* does not exist\."): load_backtest_data(str("filename") + "nofile") + with pytest.raises(ValueError, match=r"Unknown dataformat."): + load_backtest_data(testdatadir / '.last_result.json') + + +def test_load_backtest_data_multi(testdatadir): + + filename = testdatadir / "backtest-result_multistrat.json" + for strategy in ('DefaultStrategy', 'TestStrategy'): + bt_data = load_backtest_data(filename, strategy=strategy) + assert isinstance(bt_data, DataFrame) + assert set(bt_data.columns) == set(list(BacktestResult._fields) + ["profit_abs"]) + assert len(bt_data) == 179 + + # Test loading from string (must yield same result) + bt_data2 = load_backtest_data(str(filename), strategy=strategy) + assert bt_data.equals(bt_data2) + + with pytest.raises(ValueError, match=r"Strategy XYZ not available in the backtest result\."): + load_backtest_data(filename, strategy='XYZ') + + with pytest.raises(ValueError, match=r"Detected backtest result with more than one strategy.*"): + load_backtest_data(filename) + @pytest.mark.usefixtures("init_persistence") def test_load_trades_from_db(default_conf, fee, mocker): diff --git a/tests/testdata/backtest-result_multistrat.json b/tests/testdata/backtest-result_multistrat.json index a58ab28cb..88f021cb8 100644 --- a/tests/testdata/backtest-result_multistrat.json +++ b/tests/testdata/backtest-result_multistrat.json @@ -1 +1 @@ -{"strategy": {"DefaultStrategy": {"trades": [{"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:20:00+00:00", "trade_duration": 5, "open_rate": 9.64e-05, "close_rate": 0.00010074887218045112, "open_at_end": false, "sell_reason": "roi", "profit": 4.348872180451118e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1037.344398340249, "profit_abs": 0.00399999999999999}, {"pair": "ADA/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:30:00+00:00", "trade_duration": 15, "open_rate": 4.756e-05, "close_rate": 4.9705563909774425e-05, "open_at_end": false, "sell_reason": "roi", "profit": 2.1455639097744267e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2102.6072329688814, "profit_abs": 0.00399999999999999}, {"pair": "XLM/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:35:00+00:00", "trade_duration": 10, "open_rate": 3.339e-05, "close_rate": 3.489631578947368e-05, "open_at_end": false, "sell_reason": "roi", "profit": 1.506315789473681e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2994.908655286014, "profit_abs": 0.0040000000000000036}, {"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:40:00+00:00", "trade_duration": 15, "open_rate": 9.696e-05, "close_rate": 0.00010133413533834584, "open_at_end": false, "sell_reason": "roi", "profit": 4.3741353383458455e-06, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1031.3531353135315, "profit_abs": 0.00399999999999999}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 07:35:00+00:00", "close_date": "2018-01-10 08:35:00+00:00", "trade_duration": 60, "open_rate": 0.0943, "close_rate": 0.09477268170426063, "open_at_end": false, "sell_reason": "roi", "profit": 0.0004726817042606385, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.0604453870625663, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 07:40:00+00:00", "close_date": "2018-01-10 08:10:00+00:00", "trade_duration": 30, "open_rate": 0.02719607, "close_rate": 0.02760503345864661, "open_at_end": false, "sell_reason": "roi", "profit": 0.00040896345864661204, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3.677001860930642, "profit_abs": 0.0010000000000000009}, {"pair": "ZEC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 08:15:00+00:00", "close_date": "2018-01-10 09:55:00+00:00", "trade_duration": 100, "open_rate": 0.04634952, "close_rate": 0.046581848421052625, "open_at_end": false, "sell_reason": "roi", "profit": 0.0002323284210526272, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2.1575196463739, "profit_abs": 0.0}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 14:45:00+00:00", "close_date": "2018-01-10 15:50:00+00:00", "trade_duration": 65, "open_rate": 3.066e-05, "close_rate": 3.081368421052631e-05, "open_at_end": false, "sell_reason": "roi", "profit": 1.5368421052630647e-07, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3261.5786040443577, "profit_abs": -1.3877787807814457e-17}, {"pair": "LTC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 16:35:00+00:00", "close_date": "2018-01-10 17:15:00+00:00", "trade_duration": 40, "open_rate": 0.0168999, "close_rate": 0.016984611278195488, "open_at_end": false, "sell_reason": "roi", "profit": 8.471127819548868e-05, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 5.917194776300452, "profit_abs": 1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 16:40:00+00:00", "close_date": "2018-01-10 17:20:00+00:00", "trade_duration": 40, "open_rate": 0.09132568, "close_rate": 0.0917834528320802, "open_at_end": false, "sell_reason": "roi", "profit": 0.0004577728320801916, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.0949822656672252, "profit_abs": 0.0}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 18:50:00+00:00", "close_date": "2018-01-10 19:45:00+00:00", "trade_duration": 55, "open_rate": 0.08898003, "close_rate": 0.08942604518796991, "open_at_end": false, "sell_reason": "roi", "profit": 0.00044601518796991146, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1238476768326557, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 22:15:00+00:00", "close_date": "2018-01-10 23:00:00+00:00", "trade_duration": 45, "open_rate": 0.08560008, "close_rate": 0.08602915308270676, "open_at_end": false, "sell_reason": "roi", "profit": 0.00042907308270676014, "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1682232072680307, "profit_abs": 0.0}, {"pair": "ETC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 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-1.9911600000000003, "profit_sum": -0.0199116, "profit_sum_pct": -1.9911600000000003, "profit_total_abs": -0.0019961383478844796, "profit_total_pct": -0.6637200000000001, "duration_avg": "5:15:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "ADA/BTC", "trades": 1, "profit_mean": -0.07877175, "profit_mean_pct": -7.877175, "profit_sum": -0.07877175, "profit_sum_pct": -7.877175, "profit_total_abs": -0.007896868250539965, "profit_total_pct": -2.625725, "duration_avg": "3 days, 4:00:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "ZEC/BTC", "trades": 1, "profit_mean": -0.04815133, "profit_mean_pct": -4.815133, "profit_sum": -0.04815133, "profit_sum_pct": -4.815133, "profit_total_abs": -0.004827170578309559, "profit_total_pct": -1.6050443333333335, "duration_avg": "2 days, 19:00:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "TOTAL", "trades": 3, "profit_mean": -0.04894489333333333, "profit_mean_pct": -4.894489333333333, "profit_sum": -0.14683468, "profit_sum_pct": -14.683468, "profit_total_abs": -0.014720177176734003, "profit_total_pct": -4.8944893333333335, "duration_avg": "2 days, 1:25:00", "wins": 0, "draws": 0, "losses": 3}], "total_trades": 179, "backtest_start": "2018-01-30 04:45:00+00:00", "backtest_start_ts": 1517287500, "backtest_end": "2018-01-30 04:45:00+00:00", "backtest_end_ts": 1517287500, "backtest_days": 0, "trades_per_day": null, "market_change": 0.25, "stake_amount": 0.1, "max_drawdown": 0.21142322000000008, "drawdown_start": "2018-01-24 14:25:00+00:00", "drawdown_start_ts": 1516803900.0, "drawdown_end": "2018-01-30 04:45:00+00:00", "drawdown_end_ts": 1517287500.0}}, "strategy_comparison": [{"key": "DefaultStrategy", "trades": 179, "profit_mean": 0.0008041243575418989, "profit_mean_pct": 0.0804124357541899, "profit_sum": 0.1439382599999999, "profit_sum_pct": 14.39382599999999, "profit_total_abs": 0.014429822823265714, "profit_total_pct": 4.797941999999996, "duration_avg": "3:40:00", "wins": 73, "draws": 54, "losses": 52}, {"key": "TestStrategy", "trades": 179, "profit_mean": 0.0008041243575418989, "profit_mean_pct": 0.0804124357541899, "profit_sum": 0.1439382599999999, "profit_sum_pct": 14.39382599999999, "profit_total_abs": 0.014429822823265714, "profit_total_pct": 4.797941999999996, "duration_avg": "3:40:00", "wins": 73, "draws": 54, "losses": 52}]} \ No newline at end of file From 59ac4b9c9a2d0568252c82f8b48c833cb76bfd9e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 27 Jun 2020 19:48:45 +0200 Subject: [PATCH 360/570] Test writing statistics --- tests/data/test_history.py | 2 +- tests/optimize/test_optimize_reports.py | 27 +++++++++++++++++++++++++ 2 files changed, 28 insertions(+), 1 deletion(-) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index c2eb2d715..8b3a3c568 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -36,7 +36,7 @@ def _backup_file(file: Path, copy_file: bool = False) -> None: """ Backup existing file to avoid deleting the user file :param file: complete path to the file - :param touch_file: create an empty file in replacement + :param copy_file: keep file in place too. :return: None """ file_swp = str(file) + '.swp' diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index c46b96ab2..690847adc 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -2,23 +2,27 @@ from datetime import datetime from pathlib import Path import pandas as pd +import re import pytest from arrow import Arrow from freqtrade.configuration import TimeRange from freqtrade.data import history from freqtrade.edge import PairInfo +from freqtrade.data.btanalysis import get_latest_backtest_filename from freqtrade.optimize.optimize_reports import (generate_backtest_stats, generate_edge_table, generate_pair_metrics, generate_sell_reason_stats, generate_strategy_metrics, store_backtest_result, + store_backtest_stats, text_table_bt_results, text_table_sell_reason, text_table_strategy) from freqtrade.strategy.interface import SellType from tests.conftest import patch_exchange +from tests.data.test_history import _backup_file, _clean_test_file def test_text_table_bt_results(default_conf, mocker): @@ -115,6 +119,29 @@ def test_generate_backtest_stats(default_conf, testdatadir): assert strat_stats['drawdown_end_ts'] == 0 assert strat_stats['drawdown_start_ts'] == 0 + # Test storing stats + filename = Path(testdatadir / 'btresult.json') + filename_last = Path(testdatadir / '.last_result.json') + _backup_file(filename_last, copy_file=True) + assert not filename.is_file() + + store_backtest_stats(filename, stats) + + # get real Filename (it's btresult-.json) + last_fn = get_latest_backtest_filename(filename_last.parent) + assert re.match(r"btresult-.*\.json", last_fn) + + filename1 = (testdatadir / last_fn) + assert filename1.is_file() + content = filename1.read_text() + assert 'max_drawdown' in content + assert 'strategy' in content + + assert filename_last.is_file() + + _clean_test_file(filename_last) + filename1.unlink() + def test_generate_pair_metrics(default_conf, mocker): From 59e0ca0aaab0543933d8bcd0961a62bb37db8916 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 09:04:19 +0200 Subject: [PATCH 361/570] Add pairlist to backtest-result --- freqtrade/optimize/optimize_reports.py | 1 + tests/optimize/test_optimize_reports.py | 2 ++ tests/testdata/backtest-result_multistrat.json | 2 +- tests/testdata/backtest-result_new.json | 2 +- 4 files changed, 5 insertions(+), 2 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 6f9d3f34e..b93e60dca 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -250,6 +250,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], 'backtest_days': backtest_days, 'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None, 'market_change': market_change, + 'pairlist': list(btdata.keys()), 'stake_amount': config['stake_amount'] } result['strategy'][strategy] = strat_stats diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 690847adc..f908677d7 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -118,6 +118,7 @@ def test_generate_backtest_stats(default_conf, testdatadir): assert strat_stats['drawdown_end'] == Arrow.fromtimestamp(0).datetime assert strat_stats['drawdown_end_ts'] == 0 assert strat_stats['drawdown_start_ts'] == 0 + assert strat_stats['pairlist'] == ['UNITTEST/BTC'] # Test storing stats filename = Path(testdatadir / 'btresult.json') @@ -136,6 +137,7 @@ def test_generate_backtest_stats(default_conf, testdatadir): content = filename1.read_text() assert 'max_drawdown' in content assert 'strategy' in content + assert 'pairlist' in content assert filename_last.is_file() diff --git a/tests/testdata/backtest-result_multistrat.json b/tests/testdata/backtest-result_multistrat.json index 88f021cb8..0e5386ef3 100644 --- a/tests/testdata/backtest-result_multistrat.json +++ b/tests/testdata/backtest-result_multistrat.json @@ -1 +1 @@ -{"strategy": {"DefaultStrategy": {"trades": [{"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:20:00+00:00", "trade_duration": 5, "open_rate": 9.64e-05, "close_rate": 0.00010074887218045112, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1037.344398340249, "profit_abs": 0.00399999999999999}, {"pair": "ADA/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:30:00+00:00", "trade_duration": 15, "open_rate": 4.756e-05, "close_rate": 4.9705563909774425e-05, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2102.6072329688814, "profit_abs": 0.00399999999999999}, {"pair": "XLM/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:35:00+00:00", "trade_duration": 10, "open_rate": 3.339e-05, "close_rate": 3.489631578947368e-05, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2994.908655286014, "profit_abs": 0.0040000000000000036}, {"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:40:00+00:00", "trade_duration": 15, "open_rate": 9.696e-05, "close_rate": 0.00010133413533834584, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1031.3531353135315, "profit_abs": 0.00399999999999999}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 07:35:00+00:00", "close_date": "2018-01-10 08:35:00+00:00", "trade_duration": 60, "open_rate": 0.0943, "close_rate": 0.09477268170426063, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.0604453870625663, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 07:40:00+00:00", "close_date": "2018-01-10 08:10:00+00:00", "trade_duration": 30, "open_rate": 0.02719607, "close_rate": 0.02760503345864661, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3.677001860930642, "profit_abs": 0.0010000000000000009}, {"pair": "ZEC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 08:15:00+00:00", "close_date": "2018-01-10 09:55:00+00:00", "trade_duration": 100, "open_rate": 0.04634952, "close_rate": 0.046581848421052625, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2.1575196463739, "profit_abs": 0.0}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 14:45:00+00:00", "close_date": "2018-01-10 15:50:00+00:00", "trade_duration": 65, "open_rate": 3.066e-05, "close_rate": 3.081368421052631e-05, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3261.5786040443577, "profit_abs": -1.3877787807814457e-17}, {"pair": "LTC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 16:35:00+00:00", "close_date": "2018-01-10 17:15:00+00:00", "trade_duration": 40, "open_rate": 0.0168999, "close_rate": 0.016984611278195488, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 5.917194776300452, "profit_abs": 1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 16:40:00+00:00", "close_date": "2018-01-10 17:20:00+00:00", "trade_duration": 40, "open_rate": 0.09132568, "close_rate": 0.0917834528320802, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.0949822656672252, "profit_abs": 0.0}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 18:50:00+00:00", "close_date": "2018-01-10 19:45:00+00:00", "trade_duration": 55, "open_rate": 0.08898003, "close_rate": 0.08942604518796991, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1238476768326557, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 22:15:00+00:00", "close_date": "2018-01-10 23:00:00+00:00", "trade_duration": 45, "open_rate": 0.08560008, "close_rate": 0.08602915308270676, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1682232072680307, "profit_abs": 0.0}, {"pair": "ETC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 22:50:00+00:00", "close_date": "2018-01-10 23:20:00+00:00", "trade_duration": 30, "open_rate": 0.00249083, "close_rate": 0.0025282860902255634, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 40.147260150231055, "profit_abs": 0.000999999999999987}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 23:15:00+00:00", "close_date": "2018-01-11 00:15:00+00:00", "trade_duration": 60, "open_rate": 3.022e-05, "close_rate": 3.037147869674185e-05, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3309.0668431502318, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-10 23:40:00+00:00", "close_date": "2018-01-11 00:05:00+00:00", "trade_duration": 25, "open_rate": 0.002437, "close_rate": 0.0024980776942355883, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 41.03405826836274, "profit_abs": 0.001999999999999974}, {"pair": "ZEC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 00:00:00+00:00", "close_date": "2018-01-11 00:35:00+00:00", "trade_duration": 35, "open_rate": 0.04771803, "close_rate": 0.04843559436090225, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2.0956439316543456, "profit_abs": 0.0010000000000000009}, {"pair": "XLM/BTC", "profit_percent": -0.10448878, "open_date": "2018-01-11 03:40:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 45, "open_rate": 3.651e-05, "close_rate": 3.2859000000000005e-05, "open_at_end": false, "sell_reason": "stop_loss", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2738.9756231169545, "profit_abs": -0.01047499999999997}, {"pair": "ETH/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 03:55:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 30, "open_rate": 0.08824105, "close_rate": 0.08956798308270676, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1332594070446804, "profit_abs": 0.0010000000000000009}, {"pair": "ETC/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 04:00:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 50, "open_rate": 0.00243, "close_rate": 0.002442180451127819, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 41.1522633744856, "profit_abs": -1.3877787807814457e-17}, {"pair": "ZEC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:55:00+00:00", "trade_duration": 25, "open_rate": 0.04545064, "close_rate": 0.046589753784461146, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2.200189040242338, "profit_abs": 0.001999999999999988}, {"pair": "XLM/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 20, "open_rate": 3.372e-05, "close_rate": 3.456511278195488e-05, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 2965.599051008304, "profit_abs": 0.001999999999999988}, {"pair": "XMR/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:55:00+00:00", "close_date": "2018-01-11 05:15:00+00:00", "trade_duration": 20, "open_rate": 0.02644, "close_rate": 0.02710265664160401, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 3.7821482602118004, "profit_abs": 0.001999999999999988}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:20:00+00:00", "close_date": "2018-01-11 12:00:00+00:00", "trade_duration": 40, "open_rate": 0.08812, "close_rate": 0.08856170426065162, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 1.1348161597821154, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:35:00+00:00", "close_date": "2018-01-11 12:15:00+00:00", "trade_duration": 40, "open_rate": 0.02683577, "close_rate": 0.026970285137844607, "open_at_end": false, "sell_reason": "roi", "open_fee": 0.0025, "close_fee": 0.0025, "amount": 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"duration_avg": "3:40:00", "wins": 73, "draws": 54, "losses": 52}], "sell_reason_summary": [{"sell_reason": "roi", "trades": 170, "wins": 73, "draws": 54, "losses": 43, "profit_mean": 0.005398268352941177, "profit_mean_pct": 0.54, "profit_sum": 0.91770562, "profit_sum_pct": 91.77, "profit_total_abs": 0.09199999999999964, "profit_pct_total": 30.59}, {"sell_reason": "stop_loss", "trades": 6, "wins": 0, "draws": 0, "losses": 6, "profit_mean": -0.10448878000000002, "profit_mean_pct": -10.45, "profit_sum": -0.6269326800000001, "profit_sum_pct": -62.69, "profit_total_abs": -0.06284999999999992, "profit_pct_total": -20.9}, {"sell_reason": "force_sell", "trades": 3, "wins": 0, "draws": 0, "losses": 3, "profit_mean": -0.04894489333333333, "profit_mean_pct": -4.89, "profit_sum": -0.14683468, "profit_sum_pct": -14.68, "profit_total_abs": -0.014720177176734003, "profit_pct_total": -4.89}], "left_open_trades": [{"key": "TRX/BTC", "trades": 1, "profit_mean": -0.0199116, "profit_mean_pct": -1.9911600000000003, "profit_sum": -0.0199116, "profit_sum_pct": -1.9911600000000003, "profit_total_abs": -0.0019961383478844796, "profit_total_pct": -0.6637200000000001, "duration_avg": "5:15:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "ADA/BTC", "trades": 1, "profit_mean": -0.07877175, "profit_mean_pct": -7.877175, "profit_sum": -0.07877175, "profit_sum_pct": -7.877175, "profit_total_abs": -0.007896868250539965, "profit_total_pct": -2.625725, "duration_avg": "3 days, 4:00:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "ZEC/BTC", "trades": 1, "profit_mean": -0.04815133, "profit_mean_pct": -4.815133, "profit_sum": -0.04815133, "profit_sum_pct": -4.815133, "profit_total_abs": -0.004827170578309559, "profit_total_pct": -1.6050443333333335, "duration_avg": "2 days, 19:00:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "TOTAL", "trades": 3, "profit_mean": -0.04894489333333333, "profit_mean_pct": -4.894489333333333, "profit_sum": -0.14683468, "profit_sum_pct": -14.683468, "profit_total_abs": -0.014720177176734003, "profit_total_pct": -4.8944893333333335, "duration_avg": "2 days, 1:25:00", "wins": 0, "draws": 0, "losses": 3}], "total_trades": 179, "backtest_start": "2018-01-30 04:45:00+00:00", "backtest_start_ts": 1517287500, "backtest_end": "2018-01-30 04:45:00+00:00", "backtest_end_ts": 1517287500, "backtest_days": 0, "trades_per_day": null, "market_change": 0.25, "stake_amount": 0.1, "max_drawdown": 0.21142322000000008, "drawdown_start": "2018-01-24 14:25:00+00:00", "drawdown_start_ts": 1516803900.0, "drawdown_end": "2018-01-30 04:45:00+00:00", "drawdown_end_ts": 1517287500.0, "pairlist": ["TRX/BTC", "ADA/BTC", "XLM/BTC", "ETH/BTC", "XMR/BTC", "ZEC/BTC","NXT/BTC", "LTC/BTC", "ETC/BTC", "DASH/BTC"]}}, "strategy_comparison": [{"key": "DefaultStrategy", "trades": 179, "profit_mean": 0.0008041243575418989, "profit_mean_pct": 0.0804124357541899, "profit_sum": 0.1439382599999999, "profit_sum_pct": 14.39382599999999, "profit_total_abs": 0.014429822823265714, "profit_total_pct": 4.797941999999996, "duration_avg": "3:40:00", "wins": 73, "draws": 54, "losses": 52}]} From 2ed808da1f4f45342a0a8fd41b158fb7b0e26b0d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 09:27:19 +0200 Subject: [PATCH 362/570] Extract .last_result.json to constant --- freqtrade/constants.py | 2 ++ freqtrade/data/btanalysis.py | 5 +-- freqtrade/optimize/optimize_reports.py | 5 ++- tests/data/test_btanalysis.py | 3 +- tests/optimize/test_optimize_reports.py | 46 ++++++++++++------------- 5 files changed, 32 insertions(+), 29 deletions(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index ccb05a60f..1b414adb4 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -33,6 +33,8 @@ DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume'] # it has wide consequences for stored trades files DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost'] +LAST_BT_RESULT_FN = '.last_result.json' + USERPATH_HYPEROPTS = 'hyperopts' USERPATH_STRATEGIES = 'strategies' USERPATH_NOTEBOOKS = 'notebooks' diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 17d3fed14..0ae1809f3 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -10,6 +10,7 @@ import pandas as pd from datetime import timezone from freqtrade import persistence +from freqtrade.constants import LAST_BT_RESULT_FN from freqtrade.misc import json_load from freqtrade.persistence import Trade @@ -34,7 +35,7 @@ def get_latest_backtest_filename(directory: Union[Path, str]) -> str: directory = Path(directory) if not directory.is_dir(): raise ValueError(f"Directory '{directory}' does not exist.") - filename = directory / '.last_result.json' + filename = directory / LAST_BT_RESULT_FN if not filename.is_file(): raise ValueError(f"Directory '{directory}' does not seem to contain backtest statistics yet.") @@ -43,7 +44,7 @@ def get_latest_backtest_filename(directory: Union[Path, str]) -> str: data = json_load(file) if 'latest_backtest' not in data: - raise ValueError("Invalid '.last_result.json' format.") + raise ValueError(f"Invalid '{LAST_BT_RESULT_FN}' format.") return data['latest_backtest'] diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index b93e60dca..d1c45bd94 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -7,7 +7,7 @@ from arrow import Arrow from pandas import DataFrame from tabulate import tabulate -from freqtrade.constants import DATETIME_PRINT_FORMAT +from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN from freqtrade.data.btanalysis import calculate_max_drawdown, calculate_market_change from freqtrade.misc import file_dump_json @@ -21,8 +21,7 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N ).with_suffix(recordfilename.suffix) file_dump_json(filename, stats) - latest_filename = Path.joinpath(recordfilename.parent, - '.last_result.json') + latest_filename = Path.joinpath(recordfilename.parent, LAST_BT_RESULT_FN) file_dump_json(latest_filename, {'latest_backtest': str(filename.name)}) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 63fe26eaa..144dc5162 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -6,6 +6,7 @@ from arrow import Arrow from pandas import DataFrame, DateOffset, Timestamp, to_datetime from freqtrade.configuration import TimeRange +from freqtrade.constants import LAST_BT_RESULT_FN from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, analyze_trade_parallelism, calculate_market_change, @@ -73,7 +74,7 @@ def test_load_backtest_data_new_format(testdatadir): load_backtest_data(str("filename") + "nofile") with pytest.raises(ValueError, match=r"Unknown dataformat."): - load_backtest_data(testdatadir / '.last_result.json') + load_backtest_data(testdatadir / LAST_BT_RESULT_FN) def test_load_backtest_data_multi(testdatadir): diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index f908677d7..2431fa716 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -1,15 +1,15 @@ -from datetime import datetime +import re from pathlib import Path import pandas as pd -import re import pytest from arrow import Arrow from freqtrade.configuration import TimeRange +from freqtrade.constants import LAST_BT_RESULT_FN from freqtrade.data import history -from freqtrade.edge import PairInfo from freqtrade.data.btanalysis import get_latest_backtest_filename +from freqtrade.edge import PairInfo from freqtrade.optimize.optimize_reports import (generate_backtest_stats, generate_edge_table, generate_pair_metrics, @@ -93,25 +93,25 @@ def test_generate_backtest_stats(default_conf, testdatadir): # Above sample had no loosing trade assert strat_stats['max_drawdown'] == 0.0 - results = {'DefStrat': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC", - "UNITTEST/BTC", "UNITTEST/BTC"], - "profit_percent": [0.003312, 0.010801, -0.013803, 0.002780], - "profit_abs": [0.000003, 0.000011, -0.000014, 0.000003], - "open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime, - Arrow(2017, 11, 14, 21, 36, 00).datetime, - Arrow(2017, 11, 14, 22, 12, 00).datetime, - Arrow(2017, 11, 14, 22, 44, 00).datetime], - "close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime, - Arrow(2017, 11, 14, 22, 10, 00).datetime, - Arrow(2017, 11, 14, 22, 43, 00).datetime, - Arrow(2017, 11, 14, 22, 58, 00).datetime], - "open_rate": [0.002543, 0.003003, 0.003089, 0.003214], - "close_rate": [0.002546, 0.003014, 0.0032903, 0.003217], - "trade_duration": [123, 34, 31, 14], - "open_at_end": [False, False, False, True], - "sell_reason": [SellType.ROI, SellType.STOP_LOSS, - SellType.ROI, SellType.FORCE_SELL] - })} + results = {'DefStrat': pd.DataFrame( + {"pair": ["UNITTEST/BTC", "UNITTEST/BTC", "UNITTEST/BTC", "UNITTEST/BTC"], + "profit_percent": [0.003312, 0.010801, -0.013803, 0.002780], + "profit_abs": [0.000003, 0.000011, -0.000014, 0.000003], + "open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime, + Arrow(2017, 11, 14, 21, 36, 00).datetime, + Arrow(2017, 11, 14, 22, 12, 00).datetime, + Arrow(2017, 11, 14, 22, 44, 00).datetime], + "close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime, + Arrow(2017, 11, 14, 22, 10, 00).datetime, + Arrow(2017, 11, 14, 22, 43, 00).datetime, + Arrow(2017, 11, 14, 22, 58, 00).datetime], + "open_rate": [0.002543, 0.003003, 0.003089, 0.003214], + "close_rate": [0.002546, 0.003014, 0.0032903, 0.003217], + "trade_duration": [123, 34, 31, 14], + "open_at_end": [False, False, False, True], + "sell_reason": [SellType.ROI, SellType.STOP_LOSS, + SellType.ROI, SellType.FORCE_SELL] + })} assert strat_stats['max_drawdown'] == 0.0 assert strat_stats['drawdown_start'] == Arrow.fromtimestamp(0).datetime @@ -122,7 +122,7 @@ def test_generate_backtest_stats(default_conf, testdatadir): # Test storing stats filename = Path(testdatadir / 'btresult.json') - filename_last = Path(testdatadir / '.last_result.json') + filename_last = Path(testdatadir / LAST_BT_RESULT_FN) _backup_file(filename_last, copy_file=True) assert not filename.is_file() From 7c5587aeaafb0948e507d34cac6914a89b09af0e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 09:45:23 +0200 Subject: [PATCH 363/570] exportfilename can be a file or directory --- freqtrade/configuration/configuration.py | 2 +- freqtrade/data/btanalysis.py | 7 +++++-- freqtrade/optimize/optimize_reports.py | 13 +++++++++---- 3 files changed, 15 insertions(+), 7 deletions(-) diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index 139e42084..bbd6ce747 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -199,7 +199,7 @@ class Configuration: config['exportfilename'] = Path(config['exportfilename']) else: config['exportfilename'] = (config['user_data_dir'] - / 'backtest_results/backtest-result.json') + / 'backtest_results') def _process_optimize_options(self, config: Dict[str, Any]) -> None: diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 0ae1809f3..07834d729 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -38,7 +38,8 @@ def get_latest_backtest_filename(directory: Union[Path, str]) -> str: filename = directory / LAST_BT_RESULT_FN if not filename.is_file(): - raise ValueError(f"Directory '{directory}' does not seem to contain backtest statistics yet.") + raise ValueError( + f"Directory '{directory}' does not seem to contain backtest statistics yet.") with filename.open() as file: data = json_load(file) @@ -57,9 +58,11 @@ def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]: """ if isinstance(filename, str): filename = Path(filename) + if filename.is_dir(): + filename = get_latest_backtest_filename(filename) if not filename.is_file(): raise ValueError(f"File {filename} does not exist.") - + logger.info(f"Loading backtest result from {filename}") with filename.open() as file: data = json_load(file) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index d1c45bd94..d0e29d98f 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -16,12 +16,17 @@ logger = logging.getLogger(__name__) def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> None: - filename = Path.joinpath(recordfilename.parent, - f'{recordfilename.stem}-{datetime.now().isoformat()}' - ).with_suffix(recordfilename.suffix) + if recordfilename.is_dir(): + filename = recordfilename / \ + f'backtest-result-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}.json' + else: + filename = Path.joinpath( + recordfilename.parent, + f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}' + ).with_suffix(recordfilename.suffix) file_dump_json(filename, stats) - latest_filename = Path.joinpath(recordfilename.parent, LAST_BT_RESULT_FN) + latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN) file_dump_json(latest_filename, {'latest_backtest': str(filename.name)}) From d999fa2a7e82b3e1fb1c9e0da9b726379f1dc52d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 09:51:49 +0200 Subject: [PATCH 364/570] Test autogetting result filename --- freqtrade/data/btanalysis.py | 2 +- tests/data/test_btanalysis.py | 4 ++++ 2 files changed, 5 insertions(+), 1 deletion(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 07834d729..6931b1685 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -59,7 +59,7 @@ def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]: if isinstance(filename, str): filename = Path(filename) if filename.is_dir(): - filename = get_latest_backtest_filename(filename) + filename = filename / get_latest_backtest_filename(filename) if not filename.is_file(): raise ValueError(f"File {filename} does not exist.") logger.info(f"Loading backtest result from {filename}") diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 144dc5162..5e44b7d87 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -70,6 +70,10 @@ def test_load_backtest_data_new_format(testdatadir): bt_data2 = load_backtest_data(str(filename)) assert bt_data.equals(bt_data2) + # Test loading from folder (must yield same result) + bt_data3 = load_backtest_data(testdatadir) + assert bt_data.equals(bt_data3) + with pytest.raises(ValueError, match=r"File .* does not exist\."): load_backtest_data(str("filename") + "nofile") From 16a842f9f60f1c916d77a243e2f2e169dc0611fc Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 10:17:08 +0200 Subject: [PATCH 365/570] Have plotting support folder-based exportfilename --- freqtrade/plot/plotting.py | 14 +++++++++----- 1 file changed, 9 insertions(+), 5 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index eee338a42..16afaec3b 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -8,7 +8,9 @@ from freqtrade.configuration import TimeRange from freqtrade.data.btanalysis import (calculate_max_drawdown, combine_dataframes_with_mean, create_cum_profit, - extract_trades_of_period, load_trades) + extract_trades_of_period, + get_latest_backtest_filename, + load_trades) from freqtrade.data.converter import trim_dataframe from freqtrade.data.history import load_data from freqtrade.exceptions import OperationalException @@ -51,16 +53,18 @@ def init_plotscript(config): ) no_trades = False + filename = config.get('exportfilename') if config.get('no_trades', False): no_trades = True - elif not config['exportfilename'].is_file() and config['trade_source'] == 'file': - logger.warning("Backtest file is missing skipping trades.") - no_trades = True + elif config['trade_source'] == 'file': + if not filename.is_dir() and not filename.is_file(): + logger.warning("Backtest file is missing skipping trades.") + no_trades = True trades = load_trades( config['trade_source'], db_url=config.get('db_url'), - exportfilename=config.get('exportfilename'), + exportfilename=filename, no_trades=no_trades ) trades = trim_dataframe(trades, timerange, 'open_date') From 619eb183fe2454bce969760129385e142946ec4e Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 3 Jul 2020 06:58:06 +0200 Subject: [PATCH 366/570] Allow strategy for plot-profit to allow loading of multi-backtest files --- docs/plotting.md | 8 +++++++- freqtrade/commands/arguments.py | 2 +- freqtrade/plot/plotting.py | 4 ++-- 3 files changed, 10 insertions(+), 4 deletions(-) diff --git a/docs/plotting.md b/docs/plotting.md index d3a2df1c1..7de5626b2 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -224,7 +224,8 @@ Possible options for the `freqtrade plot-profit` subcommand: ``` usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH] - [-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]] + [-d PATH] [--userdir PATH] [-s NAME] + [--strategy-path PATH] [-p PAIRS [PAIRS ...]] [--timerange TIMERANGE] [--export EXPORT] [--export-filename PATH] [--db-url PATH] [--trade-source {DB,file}] [-i TIMEFRAME] @@ -270,6 +271,11 @@ Common arguments: --userdir PATH, --user-data-dir PATH Path to userdata directory. +Strategy arguments: + -s NAME, --strategy NAME + Specify strategy class name which will be used by the + bot. + --strategy-path PATH Specify additional strategy lookup path. ``` The `-p/--pairs` argument, can be used to limit the pairs that are considered for this calculation. diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 72f2a02f0..6114fc589 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -354,7 +354,7 @@ class Arguments: plot_profit_cmd = subparsers.add_parser( 'plot-profit', help='Generate plot showing profits.', - parents=[_common_parser], + parents=[_common_parser, _strategy_parser], ) plot_profit_cmd.set_defaults(func=start_plot_profit) self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 16afaec3b..b11f093d9 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -9,7 +9,6 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown, combine_dataframes_with_mean, create_cum_profit, extract_trades_of_period, - get_latest_backtest_filename, load_trades) from freqtrade.data.converter import trim_dataframe from freqtrade.data.history import load_data @@ -65,7 +64,8 @@ def init_plotscript(config): config['trade_source'], db_url=config.get('db_url'), exportfilename=filename, - no_trades=no_trades + no_trades=no_trades, + strategy=config.get("strategy"), ) trades = trim_dataframe(trades, timerange, 'open_date') From d56f9655e2b019cf95af75c613257b9049661944 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 3 Jul 2020 07:20:43 +0200 Subject: [PATCH 367/570] Update notebook with new statistics example --- docs/plotting.md | 2 +- docs/strategy_analysis_example.md | 44 +++++++++++++++-- freqtrade/data/btanalysis.py | 2 +- .../templates/strategy_analysis_example.ipynb | 47 +++++++++++++++++-- 4 files changed, 85 insertions(+), 10 deletions(-) diff --git a/docs/plotting.md b/docs/plotting.md index 7de5626b2..09eb6ddb5 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -285,7 +285,7 @@ Examples: Use custom backtest-export file ``` bash -freqtrade plot-profit -p LTC/BTC --export-filename user_data/backtest_results/backtest-result-Strategy005.json +freqtrade plot-profit -p LTC/BTC --export-filename user_data/backtest_results/backtest-result.json ``` Use custom database diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md index 6b4ad567f..8915ebe37 100644 --- a/docs/strategy_analysis_example.md +++ b/docs/strategy_analysis_example.md @@ -18,7 +18,7 @@ config = Configuration.from_files([]) # config = Configuration.from_files(["config.json"]) # Define some constants -config["timeframe"] = "5m" +config["ticker_interval"] = "5m" # Name of the strategy class config["strategy"] = "SampleStrategy" # Location of the data @@ -33,7 +33,7 @@ pair = "BTC_USDT" from freqtrade.data.history import load_pair_history candles = load_pair_history(datadir=data_location, - timeframe=config["timeframe"], + timeframe=config["ticker_interval"], pair=pair) # Confirm success @@ -85,10 +85,44 @@ Analyze a trades dataframe (also used below for plotting) ```python -from freqtrade.data.btanalysis import load_backtest_data +from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats -# Load backtest results -trades = load_backtest_data(config["user_data_dir"] / "backtest_results/backtest-result.json") +# if backtest_dir points to a directory, it'll automatically load the last backtest file. +backtest_dir = config["user_data_dir"] / "backtest_results" +# backtest_dir can also point to a specific file +# backtest_dir = config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json" +``` + + +```python +# You can get the full backtest statistics by using the following command. +# This contains all information used to generate the backtest result. +stats = load_backtest_stats(backtest_dir) + +strategy = 'SampleStrategy' +# All statistics are available per strategy, so if `--strategy-list` was used during backtest, this will be reflected here as well. +# Example usages: +print(stats['strategy'][strategy]['results_per_pair']) +# Get pairlist used for this backtest +print(stats['strategy'][strategy]['pairlist']) +# Get market change (average change of all pairs from start to end of the backtest period) +print(stats['strategy'][strategy]['market_change']) +# Maximum drawdown () +print(stats['strategy'][strategy]['max_drawdown']) +# Maximum drawdown start and end +print(stats['strategy'][strategy]['drawdown_start']) +print(stats['strategy'][strategy]['drawdown_end']) + + +# Get strategy comparison (only relevant if multiple strategies were compared) +print(stats['strategy_comparison']) + +``` + + +```python +# Load backtested trades as dataframe +trades = load_backtest_data(backtest_dir) # Show value-counts per pair trades.groupby("pair")["sell_reason"].value_counts() diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 6931b1685..cf6e18e64 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -72,7 +72,7 @@ def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]: def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = None) -> pd.DataFrame: """ Load backtest data file. - :param filename: pathlib.Path object, or string pointing to the file. + :param filename: pathlib.Path object, or string pointing to a file or directory :param strategy: Strategy to load - mainly relevant for multi-strategy backtests Can also serve as protection to load the correct result. :return: a dataframe with the analysis results diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb index dffa308ce..31a5b536a 100644 --- a/freqtrade/templates/strategy_analysis_example.ipynb +++ b/freqtrade/templates/strategy_analysis_example.ipynb @@ -136,10 +136,51 @@ "metadata": {}, "outputs": [], "source": [ - "from freqtrade.data.btanalysis import load_backtest_data\n", + "from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n", "\n", - "# Load backtest results\n", - "trades = load_backtest_data(config[\"user_data_dir\"] / \"backtest_results/backtest-result.json\")\n", + "# if backtest_dir points to a directory, it'll automatically load the last backtest file.\n", + "backtest_dir = config[\"user_data_dir\"] / \"backtest_results\"\n", + "# backtest_dir can also point to a specific file \n", + "# backtest_dir = config[\"user_data_dir\"] / \"backtest_results/backtest-result-2020-07-01_20-04-22.json\"" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "# You can get the full backtest statistics by using the following command.\n", + "# This contains all information used to generate the backtest result.\n", + "stats = load_backtest_stats(backtest_dir)\n", + "\n", + "strategy = 'SampleStrategy'\n", + "# All statistics are available per strategy, so if `--strategy-list` was used during backtest, this will be reflected here as well.\n", + "# Example usages:\n", + "print(stats['strategy'][strategy]['results_per_pair'])\n", + "# Get pairlist used for this backtest\n", + "print(stats['strategy'][strategy]['pairlist'])\n", + "# Get market change (average change of all pairs from start to end of the backtest period)\n", + "print(stats['strategy'][strategy]['market_change'])\n", + "# Maximum drawdown ()\n", + "print(stats['strategy'][strategy]['max_drawdown'])\n", + "# Maximum drawdown start and end\n", + "print(stats['strategy'][strategy]['drawdown_start'])\n", + "print(stats['strategy'][strategy]['drawdown_end'])\n", + "\n", + "\n", + "# Get strategy comparison (only relevant if multiple strategies were compared)\n", + "print(stats['strategy_comparison'])\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "# Load backtested trades as dataframe\n", + "trades = load_backtest_data(backtest_dir)\n", "\n", "# Show value-counts per pair\n", "trades.groupby(\"pair\")[\"sell_reason\"].value_counts()" From 804c42933d5d1eb58e102dbbcb66e55f801b0bc8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 3 Jul 2020 08:02:27 +0200 Subject: [PATCH 368/570] Document summary-statistics --- docs/backtesting.md | 69 ++++++++++++++++++++++++++++++++++++++++----- 1 file changed, 62 insertions(+), 7 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index ecd48bdc9..52506215d 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -157,17 +157,28 @@ A backtesting result will look like that: | ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 | 0 | 0 | | LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 | 0 | 0 | | TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 | 0 | 0 | +============ SUMMARY METRICS ============= +| Metric | Value | +|------------------+---------------------| +| Total trades | 429 | +| First trade | 2019-01-01 18:30:00 | +| First trade Pair | EOS/USDT | +| Backtesting from | 2019-01-01 00:00:00 | +| Backtesting to | 2019-05-01 00:00:00 | +| Trades per day | 3.575 | +| | | +| Max Drawdown | 50.63% | +| Drawdown Start | 2019-02-15 14:10:00 | +| Drawdown End | 2019-04-11 18:15:00 | +| Market change | -5.88% | +========================================== + ``` +### Backtesting report table + The 1st table contains all trades the bot made, including "left open trades". -The 2nd table contains a recap of sell reasons. -This table can tell you which area needs some additional work (i.e. all `sell_signal` trades are losses, so we should disable the sell-signal or work on improving that). - -The 3rd table contains all trades the bot had to `forcesell` at the end of the backtest period to present a full picture. -This is necessary to simulate realistic behaviour, since the backtest period has to end at some point, while realistically, you could leave the bot running forever. -These trades are also included in the first table, but are extracted separately for clarity. - The last line will give you the overall performance of your strategy, here: @@ -196,6 +207,50 @@ On the other hand, if you set a too high `minimal_roi` like `"0": 0.55` (55%), there is almost no chance that the bot will ever reach this profit. Hence, keep in mind that your performance is an integral mix of all different elements of the strategy, your configuration, and the crypto-currency pairs you have set up. +### Sell reasons table + +The 2nd table contains a recap of sell reasons. +This table can tell you which area needs some additional work (i.e. all `sell_signal` trades are losses, so we should disable the sell-signal or work on improving that). + +### Left open trades table + +The 3rd table contains all trades the bot had to `forcesell` at the end of the backtest period to present a full picture. +This is necessary to simulate realistic behaviour, since the backtest period has to end at some point, while realistically, you could leave the bot running forever. +These trades are also included in the first table, but are extracted separately for clarity. + +### Summary metrics + +The last element of the backtest report is the summary metrics table. +It contains some useful key metrics about your strategy. + +``` +============ SUMMARY METRICS ============= +| Metric | Value | +|------------------+---------------------| +| Total trades | 429 | +| First trade | 2019-01-01 18:30:00 | +| First trade Pair | EOS/USDT | +| Backtesting from | 2019-01-01 00:00:00 | +| Backtesting to | 2019-05-01 00:00:00 | +| Trades per day | 3.575 | +| | | +| Max Drawdown | 50.63% | +| Drawdown Start | 2019-02-15 14:10:00 | +| Drawdown End | 2019-04-11 18:15:00 | +| Market change | -5.88% | +========================================== + +``` + +- `Total trades`: Identical to the total trades of the backtest output table. +- `First trade`: First trade entered. +- `First trade pair`: Which pair was part of the first trade +- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined as `--timerange from-to`) +- `Trades per day`: Total trades / Backtest duration (this will give you information about how many trades to expect from the strategy) +- `Max Drawdown`: Maximum drawown experienced. a value of 50% means that from highest to subsequent lowest point, a 50% drop was experiened). +- `Drawdown Start` / `Drawdown End`: From when to when was this large drawdown (can also be visualized via `plot-dataframe` subcommand) +- `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column. + ### Assumptions made by backtesting Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions: From 42868ad24ac8812ec295867fd5f9728aaad9635a Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 3 Jul 2020 19:30:29 +0200 Subject: [PATCH 369/570] Add best / worst day to statistics --- docs/backtesting.md | 11 +++++++---- freqtrade/optimize/optimize_reports.py | 8 ++++++++ 2 files changed, 15 insertions(+), 4 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 52506215d..6c01e1c62 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -233,6 +233,8 @@ It contains some useful key metrics about your strategy. | Backtesting from | 2019-01-01 00:00:00 | | Backtesting to | 2019-05-01 00:00:00 | | Trades per day | 3.575 | +| Best day | 25.27% | +| Worst day | -30.67% | | | | | Max Drawdown | 50.63% | | Drawdown Start | 2019-02-15 14:10:00 | @@ -244,11 +246,12 @@ It contains some useful key metrics about your strategy. - `Total trades`: Identical to the total trades of the backtest output table. - `First trade`: First trade entered. -- `First trade pair`: Which pair was part of the first trade -- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined as `--timerange from-to`) -- `Trades per day`: Total trades / Backtest duration (this will give you information about how many trades to expect from the strategy) +- `First trade pair`: Which pair was part of the first trade. +- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined as `--timerange from-to`). +- `Trades per day`: Total trades / Backtest duration (this will give you information about how many trades to expect from the strategy). +- `Best day` / `Worst day`: Best and worst day based on daily profit. - `Max Drawdown`: Maximum drawown experienced. a value of 50% means that from highest to subsequent lowest point, a 50% drop was experiened). -- `Drawdown Start` / `Drawdown End`: From when to when was this large drawdown (can also be visualized via `plot-dataframe` subcommand) +- `Drawdown Start` / `Drawdown End`: From when to when was this large drawdown (can also be visualized via `plot-dataframe` subcommand). - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column. ### Assumptions made by backtesting diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index d0e29d98f..4f169c53a 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -239,6 +239,9 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], max_open_trades=max_open_trades, results=results.loc[results['open_at_end']], skip_nan=True) + daily_profit = results.resample('1d', on='close_date')['profit_percent'].sum() + worst = min(daily_profit) + best = max(daily_profit) backtest_days = (max_date - min_date).days strat_stats = { @@ -252,6 +255,9 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], 'backtest_end': max_date.datetime, 'backtest_end_ts': max_date.timestamp, 'backtest_days': backtest_days, + 'backtest_best_day': best, + 'backtest_worst_day': worst, + 'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None, 'market_change': market_change, 'pairlist': list(btdata.keys()), @@ -366,6 +372,8 @@ def text_table_add_metrics(strat_results: Dict) -> str: ('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)), ('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)), ('Trades per day', strat_results['trades_per_day']), + ('Best day', f"{round(strat_results['backtest_best_day'] * 100, 2)}%"), + ('Worst day', f"{round(strat_results['backtest_worst_day'] * 100, 2)}%"), ('', ''), # Empty line to improve readability ('Max Drawdown', f"{round(strat_results['max_drawdown'] * 100, 2)}%"), ('Drawdown Start', strat_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)), From 8e0ff4bd86effd9d44fb0d0fd82c10ce246c6141 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 3 Jul 2020 19:45:45 +0200 Subject: [PATCH 370/570] Add Win / draw / losing days --- freqtrade/optimize/optimize_reports.py | 28 ++++++++++++++++++++------ 1 file changed, 22 insertions(+), 6 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 4f169c53a..33157d50a 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -210,6 +210,23 @@ def generate_edge_table(results: dict) -> str: floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore +def generate_daily_stats(results: DataFrame) -> Dict[str, Any]: + daily_profit = results.resample('1d', on='close_date')['profit_percent'].sum() + worst = min(daily_profit) + best = max(daily_profit) + winning_days = sum(daily_profit > 0) + draw_days = sum(daily_profit == 0) + losing_days = sum(daily_profit < 0) + + return { + 'backtest_best_day': best, + 'backtest_worst_day': worst, + 'winning_days': winning_days, + 'draw_days': draw_days, + 'losing_days': losing_days, + } + + def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], all_results: Dict[str, DataFrame], min_date: Arrow, max_date: Arrow @@ -239,9 +256,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], max_open_trades=max_open_trades, results=results.loc[results['open_at_end']], skip_nan=True) - daily_profit = results.resample('1d', on='close_date')['profit_percent'].sum() - worst = min(daily_profit) - best = max(daily_profit) + daily_stats = generate_daily_stats(results) backtest_days = (max_date - min_date).days strat_stats = { @@ -255,13 +270,12 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], 'backtest_end': max_date.datetime, 'backtest_end_ts': max_date.timestamp, 'backtest_days': backtest_days, - 'backtest_best_day': best, - 'backtest_worst_day': worst, 'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None, 'market_change': market_change, 'pairlist': list(btdata.keys()), - 'stake_amount': config['stake_amount'] + 'stake_amount': config['stake_amount'], + **daily_stats, } result['strategy'][strategy] = strat_stats @@ -374,6 +388,8 @@ def text_table_add_metrics(strat_results: Dict) -> str: ('Trades per day', strat_results['trades_per_day']), ('Best day', f"{round(strat_results['backtest_best_day'] * 100, 2)}%"), ('Worst day', f"{round(strat_results['backtest_worst_day'] * 100, 2)}%"), + ('Days win/draw/lose', f"{strat_results['winning_days']} / " + f"{strat_results['draw_days']} / {strat_results['losing_days']}"), ('', ''), # Empty line to improve readability ('Max Drawdown', f"{round(strat_results['max_drawdown'] * 100, 2)}%"), ('Drawdown Start', strat_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)), From 987188e41f15e5914686c2637f4ddee418af9be8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 3 Jul 2020 19:58:02 +0200 Subject: [PATCH 371/570] Add avgduration for winners and losers --- docs/backtesting.md | 40 ++++++++++++++------------ freqtrade/optimize/optimize_reports.py | 9 ++++++ 2 files changed, 31 insertions(+), 18 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 6c01e1c62..cb20c3e43 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -224,23 +224,26 @@ The last element of the backtest report is the summary metrics table. It contains some useful key metrics about your strategy. ``` -============ SUMMARY METRICS ============= -| Metric | Value | -|------------------+---------------------| -| Total trades | 429 | -| First trade | 2019-01-01 18:30:00 | -| First trade Pair | EOS/USDT | -| Backtesting from | 2019-01-01 00:00:00 | -| Backtesting to | 2019-05-01 00:00:00 | -| Trades per day | 3.575 | -| Best day | 25.27% | -| Worst day | -30.67% | -| | | -| Max Drawdown | 50.63% | -| Drawdown Start | 2019-02-15 14:10:00 | -| Drawdown End | 2019-04-11 18:15:00 | -| Market change | -5.88% | -========================================== +=============== SUMMARY METRICS =============== +| Metric | Value | +|-----------------------+---------------------| + +| Total trades | 429 | +| First trade | 2019-01-01 18:30:00 | +| First trade Pair | EOS/USDT | +| Backtesting from | 2019-01-01 00:00:00 | +| Backtesting to | 2019-05-01 00:00:00 | +| Trades per day | 3.575 | +| Best day | 25.27% | +| Worst day | -30.67% | +| Avg. Duration Winners | 4:23:00 | +| Avg. Duration Loser | 6:55:00 | +| | | +| Max Drawdown | 50.63% | +| Drawdown Start | 2019-02-15 14:10:00 | +| Drawdown End | 2019-04-11 18:15:00 | +| Market change | -5.88% | +=============================================== ``` @@ -250,10 +253,11 @@ It contains some useful key metrics about your strategy. - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined as `--timerange from-to`). - `Trades per day`: Total trades / Backtest duration (this will give you information about how many trades to expect from the strategy). - `Best day` / `Worst day`: Best and worst day based on daily profit. +- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades. - `Max Drawdown`: Maximum drawown experienced. a value of 50% means that from highest to subsequent lowest point, a 50% drop was experiened). - `Drawdown Start` / `Drawdown End`: From when to when was this large drawdown (can also be visualized via `plot-dataframe` subcommand). - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column. - + ### Assumptions made by backtesting Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions: diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 33157d50a..f9b38caf0 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -218,12 +218,19 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]: draw_days = sum(daily_profit == 0) losing_days = sum(daily_profit < 0) + winning_trades = results.loc[results['profit_percent'] > 0] + losing_trades = results.loc[results['profit_percent'] < 0] + return { 'backtest_best_day': best, 'backtest_worst_day': worst, 'winning_days': winning_days, 'draw_days': draw_days, 'losing_days': losing_days, + 'winner_holding_avg': (timedelta(minutes=round(winning_trades['trade_duration'].mean())) + if not winning_trades.empty else '0:00'), + 'loser_holding_avg': (timedelta(minutes=round(losing_trades['trade_duration'].mean())) + if not losing_trades.empty else '0:00'), } @@ -390,6 +397,8 @@ def text_table_add_metrics(strat_results: Dict) -> str: ('Worst day', f"{round(strat_results['backtest_worst_day'] * 100, 2)}%"), ('Days win/draw/lose', f"{strat_results['winning_days']} / " f"{strat_results['draw_days']} / {strat_results['losing_days']}"), + ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"), + ('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"), ('', ''), # Empty line to improve readability ('Max Drawdown', f"{round(strat_results['max_drawdown'] * 100, 2)}%"), ('Drawdown Start', strat_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)), From 523437d9707e941c8ddd2e7a5585c97199300c80 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 3 Jul 2020 20:03:33 +0200 Subject: [PATCH 372/570] Add tst for daily stats --- tests/optimize/test_optimize_reports.py | 20 +++++++++++++++++++- 1 file changed, 19 insertions(+), 1 deletion(-) diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 2431fa716..6c1009e22 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -1,4 +1,5 @@ import re +from datetime import timedelta from pathlib import Path import pandas as pd @@ -8,9 +9,11 @@ from arrow import Arrow from freqtrade.configuration import TimeRange from freqtrade.constants import LAST_BT_RESULT_FN from freqtrade.data import history -from freqtrade.data.btanalysis import get_latest_backtest_filename +from freqtrade.data.btanalysis import (get_latest_backtest_filename, + load_backtest_data) from freqtrade.edge import PairInfo from freqtrade.optimize.optimize_reports import (generate_backtest_stats, + generate_daily_stats, generate_edge_table, generate_pair_metrics, generate_sell_reason_stats, @@ -170,6 +173,21 @@ def test_generate_pair_metrics(default_conf, mocker): pytest.approx(pair_results[-1]['profit_sum_pct']) == pair_results[-1]['profit_sum'] * 100) +def test_generate_daily_stats(testdatadir): + + filename = testdatadir / "backtest-result_new.json" + bt_data = load_backtest_data(filename) + res = generate_daily_stats(bt_data) + assert isinstance(res, dict) + assert round(res['backtest_best_day'], 4) == 0.1796 + assert round(res['backtest_worst_day'], 4) == -0.1468 + assert res['winning_days'] == 14 + assert res['draw_days'] == 4 + assert res['losing_days'] == 3 + assert res['winner_holding_avg'] == timedelta(seconds=1440) + assert res['loser_holding_avg'] == timedelta(days=1, seconds=21420) + + def test_text_table_sell_reason(default_conf): results = pd.DataFrame( From 0d15a87af8de45799677a221c7311390b7dbb7b3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 3 Jul 2020 20:15:20 +0200 Subject: [PATCH 373/570] Remove old store_backtest method --- freqtrade/optimize/backtesting.py | 2 - freqtrade/optimize/optimize_reports.py | 20 ------- tests/optimize/test_backtesting.py | 1 + tests/optimize/test_optimize_reports.py | 74 ------------------------- 4 files changed, 1 insertion(+), 96 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 18881f9db..3cd4f4fa2 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -21,7 +21,6 @@ from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results, - store_backtest_result, store_backtest_stats) from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.persistence import Trade @@ -421,7 +420,6 @@ class Backtesting: stats = generate_backtest_stats(self.config, data, all_results, min_date=min_date, max_date=max_date) if self.config.get('export', False): - store_backtest_result(self.config['exportfilename'], all_results) store_backtest_stats(self.config['exportfilename'], stats) # Show backtest results diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index f9b38caf0..67c8e3077 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -30,26 +30,6 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N file_dump_json(latest_filename, {'latest_backtest': str(filename.name)}) -def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame]) -> None: - """ - Stores backtest results to file (one file per strategy) - :param recordfilename: Destination filename - :param all_results: Dict of Dataframes, one results dataframe per strategy - """ - for strategy, results in all_results.items(): - records = backtest_result_to_list(results) - - if records: - filename = recordfilename - if len(all_results) > 1: - # Inject strategy to filename - filename = Path.joinpath( - recordfilename.parent, - f'{recordfilename.stem}-{strategy}').with_suffix(recordfilename.suffix) - logger.info(f'Dumping backtest results to {filename}') - file_dump_json(filename, records) - - def backtest_result_to_list(results: DataFrame) -> List[List]: """ Converts a list of Backtest-results to list diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 2c855fbc0..04417848f 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -703,6 +703,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): generate_pair_metrics=MagicMock(), generate_sell_reason_stats=sell_reason_mock, generate_strategy_metrics=strat_summary, + generate_daily_stats=MagicMock(), ) patched_configuration_load_config_file(mocker, default_conf) diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 6c1009e22..2fab4578c 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -18,13 +18,11 @@ from freqtrade.optimize.optimize_reports import (generate_backtest_stats, generate_pair_metrics, generate_sell_reason_stats, generate_strategy_metrics, - store_backtest_result, store_backtest_stats, text_table_bt_results, text_table_sell_reason, text_table_strategy) from freqtrade.strategy.interface import SellType -from tests.conftest import patch_exchange from tests.data.test_history import _backup_file, _clean_test_file @@ -308,75 +306,3 @@ def test_generate_edge_table(edge_conf, mocker): assert generate_edge_table(results).count('| ETH/BTC |') == 1 assert generate_edge_table(results).count( '| Risk Reward Ratio | Required Risk Reward | Expectancy |') == 1 - - -def test_backtest_record(default_conf, fee, mocker): - names = [] - records = [] - patch_exchange(mocker) - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch( - 'freqtrade.optimize.optimize_reports.file_dump_json', - new=lambda n, r: (names.append(n), records.append(r)) - ) - - results = {'DefStrat': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC", - "UNITTEST/BTC", "UNITTEST/BTC"], - "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780], - "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003], - "open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime, - Arrow(2017, 11, 14, 21, 36, 00).datetime, - Arrow(2017, 11, 14, 22, 12, 00).datetime, - Arrow(2017, 11, 14, 22, 44, 00).datetime], - "close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime, - Arrow(2017, 11, 14, 22, 10, 00).datetime, - Arrow(2017, 11, 14, 22, 43, 00).datetime, - Arrow(2017, 11, 14, 22, 58, 00).datetime], - "open_rate": [0.002543, 0.003003, 0.003089, 0.003214], - "close_rate": [0.002546, 0.003014, 0.003103, 0.003217], - "trade_duration": [123, 34, 31, 14], - "open_at_end": [False, False, False, True], - "sell_reason": [SellType.ROI, SellType.STOP_LOSS, - SellType.ROI, SellType.FORCE_SELL] - })} - store_backtest_result(Path("backtest-result.json"), results) - # Assert file_dump_json was only called once - assert names == [Path('backtest-result.json')] - records = records[0] - # Ensure records are of correct type - assert len(records) == 4 - - # reset test to test with strategy name - names = [] - records = [] - results['Strat'] = results['DefStrat'] - results['Strat2'] = results['DefStrat'] - store_backtest_result(Path("backtest-result.json"), results) - assert names == [ - Path('backtest-result-DefStrat.json'), - Path('backtest-result-Strat.json'), - Path('backtest-result-Strat2.json'), - ] - records = records[0] - # Ensure records are of correct type - assert len(records) == 4 - - # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117) - # Below follows just a typecheck of the schema/type of trade-records - oix = None - for (pair, profit, date_buy, date_sell, buy_index, dur, - openr, closer, open_at_end, sell_reason) in records: - assert pair == 'UNITTEST/BTC' - assert isinstance(profit, float) - # FIX: buy/sell should be converted to ints - assert isinstance(date_buy, float) - assert isinstance(date_sell, float) - assert isinstance(openr, float) - assert isinstance(closer, float) - assert isinstance(open_at_end, bool) - assert isinstance(sell_reason, str) - isinstance(buy_index, pd._libs.tslib.Timestamp) - if oix: - assert buy_index > oix - oix = buy_index - assert dur > 0 From ea5e47657a9bf4d3969db4a762ea73d283d3abc3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 3 Jul 2020 20:26:55 +0200 Subject: [PATCH 374/570] Remove ticker_interval from jupyter notebook --- docs/strategy_analysis_example.md | 4 ++-- freqtrade/templates/strategy_analysis_example.ipynb | 4 ++-- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md index 8915ebe37..90e39fd76 100644 --- a/docs/strategy_analysis_example.md +++ b/docs/strategy_analysis_example.md @@ -18,7 +18,7 @@ config = Configuration.from_files([]) # config = Configuration.from_files(["config.json"]) # Define some constants -config["ticker_interval"] = "5m" +config["timeframe"] = "5m" # Name of the strategy class config["strategy"] = "SampleStrategy" # Location of the data @@ -33,7 +33,7 @@ pair = "BTC_USDT" from freqtrade.data.history import load_pair_history candles = load_pair_history(datadir=data_location, - timeframe=config["ticker_interval"], + timeframe=config["timeframe"], pair=pair) # Confirm success diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb index 31a5b536a..c6e64c74e 100644 --- a/freqtrade/templates/strategy_analysis_example.ipynb +++ b/freqtrade/templates/strategy_analysis_example.ipynb @@ -34,7 +34,7 @@ "# config = Configuration.from_files([\"config.json\"])\n", "\n", "# Define some constants\n", - "config[\"ticker_interval\"] = \"5m\"\n", + "config[\"timeframe\"] = \"5m\"\n", "# Name of the strategy class\n", "config[\"strategy\"] = \"SampleStrategy\"\n", "# Location of the data\n", @@ -53,7 +53,7 @@ "from freqtrade.data.history import load_pair_history\n", "\n", "candles = load_pair_history(datadir=data_location,\n", - " timeframe=config[\"ticker_interval\"],\n", + " timeframe=config[\"timeframe\"],\n", " pair=pair)\n", "\n", "# Confirm success\n", From 1fc4451d2f59e7631131c9409a101c3c6abf63e1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 3 Jul 2020 20:32:04 +0200 Subject: [PATCH 375/570] Avoid \ linebreak --- freqtrade/optimize/optimize_reports.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 67c8e3077..63fbfb48c 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -17,8 +17,8 @@ logger = logging.getLogger(__name__) def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> None: if recordfilename.is_dir(): - filename = recordfilename / \ - f'backtest-result-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}.json' + filename = (recordfilename / + f'backtest-result-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}.json') else: filename = Path.joinpath( recordfilename.parent, From c4a9a79be08fdc26865ac23b53879b81076f3c3f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 4 Jul 2020 09:43:49 +0200 Subject: [PATCH 376/570] Apply suggested documentation changes from code review Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/bot-basics.md | 4 ++-- docs/strategy-advanced.md | 12 ++++++------ docs/strategy-customization.md | 4 ++-- freqtrade/strategy/interface.py | 2 +- 4 files changed, 11 insertions(+), 11 deletions(-) diff --git a/docs/bot-basics.md b/docs/bot-basics.md index 728dcf46e..44f493456 100644 --- a/docs/bot-basics.md +++ b/docs/bot-basics.md @@ -1,10 +1,10 @@ # Freqtrade basics -This page will try to teach you some basic concepts on how freqtrade works and operates. +This page provides you some basic concepts on how Freqtrade works and operates. ## Freqtrade terminology -* Trade: Open position +* Trade: Open position. * Open Order: Order which is currently placed on the exchange, and is not yet complete. * Pair: Tradable pair, usually in the format of Quote/Base (e.g. XRP/USDT). * Timeframe: Candle length to use (e.g. `"5m"`, `"1h"`, ...). diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index c576cb46e..a5977e5dc 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -3,7 +3,7 @@ This page explains some advanced concepts available for strategies. If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation and with the [Freqtrade basics](bot-basics.md) first. -[Freqtrade basics](bot-basics.md) describes in which sequence each method defined below is called, which can be helpful to understand which method to use. +[Freqtrade basics](bot-basics.md) describes in which sequence each method described below is called, which can be helpful to understand which method to use for your custom needs. !!! Note All callback methods described below should only be implemented in a strategy if they are also actively used. @@ -97,8 +97,8 @@ class Awesomestrategy(IStrategy): ## Bot loop start callback -A simple callback which is called at the start of every bot iteration. -This can be used to perform calculations which are pair independent. +A simple callback which is called once at the start of every bot throttling iteration. +This can be used to perform calculations which are pair independent (apply to all pairs), loading of external data, etc. ``` python import requests @@ -111,7 +111,7 @@ class Awesomestrategy(IStrategy): """ Called at the start of the bot iteration (one loop). Might be used to perform pair-independent tasks - (e.g. gather some remote ressource for comparison) + (e.g. gather some remote resource for comparison) :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. """ if self.config['runmode'].value in ('live', 'dry_run'): @@ -125,7 +125,7 @@ class Awesomestrategy(IStrategy): ### Trade entry (buy order) confirmation -`confirm_trade_entry()` an be used to abort a trade entry at the latest second (maybe because the price is not what we expect). +`confirm_trade_entry()` can be used to abort a trade entry at the latest second (maybe because the price is not what we expect). ``` python class Awesomestrategy(IStrategy): @@ -158,7 +158,7 @@ class Awesomestrategy(IStrategy): ### Trade exit (sell order) confirmation -`confirm_trade_exit()` an be used to abort a trade exit (sell) at the latest second (maybe because the price is not what we expect). +`confirm_trade_exit()` can be used to abort a trade exit (sell) at the latest second (maybe because the price is not what we expect). ``` python from freqtrade.persistence import Trade diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 0a1049f3b..50fec79dc 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -1,8 +1,8 @@ # Strategy Customization -This page explains how to customize your strategies, and add new indicators. +This page explains how to customize your strategies, add new indicators and set up trading rules. -Please familiarize yourself with [Freqtrade basics](bot-basics.md) first. +Please familiarize yourself with [Freqtrade basics](bot-basics.md) first, which provides overall info on how the bot operates. ## Install a custom strategy file diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index f8e59ac7b..f3c5e154d 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -194,7 +194,7 @@ class IStrategy(ABC): """ Called at the start of the bot iteration (one loop). Might be used to perform pair-independent tasks - (e.g. gather some remote ressource for comparison) + (e.g. gather some remote resource for comparison) :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. """ pass From 75318525a96b018fe138aaaf3a51773a6b437e88 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 4 Jul 2020 16:41:19 +0200 Subject: [PATCH 377/570] Update docs/strategy-advanced.md Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/strategy-advanced.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index a5977e5dc..e4bab303e 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -6,7 +6,7 @@ If you're just getting started, please be familiar with the methods described in [Freqtrade basics](bot-basics.md) describes in which sequence each method described below is called, which can be helpful to understand which method to use for your custom needs. !!! Note - All callback methods described below should only be implemented in a strategy if they are also actively used. + All callback methods described below should only be implemented in a strategy if they are actually used. ## Custom order timeout rules From f63045b0e982940615dbe48d176d2fb9397837f0 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Jul 2020 09:11:49 +0000 Subject: [PATCH 378/570] Bump ccxt from 1.30.48 to 1.30.64 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.30.48 to 1.30.64. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.30.48...1.30.64) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 2948b8f35..2f225c93c 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.30.48 +ccxt==1.30.64 SQLAlchemy==1.3.18 python-telegram-bot==12.8 arrow==0.15.7 From 4c8bee1e5d23c947ae2e3a26157a0a7373249826 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Jul 2020 09:12:15 +0000 Subject: [PATCH 379/570] Bump mkdocs-material from 5.3.3 to 5.4.0 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.3.3 to 5.4.0. - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.3.3...5.4.0) Signed-off-by: dependabot-preview[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index a0505c84b..3a236ee87 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,2 +1,2 @@ -mkdocs-material==5.3.3 +mkdocs-material==5.4.0 mdx_truly_sane_lists==1.2 From 93dd70c77ddc717219b5d9cb9007f28d04469bfd Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Jul 2020 09:13:05 +0000 Subject: [PATCH 380/570] Bump joblib from 0.15.1 to 0.16.0 Bumps [joblib](https://github.com/joblib/joblib) from 0.15.1 to 0.16.0. - [Release notes](https://github.com/joblib/joblib/releases) - [Changelog](https://github.com/joblib/joblib/blob/master/CHANGES.rst) - [Commits](https://github.com/joblib/joblib/compare/0.15.1...0.16.0) Signed-off-by: dependabot-preview[bot] --- requirements-hyperopt.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index 2784bc156..da34e54b2 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -6,5 +6,5 @@ scipy==1.5.0 scikit-learn==0.23.1 scikit-optimize==0.7.4 filelock==3.0.12 -joblib==0.15.1 +joblib==0.16.0 progressbar2==3.51.4 From deb34d287990c5959afc34b04c270751f8336a21 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 6 Jul 2020 19:58:28 +0000 Subject: [PATCH 381/570] Bump scipy from 1.5.0 to 1.5.1 Bumps [scipy](https://github.com/scipy/scipy) from 1.5.0 to 1.5.1. - [Release notes](https://github.com/scipy/scipy/releases) - [Commits](https://github.com/scipy/scipy/compare/v1.5.0...v1.5.1) Signed-off-by: dependabot-preview[bot] --- requirements-hyperopt.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index da34e54b2..4773d9877 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -2,7 +2,7 @@ -r requirements.txt # Required for hyperopt -scipy==1.5.0 +scipy==1.5.1 scikit-learn==0.23.1 scikit-optimize==0.7.4 filelock==3.0.12 From 2e45859aef515efa5136054835f876fcb4e614f3 Mon Sep 17 00:00:00 2001 From: gambcl Date: Wed, 8 Jul 2020 18:06:30 +0100 Subject: [PATCH 382/570] Added range checks to min_days_listed in AgeFilter --- freqtrade/exchange/exchange.py | 5 +++++ freqtrade/pairlist/AgeFilter.py | 10 ++++++++++ tests/pairlist/test_pairlist.py | 32 ++++++++++++++++++++++++++++++++ 3 files changed, 47 insertions(+) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index a3a548176..8aab225c6 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -187,6 +187,11 @@ class Exchange: def timeframes(self) -> List[str]: return list((self._api.timeframes or {}).keys()) + @property + def ohlcv_candle_limit(self) -> int: + """exchange ohlcv candle limit""" + return int(self._ohlcv_candle_limit) + @property def markets(self) -> Dict: """exchange ccxt markets""" diff --git a/freqtrade/pairlist/AgeFilter.py b/freqtrade/pairlist/AgeFilter.py index b489a59bc..101f19cbe 100644 --- a/freqtrade/pairlist/AgeFilter.py +++ b/freqtrade/pairlist/AgeFilter.py @@ -23,6 +23,16 @@ class AgeFilter(IPairList): super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) self._min_days_listed = pairlistconfig.get('min_days_listed', 10) + + if self._min_days_listed < 1: + self.log_on_refresh(logger.info, "min_days_listed must be >= 1, " + "ignoring filter") + if self._min_days_listed > exchange.ohlcv_candle_limit: + self._min_days_listed = min(self._min_days_listed, exchange.ohlcv_candle_limit) + self.log_on_refresh(logger.info, "min_days_listed exceeds " + "exchange max request size " + f"({exchange.ohlcv_candle_limit}), using " + f"min_days_listed={self._min_days_listed}") self._enabled = self._min_days_listed >= 1 @property diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index a2644fe8c..6b96501c9 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -524,6 +524,38 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers): assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf +def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers, caplog) -> None: + default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, + {'method': 'AgeFilter', 'min_days_listed': -1}] + + mocker.patch.multiple('freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=markets), + exchange_has=MagicMock(return_value=True), + get_tickers=tickers + ) + + get_patched_freqtradebot(mocker, default_conf) + + assert log_has_re(r'min_days_listed must be >= 1, ' + r'ignoring filter', caplog) + + +def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog) -> None: + default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, + {'method': 'AgeFilter', 'min_days_listed': 99999}] + + mocker.patch.multiple('freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=markets), + exchange_has=MagicMock(return_value=True), + get_tickers=tickers + ) + + get_patched_freqtradebot(mocker, default_conf) + + assert log_has_re(r'^min_days_listed exceeds ' + r'exchange max request size', caplog) + + def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list): mocker.patch.multiple('freqtrade.exchange.Exchange', From 091285ba43a9b17fd47b434e67f388dbf63f90cd Mon Sep 17 00:00:00 2001 From: gambcl Date: Wed, 8 Jul 2020 18:32:14 +0100 Subject: [PATCH 383/570] Fix flake8 error in test_pairlist.py --- tests/pairlist/test_pairlist.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 6b96501c9..f95f001c9 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -524,7 +524,7 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers): assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf -def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers, caplog) -> None: +def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers, caplog): default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, {'method': 'AgeFilter', 'min_days_listed': -1}] @@ -540,7 +540,7 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick r'ignoring filter', caplog) -def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog) -> None: +def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog): default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, {'method': 'AgeFilter', 'min_days_listed': 99999}] From 14eab9be04569a16fea2a56ccb636fb0d205a267 Mon Sep 17 00:00:00 2001 From: gambcl Date: Wed, 8 Jul 2020 22:02:04 +0100 Subject: [PATCH 384/570] Added min_price, max_price to PriceFilter --- config_full.json.example | 2 +- docs/configuration.md | 15 ++++++++-- freqtrade/pairlist/PriceFilter.py | 49 ++++++++++++++++++++++++++----- tests/pairlist/test_pairlist.py | 17 ++++++++--- 4 files changed, 67 insertions(+), 16 deletions(-) diff --git a/config_full.json.example b/config_full.json.example index e1be01690..d5bfd3fe1 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -66,7 +66,7 @@ }, {"method": "AgeFilter", "min_days_listed": 10}, {"method": "PrecisionFilter"}, - {"method": "PriceFilter", "low_price_ratio": 0.01}, + {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010}, {"method": "SpreadFilter", "max_spread_ratio": 0.005} ], "exchange": { diff --git a/docs/configuration.md b/docs/configuration.md index e7a79361a..74bacacc0 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -662,16 +662,25 @@ Filters low-value coins which would not allow setting stoplosses. #### PriceFilter -The `PriceFilter` allows filtering of pairs by price. +The `PriceFilter` allows filtering of pairs by price. Currently the following price filters are supported: +* `min_price` +* `max_price` +* `low_price_ratio` -Currently, only `low_price_ratio` setting is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio. +The `min_price` setting removes pairs where the price is below the specified price. This is useful if you wish to avoid trading very low-priced pairs. +This option is disabled by default, and will only apply if set to <> 0. + +The `max_price` setting removes pairs where the price is above the specified price. This is useful if you wish to trade only low-priced pairs. +This option is disabled by default, and will only apply if set to <> 0. + +The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio. This option is disabled by default, and will only apply if set to <> 0. Calculation example: Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value. -These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. Here is what the PriceFilters takes over. +These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. #### ShuffleFilter diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index 29dd88a76..1afc60999 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -18,7 +18,11 @@ class PriceFilter(IPairList): super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0) - self._enabled = self._low_price_ratio != 0 + self._min_price = pairlistconfig.get('min_price', 0) + self._max_price = pairlistconfig.get('max_price', 0) + self._enabled = (self._low_price_ratio != 0) or \ + (self._min_price != 0) or \ + (self._max_price != 0) @property def needstickers(self) -> bool: @@ -33,7 +37,18 @@ class PriceFilter(IPairList): """ Short whitelist method description - used for startup-messages """ - return f"{self.name} - Filtering pairs priced below {self._low_price_ratio * 100}%." + active_price_filters = [] + if self._low_price_ratio != 0: + active_price_filters.append(f"below {self._low_price_ratio * 100}%") + if self._min_price != 0: + active_price_filters.append(f"below {self._min_price:.8f}") + if self._max_price != 0: + active_price_filters.append(f"above {self._max_price:.8f}") + + if len(active_price_filters): + return f"{self.name} - Filtering pairs priced {' or '.join(active_price_filters)}." + + return f"{self.name} - No price filters configured." def _validate_pair(self, ticker) -> bool: """ @@ -46,10 +61,28 @@ class PriceFilter(IPairList): f"Removed {ticker['symbol']} from whitelist, because " "ticker['last'] is empty (Usually no trade in the last 24h).") return False - compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last']) - changeperc = compare / ticker['last'] - if changeperc > self._low_price_ratio: - self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, " - f"because 1 unit is {changeperc * 100:.3f}%") - return False + + # Perform low_price_ratio check. + if self._low_price_ratio != 0: + compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last']) + changeperc = compare / ticker['last'] + if changeperc > self._low_price_ratio: + self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, " + f"because 1 unit is {changeperc * 100:.3f}%") + return False + + # Perform min_price check. + if self._min_price != 0: + if ticker['last'] < self._min_price: + self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, " + f"because last price < {self._min_price:.8f}") + return False + + # Perform max_price check. + if self._max_price != 0: + if ticker['last'] > self._max_price: + self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, " + f"because last price > {self._max_price:.8f}") + return False + return True diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index f95f001c9..09cbe9d5f 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -275,11 +275,16 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "PriceFilter", "low_price_ratio": 0.03}], "USDT", ['ETH/USDT', 'NANO/USDT']), - # Hot is removed by precision_filter, Fuel by low_price_filter. + # Hot is removed by precision_filter, Fuel by low_price_ratio, Ripple by min_price. ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"}, {"method": "PrecisionFilter"}, - {"method": "PriceFilter", "low_price_ratio": 0.02}], - "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']), + {"method": "PriceFilter", "low_price_ratio": 0.02, "min_price": 0.01}], + "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']), + # Hot is removed by precision_filter, Fuel by low_price_ratio, Ethereum by max_price. + ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"}, + {"method": "PrecisionFilter"}, + {"method": "PriceFilter", "low_price_ratio": 0.02, "max_price": 0.05}], + "BTC", ['TKN/BTC', 'LTC/BTC', 'XRP/BTC']), # HOT and XRP are removed because below 1250 quoteVolume ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", "min_value": 1250}], @@ -319,7 +324,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): "BTC", 'filter_at_the_beginning'), # OperationalException expected # PriceFilter after StaticPairList ([{"method": "StaticPairList"}, - {"method": "PriceFilter", "low_price_ratio": 0.02}], + {"method": "PriceFilter", "low_price_ratio": 0.02, "min_price": 0.000001, "max_price": 0.1}], "BTC", ['ETH/BTC', 'TKN/BTC']), # PriceFilter only ([{"method": "PriceFilter", "low_price_ratio": 0.02}], @@ -396,6 +401,10 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t r'would be <= stop limit.*', caplog) if pairlist['method'] == 'PriceFilter' and whitelist_result: assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or + log_has_re(r'^Removed .* from whitelist, ' + r'because last price < .*%$', caplog) or + log_has_re(r'^Removed .* from whitelist, ' + r'because last price > .*%$', caplog) or log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] " r"is empty.*", caplog)) if pairlist['method'] == 'VolumePairList': From 40bdc93653bc97666145f914e5dcc2ea49b49c8a Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 10 Jul 2020 20:21:33 +0200 Subject: [PATCH 385/570] Add test for short_desc of priceFilter --- freqtrade/pairlist/PriceFilter.py | 6 +++--- tests/pairlist/test_pairlist.py | 30 ++++++++++++++++++++++++++++++ 2 files changed, 33 insertions(+), 3 deletions(-) diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index 1afc60999..5ee1df078 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -20,9 +20,9 @@ class PriceFilter(IPairList): self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0) self._min_price = pairlistconfig.get('min_price', 0) self._max_price = pairlistconfig.get('max_price', 0) - self._enabled = (self._low_price_ratio != 0) or \ - (self._min_price != 0) or \ - (self._max_price != 0) + self._enabled = ((self._low_price_ratio != 0) or + (self._min_price != 0) or + (self._max_price != 0)) @property def needstickers(self) -> bool: diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 09cbe9d5f..cf54a09ae 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -588,6 +588,36 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_his assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count +@pytest.mark.parametrize("pairlistconfig,expected", [ + ({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010, + "max_price": 1.0}, "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below " + "0.1% or below 0.00000010 or above 1.00000000.'}]" + ), + ({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010}, + "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or below 0.00000010.'}]" + ), + ({"method": "PriceFilter", "low_price_ratio": 0.001, "max_price": 1.00010000}, + "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or above 1.00010000.'}]" + ), + ({"method": "PriceFilter", "min_price": 0.00002000}, + "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.00002000.'}]" + ), + ({"method": "PriceFilter"}, + "[{'PriceFilter': 'PriceFilter - No price filters configured.'}]" + ), +]) +def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig, expected): + mocker.patch.multiple('freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=markets), + exchange_has=MagicMock(return_value=True) + ) + whitelist_conf['pairlists'] = [pairlistconfig] + + freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) + short_desc = str(freqtrade.pairlists.short_desc()) + assert short_desc == expected + + def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog): mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) From 588043af86d86cce4b90f65e34a8f49e98767db8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 Jul 2020 07:29:11 +0200 Subject: [PATCH 386/570] Fix documentation brackets, add delete trade hints --- docs/sql_cheatsheet.md | 31 +++++++++++++++++++++++-------- 1 file changed, 23 insertions(+), 8 deletions(-) diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index 1d396b8ce..3d34d6fe2 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -100,8 +100,8 @@ UPDATE trades SET is_open=0, close_date=, close_rate=, - close_profit=close_rate/open_rate-1, - close_profit_abs = (amount * * (1 - fee_close) - (amount * open_rate * 1 - fee_open)), + close_profit = close_rate / open_rate - 1, + close_profit_abs = (amount * * (1 - fee_close) - (amount * (open_rate * 1 - fee_open))), sell_reason= WHERE id=; ``` @@ -111,24 +111,39 @@ WHERE id=; ```sql UPDATE trades SET is_open=0, - close_date='2017-12-20 03:08:45.103418', + close_date='2020-06-20 03:08:45.103418', close_rate=0.19638016, close_profit=0.0496, - close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * 1 - fee_open)) + close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * (1 - fee_open))) sell_reason='force_sell' WHERE id=31; ``` -## Insert manually a new trade +## Manually insert a new trade ```sql INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date) -VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, , , , '') +VALUES ('binance', 'ETH/BTC', 1, 0.0025, 0.0025, , , , '') ``` -##### Example: +### Insert trade example ```sql INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date) -VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000') +VALUES ('binance', 'ETH/BTC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2020-06-28 12:44:24.000000') ``` + +## Remove trade from the database + +Maybe you'd like to remove a trade from the database, because something went wrong. + +```sql +DELETE FROM trades WHERE id = ; +``` + +```sql +DELETE FROM trades WHERE id = 31; +``` + +!!! Warning + This will remove this trade from the database. Please make sure you got the correct id and **NEVER** run this query without the where clause. From ecbca3fab023f7e82661fdd4eb10bb71c2a9e036 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 11 Jul 2020 07:29:34 +0200 Subject: [PATCH 387/570] Add sqlite3 to dockerfile --- Dockerfile | 2 +- Dockerfile.armhf | 2 +- docs/sql_cheatsheet.md | 9 +++++++++ 3 files changed, 11 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index b6333fb13..29808b383 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,7 +1,7 @@ FROM python:3.8.3-slim-buster RUN apt-get update \ - && apt-get -y install curl build-essential libssl-dev \ + && apt-get -y install curl build-essential libssl-dev sqlite3 \ && apt-get clean \ && pip install --upgrade pip diff --git a/Dockerfile.armhf b/Dockerfile.armhf index d6e2aa3a1..45ed2dac9 100644 --- a/Dockerfile.armhf +++ b/Dockerfile.armhf @@ -1,7 +1,7 @@ FROM --platform=linux/arm/v7 python:3.7.7-slim-buster RUN apt-get update \ - && apt-get -y install curl build-essential libssl-dev libatlas3-base libgfortran5 \ + && apt-get -y install curl build-essential libssl-dev libatlas3-base libgfortran5 sqlite3 \ && apt-get clean \ && pip install --upgrade pip \ && echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index 3d34d6fe2..56f76b5b7 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -13,6 +13,15 @@ Feel free to use a visual Database editor like SqliteBrowser if you feel more co sudo apt-get install sqlite3 ``` +### Using sqlite3 via docker-compose + +The freqtrade docker image does contain sqlite3, so you can edit the database without having to install anything on the host system. + +``` bash +docker-compose exec freqtrade /bin/bash +sqlite3 .sqlite +``` + ## Open the DB ```bash From f0a1a1720f861ba534be18d144b3ed08751975aa Mon Sep 17 00:00:00 2001 From: HumanBot Date: Sat, 11 Jul 2020 15:21:54 -0400 Subject: [PATCH 388/570] removed duplicate removed duplicate word using using --- docs/configuration.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/configuration.md b/docs/configuration.md index e7a79361a..09a1e76fe 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -275,7 +275,7 @@ the static list of pairs) if we should buy. The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds. This allows to buy using limit orders, sell using -limit-orders, and create stoplosses using using market orders. It also allows to set the +limit-orders, and create stoplosses using market orders. It also allows to set the stoploss "on exchange" which means stoploss order would be placed immediately once the buy order is fulfilled. If `stoploss_on_exchange` and `trailing_stop` are both set, then the bot will use `stoploss_on_exchange_interval` to check and update the stoploss on exchange periodically. From 422825ea1b57494716697e550884fd00b8bac80f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 12 Jul 2020 09:50:53 +0200 Subject: [PATCH 389/570] Add ohlcv_get_available_data to find available data --- freqtrade/data/history/idatahandler.py | 9 +++++++++ freqtrade/data/history/jsondatahandler.py | 14 +++++++++++++- 2 files changed, 22 insertions(+), 1 deletion(-) diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index d5d7c16db..e255710cb 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -13,6 +13,7 @@ from typing import List, Optional, Type from pandas import DataFrame from freqtrade.configuration import TimeRange +from freqtrade.constants import ListPairsWithTimeframes from freqtrade.data.converter import (clean_ohlcv_dataframe, trades_remove_duplicates, trim_dataframe) from freqtrade.exchange import timeframe_to_seconds @@ -28,6 +29,14 @@ class IDataHandler(ABC): def __init__(self, datadir: Path) -> None: self._datadir = datadir + @abstractclassmethod + def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes: + """ + Returns a list of all pairs with ohlcv data available in this datadir + :param datadir: Directory to search for ohlcv files + :return: List of Pair + """ + @abstractclassmethod def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]: """ diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py index 01320f129..79a848d07 100644 --- a/freqtrade/data/history/jsondatahandler.py +++ b/freqtrade/data/history/jsondatahandler.py @@ -8,7 +8,8 @@ from pandas import DataFrame, read_json, to_datetime from freqtrade import misc from freqtrade.configuration import TimeRange -from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS +from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, + ListPairsWithTimeframes) from freqtrade.data.converter import trades_dict_to_list from .idatahandler import IDataHandler, TradeList @@ -21,6 +22,17 @@ class JsonDataHandler(IDataHandler): _use_zip = False _columns = DEFAULT_DATAFRAME_COLUMNS + @classmethod + def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes: + """ + Returns a list of all pairs with ohlcv data available in this datadir + :param datadir: Directory to search for ohlcv files + :return: List of Pair + """ + _tmp = [re.search(r'^([a-zA-Z_]+)\-(\S+)(?=.json)', p.name) + for p in datadir.glob(f"*.{cls._get_file_extension()}")] + return [(match[1].replace('_', '/'), match[2]) for match in _tmp if len(match.groups()) > 1] + @classmethod def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]: """ From d4fc52d2d5b6e9bd6a5fe06ce902ea6460375db4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 12 Jul 2020 09:56:46 +0200 Subject: [PATCH 390/570] Add tests for ohlcv_get_available_data --- freqtrade/data/history/jsondatahandler.py | 5 +++-- tests/data/test_history.py | 14 ++++++++++++++ 2 files changed, 17 insertions(+), 2 deletions(-) diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py index 79a848d07..4ef35cf55 100644 --- a/freqtrade/data/history/jsondatahandler.py +++ b/freqtrade/data/history/jsondatahandler.py @@ -29,9 +29,10 @@ class JsonDataHandler(IDataHandler): :param datadir: Directory to search for ohlcv files :return: List of Pair """ - _tmp = [re.search(r'^([a-zA-Z_]+)\-(\S+)(?=.json)', p.name) + _tmp = [re.search(r'^([a-zA-Z_]+)\-(\d+\S+)(?=.json)', p.name) for p in datadir.glob(f"*.{cls._get_file_extension()}")] - return [(match[1].replace('_', '/'), match[2]) for match in _tmp if len(match.groups()) > 1] + return [(match[1].replace('_', '/'), match[2]) for match in _tmp + if match and len(match.groups()) > 1] @classmethod def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]: diff --git a/tests/data/test_history.py b/tests/data/test_history.py index c2eb2d715..d84c212b1 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -631,6 +631,20 @@ def test_jsondatahandler_ohlcv_get_pairs(testdatadir): assert set(pairs) == {'UNITTEST/BTC'} +def test_jsondatahandler_ohlcv_get_available_data(testdatadir): + paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir) + # Convert to set to avoid failures due to sorting + assert set(paircombs) == {('UNITTEST/BTC', '5m'), ('ETH/BTC', '5m'), ('XLM/BTC', '5m'), + ('TRX/BTC', '5m'), ('LTC/BTC', '5m'), ('XMR/BTC', '5m'), + ('ZEC/BTC', '5m'), ('UNITTEST/BTC', '1m'), ('ADA/BTC', '5m'), + ('ETC/BTC', '5m'), ('NXT/BTC', '5m'), ('DASH/BTC', '5m'), + ('XRP/ETH', '1m'), ('XRP/ETH', '5m'), ('UNITTEST/BTC', '30m'), + ('UNITTEST/BTC', '8m')} + + paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir) + assert set(paircombs) == {('UNITTEST/BTC', '8m')} + + def test_jsondatahandler_trades_get_pairs(testdatadir): pairs = JsonGzDataHandler.trades_get_pairs(testdatadir) # Convert to set to avoid failures due to sorting From 02afde857d204f91d9170bb9bf22439b07e8c2cc Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 12 Jul 2020 09:57:00 +0200 Subject: [PATCH 391/570] Add list-data command --- freqtrade/commands/__init__.py | 3 ++- freqtrade/commands/arguments.py | 15 +++++++++++++-- freqtrade/commands/data_commands.py | 23 +++++++++++++++++++++++ 3 files changed, 38 insertions(+), 3 deletions(-) diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py index 2d0c7733c..4ce3eb421 100644 --- a/freqtrade/commands/__init__.py +++ b/freqtrade/commands/__init__.py @@ -9,7 +9,8 @@ Note: Be careful with file-scoped imports in these subfiles. from freqtrade.commands.arguments import Arguments from freqtrade.commands.build_config_commands import start_new_config from freqtrade.commands.data_commands import (start_convert_data, - start_download_data) + start_download_data, + start_list_data) from freqtrade.commands.deploy_commands import (start_create_userdir, start_new_hyperopt, start_new_strategy) diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index 72f2a02f0..a49d917a5 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -54,6 +54,8 @@ ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"] ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"] ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"] +ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv"] + ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange", "timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"] @@ -78,7 +80,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop "print_json", "hyperopt_show_no_header"] NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes", - "list-markets", "list-pairs", "list-strategies", + "list-markets", "list-pairs", "list-strategies", "list-data", "list-hyperopts", "hyperopt-list", "hyperopt-show", "plot-dataframe", "plot-profit", "show-trades"] @@ -159,7 +161,7 @@ class Arguments: self._build_args(optionlist=['version'], parser=self.parser) from freqtrade.commands import (start_create_userdir, start_convert_data, - start_download_data, + start_download_data, start_list_data, start_hyperopt_list, start_hyperopt_show, start_list_exchanges, start_list_hyperopts, start_list_markets, start_list_strategies, @@ -233,6 +235,15 @@ class Arguments: convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False)) self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd) + # Add list-data subcommand + list_data_cmd = subparsers.add_parser( + 'list-data', + help='List downloaded data.', + parents=[_common_parser], + ) + list_data_cmd.set_defaults(func=start_list_data) + self._build_args(optionlist=ARGS_LIST_DATA, parser=list_data_cmd) + # Add backtesting subcommand backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.', parents=[_common_parser, _strategy_parser]) diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py index fc3a49f1d..4a37bdc08 100644 --- a/freqtrade/commands/data_commands.py +++ b/freqtrade/commands/data_commands.py @@ -1,5 +1,6 @@ import logging import sys +from collections import defaultdict from typing import Any, Dict, List import arrow @@ -11,6 +12,7 @@ from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data, refresh_backtest_trades_data) from freqtrade.exceptions import OperationalException +from freqtrade.exchange import timeframe_to_minutes from freqtrade.resolvers import ExchangeResolver from freqtrade.state import RunMode @@ -88,3 +90,24 @@ def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None: convert_trades_format(config, convert_from=args['format_from'], convert_to=args['format_to'], erase=args['erase']) + + +def start_list_data(args: Dict[str, Any]) -> None: + """ + List available backtest data + """ + + config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) + + from freqtrade.data.history.idatahandler import get_datahandlerclass + from tabulate import tabulate + dhc = get_datahandlerclass(config['dataformat_ohlcv']) + paircombs = dhc.ohlcv_get_available_data(config['datadir']) + + print(f"Found {len(paircombs)} pair / timeframe combinations.") + groupedpair = defaultdict(list) + for pair, timeframe in sorted(paircombs, key=lambda x: (x[0], timeframe_to_minutes(x[1]))): + groupedpair[pair].append(timeframe) + + print(tabulate([(pair, ', '.join(timeframes)) for pair, timeframes in groupedpair.items()], + headers=("pairs", "timeframe"))) From 5bb81abce26b4e1bc44f7bc28cc0cf04397fea57 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 12 Jul 2020 10:01:37 +0200 Subject: [PATCH 392/570] Add test for start_list_data --- tests/commands/test_commands.py | 29 +++++++++++++++++++++++------ 1 file changed, 23 insertions(+), 6 deletions(-) diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 46350beff..9c741e102 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -6,12 +6,12 @@ import pytest from freqtrade.commands import (start_convert_data, start_create_userdir, start_download_data, start_hyperopt_list, - start_hyperopt_show, start_list_exchanges, - start_list_hyperopts, start_list_markets, - start_list_strategies, start_list_timeframes, - start_new_hyperopt, start_new_strategy, - start_show_trades, start_test_pairlist, - start_trading) + start_hyperopt_show, start_list_data, + start_list_exchanges, start_list_hyperopts, + start_list_markets, start_list_strategies, + start_list_timeframes, start_new_hyperopt, + start_new_strategy, start_show_trades, + start_test_pairlist, start_trading) from freqtrade.configuration import setup_utils_configuration from freqtrade.exceptions import OperationalException from freqtrade.state import RunMode @@ -1043,6 +1043,23 @@ def test_convert_data_trades(mocker, testdatadir): assert trades_mock.call_args[1]['erase'] is False +def test_start_list_data(testdatadir, capsys): + args = [ + "list-data", + "--data-format-ohlcv", + "json", + "--datadir", + str(testdatadir), + ] + pargs = get_args(args) + pargs['config'] = None + start_list_data(pargs) + captured = capsys.readouterr() + assert "Found 16 pair / timeframe combinations." in captured.out + assert "\npairs timeframe\n" in captured.out + assert "\nUNITTEST/BTC 1m, 5m, 8m, 30m\n" in captured.out + + @pytest.mark.usefixtures("init_persistence") def test_show_trades(mocker, fee, capsys, caplog): mocker.patch("freqtrade.persistence.init") From 33c3990972495f1754744b98775f63e99a85aa0b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 12 Jul 2020 10:05:47 +0200 Subject: [PATCH 393/570] Add documentation for list-data command --- docs/data-download.md | 49 +++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 49 insertions(+) diff --git a/docs/data-download.md b/docs/data-download.md index 3fb775e69..7fbad0b6c 100644 --- a/docs/data-download.md +++ b/docs/data-download.md @@ -158,6 +158,55 @@ It'll also remove original jsongz data files (`--erase` parameter). freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase ``` +### Subcommand list-data + +You can get a list of downloaded data using the `list-data` subcommand. + +``` +usage: freqtrade list-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] + [--userdir PATH] [--exchange EXCHANGE] + [--data-format-ohlcv {json,jsongz}] + +optional arguments: + -h, --help show this help message and exit + --exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no + config is provided. + --data-format-ohlcv {json,jsongz} + Storage format for downloaded candle (OHLCV) data. + (default: `json`). + +Common arguments: + -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). + --logfile FILE Log to the file specified. Special values are: + 'syslog', 'journald'. See the documentation for more + details. + -V, --version show program's version number and exit + -c PATH, --config PATH + Specify configuration file (default: + `userdir/config.json` or `config.json` whichever + exists). Multiple --config options may be used. Can be + set to `-` to read config from stdin. + -d PATH, --datadir PATH + Path to directory with historical backtesting data. + --userdir PATH, --user-data-dir PATH + Path to userdata directory. + +``` + +#### Example list-data + +```bash +> freqtrade list-data --userdir ~/.freqtrade/user_data/ + +Found 33 pair / timeframe combinations. +pairs timeframe +---------- ----------------------------------------- +ADA/BTC 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d +ADA/ETH 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d +ETH/BTC 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d +ETH/USDT 5m, 15m, 30m, 1h, 2h, 4h +``` + ### Pairs file In alternative to the whitelist from `config.json`, a `pairs.json` file can be used. From b035d9e2671b57cbb09ab340d432349b934182b1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 12 Jul 2020 10:23:09 +0200 Subject: [PATCH 394/570] Update return type comment --- freqtrade/commands/data_commands.py | 5 +++-- freqtrade/data/history/idatahandler.py | 2 +- freqtrade/data/history/jsondatahandler.py | 2 +- 3 files changed, 5 insertions(+), 4 deletions(-) diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py index 4a37bdc08..d3f70b9ec 100644 --- a/freqtrade/commands/data_commands.py +++ b/freqtrade/commands/data_commands.py @@ -99,9 +99,10 @@ def start_list_data(args: Dict[str, Any]) -> None: config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) - from freqtrade.data.history.idatahandler import get_datahandlerclass + from freqtrade.data.history.idatahandler import get_datahandler from tabulate import tabulate - dhc = get_datahandlerclass(config['dataformat_ohlcv']) + dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv']) + paircombs = dhc.ohlcv_get_available_data(config['datadir']) print(f"Found {len(paircombs)} pair / timeframe combinations.") diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index e255710cb..96d288e01 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -34,7 +34,7 @@ class IDataHandler(ABC): """ Returns a list of all pairs with ohlcv data available in this datadir :param datadir: Directory to search for ohlcv files - :return: List of Pair + :return: List of Tuples of (pair, timeframe) """ @abstractclassmethod diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py index 4ef35cf55..2e7c0f773 100644 --- a/freqtrade/data/history/jsondatahandler.py +++ b/freqtrade/data/history/jsondatahandler.py @@ -27,7 +27,7 @@ class JsonDataHandler(IDataHandler): """ Returns a list of all pairs with ohlcv data available in this datadir :param datadir: Directory to search for ohlcv files - :return: List of Pair + :return: List of Tuples of (pair, timeframe) """ _tmp = [re.search(r'^([a-zA-Z_]+)\-(\d+\S+)(?=.json)', p.name) for p in datadir.glob(f"*.{cls._get_file_extension()}")] From ed2e35ba5d01fda20ec867d1b28ca020c78752f3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 12 Jul 2020 12:36:16 +0200 Subject: [PATCH 395/570] Update docs/sql_cheatsheet.md Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/sql_cheatsheet.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index 56f76b5b7..f4cb473ff 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -155,4 +155,4 @@ DELETE FROM trades WHERE id = 31; ``` !!! Warning - This will remove this trade from the database. Please make sure you got the correct id and **NEVER** run this query without the where clause. + This will remove this trade from the database. Please make sure you got the correct id and **NEVER** run this query without the `where` clause. From 79af6180bddee3a442c730b24d47f4496980b402 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Jul 2020 09:00:50 +0000 Subject: [PATCH 396/570] Bump pytest-mock from 3.1.1 to 3.2.0 Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 3.1.1 to 3.2.0. - [Release notes](https://github.com/pytest-dev/pytest-mock/releases) - [Changelog](https://github.com/pytest-dev/pytest-mock/blob/master/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest-mock/compare/v3.1.1...v3.2.0) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index ed4f8f713..249aa9089 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -11,7 +11,7 @@ mypy==0.782 pytest==5.4.3 pytest-asyncio==0.14.0 pytest-cov==2.10.0 -pytest-mock==3.1.1 +pytest-mock==3.2.0 pytest-random-order==1.0.4 # Convert jupyter notebooks to markdown documents From 58eb26d73a44d782a56ae5a64bf5477dbde3f98e Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Jul 2020 09:01:14 +0000 Subject: [PATCH 397/570] Bump pycoingecko from 1.2.0 to 1.3.0 Bumps [pycoingecko](https://github.com/man-c/pycoingecko) from 1.2.0 to 1.3.0. - [Release notes](https://github.com/man-c/pycoingecko/releases) - [Changelog](https://github.com/man-c/pycoingecko/blob/master/CHANGELOG.md) - [Commits](https://github.com/man-c/pycoingecko/compare/1.2.0...1.3.0) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 2f225c93c..34340612d 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -11,7 +11,7 @@ wrapt==1.12.1 jsonschema==3.2.0 TA-Lib==0.4.18 tabulate==0.8.7 -pycoingecko==1.2.0 +pycoingecko==1.3.0 jinja2==2.11.2 # find first, C search in arrays From d1e4e463ae7d2c9f7361e68581a1617652869ba6 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Jul 2020 09:01:58 +0000 Subject: [PATCH 398/570] Bump ccxt from 1.30.64 to 1.30.93 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.30.64 to 1.30.93. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.30.64...1.30.93) Signed-off-by: dependabot-preview[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 2f225c93c..fc38f4ee6 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.30.64 +ccxt==1.30.93 SQLAlchemy==1.3.18 python-telegram-bot==12.8 arrow==0.15.7 From 50573bd3978464d012f5c76408a4699b19c86fc0 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Mon, 13 Jul 2020 09:02:07 +0000 Subject: [PATCH 399/570] Bump coveralls from 2.0.0 to 2.1.1 Bumps [coveralls](https://github.com/coveralls-clients/coveralls-python) from 2.0.0 to 2.1.1. - [Release notes](https://github.com/coveralls-clients/coveralls-python/releases) - [Changelog](https://github.com/coveralls-clients/coveralls-python/blob/master/CHANGELOG.md) - [Commits](https://github.com/coveralls-clients/coveralls-python/compare/2.0.0...2.1.1) Signed-off-by: dependabot-preview[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index ed4f8f713..2b9c4c8f9 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -3,7 +3,7 @@ -r requirements-plot.txt -r requirements-hyperopt.txt -coveralls==2.0.0 +coveralls==2.1.1 flake8==3.8.3 flake8-type-annotations==0.1.0 flake8-tidy-imports==4.1.0 From 0b36693accbf5b0435ebf5daeea0485737d443dd Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 13 Jul 2020 19:48:21 +0200 Subject: [PATCH 400/570] Add filter for stoploss_on_exchange_limit_ratio to constants --- freqtrade/constants.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 8a5332475..1dadc6e16 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -156,7 +156,9 @@ CONF_SCHEMA = { 'emergencysell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'stoploss_on_exchange': {'type': 'boolean'}, - 'stoploss_on_exchange_interval': {'type': 'number'} + 'stoploss_on_exchange_interval': {'type': 'number'}, + 'stoploss_on_exchange_limit_ratio': {'type': 'number', 'minimum': 0.0, + 'maximum': 1.0} }, 'required': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange'] }, From 01f325a9e4cd65a0bb117f031f25d0da593002c9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 13 Jul 2020 21:15:33 +0200 Subject: [PATCH 401/570] Send timeframe min and ms in show_config response --- freqtrade/rpc/rpc.py | 4 ++++ tests/rpc/test_rpc_apiserver.py | 2 ++ 2 files changed, 6 insertions(+) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index e0eb12d23..c73fcbf54 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -12,6 +12,8 @@ import arrow from numpy import NAN, mean from freqtrade.exceptions import ExchangeError, PricingError + +from freqtrade.exchange import timeframe_to_msecs, timeframe_to_minutes from freqtrade.misc import shorten_date from freqtrade.persistence import Trade from freqtrade.rpc.fiat_convert import CryptoToFiatConverter @@ -103,6 +105,8 @@ class RPC: 'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'), 'ticker_interval': config['timeframe'], # DEPRECATED 'timeframe': config['timeframe'], + 'timeframe_ms': timeframe_to_msecs(config['timeframe']), + 'timeframe_min': timeframe_to_minutes(config['timeframe']), 'exchange': config['exchange']['name'], 'strategy': config['strategy'], 'forcebuy_enabled': config.get('forcebuy_enable', False), diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 45aa57588..355b63f48 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -326,6 +326,8 @@ def test_api_show_config(botclient, mocker): assert rc.json['exchange'] == 'bittrex' assert rc.json['ticker_interval'] == '5m' assert rc.json['timeframe'] == '5m' + assert rc.json['timeframe_ms'] == 300000 + assert rc.json['timeframe_min'] == 5 assert rc.json['state'] == 'running' assert not rc.json['trailing_stop'] assert 'bid_strategy' in rc.json From 62c55b18631398c7447b5eed355fa495f0a299af Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Jul 2020 06:55:34 +0200 Subject: [PATCH 402/570] Enhance formatting, Add pair filter --- docs/data-download.md | 5 ++++- freqtrade/commands/arguments.py | 2 +- freqtrade/commands/data_commands.py | 6 +++++- tests/commands/test_commands.py | 21 +++++++++++++++++++-- 4 files changed, 29 insertions(+), 5 deletions(-) diff --git a/docs/data-download.md b/docs/data-download.md index 7fbad0b6c..a2bbec837 100644 --- a/docs/data-download.md +++ b/docs/data-download.md @@ -166,6 +166,7 @@ You can get a list of downloaded data using the `list-data` subcommand. usage: freqtrade list-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [--data-format-ohlcv {json,jsongz}] + [-p PAIRS [PAIRS ...]] optional arguments: -h, --help show this help message and exit @@ -174,6 +175,9 @@ optional arguments: --data-format-ohlcv {json,jsongz} Storage format for downloaded candle (OHLCV) data. (default: `json`). + -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...] + Show profits for only these pairs. Pairs are space- + separated. Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). @@ -190,7 +194,6 @@ Common arguments: Path to directory with historical backtesting data. --userdir PATH, --user-data-dir PATH Path to userdata directory. - ``` #### Example list-data diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index a49d917a5..e6f6f8167 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -54,7 +54,7 @@ ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"] ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"] ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"] -ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv"] +ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"] ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange", "timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"] diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py index d3f70b9ec..13b796a1e 100644 --- a/freqtrade/commands/data_commands.py +++ b/freqtrade/commands/data_commands.py @@ -105,10 +105,14 @@ def start_list_data(args: Dict[str, Any]) -> None: paircombs = dhc.ohlcv_get_available_data(config['datadir']) + if args['pairs']: + paircombs = [comb for comb in paircombs if comb[0] in args['pairs']] + print(f"Found {len(paircombs)} pair / timeframe combinations.") groupedpair = defaultdict(list) for pair, timeframe in sorted(paircombs, key=lambda x: (x[0], timeframe_to_minutes(x[1]))): groupedpair[pair].append(timeframe) print(tabulate([(pair, ', '.join(timeframes)) for pair, timeframes in groupedpair.items()], - headers=("pairs", "timeframe"))) + headers=("Pair", "Timeframe"), + tablefmt='psql', stralign='right')) diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 9c741e102..ffced956d 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -1056,8 +1056,25 @@ def test_start_list_data(testdatadir, capsys): start_list_data(pargs) captured = capsys.readouterr() assert "Found 16 pair / timeframe combinations." in captured.out - assert "\npairs timeframe\n" in captured.out - assert "\nUNITTEST/BTC 1m, 5m, 8m, 30m\n" in captured.out + assert "\n| Pair | Timeframe |\n" in captured.out + assert "\n| UNITTEST/BTC | 1m, 5m, 8m, 30m |\n" in captured.out + + args = [ + "list-data", + "--data-format-ohlcv", + "json", + "--pairs", "XRP/ETH", + "--datadir", + str(testdatadir), + ] + pargs = get_args(args) + pargs['config'] = None + start_list_data(pargs) + captured = capsys.readouterr() + assert "Found 2 pair / timeframe combinations." in captured.out + assert "\n| Pair | Timeframe |\n" in captured.out + assert "UNITTEST/BTC" not in captured.out + assert "\n| XRP/ETH | 1m, 5m |\n" in captured.out @pytest.mark.usefixtures("init_persistence") From ae55d54967b22c0b9d41d533194ebb96a3b63d82 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Tue, 14 Jul 2020 06:33:57 +0000 Subject: [PATCH 403/570] Bump python from 3.8.3-slim-buster to 3.8.4-slim-buster Bumps python from 3.8.3-slim-buster to 3.8.4-slim-buster. Signed-off-by: dependabot-preview[bot] --- Dockerfile | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Dockerfile b/Dockerfile index 29808b383..f27167cc5 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,4 +1,4 @@ -FROM python:3.8.3-slim-buster +FROM python:3.8.4-slim-buster RUN apt-get update \ && apt-get -y install curl build-essential libssl-dev sqlite3 \ From 0228b63418bb35d680c9c4bfe8e0c2b492cf3b6a Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Jul 2020 16:42:47 +0200 Subject: [PATCH 404/570] Don't print empty table --- freqtrade/commands/data_commands.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py index 13b796a1e..aa0b826b5 100644 --- a/freqtrade/commands/data_commands.py +++ b/freqtrade/commands/data_commands.py @@ -113,6 +113,7 @@ def start_list_data(args: Dict[str, Any]) -> None: for pair, timeframe in sorted(paircombs, key=lambda x: (x[0], timeframe_to_minutes(x[1]))): groupedpair[pair].append(timeframe) - print(tabulate([(pair, ', '.join(timeframes)) for pair, timeframes in groupedpair.items()], - headers=("Pair", "Timeframe"), - tablefmt='psql', stralign='right')) + if groupedpair: + print(tabulate([(pair, ', '.join(timeframes)) for pair, timeframes in groupedpair.items()], + headers=("Pair", "Timeframe"), + tablefmt='psql', stralign='right')) From 2417898d0078143be347d50cecacfe04a9900fae Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Jul 2020 19:27:52 +0200 Subject: [PATCH 405/570] Apply documentation suggestions from code review Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/backtesting.md | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index cb20c3e43..7d6759df0 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -210,18 +210,18 @@ Hence, keep in mind that your performance is an integral mix of all different el ### Sell reasons table The 2nd table contains a recap of sell reasons. -This table can tell you which area needs some additional work (i.e. all `sell_signal` trades are losses, so we should disable the sell-signal or work on improving that). +This table can tell you which area needs some additional work (e,g. all or many of the `sell_signal` trades are losses, so we should disable the sell-signal or work on improving that). ### Left open trades table -The 3rd table contains all trades the bot had to `forcesell` at the end of the backtest period to present a full picture. +The 3rd table contains all trades the bot had to `forcesell` at the end of the backtesting period to present you the full picture. This is necessary to simulate realistic behaviour, since the backtest period has to end at some point, while realistically, you could leave the bot running forever. -These trades are also included in the first table, but are extracted separately for clarity. +These trades are also included in the first table, but are also shown separately in this table for clarity. ### Summary metrics The last element of the backtest report is the summary metrics table. -It contains some useful key metrics about your strategy. +It contains some useful key metrics about performance of your strategy on backtesting data. ``` =============== SUMMARY METRICS =============== @@ -250,12 +250,12 @@ It contains some useful key metrics about your strategy. - `Total trades`: Identical to the total trades of the backtest output table. - `First trade`: First trade entered. - `First trade pair`: Which pair was part of the first trade. -- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined as `--timerange from-to`). -- `Trades per day`: Total trades / Backtest duration (this will give you information about how many trades to expect from the strategy). +- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option). +- `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy). - `Best day` / `Worst day`: Best and worst day based on daily profit. - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades. -- `Max Drawdown`: Maximum drawown experienced. a value of 50% means that from highest to subsequent lowest point, a 50% drop was experiened). -- `Drawdown Start` / `Drawdown End`: From when to when was this large drawdown (can also be visualized via `plot-dataframe` subcommand). +- `Max Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced). +- `Drawdown Start` / `Drawdown End`: Start and end datetimes for this largest drawdown (can also be visualized via the `plot-dataframe` subcommand). - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column. ### Assumptions made by backtesting From bdf611352e7e516d6789cb6b5a40f89c38953f59 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 14 Jul 2020 19:34:01 +0200 Subject: [PATCH 406/570] Update summary-metrics output --- docs/backtesting.md | 40 ++++++++++++++------------ freqtrade/optimize/optimize_reports.py | 4 +-- 2 files changed, 23 insertions(+), 21 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 7d6759df0..b1dcd5dba 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -157,22 +157,25 @@ A backtesting result will look like that: | ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 | 0 | 0 | | LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 | 0 | 0 | | TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 | 0 | 0 | -============ SUMMARY METRICS ============= -| Metric | Value | -|------------------+---------------------| -| Total trades | 429 | -| First trade | 2019-01-01 18:30:00 | -| First trade Pair | EOS/USDT | -| Backtesting from | 2019-01-01 00:00:00 | -| Backtesting to | 2019-05-01 00:00:00 | -| Trades per day | 3.575 | -| | | -| Max Drawdown | 50.63% | -| Drawdown Start | 2019-02-15 14:10:00 | -| Drawdown End | 2019-04-11 18:15:00 | -| Market change | -5.88% | -========================================== - +=============== SUMMARY METRICS =============== +| Metric | Value | +|-----------------------+---------------------| +| Backtesting from | 2019-01-01 00:00:00 | +| Backtesting to | 2019-05-01 00:00:00 | +| Total trades | 429 | +| First trade | 2019-01-01 18:30:00 | +| First trade Pair | EOS/USDT | +| Trades per day | 3.575 | +| Best day | 25.27% | +| Worst day | -30.67% | +| Avg. Duration Winners | 4:23:00 | +| Avg. Duration Loser | 6:55:00 | +| | | +| Max Drawdown | 50.63% | +| Drawdown Start | 2019-02-15 14:10:00 | +| Drawdown End | 2019-04-11 18:15:00 | +| Market change | -5.88% | +=============================================== ``` ### Backtesting report table @@ -227,12 +230,11 @@ It contains some useful key metrics about performance of your strategy on backte =============== SUMMARY METRICS =============== | Metric | Value | |-----------------------+---------------------| - +| Backtesting from | 2019-01-01 00:00:00 | +| Backtesting to | 2019-05-01 00:00:00 | | Total trades | 429 | | First trade | 2019-01-01 18:30:00 | | First trade Pair | EOS/USDT | -| Backtesting from | 2019-01-01 00:00:00 | -| Backtesting to | 2019-05-01 00:00:00 | | Trades per day | 3.575 | | Best day | 25.27% | | Worst day | -30.67% | diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 63fbfb48c..3a42ba4a9 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -367,11 +367,11 @@ def text_table_add_metrics(strat_results: Dict) -> str: if len(strat_results['trades']) > 0: min_trade = min(strat_results['trades'], key=lambda x: x['open_date']) metrics = [ + ('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)), + ('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)), ('Total trades', strat_results['total_trades']), ('First trade', min_trade['open_date'].strftime(DATETIME_PRINT_FORMAT)), ('First trade Pair', min_trade['pair']), - ('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)), - ('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)), ('Trades per day', strat_results['trades_per_day']), ('Best day', f"{round(strat_results['backtest_best_day'] * 100, 2)}%"), ('Worst day', f"{round(strat_results['backtest_worst_day'] * 100, 2)}%"), From 1051ab917ad999d09eb2964940a5e3f5381dc22c Mon Sep 17 00:00:00 2001 From: gambcl Date: Wed, 15 Jul 2020 12:40:54 +0100 Subject: [PATCH 407/570] Replaced logging with OperationalException when AgeFilter given invalid parameters --- freqtrade/pairlist/AgeFilter.py | 12 +++++------- tests/pairlist/test_pairlist.py | 15 +++++++-------- 2 files changed, 12 insertions(+), 15 deletions(-) diff --git a/freqtrade/pairlist/AgeFilter.py b/freqtrade/pairlist/AgeFilter.py index 101f19cbe..7b6b126c3 100644 --- a/freqtrade/pairlist/AgeFilter.py +++ b/freqtrade/pairlist/AgeFilter.py @@ -5,6 +5,7 @@ import logging import arrow from typing import Any, Dict +from freqtrade.exceptions import OperationalException from freqtrade.misc import plural from freqtrade.pairlist.IPairList import IPairList @@ -25,14 +26,11 @@ class AgeFilter(IPairList): self._min_days_listed = pairlistconfig.get('min_days_listed', 10) if self._min_days_listed < 1: - self.log_on_refresh(logger.info, "min_days_listed must be >= 1, " - "ignoring filter") + raise OperationalException("AgeFilter requires min_days_listed must be >= 1") if self._min_days_listed > exchange.ohlcv_candle_limit: - self._min_days_listed = min(self._min_days_listed, exchange.ohlcv_candle_limit) - self.log_on_refresh(logger.info, "min_days_listed exceeds " - "exchange max request size " - f"({exchange.ohlcv_candle_limit}), using " - f"min_days_listed={self._min_days_listed}") + raise OperationalException("AgeFilter requires min_days_listed must not exceed " + "exchange max request size " + f"({exchange.ohlcv_candle_limit})") self._enabled = self._min_days_listed >= 1 @property diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index cf54a09ae..e23102162 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -543,10 +543,9 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick get_tickers=tickers ) - get_patched_freqtradebot(mocker, default_conf) - - assert log_has_re(r'min_days_listed must be >= 1, ' - r'ignoring filter', caplog) + with pytest.raises(OperationalException, + match=r'AgeFilter requires min_days_listed must be >= 1'): + get_patched_freqtradebot(mocker, default_conf) def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog): @@ -559,10 +558,10 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick get_tickers=tickers ) - get_patched_freqtradebot(mocker, default_conf) - - assert log_has_re(r'^min_days_listed exceeds ' - r'exchange max request size', caplog) + with pytest.raises(OperationalException, + match=r'AgeFilter requires min_days_listed must not exceed ' + r'exchange max request size \([0-9]+\)'): + get_patched_freqtradebot(mocker, default_conf) def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list): From c1191400a4f5c705b394e209c30810dd0d1e669f Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Jul 2020 19:20:07 +0200 Subject: [PATCH 408/570] Allow 0 fee value by correctly checking for None --- freqtrade/optimize/backtesting.py | 2 +- tests/optimize/test_backtesting.py | 5 +++++ 2 files changed, 6 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index e5014dd5a..214c92e0e 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -101,7 +101,7 @@ class Backtesting: if len(self.pairlists.whitelist) == 0: raise OperationalException("No pair in whitelist.") - if config.get('fee'): + if config.get('fee', None) is not None: self.fee = config['fee'] else: self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0]) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 67da38648..caa40fe84 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -308,6 +308,11 @@ def test_data_with_fee(default_conf, mocker, testdatadir) -> None: assert backtesting.fee == 0.1234 assert fee_mock.call_count == 0 + default_conf['fee'] = 0.0 + backtesting = Backtesting(default_conf) + assert backtesting.fee == 0.0 + assert fee_mock.call_count == 0 + def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None: patch_exchange(mocker) From 5cebc9f39df700205711776c23949e7fc57ee7eb Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Jul 2020 19:28:40 +0200 Subject: [PATCH 409/570] Move stoploss_on_exchange_limit_ratio to configuration schema --- freqtrade/exchange/exchange.py | 7 ------- tests/exchange/test_exchange.py | 22 ---------------------- tests/test_configuration.py | 8 ++++++++ 3 files changed, 8 insertions(+), 29 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index d91a33926..fd9c83d51 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -389,13 +389,6 @@ class Exchange: f'On exchange stoploss is not supported for {self.name}.' ) - # Limit price threshold: As limit price should always be below stop-price - # Used for limit stoplosses on exchange - limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) - if limit_price_pct >= 1.0 or limit_price_pct <= 0.0: - raise OperationalException( - "stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0") - def validate_order_time_in_force(self, order_time_in_force: Dict) -> None: """ Checks if order time in force configured in strategy/config are supported diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 1101f3e74..60c4847f6 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -746,28 +746,6 @@ def test_validate_order_types(default_conf, mocker): match=r'On exchange stoploss is not supported for .*'): Exchange(default_conf) - default_conf['order_types'] = { - 'buy': 'limit', - 'sell': 'limit', - 'stoploss': 'limit', - 'stoploss_on_exchange': False, - 'stoploss_on_exchange_limit_ratio': 1.05 - } - with pytest.raises(OperationalException, - match=r'stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0'): - Exchange(default_conf) - - default_conf['order_types'] = { - 'buy': 'limit', - 'sell': 'limit', - 'stoploss': 'limit', - 'stoploss_on_exchange': False, - 'stoploss_on_exchange_limit_ratio': -0.1 - } - with pytest.raises(OperationalException, - match=r'stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0'): - Exchange(default_conf) - def test_validate_order_types_not_in_config(default_conf, mocker): api_mock = MagicMock() diff --git a/tests/test_configuration.py b/tests/test_configuration.py index cccc87670..ca5d6eadc 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -871,6 +871,14 @@ def test_load_config_default_exchange_name(all_conf) -> None: validate_config_schema(all_conf) +def test_load_config_stoploss_exchange_limit_ratio(all_conf) -> None: + all_conf['order_types']['stoploss_on_exchange_limit_ratio'] = 1.15 + + with pytest.raises(ValidationError, + match=r"1.15 is greater than the maximum"): + validate_config_schema(all_conf) + + @pytest.mark.parametrize("keys", [("exchange", "sandbox", False), ("exchange", "key", ""), ("exchange", "secret", ""), From d13cb4c05569e1116f07f5fef0fb896f42c13b7d Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Jul 2020 19:49:51 +0200 Subject: [PATCH 410/570] Introduce safe_value_fallback_2 --- freqtrade/exchange/exchange.py | 6 ++--- freqtrade/freqtradebot.py | 4 ++-- freqtrade/misc.py | 16 ++++++++++++- tests/test_misc.py | 42 +++++++++++++++++++++++----------- 4 files changed, 49 insertions(+), 19 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index a3a548176..5c4e4c530 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -24,7 +24,7 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InvalidOrderException, OperationalException, RetryableOrderError, TemporaryError) from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async -from freqtrade.misc import deep_merge_dicts, safe_value_fallback +from freqtrade.misc import deep_merge_dicts, safe_value_fallback2 CcxtModuleType = Any @@ -1139,7 +1139,7 @@ class Exchange: if fee_curr in self.get_pair_base_currency(order['symbol']): # Base currency - divide by amount return round( - order['fee']['cost'] / safe_value_fallback(order, order, 'filled', 'amount'), 8) + order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8) elif fee_curr in self.get_pair_quote_currency(order['symbol']): # Quote currency - divide by cost return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None @@ -1152,7 +1152,7 @@ class Exchange: comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency']) tick = self.fetch_ticker(comb) - fee_to_quote_rate = safe_value_fallback(tick, tick, 'last', 'ask') + fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask') return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8) except ExchangeError: return None diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index ab7c2b527..9a0b3c40f 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -20,7 +20,7 @@ from freqtrade.edge import Edge from freqtrade.exceptions import (DependencyException, ExchangeError, InvalidOrderException, PricingError) from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date -from freqtrade.misc import safe_value_fallback +from freqtrade.misc import safe_value_fallback2 from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver @@ -984,7 +984,7 @@ class FreqtradeBot: logger.info('Buy order %s for %s.', reason, trade) # Using filled to determine the filled amount - filled_amount = safe_value_fallback(corder, order, 'filled', 'filled') + filled_amount = safe_value_fallback2(corder, order, 'filled', 'filled') if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC): logger.info('Buy order fully cancelled. Removing %s from database.', trade) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index ac6084eb7..623f6cb8f 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -134,7 +134,21 @@ def round_dict(d, n): return {k: (round(v, n) if isinstance(v, float) else v) for k, v in d.items()} -def safe_value_fallback(dict1: dict, dict2: dict, key1: str, key2: str, default_value=None): +def safe_value_fallback(obj: dict, key1: str, key2: str, default_value=None): + """ + Search a value in obj, return this if it's not None. + Then search key2 in obj - return that if it's not none - then use default_value. + Else falls back to None. + """ + if key1 in obj and obj[key1] is not None: + return obj[key1] + else: + if key2 in obj and obj[key2] is not None: + return obj[key2] + return default_value + + +def safe_value_fallback2(dict1: dict, dict2: dict, key1: str, key2: str, default_value=None): """ Search a value in dict1, return this if it's not None. Fall back to dict2 - return key2 from dict2 if it's not None. diff --git a/tests/test_misc.py b/tests/test_misc.py index 9fd6164d5..a185cbba4 100644 --- a/tests/test_misc.py +++ b/tests/test_misc.py @@ -11,7 +11,7 @@ from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json, file_load_json, format_ms_time, pair_to_filename, plural, render_template, render_template_with_fallback, safe_value_fallback, - shorten_date) + safe_value_fallback2, shorten_date) def test_shorten_date() -> None: @@ -96,24 +96,40 @@ def test_format_ms_time() -> None: def test_safe_value_fallback(): + dict1 = {'keya': None, 'keyb': 2, 'keyc': 5, 'keyd': None} + assert safe_value_fallback(dict1, 'keya', 'keyb') == 2 + assert safe_value_fallback(dict1, 'keyb', 'keya') == 2 + + assert safe_value_fallback(dict1, 'keyb', 'keyc') == 2 + assert safe_value_fallback(dict1, 'keya', 'keyc') == 5 + + assert safe_value_fallback(dict1, 'keyc', 'keyb') == 5 + + assert safe_value_fallback(dict1, 'keya', 'keyd') is None + + assert safe_value_fallback(dict1, 'keyNo', 'keyNo') is None + assert safe_value_fallback(dict1, 'keyNo', 'keyNo', 55) == 55 + + +def test_safe_value_fallback2(): dict1 = {'keya': None, 'keyb': 2, 'keyc': 5, 'keyd': None} dict2 = {'keya': 20, 'keyb': None, 'keyc': 6, 'keyd': None} - assert safe_value_fallback(dict1, dict2, 'keya', 'keya') == 20 - assert safe_value_fallback(dict2, dict1, 'keya', 'keya') == 20 + assert safe_value_fallback2(dict1, dict2, 'keya', 'keya') == 20 + assert safe_value_fallback2(dict2, dict1, 'keya', 'keya') == 20 - assert safe_value_fallback(dict1, dict2, 'keyb', 'keyb') == 2 - assert safe_value_fallback(dict2, dict1, 'keyb', 'keyb') == 2 + assert safe_value_fallback2(dict1, dict2, 'keyb', 'keyb') == 2 + assert safe_value_fallback2(dict2, dict1, 'keyb', 'keyb') == 2 - assert safe_value_fallback(dict1, dict2, 'keyc', 'keyc') == 5 - assert safe_value_fallback(dict2, dict1, 'keyc', 'keyc') == 6 + assert safe_value_fallback2(dict1, dict2, 'keyc', 'keyc') == 5 + assert safe_value_fallback2(dict2, dict1, 'keyc', 'keyc') == 6 - assert safe_value_fallback(dict1, dict2, 'keyd', 'keyd') is None - assert safe_value_fallback(dict2, dict1, 'keyd', 'keyd') is None - assert safe_value_fallback(dict2, dict1, 'keyd', 'keyd', 1234) == 1234 + assert safe_value_fallback2(dict1, dict2, 'keyd', 'keyd') is None + assert safe_value_fallback2(dict2, dict1, 'keyd', 'keyd') is None + assert safe_value_fallback2(dict2, dict1, 'keyd', 'keyd', 1234) == 1234 - assert safe_value_fallback(dict1, dict2, 'keyNo', 'keyNo') is None - assert safe_value_fallback(dict2, dict1, 'keyNo', 'keyNo') is None - assert safe_value_fallback(dict2, dict1, 'keyNo', 'keyNo', 1234) == 1234 + assert safe_value_fallback2(dict1, dict2, 'keyNo', 'keyNo') is None + assert safe_value_fallback2(dict2, dict1, 'keyNo', 'keyNo') is None + assert safe_value_fallback2(dict2, dict1, 'keyNo', 'keyNo', 1234) == 1234 def test_plural() -> None: From c826f7a7077715f71416dd77001d927b858b0184 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Jul 2020 20:15:29 +0200 Subject: [PATCH 411/570] Add amount_requested to database --- freqtrade/persistence.py | 9 ++++++--- tests/test_persistence.py | 6 ++++++ 2 files changed, 12 insertions(+), 3 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index a6c1de402..bdbb7628a 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -86,7 +86,7 @@ def check_migrate(engine) -> None: logger.debug(f'trying {table_back_name}') # Check for latest column - if not has_column(cols, 'timeframe'): + if not has_column(cols, 'amount_requested'): logger.info(f'Running database migration - backup available as {table_back_name}') fee_open = get_column_def(cols, 'fee_open', 'fee') @@ -119,6 +119,7 @@ def check_migrate(engine) -> None: cols, 'close_profit_abs', f"(amount * close_rate * (1 - {fee_close})) - {open_trade_price}") sell_order_status = get_column_def(cols, 'sell_order_status', 'null') + amount_requested = get_column_def(cols, 'amount_requested', 'amount') # Schema migration necessary engine.execute(f"alter table trades rename to {table_back_name}") @@ -134,7 +135,7 @@ def check_migrate(engine) -> None: fee_open, fee_open_cost, fee_open_currency, fee_close, fee_close_cost, fee_open_currency, open_rate, open_rate_requested, close_rate, close_rate_requested, close_profit, - stake_amount, amount, open_date, close_date, open_order_id, + stake_amount, amount, amount_requested, open_date, close_date, open_order_id, stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct, stoploss_order_id, stoploss_last_update, max_rate, min_rate, sell_reason, sell_order_status, strategy, @@ -153,7 +154,7 @@ def check_migrate(engine) -> None: {fee_close_cost} fee_close_cost, {fee_close_currency} fee_close_currency, open_rate, {open_rate_requested} open_rate_requested, close_rate, {close_rate_requested} close_rate_requested, close_profit, - stake_amount, amount, open_date, close_date, open_order_id, + stake_amount, amount, {amount_requested}, open_date, close_date, open_order_id, {stop_loss} stop_loss, {stop_loss_pct} stop_loss_pct, {initial_stop_loss} initial_stop_loss, {initial_stop_loss_pct} initial_stop_loss_pct, @@ -215,6 +216,7 @@ class Trade(_DECL_BASE): close_profit_abs = Column(Float) stake_amount = Column(Float, nullable=False) amount = Column(Float) + amount_requested = Column(Float) open_date = Column(DateTime, nullable=False, default=datetime.utcnow) close_date = Column(DateTime) open_order_id = Column(String) @@ -256,6 +258,7 @@ class Trade(_DECL_BASE): 'is_open': self.is_open, 'exchange': self.exchange, 'amount': round(self.amount, 8), + 'amount_requested': round(self.amount_requested, 8), 'stake_amount': round(self.stake_amount, 8), 'strategy': self.strategy, 'ticker_interval': self.timeframe, # DEPRECATED diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 8dd27e53a..c39b2015e 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -457,6 +457,7 @@ def test_migrate_old(mocker, default_conf, fee): assert trade.close_rate_requested is None assert trade.is_open == 1 assert trade.amount == amount + assert trade.amount_requested == amount assert trade.stake_amount == default_conf.get("stake_amount") assert trade.pair == "ETC/BTC" assert trade.exchange == "bittrex" @@ -546,6 +547,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog): assert trade.close_rate_requested is None assert trade.is_open == 1 assert trade.amount == amount + assert trade.amount_requested == amount assert trade.stake_amount == default_conf.get("stake_amount") assert trade.pair == "ETC/BTC" assert trade.exchange == "binance" @@ -725,6 +727,7 @@ def test_to_json(default_conf, fee): pair='ETH/BTC', stake_amount=0.001, amount=123.0, + amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_date=arrow.utcnow().shift(hours=-2).datetime, @@ -757,6 +760,7 @@ def test_to_json(default_conf, fee): 'close_rate': None, 'close_rate_requested': None, 'amount': 123.0, + 'amount_requested': 123.0, 'stake_amount': 0.001, 'close_profit': None, 'close_profit_abs': None, @@ -786,6 +790,7 @@ def test_to_json(default_conf, fee): pair='XRP/BTC', stake_amount=0.001, amount=100.0, + amount_requested=101.0, fee_open=fee.return_value, fee_close=fee.return_value, open_date=arrow.utcnow().shift(hours=-2).datetime, @@ -808,6 +813,7 @@ def test_to_json(default_conf, fee): 'open_rate': 0.123, 'close_rate': 0.125, 'amount': 100.0, + 'amount_requested': 101.0, 'stake_amount': 0.001, 'stop_loss': None, 'stop_loss_abs': None, From eafab38db3b35d66ba927b0bc69934c40178bdde Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Jul 2020 20:20:14 +0200 Subject: [PATCH 412/570] Complete implementation of amount_requested --- freqtrade/freqtradebot.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 9a0b3c40f..c1149b8c2 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -532,6 +532,7 @@ class FreqtradeBot: # we assume the order is executed at the price requested buy_limit_filled_price = buy_limit_requested + amount_requested = amount if order_status == 'expired' or order_status == 'rejected': order_tif = self.strategy.order_time_in_force['buy'] @@ -568,6 +569,7 @@ class FreqtradeBot: pair=pair, stake_amount=stake_amount, amount=amount, + amount_requested=amount_requested, fee_open=fee, fee_close=fee, open_rate=buy_limit_filled_price, From c1c018d8feb1843c18271f821dd5d36185db3d13 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Jul 2020 20:27:00 +0200 Subject: [PATCH 413/570] Fix tests that require amount_requested --- tests/conftest.py | 3 +++ tests/rpc/test_rpc.py | 2 ++ tests/rpc/test_rpc_apiserver.py | 3 +++ 3 files changed, 8 insertions(+) diff --git a/tests/conftest.py b/tests/conftest.py index 43dc8ca78..8501a98b9 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -176,6 +176,7 @@ def create_mock_trades(fee): pair='ETH/BTC', stake_amount=0.001, amount=123.0, + amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, @@ -188,6 +189,7 @@ def create_mock_trades(fee): pair='ETC/BTC', stake_amount=0.001, amount=123.0, + amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, @@ -204,6 +206,7 @@ def create_mock_trades(fee): pair='ETC/BTC', stake_amount=0.001, amount=123.0, + amount_requested=124.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index de9327ba9..ddbbe395c 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -80,6 +80,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'close_rate': None, 'current_rate': 1.099e-05, 'amount': 91.07468124, + 'amount_requested': 91.07468124, 'stake_amount': 0.001, 'close_profit': None, 'close_profit_pct': None, @@ -143,6 +144,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'close_rate': None, 'current_rate': ANY, 'amount': 91.07468124, + 'amount_requested': 91.07468124, 'stake_amount': 0.001, 'close_profit': None, 'close_profit_pct': None, diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 355b63f48..13c11d29d 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -520,6 +520,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets): assert_response(rc) assert len(rc.json) == 1 assert rc.json == [{'amount': 91.07468124, + 'amount_requested': 91.07468124, 'base_currency': 'BTC', 'close_date': None, 'close_date_hum': None, @@ -641,6 +642,7 @@ def test_api_forcebuy(botclient, mocker, fee): fbuy_mock = MagicMock(return_value=Trade( pair='ETH/ETH', amount=1, + amount_requested=1, exchange='bittrex', stake_amount=1, open_rate=0.245441, @@ -657,6 +659,7 @@ def test_api_forcebuy(botclient, mocker, fee): data='{"pair": "ETH/BTC"}') assert_response(rc) assert rc.json == {'amount': 1, + 'amount_requested': 1, 'trade_id': None, 'close_date': None, 'close_date_hum': None, From 3721736aafbcbd06b8cfd1e94e8244360d481b7b Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Jul 2020 20:28:07 +0200 Subject: [PATCH 414/570] Convert to real amount before placing order to keep the correct amount in the database --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index c1149b8c2..5c0de94a1 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -523,7 +523,7 @@ class FreqtradeBot: time_in_force=time_in_force): logger.info(f"User requested abortion of buying {pair}") return False - + amount = self.exchange.amount_to_precision(pair, amount) order = self.exchange.buy(pair=pair, ordertype=order_type, amount=amount, rate=buy_limit_requested, time_in_force=time_in_force) From 98f2e79f27292b8e8d6feac5c6cd00660635c069 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Jul 2020 20:51:52 +0200 Subject: [PATCH 415/570] Adjust tests to use correctly trimmed amount --- freqtrade/persistence.py | 2 +- tests/rpc/test_rpc.py | 8 ++++---- tests/rpc/test_rpc_apiserver.py | 6 +++--- tests/rpc/test_rpc_telegram.py | 12 ++++++------ tests/test_freqtradebot.py | 20 ++++++++++---------- 5 files changed, 24 insertions(+), 24 deletions(-) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index bdbb7628a..245b1c790 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -276,7 +276,7 @@ class Trade(_DECL_BASE): 'open_timestamp': int(self.open_date.timestamp() * 1000), 'open_rate': self.open_rate, 'open_rate_requested': self.open_rate_requested, - 'open_trade_price': self.open_trade_price, + 'open_trade_price': round(self.open_trade_price, 8), 'close_date_hum': (arrow.get(self.close_date).humanize() if self.close_date else None), diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index ddbbe395c..2d5370e1e 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -79,8 +79,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_rate': 1.098e-05, 'close_rate': None, 'current_rate': 1.099e-05, - 'amount': 91.07468124, - 'amount_requested': 91.07468124, + 'amount': 91.07468123, + 'amount_requested': 91.07468123, 'stake_amount': 0.001, 'close_profit': None, 'close_profit_pct': None, @@ -143,8 +143,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_rate': 1.098e-05, 'close_rate': None, 'current_rate': ANY, - 'amount': 91.07468124, - 'amount_requested': 91.07468124, + 'amount': 91.07468123, + 'amount_requested': 91.07468123, 'stake_amount': 0.001, 'close_profit': None, 'close_profit_pct': None, diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 13c11d29d..c7259bdc6 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -519,8 +519,8 @@ def test_api_status(botclient, mocker, ticker, fee, markets): rc = client_get(client, f"{BASE_URI}/status") assert_response(rc) assert len(rc.json) == 1 - assert rc.json == [{'amount': 91.07468124, - 'amount_requested': 91.07468124, + assert rc.json == [{'amount': 91.07468123, + 'amount_requested': 91.07468123, 'base_currency': 'BTC', 'close_date': None, 'close_date_hum': None, @@ -696,7 +696,7 @@ def test_api_forcebuy(botclient, mocker, fee): 'min_rate': None, 'open_order_id': '123456', 'open_rate_requested': None, - 'open_trade_price': 0.2460546025, + 'open_trade_price': 0.24605460, 'sell_reason': None, 'sell_order_status': None, 'strategy': None, diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 0a4352f5b..669c6dc89 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -690,7 +690,7 @@ def test_reload_config_handle(default_conf, update, mocker) -> None: assert 'reloading config' in msg_mock.call_args_list[0][0][0] -def test_forcesell_handle(default_conf, update, ticker, fee, +def test_telegram_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, mocker) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) @@ -729,7 +729,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee, 'pair': 'ETH/BTC', 'gain': 'profit', 'limit': 1.173e-05, - 'amount': 91.07468123861567, + 'amount': 91.07468123, 'order_type': 'limit', 'open_rate': 1.098e-05, 'current_rate': 1.173e-05, @@ -743,8 +743,8 @@ def test_forcesell_handle(default_conf, update, ticker, fee, } == last_msg -def test_forcesell_down_handle(default_conf, update, ticker, fee, - ticker_sell_down, mocker) -> None: +def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee, + ticker_sell_down, mocker) -> None: mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) @@ -788,7 +788,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee, 'pair': 'ETH/BTC', 'gain': 'loss', 'limit': 1.043e-05, - 'amount': 91.07468123861567, + 'amount': 91.07468123, 'order_type': 'limit', 'open_rate': 1.098e-05, 'current_rate': 1.043e-05, @@ -836,7 +836,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None 'pair': 'ETH/BTC', 'gain': 'loss', 'limit': 1.099e-05, - 'amount': 91.07468123861567, + 'amount': 91.07468123, 'order_type': 'limit', 'open_rate': 1.098e-05, 'current_rate': 1.099e-05, diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index ada0d87fd..685b269d7 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -595,7 +595,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, freqtrade.create_trade('ETH/BTC') rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount'] - assert rate * amount >= default_conf['stake_amount'] + assert rate * amount <= default_conf['stake_amount'] def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order, @@ -782,7 +782,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, assert trade.open_date is not None assert trade.exchange == 'bittrex' assert trade.open_rate == 0.00001098 - assert trade.amount == 91.07468123861567 + assert trade.amount == 91.07468123 assert log_has( 'Buy signal found: about create a new trade with stake_amount: 0.001 ...', caplog @@ -1009,7 +1009,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None: call_args = buy_mm.call_args_list[0][1] assert call_args['pair'] == pair assert call_args['rate'] == bid - assert call_args['amount'] == stake_amount / bid + assert call_args['amount'] == round(stake_amount / bid, 8) buy_rate_mock.reset_mock() # Should create an open trade with an open order id @@ -1029,7 +1029,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None: call_args = buy_mm.call_args_list[1][1] assert call_args['pair'] == pair assert call_args['rate'] == fix_price - assert call_args['amount'] == stake_amount / fix_price + assert call_args['amount'] == round(stake_amount / fix_price, 8) # In case of closed order limit_buy_order['status'] = 'closed' @@ -1407,7 +1407,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog, assert freqtrade.handle_stoploss_on_exchange(trade) is False cancel_order_mock.assert_called_once_with(100, 'ETH/BTC') - stoploss_order_mock.assert_called_once_with(amount=85.32423208191126, + stoploss_order_mock.assert_called_once_with(amount=85.32423208, pair='ETH/BTC', order_types=freqtrade.strategy.order_types, stop_price=0.00002346 * 0.95) @@ -1595,7 +1595,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, # stoploss should be set to 1% as trailing is on assert trade.stop_loss == 0.00002346 * 0.99 cancel_order_mock.assert_called_once_with(100, 'NEO/BTC') - stoploss_order_mock.assert_called_once_with(amount=2132892.491467577, + stoploss_order_mock.assert_called_once_with(amount=2132892.49146757, pair='NEO/BTC', order_types=freqtrade.strategy.order_types, stop_price=0.00002346 * 0.99) @@ -2577,7 +2577,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N 'pair': 'ETH/BTC', 'gain': 'profit', 'limit': 1.172e-05, - 'amount': 91.07468123861567, + 'amount': 91.07468123, 'order_type': 'limit', 'open_rate': 1.098e-05, 'current_rate': 1.173e-05, @@ -2626,7 +2626,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) 'pair': 'ETH/BTC', 'gain': 'loss', 'limit': 1.044e-05, - 'amount': 91.07468123861567, + 'amount': 91.07468123, 'order_type': 'limit', 'open_rate': 1.098e-05, 'current_rate': 1.043e-05, @@ -2682,7 +2682,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe 'pair': 'ETH/BTC', 'gain': 'loss', 'limit': 1.08801e-05, - 'amount': 91.07468123861567, + 'amount': 91.07468123, 'order_type': 'limit', 'open_rate': 1.098e-05, 'current_rate': 1.043e-05, @@ -2887,7 +2887,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee, 'pair': 'ETH/BTC', 'gain': 'profit', 'limit': 1.172e-05, - 'amount': 91.07468123861567, + 'amount': 91.07468123, 'order_type': 'market', 'open_rate': 1.098e-05, 'current_rate': 1.173e-05, From de46744aa9c80437767e86cf77aa95e8c43cddbd Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Jul 2020 21:02:31 +0200 Subject: [PATCH 416/570] Use filled before amount for order data closes #3579 --- freqtrade/exchange/exchange.py | 1 - freqtrade/freqtradebot.py | 11 ++++++----- freqtrade/persistence.py | 3 ++- tests/rpc/test_rpc_telegram.py | 2 +- 4 files changed, 9 insertions(+), 8 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 5c4e4c530..e6ea75a63 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1167,7 +1167,6 @@ class Exchange: return (order['fee']['cost'], order['fee']['currency'], self.calculate_fee_rate(order)) - # calculate rate ? (order['fee']['cost'] / (order['amount'] * order['price'])) def is_exchange_bad(exchange_name: str) -> bool: diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 5c0de94a1..5da7223c4 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -20,7 +20,7 @@ from freqtrade.edge import Edge from freqtrade.exceptions import (DependencyException, ExchangeError, InvalidOrderException, PricingError) from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date -from freqtrade.misc import safe_value_fallback2 +from freqtrade.misc import safe_value_fallback, safe_value_fallback2 from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver @@ -553,14 +553,14 @@ class FreqtradeBot: order['filled'], order['amount'], order['remaining'] ) stake_amount = order['cost'] - amount = order['amount'] + amount = order['filled'] buy_limit_filled_price = order['price'] order_id = None # in case of FOK the order may be filled immediately and fully elif order_status == 'closed': stake_amount = order['cost'] - amount = order['amount'] + amount = safe_value_fallback(order, 'filled', 'amount') buy_limit_filled_price = order['price'] # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL @@ -1249,7 +1249,8 @@ class FreqtradeBot: # Try update amount (binance-fix) try: new_amount = self.get_real_amount(trade, order, order_amount) - if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): + if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount, + abs_tol=constants.MATH_CLOSE_PREC): order['amount'] = new_amount order.pop('filled', None) trade.recalc_open_trade_price() @@ -1295,7 +1296,7 @@ class FreqtradeBot: """ # Init variables if order_amount is None: - order_amount = order['amount'] + order_amount = safe_value_fallback(order, 'filled', 'amount') # Only run for closed orders if trade.fee_updated(order.get('side', '')) or order['status'] == 'open': return order_amount diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 245b1c790..7dc533c07 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -17,6 +17,7 @@ from sqlalchemy.orm.session import sessionmaker from sqlalchemy.pool import StaticPool from freqtrade.exceptions import OperationalException +from freqtrade.misc import safe_value_fallback logger = logging.getLogger(__name__) @@ -376,7 +377,7 @@ class Trade(_DECL_BASE): if order_type in ('market', 'limit') and order['side'] == 'buy': # Update open rate and actual amount self.open_rate = Decimal(order['price']) - self.amount = Decimal(order.get('filled', order['amount'])) + self.amount = Decimal(safe_value_fallback(order, 'filled', 'amount')) self.recalc_open_trade_price() logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self) self.open_order_id = None diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 669c6dc89..08d4dc7ec 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -691,7 +691,7 @@ def test_reload_config_handle(default_conf, update, mocker) -> None: def test_telegram_forcesell_handle(default_conf, update, ticker, fee, - ticker_sell_up, mocker) -> None: + ticker_sell_up, mocker) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) From eaf2b53d591001674a9a9ceb24c9e2cefae00387 Mon Sep 17 00:00:00 2001 From: "dependabot-preview[bot]" <27856297+dependabot-preview[bot]@users.noreply.github.com> Date: Thu, 16 Jul 2020 05:10:46 +0000 Subject: [PATCH 417/570] Update Dependabot config file --- .dependabot/config.yml | 17 ----------------- .github/dependabot.yml | 13 +++++++++++++ 2 files changed, 13 insertions(+), 17 deletions(-) delete mode 100644 .dependabot/config.yml create mode 100644 .github/dependabot.yml diff --git a/.dependabot/config.yml b/.dependabot/config.yml deleted file mode 100644 index 66b91e99f..000000000 --- a/.dependabot/config.yml +++ /dev/null @@ -1,17 +0,0 @@ -version: 1 - -update_configs: - - package_manager: "python" - directory: "/" - update_schedule: "weekly" - allowed_updates: - - match: - update_type: "all" - target_branch: "develop" - - - package_manager: "docker" - directory: "/" - update_schedule: "daily" - allowed_updates: - - match: - update_type: "all" diff --git a/.github/dependabot.yml b/.github/dependabot.yml new file mode 100644 index 000000000..44ff606b4 --- /dev/null +++ b/.github/dependabot.yml @@ -0,0 +1,13 @@ +version: 2 +updates: +- package-ecosystem: docker + directory: "/" + schedule: + interval: daily + open-pull-requests-limit: 10 +- package-ecosystem: pip + directory: "/" + schedule: + interval: weekly + open-pull-requests-limit: 10 + target-branch: develop From cd7ba99528576e2961d4e7f38bc47e7c3216c658 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 16 Jul 2020 07:23:16 +0000 Subject: [PATCH 418/570] Bump ccxt from 1.30.93 to 1.31.37 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.30.93 to 1.31.37. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst) - [Commits](https://github.com/ccxt/ccxt/compare/1.30.93...1.31.37) Signed-off-by: dependabot[bot] --- requirements-common.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-common.txt b/requirements-common.txt index 1cfc44ab4..d5c5fd832 100644 --- a/requirements-common.txt +++ b/requirements-common.txt @@ -1,6 +1,6 @@ # requirements without requirements installable via conda # mainly used for Raspberry pi installs -ccxt==1.30.93 +ccxt==1.31.37 SQLAlchemy==1.3.18 python-telegram-bot==12.8 arrow==0.15.7 From 49395601e98cc0ba8824f96aab92ed7aebb430d7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 19 Jul 2020 10:02:06 +0200 Subject: [PATCH 419/570] Improve informative pair sample --- docs/strategy-customization.md | 47 +++++++++++++++++++++++++++++----- 1 file changed, 40 insertions(+), 7 deletions(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 50fec79dc..98c71b4b2 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -392,9 +392,9 @@ Imagine you've developed a strategy that trades the `5m` timeframe using signals The strategy might look something like this: -*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day ATR to buy and sell.* +*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day RSI to buy and sell.* -Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day ATR. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least! +Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day RSI. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least! Since we can't resample our data we will have to use an informative pair; and since our whitelist will be dynamic we don't know which pair(s) to use. @@ -410,18 +410,49 @@ class SampleStrategy(IStrategy): def informative_pairs(self): - # get access to all pairs available in whitelist. + # get access to all pairs available in whitelist. pairs = self.dp.current_whitelist() # Assign tf to each pair so they can be downloaded and cached for strategy. informative_pairs = [(pair, '1d') for pair in pairs] return informative_pairs - def populate_indicators(self, dataframe, metadata): + def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: + + inf_tf = '1d' # Get the informative pair informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1d') - # Get the 14 day ATR. - atr = ta.ATR(informative, timeperiod=14) + # Get the 14 day rsi + informative['rsi'] = ta.RSI(informative, timeperiod=14) + + # Rename columns to be unique + informative.columns = [f"{col}_{inf_tf}" for col in informative.columns] + # Assuming inf_tf = '1d' - then the columns will now be: + # date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d + + # Combine the 2 dataframes + # all indicators on the informative sample MUST be calculated before this point + dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_{inf_tf}', how='left') + # FFill to have the 1d value available in every row throughout the day. + # Without this, comparisons would only work once per day. + dataframe = dataframe.ffill() + # Calculate rsi of the original dataframe (5m timeframe) + dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) + # Do other stuff + # ... + + return dataframe + + def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: + + dataframe.loc[ + ( + (qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30 + (dataframe['rsi_1d'] < 30) & # Ensure daily RSI is < 30 + (dataframe['volume'] > 0) # Ensure this candle had volume (important for backtesting) + ), + 'buy'] = 1 + ``` #### *get_pair_dataframe(pair, timeframe)* @@ -460,7 +491,7 @@ if self.dp: !!! Warning "Warning in hyperopt" This option cannot currently be used during hyperopt. - + #### *orderbook(pair, maximum)* ``` python @@ -493,6 +524,7 @@ if self.dp: data returned from the exchange and add appropriate error handling / defaults. *** + ### Additional data (Wallets) The strategy provides access to the `Wallets` object. This contains the current balances on the exchange. @@ -516,6 +548,7 @@ if self.wallets: - `get_total(asset)` - total available balance - sum of the 2 above *** + ### Additional data (Trades) A history of Trades can be retrieved in the strategy by querying the database. From 3271c773a76d93b361a8816d6e3ee39e20468186 Mon Sep 17 00:00:00 2001 From: Alex Pham <20041501+thopd88@users.noreply.github.com> Date: Sun, 19 Jul 2020 21:30:55 +0700 Subject: [PATCH 420/570] Fix SQL syntax error when compare pair strings First happens in Postgres --- freqtrade/rpc/rpc.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index c73fcbf54..69faff533 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -523,7 +523,7 @@ class RPC: # check if valid pair # check if pair already has an open pair - trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first() + trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first() if trade: raise RPCException(f'position for {pair} already open - id: {trade.id}') @@ -532,7 +532,7 @@ class RPC: # execute buy if self._freqtrade.execute_buy(pair, stakeamount, price): - trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first() + trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first() return trade else: return None From dd3a2675b53c30e9f3ff23e9799d2cfd41352fb0 Mon Sep 17 00:00:00 2001 From: thopd88 <20041501+thopd88@users.noreply.github.com> Date: Sun, 19 Jul 2020 22:02:53 +0700 Subject: [PATCH 421/570] Add telegram trades command to list recent trades --- freqtrade/rpc/telegram.py | 43 +++++++++++++++++++++++++++++++++++++++ 1 file changed, 43 insertions(+) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 13cc1afaf..72dbd2ea7 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -92,6 +92,7 @@ class Telegram(RPC): CommandHandler('stop', self._stop), CommandHandler('forcesell', self._forcesell), CommandHandler('forcebuy', self._forcebuy), + CommandHandler('trades', self._trades), CommandHandler('performance', self._performance), CommandHandler('daily', self._daily), CommandHandler('count', self._count), @@ -496,6 +497,48 @@ class Telegram(RPC): except RPCException as e: self._send_msg(str(e)) + @authorized_only + def _trades(self, update: Update, context: CallbackContext) -> None: + """ + Handler for /trades + Returns last n recent trades. + :param bot: telegram bot + :param update: message update + :return: None + """ + stake_cur = self._config['stake_currency'] + fiat_disp_cur = self._config.get('fiat_display_currency', '') + try: + nrecent = int(context.args[0]) + except (TypeError, ValueError, IndexError): + nrecent = 10 + try: + trades = self._rpc_trade_history( + nrecent + ) + trades_tab = tabulate( + [[trade['open_date'], + trade['pair'], + f"{trade['open_rate']}", + f"{trade['stake_amount']}", + trade['close_date'], + f"{trade['close_rate']}", + f"{trade['close_profit_abs']}"] for trade in trades['trades']], + headers=[ + 'Open Date', + 'Pair', + 'Open rate', + 'Stake Amount', + 'Close date', + 'Close rate', + 'Profit', + ], + tablefmt='simple') + message = f'{nrecent} recent trades:\n
{trades_tab}
' + self._send_msg(message, parse_mode=ParseMode.HTML) + except RPCException as e: + self._send_msg(str(e)) + @authorized_only def _performance(self, update: Update, context: CallbackContext) -> None: """ From 08fdd7d86331c5a2c55c69c130350a7b21a104e3 Mon Sep 17 00:00:00 2001 From: thopd88 <20041501+thopd88@users.noreply.github.com> Date: Sun, 19 Jul 2020 22:10:59 +0700 Subject: [PATCH 422/570] Add telegram /delete command to delete tradeid code inspired from _rpc_forcesell --- freqtrade/rpc/rpc.py | 22 ++++++++++++++++++++++ freqtrade/rpc/telegram.py | 19 +++++++++++++++++++ 2 files changed, 41 insertions(+) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index c73fcbf54..2a3feea25 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -537,6 +537,28 @@ class RPC: else: return None + def _rpc_delete(self, trade_id: str) -> Dict[str, str]: + """ + Handler for delete . + Delete the given trade + """ + def _exec_delete(trade: Trade) -> None: + Trade.session.delete(trade) + Trade.session.flush() + + with self._freqtrade._sell_lock: + trade = Trade.get_trades( + trade_filter=[Trade.id == trade_id, ] + ).first() + if not trade: + logger.warning('delete: Invalid argument received') + raise RPCException('invalid argument') + + _exec_delete(trade) + Trade.session.flush() + self._freqtrade.wallets.update() + return {'result': f'Deleted trade {trade_id}.'} + def _rpc_performance(self) -> List[Dict[str, Any]]: """ Handler for performance. diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 72dbd2ea7..474376938 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -93,6 +93,7 @@ class Telegram(RPC): CommandHandler('forcesell', self._forcesell), CommandHandler('forcebuy', self._forcebuy), CommandHandler('trades', self._trades), + CommandHandler('delete', self._delete), CommandHandler('performance', self._performance), CommandHandler('daily', self._daily), CommandHandler('count', self._count), @@ -497,6 +498,24 @@ class Telegram(RPC): except RPCException as e: self._send_msg(str(e)) + @authorized_only + def _delete(self, update: Update, context: CallbackContext) -> None: + """ + Handler for /delete . + Delete the given trade + :param bot: telegram bot + :param update: message update + :return: None + """ + + trade_id = context.args[0] if len(context.args) > 0 else None + try: + msg = self._rpc_delete(trade_id) + self._send_msg('Delete Result: `{result}`'.format(**msg)) + + except RPCException as e: + self._send_msg(str(e)) + @authorized_only def _trades(self, update: Update, context: CallbackContext) -> None: """ From 37a9edfa35a8321ca38d353ab081a17263ea8f68 Mon Sep 17 00:00:00 2001 From: Pan Long Date: Mon, 20 Jul 2020 00:37:06 +0800 Subject: [PATCH 423/570] Correct a typo in stop loss doc. --- docs/stoploss.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/stoploss.md b/docs/stoploss.md index ed00c1e33..bf7270dff 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -84,7 +84,7 @@ This option can be used with or without `trailing_stop_positive`, but uses `trai ``` python trailing_stop_positive_offset = 0.011 - trailing_only_offset_is_reached = true + trailing_only_offset_is_reached = True ``` Simplified example: From 28f4a1101e58e38df1fddc22ff573e852a80de33 Mon Sep 17 00:00:00 2001 From: thopd88 <20041501+thopd88@users.noreply.github.com> Date: Mon, 20 Jul 2020 10:54:17 +0700 Subject: [PATCH 424/570] Revert "Add telegram /delete command to delete tradeid" This reverts commit 08fdd7d86331c5a2c55c69c130350a7b21a104e3. --- freqtrade/rpc/rpc.py | 22 ---------------------- freqtrade/rpc/telegram.py | 19 ------------------- 2 files changed, 41 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 2a3feea25..c73fcbf54 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -537,28 +537,6 @@ class RPC: else: return None - def _rpc_delete(self, trade_id: str) -> Dict[str, str]: - """ - Handler for delete . - Delete the given trade - """ - def _exec_delete(trade: Trade) -> None: - Trade.session.delete(trade) - Trade.session.flush() - - with self._freqtrade._sell_lock: - trade = Trade.get_trades( - trade_filter=[Trade.id == trade_id, ] - ).first() - if not trade: - logger.warning('delete: Invalid argument received') - raise RPCException('invalid argument') - - _exec_delete(trade) - Trade.session.flush() - self._freqtrade.wallets.update() - return {'result': f'Deleted trade {trade_id}.'} - def _rpc_performance(self) -> List[Dict[str, Any]]: """ Handler for performance. diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 474376938..72dbd2ea7 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -93,7 +93,6 @@ class Telegram(RPC): CommandHandler('forcesell', self._forcesell), CommandHandler('forcebuy', self._forcebuy), CommandHandler('trades', self._trades), - CommandHandler('delete', self._delete), CommandHandler('performance', self._performance), CommandHandler('daily', self._daily), CommandHandler('count', self._count), @@ -498,24 +497,6 @@ class Telegram(RPC): except RPCException as e: self._send_msg(str(e)) - @authorized_only - def _delete(self, update: Update, context: CallbackContext) -> None: - """ - Handler for /delete . - Delete the given trade - :param bot: telegram bot - :param update: message update - :return: None - """ - - trade_id = context.args[0] if len(context.args) > 0 else None - try: - msg = self._rpc_delete(trade_id) - self._send_msg('Delete Result: `{result}`'.format(**msg)) - - except RPCException as e: - self._send_msg(str(e)) - @authorized_only def _trades(self, update: Update, context: CallbackContext) -> None: """ From eaa7370174e1b5188192e99bb205f2f03e8063b0 Mon Sep 17 00:00:00 2001 From: thopd88 <20041501+thopd88@users.noreply.github.com> Date: Mon, 20 Jul 2020 11:08:18 +0700 Subject: [PATCH 425/570] add /delete command --- freqtrade/rpc/rpc.py | 22 ++++++++++++++++++++++ freqtrade/rpc/telegram.py | 20 ++++++++++++++++++++ 2 files changed, 42 insertions(+) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index c73fcbf54..b76259ad2 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -536,6 +536,28 @@ class RPC: return trade else: return None + + def _rpc_delete(self, trade_id: str) -> Dict[str, str]: + """ + Handler for delete . + Delete the given trade + """ + def _exec_delete(trade: Trade) -> None: + Trade.session.delete(trade) + Trade.session.flush() + + with self._freqtrade._sell_lock: + trade = Trade.get_trades( + trade_filter=[Trade.id == trade_id, ] + ).first() + if not trade: + logger.warning('delete: Invalid argument received') + raise RPCException('invalid argument') + + _exec_delete(trade) + Trade.session.flush() + self._freqtrade.wallets.update() + return {'result': f'Deleted trade {trade_id}.'} def _rpc_performance(self) -> List[Dict[str, Any]]: """ diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 13cc1afaf..7d006c4e5 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -92,6 +92,7 @@ class Telegram(RPC): CommandHandler('stop', self._stop), CommandHandler('forcesell', self._forcesell), CommandHandler('forcebuy', self._forcebuy), + CommandHandler('delete', self._delete), CommandHandler('performance', self._performance), CommandHandler('daily', self._daily), CommandHandler('count', self._count), @@ -496,6 +497,24 @@ class Telegram(RPC): except RPCException as e: self._send_msg(str(e)) + @authorized_only + def _delete(self, update: Update, context: CallbackContext) -> None: + """ + Handler for /delete . + Delete the given trade + :param bot: telegram bot + :param update: message update + :return: None + """ + + trade_id = context.args[0] if len(context.args) > 0 else None + try: + msg = self._rpc_delete(trade_id) + self._send_msg('Delete Result: `{result}`'.format(**msg)) + + except RPCException as e: + self._send_msg(str(e)) + @authorized_only def _performance(self, update: Update, context: CallbackContext) -> None: """ @@ -613,6 +632,7 @@ class Telegram(RPC): "*/forcesell |all:* `Instantly sells the given trade or all trades, " "regardless of profit`\n" f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}" + "*/delete :* `Instantly delete the given trade in the database`\n" "*/performance:* `Show performance of each finished trade grouped by pair`\n" "*/daily :* `Shows profit or loss per day, over the last n days`\n" "*/count:* `Show number of trades running compared to allowed number of trades`" From 811028ae926c47ee60e1904da2a3468e2c753bdd Mon Sep 17 00:00:00 2001 From: gautier pialat Date: Mon, 20 Jul 2020 07:17:34 +0200 Subject: [PATCH 426/570] missing coma in sql request --- docs/sql_cheatsheet.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index f4cb473ff..748b16928 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -123,7 +123,7 @@ SET is_open=0, close_date='2020-06-20 03:08:45.103418', close_rate=0.19638016, close_profit=0.0496, - close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * (1 - fee_open))) + close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * (1 - fee_open))), sell_reason='force_sell' WHERE id=31; ``` From 4c97527b041234d6865d24fb490963b1c17b88ea Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 20 Jul 2020 19:11:15 +0200 Subject: [PATCH 427/570] FIx failing test --- freqtrade/rpc/telegram.py | 2 -- tests/rpc/test_rpc_telegram.py | 4 ++-- 2 files changed, 2 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 72dbd2ea7..343b26072 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -506,8 +506,6 @@ class Telegram(RPC): :param update: message update :return: None """ - stake_cur = self._config['stake_currency'] - fiat_disp_cur = self._config.get('fiat_display_currency', '') try: nrecent = int(context.args[0]) except (TypeError, ValueError, IndexError): diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 0a4352f5b..1ea211584 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -60,7 +60,7 @@ def test__init__(default_conf, mocker) -> None: assert telegram._config == default_conf -def test_init(default_conf, mocker, caplog) -> None: +def test_telegram_init(default_conf, mocker, caplog) -> None: start_polling = MagicMock() mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock(return_value=start_polling)) @@ -72,7 +72,7 @@ def test_init(default_conf, mocker, caplog) -> None: assert start_polling.start_polling.call_count == 1 message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], " - "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " + "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['trades'], " "['performance'], ['daily'], ['count'], ['reload_config', 'reload_conf'], " "['show_config', 'show_conf'], ['stopbuy'], ['whitelist'], ['blacklist'], " "['edge'], ['help'], ['version']]") From 47748961697994c82fa30b8b825699382ae0d446 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 20 Jul 2020 19:39:12 +0200 Subject: [PATCH 428/570] Evaluate average before price in order returns --- freqtrade/exchange/exchange.py | 1 + freqtrade/freqtradebot.py | 4 ++-- freqtrade/persistence.py | 6 +++--- 3 files changed, 6 insertions(+), 5 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index e6ea75a63..9858eb518 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -475,6 +475,7 @@ class Exchange: "id": order_id, 'pair': pair, 'price': rate, + 'average': rate, 'amount': _amount, 'cost': _amount * rate, 'type': ordertype, diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 5da7223c4..8c5b5b460 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -554,14 +554,14 @@ class FreqtradeBot: ) stake_amount = order['cost'] amount = order['filled'] - buy_limit_filled_price = order['price'] + buy_limit_filled_price = safe_value_fallback(order, 'average', 'price') order_id = None # in case of FOK the order may be filled immediately and fully elif order_status == 'closed': stake_amount = order['cost'] amount = safe_value_fallback(order, 'filled', 'amount') - buy_limit_filled_price = order['price'] + buy_limit_filled_price = safe_value_fallback(order, 'average', 'price') # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker') diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 7dc533c07..fdb816eab 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -369,20 +369,20 @@ class Trade(_DECL_BASE): """ order_type = order['type'] # Ignore open and cancelled orders - if order['status'] == 'open' or order['price'] is None: + if order['status'] == 'open' or safe_value_fallback(order, 'average', 'price') is None: return logger.info('Updating trade (id=%s) ...', self.id) if order_type in ('market', 'limit') and order['side'] == 'buy': # Update open rate and actual amount - self.open_rate = Decimal(order['price']) + self.open_rate = Decimal(safe_value_fallback(order, 'average', 'price')) self.amount = Decimal(safe_value_fallback(order, 'filled', 'amount')) self.recalc_open_trade_price() logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self) self.open_order_id = None elif order_type in ('market', 'limit') and order['side'] == 'sell': - self.close(order['price']) + self.close(safe_value_fallback(order, 'average', 'price')) logger.info('%s_SELL has been fulfilled for %s.', order_type.upper(), self) elif order_type in ('stop_loss_limit', 'stop-loss', 'stop'): self.stoploss_order_id = None From 21dcef113431e4b42be7acc33d6353f1db33d96e Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 20 Jul 2020 19:50:29 +0200 Subject: [PATCH 429/570] Add trade_id to webhooks allowing for easier corelation of different messages --- docs/webhook-config.md | 4 ++++ freqtrade/freqtradebot.py | 4 ++++ tests/rpc/test_rpc_telegram.py | 3 +++ tests/test_freqtradebot.py | 4 ++++ 4 files changed, 15 insertions(+) diff --git a/docs/webhook-config.md b/docs/webhook-config.md index 70a41dd46..db6d4d1ef 100644 --- a/docs/webhook-config.md +++ b/docs/webhook-config.md @@ -47,6 +47,7 @@ Different payloads can be configured for different events. Not all fields are ne The fields in `webhook.webhookbuy` are filled when the bot executes a buy. Parameters are filled using string.format. Possible parameters are: +* `trade_id` * `exchange` * `pair` * `limit` @@ -63,6 +64,7 @@ Possible parameters are: The fields in `webhook.webhookbuycancel` are filled when the bot cancels a buy order. Parameters are filled using string.format. Possible parameters are: +* `trade_id` * `exchange` * `pair` * `limit` @@ -79,6 +81,7 @@ Possible parameters are: The fields in `webhook.webhooksell` are filled when the bot sells a trade. Parameters are filled using string.format. Possible parameters are: +* `trade_id` * `exchange` * `pair` * `gain` @@ -100,6 +103,7 @@ Possible parameters are: The fields in `webhook.webhooksellcancel` are filled when the bot cancels a sell order. Parameters are filled using string.format. Possible parameters are: +* `trade_id` * `exchange` * `pair` * `gain` diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 38afe3230..a6d96ef77 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -598,6 +598,7 @@ class FreqtradeBot: Sends rpc notification when a buy occured. """ msg = { + 'trade_id': trade.id, 'type': RPCMessageType.BUY_NOTIFICATION, 'exchange': self.exchange.name.capitalize(), 'pair': trade.pair, @@ -621,6 +622,7 @@ class FreqtradeBot: current_rate = self.get_buy_rate(trade.pair, False) msg = { + 'trade_id': trade.id, 'type': RPCMessageType.BUY_CANCEL_NOTIFICATION, 'exchange': self.exchange.name.capitalize(), 'pair': trade.pair, @@ -1149,6 +1151,7 @@ class FreqtradeBot: msg = { 'type': RPCMessageType.SELL_NOTIFICATION, + 'trade_id': trade.id, 'exchange': trade.exchange.capitalize(), 'pair': trade.pair, 'gain': gain, @@ -1191,6 +1194,7 @@ class FreqtradeBot: msg = { 'type': RPCMessageType.SELL_CANCEL_NOTIFICATION, + 'trade_id': trade.id, 'exchange': trade.exchange.capitalize(), 'pair': trade.pair, 'gain': gain, diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 0a4352f5b..631817624 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -725,6 +725,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee, last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, + 'trade_id': 1, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'profit', @@ -784,6 +785,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee, last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, + 'trade_id': 1, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'loss', @@ -832,6 +834,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None msg = rpc_mock.call_args_list[0][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, + 'trade_id': 1, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'loss', diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index ada0d87fd..c7089abfe 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2572,6 +2572,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N assert rpc_mock.call_count == 1 last_msg = rpc_mock.call_args_list[-1][0][0] assert { + 'trade_id': 1, 'type': RPCMessageType.SELL_NOTIFICATION, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', @@ -2622,6 +2623,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, + 'trade_id': 1, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'loss', @@ -2678,6 +2680,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe assert { 'type': RPCMessageType.SELL_NOTIFICATION, + 'trade_id': 1, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'loss', @@ -2883,6 +2886,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee, last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, + 'trade_id': 1, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'profit', From 7d6708fc6a3fa56381f72882ab09a330e207f792 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 20 Jul 2020 20:03:03 +0200 Subject: [PATCH 430/570] Reduce severity of hyperopt "does not provide" messages closes #3371 --- freqtrade/resolvers/hyperopt_resolver.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py index 633363134..abbfee6ed 100644 --- a/freqtrade/resolvers/hyperopt_resolver.py +++ b/freqtrade/resolvers/hyperopt_resolver.py @@ -42,14 +42,14 @@ class HyperOptResolver(IResolver): extra_dir=config.get('hyperopt_path')) if not hasattr(hyperopt, 'populate_indicators'): - logger.warning("Hyperopt class does not provide populate_indicators() method. " - "Using populate_indicators from the strategy.") + logger.info("Hyperopt class does not provide populate_indicators() method. " + "Using populate_indicators from the strategy.") if not hasattr(hyperopt, 'populate_buy_trend'): - logger.warning("Hyperopt class does not provide populate_buy_trend() method. " - "Using populate_buy_trend from the strategy.") + logger.info("Hyperopt class does not provide populate_buy_trend() method. " + "Using populate_buy_trend from the strategy.") if not hasattr(hyperopt, 'populate_sell_trend'): - logger.warning("Hyperopt class does not provide populate_sell_trend() method. " - "Using populate_sell_trend from the strategy.") + logger.info("Hyperopt class does not provide populate_sell_trend() method. " + "Using populate_sell_trend from the strategy.") return hyperopt From 939f91734f2723a72f6545feef2edfef8beaa9c4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 21 Jul 2020 20:34:19 +0200 Subject: [PATCH 431/570] Test confirming 0 division ... --- tests/conftest.py | 52 +++++++++++++++++++++++++++++++-- tests/pairlist/test_pairlist.py | 9 ++++-- 2 files changed, 56 insertions(+), 5 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 43dc8ca78..e2bdf7da5 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -661,7 +661,8 @@ def shitcoinmarkets(markets): Fixture with shitcoin markets - used to test filters in pairlists """ shitmarkets = deepcopy(markets) - shitmarkets.update({'HOT/BTC': { + shitmarkets.update({ + 'HOT/BTC': { 'id': 'HOTBTC', 'symbol': 'HOT/BTC', 'base': 'HOT', @@ -766,7 +767,32 @@ def shitcoinmarkets(markets): "spot": True, "future": False, "active": True - }, + }, + 'ADADOUBLE/USDT': { + "percentage": True, + "tierBased": False, + "taker": 0.001, + "maker": 0.001, + "precision": { + "base": 8, + "quote": 8, + "amount": 2, + "price": 4 + }, + "limits": { + }, + "id": "ADADOUBLEUSDT", + "symbol": "ADADOUBLE/USDT", + "base": "ADADOUBLE", + "quote": "USDT", + "baseId": "ADADOUBLE", + "quoteId": "USDT", + "info": {}, + "type": "spot", + "spot": True, + "future": False, + "active": True + }, }) return shitmarkets @@ -1388,6 +1414,28 @@ def tickers(): "quoteVolume": 0.0, "info": {} }, + "ADADOUBLE/USDT": { + "symbol": "ADADOUBLE/USDT", + "timestamp": 1580469388244, + "datetime": "2020-01-31T11:16:28.244Z", + "high": None, + "low": None, + "bid": 0.7305, + "bidVolume": None, + "ask": 0.7342, + "askVolume": None, + "vwap": None, + "open": None, + "close": None, + "last": 0, + "previousClose": None, + "change": None, + "percentage": 2.628, + "average": None, + "baseVolume": 0.0, + "quoteVolume": 0.0, + "info": {} + }, }) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index e23102162..efe4a784b 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -235,7 +235,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}], "BTC", ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']), ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], - "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']), + "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']), # No pair for ETH, VolumePairList ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], "ETH", []), @@ -303,11 +303,11 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): # ShuffleFilter ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "ShuffleFilter", "seed": 77}], - "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']), + "USDT", ['ADADOUBLE/USDT', 'ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']), # ShuffleFilter, other seed ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "ShuffleFilter", "seed": 42}], - "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']), + "USDT", ['ADAHALF/USDT', 'NANO/USDT', 'ADADOUBLE/USDT', 'ETH/USDT']), # ShuffleFilter, no seed ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "ShuffleFilter"}], @@ -347,6 +347,9 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}, {"method": "StaticPairList"}], "BTC", 'static_in_the_middle'), + ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"}, + {"method": "PriceFilter", "low_price_ratio": 0.02}], + "USDT", ['ETH/USDT', 'NANO/USDT']), ]) def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history_list, pairlists, base_currency, From 6a10c715fae72a466afb040dae8e1a55334c38f8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 21 Jul 2020 20:34:29 +0200 Subject: [PATCH 432/570] Fix 0 division (if last = 0, something went wrong!) --- freqtrade/pairlist/PriceFilter.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index 5ee1df078..b3b2f43dc 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -56,7 +56,7 @@ class PriceFilter(IPairList): :param ticker: ticker dict as returned from ccxt.load_markets() :return: True if the pair can stay, false if it should be removed """ - if ticker['last'] is None: + if ticker['last'] is None or ticker['last'] == 0: self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, because " "ticker['last'] is empty (Usually no trade in the last 24h).") From 2a5f8d889588e258191bc67f524d3b72d6a47d66 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 22 Jul 2020 06:22:45 +0000 Subject: [PATCH 433/570] Bump python from 3.8.4-slim-buster to 3.8.5-slim-buster Bumps python from 3.8.4-slim-buster to 3.8.5-slim-buster. Signed-off-by: dependabot[bot] --- Dockerfile | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Dockerfile b/Dockerfile index f27167cc5..e1220e3b8 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,4 +1,4 @@ -FROM python:3.8.4-slim-buster +FROM python:3.8.5-slim-buster RUN apt-get update \ && apt-get -y install curl build-essential libssl-dev sqlite3 \ From f5f529cacedd2fe9cb2807b1e6ce4b0b520158f2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 22 Jul 2020 15:15:50 +0200 Subject: [PATCH 434/570] Use correct initialization of DataProvider --- freqtrade/plot/plotting.py | 8 +++++--- tests/test_plotting.py | 4 +++- 2 files changed, 8 insertions(+), 4 deletions(-) diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index db83448c0..a933c6a76 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -10,12 +10,13 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown, create_cum_profit, extract_trades_of_period, load_trades) from freqtrade.data.converter import trim_dataframe +from freqtrade.data.dataprovider import DataProvider from freqtrade.data.history import load_data from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_prev_date from freqtrade.misc import pair_to_filename -from freqtrade.resolvers import StrategyResolver -from freqtrade.data.dataprovider import DataProvider +from freqtrade.resolvers import ExchangeResolver, StrategyResolver +from freqtrade.strategy import IStrategy logger = logging.getLogger(__name__) @@ -468,6 +469,8 @@ def load_and_plot_trades(config: Dict[str, Any]): """ strategy = StrategyResolver.load_strategy(config) + exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config) + IStrategy.dp = DataProvider(config, exchange) plot_elements = init_plotscript(config) trades = plot_elements['trades'] pair_counter = 0 @@ -475,7 +478,6 @@ def load_and_plot_trades(config: Dict[str, Any]): pair_counter += 1 logger.info("analyse pair %s", pair) - strategy.dp = DataProvider(config, config["exchange"]) df_analyzed = strategy.analyze_ticker(data, {'pair': pair}) trades_pair = trades.loc[trades['pair'] == pair] trades_pair = extract_trades_of_period(df_analyzed, trades_pair) diff --git a/tests/test_plotting.py b/tests/test_plotting.py index 05805eb24..8f4512c4b 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -21,7 +21,7 @@ from freqtrade.plot.plotting import (add_indicators, add_profit, load_and_plot_trades, plot_profit, plot_trades, store_plot_file) from freqtrade.resolvers import StrategyResolver -from tests.conftest import get_args, log_has, log_has_re +from tests.conftest import get_args, log_has, log_has_re, patch_exchange def fig_generating_mock(fig, *args, **kwargs): @@ -316,6 +316,8 @@ def test_start_plot_dataframe(mocker): def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir): + patch_exchange(mocker) + default_conf['trade_source'] = 'file' default_conf["datadir"] = testdatadir default_conf['exportfilename'] = testdatadir / "backtest-result_test.json" From f6bde8bd9cbad8a50b75d5c26c16011b3d5448d0 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 22 Jul 2020 21:43:15 +0300 Subject: [PATCH 435/570] Improve exception message wordings --- freqtrade/pairlist/AgeFilter.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/pairlist/AgeFilter.py b/freqtrade/pairlist/AgeFilter.py index 7b6b126c3..d199154ba 100644 --- a/freqtrade/pairlist/AgeFilter.py +++ b/freqtrade/pairlist/AgeFilter.py @@ -26,9 +26,9 @@ class AgeFilter(IPairList): self._min_days_listed = pairlistconfig.get('min_days_listed', 10) if self._min_days_listed < 1: - raise OperationalException("AgeFilter requires min_days_listed must be >= 1") + raise OperationalException("AgeFilter requires min_days_listed be >= 1") if self._min_days_listed > exchange.ohlcv_candle_limit: - raise OperationalException("AgeFilter requires min_days_listed must not exceed " + raise OperationalException("AgeFilter requires min_days_listed be not exceeding " "exchange max request size " f"({exchange.ohlcv_candle_limit})") self._enabled = self._min_days_listed >= 1 From 5213abf510de8a3b43b671c9cfab65a6f81896b1 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 22 Jul 2020 21:44:39 +0300 Subject: [PATCH 436/570] AgeFilter is always enabled --- freqtrade/pairlist/AgeFilter.py | 1 - 1 file changed, 1 deletion(-) diff --git a/freqtrade/pairlist/AgeFilter.py b/freqtrade/pairlist/AgeFilter.py index d199154ba..56e56ceeb 100644 --- a/freqtrade/pairlist/AgeFilter.py +++ b/freqtrade/pairlist/AgeFilter.py @@ -31,7 +31,6 @@ class AgeFilter(IPairList): raise OperationalException("AgeFilter requires min_days_listed be not exceeding " "exchange max request size " f"({exchange.ohlcv_candle_limit})") - self._enabled = self._min_days_listed >= 1 @property def needstickers(self) -> bool: From daee414d7a83e15123e025d4c6107ad0435f9d0f Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 22 Jul 2020 21:51:25 +0300 Subject: [PATCH 437/570] Fix docs formatting --- docs/configuration.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/configuration.md b/docs/configuration.md index a200d6411..0e3d23927 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -663,6 +663,7 @@ Filters low-value coins which would not allow setting stoplosses. #### PriceFilter The `PriceFilter` allows filtering of pairs by price. Currently the following price filters are supported: + * `min_price` * `max_price` * `low_price_ratio` From a1e292f56a068a2183aa59e59036bb5ce8abe0c5 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 22 Jul 2020 22:09:30 +0300 Subject: [PATCH 438/570] Improve docs --- docs/configuration.md | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/docs/configuration.md b/docs/configuration.md index 0e3d23927..f39a3c62d 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -669,19 +669,21 @@ The `PriceFilter` allows filtering of pairs by price. Currently the following pr * `low_price_ratio` The `min_price` setting removes pairs where the price is below the specified price. This is useful if you wish to avoid trading very low-priced pairs. -This option is disabled by default, and will only apply if set to <> 0. +This option is disabled by default (or set to 0), and will only apply if set to > 0. The `max_price` setting removes pairs where the price is above the specified price. This is useful if you wish to trade only low-priced pairs. -This option is disabled by default, and will only apply if set to <> 0. +This option is disabled by default (or set to 0), and will only apply if set to > 0. The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio. -This option is disabled by default, and will only apply if set to <> 0. +This option is disabled by default (or set to 0), and will only apply if set to > 0. + +For `PriceFiler` at least one of its `min_price`, `max_price` or `low_price_ratio` settings must be applied. Calculation example: -Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value. +Min price precision for SHITCOIN/BTC is 8 decimals. If its price is 0.00000011 - one price step above would be 0.00000012, which is ~9% higher than the previous price value. You may filter out this pair by using PriceFilter with `low_price_ratio` set to 0.09 (9%) or with `min_price` set to 0.00000011, correspondingly. -These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. +Low priced pairs are dangerous since they are often illiquid and it may also be impossible to place the desired stoploss, which can often result in high losses. Consider using PriceFilter with `low_price_ratio` set to a value which is less than the absolute value of your stoploss (for example, if your stoploss is -5% (-0.05), then the value for `low_price_ratio` can be 0.04 or even 0.02). #### ShuffleFilter From c78199d3d9fdd3c2a040a0fb476c053d60b6d7a1 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 22 Jul 2020 22:21:30 +0300 Subject: [PATCH 439/570] Add checks for parameters of PriceFilter --- freqtrade/pairlist/PriceFilter.py | 13 ++++++++++--- 1 file changed, 10 insertions(+), 3 deletions(-) diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py index b3b2f43dc..ae3ab9230 100644 --- a/freqtrade/pairlist/PriceFilter.py +++ b/freqtrade/pairlist/PriceFilter.py @@ -4,6 +4,7 @@ Price pair list filter import logging from typing import Any, Dict +from freqtrade.exceptions import OperationalException from freqtrade.pairlist.IPairList import IPairList @@ -18,11 +19,17 @@ class PriceFilter(IPairList): super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0) + if self._low_price_ratio < 0: + raise OperationalException("PriceFilter requires low_price_ratio be >= 0") self._min_price = pairlistconfig.get('min_price', 0) + if self._min_price < 0: + raise OperationalException("PriceFilter requires min_price be >= 0") self._max_price = pairlistconfig.get('max_price', 0) - self._enabled = ((self._low_price_ratio != 0) or - (self._min_price != 0) or - (self._max_price != 0)) + if self._max_price < 0: + raise OperationalException("PriceFilter requires max_price be >= 0") + self._enabled = ((self._low_price_ratio > 0) or + (self._min_price > 0) or + (self._max_price > 0)) @property def needstickers(self) -> bool: From 5c2481082ef11633c56bd5d631550b746b18d271 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 22 Jul 2020 22:46:30 +0300 Subject: [PATCH 440/570] Add tests for PriceFilter --- tests/pairlist/test_pairlist.py | 56 +++++++++++++++++++++++---------- 1 file changed, 40 insertions(+), 16 deletions(-) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index efe4a784b..5a9472ef9 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -590,34 +590,58 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_his assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count -@pytest.mark.parametrize("pairlistconfig,expected", [ +@pytest.mark.parametrize("pairlistconfig,desc_expected,exception_expected", [ ({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010, - "max_price": 1.0}, "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below " - "0.1% or below 0.00000010 or above 1.00000000.'}]" - ), + "max_price": 1.0}, + "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below " + "0.1% or below 0.00000010 or above 1.00000000.'}]", + None + ), ({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010}, - "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or below 0.00000010.'}]" - ), + "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or below 0.00000010.'}]", + None + ), ({"method": "PriceFilter", "low_price_ratio": 0.001, "max_price": 1.00010000}, - "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or above 1.00010000.'}]" - ), + "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or above 1.00010000.'}]", + None + ), ({"method": "PriceFilter", "min_price": 0.00002000}, - "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.00002000.'}]" - ), + "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.00002000.'}]", + None + ), ({"method": "PriceFilter"}, - "[{'PriceFilter': 'PriceFilter - No price filters configured.'}]" - ), + "[{'PriceFilter': 'PriceFilter - No price filters configured.'}]", + None + ), + ({"method": "PriceFilter", "low_price_ratio": -0.001}, + None, + "PriceFilter requires low_price_ratio be >= 0" + ), # OperationalException expected + ({"method": "PriceFilter", "min_price": -0.00000010}, + None, + "PriceFilter requires min_price be >= 0" + ), # OperationalException expected + ({"method": "PriceFilter", "max_price": -1.00010000}, + None, + "PriceFilter requires max_price be >= 0" + ), # OperationalException expected ]) -def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig, expected): +def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig, + desc_expected, exception_expected): mocker.patch.multiple('freqtrade.exchange.Exchange', markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True) ) whitelist_conf['pairlists'] = [pairlistconfig] - freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) - short_desc = str(freqtrade.pairlists.short_desc()) - assert short_desc == expected + if desc_expected is not None: + freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) + short_desc = str(freqtrade.pairlists.short_desc()) + assert short_desc == desc_expected + else: # # OperationalException expected + with pytest.raises(OperationalException, + match=exception_expected): + freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog): From 50767cd5694a79a4ac10ccba28f677470eb16725 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 22 Jul 2020 22:48:29 +0300 Subject: [PATCH 441/570] Adjust tests for AgeFilter --- tests/pairlist/test_pairlist.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 5a9472ef9..27b13bf69 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -547,7 +547,7 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick ) with pytest.raises(OperationalException, - match=r'AgeFilter requires min_days_listed must be >= 1'): + match=r'AgeFilter requires min_days_listed be >= 1'): get_patched_freqtradebot(mocker, default_conf) @@ -562,7 +562,7 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick ) with pytest.raises(OperationalException, - match=r'AgeFilter requires min_days_listed must not exceed ' + match=r'AgeFilter requires min_days_listed be not exceeding ' r'exchange max request size \([0-9]+\)'): get_patched_freqtradebot(mocker, default_conf) From f48250b4142acbe91c43e18f246b9f5889263095 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Wed, 22 Jul 2020 22:56:24 +0300 Subject: [PATCH 442/570] Make flake happy --- tests/pairlist/test_pairlist.py | 18 +++++++++--------- 1 file changed, 9 insertions(+), 9 deletions(-) diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 27b13bf69..c235367be 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -596,35 +596,35 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_his "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below " "0.1% or below 0.00000010 or above 1.00000000.'}]", None - ), + ), ({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010}, "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or below 0.00000010.'}]", None - ), + ), ({"method": "PriceFilter", "low_price_ratio": 0.001, "max_price": 1.00010000}, "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or above 1.00010000.'}]", None - ), + ), ({"method": "PriceFilter", "min_price": 0.00002000}, "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.00002000.'}]", None - ), + ), ({"method": "PriceFilter"}, "[{'PriceFilter': 'PriceFilter - No price filters configured.'}]", None - ), + ), ({"method": "PriceFilter", "low_price_ratio": -0.001}, None, "PriceFilter requires low_price_ratio be >= 0" - ), # OperationalException expected + ), # OperationalException expected ({"method": "PriceFilter", "min_price": -0.00000010}, None, "PriceFilter requires min_price be >= 0" - ), # OperationalException expected + ), # OperationalException expected ({"method": "PriceFilter", "max_price": -1.00010000}, None, "PriceFilter requires max_price be >= 0" - ), # OperationalException expected + ), # OperationalException expected ]) def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig, desc_expected, exception_expected): @@ -638,7 +638,7 @@ def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig, freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) short_desc = str(freqtrade.pairlists.short_desc()) assert short_desc == desc_expected - else: # # OperationalException expected + else: # OperationalException expected with pytest.raises(OperationalException, match=exception_expected): freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) From 0502fe0496382e6cc2a04161ad3a15f4f9f40e26 Mon Sep 17 00:00:00 2001 From: thopd88 <20041501+thopd88@users.noreply.github.com> Date: Thu, 23 Jul 2020 09:36:05 +0700 Subject: [PATCH 443/570] New /trades 3 columns and exclude open trades --- freqtrade/rpc/telegram.py | 16 +++++----------- 1 file changed, 5 insertions(+), 11 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 343b26072..87a0cdd62 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -5,6 +5,7 @@ This module manage Telegram communication """ import json import logging +import arrow from typing import Any, Callable, Dict from tabulate import tabulate @@ -506,6 +507,7 @@ class Telegram(RPC): :param update: message update :return: None """ + stake_cur = self._config['stake_currency'] try: nrecent = int(context.args[0]) except (TypeError, ValueError, IndexError): @@ -515,21 +517,13 @@ class Telegram(RPC): nrecent ) trades_tab = tabulate( - [[trade['open_date'], + [[arrow.get(trade['open_date']).humanize(), trade['pair'], - f"{trade['open_rate']}", - f"{trade['stake_amount']}", - trade['close_date'], - f"{trade['close_rate']}", - f"{trade['close_profit_abs']}"] for trade in trades['trades']], + f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"] for trade in trades['trades'] if trade['close_profit'] is not None], headers=[ 'Open Date', 'Pair', - 'Open rate', - 'Stake Amount', - 'Close date', - 'Close rate', - 'Profit', + f'Profit ({stake_cur})', ], tablefmt='simple') message = f'{nrecent} recent trades:\n
{trades_tab}
' From a3daf8e41c209e061a3e50f1b5fcba3802bf6421 Mon Sep 17 00:00:00 2001 From: thopd88 <20041501+thopd88@users.noreply.github.com> Date: Thu, 23 Jul 2020 09:47:53 +0700 Subject: [PATCH 444/570] Fix line too long --- freqtrade/rpc/telegram.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 87a0cdd62..943d092db 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -519,7 +519,8 @@ class Telegram(RPC): trades_tab = tabulate( [[arrow.get(trade['open_date']).humanize(), trade['pair'], - f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"] for trade in trades['trades'] if trade['close_profit'] is not None], + f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"] + for trade in trades['trades'] if trade['close_profit'] is not None], headers=[ 'Open Date', 'Pair', From 0bad55637e5e5907d9133df6973c1926056ac6d0 Mon Sep 17 00:00:00 2001 From: thopd88 <20041501+thopd88@users.noreply.github.com> Date: Thu, 23 Jul 2020 10:12:52 +0700 Subject: [PATCH 445/570] fix flake8 indent error --- freqtrade/rpc/telegram.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 943d092db..66583fa53 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -520,7 +520,7 @@ class Telegram(RPC): [[arrow.get(trade['open_date']).humanize(), trade['pair'], f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"] - for trade in trades['trades'] if trade['close_profit'] is not None], + for trade in trades['trades'] if trade['close_profit'] is not None], headers=[ 'Open Date', 'Pair', From 0f18b2a0d45d3056cd52830f3081b359895bb044 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 23 Jul 2020 07:12:14 +0200 Subject: [PATCH 446/570] Add test and fix case where no trades were closed yet --- freqtrade/rpc/telegram.py | 3 ++- tests/rpc/test_rpc_telegram.py | 35 ++++++++++++++++++++++++++++++++-- 2 files changed, 35 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 66583fa53..153be1e25 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -527,7 +527,8 @@ class Telegram(RPC): f'Profit ({stake_cur})', ], tablefmt='simple') - message = f'{nrecent} recent trades:\n
{trades_tab}
' + message = (f"{min(trades['trades_count'], nrecent)} recent trades:\n" + + (f"
{trades_tab}
" if trades['trades_count'] > 0 else '')) self._send_msg(message, parse_mode=ParseMode.HTML) except RPCException as e: self._send_msg(str(e)) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 1ea211584..f011b631d 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -21,8 +21,9 @@ from freqtrade.rpc import RPCMessageType from freqtrade.rpc.telegram import Telegram, authorized_only from freqtrade.state import State from freqtrade.strategy.interface import SellType -from tests.conftest import (get_patched_freqtradebot, log_has, patch_exchange, - patch_get_signal, patch_whitelist) +from tests.conftest import (create_mock_trades, get_patched_freqtradebot, + log_has, patch_exchange, patch_get_signal, + patch_whitelist) class DummyCls(Telegram): @@ -1143,6 +1144,36 @@ def test_edge_enabled(edge_conf, update, mocker) -> None: assert 'Pair Winrate Expectancy Stoploss' in msg_mock.call_args_list[0][0][0] +def test_telegram_trades(mocker, update, default_conf, fee): + msg_mock = MagicMock() + mocker.patch.multiple( + 'freqtrade.rpc.telegram.Telegram', + _init=MagicMock(), + _send_msg=msg_mock + ) + + freqtradebot = get_patched_freqtradebot(mocker, default_conf) + telegram = Telegram(freqtradebot) + context = MagicMock() + context.args = [] + + telegram._trades(update=update, context=context) + assert "0 recent trades:" in msg_mock.call_args_list[0][0][0] + assert "
" not in msg_mock.call_args_list[0][0][0]
+
+    msg_mock.reset_mock()
+    create_mock_trades(fee)
+
+    context = MagicMock()
+    context.args = [5]
+    telegram._trades(update=update, context=context)
+    msg_mock.call_count == 1
+    assert "3 recent trades:" in msg_mock.call_args_list[0][0][0]
+    assert "Profit (" in msg_mock.call_args_list[0][0][0]
+    assert "Open Date" in msg_mock.call_args_list[0][0][0]
+    assert "
" in msg_mock.call_args_list[0][0][0]
+
+
 def test_help_handle(default_conf, update, mocker) -> None:
     msg_mock = MagicMock()
     mocker.patch.multiple(

From 8300eb59d4b448b4f04da34b80efd603a32a6002 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 23 Jul 2020 07:49:44 +0200
Subject: [PATCH 447/570] Extend create_mock_trades to create 4 trades

2 closed, and 2 open trades
---
 tests/commands/test_commands.py |  2 +-
 tests/conftest.py               | 14 ++++++++++++++
 tests/data/test_btanalysis.py   |  2 +-
 tests/test_freqtradebot.py      |  2 +-
 tests/test_persistence.py       |  6 +++---
 5 files changed, 20 insertions(+), 6 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index ffced956d..3ec7e4798 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -1089,7 +1089,7 @@ def test_show_trades(mocker, fee, capsys, caplog):
     pargs = get_args(args)
     pargs['config'] = None
     start_show_trades(pargs)
-    assert log_has("Printing 3 Trades: ", caplog)
+    assert log_has("Printing 4 Trades: ", caplog)
     captured = capsys.readouterr()
     assert "Trade(id=1" in captured.out
     assert "Trade(id=2" in captured.out
diff --git a/tests/conftest.py b/tests/conftest.py
index 43dc8ca78..fe8d54480 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -199,6 +199,20 @@ def create_mock_trades(fee):
     )
     Trade.session.add(trade)
 
+    trade = Trade(
+        pair='XRP/BTC',
+        stake_amount=0.001,
+        amount=123.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=0.05,
+        close_rate=0.06,
+        close_profit=0.01,
+        exchange='bittrex',
+        is_open=False,
+    )
+    Trade.session.add(trade)
+
     # Simulate prod entry
     trade = Trade(
         pair='ETC/BTC',
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index b65db7fd8..718c02f05 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -43,7 +43,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
 
     trades = load_trades_from_db(db_url=default_conf['db_url'])
     assert init_mock.call_count == 1
-    assert len(trades) == 3
+    assert len(trades) == 4
     assert isinstance(trades, DataFrame)
     assert "pair" in trades.columns
     assert "open_time" in trades.columns
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index ada0d87fd..54e33be4d 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4090,7 +4090,7 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     create_mock_trades(fee)
     trades = Trade.query.all()
-    assert len(trades) == 3
+    assert len(trades) == 4
     freqtrade.cancel_all_open_orders()
     assert buy_mock.call_count == 1
     assert sell_mock.call_count == 1
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 8dd27e53a..ab23243a5 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -989,7 +989,7 @@ def test_get_overall_performance(fee):
     create_mock_trades(fee)
     res = Trade.get_overall_performance()
 
-    assert len(res) == 1
+    assert len(res) == 2
     assert 'pair' in res[0]
     assert 'profit' in res[0]
     assert 'count' in res[0]
@@ -1004,5 +1004,5 @@ def test_get_best_pair(fee):
     create_mock_trades(fee)
     res = Trade.get_best_pair()
     assert len(res) == 2
-    assert res[0] == 'ETC/BTC'
-    assert res[1] == 0.005
+    assert res[0] == 'XRP/BTC'
+    assert res[1] == 0.01

From fdc84eef5905d81a69076199990d3e7bf999e938 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 23 Jul 2020 07:50:45 +0200
Subject: [PATCH 448/570] /trades shall only return closed trades

---
 freqtrade/rpc/rpc.py            |  5 +++--
 freqtrade/rpc/telegram.py       |  2 +-
 tests/rpc/test_rpc.py           | 11 +++++------
 tests/rpc/test_rpc_apiserver.py |  8 ++++----
 tests/rpc/test_rpc_telegram.py  |  2 +-
 5 files changed, 14 insertions(+), 14 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index c73fcbf54..b39d5aec4 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -252,9 +252,10 @@ class RPC:
     def _rpc_trade_history(self, limit: int) -> Dict:
         """ Returns the X last trades """
         if limit > 0:
-            trades = Trade.get_trades().order_by(Trade.id.desc()).limit(limit)
+            trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
+                Trade.id.desc()).limit(limit)
         else:
-            trades = Trade.get_trades().order_by(Trade.id.desc()).all()
+            trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(Trade.id.desc()).all()
 
         output = [trade.to_json() for trade in trades]
 
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 153be1e25..17f0e21f9 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -520,7 +520,7 @@ class Telegram(RPC):
                 [[arrow.get(trade['open_date']).humanize(),
                   trade['pair'],
                   f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"]
-                 for trade in trades['trades'] if trade['close_profit'] is not None],
+                 for trade in trades['trades']],
                 headers=[
                     'Open Date',
                     'Pair',
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index de9327ba9..e5859fcd9 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -284,12 +284,11 @@ def test_rpc_trade_history(mocker, default_conf, markets, fee):
     assert isinstance(trades['trades'][1], dict)
 
     trades = rpc._rpc_trade_history(0)
-    assert len(trades['trades']) == 3
-    assert trades['trades_count'] == 3
-    # The first trade is for ETH ... sorting is descending
-    assert trades['trades'][-1]['pair'] == 'ETH/BTC'
-    assert trades['trades'][0]['pair'] == 'ETC/BTC'
-    assert trades['trades'][1]['pair'] == 'ETC/BTC'
+    assert len(trades['trades']) == 2
+    assert trades['trades_count'] == 2
+    # The first closed trade is for ETC ... sorting is descending
+    assert trades['trades'][-1]['pair'] == 'ETC/BTC'
+    assert trades['trades'][0]['pair'] == 'XRP/BTC'
 
 
 def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 355b63f48..f4d7b8ca3 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -368,12 +368,12 @@ def test_api_trades(botclient, mocker, ticker, fee, markets):
 
     rc = client_get(client, f"{BASE_URI}/trades")
     assert_response(rc)
-    assert len(rc.json['trades']) == 3
-    assert rc.json['trades_count'] == 3
-    rc = client_get(client, f"{BASE_URI}/trades?limit=2")
-    assert_response(rc)
     assert len(rc.json['trades']) == 2
     assert rc.json['trades_count'] == 2
+    rc = client_get(client, f"{BASE_URI}/trades?limit=1")
+    assert_response(rc)
+    assert len(rc.json['trades']) == 1
+    assert rc.json['trades_count'] == 1
 
 
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index f011b631d..cfe0ade6f 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1168,7 +1168,7 @@ def test_telegram_trades(mocker, update, default_conf, fee):
     context.args = [5]
     telegram._trades(update=update, context=context)
     msg_mock.call_count == 1
-    assert "3 recent trades:" in msg_mock.call_args_list[0][0][0]
+    assert "2 recent trades:" in msg_mock.call_args_list[0][0][0]
     assert "Profit (" in msg_mock.call_args_list[0][0][0]
     assert "Open Date" in msg_mock.call_args_list[0][0][0]
     assert "
" in msg_mock.call_args_list[0][0][0]

From e0c14e6214a79e25d0c6b1d6b189001d89d89e4f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 23 Jul 2020 07:54:45 +0200
Subject: [PATCH 449/570] Add /trades to help (so users know about it)

---
 docs/telegram-usage.md    | 1 +
 freqtrade/rpc/telegram.py | 1 +
 2 files changed, 2 insertions(+)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index f423a9376..250293d25 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -56,6 +56,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/show_config` | | Shows part of the current configuration with relevant settings to operation
 | `/status` | | Lists all open trades
 | `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
+| `/trades [limit]` | | List all recently closed trades in a table format.
 | `/count` | | Displays number of trades used and available
 | `/profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
 | `/forcesell ` | | Instantly sells the given trade  (Ignoring `minimum_roi`).
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 17f0e21f9..ab784c962 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -646,6 +646,7 @@ class Telegram(RPC):
                    "         *table :* `will display trades in a table`\n"
                    "                `pending buy orders are marked with an asterisk (*)`\n"
                    "                `pending sell orders are marked with a double asterisk (**)`\n"
+                   "*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
                    "*/profit:* `Lists cumulative profit from all finished trades`\n"
                    "*/forcesell |all:* `Instantly sells the given trade or all trades, "
                    "regardless of profit`\n"

From 6ce4fd7aff2c9cd78d86b4830e172526eb26877d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:37:10 +0000
Subject: [PATCH 450/570] Bump arrow from 0.15.7 to 0.15.8

Bumps [arrow](https://github.com/arrow-py/arrow) from 0.15.7 to 0.15.8.
- [Release notes](https://github.com/arrow-py/arrow/releases)
- [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/arrow-py/arrow/compare/0.15.7...0.15.8)

Signed-off-by: dependabot[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index d5c5fd832..63b2c0441 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -3,7 +3,7 @@
 ccxt==1.31.37
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
-arrow==0.15.7
+arrow==0.15.8
 cachetools==4.1.1
 requests==2.24.0
 urllib3==1.25.9

From d1d6f69e43b31491edfc01efb74a12da1349e57e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:37:13 +0000
Subject: [PATCH 451/570] Bump scipy from 1.5.1 to 1.5.2

Bumps [scipy](https://github.com/scipy/scipy) from 1.5.1 to 1.5.2.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.5.1...v1.5.2)

Signed-off-by: dependabot[bot] 
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 4773d9877..ce08f08e0 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.5.1
+scipy==1.5.2
 scikit-learn==0.23.1
 scikit-optimize==0.7.4
 filelock==3.0.12

From 2ff03e173d3634128f47666a3777e0f838ad9374 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:37:17 +0000
Subject: [PATCH 452/570] Bump numpy from 1.19.0 to 1.19.1

Bumps [numpy](https://github.com/numpy/numpy) from 1.19.0 to 1.19.1.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/master/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.19.0...v1.19.1)

Signed-off-by: dependabot[bot] 
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 1e61d165f..2392d4cb2 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 # Load common requirements
 -r requirements-common.txt
 
-numpy==1.19.0
+numpy==1.19.1
 pandas==1.0.5

From 838743bf01590b885e5bb1ddf5cacf009d02f673 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:37:25 +0000
Subject: [PATCH 453/570] Bump mkdocs-material from 5.4.0 to 5.5.0

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.4.0 to 5.5.0.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.4.0...5.5.0)

Signed-off-by: dependabot[bot] 
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 3a236ee87..2a2405f8e 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.4.0
+mkdocs-material==5.5.0
 mdx_truly_sane_lists==1.2

From 63e7490a55baae19beed1652c0bb0ba7c15e0cc9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:37:45 +0000
Subject: [PATCH 454/570] Bump plotly from 4.8.2 to 4.9.0

Bumps [plotly](https://github.com/plotly/plotly.py) from 4.8.2 to 4.9.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v4.8.2...v4.9.0)

Signed-off-by: dependabot[bot] 
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index ec5af3dbf..51d14d636 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.8.2
+plotly==4.9.0
 

From b4d22f10001f8ad2c977bf1e47a79e39fc5094b6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:53:36 +0000
Subject: [PATCH 455/570] Bump urllib3 from 1.25.9 to 1.25.10

Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.25.9 to 1.25.10.
- [Release notes](https://github.com/urllib3/urllib3/releases)
- [Changelog](https://github.com/urllib3/urllib3/blob/master/CHANGES.rst)
- [Commits](https://github.com/urllib3/urllib3/compare/1.25.9...1.25.10)

Signed-off-by: dependabot[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 63b2c0441..e0a9af77e 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -6,7 +6,7 @@ python-telegram-bot==12.8
 arrow==0.15.8
 cachetools==4.1.1
 requests==2.24.0
-urllib3==1.25.9
+urllib3==1.25.10
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.18

From dbcccac6cd08bac45cec087f691300b77e962a2b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Sun, 26 Jul 2020 08:53:51 +0000
Subject: [PATCH 456/570] Bump ccxt from 1.31.37 to 1.32.3

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.31.37 to 1.32.3.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.31.37...1.32.3)

Signed-off-by: dependabot[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 63b2c0441..db06fee98 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.31.37
+ccxt==1.32.3
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.8

From 902e8fa62fce59c77bc809f4edad640e727c6f15 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jul 2020 14:39:00 +0200
Subject: [PATCH 457/570] Fix wrong spelling in one subcomponent

---
 freqtrade/optimize/optimize_reports.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 3a42ba4a9..7e0a60566 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -142,7 +142,7 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
                 'profit_sum': profit_sum,
                 'profit_sum_pct': round(profit_sum * 100, 2),
                 'profit_total_abs': result['profit_abs'].sum(),
-                'profit_pct_total': profit_percent_tot,
+                'profit_total_pct': profit_percent_tot,
             }
         )
     return tabular_data
@@ -338,7 +338,7 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
 
     output = [[
         t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
-        t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'],
+        t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_total_pct'],
     ] for t in sell_reason_stats]
     return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
 

From 9ed5fed88738214c5b22acfe0fb0c8b7d72cc2ac Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jul 2020 15:17:54 +0200
Subject: [PATCH 458/570] Fix output format to be of an identical type

---
 freqtrade/optimize/optimize_reports.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 7e0a60566..2db941db4 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -208,9 +208,9 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
         'draw_days': draw_days,
         'losing_days': losing_days,
         'winner_holding_avg': (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
-                               if not winning_trades.empty else '0:00'),
+                               if not winning_trades.empty else timedelta()),
         'loser_holding_avg': (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
-                              if not losing_trades.empty else '0:00'),
+                              if not losing_trades.empty else timedelta()),
     }
 
 

From 8d0f338bf2eed48e5ec9d61a9a98ddf0ec575502 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jul 2020 15:23:21 +0200
Subject: [PATCH 459/570] Timestamps should be in ms

---
 freqtrade/optimize/optimize_reports.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 2db941db4..c0e1347cc 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -253,9 +253,9 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
             'left_open_trades': left_open_results,
             'total_trades': len(results),
             'backtest_start': min_date.datetime,
-            'backtest_start_ts': min_date.timestamp,
+            'backtest_start_ts': min_date.timestamp * 1000,
             'backtest_end': max_date.datetime,
-            'backtest_end_ts': max_date.timestamp,
+            'backtest_end_ts': max_date.timestamp * 1000,
             'backtest_days': backtest_days,
 
             'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None,
@@ -272,9 +272,9 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
             strat_stats.update({
                 'max_drawdown': max_drawdown,
                 'drawdown_start': drawdown_start,
-                'drawdown_start_ts': drawdown_start.timestamp(),
+                'drawdown_start_ts': drawdown_start.timestamp() * 1000,
                 'drawdown_end': drawdown_end,
-                'drawdown_end_ts': drawdown_end.timestamp(),
+                'drawdown_end_ts': drawdown_end.timestamp() * 1000,
             })
         except ValueError:
             strat_stats.update({

From 454046f74596123f7b0b3ba3f2a96f3d8dce32ef Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jul 2020 15:55:54 +0200
Subject: [PATCH 460/570] Add stake_currency and max_opeN_trades to backtest
 result

---
 freqtrade/optimize/optimize_reports.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index c0e1347cc..587ed303d 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -262,6 +262,8 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
             'market_change': market_change,
             'pairlist': list(btdata.keys()),
             'stake_amount': config['stake_amount'],
+            'stake_currency': config['stake_currency'],
+            'max_open_trades': config['max_open_trades'],
             **daily_stats,
         }
         result['strategy'][strategy] = strat_stats

From 977a6d4e9cd8388eaf9a926aa7beaeb688573b3d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 26 Jul 2020 16:10:48 +0200
Subject: [PATCH 461/570] Add profit_total to results line

---
 freqtrade/optimize/optimize_reports.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 587ed303d..6e0f9acea 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -72,6 +72,7 @@ def _generate_result_line(result: DataFrame, max_open_trades: int, first_column:
         'profit_sum': result['profit_percent'].sum(),
         'profit_sum_pct': result['profit_percent'].sum() * 100.0,
         'profit_total_abs': result['profit_abs'].sum(),
+        'profit_total': result['profit_percent'].sum() / max_open_trades,
         'profit_total_pct': result['profit_percent'].sum() * 100.0 / max_open_trades,
         'duration_avg': str(timedelta(
                             minutes=round(result['trade_duration'].mean()))

From aab5596fa6ed145a5bf3afb9a700272704bffd9b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 27 Jul 2020 07:20:40 +0200
Subject: [PATCH 462/570] Convert trade open / close to timestamp

(to allow uniform analysis of backtest and real trade data - while
giving control of date-formatting to the endsystem.
---
 freqtrade/optimize/optimize_reports.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 6e0f9acea..f917e7cab 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -5,6 +5,7 @@ from typing import Any, Dict, List
 
 from arrow import Arrow
 from pandas import DataFrame
+from numpy import int64
 from tabulate import tabulate
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
@@ -246,6 +247,9 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
                                                   skip_nan=True)
         daily_stats = generate_daily_stats(results)
 
+        results['open_timestamp'] = results['open_date'].astype(int64) // 1e6
+        results['close_timestamp'] = results['close_date'].astype(int64) // 1e6
+
         backtest_days = (max_date - min_date).days
         strat_stats = {
             'trades': results.to_dict(orient='records'),

From 7318d02ebc1331adba985d4c2525344c262437b1 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 27 Jul 2020 07:05:17 +0000
Subject: [PATCH 463/570] Bump ccxt from 1.32.3 to 1.32.7

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.32.3 to 1.32.7.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.32.3...1.32.7)

Signed-off-by: dependabot[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index ba41d3ac2..942fe3792 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.32.3
+ccxt==1.32.7
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.8

From 14cb29aae1d5fba8fe7d735ddfff7f0aa451434a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 28 Jul 2020 08:16:55 +0200
Subject: [PATCH 464/570] Add test for remove_pumps in edge

---
 tests/edge/test_edge.py | 95 +++++++++++++++++++++++++++++++++++++++++
 1 file changed, 95 insertions(+)

diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index cf9cb6fe1..7373778ad 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -409,3 +409,98 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc
     final = edge._process_expectancy(trades_df)
     assert len(final) == 0
     assert isinstance(final, dict)
+
+
+def test_process_expectancy_remove_pumps(mocker, edge_conf, fee,):
+    edge_conf['edge']['min_trade_number'] = 2
+    edge_conf['edge']['remove_pumps'] = True
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+
+    freqtrade.exchange.get_fee = fee
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+
+    trades = [
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:05:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:10:00.000000000'),
+         'open_index': 1,
+         'close_index': 1,
+         'trade_duration': '',
+         'open_rate': 17,
+         'close_rate': 15,
+         'exit_type': 'sell_signal'},
+
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
+         'open_index': 4,
+         'close_index': 4,
+         'trade_duration': '',
+         'open_rate': 20,
+         'close_rate': 10,
+         'exit_type': 'sell_signal'},
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
+         'open_index': 4,
+         'close_index': 4,
+         'trade_duration': '',
+         'open_rate': 20,
+         'close_rate': 10,
+         'exit_type': 'sell_signal'},
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
+         'open_index': 4,
+         'close_index': 4,
+         'trade_duration': '',
+         'open_rate': 20,
+         'close_rate': 10,
+         'exit_type': 'sell_signal'},
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
+         'open_index': 4,
+         'close_index': 4,
+         'trade_duration': '',
+         'open_rate': 20,
+         'close_rate': 10,
+         'exit_type': 'sell_signal'},
+
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:30:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:40:00.000000000'),
+         'open_index': 6,
+         'close_index': 7,
+         'trade_duration': '',
+         'open_rate': 26,
+         'close_rate': 134,
+         'exit_type': 'sell_signal'}
+    ]
+
+    trades_df = DataFrame(trades)
+    trades_df = edge._fill_calculable_fields(trades_df)
+    final = edge._process_expectancy(trades_df)
+
+    assert 'TEST/BTC' in final
+    assert final['TEST/BTC'].stoploss == -0.9
+    assert final['TEST/BTC'].nb_trades == len(trades_df) - 1
+    assert round(final['TEST/BTC'].winrate, 10) == 0.0

From d1cbc567e4895111f877827c9007030a8cf843c1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 28 Jul 2020 13:41:09 +0200
Subject: [PATCH 465/570] Fix filtering for bumped pairs

---
 freqtrade/edge/edge_positioning.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 41252ee51..1993eded3 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -281,8 +281,8 @@ class Edge:
         #
         # Removing Pumps
         if self.edge_config.get('remove_pumps', False):
-            results = results.groupby(['pair', 'stoploss']).apply(
-                lambda x: x[x['profit_abs'] < 2 * x['profit_abs'].std() + x['profit_abs'].mean()])
+            results = results[results['profit_abs'] < 2 * results['profit_abs'].std()
+                              + results['profit_abs'].mean()]
         ##########################################################################
 
         # Removing trades having a duration more than X minutes (set in config)

From 071e82043aabb4e63aa4fdbe8426ceadb449c015 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 1 Aug 2020 15:59:50 +0200
Subject: [PATCH 466/570] Better handle cancelled buy orders

---
 freqtrade/exchange/exchange.py  |  2 +-
 freqtrade/freqtradebot.py       |  6 ++++++
 tests/exchange/test_exchange.py |  2 +-
 tests/test_freqtradebot.py      | 29 +++++++++++++++++++++++------
 4 files changed, 31 insertions(+), 8 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 04ad10a68..c3779ff8e 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -999,7 +999,7 @@ class Exchange:
             if self.is_cancel_order_result_suitable(corder):
                 return corder
         except InvalidOrderException:
-            logger.warning(f"Could not cancel order {order_id}.")
+            logger.warning(f"Could not cancel order {order_id} for {pair}.")
         try:
             order = self.fetch_order(order_id, pair)
         except InvalidOrderException:
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a6d96ef77..b866842b7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -976,6 +976,12 @@ class FreqtradeBot:
             reason = constants.CANCEL_REASON['TIMEOUT']
             corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
                                                             trade.amount)
+            # Avoid race condition where the order could not be cancelled coz its already filled.
+            # Simply bailing here is the only safe way - as this order will then be
+            # handled in the next iteration.
+            if corder.get('status') not in ('canceled', 'closed'):
+                logger.warning(f"Order {trade.open_order_id} for {trade.pair} not cancelled.")
+                return False
         else:
             # Order was cancelled already, so we can reuse the existing dict
             corder = order
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 60c4847f6..4f5cfa9e1 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1818,7 +1818,7 @@ def test_cancel_order_with_result_error(default_conf, mocker, exchange_name, cap
 
     res = exchange.cancel_order_with_result('1234', 'ETH/BTC', 1541)
     assert isinstance(res, dict)
-    assert log_has("Could not cancel order 1234.", caplog)
+    assert log_has("Could not cancel order 1234 for ETH/BTC.", caplog)
     assert log_has("Could not fetch cancelled order 1234.", caplog)
     assert res['amount'] == 1541
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index fd57eae6f..d93672ea7 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2023,11 +2023,16 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
 
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
+    cancel_buy_order = deepcopy(limit_buy_order_old)
+    cancel_buy_order['status'] = 'canceled'
+    cancel_order_wr_mock = MagicMock(return_value=cancel_buy_order)
+
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         fetch_order=MagicMock(return_value=limit_buy_order_old),
+        cancel_order_with_result=cancel_order_wr_mock,
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
@@ -2060,7 +2065,7 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
     freqtrade.strategy.check_buy_timeout = MagicMock(return_value=True)
     # Trade should be closed since the function returns true
     freqtrade.check_handle_timedout()
-    assert cancel_order_mock.call_count == 1
+    assert cancel_order_wr_mock.call_count == 1
     assert rpc_mock.call_count == 1
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     nb_trades = len(trades)
@@ -2071,7 +2076,9 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
 def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade,
                                    fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
-    cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
+    limit_buy_cancel = deepcopy(limit_buy_order_old)
+    limit_buy_cancel['status'] = 'canceled'
+    cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -2259,7 +2266,10 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
 def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
                                        open_trade, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
-    cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial)
+    limit_buy_canceled = deepcopy(limit_buy_order_old_partial)
+    limit_buy_canceled['status'] = 'canceled'
+
+    cancel_order_mock = MagicMock(return_value=limit_buy_canceled)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -2392,7 +2402,11 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
 def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    cancel_order_mock = MagicMock(return_value=limit_buy_order)
+    cancel_buy_order = deepcopy(limit_buy_order)
+    cancel_buy_order['status'] = 'canceled'
+    del cancel_buy_order['filled']
+
+    cancel_order_mock = MagicMock(return_value=cancel_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
 
     freqtrade = FreqtradeBot(default_conf)
@@ -2412,9 +2426,12 @@ def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> Non
     assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
     assert cancel_order_mock.call_count == 1
 
-    limit_buy_order['filled'] = 2
-    mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException)
+    # Order remained open for some reason (cancel failed)
+    cancel_buy_order['status'] = 'open'
+    cancel_order_mock = MagicMock(return_value=cancel_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
     assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert log_has_re(r"Order .* for .* not cancelled.", caplog)
 
 
 @pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],

From 99bfa839ebcc6673ec435c53250b27b0ca9d437b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 2 Aug 2020 10:12:15 +0200
Subject: [PATCH 467/570] Improve logging for sell exception

---
 freqtrade/freqtradebot.py  | 2 +-
 tests/test_freqtradebot.py | 3 ++-
 2 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index b866842b7..967f68b90 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -660,7 +660,7 @@ class FreqtradeBot:
                     trades_closed += 1
 
             except DependencyException as exception:
-                logger.warning('Unable to sell trade: %s', exception)
+                logger.warning('Unable to sell trade %s: %s', trade.pair, exception)
 
         # Updating wallets if any trade occured
         if trades_closed:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index d93672ea7..15dd5d4ee 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1660,6 +1660,7 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog)
     trade = MagicMock()
     trade.open_order_id = None
     trade.open_fee = 0.001
+    trade.pair = 'ETH/BTC'
     trades = [trade]
 
     # Test raise of DependencyException exception
@@ -1669,7 +1670,7 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog)
     )
     n = freqtrade.exit_positions(trades)
     assert n == 0
-    assert log_has('Unable to sell trade: ', caplog)
+    assert log_has('Unable to sell trade ETH/BTC: ', caplog)
 
 
 def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None:

From 6c77feee8501a5290a4e6941ae873a31da92edcf Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 2 Aug 2020 10:18:19 +0200
Subject: [PATCH 468/570] Improve some exchange logs

---
 freqtrade/exchange/exchange.py  |  4 ++--
 tests/exchange/test_exchange.py | 12 ++++++++++++
 2 files changed, 14 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index c3779ff8e..dcdb36c84 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1022,10 +1022,10 @@ class Exchange:
             return self._api.fetch_order(order_id, pair)
         except ccxt.OrderNotFound as e:
             raise RetryableOrderError(
-                f'Order not found (id: {order_id}). Message: {e}') from e
+                f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
-                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+                f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 4f5cfa9e1..673399fa6 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2315,6 +2315,18 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
     (3, 3, 1),
     (0, 1, 2),
     (1, 1, 1),
+    (0, 4, 17),
+    (1, 4, 10),
+    (2, 4, 5),
+    (3, 4, 2),
+    (4, 4, 1),
+    (0, 5, 26),
+    (1, 5, 17),
+    (2, 5, 10),
+    (3, 5, 5),
+    (4, 5, 2),
+    (5, 5, 1),
+
 ])
 def test_calculate_backoff(retrycount, max_retries, expected):
     assert calculate_backoff(retrycount, max_retries) == expected

From 3915101d2d8d0a7c4d3f0bfcc547cddbefa27205 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 2 Aug 2020 10:24:10 +0200
Subject: [PATCH 469/570] Add more backoff to fetch_order endpoint

---
 freqtrade/exchange/exchange.py  | 2 +-
 freqtrade/exchange/ftx.py       | 2 +-
 tests/exchange/test_exchange.py | 5 +++--
 tests/exchange/test_ftx.py      | 1 +
 4 files changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index dcdb36c84..ec787ca3a 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1008,7 +1008,7 @@ class Exchange:
 
         return order
 
-    @retrier
+    @retrier(retries=5)
     def fetch_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
             try:
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index b75f77ca4..01e8267ad 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -78,7 +78,7 @@ class Ftx(Exchange):
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    @retrier
+    @retrier(retries=5)
     def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
             try:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 673399fa6..350c2d3cb 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1896,10 +1896,10 @@ def test_fetch_order(default_conf, mocker, exchange_name):
         assert tm.call_args_list[1][0][0] == 2
         assert tm.call_args_list[2][0][0] == 5
         assert tm.call_args_list[3][0][0] == 10
-    assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
+    assert api_mock.fetch_order.call_count == 6
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
-                           'fetch_order', 'fetch_order',
+                           'fetch_order', 'fetch_order', retries=6,
                            order_id='_', pair='TKN/BTC')
 
 
@@ -1932,6 +1932,7 @@ def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            'fetch_stoploss_order', 'fetch_order',
+                           retries=6,
                            order_id='_', pair='TKN/BTC')
 
 
diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py
index eb7d83be3..bed92d276 100644
--- a/tests/exchange/test_ftx.py
+++ b/tests/exchange/test_ftx.py
@@ -154,4 +154,5 @@ def test_fetch_stoploss_order(default_conf, mocker):
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
                            'fetch_stoploss_order', 'fetch_orders',
+                           retries=6,
                            order_id='_', pair='TKN/BTC')

From 5ff09a06c7a74875184aea4cfc159d32825b4566 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 Aug 2020 07:17:30 +0000
Subject: [PATCH 470/570] Bump pytest from 5.4.3 to 6.0.1

Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.4.3 to 6.0.1.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/5.4.3...6.0.1)

Signed-off-by: dependabot[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 9f9be638d..c02a439d3 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.8.3
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0
 mypy==0.782
-pytest==5.4.3
+pytest==6.0.1
 pytest-asyncio==0.14.0
 pytest-cov==2.10.0
 pytest-mock==3.2.0

From 809b3ddafc5863caab228cd75c10f5ae8e496e5a Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 Aug 2020 07:17:31 +0000
Subject: [PATCH 471/570] Bump mkdocs-material from 5.5.0 to 5.5.1

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.5.0 to 5.5.1.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.5.0...5.5.1)

Signed-off-by: dependabot[bot] 
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 2a2405f8e..c30661b6a 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.5.0
+mkdocs-material==5.5.1
 mdx_truly_sane_lists==1.2

From 1855a444fa29f574aa29f5f6e936c9bfd1d879e0 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 Aug 2020 07:17:32 +0000
Subject: [PATCH 472/570] Bump pandas from 1.0.5 to 1.1.0

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.0.5 to 1.1.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.0.5...v1.1.0)

Signed-off-by: dependabot[bot] 
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 2392d4cb2..d65f90325 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,4 +2,4 @@
 -r requirements-common.txt
 
 numpy==1.19.1
-pandas==1.0.5
+pandas==1.1.0

From b3f04d89d259c49f8db954aababe9e812f6f4ca6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 Aug 2020 07:17:50 +0000
Subject: [PATCH 473/570] Bump ccxt from 1.32.7 to 1.32.45

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.32.7 to 1.32.45.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.32.7...1.32.45)

Signed-off-by: dependabot[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 942fe3792..62cde9dbc 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.32.7
+ccxt==1.32.45
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.8

From a33346c6b660c518a70bdde9a56dc805046d08b8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 3 Aug 2020 19:21:46 +0200
Subject: [PATCH 474/570] Fix testing errors - which surfaced with pytest 6.0.1

---
 freqtrade/exchange/exchange.py | 4 ++--
 tests/test_freqtradebot.py     | 2 ++
 2 files changed, 4 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 04ad10a68..c3fe3e601 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -258,8 +258,8 @@ class Exchange:
                 api.urls['api'] = api.urls['test']
                 logger.info("Enabled Sandbox API on %s", name)
             else:
-                logger.warning(name, "No Sandbox URL in CCXT, exiting. "
-                                     "Please check your config.json")
+                logger.warning(f"No Sandbox URL in CCXT for {name}, exiting. "
+                                "Please check your config.json")
                 raise OperationalException(f'Exchange {name} does not provide a sandbox api')
 
     def _load_async_markets(self, reload: bool = False) -> None:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index fd57eae6f..dcddf34e3 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1726,6 +1726,7 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
         amount=amount,
         exchange='binance',
         open_rate=0.245441,
+        open_date=arrow.utcnow().datetime,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         open_order_id="123456",
@@ -1816,6 +1817,7 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
         open_rate=0.245441,
         fee_open=0.0025,
         fee_close=0.0025,
+        open_date=arrow.utcnow().datetime,
         open_order_id="123456",
         is_open=True,
     )

From a3688b159fcf703a5cc390d0ae70d884db717762 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 3 Aug 2020 19:28:57 +0200
Subject: [PATCH 475/570] Improve formatting

---
 freqtrade/exchange/exchange.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index c3fe3e601..c4ed75878 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -258,8 +258,8 @@ class Exchange:
                 api.urls['api'] = api.urls['test']
                 logger.info("Enabled Sandbox API on %s", name)
             else:
-                logger.warning(f"No Sandbox URL in CCXT for {name}, exiting. "
-                                "Please check your config.json")
+                logger.warning(
+                    f"No Sandbox URL in CCXT for {name}, exiting. Please check your config.json")
                 raise OperationalException(f'Exchange {name} does not provide a sandbox api')
 
     def _load_async_markets(self, reload: bool = False) -> None:

From 215972c68f3efa6397a6d5a6b17fa2c4ea1a3bea Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 14:41:22 +0200
Subject: [PATCH 476/570] Implement /delete for api-server

---
 freqtrade/rpc/api_server.py | 11 +++++++++++
 freqtrade/rpc/rpc.py        |  4 ++--
 freqtrade/rpc/telegram.py   |  2 +-
 3 files changed, 14 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index 351842e10..f7481fee4 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -200,6 +200,8 @@ class ApiServer(RPC):
                               view_func=self._ping, methods=['GET'])
         self.app.add_url_rule(f'{BASE_URI}/trades', 'trades',
                               view_func=self._trades, methods=['GET'])
+        self.app.add_url_rule(f'{BASE_URI}/trades/', 'trades_delete',
+                              view_func=self._trades_delete, methods=['DELETE'])
         # Combined actions and infos
         self.app.add_url_rule(f'{BASE_URI}/blacklist', 'blacklist', view_func=self._blacklist,
                               methods=['GET', 'POST'])
@@ -424,6 +426,15 @@ class ApiServer(RPC):
         results = self._rpc_trade_history(limit)
         return self.rest_dump(results)
 
+    @require_login
+    @rpc_catch_errors
+    def _trades_delete(self, tradeid):
+        """
+        Handler for DELETE /trades/ endpoint.
+        """
+        result = self._rpc_delete(tradeid)
+        return self.rest_dump(result)
+
     @require_login
     @rpc_catch_errors
     def _whitelist(self):
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index f6627ed16..b79cac243 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -537,7 +537,7 @@ class RPC:
             return trade
         else:
             return None
-            
+
     def _rpc_delete(self, trade_id: str) -> Dict[str, str]:
         """
         Handler for delete .
@@ -558,7 +558,7 @@ class RPC:
             _exec_delete(trade)
             Trade.session.flush()
             self._freqtrade.wallets.update()
-            return {'result': f'Deleted trade {trade_id}.'}
+            return {'result_msg': f'Deleted trade {trade_id}.'}
 
     def _rpc_performance(self) -> List[Dict[str, Any]]:
         """
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 20c1cc9dc..293e3a686 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -547,7 +547,7 @@ class Telegram(RPC):
         trade_id = context.args[0] if len(context.args) > 0 else None
         try:
             msg = self._rpc_delete(trade_id)
-            self._send_msg('Delete Result: `{result}`'.format(**msg))
+            self._send_msg('Delete Result: `{result_msg}`'.format(**msg))
 
         except RPCException as e:
             self._send_msg(str(e))

From 26c7341b7d712b4f1bb671722ee0bf0f6e55a42b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 14:41:38 +0200
Subject: [PATCH 477/570] Add test for api-server DELETE trade

---
 tests/rpc/test_rpc_apiserver.py | 38 ++++++++++++++++++++++++++++++++-
 1 file changed, 37 insertions(+), 1 deletion(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index f4d7b8ca3..99f17383f 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -50,6 +50,12 @@ def client_get(client, url):
                                     'Origin': 'http://example.com'})
 
 
+def client_delete(client, url):
+    # Add fake Origin to ensure CORS kicks in
+    return client.delete(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
+                                       'Origin': 'http://example.com'})
+
+
 def assert_response(response, expected_code=200, needs_cors=True):
     assert response.status_code == expected_code
     assert response.content_type == "application/json"
@@ -352,7 +358,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
     assert rc.json['data'][0]['date'] == str(datetime.utcnow().date())
 
 
-def test_api_trades(botclient, mocker, ticker, fee, markets):
+def test_api_trades(botclient, mocker, fee, markets):
     ftbot, client = botclient
     patch_get_signal(ftbot, (True, False))
     mocker.patch.multiple(
@@ -376,6 +382,36 @@ def test_api_trades(botclient, mocker, ticker, fee, markets):
     assert rc.json['trades_count'] == 1
 
 
+def test_api_delete_trade(botclient, mocker, fee, markets):
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False))
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=markets)
+    )
+    rc = client_delete(client, f"{BASE_URI}/trades/1")
+    # Error - trade won't exist yet.
+    assert_response(rc, 502)
+
+    create_mock_trades(fee)
+    trades = Trade.query.all()
+    assert len(trades) > 2
+
+    rc = client_delete(client, f"{BASE_URI}/trades/1")
+    assert_response(rc)
+    assert rc.json['result_msg'] == 'Deleted trade 1.'
+    assert len(trades) - 1 == len(Trade.query.all())
+
+    rc = client_delete(client, f"{BASE_URI}/trades/1")
+    # Trade is gone now.
+    assert_response(rc, 502)
+    assert len(trades) - 1 == len(Trade.query.all())
+    rc = client_delete(client, f"{BASE_URI}/trades/2")
+    assert_response(rc)
+    assert rc.json['result_msg'] == 'Deleted trade 2.'
+    assert len(trades) - 2 == len(Trade.query.all())
+
+
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
     patch_get_signal(ftbot, (True, False))

From 4b0164770c50d3efdef5fb979bdcf71452f01ef6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 14:49:59 +0200
Subject: [PATCH 478/570] Add test for /delete

---
 freqtrade/rpc/telegram.py      |  4 ++--
 tests/rpc/test_rpc_telegram.py | 27 +++++++++++++++++++++++++++
 2 files changed, 29 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 293e3a686..19d3e1bd9 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -94,7 +94,7 @@ class Telegram(RPC):
             CommandHandler('forcesell', self._forcesell),
             CommandHandler('forcebuy', self._forcebuy),
             CommandHandler('trades', self._trades),
-            CommandHandler('delete', self._delete),
+            CommandHandler('delete', self._delete_trade),
             CommandHandler('performance', self._performance),
             CommandHandler('daily', self._daily),
             CommandHandler('count', self._count),
@@ -535,7 +535,7 @@ class Telegram(RPC):
             self._send_msg(str(e))
 
     @authorized_only
-    def _delete(self, update: Update, context: CallbackContext) -> None:
+    def _delete_trade(self, update: Update, context: CallbackContext) -> None:
         """
         Handler for /delete .
         Delete the given trade
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 62a4f49a1..c8ac05d0d 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1177,6 +1177,33 @@ def test_telegram_trades(mocker, update, default_conf, fee):
     assert "
" in msg_mock.call_args_list[0][0][0]
 
 
+def test_telegram_delete_trade(mocker, update, default_conf, fee):
+    msg_mock = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.rpc.telegram.Telegram',
+        _init=MagicMock(),
+        _send_msg=msg_mock
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    telegram = Telegram(freqtradebot)
+    context = MagicMock()
+    context.args = []
+
+    telegram._delete_trade(update=update, context=context)
+    assert "invalid argument" in msg_mock.call_args_list[0][0][0]
+
+    msg_mock.reset_mock()
+    create_mock_trades(fee)
+
+    context = MagicMock()
+    context.args = [1]
+    telegram._delete_trade(update=update, context=context)
+    msg_mock.call_count == 1
+    assert "Delete Result" in msg_mock.call_args_list[0][0][0]
+    assert "Deleted trade 1." in msg_mock.call_args_list[0][0][0]
+
+
 def test_help_handle(default_conf, update, mocker) -> None:
     msg_mock = MagicMock()
     mocker.patch.multiple(

From b954af33cfa06387684297c3f6cce35813603414 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 16:01:41 +0200
Subject: [PATCH 479/570] Fix type erorr in callable

---
 freqtrade/rpc/api_server.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index f7481fee4..f28a35ff0 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -56,7 +56,7 @@ def require_login(func: Callable[[Any, Any], Any]):
 
 
 # Type should really be Callable[[ApiServer], Any], but that will create a circular dependency
-def rpc_catch_errors(func: Callable[[Any], Any]):
+def rpc_catch_errors(func: Callable[..., Any]):
 
     def func_wrapper(obj, *args, **kwargs):
 

From 9163c7f3d3bb0854bcaceea5cef2980ea8ef6a19 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 19:43:05 +0200
Subject: [PATCH 480/570] Improve api response

---
 freqtrade/rpc/api_server.py     |  4 ++++
 tests/rpc/test_rpc_apiserver.py | 17 ++++++++++++++---
 2 files changed, 18 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index f28a35ff0..06926ac35 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -431,6 +431,10 @@ class ApiServer(RPC):
     def _trades_delete(self, tradeid):
         """
         Handler for DELETE /trades/ endpoint.
+        Removes the trade from the database (tries to cancel open orders first!)
+        get:
+          param:
+            tradeid: Numeric trade-id assigned to the trade.
         """
         result = self._rpc_delete(tradeid)
         return self.rest_dump(result)
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 99f17383f..ccdec6fdc 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -385,31 +385,42 @@ def test_api_trades(botclient, mocker, fee, markets):
 def test_api_delete_trade(botclient, mocker, fee, markets):
     ftbot, client = botclient
     patch_get_signal(ftbot, (True, False))
+    stoploss_mock = MagicMock()
+    cancel_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        markets=PropertyMock(return_value=markets)
+        markets=PropertyMock(return_value=markets),
+        cancel_order=cancel_mock,
+        cancel_stoploss_order=stoploss_mock,
     )
     rc = client_delete(client, f"{BASE_URI}/trades/1")
     # Error - trade won't exist yet.
     assert_response(rc, 502)
 
     create_mock_trades(fee)
+    ftbot.strategy.order_types['stoploss_on_exchange'] = True
     trades = Trade.query.all()
+    trades[1].stoploss_order_id = '1234'
     assert len(trades) > 2
 
     rc = client_delete(client, f"{BASE_URI}/trades/1")
     assert_response(rc)
-    assert rc.json['result_msg'] == 'Deleted trade 1.'
+    assert rc.json['result_msg'] == 'Deleted trade 1. Closed 1 open orders.'
     assert len(trades) - 1 == len(Trade.query.all())
+    assert cancel_mock.call_count == 1
 
+    cancel_mock.reset_mock()
     rc = client_delete(client, f"{BASE_URI}/trades/1")
     # Trade is gone now.
     assert_response(rc, 502)
+    assert cancel_mock.call_count == 0
+
     assert len(trades) - 1 == len(Trade.query.all())
     rc = client_delete(client, f"{BASE_URI}/trades/2")
     assert_response(rc)
-    assert rc.json['result_msg'] == 'Deleted trade 2.'
+    assert rc.json['result_msg'] == 'Deleted trade 2. Closed 2 open orders.'
     assert len(trades) - 2 == len(Trade.query.all())
+    assert stoploss_mock.call_count == 1
 
 
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):

From 817f5289db94895a6db6e0b045fcf40aa75047b1 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 19:43:22 +0200
Subject: [PATCH 481/570] /delete should Cancel open orders (and stoploss
 orders)

---
 freqtrade/rpc/rpc.py  | 46 +++++++++++++++++++++++-----------
 tests/rpc/test_rpc.py | 57 ++++++++++++++++++++++++++++++++++++++++++-
 2 files changed, 88 insertions(+), 15 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index b79cac243..58fdebe85 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -11,9 +11,9 @@ from typing import Any, Dict, List, Optional, Tuple
 import arrow
 from numpy import NAN, mean
 
-from freqtrade.exceptions import ExchangeError, PricingError
-
-from freqtrade.exchange import timeframe_to_msecs, timeframe_to_minutes
+from freqtrade.exceptions import (ExchangeError, InvalidOrderException,
+                                  PricingError)
+from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.misc import shorten_date
 from freqtrade.persistence import Trade
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -541,24 +541,42 @@ class RPC:
     def _rpc_delete(self, trade_id: str) -> Dict[str, str]:
         """
         Handler for delete .
-        Delete the given trade
+        Delete the given trade and close eventually existing open orders.
         """
-        def _exec_delete(trade: Trade) -> None:
-            Trade.session.delete(trade)
-            Trade.session.flush()
-
         with self._freqtrade._sell_lock:
-            trade = Trade.get_trades(
-                trade_filter=[Trade.id == trade_id, ]
-            ).first()
+            c_count = 0
+            trade = Trade.get_trades(trade_filter=[Trade.id == trade_id]).first()
             if not trade:
-                logger.warning('delete: Invalid argument received')
+                logger.warning('delete trade: Invalid argument received')
                 raise RPCException('invalid argument')
 
-            _exec_delete(trade)
+            # Try cancelling regular order if that exists
+            if trade.open_order_id:
+                try:
+                    self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair)
+                    c_count += 1
+                except (ExchangeError, InvalidOrderException):
+                    pass
+
+            # cancel stoploss on exchange ...
+            if (self._freqtrade.strategy.order_types.get('stoploss_on_exchange')
+                    and trade.stoploss_order_id):
+                try:
+                    self._freqtrade.exchange.cancel_stoploss_order(trade.stoploss_order_id,
+                                                                   trade.pair)
+                    c_count += 1
+                except (ExchangeError, InvalidOrderException):
+                    pass
+
+            Trade.session.delete(trade)
             Trade.session.flush()
             self._freqtrade.wallets.update()
-            return {'result_msg': f'Deleted trade {trade_id}.'}
+            return {
+                'result': 'success',
+                'trade_id': trade_id,
+                'result_msg': f'Deleted trade {trade_id}. Closed {c_count} open orders.',
+                'cancel_order_count': c_count,
+            }
 
     def _rpc_performance(self) -> List[Dict[str, Any]]:
         """
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index e5859fcd9..b4a781459 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -8,7 +8,7 @@ import pytest
 from numpy import isnan
 
 from freqtrade.edge import PairInfo
-from freqtrade.exceptions import ExchangeError, TemporaryError
+from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPC, RPCException
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -291,6 +291,61 @@ def test_rpc_trade_history(mocker, default_conf, markets, fee):
     assert trades['trades'][0]['pair'] == 'XRP/BTC'
 
 
+def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog):
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    stoploss_mock = MagicMock()
+    cancel_mock = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=markets),
+        cancel_order=cancel_mock,
+        cancel_stoploss_order=stoploss_mock,
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    freqtradebot.strategy.order_types['stoploss_on_exchange'] = True
+    create_mock_trades(fee)
+    rpc = RPC(freqtradebot)
+    with pytest.raises(RPCException, match='invalid argument'):
+        rpc._rpc_delete('200')
+
+    create_mock_trades(fee)
+    trades = Trade.query.all()
+    trades[1].stoploss_order_id = '1234'
+    trades[2].stoploss_order_id = '1234'
+    assert len(trades) > 2
+
+    res = rpc._rpc_delete('1')
+    assert isinstance(res, dict)
+    assert res['result'] == 'success'
+    assert res['trade_id'] == '1'
+    assert res['cancel_order_count'] == 1
+    assert cancel_mock.call_count == 1
+    assert stoploss_mock.call_count == 0
+    cancel_mock.reset_mock()
+    stoploss_mock.reset_mock()
+
+    res = rpc._rpc_delete('2')
+    assert isinstance(res, dict)
+    assert cancel_mock.call_count == 1
+    assert stoploss_mock.call_count == 1
+    assert res['cancel_order_count'] == 2
+
+    stoploss_mock = mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
+                                 side_effect=InvalidOrderException)
+
+    res = rpc._rpc_delete('3')
+    assert stoploss_mock.call_count == 1
+    stoploss_mock.reset_mock()
+
+    cancel_mock = mocker.patch('freqtrade.exchange.Exchange.cancel_order',
+                               side_effect=InvalidOrderException)
+
+    res = rpc._rpc_delete('4')
+    assert cancel_mock.call_count == 1
+    assert stoploss_mock.call_count == 0
+
+
 def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
                               limit_buy_order, limit_sell_order, mocker) -> None:
     mocker.patch.multiple(

From 075c73b9e38e7f71ce5eb32e2bc8930b1c947fa0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 19:56:49 +0200
Subject: [PATCH 482/570] Improve formatting of telegram message

---
 freqtrade/rpc/rpc.py           | 4 ++--
 freqtrade/rpc/telegram.py      | 5 ++++-
 tests/rpc/test_rpc_telegram.py | 2 +-
 3 files changed, 7 insertions(+), 4 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 58fdebe85..8a1ff7e96 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -6,7 +6,7 @@ from abc import abstractmethod
 from datetime import date, datetime, timedelta
 from enum import Enum
 from math import isnan
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple, Union
 
 import arrow
 from numpy import NAN, mean
@@ -538,7 +538,7 @@ class RPC:
         else:
             return None
 
-    def _rpc_delete(self, trade_id: str) -> Dict[str, str]:
+    def _rpc_delete(self, trade_id: str) -> Dict[str, Union[str, int]]:
         """
         Handler for delete .
         Delete the given trade and close eventually existing open orders.
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 19d3e1bd9..dde19fddb 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -547,7 +547,10 @@ class Telegram(RPC):
         trade_id = context.args[0] if len(context.args) > 0 else None
         try:
             msg = self._rpc_delete(trade_id)
-            self._send_msg('Delete Result: `{result_msg}`'.format(**msg))
+            self._send_msg((
+                'Delete Result: `{result_msg}`'
+                'Please make sure to take care of this asset on the exchange manually.'
+            ).format(**msg))
 
         except RPCException as e:
             self._send_msg(str(e))
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index c8ac05d0d..ac8dc62c6 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1200,8 +1200,8 @@ def test_telegram_delete_trade(mocker, update, default_conf, fee):
     context.args = [1]
     telegram._delete_trade(update=update, context=context)
     msg_mock.call_count == 1
-    assert "Delete Result" in msg_mock.call_args_list[0][0][0]
     assert "Deleted trade 1." in msg_mock.call_args_list[0][0][0]
+    assert "Please make sure to take care of this asset" in msg_mock.call_args_list[0][0][0]
 
 
 def test_help_handle(default_conf, update, mocker) -> None:

From 8ed3b81c618293106ad821585ad3fbe89d8685e5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 4 Aug 2020 19:57:28 +0200
Subject: [PATCH 483/570] Implement /delete in rest client

---
 docs/rest-api.md          | 43 +++++++++++++++++++++------------------
 docs/telegram-usage.md    |  1 +
 freqtrade/rpc/telegram.py |  2 +-
 scripts/rest_client.py    | 12 +++++++++++
 4 files changed, 37 insertions(+), 21 deletions(-)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index a8d902b53..2887a9ffc 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -106,26 +106,29 @@ python3 scripts/rest_client.py --config rest_config.json  [optional par
 
 ## Available commands
 
-|  Command | Default | Description |
-|----------|---------|-------------|
-| `start` | | Starts the trader
-| `stop` | | Stops the trader
-| `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
-| `reload_config` | | Reloads the configuration file
-| `show_config` | | Shows part of the current configuration with relevant settings to operation
-| `status` | | Lists all open trades
-| `count` | | Displays number of trades used and available
-| `profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
-| `forcesell ` | | Instantly sells the given trade  (Ignoring `minimum_roi`).
-| `forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`).
-| `forcebuy  [rate]` | | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
-| `performance` | | Show performance of each finished trade grouped by pair
-| `balance` | | Show account balance per currency
-| `daily ` | 7 | Shows profit or loss per day, over the last n days
-| `whitelist` | | Show the current whitelist
-| `blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist.
-| `edge` | | Show validated pairs by Edge if it is enabled.
-| `version` | | Show version
+|  Command | Description |
+|----------|-------------|
+| `ping` | Simple command testing the API Readiness - requires no authentication.
+| `start` | Starts the trader
+| `stop` | Stops the trader
+| `stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
+| `reload_config` | Reloads the configuration file
+| `trades` | List last trades.
+| `delete_trade ` | Remove trade from the database. Tries to close open orders. Requires manual handling of this trade on the exchange.
+| `show_config` | Shows part of the current configuration with relevant settings to operation
+| `status` | Lists all open trades
+| `count` | Displays number of trades used and available
+| `profit` | Display a summary of your profit/loss from close trades and some stats about your performance
+| `forcesell ` | Instantly sells the given trade  (Ignoring `minimum_roi`).
+| `forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
+| `forcebuy  [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
+| `performance` | Show performance of each finished trade grouped by pair
+| `balance` | Show account balance per currency
+| `daily ` | Shows profit or loss per day, over the last n days (n defaults to 7)
+| `whitelist` | Show the current whitelist
+| `blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
+| `edge` | Show validated pairs by Edge if it is enabled.
+| `version` | Show version
 
 Possible commands can be listed from the rest-client script using the `help` command.
 
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 250293d25..b81ef012b 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -57,6 +57,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/status` | | Lists all open trades
 | `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
 | `/trades [limit]` | | List all recently closed trades in a table format.
+| `/delete ` | | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
 | `/count` | | Displays number of trades used and available
 | `/profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
 | `/forcesell ` | | Instantly sells the given trade  (Ignoring `minimum_roi`).
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index dde19fddb..f1d3cde21 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -548,7 +548,7 @@ class Telegram(RPC):
         try:
             msg = self._rpc_delete(trade_id)
             self._send_msg((
-                'Delete Result: `{result_msg}`'
+                '`{result_msg}`\n'
                 'Please make sure to take care of this asset on the exchange manually.'
             ).format(**msg))
 
diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index 1f96bcb69..51ea596f6 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -62,6 +62,9 @@ class FtRestClient():
     def _get(self, apipath, params: dict = None):
         return self._call("GET", apipath, params=params)
 
+    def _delete(self, apipath, params: dict = None):
+        return self._call("DELETE", apipath, params=params)
+
     def _post(self, apipath, params: dict = None, data: dict = None):
         return self._call("POST", apipath, params=params, data=data)
 
@@ -164,6 +167,15 @@ class FtRestClient():
         """
         return self._get("trades", params={"limit": limit} if limit else 0)
 
+    def delete_trade(self, trade_id):
+        """Delete trade from the database.
+        Tries to close open orders. Requires manual handling of this asset on the exchange.
+
+        :param trade_id: Deletes the trade with this ID from the database.
+        :return: json object
+        """
+        return self._delete("trades/{}".format(trade_id))
+
     def whitelist(self):
         """Show the current whitelist.
 

From 5082acc33f1220f95490c56c4fa1d8571ae6faf4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 6 Aug 2020 07:54:54 +0200
Subject: [PATCH 484/570] Fix typos in documentation

---
 docs/rest-api.md       | 2 +-
 docs/telegram-usage.md | 8 +++++---
 2 files changed, 6 insertions(+), 4 deletions(-)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index 2887a9ffc..68754f79a 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -46,7 +46,7 @@ secrets.token_hex()
 
 ### Configuration with docker
 
-If you run your bot using docker, you'll need to have the bot listen to incomming connections. The security is then handled by docker.
+If you run your bot using docker, you'll need to have the bot listen to incoming connections. The security is then handled by docker.
 
 ``` json
     "api_server": {
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index b81ef012b..b050a7a60 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -9,7 +9,7 @@ Telegram user id.
 
 Start a chat with the [Telegram BotFather](https://telegram.me/BotFather)
 
-Send the message `/newbot`. 
+Send the message `/newbot`.
 
 *BotFather response:*
 
@@ -115,6 +115,7 @@ For each open trade, the bot will send you the following message.
 ### /status table
 
 Return the status of all open trades in a table format.
+
 ```
    ID  Pair      Since    Profit
 ----  --------  -------  --------
@@ -125,6 +126,7 @@ Return the status of all open trades in a table format.
 ### /count
 
 Return the number of trades used and available.
+
 ```
 current    max
 ---------  -----
@@ -210,7 +212,7 @@ Shows the current whitelist
 
 Shows the current blacklist.
 If Pair is set, then this pair will be added to the pairlist.
-Also supports multiple pairs, seperated by a space.
+Also supports multiple pairs, separated by a space.
 Use `/reload_config` to reset the blacklist.
 
 > Using blacklist `StaticPairList` with 2 pairs  
@@ -218,7 +220,7 @@ Use `/reload_config` to reset the blacklist.
 
 ### /edge
 
-Shows pairs validated by Edge along with their corresponding winrate, expectancy and stoploss values.
+Shows pairs validated by Edge along with their corresponding win-rate, expectancy and stoploss values.
 
 > **Edge only validated following pairs:**
 ```

From 8b6d10daf1cf3b384eb4732597e5835b97ced143 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 6 Aug 2020 08:50:41 +0200
Subject: [PATCH 485/570] Move DefaultHyperopt to test folder (aligned to
 strategy)

---
 .../optimize => tests/optimize/hyperopts}/default_hyperopt.py     | 0
 1 file changed, 0 insertions(+), 0 deletions(-)
 rename {freqtrade/optimize => tests/optimize/hyperopts}/default_hyperopt.py (100%)

diff --git a/freqtrade/optimize/default_hyperopt.py b/tests/optimize/hyperopts/default_hyperopt.py
similarity index 100%
rename from freqtrade/optimize/default_hyperopt.py
rename to tests/optimize/hyperopts/default_hyperopt.py

From 081625c5dcf14206683daa7c73f9a1848a157d9a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 6 Aug 2020 08:51:01 +0200
Subject: [PATCH 486/570] Have hyperopt tests use new hyperopt location

---
 tests/optimize/test_hyperopt.py | 235 ++++++++++++++------------------
 1 file changed, 106 insertions(+), 129 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 564725709..2f9f9bc56 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -3,6 +3,7 @@ import locale
 import logging
 from datetime import datetime
 from pathlib import Path
+from copy import deepcopy
 from typing import Dict, List
 from unittest.mock import MagicMock, PropertyMock
 
@@ -16,7 +17,6 @@ from freqtrade.commands.optimize_commands import (setup_optimize_configuration,
                                                   start_hyperopt)
 from freqtrade.data.history import load_data
 from freqtrade.exceptions import DependencyException, OperationalException
-from freqtrade.optimize.default_hyperopt import DefaultHyperOpt
 from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
 from freqtrade.optimize.hyperopt import Hyperopt
 from freqtrade.resolvers.hyperopt_resolver import (HyperOptLossResolver,
@@ -26,15 +26,28 @@ from freqtrade.strategy.interface import SellType
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
+from .hyperopts.default_hyperopt import DefaultHyperOpt
+
 
 @pytest.fixture(scope='function')
-def hyperopt(default_conf, mocker):
-    default_conf.update({
-        'spaces': ['default'],
-        'hyperopt': 'DefaultHyperOpt',
-    })
+def hyperopt_conf(default_conf):
+    hyperconf = deepcopy(default_conf)
+    hyperconf.update({
+                         'hyperopt': 'DefaultHyperOpt',
+                         'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': ['default'],
+                         'hyperopt_jobs': 1,
+                         })
+    return hyperconf
+
+
+@pytest.fixture(scope='function')
+def hyperopt(hyperopt_conf, mocker):
+
     patch_exchange(mocker)
-    return Hyperopt(default_conf)
+    return Hyperopt(hyperopt_conf)
 
 
 @pytest.fixture(scope='function')
@@ -160,7 +173,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
     assert log_has('Parameter --print-all detected ...', caplog)
 
 
-def test_setup_hyperopt_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
+def test_setup_hyperopt_configuration_unlimited_stake_amount(mocker, default_conf) -> None:
     default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
 
     patched_configuration_load_config_file(mocker, default_conf)
@@ -201,7 +214,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
     assert hasattr(x, "timeframe")
 
 
-def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
+def test_hyperoptresolver_wrongname(default_conf) -> None:
     default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
 
     with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
@@ -216,7 +229,7 @@ def test_hyperoptresolver_noname(default_conf):
         HyperOptResolver.load_hyperopt(default_conf)
 
 
-def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
+def test_hyperoptlossresolver(mocker, default_conf) -> None:
 
     hl = DefaultHyperOptLoss
     mocker.patch(
@@ -227,14 +240,14 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
     assert hasattr(x, "hyperopt_loss_function")
 
 
-def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
+def test_hyperoptlossresolver_wrongname(default_conf) -> None:
     default_conf.update({'hyperopt_loss': "NonExistingLossClass"})
 
     with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'):
         HyperOptLossResolver.load_hyperoptloss(default_conf)
 
 
-def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None:
+def test_start_not_installed(mocker, default_conf) -> None:
     start_mock = MagicMock()
     patched_configuration_load_config_file(mocker, default_conf)
 
@@ -253,9 +266,9 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None
         start_hyperopt(pargs)
 
 
-def test_start(mocker, default_conf, caplog) -> None:
+def test_start(mocker, hyperopt_conf, caplog) -> None:
     start_mock = MagicMock()
-    patched_configuration_load_config_file(mocker, default_conf)
+    patched_configuration_load_config_file(mocker, hyperopt_conf)
     mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
     patch_exchange(mocker)
 
@@ -272,8 +285,8 @@ def test_start(mocker, default_conf, caplog) -> None:
     assert start_mock.call_count == 1
 
 
-def test_start_no_data(mocker, default_conf, caplog) -> None:
-    patched_configuration_load_config_file(mocker, default_conf)
+def test_start_no_data(mocker, hyperopt_conf) -> None:
+    patched_configuration_load_config_file(mocker, hyperopt_conf)
     mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame))
     mocker.patch(
         'freqtrade.optimize.hyperopt.get_timerange',
@@ -293,9 +306,9 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
         start_hyperopt(pargs)
 
 
-def test_start_filelock(mocker, default_conf, caplog) -> None:
-    start_mock = MagicMock(side_effect=Timeout(Hyperopt.get_lock_filename(default_conf)))
-    patched_configuration_load_config_file(mocker, default_conf)
+def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
+    start_mock = MagicMock(side_effect=Timeout(Hyperopt.get_lock_filename(hyperopt_conf)))
+    patched_configuration_load_config_file(mocker, hyperopt_conf)
     mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
     patch_exchange(mocker)
 
@@ -519,7 +532,7 @@ def test_roi_table_generation(hyperopt) -> None:
     assert hyperopt.custom_hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0}
 
 
-def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
+def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
     dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -545,15 +558,9 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
     )
     patch_exchange(mocker)
     # Co-test loading timeframe from strategy
-    del default_conf['timeframe']
-    default_conf.update({'config': 'config.json.example',
-                         'hyperopt': 'DefaultHyperOpt',
-                         'epochs': 1,
-                         'timerange': None,
-                         'spaces': 'default',
-                         'hyperopt_jobs': 1, })
+    del hyperopt_conf['timeframe']
 
-    hyperopt = Hyperopt(default_conf)
+    hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
@@ -569,7 +576,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
     assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
     assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
-    assert hyperopt.max_open_trades == default_conf['max_open_trades']
+    assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
 
 
@@ -686,13 +693,36 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
     assert 1 in result['buy']
 
 
-def test_generate_optimizer(mocker, default_conf) -> None:
-    default_conf.update({'config': 'config.json.example',
-                         'hyperopt': 'DefaultHyperOpt',
-                         'timerange': None,
-                         'spaces': 'all',
-                         'hyperopt_min_trades': 1,
-                         })
+def test_sell_strategy_generator(hyperopt, testdatadir) -> None:
+    data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
+    dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
+    dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
+                                                             {'pair': 'UNITTEST/BTC'})
+
+    populate_sell_trend = hyperopt.custom_hyperopt.sell_strategy_generator(
+        {
+            'sell-adx-value': 20,
+            'sell-fastd-value': 75,
+            'sell-mfi-value': 80,
+            'sell-rsi-value': 20,
+            'sell-adx-enabled': True,
+            'sell-fastd-enabled': True,
+            'sell-mfi-enabled': True,
+            'sell-rsi-enabled': True,
+            'sell-trigger': 'sell-bb_upper'
+        }
+    )
+    result = populate_sell_trend(dataframe, {'pair': 'UNITTEST/BTC'})
+    # Check if some indicators are generated. We will not test all of them
+    print(result)
+    assert 'sell' in result
+    assert 1 in result['sell']
+
+
+def test_generate_optimizer(mocker, hyperopt_conf) -> None:
+    hyperopt_conf.update({'spaces': 'all',
+                          'hyperopt_min_trades': 1,
+                          })
 
     trades = [
         ('TRX/BTC', 0.023117, 0.000233, 100)
@@ -783,48 +813,35 @@ def test_generate_optimizer(mocker, default_conf) -> None:
         'total_profit': 0.00023300
     }
 
-    hyperopt = Hyperopt(default_conf)
+    hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.dimensions = hyperopt.hyperopt_space()
     generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
     assert generate_optimizer_value == response_expected
 
 
-def test_clean_hyperopt(mocker, default_conf, caplog):
+def test_clean_hyperopt(mocker, hyperopt_conf, caplog):
     patch_exchange(mocker)
-    default_conf.update({'config': 'config.json.example',
-                         'hyperopt': 'DefaultHyperOpt',
-                         'epochs': 1,
-                         'timerange': None,
-                         'spaces': 'default',
-                         'hyperopt_jobs': 1,
-                         })
+
     mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True))
     unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock())
-    h = Hyperopt(default_conf)
+    h = Hyperopt(hyperopt_conf)
 
     assert unlinkmock.call_count == 2
     assert log_has(f"Removing `{h.data_pickle_file}`.", caplog)
 
 
-def test_continue_hyperopt(mocker, default_conf, caplog):
+def test_continue_hyperopt(mocker, hyperopt_conf, caplog):
     patch_exchange(mocker)
-    default_conf.update({'config': 'config.json.example',
-                         'hyperopt': 'DefaultHyperOpt',
-                         'epochs': 1,
-                         'timerange': None,
-                         'spaces': 'default',
-                         'hyperopt_jobs': 1,
-                         'hyperopt_continue': True
-                         })
+    hyperopt_conf.update({'hyperopt_continue': True})
     mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True))
     unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock())
-    Hyperopt(default_conf)
+    Hyperopt(hyperopt_conf)
 
     assert unlinkmock.call_count == 0
     assert log_has("Continuing on previous hyperopt results.", caplog)
 
 
-def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
+def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
     dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -855,16 +872,12 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
     )
     patch_exchange(mocker)
 
-    default_conf.update({'config': 'config.json.example',
-                         'hyperopt': 'DefaultHyperOpt',
-                         'epochs': 1,
-                         'timerange': None,
-                         'spaces': 'all',
-                         'hyperopt_jobs': 1,
-                         'print_json': True,
-                         })
+    hyperopt_conf.update({'spaces': 'all',
+                          'hyperopt_jobs': 1,
+                          'print_json': True,
+                          })
 
-    hyperopt = Hyperopt(default_conf)
+    hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
@@ -883,7 +896,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
     assert dumper.call_count == 2
 
 
-def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None:
+def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
     dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -913,16 +926,9 @@ def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None
     )
     patch_exchange(mocker)
 
-    default_conf.update({'config': 'config.json.example',
-                         'hyperopt': 'DefaultHyperOpt',
-                         'epochs': 1,
-                         'timerange': None,
-                         'spaces': 'default',
-                         'hyperopt_jobs': 1,
-                         'print_json': True,
-                         })
+    hyperopt_conf.update({'print_json': True})
 
-    hyperopt = Hyperopt(default_conf)
+    hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
@@ -937,7 +943,7 @@ def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None
     assert dumper.call_count == 2
 
 
-def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> None:
+def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
     dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -963,16 +969,12 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
     )
     patch_exchange(mocker)
 
-    default_conf.update({'config': 'config.json.example',
-                         'hyperopt': 'DefaultHyperOpt',
-                         'epochs': 1,
-                         'timerange': None,
-                         'spaces': 'roi stoploss',
-                         'hyperopt_jobs': 1,
-                         'print_json': True,
-                         })
+    hyperopt_conf.update({'spaces': 'roi stoploss',
+                          'hyperopt_jobs': 1,
+                          'print_json': True,
+                          })
 
-    hyperopt = Hyperopt(default_conf)
+    hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
@@ -987,7 +989,7 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
     assert dumper.call_count == 2
 
 
-def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys) -> None:
+def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
     dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -1012,14 +1014,9 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
     )
     patch_exchange(mocker)
 
-    default_conf.update({'config': 'config.json.example',
-                         'hyperopt': 'DefaultHyperOpt',
-                         'epochs': 1,
-                         'timerange': None,
-                         'spaces': 'roi stoploss',
-                         'hyperopt_jobs': 1, })
+    hyperopt_conf.update({'spaces': 'roi stoploss'})
 
-    hyperopt = Hyperopt(default_conf)
+    hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
@@ -1040,11 +1037,11 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
     assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
     assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
-    assert hyperopt.max_open_trades == default_conf['max_open_trades']
+    assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
 
 
-def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -> None:
+def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
     mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -1055,14 +1052,9 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -
 
     patch_exchange(mocker)
 
-    default_conf.update({'config': 'config.json.example',
-                         'hyperopt': 'DefaultHyperOpt',
-                         'epochs': 1,
-                         'timerange': None,
-                         'spaces': 'all',
-                         'hyperopt_jobs': 1, })
+    hyperopt_conf.update({'spaces': 'all', })
 
-    hyperopt = Hyperopt(default_conf)
+    hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
@@ -1075,7 +1067,7 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -
         hyperopt.start()
 
 
-def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
+def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
     dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -1100,14 +1092,9 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
     )
     patch_exchange(mocker)
 
-    default_conf.update({'config': 'config.json.example',
-                         'hyperopt': 'DefaultHyperOpt',
-                         'epochs': 1,
-                         'timerange': None,
-                         'spaces': 'buy',
-                         'hyperopt_jobs': 1, })
+    hyperopt_conf.update({'spaces': 'buy'})
 
-    hyperopt = Hyperopt(default_conf)
+    hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
@@ -1128,11 +1115,11 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
     assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
     assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
-    assert hyperopt.max_open_trades == default_conf['max_open_trades']
+    assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
 
 
-def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None:
+def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
     dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -1157,14 +1144,9 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
     )
     patch_exchange(mocker)
 
-    default_conf.update({'config': 'config.json.example',
-                         'hyperopt': 'DefaultHyperOpt',
-                         'epochs': 1,
-                         'timerange': None,
-                         'spaces': 'sell',
-                         'hyperopt_jobs': 1, })
+    hyperopt_conf.update({'spaces': 'sell', })
 
-    hyperopt = Hyperopt(default_conf)
+    hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
@@ -1185,7 +1167,7 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
     assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
     assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
-    assert hyperopt.max_open_trades == default_conf['max_open_trades']
+    assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
 
 
@@ -1195,7 +1177,7 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
     ('sell_strategy_generator', 'sell'),
     ('sell_indicator_space', 'sell'),
 ])
-def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, method, space) -> None:
+def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> None:
     mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -1206,14 +1188,9 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho
 
     patch_exchange(mocker)
 
-    default_conf.update({'config': 'config.json.example',
-                         'hyperopt': 'DefaultHyperOpt',
-                         'epochs': 1,
-                         'timerange': None,
-                         'spaces': space,
-                         'hyperopt_jobs': 1, })
+    hyperopt_conf.update({'spaces': space})
 
-    hyperopt = Hyperopt(default_conf)
+    hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 

From 59370672b811aba5bcee1f3597f59375c5df2994 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 6 Aug 2020 09:00:28 +0200
Subject: [PATCH 487/570] Fix more tests

---
 tests/commands/test_commands.py | 5 ++---
 tests/optimize/test_hyperopt.py | 4 +++-
 2 files changed, 5 insertions(+), 4 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 3ec7e4798..6837ebe98 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -667,7 +667,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
     args = [
         "list-hyperopts",
         "--hyperopt-path",
-        str(Path(__file__).parent.parent / "optimize"),
+        str(Path(__file__).parent.parent / "optimize" / "hyperopts"),
         "-1"
     ]
     pargs = get_args(args)
@@ -683,7 +683,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
     args = [
         "list-hyperopts",
         "--hyperopt-path",
-        str(Path(__file__).parent.parent / "optimize"),
+        str(Path(__file__).parent.parent / "optimize" / "hyperopts"),
     ]
     pargs = get_args(args)
     # pargs['config'] = None
@@ -692,7 +692,6 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
     assert "TestHyperoptLegacy" not in captured.out
     assert "legacy_hyperopt.py" not in captured.out
     assert "DefaultHyperOpt" in captured.out
-    assert "test_hyperopt.py" in captured.out
 
 
 def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 2f9f9bc56..0d2ebf213 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -247,7 +247,7 @@ def test_hyperoptlossresolver_wrongname(default_conf) -> None:
         HyperOptLossResolver.load_hyperoptloss(default_conf)
 
 
-def test_start_not_installed(mocker, default_conf) -> None:
+def test_start_not_installed(mocker, default_conf, import_fails) -> None:
     start_mock = MagicMock()
     patched_configuration_load_config_file(mocker, default_conf)
 
@@ -258,6 +258,8 @@ def test_start_not_installed(mocker, default_conf) -> None:
         'hyperopt',
         '--config', 'config.json',
         '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt-path',
+        str(Path(__file__).parent / "hyperopts"),
         '--epochs', '5'
     ]
     pargs = get_args(args)

From 995d3e1ed5ee8548e55e5f5075b4533b6ff5d907 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 6 Aug 2020 09:07:48 +0200
Subject: [PATCH 488/570] Don't search internal path for Hyperopt files

---
 freqtrade/resolvers/hyperopt_resolver.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index abbfee6ed..5dcf73d67 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -23,7 +23,7 @@ class HyperOptResolver(IResolver):
     object_type = IHyperOpt
     object_type_str = "Hyperopt"
     user_subdir = USERPATH_HYPEROPTS
-    initial_search_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
+    initial_search_path = None
 
     @staticmethod
     def load_hyperopt(config: Dict) -> IHyperOpt:

From d01070dba81b19e3e3f9fc715e4d22022259e4b4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 6 Aug 2020 09:22:41 +0200
Subject: [PATCH 489/570] Increase coverage of edge_cli

---
 tests/optimize/test_edge_cli.py | 14 ++++++++++++++
 1 file changed, 14 insertions(+)

diff --git a/tests/optimize/test_edge_cli.py b/tests/optimize/test_edge_cli.py
index acec51f66..188b4aa5f 100644
--- a/tests/optimize/test_edge_cli.py
+++ b/tests/optimize/test_edge_cli.py
@@ -105,3 +105,17 @@ def test_edge_init_fee(mocker, edge_conf) -> None:
     edge_cli = EdgeCli(edge_conf)
     assert edge_cli.edge.fee == 0.1234
     assert fee_mock.call_count == 0
+
+
+def test_edge_start(mocker, edge_conf) -> None:
+    mock_calculate = mocker.patch('freqtrade.edge.edge_positioning.Edge.calculate',
+                                  return_value=True)
+    table_mock = mocker.patch('freqtrade.optimize.edge_cli.generate_edge_table')
+
+    patch_exchange(mocker)
+    edge_conf['stake_amount'] = 20
+
+    edge_cli = EdgeCli(edge_conf)
+    edge_cli.start()
+    assert mock_calculate.call_count == 1
+    assert table_mock.call_count == 1

From eba73307e42ce6b94d5bed393c40c0bfbbafd05c Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Fri, 7 Aug 2020 01:13:36 +0200
Subject: [PATCH 490/570] Update strategy_methods_advanced.j2

Fix def confirm_trade_exit arguments
---
 freqtrade/templates/subtemplates/strategy_methods_advanced.j2 | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index c7ce41bb7..5ca6e6971 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -34,7 +34,7 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
     """
     return True
 
-def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
                        rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
     """
     Called right before placing a regular sell order.

From f3ce54150e92f66c70b82f91276f10fab7e801a4 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 8 Aug 2020 15:06:13 +0200
Subject: [PATCH 491/570] Simplify Telegram table

---
 docs/telegram-usage.md | 48 +++++++++++++++++++++---------------------
 1 file changed, 24 insertions(+), 24 deletions(-)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index b050a7a60..9776b26ba 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -47,30 +47,30 @@ Per default, the Telegram bot shows predefined commands. Some commands
 are only available by sending them to the bot. The table below list the
 official commands. You can ask at any moment for help with `/help`.
 
-|  Command | Default | Description |
-|----------|---------|-------------|
-| `/start` | | Starts the trader
-| `/stop` | | Stops the trader
-| `/stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
-| `/reload_config` | | Reloads the configuration file
-| `/show_config` | | Shows part of the current configuration with relevant settings to operation
-| `/status` | | Lists all open trades
-| `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
-| `/trades [limit]` | | List all recently closed trades in a table format.
-| `/delete ` | | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
-| `/count` | | Displays number of trades used and available
-| `/profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
-| `/forcesell ` | | Instantly sells the given trade  (Ignoring `minimum_roi`).
-| `/forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`).
-| `/forcebuy  [rate]` | | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
-| `/performance` | | Show performance of each finished trade grouped by pair
-| `/balance` | | Show account balance per currency
-| `/daily ` | 7 | Shows profit or loss per day, over the last n days
-| `/whitelist` | | Show the current whitelist
-| `/blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist.
-| `/edge` | | Show validated pairs by Edge if it is enabled.
-| `/help` | | Show help message
-| `/version` | | Show version
+|  Command | Description |
+|----------|-------------|
+| `/start` | Starts the trader
+| `/stop` | Stops the trader
+| `/stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
+| `/reload_config` | Reloads the configuration file
+| `/show_config` | Shows part of the current configuration with relevant settings to operation
+| `/status` | Lists all open trades
+| `/status table` | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
+| `/trades [limit]` | List all recently closed trades in a table format.
+| `/delete ` | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
+| `/count` | Displays number of trades used and available
+| `/profit` | Display a summary of your profit/loss from close trades and some stats about your performance
+| `/forcesell ` | Instantly sells the given trade  (Ignoring `minimum_roi`).
+| `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
+| `/forcebuy  [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
+| `/performance` | Show performance of each finished trade grouped by pair
+| `/balance` | Show account balance per currency
+| `/daily ` | Shows profit or loss per day, over the last n days (n defaults to 7)
+| `/whitelist` | Show the current whitelist
+| `/blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
+| `/edge` | Show validated pairs by Edge if it is enabled.
+| `/help` | Show help message
+| `/version` | Show version
 
 ## Telegram commands in action
 

From dd430455e411bdfae6bef3162d03e3c893b2e883 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 8 Aug 2020 17:04:32 +0200
Subject: [PATCH 492/570] Enable dataprovier for hyperopt

---
 freqtrade/optimize/backtesting.py |  5 ++---
 freqtrade/optimize/hyperopt.py    | 15 +++++++++------
 2 files changed, 11 insertions(+), 9 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 214c92e0e..d058493cf 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -65,9 +65,8 @@ class Backtesting:
         self.strategylist: List[IStrategy] = []
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
-        if self.config.get('runmode') != RunMode.HYPEROPT:
-            self.dataprovider = DataProvider(self.config, self.exchange)
-            IStrategy.dp = self.dataprovider
+        dataprovider = DataProvider(self.config, self.exchange)
+        IStrategy.dp = dataprovider
 
         if self.config.get('strategy_list', None):
             for strat in list(self.config['strategy_list']):
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 153ae3861..9bc0dadc0 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -4,26 +4,26 @@
 This module contains the hyperopt logic
 """
 
+import io
 import locale
 import logging
 import random
 import warnings
-from math import ceil
 from collections import OrderedDict
+from math import ceil
 from operator import itemgetter
+from os import path
 from pathlib import Path
 from pprint import pformat
 from typing import Any, Dict, List, Optional
 
+import progressbar
 import rapidjson
+import tabulate
 from colorama import Fore, Style
 from joblib import (Parallel, cpu_count, delayed, dump, load,
                     wrap_non_picklable_objects)
-from pandas import DataFrame, json_normalize, isna
-import progressbar
-import tabulate
-from os import path
-import io
+from pandas import DataFrame, isna, json_normalize
 
 from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.history import get_timerange
@@ -35,6 +35,7 @@ from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F401
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F401
 from freqtrade.resolvers.hyperopt_resolver import (HyperOptLossResolver,
                                                    HyperOptResolver)
+from freqtrade.strategy import IStrategy
 
 # Suppress scikit-learn FutureWarnings from skopt
 with warnings.catch_warnings():
@@ -634,6 +635,8 @@ class Hyperopt:
         # We don't need exchange instance anymore while running hyperopt
         self.backtesting.exchange = None  # type: ignore
         self.backtesting.pairlists = None  # type: ignore
+        self.backtesting.strategy.dp = None  # type: ignore
+        IStrategy.dp = None  # type: ignore
 
         self.epochs = self.load_previous_results(self.results_file)
 

From 5e1032c4af168aa744dccc626a17ee339219450f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 8 Aug 2020 17:08:38 +0200
Subject: [PATCH 493/570] Simplify strategy documentation, move "substrategies"
 to advanced page

---
 docs/strategy-advanced.md      | 21 +++++++++
 docs/strategy-customization.md | 78 +++++++++-------------------------
 2 files changed, 42 insertions(+), 57 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index e4bab303e..359280694 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -199,3 +199,24 @@ class Awesomestrategy(IStrategy):
         return True
 
 ```
+
+## Derived strategies
+
+The strategies can be derived from other strategies. This avoids duplication of your custom strategy code. You can use this technique to override small parts of your main strategy, leaving the rest untouched:
+
+``` python
+class MyAwesomeStrategy(IStrategy):
+    ...
+    stoploss = 0.13
+    trailing_stop = False
+    # All other attributes and methods are here as they
+    # should be in any custom strategy...
+    ...
+
+class MyAwesomeStrategy2(MyAwesomeStrategy):
+    # Override something
+    stoploss = 0.08
+    trailing_stop = True
+```
+
+Both attributes and methods may be overriden, altering behavior of the original strategy in a way you need.
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 98c71b4b2..ec521470a 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -355,7 +355,7 @@ def informative_pairs(self):
 
 ***
 
-### Additional data (DataProvider)
+## Additional data (DataProvider)
 
 The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
 
@@ -363,7 +363,7 @@ All methods return `None` in case of failure (do not raise an exception).
 
 Please always check the mode of operation to select the correct method to get data (samples see below).
 
-#### Possible options for DataProvider
+### Possible options for DataProvider
 
 - [`available_pairs`](#available_pairs) - Property with tuples listing cached pairs with their intervals (pair, interval).
 - [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (ie. VolumePairlist)
@@ -376,9 +376,9 @@ Please always check the mode of operation to select the correct method to get da
 - [`ticker(pair)`](#tickerpair) - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
 - `runmode` - Property containing the current runmode.
 
-#### Example Usages:
+### Example Usages
 
-#### *available_pairs*
+### *available_pairs*
 
 ``` python
 if self.dp:
@@ -386,7 +386,7 @@ if self.dp:
         print(f"available {pair}, {timeframe}")
 ```
 
-#### *current_whitelist()*
+### *current_whitelist()*
 
 Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. 
 
@@ -420,7 +420,7 @@ class SampleStrategy(IStrategy):
 
         inf_tf = '1d'
         # Get the informative pair
-        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1d')
+        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf)
         # Get the 14 day rsi
         informative['rsi'] = ta.RSI(informative, timeperiod=14)
 
@@ -455,7 +455,7 @@ class SampleStrategy(IStrategy):
 
 ```
 
-#### *get_pair_dataframe(pair, timeframe)*
+### *get_pair_dataframe(pair, timeframe)*
 
 ``` python
 # fetch live / historical candle (OHLCV) data for the first informative pair
@@ -468,12 +468,9 @@ if self.dp:
 !!! Warning "Warning about backtesting"
     Be careful when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
     for the backtesting runmode) provides the full time-range in one go,
-    so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode).
+    so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode.
 
-!!! Warning "Warning in hyperopt"
-    This option cannot currently be used during hyperopt.
-
-#### *get_analyzed_dataframe(pair, timeframe)*
+### *get_analyzed_dataframe(pair, timeframe)*
 
 This method is used by freqtrade internally to determine the last signal.
 It can also be used in specific callbacks to get the signal that caused the action (see [Advanced Strategy Documentation](strategy-advanced.md) for more details on available callbacks).
@@ -489,10 +486,7 @@ if self.dp:
     Returns an empty dataframe if the requested pair was not cached.
     This should not happen when using whitelisted pairs.
 
-!!! Warning "Warning in hyperopt"
-    This option cannot currently be used during hyperopt.
-
-#### *orderbook(pair, maximum)*
+### *orderbook(pair, maximum)*
 
 ``` python
 if self.dp:
@@ -503,10 +497,9 @@ if self.dp:
 ```
 
 !!! Warning
-    The order book is not part of the historic data which means backtesting and hyperopt will not work if this
-    method is used.
+    The order book is not part of the historic data which means backtesting and hyperopt will not work correctly if this method is used.
 
-#### *ticker(pair)*
+### *ticker(pair)*
 
 ``` python
 if self.dp:
@@ -525,7 +518,7 @@ if self.dp:
 
 ***
 
-### Additional data (Wallets)
+## Additional data (Wallets)
 
 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
 
@@ -541,7 +534,7 @@ if self.wallets:
     total_eth = self.wallets.get_total('ETH')
 ```
 
-#### Possible options for Wallets
+### Possible options for Wallets
 
 - `get_free(asset)` - currently available balance to trade
 - `get_used(asset)` - currently tied up balance (open orders)
@@ -549,7 +542,7 @@ if self.wallets:
 
 ***
 
-### Additional data (Trades)
+## Additional data (Trades)
 
 A history of Trades can be retrieved in the strategy by querying the database.
 
@@ -595,13 +588,13 @@ Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of
 !!! Warning
     Trade history is not available during backtesting or hyperopt.
 
-### Prevent trades from happening for a specific pair
+## Prevent trades from happening for a specific pair
 
 Freqtrade locks pairs automatically for the current candle (until that candle is over) when a pair is sold, preventing an immediate re-buy of that pair.
 
 Locked pairs will show the message `Pair  is currently locked.`.
 
-#### Locking pairs from within the strategy
+### Locking pairs from within the strategy
 
 Sometimes it may be desired to lock a pair after certain events happen (e.g. multiple losing trades in a row).
 
@@ -618,7 +611,7 @@ To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
 !!! Warning
     Locking pairs is not functioning during backtesting.
 
-##### Pair locking example
+#### Pair locking example
 
 ``` python
 from freqtrade.persistence import Trade
@@ -640,7 +633,7 @@ if self.config['runmode'].value in ('live', 'dry_run'):
         self.lock_pair(metadata['pair'], until=datetime.now(timezone.utc) + timedelta(hours=12))
 ```
 
-### Print created dataframe
+## Print created dataframe
 
 To inspect the created dataframe, you can issue a print-statement in either `populate_buy_trend()` or `populate_sell_trend()`.
 You may also want to print the pair so it's clear what data is currently shown.
@@ -664,36 +657,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
 
 Printing more than a few rows is also possible (simply use  `print(dataframe)` instead of `print(dataframe.tail())`), however not recommended, as that will be very verbose (~500 lines per pair every 5 seconds).
 
-### Specify custom strategy location
-
-If you want to use a strategy from a different directory you can pass `--strategy-path`
-
-```bash
-freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory
-```
-
-### Derived strategies
-
-The strategies can be derived from other strategies. This avoids duplication of your custom strategy code. You can use this technique to override small parts of your main strategy, leaving the rest untouched:
-
-``` python
-class MyAwesomeStrategy(IStrategy):
-    ...
-    stoploss = 0.13
-    trailing_stop = False
-    # All other attributes and methods are here as they
-    # should be in any custom strategy...
-    ...
-
-class MyAwesomeStrategy2(MyAwesomeStrategy):
-    # Override something
-    stoploss = 0.08
-    trailing_stop = True
-```
-
-Both attributes and methods may be overriden, altering behavior of the original strategy in a way you need.
-
-### Common mistakes when developing strategies
+## Common mistakes when developing strategies
 
 Backtesting analyzes the whole time-range at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not look-ahead into the future.
 This is a common pain-point, which can cause huge differences between backtesting and dry/live run methods, since they all use data which is not available during dry/live runs, so these strategies will perform well during backtesting, but will fail / perform badly in real conditions.
@@ -705,7 +669,7 @@ The following lists some common patterns which should be avoided to prevent frus
 - don't use `dataframe['volume'].mean()`. This uses the full DataFrame for backtesting, including data from the future. Use `dataframe['volume'].rolling().mean()` instead
 - don't use `.resample('1h')`. This uses the left border of the interval, so moves data from an hour to the start of the hour. Use `.resample('1h', label='right')` instead.
 
-### Further strategy ideas
+## Further strategy ideas
 
 To get additional Ideas for strategies, head over to our [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk.
 Feel free to use any of them as inspiration for your own strategies.

From 09aa954b68f5ca64ffec9508ff94cfb0998a97df Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 8 Aug 2020 17:24:19 +0200
Subject: [PATCH 494/570] Update strategy-customization documentation

---
 docs/strategy-customization.md | 141 ++++++++++++++++++++-------------
 1 file changed, 84 insertions(+), 57 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index ec521470a..633b82385 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -58,12 +58,12 @@ file as reference.**
 
 !!! Note "Strategies and Backtesting"
     To avoid problems and unexpected differences between Backtesting and dry/live modes, please be aware
-    that during backtesting the full time-interval is passed to the `populate_*()` methods at once.
+    that during backtesting the full time range is passed to the `populate_*()` methods at once.
     It is therefore best to use vectorized operations (across the whole dataframe, not loops) and
     avoid index referencing (`df.iloc[-1]`), but instead use `df.shift()` to get to the previous candle.
 
 !!! Warning "Warning: Using future data"
-    Since backtesting passes the full time interval to the `populate_*()` methods, the strategy author
+    Since backtesting passes the full time range to the `populate_*()` methods, the strategy author
     needs to take care to avoid having the strategy utilize data from the future.
     Some common patterns for this are listed in the [Common Mistakes](#common-mistakes-when-developing-strategies) section of this document.
 
@@ -251,7 +251,7 @@ minimal_roi = {
 While technically not completely disabled, this would sell once the trade reaches 10000% Profit.
 
 To use times based on candle duration (timeframe), the following snippet can be handy.
-This will allow you to change the ticket_interval for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...)
+This will allow you to change the timeframe for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...)
 
 ``` python
 from freqtrade.exchange import timeframe_to_minutes
@@ -285,7 +285,7 @@ If your exchange supports it, it's recommended to also set `"stoploss_on_exchang
 
 For more information on order_types please look [here](configuration.md#understand-order_types).
 
-### Timeframe (ticker interval)
+### Timeframe (formerly ticker interval)
 
 This is the set of candles the bot should download and use for the analysis.
 Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported by your exchange should work.
@@ -333,10 +333,10 @@ class Awesomestrategy(IStrategy):
 #### Get data for non-tradeable pairs
 
 Data for additional, informative pairs (reference pairs) can be beneficial for some strategies.
-Ohlcv data for these pairs will be downloaded as part of the regular whitelist refresh process and is available via `DataProvider` just as other pairs (see below).
+OHLCV data for these pairs will be downloaded as part of the regular whitelist refresh process and is available via `DataProvider` just as other pairs (see below).
 These parts will **not** be traded unless they are also specified in the pair whitelist, or have been selected by Dynamic Whitelisting.
 
-The pairs need to be specified as tuples in the format `("pair", "interval")`, with pair as the first and time interval as the second argument.
+The pairs need to be specified as tuples in the format `("pair", "timeframe")`, with pair as the first and timeframe as the second argument.
 
 Sample:
 
@@ -349,8 +349,8 @@ def informative_pairs(self):
 
 !!! Warning
     As these pairs will be refreshed as part of the regular whitelist refresh, it's best to keep this list short.
-    All intervals and all pairs can be specified as long as they are available (and active) on the used exchange.
-    It is however better to use resampling to longer time-intervals when possible
+    All timeframes and all pairs can be specified as long as they are available (and active) on the used exchange.
+    It is however better to use resampling to longer timeframes whenever possible
     to avoid hammering the exchange with too many requests and risk being blocked.
 
 ***
@@ -363,10 +363,14 @@ All methods return `None` in case of failure (do not raise an exception).
 
 Please always check the mode of operation to select the correct method to get data (samples see below).
 
+!!! Warning "Hyperopt"
+    Dataprovider is available during hyperopt, however it can only be used in `populate_indicators()`.
+    It is not available in `populate_buy()` and `populate_sell()` methods.
+
 ### Possible options for DataProvider
 
-- [`available_pairs`](#available_pairs) - Property with tuples listing cached pairs with their intervals (pair, interval).
-- [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (ie. VolumePairlist)
+- [`available_pairs`](#available_pairs) - Property with tuples listing cached pairs with their timeframe (pair, timeframe).
+- [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (i.e. VolumePairlist)
 - [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-timeframe) - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
 - [`get_analyzed_dataframe(pair, timeframe)`](#get_analyzed_dataframepair-timeframe) - Returns the analyzed dataframe (after calling `populate_indicators()`, `populate_buy()`, `populate_sell()`) and the time of the latest analysis.
 - `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
@@ -401,58 +405,13 @@ Since we can't resample our data we will have to use an informative pair; and si
 This is where calling `self.dp.current_whitelist()` comes in handy.
 
 ```python
-class SampleStrategy(IStrategy):
-    # strategy init stuff...
-
-    timeframe = '5m'
-
-    # more strategy init stuff..
-
     def informative_pairs(self):
 
         # get access to all pairs available in whitelist.
         pairs = self.dp.current_whitelist()
         # Assign tf to each pair so they can be downloaded and cached for strategy.
         informative_pairs = [(pair, '1d') for pair in pairs]
-        return informative_pairs
-
-    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-
-        inf_tf = '1d'
-        # Get the informative pair
-        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf)
-        # Get the 14 day rsi
-        informative['rsi'] = ta.RSI(informative, timeperiod=14)
-
-        # Rename columns to be unique
-        informative.columns = [f"{col}_{inf_tf}" for col in informative.columns]
-        # Assuming inf_tf = '1d' - then the columns will now be:
-        # date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
-
-        # Combine the 2 dataframes
-        # all indicators on the informative sample MUST be calculated before this point
-        dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_{inf_tf}', how='left')
-        # FFill to have the 1d value available in every row throughout the day.
-        # Without this, comparisons would only work once per day.
-        dataframe = dataframe.ffill()
-        # Calculate rsi of the original dataframe (5m timeframe)
-        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
-
-        # Do other stuff
-        # ...
-
-        return dataframe
-
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-
-        dataframe.loc[
-            (
-                (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
-                (dataframe['rsi_1d'] < 30) &                     # Ensure daily RSI is < 30
-                (dataframe['volume'] > 0)                        # Ensure this candle had volume (important for backtesting)
-            ),
-            'buy'] = 1
-
+        return informative_pairs   
 ```
 
 ### *get_pair_dataframe(pair, timeframe)*
@@ -479,7 +438,7 @@ It can also be used in specific callbacks to get the signal that caused the acti
 # fetch current dataframe
 if self.dp:
     dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=metadata['pair'],
-                                                             timeframe=self.ticker_interval)
+                                                             timeframe=self.timeframe)
 ```
 
 !!! Note "No data available"
@@ -516,6 +475,74 @@ if self.dp:
     does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
     data returned from the exchange and add appropriate error handling / defaults.
 
+!!! Warning "Warning about backtesting"
+    This method will always return up-to-date values - so usage during backtesting / hyperopt will lead to wrong results.
+
+### Complete Data-provider sample
+
+```python
+class SampleStrategy(IStrategy):
+    # strategy init stuff...
+
+    timeframe = '5m'
+
+    # more strategy init stuff..
+
+    def informative_pairs(self):
+
+        # get access to all pairs available in whitelist.
+        pairs = self.dp.current_whitelist()
+        # Assign tf to each pair so they can be downloaded and cached for strategy.
+        informative_pairs = [(pair, '1d') for pair in pairs]
+        # Optionally Add additional "static" pairs
+        informative_pairs += [("ETH/USDT", "5m"),
+                              ("BTC/TUSD", "15m"),
+                            ]
+        return informative_pairs
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        if not self.dp:
+            # Don't do anything if DataProvider is not available.
+            return dataframe
+
+        inf_tf = '1d'
+        # Get the informative pair
+        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf)
+        # Get the 14 day rsi
+        informative['rsi'] = ta.RSI(informative, timeperiod=14)
+
+        # Rename columns to be unique
+        informative.columns = [f"{col}_{inf_tf}" for col in informative.columns]
+        # Assuming inf_tf = '1d' - then the columns will now be:
+        # date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
+
+        # Combine the 2 dataframes
+        # all indicators on the informative sample MUST be calculated before this point
+        dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_{inf_tf}', how='left')
+        # FFill to have the 1d value available in every row throughout the day.
+        # Without this, comparisons would only work once per day.
+        dataframe = dataframe.ffill()
+
+        # Calculate rsi of the original dataframe (5m timeframe)
+        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+
+        # Do other stuff
+        # ...
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        dataframe.loc[
+            (
+                (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
+                (dataframe['rsi_1d'] < 30) &                     # Ensure daily RSI is < 30
+                (dataframe['volume'] > 0)                        # Ensure this candle had volume (important for backtesting)
+            ),
+            'buy'] = 1
+
+```
+
 ***
 
 ## Additional data (Wallets)

From 2afe1d5b11b1e63ee403b147fcd0572a9723a716 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 8 Aug 2020 17:27:22 +0200
Subject: [PATCH 495/570] Add link to full sample

---
 docs/strategy-customization.md    | 6 ++++--
 freqtrade/optimize/backtesting.py | 1 -
 2 files changed, 4 insertions(+), 3 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 633b82385..73d085abd 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -328,9 +328,9 @@ class Awesomestrategy(IStrategy):
 
 ***
 
-### Additional data (informative_pairs)
+## Additional data (informative_pairs)
 
-#### Get data for non-tradeable pairs
+### Get data for non-tradeable pairs
 
 Data for additional, informative pairs (reference pairs) can be beneficial for some strategies.
 OHLCV data for these pairs will be downloaded as part of the regular whitelist refresh process and is available via `DataProvider` just as other pairs (see below).
@@ -347,6 +347,8 @@ def informative_pairs(self):
             ]
 ```
 
+A full sample can be found [in the DataProvider section](#complete-data-provider-sample).
+
 !!! Warning
     As these pairs will be refreshed as part of the regular whitelist refresh, it's best to keep this list short.
     All timeframes and all pairs can be specified as long as they are available (and active) on the used exchange.
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index d058493cf..f3070f10f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -24,7 +24,6 @@ from freqtrade.optimize.optimize_reports import (generate_backtest_stats,
 from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
-from freqtrade.state import RunMode
 from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
 
 logger = logging.getLogger(__name__)

From fca41a44bb278b7544f6024ebff9f0fb2bd8d359 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 8 Aug 2020 20:20:58 +0200
Subject: [PATCH 496/570] Also logg timeframe

---
 freqtrade/optimize/optimize_reports.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index f917e7cab..8e25d9d89 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -269,6 +269,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
             'stake_amount': config['stake_amount'],
             'stake_currency': config['stake_currency'],
             'max_open_trades': config['max_open_trades'],
+            'timeframe': config['timeframe'],
             **daily_stats,
         }
         result['strategy'][strategy] = strat_stats

From 2663aede24af7e5b3eab2608f9e5be6fef3c00d5 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 9 Aug 2020 10:28:11 +0200
Subject: [PATCH 497/570] Update test to reflect new column naming

---
 tests/edge/test_edge.py | 24 ++++++++++++------------
 1 file changed, 12 insertions(+), 12 deletions(-)

diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index 969b0c44b..d35f7fcf6 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -418,8 +418,8 @@ def test_process_expectancy_remove_pumps(mocker, edge_conf, fee,):
          'stoploss': -0.9,
          'profit_percent': '',
          'profit_abs': '',
-         'open_time': np.datetime64('2018-10-03T00:05:00.000000000'),
-         'close_time': np.datetime64('2018-10-03T00:10:00.000000000'),
+         'open_date': np.datetime64('2018-10-03T00:05:00.000000000'),
+         'close_date': np.datetime64('2018-10-03T00:10:00.000000000'),
          'open_index': 1,
          'close_index': 1,
          'trade_duration': '',
@@ -431,8 +431,8 @@ def test_process_expectancy_remove_pumps(mocker, edge_conf, fee,):
          'stoploss': -0.9,
          'profit_percent': '',
          'profit_abs': '',
-         'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
-         'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
+         'open_date': np.datetime64('2018-10-03T00:20:00.000000000'),
+         'close_date': np.datetime64('2018-10-03T00:25:00.000000000'),
          'open_index': 4,
          'close_index': 4,
          'trade_duration': '',
@@ -443,8 +443,8 @@ def test_process_expectancy_remove_pumps(mocker, edge_conf, fee,):
          'stoploss': -0.9,
          'profit_percent': '',
          'profit_abs': '',
-         'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
-         'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
+         'open_date': np.datetime64('2018-10-03T00:20:00.000000000'),
+         'close_date': np.datetime64('2018-10-03T00:25:00.000000000'),
          'open_index': 4,
          'close_index': 4,
          'trade_duration': '',
@@ -455,8 +455,8 @@ def test_process_expectancy_remove_pumps(mocker, edge_conf, fee,):
          'stoploss': -0.9,
          'profit_percent': '',
          'profit_abs': '',
-         'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
-         'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
+         'open_date': np.datetime64('2018-10-03T00:20:00.000000000'),
+         'close_date': np.datetime64('2018-10-03T00:25:00.000000000'),
          'open_index': 4,
          'close_index': 4,
          'trade_duration': '',
@@ -467,8 +467,8 @@ def test_process_expectancy_remove_pumps(mocker, edge_conf, fee,):
          'stoploss': -0.9,
          'profit_percent': '',
          'profit_abs': '',
-         'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
-         'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
+         'open_date': np.datetime64('2018-10-03T00:20:00.000000000'),
+         'close_date': np.datetime64('2018-10-03T00:25:00.000000000'),
          'open_index': 4,
          'close_index': 4,
          'trade_duration': '',
@@ -480,8 +480,8 @@ def test_process_expectancy_remove_pumps(mocker, edge_conf, fee,):
          'stoploss': -0.9,
          'profit_percent': '',
          'profit_abs': '',
-         'open_time': np.datetime64('2018-10-03T00:30:00.000000000'),
-         'close_time': np.datetime64('2018-10-03T00:40:00.000000000'),
+         'open_date': np.datetime64('2018-10-03T00:30:00.000000000'),
+         'close_date': np.datetime64('2018-10-03T00:40:00.000000000'),
          'open_index': 6,
          'close_index': 7,
          'trade_duration': '',

From 17613f203a2f898b8388a7eb85c82ac1acf5c5e8 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 Aug 2020 06:17:04 +0000
Subject: [PATCH 498/570] Bump mkdocs-material from 5.5.1 to 5.5.3

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.5.1 to 5.5.3.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.5.1...5.5.3)

Signed-off-by: dependabot[bot] 
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index c30661b6a..4068e364b 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.5.1
+mkdocs-material==5.5.3
 mdx_truly_sane_lists==1.2

From 1afe4df7be5234630475ebdffc6d875c2467ddf1 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 Aug 2020 06:17:36 +0000
Subject: [PATCH 499/570] Bump ccxt from 1.32.45 to 1.32.88

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.32.45 to 1.32.88.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.32.45...1.32.88)

Signed-off-by: dependabot[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 62cde9dbc..b7e71eada 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.32.45
+ccxt==1.32.88
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.8

From c9c43d2f0b6adc59811a292efe95448d411f1499 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 11 Aug 2020 15:27:41 +0200
Subject: [PATCH 500/570] Move log-message of retrying before decrementing
 count

Otherwise the message is always one round "late".
---
 freqtrade/exchange/common.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index 0610e8447..cbab742b7 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -107,9 +107,9 @@ def retrier_async(f):
         except TemporaryError as ex:
             logger.warning('%s() returned exception: "%s"', f.__name__, ex)
             if count > 0:
+                logger.warning('retrying %s() still for %s times', f.__name__, count)
                 count -= 1
                 kwargs.update({'count': count})
-                logger.warning('retrying %s() still for %s times', f.__name__, count)
                 if isinstance(ex, DDosProtection):
                     backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
                     logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
@@ -131,9 +131,9 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
             except (TemporaryError, RetryableOrderError) as ex:
                 logger.warning('%s() returned exception: "%s"', f.__name__, ex)
                 if count > 0:
+                    logger.warning('retrying %s() still for %s times', f.__name__, count)
                     count -= 1
                     kwargs.update({'count': count})
-                    logger.warning('retrying %s() still for %s times', f.__name__, count)
                     if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
                         # increasing backoff
                         backoff_delay = calculate_backoff(count + 1, retries)

From d77c53960dfc789a5ae013ac89a04b26f4f4456f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 11 Aug 2020 19:27:25 +0200
Subject: [PATCH 501/570] Show API backoff in logs to better investigate
 eventual problems)

---
 freqtrade/exchange/common.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index cbab742b7..3bba9be72 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -112,7 +112,7 @@ def retrier_async(f):
                 kwargs.update({'count': count})
                 if isinstance(ex, DDosProtection):
                     backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
-                    logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                    logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
                     await asyncio.sleep(backoff_delay)
                 return await wrapper(*args, **kwargs)
             else:
@@ -137,7 +137,7 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
                     if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
                         # increasing backoff
                         backoff_delay = calculate_backoff(count + 1, retries)
-                        logger.debug(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                        logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
                         time.sleep(backoff_delay)
                     return wrapper(*args, **kwargs)
                 else:

From 77541935a8d686b0b1feb1ce345261a2c40436e8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 11 Aug 2020 20:10:43 +0200
Subject: [PATCH 502/570] Fix small merge mistake

---
 freqtrade/commands/hyperopt_commands.py | 16 ++++-----
 tests/commands/test_commands.py         | 44 ++++++++++++++++---------
 2 files changed, 37 insertions(+), 23 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 7b079bdfe..b769100be 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -183,17 +183,17 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
             if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
         ]
     if filteroptions['filter_min_objective'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
-        # trials = [x for x in trials if x['loss'] != 20]
-        trials = [
-            x for x in trials
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        # epochs = [x for x in epochs if x['loss'] != 20]
+        epochs = [
+            x for x in epochs
             if x['loss'] < filteroptions['filter_min_objective']
         ]
     if filteroptions['filter_max_objective'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
-        # trials = [x for x in trials if x['loss'] != 20]
-        trials = [
-            x for x in trials
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        # epochs = [x for x in epochs if x['loss'] != 20]
+        epochs = [
+            x for x in epochs
             if x['loss'] > filteroptions['filter_max_objective']
         ]
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 4ef4ec6c5..1eb017465 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -736,7 +736,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
 
     args = [
         "hyperopt-list",
-        "--no-details"
+        "--no-details",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -749,7 +750,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     args = [
         "hyperopt-list",
         "--best",
-        "--no-details"
+        "--no-details",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -763,7 +765,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     args = [
         "hyperopt-list",
         "--profitable",
-        "--no-details"
+        "--no-details",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -776,7 +779,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
                          " 11/12", " 12/12"])
     args = [
         "hyperopt-list",
-        "--profitable"
+        "--profitable",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -792,7 +796,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "hyperopt-list",
         "--no-details",
         "--no-color",
-        "--min-trades", "20"
+        "--min-trades", "20",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -806,7 +811,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "hyperopt-list",
         "--profitable",
         "--no-details",
-        "--max-trades", "20"
+        "--max-trades", "20",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -821,7 +827,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "hyperopt-list",
         "--profitable",
         "--no-details",
-        "--min-avg-profit", "0.11"
+        "--min-avg-profit", "0.11",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -835,7 +842,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     args = [
         "hyperopt-list",
         "--no-details",
-        "--max-avg-profit", "0.10"
+        "--max-avg-profit", "0.10",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -849,7 +857,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     args = [
         "hyperopt-list",
         "--no-details",
-        "--min-total-profit", "0.4"
+        "--min-total-profit", "0.4",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -863,7 +872,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     args = [
         "hyperopt-list",
         "--no-details",
-        "--max-total-profit", "0.4"
+        "--max-total-profit", "0.4",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -877,7 +887,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     args = [
         "hyperopt-list",
         "--no-details",
-        "--min-objective", "0.1"
+        "--min-objective", "0.1",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -891,7 +902,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     args = [
         "hyperopt-list",
         "--no-details",
-        "--max-objective", "0.1"
+        "--max-objective", "0.1",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -906,7 +918,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "hyperopt-list",
         "--profitable",
         "--no-details",
-        "--min-avg-time", "2000"
+        "--min-avg-time", "2000",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -920,7 +933,8 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     args = [
         "hyperopt-list",
         "--no-details",
-        "--max-avg-time", "1500"
+        "--max-avg-time", "1500",
+        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -934,7 +948,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     args = [
         "hyperopt-list",
         "--no-details",
-        "--export-csv", "test_file.csv"
+        "--export-csv", "test_file.csv",
     ]
     pargs = get_args(args)
     pargs['config'] = None

From f51c03aa864e4489bb55886cf86b3be0bc413216 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 11 Aug 2020 20:29:47 +0200
Subject: [PATCH 503/570] Revert changes to color using --no-color

---
 tests/commands/test_commands.py | 14 --------------
 1 file changed, 14 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 1eb017465..69d80d2cd 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -737,7 +737,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     args = [
         "hyperopt-list",
         "--no-details",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -751,7 +750,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "hyperopt-list",
         "--best",
         "--no-details",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -766,7 +764,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "hyperopt-list",
         "--profitable",
         "--no-details",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -780,7 +777,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     args = [
         "hyperopt-list",
         "--profitable",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -797,7 +793,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "--no-details",
         "--no-color",
         "--min-trades", "20",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -812,7 +807,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "--profitable",
         "--no-details",
         "--max-trades", "20",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -828,7 +822,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "--profitable",
         "--no-details",
         "--min-avg-profit", "0.11",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -843,7 +836,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "hyperopt-list",
         "--no-details",
         "--max-avg-profit", "0.10",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -858,7 +850,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "hyperopt-list",
         "--no-details",
         "--min-total-profit", "0.4",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -873,7 +864,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "hyperopt-list",
         "--no-details",
         "--max-total-profit", "0.4",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -888,7 +878,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "hyperopt-list",
         "--no-details",
         "--min-objective", "0.1",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -903,7 +892,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "hyperopt-list",
         "--no-details",
         "--max-objective", "0.1",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -919,7 +907,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "--profitable",
         "--no-details",
         "--min-avg-time", "2000",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None
@@ -934,7 +921,6 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
         "hyperopt-list",
         "--no-details",
         "--max-avg-time", "1500",
-        "--no-color",
     ]
     pargs = get_args(args)
     pargs['config'] = None

From 56655b97cfc52116c7f990405dee6d5ebaea2ce7 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 11 Aug 2020 20:37:01 +0200
Subject: [PATCH 504/570] Refactor hyperopt_filter method

---
 freqtrade/commands/hyperopt_commands.py | 38 ++++++++++++++++++++++---
 1 file changed, 34 insertions(+), 4 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index b769100be..a724443cf 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -10,7 +10,7 @@ from freqtrade.state import RunMode
 
 logger = logging.getLogger(__name__)
 
-# flake8: noqa C901
+
 def start_hyperopt_list(args: Dict[str, Any]) -> None:
     """
     List hyperopt epochs previously evaluated
@@ -47,7 +47,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     epochs = Hyperopt.load_previous_results(results_file)
     total_epochs = len(epochs)
 
-    epochs = _hyperopt_filter_epochs(epochs, filteroptions)
+    epochs = hyperopt_filter_epochs(epochs, filteroptions)
 
     if print_colorized:
         colorama_init(autoreset=True)
@@ -108,7 +108,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     epochs = Hyperopt.load_previous_results(results_file)
     total_epochs = len(epochs)
 
-    epochs = _hyperopt_filter_epochs(epochs, filteroptions)
+    epochs = hyperopt_filter_epochs(epochs, filteroptions)
     filtered_epochs = len(epochs)
 
     if n > filtered_epochs:
@@ -128,7 +128,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
                                      header_str="Epoch details")
 
 
-def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
+def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
     """
     Filter our items from the list of hyperopt results
     """
@@ -136,6 +136,20 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
         epochs = [x for x in epochs if x['is_best']]
     if filteroptions['only_profitable']:
         epochs = [x for x in epochs if x['results_metrics']['profit'] > 0]
+
+    epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
+
+    return epochs
+
+
+def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
+
     if filteroptions['filter_min_trades'] > 0:
         epochs = [
             x for x in epochs
@@ -146,6 +160,11 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
             x for x in epochs
             if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
         ]
+    return epochs
+
+
+def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
+
     if filteroptions['filter_min_avg_time'] is not None:
         epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
         epochs = [
@@ -158,6 +177,12 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
             x for x in epochs
             if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
         ]
+
+    return epochs
+
+
+def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
+
     if filteroptions['filter_min_avg_profit'] is not None:
         epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
         epochs = [
@@ -182,6 +207,11 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
             x for x in epochs
             if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
         ]
+    return epochs
+
+
+def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
+
     if filteroptions['filter_min_objective'] is not None:
         epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
         # epochs = [x for x in epochs if x['loss'] != 20]

From 2dc36bb79eece79fd20c7ffac92fb1c12ba4177e Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 11 Aug 2020 20:52:18 +0200
Subject: [PATCH 505/570] Remove inversion of min/max objective selection

---
 freqtrade/commands/hyperopt_commands.py | 5 -----
 1 file changed, 5 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index a724443cf..d37c1f13b 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -99,11 +99,6 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
         'filter_max_objective': config.get('hyperopt_list_max_objective', None)
     }
 
-    if filteroptions['filter_min_objective'] is not None:
-        filteroptions['filter_min_objective'] = -filteroptions['filter_min_objective']
-    if filteroptions['filter_max_objective'] is not None:
-        filteroptions['filter_max_objective'] = -filteroptions['filter_max_objective']
-
     # Previous evaluations
     epochs = Hyperopt.load_previous_results(results_file)
     total_epochs = len(epochs)

From 2fed066e767bb3c3015af5d4a9f31ad588619fad Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 12 Aug 2020 10:39:53 +0200
Subject: [PATCH 506/570] Simplify objective code formatting

---
 freqtrade/commands/hyperopt_commands.py | 21 +++++++--------------
 1 file changed, 7 insertions(+), 14 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index d37c1f13b..4fae51e28 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -140,6 +140,10 @@ def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
 
     epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
 
+    logger.info(f"{len(epochs)} " +
+                ("best " if filteroptions['only_best'] else "") +
+                ("profitable " if filteroptions['only_profitable'] else "") +
+                "epochs found.")
     return epochs
 
 
@@ -209,22 +213,11 @@ def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List
 
     if filteroptions['filter_min_objective'] is not None:
         epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        # epochs = [x for x in epochs if x['loss'] != 20]
-        epochs = [
-            x for x in epochs
-            if x['loss'] < filteroptions['filter_min_objective']
-        ]
+
+        epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
     if filteroptions['filter_max_objective'] is not None:
         epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        # epochs = [x for x in epochs if x['loss'] != 20]
-        epochs = [
-            x for x in epochs
-            if x['loss'] > filteroptions['filter_max_objective']
-        ]
 
-    logger.info(f"{len(epochs)} " +
-                ("best " if filteroptions['only_best'] else "") +
-                ("profitable " if filteroptions['only_profitable'] else "") +
-                "epochs found.")
+        epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
 
     return epochs

From 1f1a819b292ecf927c2d332a1fd788ac5b7359a6 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 12 Aug 2020 11:21:00 +0200
Subject: [PATCH 507/570] Remove unused 3rd argument to create_stoploss call

---
 freqtrade/freqtradebot.py  | 10 ++++------
 tests/test_freqtradebot.py |  2 +-
 2 files changed, 5 insertions(+), 7 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 967f68b90..3168976e2 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -768,7 +768,7 @@ class FreqtradeBot:
         logger.debug('Found no sell signal for %s.', trade)
         return False
 
-    def create_stoploss_order(self, trade: Trade, stop_price: float, rate: float) -> bool:
+    def create_stoploss_order(self, trade: Trade, stop_price: float) -> bool:
         """
         Abstracts creating stoploss orders from the logic.
         Handles errors and updates the trade database object.
@@ -831,14 +831,13 @@ class FreqtradeBot:
             stoploss = self.edge.stoploss(pair=trade.pair) if self.edge else self.strategy.stoploss
             stop_price = trade.open_rate * (1 + stoploss)
 
-            if self.create_stoploss_order(trade=trade, stop_price=stop_price, rate=stop_price):
+            if self.create_stoploss_order(trade=trade, stop_price=stop_price):
                 trade.stoploss_last_update = datetime.now()
                 return False
 
         # If stoploss order is canceled for some reason we add it
         if stoploss_order and stoploss_order['status'] in ('canceled', 'cancelled'):
-            if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss,
-                                          rate=trade.stop_loss):
+            if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss):
                 return False
             else:
                 trade.stoploss_order_id = None
@@ -875,8 +874,7 @@ class FreqtradeBot:
                                      f"for pair {trade.pair}")
 
                 # Create new stoploss order
-                if not self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss,
-                                                  rate=trade.stop_loss):
+                if not self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss):
                     logger.warning(f"Could not create trailing stoploss order "
                                    f"for pair {trade.pair}.")
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5c225bbc0..87071be3e 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1301,7 +1301,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     freqtrade.enter_positions()
     trade = Trade.query.first()
     caplog.clear()
-    freqtrade.create_stoploss_order(trade, 200, 199)
+    freqtrade.create_stoploss_order(trade, 200)
     assert trade.stoploss_order_id is None
     assert trade.sell_reason == SellType.EMERGENCY_SELL.value
     assert log_has("Unable to place a stoploss order on exchange. ", caplog)

From 6dfa159a914968d6a8838020521bfb1da5f1a905 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 12 Aug 2020 14:11:19 +0200
Subject: [PATCH 508/570] Small comment adjustments in exchange class

---
 freqtrade/exchange/exchange.py | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 8438941f7..f8bac3a8d 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -974,7 +974,7 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
+    # Assign method to cancel_stoploss_order to allow easy overriding in other classes
     cancel_stoploss_order = cancel_order
 
     def is_cancel_order_result_suitable(self, corder) -> bool:
@@ -1040,10 +1040,10 @@ class Exchange:
     @retrier
     def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
         """
-        get order book level 2 from exchange
-
-        Notes:
-        20180619: bittrex doesnt support limits -.-
+        Get L2 order book from exchange.
+        Can be limited to a certain amount (if supported).
+        Returns a dict in the format
+        {'asks': [price, volume], 'bids': [price, volume]}
         """
         try:
 

From faa2bbb5553a19b21341c031e9eef46508551254 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 12 Aug 2020 14:25:50 +0200
Subject: [PATCH 509/570] Document exception hierarchy

---
 docs/developer.md          | 29 +++++++++++++++++++++++++++++
 freqtrade/exceptions.py    | 16 ++++++++--------
 freqtrade/freqtradebot.py  |  4 ++--
 freqtrade/rpc/rpc.py       |  6 +++---
 tests/test_freqtradebot.py |  3 ++-
 5 files changed, 44 insertions(+), 14 deletions(-)

diff --git a/docs/developer.md b/docs/developer.md
index 036109d5b..ce454cec2 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -85,6 +85,35 @@ docker-compose exec freqtrade_develop /bin/bash
 
 ![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png)
 
+## ErrorHandling
+
+Freqtrade Exceptions all inherit from `FreqtradeException`.
+This general class of error should however not be used directly, instead, multiple specialized sub-Exceptions exist.
+
+Below is an outline of exception inheritance hierarchy:
+
+```
++ FreqtradeException
+|
++---+ OperationalException
+|
++---+ DependencyException
+|   |
+|   +---+ PricingError
+|   |
+|   +---+ ExchangeError
+|       |
+|       +---+ TemporaryError
+|       |
+|       +---+ DDosProtection
+|       |
+|       +---+ InvalidOrderException
+|           |
+|           +---+ RetryableOrderError
+|
++---+ StrategyError
+```
+
 ## Modules
 
 ### Dynamic Pairlist
diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py
index c85fccc4b..e2bc969a9 100644
--- a/freqtrade/exceptions.py
+++ b/freqtrade/exceptions.py
@@ -29,7 +29,14 @@ class PricingError(DependencyException):
     """
 
 
-class InvalidOrderException(FreqtradeException):
+class ExchangeError(DependencyException):
+    """
+    Error raised out of the exchange.
+    Has multiple Errors to determine the appropriate error.
+    """
+
+
+class InvalidOrderException(ExchangeError):
     """
     This is returned when the order is not valid. Example:
     If stoploss on exchange order is hit, then trying to cancel the order
@@ -44,13 +51,6 @@ class RetryableOrderError(InvalidOrderException):
     """
 
 
-class ExchangeError(DependencyException):
-    """
-    Error raised out of the exchange.
-    Has multiple Errors to determine the appropriate error.
-    """
-
-
 class TemporaryError(ExchangeError):
     """
     Temporary network or exchange related error.
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 3168976e2..557aefe94 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -919,7 +919,7 @@ class FreqtradeBot:
                 if not trade.open_order_id:
                     continue
                 order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
-            except (ExchangeError, InvalidOrderException):
+            except (ExchangeError):
                 logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
                 continue
 
@@ -952,7 +952,7 @@ class FreqtradeBot:
         for trade in Trade.get_open_order_trades():
             try:
                 order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
-            except (DependencyException, InvalidOrderException):
+            except (ExchangeError):
                 logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
                 continue
 
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 8a1ff7e96..f4e20c16f 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -11,7 +11,7 @@ from typing import Any, Dict, List, Optional, Tuple, Union
 import arrow
 from numpy import NAN, mean
 
-from freqtrade.exceptions import (ExchangeError, InvalidOrderException,
+from freqtrade.exceptions import (ExchangeError,
                                   PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.misc import shorten_date
@@ -555,7 +555,7 @@ class RPC:
                 try:
                     self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair)
                     c_count += 1
-                except (ExchangeError, InvalidOrderException):
+                except (ExchangeError):
                     pass
 
             # cancel stoploss on exchange ...
@@ -565,7 +565,7 @@ class RPC:
                     self._freqtrade.exchange.cancel_stoploss_order(trade.stoploss_order_id,
                                                                    trade.pair)
                     c_count += 1
-                except (ExchangeError, InvalidOrderException):
+                except (ExchangeError):
                     pass
 
             Trade.session.delete(trade)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 87071be3e..2c6d2314c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, C0103
 # pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
 
+from freqtrade.exchange.exchange import Exchange
 import logging
 import time
 from copy import deepcopy
@@ -4107,7 +4108,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order,
 def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
     default_conf['cancel_open_orders_on_exit'] = True
     mocker.patch('freqtrade.exchange.Exchange.fetch_order',
-                 side_effect=[DependencyException(), limit_sell_order, limit_buy_order])
+                 side_effect=[ExchangeError(), limit_sell_order, limit_buy_order])
     buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_buy')
     sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_sell')
 

From 815d88fd4a4f2b133653df7fa75d6fa2c40c69ed Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 12 Aug 2020 15:32:56 +0200
Subject: [PATCH 510/570] Fix test after merge, fix forgotten 'amount'

---
 freqtrade/freqtradebot.py | 2 +-
 freqtrade/persistence.py  | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index b4ef2b086..816d24e18 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -553,7 +553,7 @@ class FreqtradeBot:
                                order['filled'], order['amount'], order['remaining']
                                )
                 stake_amount = order['cost']
-                amount = order['filled']
+                amount = safe_value_fallback(order, 'filled', 'amount')
                 buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
                 order_id = None
 
diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index fdb816eab..28753ed48 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -259,7 +259,7 @@ class Trade(_DECL_BASE):
             'is_open': self.is_open,
             'exchange': self.exchange,
             'amount': round(self.amount, 8),
-            'amount_requested': round(self.amount_requested, 8),
+            'amount_requested': round(self.amount_requested, 8) if self.amount_requested else None,
             'stake_amount': round(self.stake_amount, 8),
             'strategy': self.strategy,
             'ticker_interval': self.timeframe,  # DEPRECATED

From 3afd5b631e39a85d3c0536979f8e529c6c82a917 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Wed, 12 Aug 2020 15:34:29 +0200
Subject: [PATCH 511/570] Remove erroneous import

---
 tests/test_freqtradebot.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 2c6d2314c..ec59ca5b0 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1,7 +1,6 @@
 # pragma pylint: disable=missing-docstring, C0103
 # pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
 
-from freqtrade.exchange.exchange import Exchange
 import logging
 import time
 from copy import deepcopy

From 827c31d4bc4e7511acdf5d0f37313a1343251c8a Mon Sep 17 00:00:00 2001
From: Blackhawke 
Date: Wed, 12 Aug 2020 09:42:16 -0700
Subject: [PATCH 512/570] Re-arranged the introduction to better explain the
 theory of operation and the limitations of Edge. Added paragraphs at the
 bottom of "running edge independently" to better explain Edge's order of
 operations processing and potential differences between historical output and
 live/dry-run operation.

---
 docs/edge.md | 14 ++++++++++----
 1 file changed, 10 insertions(+), 4 deletions(-)

diff --git a/docs/edge.md b/docs/edge.md
index c91e72a3a..ccbae1cb1 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -2,11 +2,13 @@
 
 This page explains how to use Edge Positioning module in your bot in order to enter into a trade only if the trade has a reasonable win rate and risk reward ratio, and consequently adjust your position size and stoploss.
 
-!!! Warning
+  !!! Warning
     Edge positioning is not compatible with dynamic (volume-based) whitelist.
 
-!!! Note
-    Edge does not consider anything else than buy/sell/stoploss signals. So trailing stoploss, ROI, and everything else are ignored in its calculation.
+  !!! Note
+ 1. Edge does not consider anything other than *its own* buy/sell/stoploss signals. It ignores the stoploss, trailing stoploss, and ROI settings in the strategy configuration file.
+
+ 2. Therefore, it is important to understand that Edge can improve the performance of some trading strategies but *decrease* the performance of others.
 
 ## Introduction
 
@@ -89,7 +91,7 @@ You can also use this value to evaluate the effectiveness of modifications to th
 
 ## How does it work?
 
-If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over *N* trades for each stoploss. Here is an example:
+Edge combines dynamic stoploss, dynamic positions, and whitelist generation into one isolated module which is then applied to the trading strategy. If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over *N* trades for each stoploss. Here is an example:
 
 | Pair   |      Stoploss      |  Win Rate | Risk Reward Ratio | Expectancy |
 |----------|:-------------:|-------------:|------------------:|-----------:|
@@ -186,6 +188,10 @@ An example of its output:
 | APPC/BTC  |      -0.02 |       0.44 |                2.28 |                   1.27 |         0.44 |                       25 |                       43 |
 | NEBL/BTC  |      -0.03 |       0.63 |                1.29 |                   0.58 |         0.44 |                       19 |                       59 |
 
+Edge produced the above table by comparing ``calculate_since_number_of_days`` to ``minimum_expectancy`` to find ``min_trade_number``. Historical information based on the config file. The time frame Edge uses for its comparisons can be further limited by using the ``--timeframe`` switch.
+
+In live and dry-run modes, after the ``process_throttle_secs`` has passed, Edge will again process ``calculate_since_number_of_days`` against ``minimum_expectancy`` to find ``min_trade_number``. If no ``min_trade_number`` is found, the bot will return "whitelist empty". Depending on the trade strategy being deployed, "whitelist empty" may be return much of the time---or *all* of the time. The use of Edge may also cause trading to occur in bursts, though this is rare.
+
 ### Update cached pairs with the latest data
 
 Edge requires historic data the same way as backtesting does.

From 1dabade883f13dcdff990b6069fe9d8a1aab498c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 13 Aug 2020 08:02:36 +0200
Subject: [PATCH 513/570] small rewording of FAQ documentation

---
 docs/faq.md | 24 +++++++++++++++---------
 1 file changed, 15 insertions(+), 9 deletions(-)

diff --git a/docs/faq.md b/docs/faq.md
index cc43e326d..514b01085 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -19,11 +19,11 @@ This could have the following reasons:
 
 ### I have waited 5 minutes, why hasn't the bot made any trades yet?!
 
-#1 Depending on the buy strategy, the amount of whitelisted coins, the
+* Depending on the buy strategy, the amount of whitelisted coins, the
 situation of the market etc, it can take up to hours to find good entry
 position for a trade. Be patient!
 
-#2 Or it may because you made an human error? Like writing --dry-run when you wanted to trade live?. Maybe an error with the exchange API? Or something else. You will have to do the hard work of finding out the root cause of the problem :) 
+* Or it may because of a configuration error? Best check the logs, it's usually telling you if the bot is simply not getting buy signals (only heartbeat messages), or if there is something wrong (errors / exceptions in the log).
 
 ### I have made 12 trades already, why is my total profit negative?!
 
@@ -135,7 +135,9 @@ to find a great result (unless if you are very lucky), so you probably
 have to run it for 10.000 or more. But it will take an eternity to
 compute.
 
-We recommend you to run between 500-1000 epochs over and over untill you hit at least 10.000 epocs in total. You can best judge by looking at the results - if the bot keep discovering more profitable strategies or not. 
+Since hyperopt uses Bayesian search, running for too many epochs may not produce greater results.
+
+It's therefore recommended to run between 500-1000 epochs over and over until you hit at least 10.000 epocs in total (or are satisfied with the result). You can best judge by looking at the results - if the bot keeps discovering better strategies, it's best to keep on going. 
 
 ```bash
 freqtrade hyperopt -e 1000
@@ -147,11 +149,11 @@ or if you want intermediate result to see
 for i in {1..100}; do freqtrade hyperopt -e 1000; done
 ```
 
-### Why does it take so long time to run hyperopt?
+### Why does it take a long time to run hyperopt?
 
-#1 Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Github page, join the Freqtrade Discord - or something totally else. While you patiently wait for the most advanced, public known, crypto bot, in the world, to hand you a possible golden strategy specially designed just for you =) 
+* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) - or the Freqtrade [discord community](https://discord.gg/X89cVG). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
 
-#2 If you wonder why it can take from 20 minutes to days to do 1000 epocs here are some answers:
+* If you wonder why it can take from 20 minutes to days to do 1000 epocs here are some answers:
 
 This answer was written during the release 0.15.1, when we had:
 
@@ -163,10 +165,14 @@ The following calculation is still very rough and not very precise
 but it will give the idea. With only these triggers and guards there is
 already 8\*10^9\*10 evaluations. A roughly total of 80 billion evals.
 Did you run 100 000 evals? Congrats, you've done roughly 1 / 100 000 th
-of the search space. If we assume that the bot never test the same strategy more than once.
+of the search space, assuming that the bot never tests the same parameters more than once.
 
-#3 The time it takes to run 1000 hyperopt epocs depends on things like: The cpu, harddisk, ram, motherboard, indicator settings, indicator count, amount of coins that hyperopt test strategies on, trade count - can be 650 trades in a year or 10.0000 trades depending on if the strategy aims for a high profit rarely or a low profit many many many times. Example: 4% profit 650 times vs 0,3% profit a trade 10.000 times in a year. If we assume you set the --timerange to 365 days. 
-Example: freqtrade --config config_mcd_1.json --strategy mcd_1 --hyperopt mcd_hyperopt_1 -e 1000 --timerange 20190601-20200601 
+* The time it takes to run 1000 hyperopt epocs depends on things like: The available cpu, harddisk, ram, timeframe, timerange, indicator settings, indicator count, amount of coins that hyperopt test strategies on and the resulting trade count - which can be 650 trades in a year or 10.0000 trades depending if the strategy aims for big profits by trading rarely or for many low profit trades. 
+
+Example: 4% profit 650 times vs 0,3% profit a trade 10.000 times in a year. If we assume you set the --timerange to 365 days. 
+
+Example: 
+`freqtrade --config config.json --strategy SampleStrategy --hyperopt SampleHyperopt -e 1000 --timerange 20190601-20200601`
 
 ## Edge module
 

From e45e41adb457d90db1b4c281275779f44f9d6157 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 13 Aug 2020 08:05:05 +0200
Subject: [PATCH 514/570] Improve docs test to catch !!! errors

---
 tests/test_docs.sh | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/tests/test_docs.sh b/tests/test_docs.sh
index 09e142b99..8a354daad 100755
--- a/tests/test_docs.sh
+++ b/tests/test_docs.sh
@@ -2,7 +2,8 @@
 # Test Documentation boxes -
 # !!! : is not allowed!
 # !!!  "title" - Title needs to be quoted!
-grep -Er '^!{3}\s\S+:|^!{3}\s\S+\s[^"]' docs/*
+# !!!  Spaces at the beginning are not allowed
+grep -Er '^!{3}\s\S+:|^!{3}\s\S+\s[^"]|^\s+!{3}\s\S+' docs/*
 
 if  [ $? -ne 0 ]; then
     echo "Docs test success."

From 6b85b1a34d65a42a6e24347d9137a6b4f604aef9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 13 Aug 2020 08:06:57 +0200
Subject: [PATCH 515/570] Don't only recommend pycharm, but keep it open to
 other editors too.

---
 docs/faq.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/faq.md b/docs/faq.md
index 514b01085..48f52a566 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -2,7 +2,7 @@
 
 ## Beginner Tips & Tricks
 
-#1 When you work with your strategy & hyperopt file you should use a real programmer software like Pycharm. If you by accident moved some code and freqtrade says error and you cant find the place where you moved something, or you cant find line 180 where you messed something up. Then a program like Pycharm shows you where line 180 is in your strategy file so you can fix the problem, or Pycharm shows you with some color marking that "here is a line of code that does not belong here" and you found your error in no time! This will save you many hours of problemsolving when working with the bot. Pycharm also got a usefull "Debug" feature that can tell you exactly what command on that line is making the error :) 
+* When you work with your strategy & hyperopt file you should use a proper code editor like vscode or Pycharm. A good code editor will provide syntax highlighting as well as line numbers, making it easy to find syntax errors (most likely, pointed out by Freqtrade during startup).
 
 ## Freqtrade common issues
 

From 4109b31dac08b607603590c798b41fad745f6bdf Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 14 Aug 2020 06:46:34 +0200
Subject: [PATCH 516/570] Update wording in documentation

---
 docs/developer.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/developer.md b/docs/developer.md
index ce454cec2..f09ae2c76 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -88,7 +88,7 @@ docker-compose exec freqtrade_develop /bin/bash
 ## ErrorHandling
 
 Freqtrade Exceptions all inherit from `FreqtradeException`.
-This general class of error should however not be used directly, instead, multiple specialized sub-Exceptions exist.
+This general class of error should however not be used directly. Instead, multiple specialized sub-Exceptions exist.
 
 Below is an outline of exception inheritance hierarchy:
 

From d76ee432461a438126439b01e69d00eea3a045fc Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 14 Aug 2020 07:12:57 +0200
Subject: [PATCH 517/570] Show wins / draws / losses in hyperopt table

---
 freqtrade/optimize/hyperopt.py  | 17 +++++++++++++----
 tests/optimize/test_hyperopt.py |  1 +
 2 files changed, 14 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 522b217f7..fbd523904 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -312,11 +312,16 @@ class Hyperopt:
 
         trials = json_normalize(results, max_level=1)
         trials['Best'] = ''
+        if 'results_metrics.winsdrawslosses' not in trials.columns:
+            # Ensure compatibility with older versions of hyperopt results
+            trials['results_metrics.winsdrawslosses'] = 'N/A'
+
         trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
+                         'results_metrics.winsdrawslosses',
                          'results_metrics.avg_profit', 'results_metrics.total_profit',
                          'results_metrics.profit', 'results_metrics.duration',
                          'loss', 'is_initial_point', 'is_best']]
-        trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit',
+        trials.columns = ['Best', 'Epoch', 'Trades', 'W/D/L', 'Avg profit', 'Total profit',
                           'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best']
         trials['is_profit'] = False
         trials.loc[trials['is_initial_point'], 'Best'] = '*     '
@@ -558,11 +563,15 @@ class Hyperopt:
         }
 
     def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict:
+        wins = len(backtesting_results[backtesting_results.profit_percent > 0])
+        draws = len(backtesting_results[backtesting_results.profit_percent == 0])
+        losses = len(backtesting_results[backtesting_results.profit_percent < 0])
         return {
             'trade_count': len(backtesting_results.index),
-            'wins': len(backtesting_results[backtesting_results.profit_percent > 0]),
-            'draws': len(backtesting_results[backtesting_results.profit_percent == 0]),
-            'losses': len(backtesting_results[backtesting_results.profit_percent < 0]),
+            'wins': wins,
+            'draws': draws,
+            'losses': losses,
+            'winsdrawslosses': f"{wins}/{draws}/{losses}",
             'avg_profit': backtesting_results.profit_percent.mean() * 100.0,
             'median_profit': backtesting_results.profit_percent.median() * 100.0,
             'total_profit': backtesting_results.profit_abs.sum(),
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 4b178ca11..bd86e315f 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -781,6 +781,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
                             'draws': 0,
                             'duration': 100.0,
                             'losses': 0,
+                            'winsdrawslosses': '1/0/0',
                             'median_profit': 2.3117,
                             'profit': 2.3117,
                             'total_profit': 0.000233,

From b98107375edc44ff6d90bfb67c038d839a5f0d47 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 14 Aug 2020 07:31:14 +0200
Subject: [PATCH 518/570] Improve formatting of result string to be a bit
 conciser

---
 freqtrade/optimize/hyperopt.py  | 5 ++---
 tests/optimize/test_hyperopt.py | 2 +-
 2 files changed, 3 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index fbd523904..6d11e543b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -585,9 +585,8 @@ class Hyperopt:
         """
         stake_cur = self.config['stake_currency']
         return (f"{results_metrics['trade_count']:6d} trades. "
-                f"{results_metrics['wins']:6d} wins. "
-                f"{results_metrics['draws']:6d} draws. "
-                f"{results_metrics['losses']:6d} losses. "
+                f"{results_metrics['wins']}/{results_metrics['draws']}"
+                f"/{results_metrics['losses']} Wins/Draws/Losses. "
                 f"Avg profit {results_metrics['avg_profit']: 6.2f}%. "
                 f"Median profit {results_metrics['median_profit']: 6.2f}%. "
                 f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} "
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index bd86e315f..a6541f55b 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -744,7 +744,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
     }
     response_expected = {
         'loss': 1.9840569076926293,
-        'results_explanation': ('     1 trades.      1 wins.      0 draws.      0 losses. '
+        'results_explanation': ('     1 trades. 1/0/0 Wins/Draws/Losses. '
                                 'Avg profit   2.31%. Median profit   2.31%. Total profit  '
                                 '0.00023300 BTC (   2.31\N{GREEK CAPITAL LETTER SIGMA}%). '
                                 'Avg duration 100.0 min.'

From 47b215fe0aa23f6222b0b1e107e017d3009cf4e8 Mon Sep 17 00:00:00 2001
From: Blackhawke 
Date: Fri, 14 Aug 2020 09:25:53 -0700
Subject: [PATCH 519/570] Update docs/edge.md

Co-authored-by: Matthias 
---
 docs/edge.md | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/docs/edge.md b/docs/edge.md
index ccbae1cb1..1695732af 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -190,7 +190,9 @@ An example of its output:
 
 Edge produced the above table by comparing ``calculate_since_number_of_days`` to ``minimum_expectancy`` to find ``min_trade_number``. Historical information based on the config file. The time frame Edge uses for its comparisons can be further limited by using the ``--timeframe`` switch.
 
-In live and dry-run modes, after the ``process_throttle_secs`` has passed, Edge will again process ``calculate_since_number_of_days`` against ``minimum_expectancy`` to find ``min_trade_number``. If no ``min_trade_number`` is found, the bot will return "whitelist empty". Depending on the trade strategy being deployed, "whitelist empty" may be return much of the time---or *all* of the time. The use of Edge may also cause trading to occur in bursts, though this is rare.
+In live and dry-run modes, after the `process_throttle_secs` has passed, Edge will again process `calculate_since_number_of_days` against `minimum_expectancy` to find `min_trade_number`. If no `min_trade_number` is found, the bot will return "whitelist empty". Depending on the trade strategy being deployed, "whitelist empty" may be return much of the time - or *all* of the time. The use of Edge may also cause trading to occur in bursts, though this is rare.
+
+If you encounter "whitelist empty" a lot, condsider tuning `calculate_since_number_of_days`, `minimum_expectancy`  and `min_trade_number` to align to the trading frequency of your strategy.
 
 ### Update cached pairs with the latest data
 

From a14ce9d7d9df45bf5ba9ce8e02c559ae8477c064 Mon Sep 17 00:00:00 2001
From: Blackhawke 
Date: Fri, 14 Aug 2020 09:26:28 -0700
Subject: [PATCH 520/570] Update docs/edge.md

Co-authored-by: Matthias 
---
 docs/edge.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/edge.md b/docs/edge.md
index 1695732af..dad23bfd6 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -188,7 +188,7 @@ An example of its output:
 | APPC/BTC  |      -0.02 |       0.44 |                2.28 |                   1.27 |         0.44 |                       25 |                       43 |
 | NEBL/BTC  |      -0.03 |       0.63 |                1.29 |                   0.58 |         0.44 |                       19 |                       59 |
 
-Edge produced the above table by comparing ``calculate_since_number_of_days`` to ``minimum_expectancy`` to find ``min_trade_number``. Historical information based on the config file. The time frame Edge uses for its comparisons can be further limited by using the ``--timeframe`` switch.
+Edge produced the above table by comparing `calculate_since_number_of_days` to `minimum_expectancy` to find `min_trade_number` historical information based on the config file. The timerange Edge uses for its comparisons can be further limited by using the `--timerange` switch.
 
 In live and dry-run modes, after the `process_throttle_secs` has passed, Edge will again process `calculate_since_number_of_days` against `minimum_expectancy` to find `min_trade_number`. If no `min_trade_number` is found, the bot will return "whitelist empty". Depending on the trade strategy being deployed, "whitelist empty" may be return much of the time - or *all* of the time. The use of Edge may also cause trading to occur in bursts, though this is rare.
 

From f3cedc849aa223407890d4c216cfec17cdfda02d Mon Sep 17 00:00:00 2001
From: Blackhawke 
Date: Fri, 14 Aug 2020 09:27:04 -0700
Subject: [PATCH 521/570] Update docs/edge.md

Co-authored-by: Matthias 
---
 docs/edge.md | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

diff --git a/docs/edge.md b/docs/edge.md
index dad23bfd6..2bc43a4e8 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -5,10 +5,9 @@ This page explains how to use Edge Positioning module in your bot in order to en
   !!! Warning
     Edge positioning is not compatible with dynamic (volume-based) whitelist.
 
-  !!! Note
- 1. Edge does not consider anything other than *its own* buy/sell/stoploss signals. It ignores the stoploss, trailing stoploss, and ROI settings in the strategy configuration file.
-
- 2. Therefore, it is important to understand that Edge can improve the performance of some trading strategies but *decrease* the performance of others.
+!!! Note
+    Edge does not consider anything other than *its own* buy/sell/stoploss signals. It ignores the stoploss, trailing stoploss, and ROI settings in the strategy configuration file.
+    Therefore, it is important to understand that Edge can improve the performance of some trading strategies but *decrease* the performance of others.
 
 ## Introduction
 

From 5d691b5ee3872129c3cd6a7bdfd70836e79e72fd Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 14 Aug 2020 19:34:22 +0200
Subject: [PATCH 522/570] Fix warning box typo

---
 docs/edge.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/edge.md b/docs/edge.md
index 2bc43a4e8..dcb559f96 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -2,7 +2,7 @@
 
 This page explains how to use Edge Positioning module in your bot in order to enter into a trade only if the trade has a reasonable win rate and risk reward ratio, and consequently adjust your position size and stoploss.
 
-  !!! Warning
+!!! Warning
     Edge positioning is not compatible with dynamic (volume-based) whitelist.
 
 !!! Note

From 9dd2800b980d044a07febcc00e471b4691db6a6f Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 15 Aug 2020 09:08:50 +0200
Subject: [PATCH 523/570] Apply some review changes

---
 docs/configuration.md             | 6 +++---
 freqtrade/pairlist/AgeFilter.py   | 4 ++--
 freqtrade/pairlist/PriceFilter.py | 6 +++---
 3 files changed, 8 insertions(+), 8 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index f39a3c62d..5fc28f3bf 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -669,13 +669,13 @@ The `PriceFilter` allows filtering of pairs by price. Currently the following pr
 * `low_price_ratio`
 
 The `min_price` setting removes pairs where the price is below the specified price. This is useful if you wish to avoid trading very low-priced pairs.
-This option is disabled by default (or set to 0), and will only apply if set to > 0.
+This option is disabled by default, and will only apply if set to > 0.
 
 The `max_price` setting removes pairs where the price is above the specified price. This is useful if you wish to trade only low-priced pairs.
-This option is disabled by default (or set to 0), and will only apply if set to > 0.
+This option is disabled by default, and will only apply if set to > 0.
 
 The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio.
-This option is disabled by default (or set to 0), and will only apply if set to > 0.
+This option is disabled by default, and will only apply if set to > 0.
 
 For `PriceFiler` at least one of its `min_price`, `max_price` or `low_price_ratio` settings must be applied.
 
diff --git a/freqtrade/pairlist/AgeFilter.py b/freqtrade/pairlist/AgeFilter.py
index 56e56ceeb..64f01cb61 100644
--- a/freqtrade/pairlist/AgeFilter.py
+++ b/freqtrade/pairlist/AgeFilter.py
@@ -26,9 +26,9 @@ class AgeFilter(IPairList):
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
 
         if self._min_days_listed < 1:
-            raise OperationalException("AgeFilter requires min_days_listed be >= 1")
+            raise OperationalException("AgeFilter requires min_days_listed to be >= 1")
         if self._min_days_listed > exchange.ohlcv_candle_limit:
-            raise OperationalException("AgeFilter requires min_days_listed be not exceeding "
+            raise OperationalException("AgeFilter requires min_days_listed to not exceed "
                                        "exchange max request size "
                                        f"({exchange.ohlcv_candle_limit})")
 
diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index ae3ab9230..8cd57ee1d 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -20,13 +20,13 @@ class PriceFilter(IPairList):
 
         self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0)
         if self._low_price_ratio < 0:
-            raise OperationalException("PriceFilter requires low_price_ratio be >= 0")
+            raise OperationalException("PriceFilter requires low_price_ratio to be >= 0")
         self._min_price = pairlistconfig.get('min_price', 0)
         if self._min_price < 0:
-            raise OperationalException("PriceFilter requires min_price be >= 0")
+            raise OperationalException("PriceFilter requires min_price to be >= 0")
         self._max_price = pairlistconfig.get('max_price', 0)
         if self._max_price < 0:
-            raise OperationalException("PriceFilter requires max_price be >= 0")
+            raise OperationalException("PriceFilter requires max_price to be >= 0")
         self._enabled = ((self._low_price_ratio > 0) or
                          (self._min_price > 0) or
                          (self._max_price > 0))

From 142f87b68ce4bbe61d8f52581a3a44aa67ebdfae Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 15 Aug 2020 09:11:46 +0200
Subject: [PATCH 524/570] Adjust tests to new wordings

---
 tests/pairlist/test_pairlist.py | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index ad664abd2..9217abc46 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -549,7 +549,7 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick
                           )
 
     with pytest.raises(OperationalException,
-                       match=r'AgeFilter requires min_days_listed be >= 1'):
+                       match=r'AgeFilter requires min_days_listed to be >= 1'):
         get_patched_freqtradebot(mocker, default_conf)
 
 
@@ -564,7 +564,7 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick
                           )
 
     with pytest.raises(OperationalException,
-                       match=r'AgeFilter requires min_days_listed be not exceeding '
+                       match=r'AgeFilter requires min_days_listed to not exceed '
                              r'exchange max request size \([0-9]+\)'):
         get_patched_freqtradebot(mocker, default_conf)
 
@@ -617,15 +617,15 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_his
      ),
     ({"method": "PriceFilter", "low_price_ratio": -0.001},
      None,
-     "PriceFilter requires low_price_ratio be >= 0"
+     "PriceFilter requires low_price_ratio to be >= 0"
      ),  # OperationalException expected
     ({"method": "PriceFilter", "min_price": -0.00000010},
      None,
-     "PriceFilter requires min_price be >= 0"
+     "PriceFilter requires min_price to be >= 0"
      ),  # OperationalException expected
     ({"method": "PriceFilter", "max_price": -1.00010000},
      None,
-     "PriceFilter requires max_price be >= 0"
+     "PriceFilter requires max_price to be >= 0"
      ),  # OperationalException expected
 ])
 def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig,

From cc91d5138910ce1d355a7eedb801274f05d0f7a0 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 15 Aug 2020 09:18:00 +0200
Subject: [PATCH 525/570] Fix wording in configuration.md

---
 docs/configuration.md | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 5fc28f3bf..a366cde12 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -683,7 +683,8 @@ Calculation example:
 
 Min price precision for SHITCOIN/BTC is 8 decimals. If its price is 0.00000011 - one price step above would be 0.00000012, which is ~9% higher than the previous price value. You may filter out this pair by using PriceFilter with `low_price_ratio` set to 0.09 (9%) or with `min_price` set to 0.00000011, correspondingly.
 
-Low priced pairs are dangerous since they are often illiquid and it may also be impossible to place the desired stoploss, which can often result in high losses. Consider using PriceFilter with `low_price_ratio` set to a value which is less than the absolute value of your stoploss (for example, if your stoploss is -5% (-0.05), then the value for `low_price_ratio` can be 0.04 or even 0.02).
+!!! Warning "Low priced pairs"
+    Low priced pairs with high "1 pip movements" are dangerous since they are often illiquid and it may also be impossible to place the desired stoploss, which can often result in high losses since price needs to be rounded to the next tradable price - so instead of having a stoploss of -5%, you could end up with a stoploss of -9% simply due to price rounding.
 
 #### ShuffleFilter
 

From c2573c998b98fb295c2c29f6bc092a89c829b7c2 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 15 Aug 2020 16:26:47 +0200
Subject: [PATCH 526/570] Remove Hyperopt note about windows

---
 docs/hyperopt.md | 3 ---
 1 file changed, 3 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 6330a1a5e..9acb606c3 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -370,9 +370,6 @@ By default, hyperopt prints colorized results -- epochs with positive profit are
 
 You can use the `--print-all` command line option if you would like to see all results in the hyperopt output, not only the best ones. When `--print-all` is used, current best results are also colorized by default -- they are printed in bold (bright) style. This can also be switched off with the `--no-color` command line option.
 
-!!! Note "Windows and color output"
-    Windows does not support color-output nativly, therefore it is automatically disabled. To have color-output for hyperopt running under windows, please consider using WSL.
-
 ### Understand Hyperopt ROI results
 
 If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'default' or 'roi'), your result will look as follows and include a ROI table:

From b9e46a3c5a0d2f2ad4f8b18af9d31385fa73e325 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 03:02:10 +0200
Subject: [PATCH 527/570] Update stoploss.md

Updated documentation to simplify examples
---
 docs/stoploss.md | 117 +++++++++++++++++++++++++++++++++--------------
 1 file changed, 83 insertions(+), 34 deletions(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index bf7270dff..2945c18db 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -6,16 +6,10 @@ For example, value `-0.10` will cause immediate sell if the profit dips below -1
 Most of the strategy files already include the optimal `stoploss` value.
 
 !!! Info
-    All stoploss properties mentioned in this file can be set in the Strategy, or in the configuration. Configuration values will override the strategy values.
+    All stoploss properties mentioned in this file can be set in the Strategy, or in the configuration.  
+    Configuration values will override the strategy values.
 
-## Stop Loss Types
-
-At this stage the bot contains the following stoploss support modes:
-
-1. Static stop loss.
-2. Trailing stop loss.
-3. Trailing stop loss, custom positive loss.
-4. Trailing stop loss only once the trade has reached a certain offset.
+## Stop Loss On-Exchange/Freqtrade
 
 Those stoploss modes can be *on exchange* or *off exchange*. If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.
 
@@ -27,19 +21,58 @@ So this parameter will tell the bot how often it should update the stoploss orde
 This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
 
 !!! Note
-    Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.
+    Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.  
+    Do not set too low stoploss value if using stop loss on exhange!
 
-## Static Stop Loss
+Stop loss on exchange is controlled with this value (default False):
+
+``` python
+    'stoploss_on_exchange': False
+```
+
+Example from strategy file:
+
+``` python
+order_types = {
+    'buy': 'limit',
+    'sell': 'limit',
+    'stoploss': 'market',
+    'stoploss_on_exchange': True
+}
+```
+
+## Stop Loss Types
+
+At this stage the bot contains the following stoploss support modes:
+
+1. Static stop loss.
+2. Trailing stop loss.
+3. Trailing stop loss, custom positive loss.
+4. Trailing stop loss only once the trade has reached a certain offset.
+
+### Static Stop Loss
 
 This is very simple, you define a stop loss of x (as a ratio of price, i.e. x * 100% of price). This will try to sell the asset once the loss exceeds the defined loss.
 
-## Trailing Stop Loss
+Example of stop loss:
+
+``` python
+    stoploss = -0.10
+```
+
+For example, simplified math:
+* the bot buys an asset at a price of 100$
+* the stop loss is defined at -10%
+* the stop loss would get triggered once the asset dropps below 90$
+
+### Trailing Stop Loss
 
 The initial value for this is `stoploss`, just as you would define your static Stop loss.
 To enable trailing stoploss:
 
 ``` python
-trailing_stop = True
+    stoploss = -0.10
+    trailing_stop = True
 ```
 
 This will now activate an algorithm, which automatically moves the stop loss up every time the price of your asset increases.
@@ -47,35 +80,40 @@ This will now activate an algorithm, which automatically moves the stop loss up
 For example, simplified math:
 
 * the bot buys an asset at a price of 100$
-* the stop loss is defined at 2%
-* the stop loss would get triggered once the asset dropps below 98$
+* the stop loss is defined at -10%
+* the stop loss would get triggered once the asset dropps below 90$
 * assuming the asset now increases to 102$
-* the stop loss will now be 2% of 102$ or 99.96$
-* now the asset drops in value to 101$, the stop loss will still be 99.96$ and would trigger at 99.96$.
+* the stop loss will now be -10% of 102$ = 91,8$
+* now the asset drops in value to 101$, the stop loss will still be 91,8$ and would trigger at 91,8$.
 
 In summary: The stoploss will be adjusted to be always be 2% of the highest observed price.
 
-### Custom positive stoploss
+### Trailing stop loss, custom positive loss
 
-It is also possible to have a default stop loss, when you are in the red with your buy, but once your profit surpasses a certain percentage, the system will utilize a new stop loss, which can have a different value.
-For example your default stop loss is 5%, but once you have 1.1% profit, it will be changed to be only a 1% stop loss, which trails the green candles until it goes below them.
+It is also possible to have a default stop loss, when you are in the red with your buy (buy - fee), but once you hit possitive result the system will utilize a new stop loss, which can have a different value.
+For example your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
 
-Both values require `trailing_stop` to be set to true.
+Both values require `trailing_stop` to be set to true and trailing_stop_positive with a value.
 
 ``` python
-    trailing_stop_positive = 0.01
-    trailing_stop_positive_offset = 0.011
+    stoploss = -0.10
+    trailing_stop = True
+    trailing_stop_positive = 0.02
 ```
 
-The 0.01 would translate to a 1% stop loss, once you hit 1.1% profit.
+For example, simplified math:
+
+* the bot buys an asset at a price of 100$
+* the stop loss is defined at -10%
+* the stop loss would get triggered once the asset dropps below 90$
+* assuming the asset now increases to 102$
+* the stop loss will now be -2% of 102$ = 99,96$
+* now the asset drops in value to 101$, the stop loss will still be 99,96$ and would trigger at 99,96$
+
+The 0.02 would translate to a -2% stop loss.
 Before this, `stoploss` is used for the trailing stoploss.
 
-Read the [next section](#trailing-only-once-offset-is-reached) to keep stoploss at 5% of the entry point.
-
-!!! Tip
-    Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.
-
-### Trailing only once offset is reached
+### Trailing stop loss only once the trade has reached a certain offset.
 
 It is also possible to use a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
 
@@ -87,17 +125,28 @@ This option can be used with or without `trailing_stop_positive`, but uses `trai
     trailing_only_offset_is_reached = True
 ```
 
-Simplified example:
+Configuration (offset is buyprice + 3%):
 
 ``` python
-    stoploss = 0.05
+    stoploss = -0.10
+    trailing_stop = True
+    trailing_stop_positive = 0.02
     trailing_stop_positive_offset = 0.03
     trailing_only_offset_is_reached = True
 ```
 
+For example, simplified math:
+
 * the bot buys an asset at a price of 100$
-* the stop loss is defined at 5%
-* the stop loss will remain at 95% until profit reaches +3%
+* the stop loss is defined at -10%
+* the stop loss would get triggered once the asset dropps below 90$
+* stoploss will remain at 90$ unless asset increases to or above our configured offset
+* assuming the asset now increases to 103$ (where we have the offset configured)
+* the stop loss will now be -2% of 103$ = 100,94$
+* now the asset drops in value to 101$, the stop loss will still be 100,94$ and would trigger at 100,94$
+
+!!! Tip
+    Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.
 
 ## Changing stoploss on open trades
 

From bae8e5ed1a535435a580a2f39776929adc0046cd Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 13:03:56 +0200
Subject: [PATCH 528/570] Update docs/stoploss.md

Co-authored-by: Matthias 
---
 docs/stoploss.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index 2945c18db..32c304e60 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -63,7 +63,7 @@ Example of stop loss:
 For example, simplified math:
 * the bot buys an asset at a price of 100$
 * the stop loss is defined at -10%
-* the stop loss would get triggered once the asset dropps below 90$
+* the stop loss would get triggered once the asset drops below 90$
 
 ### Trailing Stop Loss
 

From c60192e4bdd5440c9f1c5ff2d039c269935a71f4 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 13:05:07 +0200
Subject: [PATCH 529/570] Update docs/stoploss.md

Co-authored-by: Matthias 
---
 docs/stoploss.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index 32c304e60..8bb68eb1d 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -81,7 +81,7 @@ For example, simplified math:
 
 * the bot buys an asset at a price of 100$
 * the stop loss is defined at -10%
-* the stop loss would get triggered once the asset dropps below 90$
+* the stop loss would get triggered once the asset drops below 90$
 * assuming the asset now increases to 102$
 * the stop loss will now be -10% of 102$ = 91,8$
 * now the asset drops in value to 101$, the stop loss will still be 91,8$ and would trigger at 91,8$.

From 1ce392f65208b9a1426d414eae4712ac72ed6ce1 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 13:05:38 +0200
Subject: [PATCH 530/570] Update docs/stoploss.md

Co-authored-by: Matthias 
---
 docs/stoploss.md | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index 8bb68eb1d..dbe839cab 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -37,7 +37,9 @@ order_types = {
     'buy': 'limit',
     'sell': 'limit',
     'stoploss': 'market',
-    'stoploss_on_exchange': True
+    'stoploss_on_exchange': True,
+    'stoploss_on_exchange_interval': 60,
+    'stoploss_on_exchange_limit_ratio': 0.99
 }
 ```
 

From 4ade3daa1ef1fd25e523314acd6b209a494e2c8f Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 13:09:19 +0200
Subject: [PATCH 531/570] Update docs/stoploss.md

Co-authored-by: Matthias 
---
 docs/stoploss.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index dbe839cab..57d6c160e 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -85,8 +85,8 @@ For example, simplified math:
 * the stop loss is defined at -10%
 * the stop loss would get triggered once the asset drops below 90$
 * assuming the asset now increases to 102$
-* the stop loss will now be -10% of 102$ = 91,8$
-* now the asset drops in value to 101$, the stop loss will still be 91,8$ and would trigger at 91,8$.
+* the stop loss will now be -10% of 102$ = 91.8$
+* now the asset drops in value to 101$, the stop loss will still be 91.8$ and would trigger at 91,8$.
 
 In summary: The stoploss will be adjusted to be always be 2% of the highest observed price.
 

From 902d40a32a7a9ed9992a4743e9a16cc7226cf28d Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 13:13:27 +0200
Subject: [PATCH 532/570] Update docs/stoploss.md

Co-authored-by: Matthias 
---
 docs/stoploss.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index 57d6c160e..7942b4c68 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -95,7 +95,7 @@ In summary: The stoploss will be adjusted to be always be 2% of the highest obse
 It is also possible to have a default stop loss, when you are in the red with your buy (buy - fee), but once you hit possitive result the system will utilize a new stop loss, which can have a different value.
 For example your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
 
-Both values require `trailing_stop` to be set to true and trailing_stop_positive with a value.
+Both values require `trailing_stop` to be set to true and `trailing_stop_positive` with a value.
 
 ``` python
     stoploss = -0.10

From e30a38932f47406dde2cef8ec956358ff95bbf48 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 13:13:40 +0200
Subject: [PATCH 533/570] Update docs/stoploss.md

Co-authored-by: Matthias 
---
 docs/stoploss.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index 7942b4c68..e6cc59c83 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -107,7 +107,7 @@ For example, simplified math:
 
 * the bot buys an asset at a price of 100$
 * the stop loss is defined at -10%
-* the stop loss would get triggered once the asset dropps below 90$
+* the stop loss would get triggered once the asset drops below 90$
 * assuming the asset now increases to 102$
 * the stop loss will now be -2% of 102$ = 99,96$
 * now the asset drops in value to 101$, the stop loss will still be 99,96$ and would trigger at 99,96$

From 4a0c988b678509cfe3fc61d87a015197b3d063a2 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 13:13:54 +0200
Subject: [PATCH 534/570] Update docs/stoploss.md

Co-authored-by: Matthias 
---
 docs/stoploss.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index e6cc59c83..142dfd2c9 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -109,8 +109,8 @@ For example, simplified math:
 * the stop loss is defined at -10%
 * the stop loss would get triggered once the asset drops below 90$
 * assuming the asset now increases to 102$
-* the stop loss will now be -2% of 102$ = 99,96$
-* now the asset drops in value to 101$, the stop loss will still be 99,96$ and would trigger at 99,96$
+* the stop loss will now be -2% of 102$ = 99.96$
+* now the asset drops in value to 101$, the stop loss will still be 99.96$ and would trigger at 99.96$
 
 The 0.02 would translate to a -2% stop loss.
 Before this, `stoploss` is used for the trailing stoploss.

From 67e9721274aa2bd1e23654b0befadce93ade8ce0 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 13:14:50 +0200
Subject: [PATCH 535/570] Update docs/stoploss.md

Co-authored-by: Matthias 
---
 docs/stoploss.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index 142dfd2c9..b866a3efa 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -115,7 +115,7 @@ For example, simplified math:
 The 0.02 would translate to a -2% stop loss.
 Before this, `stoploss` is used for the trailing stoploss.
 
-### Trailing stop loss only once the trade has reached a certain offset.
+### Trailing stop loss only once the trade has reached a certain offset
 
 It is also possible to use a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
 

From 8b348fc247416b04149d62a378c43bb6aa4dea89 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 13:16:35 +0200
Subject: [PATCH 536/570] Update docs/stoploss.md

Co-authored-by: Matthias 
---
 docs/stoploss.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index b866a3efa..30d866fff 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -92,7 +92,7 @@ In summary: The stoploss will be adjusted to be always be 2% of the highest obse
 
 ### Trailing stop loss, custom positive loss
 
-It is also possible to have a default stop loss, when you are in the red with your buy (buy - fee), but once you hit possitive result the system will utilize a new stop loss, which can have a different value.
+It is also possible to have a default stop loss, when you are in the red with your buy (buy - fee), but once you hit positive result the system will utilize a new stop loss, which can have a different value.
 For example your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
 
 Both values require `trailing_stop` to be set to true and `trailing_stop_positive` with a value.

From 5091767276073528930d58b1f9d96b4d31da8133 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 13:17:01 +0200
Subject: [PATCH 537/570] Update docs/stoploss.md

Co-authored-by: Matthias 
---
 docs/stoploss.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index 30d866fff..ab3297ae9 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -141,7 +141,7 @@ For example, simplified math:
 
 * the bot buys an asset at a price of 100$
 * the stop loss is defined at -10%
-* the stop loss would get triggered once the asset dropps below 90$
+* the stop loss would get triggered once the asset drops below 90$
 * stoploss will remain at 90$ unless asset increases to or above our configured offset
 * assuming the asset now increases to 103$ (where we have the offset configured)
 * the stop loss will now be -2% of 103$ = 100,94$

From 81a75c97cf6a17e7ff2683d9003696059993ba97 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 13:17:11 +0200
Subject: [PATCH 538/570] Update docs/stoploss.md

Co-authored-by: Matthias 
---
 docs/stoploss.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index ab3297ae9..2cee88748 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -144,8 +144,8 @@ For example, simplified math:
 * the stop loss would get triggered once the asset drops below 90$
 * stoploss will remain at 90$ unless asset increases to or above our configured offset
 * assuming the asset now increases to 103$ (where we have the offset configured)
-* the stop loss will now be -2% of 103$ = 100,94$
-* now the asset drops in value to 101$, the stop loss will still be 100,94$ and would trigger at 100,94$
+* the stop loss will now be -2% of 103$ = 100.94$
+* now the asset drops in value to 101$, the stop loss will still be 100.94$ and would trigger at 100.94$
 
 !!! Tip
     Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.

From ddba999fe2a25befa5ad6705956a6c9bc1776eb8 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 13:44:32 +0200
Subject: [PATCH 539/570] Update stoploss.md

---
 docs/stoploss.md | 14 +++++++++-----
 1 file changed, 9 insertions(+), 5 deletions(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index 2cee88748..283826708 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -16,13 +16,14 @@ Those stoploss modes can be *on exchange* or *off exchange*. If the stoploss is
 In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary.
 
 For example, assuming the stoploss is on exchange, and trailing stoploss is enabled, and the market is going up, then the bot automatically cancels the previous stoploss order and puts a new one with a stop value higher than the previous stoploss order.
-The bot cannot do this every 5 seconds (at each iteration), otherwise it would get banned by the exchange.
+The bot cannot do these every 5 seconds (at each iteration), otherwise it would get banned by the exchange.
 So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute).
 This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
 
 !!! Note
     Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.  
-    Do not set too low stoploss value if using stop loss on exhange!
+    Do not set too low stoploss value if using stop loss on exhange!  
+*   If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work
 
 Stop loss on exchange is controlled with this value (default False):
 
@@ -88,12 +89,15 @@ For example, simplified math:
 * the stop loss will now be -10% of 102$ = 91.8$
 * now the asset drops in value to 101$, the stop loss will still be 91.8$ and would trigger at 91,8$.
 
-In summary: The stoploss will be adjusted to be always be 2% of the highest observed price.
+In summary: The stoploss will be adjusted to be always be -10% of the highest observed price.
 
 ### Trailing stop loss, custom positive loss
 
 It is also possible to have a default stop loss, when you are in the red with your buy (buy - fee), but once you hit positive result the system will utilize a new stop loss, which can have a different value.
-For example your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
+For example, your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
+
+!!! Note
+    If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refere to next section with [offset enabled](#Trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
 
 Both values require `trailing_stop` to be set to true and `trailing_stop_positive` with a value.
 
@@ -109,7 +113,7 @@ For example, simplified math:
 * the stop loss is defined at -10%
 * the stop loss would get triggered once the asset drops below 90$
 * assuming the asset now increases to 102$
-* the stop loss will now be -2% of 102$ = 99.96$
+* the stop loss will now be -2% of 102$ = 99.96$ (99.96$ stop loss will be locked in and will follow asset price increasements with -2%)
 * now the asset drops in value to 101$, the stop loss will still be 99.96$ and would trigger at 99.96$
 
 The 0.02 would translate to a -2% stop loss.

From f8efb87a676d872e950a496e52ef0de88d32216c Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 14:57:53 +0200
Subject: [PATCH 540/570] Update docs/stoploss.md

Co-authored-by: Matthias 
---
 docs/stoploss.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index 283826708..5a8a553e7 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -87,7 +87,7 @@ For example, simplified math:
 * the stop loss would get triggered once the asset drops below 90$
 * assuming the asset now increases to 102$
 * the stop loss will now be -10% of 102$ = 91.8$
-* now the asset drops in value to 101$, the stop loss will still be 91.8$ and would trigger at 91,8$.
+* now the asset drops in value to 101$, the stop loss will still be 91.8$ and would trigger at 91.8$.
 
 In summary: The stoploss will be adjusted to be always be -10% of the highest observed price.
 

From bd308889fcb49ba4decb7dc969d6b3886e3e49fc Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Sun, 16 Aug 2020 14:58:06 +0200
Subject: [PATCH 541/570] Update docs/stoploss.md

Co-authored-by: Matthias 
---
 docs/stoploss.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index 5a8a553e7..d0b7f654d 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -97,7 +97,7 @@ It is also possible to have a default stop loss, when you are in the red with yo
 For example, your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
 
 !!! Note
-    If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refere to next section with [offset enabled](#Trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
+    If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refer to next section with [offset enabled](#Trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
 
 Both values require `trailing_stop` to be set to true and `trailing_stop_positive` with a value.
 

From 4619a50097074ff5686ecbff47594092fb169b5a Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Mon, 17 Aug 2020 02:07:25 +0200
Subject: [PATCH 542/570] Update configuration.md

---
 docs/configuration.md | 21 +++++----------------
 1 file changed, 5 insertions(+), 16 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index a200d6411..ad18ac713 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -55,9 +55,9 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). 
*Defaults to `false`.*  
 **Datatype:** Boolean
 | `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). 
 **Datatype:** Dict
 | `stoploss` |  **Required.** Value as ratio of the stoploss used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).  
 **Datatype:** Float (as ratio)
-| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
 **Datatype:** Boolean
-| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
 **Datatype:** Float
-| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
*Defaults to `0.0` (no offset).* 
 **Datatype:** Float
+| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md#trailing-stop-loss). [Strategy Override](#parameters-in-the-strategy). 
 **Datatype:** Boolean
+| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-custom-positive-loss). [Strategy Override](#parameters-in-the-strategy). 
 **Datatype:** Float
+| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset). [Strategy Override](#parameters-in-the-strategy). 
*Defaults to `0.0` (no offset).* 
 **Datatype:** Float
 | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). 
*Defaults to `false`.*  
 **Datatype:** Boolean
 | `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).
 **Datatype:** Integer
 | `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).
 **Datatype:** Integer
@@ -278,24 +278,13 @@ This allows to buy using limit orders, sell using
 limit-orders, and create stoplosses using market orders. It also allows to set the
 stoploss "on exchange" which means stoploss order would be placed immediately once
 the buy order is fulfilled.
-If `stoploss_on_exchange` and `trailing_stop` are both set, then the bot will use `stoploss_on_exchange_interval` to check and update the stoploss on exchange periodically.
-`order_types` can be set in the configuration file or in the strategy.
+    
 `order_types` set in the configuration file overwrites values set in the strategy as a whole, so you need to configure the whole `order_types` dictionary in one place.
 
 If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and
 `stoploss_on_exchange`) need to be present, otherwise the bot will fail to start.
 
-`emergencysell` is an optional value, which defaults to `market` and is used when creating stoploss on exchange orders fails.
-The below is the default which is used if this is not configured in either strategy or configuration file.
-
-Not all Exchanges support `stoploss_on_exchange`. If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type.
-
-If `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
-`stoploss` defines the stop-price - and limit should be slightly below this.
-
-This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`).
-Calculation example: we bought the asset at 100$.
-Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$.
+For information on (`emergencysell`,`stoploss_on_exchange`,`stoploss_on_exchange_interval`,`stoploss_on_exchange_limit_ratio`) please see stop loss documentation [stop loss on exchange](stoploss.md)
 
 Syntax for Strategy:
 

From 2a6faaae64f6e5e3a5d85a7cf60d4574031e7189 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Mon, 17 Aug 2020 02:07:32 +0200
Subject: [PATCH 543/570] Update stoploss.md

---
 docs/stoploss.md | 37 ++++++++++++++++++++++++++++++-------
 1 file changed, 30 insertions(+), 7 deletions(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index d0b7f654d..ffa125fa5 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -11,25 +11,47 @@ Most of the strategy files already include the optimal `stoploss` value.
 
 ## Stop Loss On-Exchange/Freqtrade
 
-Those stoploss modes can be *on exchange* or *off exchange*. If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.
+Those stoploss modes can be *on exchange* or *off exchange*.
 
-In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary.
+These modes can be configured with these values:
+
+``` python
+    'emergencysell': 'market',
+    'stoploss_on_exchange': False
+    'stoploss_on_exchange_interval': 60,
+    'stoploss_on_exchange_limit_ratio': 0.99
+```
+
+### stoploss_on_exchange
+Enable or Disable stop loss on exchange.
+If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.
+
+If `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
+`stoploss` defines the stop-price - and limit should be slightly below this.  
+If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type.
 
 For example, assuming the stoploss is on exchange, and trailing stoploss is enabled, and the market is going up, then the bot automatically cancels the previous stoploss order and puts a new one with a stop value higher than the previous stoploss order.
+
+### stoploss_on_exchange_interval
+In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary.
 The bot cannot do these every 5 seconds (at each iteration), otherwise it would get banned by the exchange.
 So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute).
 This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
 
+### emergencysell and stoploss_on_exchange_limit_ratio
+`emergencysell` is an optional value, which defaults to `market` and is used when creating stop loss on exchange orders fails.
+The below is the default which is used if this is not configured in either strategy or configuration file.
+
+This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`).
+Calculation example: we bought the asset at 100$.
+Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$.
+
+
 !!! Note
     Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.  
     Do not set too low stoploss value if using stop loss on exhange!  
 *   If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work
 
-Stop loss on exchange is controlled with this value (default False):
-
-``` python
-    'stoploss_on_exchange': False
-```
 
 Example from strategy file:
 
@@ -37,6 +59,7 @@ Example from strategy file:
 order_types = {
     'buy': 'limit',
     'sell': 'limit',
+    'emergencysell': 'market',
     'stoploss': 'market',
     'stoploss_on_exchange': True,
     'stoploss_on_exchange_interval': 60,

From d6ea442588a92493acaf9c9720e2f910028cc957 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Mon, 17 Aug 2020 02:10:56 +0200
Subject: [PATCH 544/570] Update stoploss.md

---
 docs/stoploss.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index ffa125fa5..bbb0be566 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -49,7 +49,7 @@ Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss wi
 
 !!! Note
     Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.  
-    Do not set too low stoploss value if using stop loss on exhange!  
+    Do not set too low stoploss value if using stop loss on exchange!  
 *   If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work
 
 

From da6672841a1a5e5c118718e1165c9ed7e9ac1765 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 17 Aug 2020 06:24:49 +0000
Subject: [PATCH 545/570] Bump mkdocs-material from 5.5.3 to 5.5.7

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.5.3 to 5.5.7.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.5.3...5.5.7)

Signed-off-by: dependabot[bot] 
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 4068e364b..ab5aebb79 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.5.3
+mkdocs-material==5.5.7
 mdx_truly_sane_lists==1.2

From 7af7fb261b015522ac92b51f2eea5eb468e15675 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 17 Aug 2020 06:24:50 +0000
Subject: [PATCH 546/570] Bump pytest-cov from 2.10.0 to 2.10.1

Bumps [pytest-cov](https://github.com/pytest-dev/pytest-cov) from 2.10.0 to 2.10.1.
- [Release notes](https://github.com/pytest-dev/pytest-cov/releases)
- [Changelog](https://github.com/pytest-dev/pytest-cov/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-cov/compare/v2.10.0...v2.10.1)

Signed-off-by: dependabot[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index c02a439d3..e51713ceb 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -10,7 +10,7 @@ flake8-tidy-imports==4.1.0
 mypy==0.782
 pytest==6.0.1
 pytest-asyncio==0.14.0
-pytest-cov==2.10.0
+pytest-cov==2.10.1
 pytest-mock==3.2.0
 pytest-random-order==1.0.4
 

From 988bff9eaec92c3553d4997be3e8b79a02471164 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 17 Aug 2020 06:24:54 +0000
Subject: [PATCH 547/570] Bump ccxt from 1.32.88 to 1.33.18

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.32.88 to 1.33.18.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.32.88...1.33.18)

Signed-off-by: dependabot[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index b7e71eada..df11ea3de 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.32.88
+ccxt==1.33.18
 SQLAlchemy==1.3.18
 python-telegram-bot==12.8
 arrow==0.15.8

From c8ddd5654adee8d69ee9243855c3cf483e0f6039 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 17 Aug 2020 06:25:04 +0000
Subject: [PATCH 548/570] Bump prompt-toolkit from 3.0.5 to 3.0.6

Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.5 to 3.0.6.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/compare/3.0.5...3.0.6)

Signed-off-by: dependabot[bot] 
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index b7e71eada..2d7e9be3e 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -32,4 +32,4 @@ flask-cors==3.0.8
 colorama==0.4.3
 # Building config files interactively
 questionary==1.5.2
-prompt-toolkit==3.0.5
+prompt-toolkit==3.0.6

From 30a2df14cbb09e30fb12059467e951b73ce888e8 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 17 Aug 2020 06:25:10 +0000
Subject: [PATCH 549/570] Bump coveralls from 2.1.1 to 2.1.2

Bumps [coveralls](https://github.com/coveralls-clients/coveralls-python) from 2.1.1 to 2.1.2.
- [Release notes](https://github.com/coveralls-clients/coveralls-python/releases)
- [Changelog](https://github.com/coveralls-clients/coveralls-python/blob/master/CHANGELOG.md)
- [Commits](https://github.com/coveralls-clients/coveralls-python/compare/2.1.1...2.1.2)

Signed-off-by: dependabot[bot] 
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index c02a439d3..41500764c 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -3,7 +3,7 @@
 -r requirements-plot.txt
 -r requirements-hyperopt.txt
 
-coveralls==2.1.1
+coveralls==2.1.2
 flake8==3.8.3
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.1.0

From ce15c55185f4c1e78ab084f26a3991c286062cd8 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Mon, 17 Aug 2020 20:24:30 +0200
Subject: [PATCH 550/570] Add libffi-dev to rpi image

---
 Dockerfile.armhf | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index 45ed2dac9..5c5e4a885 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -1,7 +1,7 @@
 FROM --platform=linux/arm/v7 python:3.7.7-slim-buster
 
 RUN apt-get update \
-  && apt-get -y install curl build-essential libssl-dev libatlas3-base libgfortran5 sqlite3 \
+  && apt-get -y install curl build-essential libssl-dev libffi-dev libatlas3-base libgfortran5 sqlite3 \
   && apt-get clean \
   && pip install --upgrade pip \
   && echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf

From aa866294cd7fb93ff25c89007b288a9c4d5e767b Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 18 Aug 2020 14:02:22 +0200
Subject: [PATCH 551/570] Reformulate documentation

---
 docs/backtesting.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index b1dcd5dba..149d1c104 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -213,7 +213,7 @@ Hence, keep in mind that your performance is an integral mix of all different el
 ### Sell reasons table
 
 The 2nd table contains a recap of sell reasons.
-This table can tell you which area needs some additional work (e,g. all or many of the `sell_signal` trades are losses, so we should disable the sell-signal or work on improving that).
+This table can tell you which area needs some additional work (e.g. all or many of the `sell_signal` trades are losses, so you should work on improving the sell signal, or consider disabling it).
 
 ### Left open trades table
 

From 4eb17b4daf692041b7504a980edf84e0fd5b769a Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 18 Aug 2020 15:20:37 +0200
Subject: [PATCH 552/570] Remove unneeded function

---
 freqtrade/data/btanalysis.py            |  2 +-
 freqtrade/optimize/optimize_reports.py  | 14 --------------
 tests/optimize/test_optimize_reports.py | 19 +++++++++++++++++++
 3 files changed, 20 insertions(+), 15 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index cf6e18e64..972961b36 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -179,7 +179,7 @@ def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataF
 
     filters = []
     if strategy:
-        filters = Trade.strategy == strategy
+        filters.append(Trade.strategy == strategy)
 
     trades = pd.DataFrame([(t.pair,
                             t.open_date.replace(tzinfo=timezone.utc),
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 8e25d9d89..c69442d46 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -31,20 +31,6 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
     file_dump_json(latest_filename, {'latest_backtest': str(filename.name)})
 
 
-def backtest_result_to_list(results: DataFrame) -> List[List]:
-    """
-    Converts a list of Backtest-results to list
-    :param results: Dataframe containing results for one strategy
-    :return: List of Lists containing the trades
-    """
-    # Return 0 as "index" for compatibility reasons (for now)
-    # TODO: Evaluate if we can remove this
-    return [[t.pair, t.profit_percent, t.open_date.timestamp(),
-             t.close_date.timestamp(), 0, t.trade_duration,
-             t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value]
-            for index, t in results.iterrows()]
-
-
 def _get_line_floatfmt() -> List[str]:
     """
     Generate floatformat (goes in line with _generate_result_line())
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 2fab4578c..e5d98ca43 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -146,6 +146,25 @@ def test_generate_backtest_stats(default_conf, testdatadir):
     filename1.unlink()
 
 
+def test_store_backtest_stats(testdatadir, mocker):
+
+    dump_mock = mocker.patch('freqtrade.optimize.optimize_reports.file_dump_json')
+
+    store_backtest_stats(testdatadir, {})
+
+    assert dump_mock.call_count == 2
+    assert isinstance(dump_mock.call_args_list[0][0][0], Path)
+    assert str(dump_mock.call_args_list[0][0][0]).startswith(str(testdatadir/'backtest-result'))
+
+    dump_mock.reset_mock()
+    filename = testdatadir / 'testresult.json'
+    store_backtest_stats(filename, {})
+    assert dump_mock.call_count == 2
+    assert isinstance(dump_mock.call_args_list[0][0][0], Path)
+    # result will be testdatadir / testresult-.json
+    assert str(dump_mock.call_args_list[0][0][0]).startswith(str(testdatadir / 'testresult'))
+
+
 def test_generate_pair_metrics(default_conf, mocker):
 
     results = pd.DataFrame(

From 668d167adcb103309c44e8d87be97133fc7fbe87 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 18 Aug 2020 16:15:24 +0200
Subject: [PATCH 553/570] Add docstring to store_backtest_stats

---
 freqtrade/optimize/optimize_reports.py | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index c69442d46..bf4e518ba 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -16,7 +16,13 @@ logger = logging.getLogger(__name__)
 
 
 def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> None:
-
+    """
+    Stores backtest results
+    :param recordfilename: Path object, which can either be a filename or a directory.
+        Filenames will be appended with a timestamp right before the suffix
+        while for diectories, /backtest-result-.json will be used as filename
+    :param stats: Dataframe containing the backtesting statistics
+    """
     if recordfilename.is_dir():
         filename = (recordfilename /
                     f'backtest-result-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}.json')

From 9982ad2f365b715f8bf2dd225bdcff509c6d8030 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 18 Aug 2020 16:59:24 +0200
Subject: [PATCH 554/570] Add profit to backtest summary output

---
 docs/backtesting.md                    | 1 +
 freqtrade/optimize/optimize_reports.py | 4 ++++
 2 files changed, 5 insertions(+)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 149d1c104..20e69f52f 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -165,6 +165,7 @@ A backtesting result will look like that:
 | Total trades          | 429                 |
 | First trade           | 2019-01-01 18:30:00 |
 | First trade Pair      | EOS/USDT            |
+| Total Profit %        | 152.41%             |
 | Trades per day        | 3.575               |
 | Best day              | 25.27%              |
 | Worst day             | -30.67%             |
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index bf4e518ba..0799ebb23 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -249,6 +249,9 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
             'sell_reason_summary': sell_reason_stats,
             'left_open_trades': left_open_results,
             'total_trades': len(results),
+            'profit_mean': results['profit_percent'].mean(),
+            'profit_total': results['profit_percent'].sum(),
+            'profit_total_abs': results['profit_abs'].sum(),
             'backtest_start': min_date.datetime,
             'backtest_start_ts': min_date.timestamp * 1000,
             'backtest_end': max_date.datetime,
@@ -372,6 +375,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Total trades', strat_results['total_trades']),
             ('First trade', min_trade['open_date'].strftime(DATETIME_PRINT_FORMAT)),
             ('First trade Pair', min_trade['pair']),
+            ('Total Profit %', f"{round(strat_results['profit_total'] * 100, 2)}%"),
             ('Trades per day', strat_results['trades_per_day']),
             ('Best day', f"{round(strat_results['backtest_best_day'] * 100, 2)}%"),
             ('Worst day', f"{round(strat_results['backtest_worst_day'] * 100, 2)}%"),

From d8e1f97465922f71128a4cffe37c582ea7721c00 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 18 Aug 2020 19:44:44 +0200
Subject: [PATCH 555/570] Fix documentation typo

---
 docs/backtesting.md | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 20e69f52f..84911568b 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -219,7 +219,7 @@ This table can tell you which area needs some additional work (e.g. all or many
 ### Left open trades table
 
 The 3rd table contains all trades the bot had to `forcesell` at the end of the backtesting period to present you the full picture.
-This is necessary to simulate realistic behaviour, since the backtest period has to end at some point, while realistically, you could leave the bot running forever.
+This is necessary to simulate realistic behavior, since the backtest period has to end at some point, while realistically, you could leave the bot running forever.
 These trades are also included in the first table, but are also shown separately in this table for clarity.
 
 ### Summary metrics
@@ -236,6 +236,7 @@ It contains some useful key metrics about performance of your strategy on backte
 | Total trades          | 429                 |
 | First trade           | 2019-01-01 18:30:00 |
 | First trade Pair      | EOS/USDT            |
+| Total Profit %        | 152.41%             |
 | Trades per day        | 3.575               |
 | Best day              | 25.27%              |
 | Worst day             | -30.67%             |
@@ -254,11 +255,12 @@ It contains some useful key metrics about performance of your strategy on backte
 - `First trade`: First trade entered.
 - `First trade pair`: Which pair was part of the first trade.
 - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
+- `Total Profit %`: Total profit per stake amount. Aligned to the TOTAL column of the first table.
 - `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Best day` / `Worst day`: Best and worst day based on daily profit.
 - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
 - `Max Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
-- `Drawdown Start` / `Drawdown End`: Start and end datetimes for this largest drawdown (can also be visualized via the `plot-dataframe` subcommand).
+- `Drawdown Start` / `Drawdown End`: Start and end datetimes for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
 - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
 
 ### Assumptions made by backtesting

From 375e671aafc508e91c0ab4fd9b33f74d2eba7400 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 18 Aug 2020 20:12:14 +0200
Subject: [PATCH 556/570] Move formatting of /daily to telegram

so /daily can return numbers in the API
---
 freqtrade/rpc/rpc.py      | 10 ++++------
 freqtrade/rpc/telegram.py |  4 ++--
 2 files changed, 6 insertions(+), 8 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index f4e20c16f..7be49b948 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -224,22 +224,20 @@ class RPC:
             ]).order_by(Trade.close_date).all()
             curdayprofit = sum(trade.close_profit_abs for trade in trades)
             profit_days[profitday] = {
-                'amount': f'{curdayprofit:.8f}',
+                'amount': curdayprofit,
                 'trades': len(trades)
             }
 
         data = [
             {
                 'date': key,
-                'abs_profit': f'{float(value["amount"]):.8f}',
-                'fiat_value': '{value:.3f}'.format(
-                    value=self._fiat_converter.convert_amount(
+                'abs_profit': value["amount"],
+                'fiat_value': self._fiat_converter.convert_amount(
                         value['amount'],
                         stake_currency,
                         fiat_display_currency
                     ) if self._fiat_converter else 0,
-                ),
-                'trade_count': f'{value["trades"]}',
+                'trade_count': value["trades"],
             }
             for key, value in profit_days.items()
         ]
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index f1d3cde21..809deb765 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -305,8 +305,8 @@ class Telegram(RPC):
             )
             stats_tab = tabulate(
                 [[day['date'],
-                  f"{day['abs_profit']} {stats['stake_currency']}",
-                  f"{day['fiat_value']} {stats['fiat_display_currency']}",
+                  f"{day['abs_profit']:.8f} {stats['stake_currency']}",
+                  f"{day['fiat_value']:.3f} {stats['fiat_display_currency']}",
                   f"{day['trade_count']} trades"] for day in stats['data']],
                 headers=[
                     'Day',

From e206cc9c216bbf7f140797c001692f41c0d7fd48 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Tue, 18 Aug 2020 20:15:41 +0200
Subject: [PATCH 557/570] Adjust tests

---
 tests/rpc/test_rpc.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 9bbd34672..164c825ba 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -255,11 +255,11 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     assert days['fiat_display_currency'] == default_conf['fiat_display_currency']
     for day in days['data']:
         # [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD']
-        assert (day['abs_profit'] == '0.00000000' or
-                day['abs_profit'] == '0.00006217')
+        assert (day['abs_profit'] == 0.0 or
+                day['abs_profit'] == 0.00006217)
 
-        assert (day['fiat_value'] == '0.000' or
-                day['fiat_value'] == '0.767')
+        assert (day['fiat_value'] == 0.0 or
+                day['fiat_value'] == 0.76748865)
     # ensure first day is current date
     assert str(days['data'][0]['date']) == str(datetime.utcnow().date())
 

From 55c6e56762dc3d2523415641d1d25d903919de0c Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Wed, 19 Aug 2020 23:07:03 +0200
Subject: [PATCH 558/570] Update stoploss.md

---
 docs/stoploss.md | 13 ++++++-------
 1 file changed, 6 insertions(+), 7 deletions(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index bbb0be566..2595a3f55 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -22,7 +22,7 @@ These modes can be configured with these values:
     'stoploss_on_exchange_limit_ratio': 0.99
 ```
 
-### stoploss_on_exchange
+### stoploss_on_exchange and stoploss_on_exchange_limit_ratio
 Enable or Disable stop loss on exchange.
 If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.
 
@@ -30,6 +30,10 @@ If `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the st
 `stoploss` defines the stop-price - and limit should be slightly below this.  
 If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type.
 
+If `stoploss_on_exchange` fails to fill we can use `stoploss_on_exchange_limit_ratio` that defaults to 0.99 / 1% to perform an [emergency sell](#emergencysell).
+Calculation example: we bought the asset at 100$.
+Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss(emergency sell) will happen between 95$ and 94.05$.
+
 For example, assuming the stoploss is on exchange, and trailing stoploss is enabled, and the market is going up, then the bot automatically cancels the previous stoploss order and puts a new one with a stop value higher than the previous stoploss order.
 
 ### stoploss_on_exchange_interval
@@ -38,15 +42,10 @@ The bot cannot do these every 5 seconds (at each iteration), otherwise it would
 So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute).
 This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
 
-### emergencysell and stoploss_on_exchange_limit_ratio
+### emergencysell
 `emergencysell` is an optional value, which defaults to `market` and is used when creating stop loss on exchange orders fails.
 The below is the default which is used if this is not configured in either strategy or configuration file.
 
-This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`).
-Calculation example: we bought the asset at 100$.
-Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$.
-
-
 !!! Note
     Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.  
     Do not set too low stoploss value if using stop loss on exchange!  

From bca24c8b6b584e012e573b8aeb393a1e8e54ab93 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 20 Aug 2020 19:35:40 +0200
Subject: [PATCH 559/570] Clarify hyperopt dataprovider usage

---
 docs/strategy-customization.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 73d085abd..be08faa2d 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -366,8 +366,8 @@ All methods return `None` in case of failure (do not raise an exception).
 Please always check the mode of operation to select the correct method to get data (samples see below).
 
 !!! Warning "Hyperopt"
-    Dataprovider is available during hyperopt, however it can only be used in `populate_indicators()`.
-    It is not available in `populate_buy()` and `populate_sell()` methods.
+    Dataprovider is available during hyperopt, however it can only be used in `populate_indicators()` within a strategy.
+    It is not available in `populate_buy()` and `populate_sell()` methods, nor in `populate_indicators()`, if this method located in the hyperopt file.
 
 ### Possible options for DataProvider
 

From f5a9001dc05effd378f07de663a30a88fa6201ec Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 20 Aug 2020 19:51:36 +0200
Subject: [PATCH 560/570] Handle backtest results without any trades

---
 freqtrade/optimize/optimize_reports.py | 15 +++++++++++++--
 1 file changed, 13 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 0799ebb23..0681eed7b 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -31,6 +31,7 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
             recordfilename.parent,
             f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}'
             ).with_suffix(recordfilename.suffix)
+    print(stats)
     file_dump_json(filename, stats)
 
     latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
@@ -185,6 +186,16 @@ def generate_edge_table(results: dict) -> str:
 
 
 def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
+    if len(results) == 0:
+        return {
+            'backtest_best_day': 0,
+            'backtest_worst_day': 0,
+            'winning_days': 0,
+            'draw_days': 0,
+            'losing_days': 0,
+            'winner_holding_avg': timedelta(),
+            'loser_holding_avg': timedelta(),
+        }
     daily_profit = results.resample('1d', on='close_date')['profit_percent'].sum()
     worst = min(daily_profit)
     best = max(daily_profit)
@@ -249,7 +260,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
             'sell_reason_summary': sell_reason_stats,
             'left_open_trades': left_open_results,
             'total_trades': len(results),
-            'profit_mean': results['profit_percent'].mean(),
+            'profit_mean': results['profit_percent'].mean() if len(results) > 0 else 0,
             'profit_total': results['profit_percent'].sum(),
             'profit_total_abs': results['profit_abs'].sum(),
             'backtest_start': min_date.datetime,
@@ -258,7 +269,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
             'backtest_end_ts': max_date.timestamp * 1000,
             'backtest_days': backtest_days,
 
-            'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None,
+            'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else 0,
             'market_change': market_change,
             'pairlist': list(btdata.keys()),
             'stake_amount': config['stake_amount'],

From 4f1179d85c3d3aa11a76768c8aaa6af922157e96 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Thu, 20 Aug 2020 19:56:41 +0200
Subject: [PATCH 561/570] Test for empty case

---
 freqtrade/optimize/optimize_reports.py  | 1 -
 tests/optimize/test_optimize_reports.py | 8 ++++++++
 2 files changed, 8 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 0681eed7b..94729b6a5 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -31,7 +31,6 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
             recordfilename.parent,
             f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}'
             ).with_suffix(recordfilename.suffix)
-    print(stats)
     file_dump_json(filename, stats)
 
     latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index e5d98ca43..4f62e2e23 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -204,6 +204,14 @@ def test_generate_daily_stats(testdatadir):
     assert res['winner_holding_avg'] == timedelta(seconds=1440)
     assert res['loser_holding_avg'] == timedelta(days=1, seconds=21420)
 
+    # Select empty dataframe!
+    res = generate_daily_stats(bt_data.loc[bt_data['open_date'] == '2000-01-01', :])
+    assert isinstance(res, dict)
+    assert round(res['backtest_best_day'], 4) == 0.0
+    assert res['winning_days'] == 0
+    assert res['draw_days'] == 0
+    assert res['losing_days'] == 0
+
 
 def test_text_table_sell_reason(default_conf):
 

From fa0c8fa0b332e144556851cde5de218bca77f56d Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 21 Aug 2020 14:26:23 +0200
Subject: [PATCH 562/570] Readd note about windows hyperopt color output

---
 docs/hyperopt.md | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 9acb606c3..6330a1a5e 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -370,6 +370,9 @@ By default, hyperopt prints colorized results -- epochs with positive profit are
 
 You can use the `--print-all` command line option if you would like to see all results in the hyperopt output, not only the best ones. When `--print-all` is used, current best results are also colorized by default -- they are printed in bold (bright) style. This can also be switched off with the `--no-color` command line option.
 
+!!! Note "Windows and color output"
+    Windows does not support color-output nativly, therefore it is automatically disabled. To have color-output for hyperopt running under windows, please consider using WSL.
+
 ### Understand Hyperopt ROI results
 
 If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'default' or 'roi'), your result will look as follows and include a ROI table:

From 3d93236709f93e0380659e074e2b44c518a1cc11 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Fri, 21 Aug 2020 14:55:47 +0200
Subject: [PATCH 563/570] Remove unused import

---
 freqtrade/optimize/hyperopt.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 3e7e2ca57..b9db3c09a 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -12,7 +12,6 @@ import warnings
 from collections import OrderedDict
 from math import ceil
 from operator import itemgetter
-from os import path
 from pathlib import Path
 from pprint import pformat
 from typing import Any, Dict, List, Optional

From 0e368b16aba83de72328b52f1e867d6ee5c9bcd1 Mon Sep 17 00:00:00 2001
From: Fredrik81 
Date: Fri, 21 Aug 2020 18:25:45 +0200
Subject: [PATCH 564/570] Update stoploss.md

---
 docs/stoploss.md | 34 ++++++++++++++++------------------
 1 file changed, 16 insertions(+), 18 deletions(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index 2595a3f55..2518df846 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -6,8 +6,8 @@ For example, value `-0.10` will cause immediate sell if the profit dips below -1
 Most of the strategy files already include the optimal `stoploss` value.
 
 !!! Info
-    All stoploss properties mentioned in this file can be set in the Strategy, or in the configuration.  
-    Configuration values will override the strategy values.
+*   All stoploss properties mentioned in this file can be set in the Strategy, or in the configuration.  
+*   Configuration values will override the strategy values.
 
 ## Stop Loss On-Exchange/Freqtrade
 
@@ -22,35 +22,33 @@ These modes can be configured with these values:
     'stoploss_on_exchange_limit_ratio': 0.99
 ```
 
+!!! Note
+*   Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.  
+*   Do not set too low stoploss value if using stop loss on exchange!  
+*   If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work
+
 ### stoploss_on_exchange and stoploss_on_exchange_limit_ratio
 Enable or Disable stop loss on exchange.
 If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.
 
-If `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
-`stoploss` defines the stop-price - and limit should be slightly below this.  
-If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type.
+If `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.  
+`stoploss` defines the stop-price where the limit order is placed - and limit should be slightly below this.  
+If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type.  
 
-If `stoploss_on_exchange` fails to fill we can use `stoploss_on_exchange_limit_ratio` that defaults to 0.99 / 1% to perform an [emergency sell](#emergencysell).
-Calculation example: we bought the asset at 100$.
-Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss(emergency sell) will happen between 95$ and 94.05$.
+Calculation example: we bought the asset at 100$.  
+Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the limit order fill can happen between 95$ and 94.05$.  
 
 For example, assuming the stoploss is on exchange, and trailing stoploss is enabled, and the market is going up, then the bot automatically cancels the previous stoploss order and puts a new one with a stop value higher than the previous stoploss order.
 
 ### stoploss_on_exchange_interval
-In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary.
+In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary.  
 The bot cannot do these every 5 seconds (at each iteration), otherwise it would get banned by the exchange.
 So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute).
 This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
 
 ### emergencysell
 `emergencysell` is an optional value, which defaults to `market` and is used when creating stop loss on exchange orders fails.
-The below is the default which is used if this is not configured in either strategy or configuration file.
-
-!!! Note
-    Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.  
-    Do not set too low stoploss value if using stop loss on exchange!  
-*   If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work
-
+The below is the default which is used if not changed in strategy or configuration file.
 
 Example from strategy file:
 
@@ -119,7 +117,7 @@ It is also possible to have a default stop loss, when you are in the red with yo
 For example, your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
 
 !!! Note
-    If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refer to next section with [offset enabled](#Trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
+*   If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refer to next section with [offset enabled](#Trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
 
 Both values require `trailing_stop` to be set to true and `trailing_stop_positive` with a value.
 
@@ -174,7 +172,7 @@ For example, simplified math:
 * now the asset drops in value to 101$, the stop loss will still be 100.94$ and would trigger at 100.94$
 
 !!! Tip
-    Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.
+*   Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.
 
 ## Changing stoploss on open trades
 

From 637147f89c59a5fe431cd6d0f91f54345922c875 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sat, 22 Aug 2020 09:33:35 +0200
Subject: [PATCH 565/570] Update sql cheatsheet parentheses

---
 docs/sql_cheatsheet.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index 748b16928..cf785ced6 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -110,7 +110,7 @@ SET is_open=0,
   close_date=,
   close_rate=,
   close_profit = close_rate / open_rate - 1,
-  close_profit_abs = (amount *  * (1 - fee_close) - (amount * (open_rate * 1 - fee_open))),
+  close_profit_abs = (amount *  * (1 - fee_close) - (amount * (open_rate * (1 - fee_open)))),
   sell_reason=
 WHERE id=;
 ```
@@ -123,7 +123,7 @@ SET is_open=0,
   close_date='2020-06-20 03:08:45.103418',
   close_rate=0.19638016,
   close_profit=0.0496,
-  close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * (1 - fee_open))),
+  close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * (open_rate * (1 - fee_open)))),
   sell_reason='force_sell'  
 WHERE id=31;
 ```

From d8a6410fd145d38a01f40b5cbc3757f76db2ea2c Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 23 Aug 2020 09:00:57 +0200
Subject: [PATCH 566/570] Fix small bug when using max-open-trades -1 in
 backtesting

---
 freqtrade/optimize/optimize_reports.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 94729b6a5..b5e5da4af 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -273,7 +273,8 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
             'pairlist': list(btdata.keys()),
             'stake_amount': config['stake_amount'],
             'stake_currency': config['stake_currency'],
-            'max_open_trades': config['max_open_trades'],
+            'max_open_trades': (config['max_open_trades']
+                                if config['max_open_trades'] != float('inf') else -1),
             'timeframe': config['timeframe'],
             **daily_stats,
         }

From 73417f11f1db843244ac321d91beaaf88ae30c83 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 23 Aug 2020 09:11:52 +0200
Subject: [PATCH 567/570] Fix rendering issue on readthedocs

---
 docs/stoploss.md | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

diff --git a/docs/stoploss.md b/docs/stoploss.md
index 2518df846..fa888cd47 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -6,8 +6,8 @@ For example, value `-0.10` will cause immediate sell if the profit dips below -1
 Most of the strategy files already include the optimal `stoploss` value.
 
 !!! Info
-*   All stoploss properties mentioned in this file can be set in the Strategy, or in the configuration.  
-*   Configuration values will override the strategy values.
+    All stoploss properties mentioned in this file can be set in the Strategy, or in the configuration.  
+    Configuration values will override the strategy values.
 
 ## Stop Loss On-Exchange/Freqtrade
 
@@ -23,9 +23,9 @@ These modes can be configured with these values:
 ```
 
 !!! Note
-*   Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.  
-*   Do not set too low stoploss value if using stop loss on exchange!  
-*   If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work
+    Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.  
+    Do not set too low stoploss value if using stop loss on exchange!  
+    If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work
 
 ### stoploss_on_exchange and stoploss_on_exchange_limit_ratio
 Enable or Disable stop loss on exchange.
@@ -117,7 +117,7 @@ It is also possible to have a default stop loss, when you are in the red with yo
 For example, your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
 
 !!! Note
-*   If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refer to next section with [offset enabled](#Trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
+    If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refer to next section with [offset enabled](#Trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
 
 Both values require `trailing_stop` to be set to true and `trailing_stop_positive` with a value.
 
@@ -172,7 +172,7 @@ For example, simplified math:
 * now the asset drops in value to 101$, the stop loss will still be 100.94$ and would trigger at 100.94$
 
 !!! Tip
-*   Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.
+    Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.
 
 ## Changing stoploss on open trades
 

From 05ec56d906b025f15032f513a1b68b4c2fec44fb Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 23 Aug 2020 10:16:28 +0200
Subject: [PATCH 568/570] Dates should be changed to UTC to provide the correct
 timestamp

---
 freqtrade/persistence.py | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index 28753ed48..9eebadd8d 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -2,7 +2,7 @@
 This module contains the class to persist trades into SQLite
 """
 import logging
-from datetime import datetime
+from datetime import datetime, timezone
 from decimal import Decimal
 from typing import Any, Dict, List, Optional
 
@@ -274,7 +274,7 @@ class Trade(_DECL_BASE):
 
             'open_date_hum': arrow.get(self.open_date).humanize(),
             'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"),
-            'open_timestamp': int(self.open_date.timestamp() * 1000),
+            'open_timestamp': int(self.open_date.replace(tzinfo=timezone.utc).timestamp() * 1000),
             'open_rate': self.open_rate,
             'open_rate_requested': self.open_rate_requested,
             'open_trade_price': round(self.open_trade_price, 8),
@@ -283,7 +283,8 @@ class Trade(_DECL_BASE):
                                if self.close_date else None),
             'close_date': (self.close_date.strftime("%Y-%m-%d %H:%M:%S")
                            if self.close_date else None),
-            'close_timestamp': int(self.close_date.timestamp() * 1000) if self.close_date else None,
+            'close_timestamp': int(self.close_date.replace(
+                tzinfo=timezone.utc).timestamp() * 1000) if self.close_date else None,
             'close_rate': self.close_rate,
             'close_rate_requested': self.close_rate_requested,
             'close_profit': self.close_profit,
@@ -298,8 +299,8 @@ class Trade(_DECL_BASE):
             'stoploss_order_id': self.stoploss_order_id,
             'stoploss_last_update': (self.stoploss_last_update.strftime("%Y-%m-%d %H:%M:%S")
                                      if self.stoploss_last_update else None),
-            'stoploss_last_update_timestamp': (int(self.stoploss_last_update.timestamp() * 1000)
-                                               if self.stoploss_last_update else None),
+            'stoploss_last_update_timestamp': int(self.stoploss_last_update.replace(
+                tzinfo=timezone.utc).timestamp() * 1000) if self.stoploss_last_update else None,
             'initial_stop_loss': self.initial_stop_loss,  # Deprecated - should not be used
             'initial_stop_loss_abs': self.initial_stop_loss,
             'initial_stop_loss_ratio': (self.initial_stop_loss_pct

From ec949614374925d076febb3c140fc22aa4cedea9 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 23 Aug 2020 19:14:28 +0200
Subject: [PATCH 569/570] Reduce loglevel of "using cached rate"

---
 freqtrade/freqtradebot.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 2a95f58fc..2fcb9f3f9 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -275,7 +275,7 @@ class FreqtradeBot:
             rate = self._buy_rate_cache.get(pair)
             # Check if cache has been invalidated
             if rate:
-                logger.info(f"Using cached buy rate for {pair}.")
+                logger.debug(f"Using cached buy rate for {pair}.")
                 return rate
 
         bid_strategy = self.config.get('bid_strategy', {})
@@ -693,7 +693,7 @@ class FreqtradeBot:
             rate = self._sell_rate_cache.get(pair)
             # Check if cache has been invalidated
             if rate:
-                logger.info(f"Using cached sell rate for {pair}.")
+                logger.debug(f"Using cached sell rate for {pair}.")
                 return rate
 
         ask_strategy = self.config.get('ask_strategy', {})

From a55dd8444df6c07fae14d467efc8006ae869b341 Mon Sep 17 00:00:00 2001
From: Matthias 
Date: Sun, 23 Aug 2020 19:31:35 +0200
Subject: [PATCH 570/570] Fix loglevel of using_cached-rate

---
 tests/test_freqtradebot.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index c6413cb5d..0d7968e26 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -953,6 +953,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
 ])
 def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
                       last, last_ab, expected) -> None:
+    caplog.set_level(logging.DEBUG)
     default_conf['bid_strategy']['ask_last_balance'] = last_ab
     default_conf['bid_strategy']['price_side'] = side
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
@@ -3969,6 +3970,8 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
     ('ask', 0.006, 1.0, 0.006),
 ])
 def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask, expected) -> None:
+    caplog.set_level(logging.DEBUG)
+
     default_conf['ask_strategy']['price_side'] = side
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': ask, 'bid': bid})
     pair = "ETH/BTC"
@@ -3990,6 +3993,7 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask, expected) -
     ('ask', 0.043949),  # Value from order_book_l2 fiture - asks side
 ])
 def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, order_book_l2):
+    caplog.set_level(logging.DEBUG)
     # Test orderbook mode
     default_conf['ask_strategy']['price_side'] = side
     default_conf['ask_strategy']['use_order_book'] = True