nullart2
GitHub
commit
8b9f1cadaa
@ -5,6 +5,7 @@ RUN apt-get update && apt-get -y install curl build-essential && apt-get clean
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RUN curl -L http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz | \
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tar xzvf - && \
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cd ta-lib && \
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sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && \
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./configure && make && make install && \
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cd .. && rm -rf ta-lib
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ENV LD_LIBRARY_PATH /usr/local/lib
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@ -24,7 +24,7 @@ hesitate to read the source code and understand the mechanism of this bot.
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## Exchange marketplaces supported
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- [X] [Bittrex](https://bittrex.com/)
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- [X] [Binance](https://www.binance.com/)
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- [X] [Binance](https://www.binance.com/) ([*Note for binance users](#a-note-on-binance))
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- [ ] [113 others to tests](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
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## Features
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@ -152,6 +152,13 @@ The project is currently setup in two main branches:
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- `develop` - This branch has often new features, but might also cause breaking changes.
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- `master` - This branch contains the latest stable release. The bot 'should' be stable on this branch, and is generally well tested.
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- `feat/*` - These are feature branches, which are beeing worked on heavily. Please don't use these unless you want to test a specific feature.
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## A note on Binance
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For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
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Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB order unsellable as the expected amount is not there anymore.
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## Support
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@ -151,7 +151,7 @@ cp freqtrade/tests/testdata/pairs.json user_data/data/binance
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Then run:
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```bash
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python scripts/download_backtest_data --exchange binance
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python scripts/download_backtest_data.py --exchange binance
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```
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This will download ticker data for all the currency pairs you defined in `pairs.json`.
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@ -238,6 +238,31 @@ On the other hand, if you set a too high `minimal_roi` like `"0": 0.55`
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profit. Hence, keep in mind that your performance is a mix of your
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strategies, your configuration, and the crypto-currency you have set up.
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## Backtesting multiple strategies
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To backtest multiple strategies, a list of Strategies can be provided.
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This is limited to 1 ticker-interval per run, however, data is only loaded once from disk so if you have multiple
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strategies you'd like to compare, this should give a nice runtime boost.
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All listed Strategies need to be in the same folder.
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``` bash
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freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades
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```
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This will save the results to `user_data/backtest_data/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename.
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There will be an additional table comparing win/losses of the different strategies (identical to the "Total" row in the first table).
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Detailed output for all strategies one after the other will be available, so make sure to scroll up.
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```
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=================================================== Strategy Summary ====================================================
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| Strategy | buy count | avg profit % | cum profit % | total profit ETH | avg duration | profit | loss |
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|:-----------|------------:|---------------:|---------------:|-------------------:|:----------------|---------:|-------:|
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| Strategy1 | 19 | -0.76 | -14.39 | -0.01440287 | 15:48:00 | 15 | 4 |
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| Strategy2 | 6 | -2.73 | -16.40 | -0.01641299 | 1 day, 14:12:00 | 3 | 3 |
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```
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## Next step
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Great, your strategy is profitable. What if the bot can give your the
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@ -1,13 +1,15 @@
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# Bot usage
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This page explains the difference parameters of the bot and how to run
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it.
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This page explains the difference parameters of the bot and how to run it.
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## Table of Contents
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- [Bot commands](#bot-commands)
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- [Backtesting commands](#backtesting-commands)
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- [Hyperopt commands](#hyperopt-commands)
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## Bot commands
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```
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usage: freqtrade [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME]
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[--strategy-path PATH] [--dynamic-whitelist [INT]]
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@ -41,6 +43,7 @@ optional arguments:
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```
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### How to use a different config file?
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The bot allows you to select which config file you want to use. Per
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default, the bot will load the file `./config.json`
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@ -49,6 +52,7 @@ python3 ./freqtrade/main.py -c path/far/far/away/config.json
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```
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### How to use --strategy?
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This parameter will allow you to load your custom strategy class.
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Per default without `--strategy` or `-s` the bot will load the
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`DefaultStrategy` included with the bot (`freqtrade/strategy/default_strategy.py`).
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@ -60,6 +64,7 @@ To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this
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**Example:**
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In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
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a strategy class called `AwesomeStrategy` to load it:
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```bash
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python3 ./freqtrade/main.py --strategy AwesomeStrategy
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```
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@ -70,6 +75,7 @@ message the reason (File not found, or errors in your code).
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Learn more about strategy file in [optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).
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### How to use --strategy-path?
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This parameter allows you to add an additional strategy lookup path, which gets
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checked before the default locations (The passed path must be a folder!):
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```bash
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@ -77,21 +83,25 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/fol
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```
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#### How to install a strategy?
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This is very simple. Copy paste your strategy file into the folder
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`user_data/strategies` or use `--strategy-path`. And voila, the bot is ready to use it.
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### How to use --dynamic-whitelist?
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Per default `--dynamic-whitelist` will retrieve the 20 currencies based
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on BaseVolume. This value can be changed when you run the script.
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**By Default**
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Get the 20 currencies based on BaseVolume.
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```bash
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python3 ./freqtrade/main.py --dynamic-whitelist
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```
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**Customize the number of currencies to retrieve**
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Get the 30 currencies based on BaseVolume.
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```bash
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python3 ./freqtrade/main.py --dynamic-whitelist 30
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```
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@ -102,6 +112,7 @@ negative value (e.g -2), `--dynamic-whitelist` will use the default
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value (20).
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### How to use --db-url?
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When you run the bot in Dry-run mode, per default no transactions are
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stored in a database. If you want to store your bot actions in a DB
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using `--db-url`. This can also be used to specify a custom database
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@ -111,14 +122,14 @@ in production mode. Example command:
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python3 ./freqtrade/main.py -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
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```
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## Backtesting commands
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Backtesting also uses the config specified via `-c/--config`.
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```
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usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--eps] [--dmmp]
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usage: freqtrade backtesting [-h] [-i TICKER_INTERVAL] [--eps] [--dmmp]
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[--timerange TIMERANGE] [-l] [-r]
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[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
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[--export EXPORT] [--export-filename PATH]
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optional arguments:
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@ -139,6 +150,13 @@ optional arguments:
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refresh the pairs files in tests/testdata with the
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latest data from the exchange. Use it if you want to
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run your backtesting with up-to-date data.
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--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
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Provide a commaseparated list of strategies to
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backtest Please note that ticker-interval needs to be
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set either in config or via command line. When using
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this together with --export trades, the strategy-name
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is injected into the filename (so backtest-data.json
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becomes backtest-data-DefaultStrategy.json
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--export EXPORT export backtest results, argument are: trades Example
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--export=trades
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--export-filename PATH
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@ -151,6 +169,7 @@ optional arguments:
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```
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### How to use --refresh-pairs-cached parameter?
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The first time your run Backtesting, it will take the pairs you have
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set in your config file and download data from Bittrex.
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@ -162,7 +181,6 @@ to come back to the previous version.**
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To test your strategy with latest data, we recommend continuing using
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the parameter `-l` or `--live`.
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## Hyperopt commands
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To optimize your strategy, you can use hyperopt parameter hyperoptimization
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@ -194,10 +212,11 @@ optional arguments:
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```
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## A parameter missing in the configuration?
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All parameters for `main.py`, `backtesting`, `hyperopt` are referenced
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in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L84)
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## Next step
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The optimal strategy of the bot will change with time depending of the
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market trends. The next step is to
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The optimal strategy of the bot will change with time depending of the market trends. The next step is to
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[optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).
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@ -267,6 +267,7 @@ Official webpage: https://mrjbq7.github.io/ta-lib/install.html
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wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
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tar xvzf ta-lib-0.4.0-src.tar.gz
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cd ta-lib
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sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h
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./configure --prefix=/usr
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make
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make install
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@ -142,6 +142,16 @@ class Arguments(object):
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action='store_true',
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dest='refresh_pairs',
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)
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parser.add_argument(
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'--strategy-list',
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help='Provide a commaseparated list of strategies to backtest '
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'Please note that ticker-interval needs to be set either in config '
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'or via command line. When using this together with --export trades, '
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'the strategy-name is injected into the filename '
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'(so backtest-data.json becomes backtest-data-DefaultStrategy.json',
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nargs='+',
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dest='strategy_list',
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)
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parser.add_argument(
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'--export',
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help='export backtest results, argument are: trades\
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@ -187,6 +187,14 @@ class Configuration(object):
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config.update({'refresh_pairs': True})
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logger.info('Parameter -r/--refresh-pairs-cached detected ...')
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if 'strategy_list' in self.args and self.args.strategy_list:
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config.update({'strategy_list': self.args.strategy_list})
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logger.info('Using strategy list of %s Strategies', len(self.args.strategy_list))
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if 'ticker_interval' in self.args and self.args.ticker_interval:
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config.update({'ticker_interval': self.args.ticker_interval})
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logger.info('Overriding ticker interval with Command line argument')
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# If --export is used we add it to the configuration
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if 'export' in self.args and self.args.export:
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config.update({'export': self.args.export})
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@ -36,7 +36,7 @@ SUPPORTED_FIAT = [
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"EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY",
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"KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN",
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"RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD",
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"BTC", "ETH", "XRP", "LTC", "BCH", "USDT"
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"BTC", "XBT", "ETH", "XRP", "LTC", "BCH", "USDT"
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]
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# Required json-schema for user specified config
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@ -45,7 +45,7 @@ CONF_SCHEMA = {
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'properties': {
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'max_open_trades': {'type': 'integer', 'minimum': 0},
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'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())},
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'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT', 'EUR', 'USD']},
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'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
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'stake_amount': {
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"type": ["number", "string"],
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"minimum": 0.0005,
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@ -330,7 +330,7 @@ class Exchange(object):
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return self._cached_ticker[pair]
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@retrier
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def get_ticker_history(self, pair: str, tick_interval: str,
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def get_candle_history(self, pair: str, tick_interval: str,
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since_ms: Optional[int] = None) -> List[Dict]:
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try:
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# last item should be in the time interval [now - tick_interval, now]
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@ -10,7 +10,7 @@ logger = logging.getLogger(__name__)
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def parse_ticker_dataframe(ticker: list) -> DataFrame:
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"""
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Analyses the trend for the given ticker history
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:param ticker: See exchange.get_ticker_history
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:param ticker: See exchange.get_candle_history
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:return: DataFrame
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"""
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cols = ['date', 'open', 'high', 'low', 'close', 'volume']
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@ -330,7 +330,7 @@ class FreqtradeBot(object):
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# Pick pair based on buy signals
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for _pair in whitelist:
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thistory = self.exchange.get_ticker_history(_pair, interval)
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thistory = self.exchange.get_candle_history(_pair, interval)
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(buy, sell) = self.strategy.get_signal(_pair, interval, thistory)
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if buy and not sell:
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@ -497,7 +497,7 @@ class FreqtradeBot(object):
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(buy, sell) = (False, False)
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experimental = self.config.get('experimental', {})
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if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'):
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ticker = self.exchange.get_ticker_history(trade.pair, self.strategy.ticker_interval)
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ticker = self.exchange.get_candle_history(trade.pair, self.strategy.ticker_interval)
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(buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval,
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ticker)
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@ -219,7 +219,7 @@ def download_backtesting_testdata(datadir: str,
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logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
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logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
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new_data = exchange.get_ticker_history(pair=pair, tick_interval=tick_interval,
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new_data = exchange.get_candle_history(pair=pair, tick_interval=tick_interval,
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since_ms=since_ms)
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data.extend(new_data)
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@ -6,7 +6,9 @@ This module contains the backtesting logic
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import logging
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import operator
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from argparse import Namespace
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from copy import deepcopy
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from datetime import datetime, timedelta
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from pathlib import Path
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from typing import Any, Dict, List, NamedTuple, Optional, Tuple
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import arrow
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@ -52,13 +54,9 @@ class Backtesting(object):
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backtesting = Backtesting(config)
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backtesting.start()
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"""
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def __init__(self, config: Dict[str, Any]) -> None:
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self.config = config
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self.strategy: IStrategy = StrategyResolver(self.config).strategy
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self.ticker_interval = self.strategy.ticker_interval
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self.tickerdata_to_dataframe = self.strategy.tickerdata_to_dataframe
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self.advise_buy = self.strategy.advise_buy
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self.advise_sell = self.strategy.advise_sell
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# Reset keys for backtesting
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self.config['exchange']['key'] = ''
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@ -66,9 +64,36 @@ class Backtesting(object):
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self.config['exchange']['password'] = ''
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self.config['exchange']['uid'] = ''
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self.config['dry_run'] = True
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self.strategylist: List[IStrategy] = []
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if self.config.get('strategy_list', None):
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# Force one interval
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self.ticker_interval = str(self.config.get('ticker_interval'))
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for strat in list(self.config['strategy_list']):
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stratconf = deepcopy(self.config)
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stratconf['strategy'] = strat
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self.strategylist.append(StrategyResolver(stratconf).strategy)
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else:
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# only one strategy
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strat = StrategyResolver(self.config).strategy
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self.strategylist.append(StrategyResolver(self.config).strategy)
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# Load one strategy
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self._set_strategy(self.strategylist[0])
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self.exchange = Exchange(self.config)
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self.fee = self.exchange.get_fee()
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def _set_strategy(self, strategy):
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"""
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Load strategy into backtesting
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"""
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self.strategy = strategy
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self.ticker_interval = self.config.get('ticker_interval')
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self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe
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self.advise_buy = strategy.advise_buy
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self.advise_sell = strategy.advise_sell
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@staticmethod
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def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
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"""
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@ -132,7 +157,32 @@ class Backtesting(object):
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tabular_data.append([reason.value, count])
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return tabulate(tabular_data, headers=headers, tablefmt="pipe")
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def _store_backtest_result(self, recordfilename: Optional[str], results: DataFrame) -> None:
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def _generate_text_table_strategy(self, all_results: dict) -> str:
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"""
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Generate summary table per strategy
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"""
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stake_currency = str(self.config.get('stake_currency'))
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floatfmt = ('s', 'd', '.2f', '.2f', '.8f', 'd', '.1f', '.1f')
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tabular_data = []
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headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
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'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
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for strategy, results in all_results.items():
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tabular_data.append([
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strategy,
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len(results.index),
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results.profit_percent.mean() * 100.0,
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results.profit_percent.sum() * 100.0,
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results.profit_abs.sum(),
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str(timedelta(
|
||||
minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
|
||||
len(results[results.profit_abs > 0]),
|
||||
len(results[results.profit_abs < 0])
|
||||
])
|
||||
return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe")
|
||||
|
||||
def _store_backtest_result(self, recordfilename: str, results: DataFrame,
|
||||
strategyname: Optional[str] = None) -> None:
|
||||
|
||||
records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
|
||||
t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
|
||||
@ -140,6 +190,11 @@ class Backtesting(object):
|
||||
for index, t in results.iterrows()]
|
||||
|
||||
if records:
|
||||
if strategyname:
|
||||
# Inject strategyname to filename
|
||||
recname = Path(recordfilename)
|
||||
recordfilename = str(Path.joinpath(
|
||||
recname.parent, f'{recname.stem}-{strategyname}').with_suffix(recname.suffix))
|
||||
logger.info('Dumping backtest results to %s', recordfilename)
|
||||
file_dump_json(recordfilename, records)
|
||||
|
||||
@ -283,7 +338,7 @@ class Backtesting(object):
|
||||
if self.config.get('live'):
|
||||
logger.info('Downloading data for all pairs in whitelist ...')
|
||||
for pair in pairs:
|
||||
data[pair] = self.exchange.get_ticker_history(pair, self.ticker_interval)
|
||||
data[pair] = self.exchange.get_candle_history(pair, self.ticker_interval)
|
||||
else:
|
||||
logger.info('Using local backtesting data (using whitelist in given config) ...')
|
||||
|
||||
@ -307,7 +362,13 @@ class Backtesting(object):
|
||||
else:
|
||||
logger.info('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
|
||||
max_open_trades = 0
|
||||
all_results = {}
|
||||
|
||||
for strat in self.strategylist:
|
||||
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
|
||||
self._set_strategy(strat)
|
||||
|
||||
# need to reprocess data every time to populate signals
|
||||
preprocessed = self.tickerdata_to_dataframe(data)
|
||||
|
||||
# Print timeframe
|
||||
@ -320,7 +381,7 @@ class Backtesting(object):
|
||||
)
|
||||
|
||||
# Execute backtest and print results
|
||||
results = self.backtest(
|
||||
all_results[self.strategy.get_strategy_name()] = self.backtest(
|
||||
{
|
||||
'stake_amount': self.config.get('stake_amount'),
|
||||
'processed': preprocessed,
|
||||
@ -329,40 +390,27 @@ class Backtesting(object):
|
||||
}
|
||||
)
|
||||
|
||||
for strategy, results in all_results.items():
|
||||
|
||||
if self.config.get('export', False):
|
||||
self._store_backtest_result(self.config.get('exportfilename'), results)
|
||||
self._store_backtest_result(self.config['exportfilename'], results,
|
||||
strategy if len(self.strategylist) > 1 else None)
|
||||
|
||||
logger.info(
|
||||
'\n' + '=' * 49 +
|
||||
' BACKTESTING REPORT ' +
|
||||
'=' * 50 + '\n'
|
||||
'%s',
|
||||
self._generate_text_table(
|
||||
data,
|
||||
results
|
||||
)
|
||||
)
|
||||
# logger.info(
|
||||
# results[['sell_reason']].groupby('sell_reason').count()
|
||||
# )
|
||||
print(f"Result for strategy {strategy}")
|
||||
print(' BACKTESTING REPORT '.center(119, '='))
|
||||
print(self._generate_text_table(data, results))
|
||||
|
||||
logger.info(
|
||||
'\n' +
|
||||
' SELL READON STATS '.center(119, '=') +
|
||||
'\n%s \n',
|
||||
self._generate_text_table_sell_reason(data, results)
|
||||
print(' SELL REASON STATS '.center(119, '='))
|
||||
print(self._generate_text_table_sell_reason(data, results))
|
||||
|
||||
)
|
||||
|
||||
logger.info(
|
||||
'\n' +
|
||||
' LEFT OPEN TRADES REPORT '.center(119, '=') +
|
||||
'\n%s',
|
||||
self._generate_text_table(
|
||||
data,
|
||||
results.loc[results.open_at_end]
|
||||
)
|
||||
)
|
||||
print(' LEFT OPEN TRADES REPORT '.center(119, '='))
|
||||
print(self._generate_text_table(data, results.loc[results.open_at_end]))
|
||||
print()
|
||||
if len(all_results) > 1:
|
||||
# Print Strategy summary table
|
||||
print(' Strategy Summary '.center(119, '='))
|
||||
print(self._generate_text_table_strategy(all_results))
|
||||
print('\nFor more details, please look at the detail tables above')
|
||||
|
||||
|
||||
def setup_configuration(args: Namespace) -> Dict[str, Any]:
|
||||
|
||||
@ -82,7 +82,7 @@ def check_migrate(engine) -> None:
|
||||
logger.info(f'trying {table_back_name}')
|
||||
|
||||
# Check for latest column
|
||||
if not has_column(cols, 'max_rate'):
|
||||
if not has_column(cols, 'ticker_interval'):
|
||||
fee_open = get_column_def(cols, 'fee_open', 'fee')
|
||||
fee_close = get_column_def(cols, 'fee_close', 'fee')
|
||||
open_rate_requested = get_column_def(cols, 'open_rate_requested', 'null')
|
||||
@ -157,8 +157,8 @@ class Trade(_DECL_BASE):
|
||||
|
||||
id = Column(Integer, primary_key=True)
|
||||
exchange = Column(String, nullable=False)
|
||||
pair = Column(String, nullable=False)
|
||||
is_open = Column(Boolean, nullable=False, default=True)
|
||||
pair = Column(String, nullable=False, index=True)
|
||||
is_open = Column(Boolean, nullable=False, default=True, index=True)
|
||||
fee_open = Column(Float, nullable=False, default=0.0)
|
||||
fee_close = Column(Float, nullable=False, default=0.0)
|
||||
open_rate = Column(Float)
|
||||
|
||||
@ -524,7 +524,7 @@ def make_fetch_ohlcv_mock(data):
|
||||
return fetch_ohlcv_mock
|
||||
|
||||
|
||||
def test_get_ticker_history(default_conf, mocker):
|
||||
def test_get_candle_history(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
tick = [
|
||||
[
|
||||
@ -541,7 +541,7 @@ def test_get_ticker_history(default_conf, mocker):
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
|
||||
# retrieve original ticker
|
||||
ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
|
||||
ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
|
||||
assert ticks[0][0] == 1511686200000
|
||||
assert ticks[0][1] == 1
|
||||
assert ticks[0][2] == 2
|
||||
@ -563,7 +563,7 @@ def test_get_ticker_history(default_conf, mocker):
|
||||
api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(new_tick))
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
|
||||
ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
|
||||
ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
|
||||
assert ticks[0][0] == 1511686210000
|
||||
assert ticks[0][1] == 6
|
||||
assert ticks[0][2] == 7
|
||||
@ -572,16 +572,16 @@ def test_get_ticker_history(default_conf, mocker):
|
||||
assert ticks[0][5] == 10
|
||||
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
"get_ticker_history", "fetch_ohlcv",
|
||||
"get_candle_history", "fetch_ohlcv",
|
||||
pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
|
||||
|
||||
with pytest.raises(OperationalException, match=r'Exchange .* does not support.*'):
|
||||
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_ticker_history(pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
|
||||
exchange.get_candle_history(pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
|
||||
|
||||
|
||||
def test_get_ticker_history_sort(default_conf, mocker):
|
||||
def test_get_candle_history_sort(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
|
||||
# GDAX use-case (real data from GDAX)
|
||||
@ -604,7 +604,7 @@ def test_get_ticker_history_sort(default_conf, mocker):
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
|
||||
# Test the ticker history sort
|
||||
ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
|
||||
ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
|
||||
assert ticks[0][0] == 1527830400000
|
||||
assert ticks[0][1] == 0.07649
|
||||
assert ticks[0][2] == 0.07651
|
||||
@ -637,7 +637,7 @@ def test_get_ticker_history_sort(default_conf, mocker):
|
||||
api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
# Test the ticker history sort
|
||||
ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
|
||||
ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
|
||||
assert ticks[0][0] == 1527827700000
|
||||
assert ticks[0][1] == 0.07659999
|
||||
assert ticks[0][2] == 0.0766
|
||||
|
||||
@ -110,7 +110,7 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
|
||||
return pairdata
|
||||
|
||||
|
||||
# use for mock freqtrade.exchange.get_ticker_history'
|
||||
# use for mock freqtrade.exchange.get_candle_history'
|
||||
def _load_pair_as_ticks(pair, tickfreq):
|
||||
ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair])
|
||||
ticks = trim_dictlist(ticks, -201)
|
||||
@ -406,12 +406,56 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
|
||||
data={'ETH/BTC': {}}, results=results) == result_str
|
||||
|
||||
|
||||
def test_generate_text_table_strategyn(default_conf, mocker):
|
||||
"""
|
||||
Test Backtesting.generate_text_table_sell_reason() method
|
||||
"""
|
||||
patch_exchange(mocker)
|
||||
backtesting = Backtesting(default_conf)
|
||||
results = {}
|
||||
results['ETH/BTC'] = pd.DataFrame(
|
||||
{
|
||||
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
|
||||
'profit_percent': [0.1, 0.2, 0.3],
|
||||
'profit_abs': [0.2, 0.4, 0.5],
|
||||
'trade_duration': [10, 30, 10],
|
||||
'profit': [2, 0, 0],
|
||||
'loss': [0, 0, 1],
|
||||
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
|
||||
}
|
||||
)
|
||||
results['LTC/BTC'] = pd.DataFrame(
|
||||
{
|
||||
'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
|
||||
'profit_percent': [0.4, 0.2, 0.3],
|
||||
'profit_abs': [0.4, 0.4, 0.5],
|
||||
'trade_duration': [15, 30, 15],
|
||||
'profit': [4, 1, 0],
|
||||
'loss': [0, 0, 1],
|
||||
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
|
||||
}
|
||||
)
|
||||
|
||||
result_str = (
|
||||
'| Strategy | buy count | avg profit % | cum profit % '
|
||||
'| total profit BTC | avg duration | profit | loss |\n'
|
||||
'|:-----------|------------:|---------------:|---------------:'
|
||||
'|-------------------:|:---------------|---------:|-------:|\n'
|
||||
'| ETH/BTC | 3 | 20.00 | 60.00 '
|
||||
'| 1.10000000 | 0:17:00 | 3 | 0 |\n'
|
||||
'| LTC/BTC | 3 | 30.00 | 90.00 '
|
||||
'| 1.30000000 | 0:20:00 | 3 | 0 |'
|
||||
)
|
||||
print(backtesting._generate_text_table_strategy(all_results=results))
|
||||
assert backtesting._generate_text_table_strategy(all_results=results) == result_str
|
||||
|
||||
|
||||
def test_backtesting_start(default_conf, mocker, caplog) -> None:
|
||||
def get_timeframe(input1, input2):
|
||||
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
|
||||
|
||||
mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history')
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_candle_history')
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.optimize.backtesting.Backtesting',
|
||||
@ -446,7 +490,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
|
||||
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
|
||||
|
||||
mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={}))
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history')
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_candle_history')
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.optimize.backtesting.Backtesting',
|
||||
@ -654,6 +698,18 @@ def test_backtest_record(default_conf, fee, mocker):
|
||||
records = records[0]
|
||||
# Ensure records are of correct type
|
||||
assert len(records) == 4
|
||||
|
||||
# reset test to test with strategy name
|
||||
names = []
|
||||
records = []
|
||||
backtesting._store_backtest_result("backtest-result.json", results, "DefStrat")
|
||||
assert len(results) == 4
|
||||
# Assert file_dump_json was only called once
|
||||
assert names == ['backtest-result-DefStrat.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
|
||||
@ -677,7 +733,7 @@ def test_backtest_record(default_conf, fee, mocker):
|
||||
|
||||
def test_backtest_start_live(default_conf, mocker, caplog):
|
||||
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history',
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_candle_history',
|
||||
new=lambda s, n, i: _load_pair_as_ticks(n, i))
|
||||
patch_exchange(mocker)
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
|
||||
@ -686,15 +742,6 @@ def test_backtest_start_live(default_conf, mocker, caplog):
|
||||
read_data=json.dumps(default_conf)
|
||||
))
|
||||
|
||||
args = MagicMock()
|
||||
args.ticker_interval = 1
|
||||
args.level = 10
|
||||
args.live = True
|
||||
args.datadir = None
|
||||
args.export = None
|
||||
args.strategy = 'DefaultStrategy'
|
||||
args.timerange = '-100' # needed due to MagicMock malleability
|
||||
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
@ -725,3 +772,60 @@ def test_backtest_start_live(default_conf, mocker, caplog):
|
||||
|
||||
for line in exists:
|
||||
assert log_has(line, caplog.record_tuples)
|
||||
|
||||
|
||||
def test_backtest_start_multi_strat(default_conf, mocker, caplog):
|
||||
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_candle_history',
|
||||
new=lambda s, n, i: _load_pair_as_ticks(n, i))
|
||||
patch_exchange(mocker)
|
||||
backtestmock = MagicMock()
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
|
||||
gen_table_mock = MagicMock()
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', gen_table_mock)
|
||||
gen_strattable_mock = MagicMock()
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table_strategy',
|
||||
gen_strattable_mock)
|
||||
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
|
||||
read_data=json.dumps(default_conf)
|
||||
))
|
||||
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--datadir', 'freqtrade/tests/testdata',
|
||||
'backtesting',
|
||||
'--ticker-interval', '1m',
|
||||
'--live',
|
||||
'--timerange', '-100',
|
||||
'--enable-position-stacking',
|
||||
'--disable-max-market-positions',
|
||||
'--strategy-list',
|
||||
'DefaultStrategy',
|
||||
'TestStrategy',
|
||||
]
|
||||
args = get_args(args)
|
||||
start(args)
|
||||
# 2 backtests, 4 tables
|
||||
assert backtestmock.call_count == 2
|
||||
assert gen_table_mock.call_count == 4
|
||||
assert gen_strattable_mock.call_count == 1
|
||||
|
||||
# check the logs, that will contain the backtest result
|
||||
exists = [
|
||||
'Parameter -i/--ticker-interval detected ...',
|
||||
'Using ticker_interval: 1m ...',
|
||||
'Parameter -l/--live detected ...',
|
||||
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
|
||||
'Parameter --timerange detected: -100 ...',
|
||||
'Using data folder: freqtrade/tests/testdata ...',
|
||||
'Using stake_currency: BTC ...',
|
||||
'Using stake_amount: 0.001 ...',
|
||||
'Downloading data for all pairs in whitelist ...',
|
||||
'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..',
|
||||
'Parameter --enable-position-stacking detected ...',
|
||||
'Running backtesting for Strategy DefaultStrategy',
|
||||
'Running backtesting for Strategy TestStrategy',
|
||||
]
|
||||
|
||||
for line in exists:
|
||||
assert log_has(line, caplog.record_tuples)
|
||||
|
||||
@ -53,7 +53,7 @@ def _clean_test_file(file: str) -> None:
|
||||
|
||||
|
||||
def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
|
||||
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json')
|
||||
_backup_file(file, copy_file=True)
|
||||
optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
|
||||
@ -63,7 +63,7 @@ def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) ->
|
||||
|
||||
|
||||
def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
|
||||
|
||||
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-5m.json')
|
||||
_backup_file(file, copy_file=True)
|
||||
@ -74,7 +74,7 @@ def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) ->
|
||||
|
||||
|
||||
def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
|
||||
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
|
||||
_backup_file(file, copy_file=True)
|
||||
optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
|
||||
@ -87,7 +87,7 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog, default_co
|
||||
"""
|
||||
Test load_data() with 1 min ticker
|
||||
"""
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
|
||||
|
||||
@ -118,7 +118,7 @@ def test_testdata_path() -> None:
|
||||
|
||||
|
||||
def test_download_pairs(ticker_history, mocker, default_conf) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
|
||||
file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
|
||||
@ -261,7 +261,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
|
||||
|
||||
|
||||
def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
|
||||
mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
|
||||
side_effect=BaseException('File Error'))
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
@ -279,7 +279,7 @@ def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf)
|
||||
|
||||
|
||||
def test_download_backtesting_testdata(ticker_history, mocker, default_conf) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
|
||||
# Download a 1 min ticker file
|
||||
@ -304,7 +304,7 @@ def test_download_backtesting_testdata2(mocker, default_conf) -> None:
|
||||
[1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
|
||||
]
|
||||
json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=tick)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=tick)
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='1m')
|
||||
download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='3m')
|
||||
|
||||
@ -88,7 +88,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog):
|
||||
|
||||
|
||||
def test_get_signal_handles_exceptions(mocker, default_conf):
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=MagicMock())
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
mocker.patch.object(
|
||||
_STRATEGY, 'analyze_ticker',
|
||||
|
||||
@ -132,7 +132,11 @@ def test_parse_args_backtesting_custom() -> None:
|
||||
'backtesting',
|
||||
'--live',
|
||||
'--ticker-interval', '1m',
|
||||
'--refresh-pairs-cached']
|
||||
'--refresh-pairs-cached',
|
||||
'--strategy-list',
|
||||
'DefaultStrategy',
|
||||
'TestStrategy'
|
||||
]
|
||||
call_args = Arguments(args, '').get_parsed_arg()
|
||||
assert call_args.config == 'test_conf.json'
|
||||
assert call_args.live is True
|
||||
@ -141,6 +145,8 @@ def test_parse_args_backtesting_custom() -> None:
|
||||
assert call_args.func is not None
|
||||
assert call_args.ticker_interval == '1m'
|
||||
assert call_args.refresh_pairs is True
|
||||
assert type(call_args.strategy_list) is list
|
||||
assert len(call_args.strategy_list) == 2
|
||||
|
||||
|
||||
def test_parse_args_hyperopt_custom() -> None:
|
||||
|
||||
@ -292,6 +292,61 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
||||
)
|
||||
|
||||
|
||||
def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> None:
|
||||
"""
|
||||
Test setup_configuration() function
|
||||
"""
|
||||
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
|
||||
read_data=json.dumps(default_conf)
|
||||
))
|
||||
|
||||
arglist = [
|
||||
'--config', 'config.json',
|
||||
'backtesting',
|
||||
'--ticker-interval', '1m',
|
||||
'--export', '/bar/foo',
|
||||
'--strategy-list',
|
||||
'DefaultStrategy',
|
||||
'TestStrategy'
|
||||
]
|
||||
|
||||
args = Arguments(arglist, '').get_parsed_arg()
|
||||
|
||||
configuration = Configuration(args)
|
||||
config = configuration.get_config()
|
||||
assert 'max_open_trades' in config
|
||||
assert 'stake_currency' in config
|
||||
assert 'stake_amount' in config
|
||||
assert 'exchange' in config
|
||||
assert 'pair_whitelist' in config['exchange']
|
||||
assert 'datadir' in config
|
||||
assert log_has(
|
||||
'Using data folder: {} ...'.format(config['datadir']),
|
||||
caplog.record_tuples
|
||||
)
|
||||
assert 'ticker_interval' in config
|
||||
assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
|
||||
assert log_has(
|
||||
'Using ticker_interval: 1m ...',
|
||||
caplog.record_tuples
|
||||
)
|
||||
|
||||
assert 'strategy_list' in config
|
||||
assert log_has('Using strategy list of 2 Strategies', caplog.record_tuples)
|
||||
|
||||
assert 'position_stacking' not in config
|
||||
|
||||
assert 'use_max_market_positions' not in config
|
||||
|
||||
assert 'timerange' not in config
|
||||
|
||||
assert 'export' in config
|
||||
assert log_has(
|
||||
'Parameter --export detected: {} ...'.format(config['export']),
|
||||
caplog.record_tuples
|
||||
)
|
||||
|
||||
|
||||
def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
|
||||
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
|
||||
read_data=json.dumps(default_conf)
|
||||
|
||||
@ -14,7 +14,7 @@ def load_dataframe_pair(pairs, strategy):
|
||||
assert isinstance(pairs[0], str)
|
||||
dataframe = ld[pairs[0]]
|
||||
|
||||
dataframe = strategy.analyze_ticker(dataframe, pairs[0])
|
||||
dataframe = strategy.analyze_ticker(dataframe, {'pair': pairs[0]})
|
||||
return dataframe
|
||||
|
||||
|
||||
|
||||
@ -43,7 +43,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
|
||||
:return: None
|
||||
"""
|
||||
freqtrade.strategy.get_signal = lambda e, s, t: value
|
||||
freqtrade.exchange.get_ticker_history = lambda p, i: None
|
||||
freqtrade.exchange.get_candle_history = lambda p, i: None
|
||||
|
||||
|
||||
def patch_RPCManager(mocker) -> MagicMock:
|
||||
@ -544,7 +544,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker_history=MagicMock(return_value=20),
|
||||
get_candle_history=MagicMock(return_value=20),
|
||||
get_balance=MagicMock(return_value=20),
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
@ -404,6 +404,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
|
||||
Test Database migration (starting with new pairformat)
|
||||
"""
|
||||
amount = 103.223
|
||||
# Always create all columns apart from the last!
|
||||
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
|
||||
id INTEGER NOT NULL,
|
||||
exchange VARCHAR NOT NULL,
|
||||
@ -418,14 +419,21 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
|
||||
open_date DATETIME NOT NULL,
|
||||
close_date DATETIME,
|
||||
open_order_id VARCHAR,
|
||||
stop_loss FLOAT,
|
||||
initial_stop_loss FLOAT,
|
||||
max_rate FLOAT,
|
||||
sell_reason VARCHAR,
|
||||
strategy VARCHAR,
|
||||
PRIMARY KEY (id),
|
||||
CHECK (is_open IN (0, 1))
|
||||
);"""
|
||||
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
|
||||
open_rate, stake_amount, amount, open_date)
|
||||
open_rate, stake_amount, amount, open_date,
|
||||
stop_loss, initial_stop_loss, max_rate)
|
||||
VALUES ('binance', 'ETC/BTC', 1, {fee},
|
||||
0.00258580, {stake}, {amount},
|
||||
'2019-11-28 12:44:24.000000')
|
||||
'2019-11-28 12:44:24.000000',
|
||||
0.0, 0.0, 0.0)
|
||||
""".format(fee=fee.return_value,
|
||||
stake=default_conf.get("stake_amount"),
|
||||
amount=amount
|
||||
|
||||
16
freqtrade/tests/test_talib.py
Normal file
16
freqtrade/tests/test_talib.py
Normal file
@ -0,0 +1,16 @@
|
||||
|
||||
|
||||
import talib.abstract as ta
|
||||
import pandas as pd
|
||||
|
||||
|
||||
def test_talib_bollingerbands_near_zero_values():
|
||||
inputs = pd.DataFrame([
|
||||
{'close': 0.00000010},
|
||||
{'close': 0.00000011},
|
||||
{'close': 0.00000012},
|
||||
{'close': 0.00000013},
|
||||
{'close': 0.00000014}
|
||||
])
|
||||
bollinger = ta.BBANDS(inputs, matype=0, timeperiod=2)
|
||||
assert (bollinger['upperband'][3] != bollinger['middleband'][3])
|
||||
@ -1,6 +1,6 @@
|
||||
if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then
|
||||
tar zxvf ta-lib-0.4.0-src.tar.gz
|
||||
cd ta-lib && ./configure && make && sudo make install && cd ..
|
||||
cd ta-lib && sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && ./configure && make && sudo make install && cd ..
|
||||
else
|
||||
echo "TA-lib already installed, skipping download and build."
|
||||
cd ta-lib && sudo make install && cd ..
|
||||
|
||||
@ -1,4 +1,4 @@
|
||||
ccxt==1.17.60
|
||||
ccxt==1.17.122
|
||||
SQLAlchemy==1.2.10
|
||||
python-telegram-bot==10.1.0
|
||||
arrow==0.12.1
|
||||
@ -6,13 +6,13 @@ cachetools==2.1.0
|
||||
requests==2.19.1
|
||||
urllib3==1.22
|
||||
wrapt==1.10.11
|
||||
pandas==0.23.3
|
||||
pandas==0.23.4
|
||||
scikit-learn==0.19.2
|
||||
scipy==1.1.0
|
||||
jsonschema==2.6.0
|
||||
numpy==1.15.0
|
||||
TA-Lib==0.4.17
|
||||
pytest==3.7.0
|
||||
pytest==3.7.1
|
||||
pytest-mock==1.10.0
|
||||
pytest-cov==2.5.1
|
||||
tabulate==0.8.2
|
||||
|
||||
93
scripts/get_market_pairs.py
Normal file
93
scripts/get_market_pairs.py
Normal file
@ -0,0 +1,93 @@
|
||||
import os
|
||||
import sys
|
||||
|
||||
root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
|
||||
sys.path.append(root + '/python')
|
||||
|
||||
import ccxt # noqa: E402
|
||||
|
||||
|
||||
def style(s, style):
|
||||
return style + s + '\033[0m'
|
||||
|
||||
|
||||
def green(s):
|
||||
return style(s, '\033[92m')
|
||||
|
||||
|
||||
def blue(s):
|
||||
return style(s, '\033[94m')
|
||||
|
||||
|
||||
def yellow(s):
|
||||
return style(s, '\033[93m')
|
||||
|
||||
|
||||
def red(s):
|
||||
return style(s, '\033[91m')
|
||||
|
||||
|
||||
def pink(s):
|
||||
return style(s, '\033[95m')
|
||||
|
||||
|
||||
def bold(s):
|
||||
return style(s, '\033[1m')
|
||||
|
||||
|
||||
def underline(s):
|
||||
return style(s, '\033[4m')
|
||||
|
||||
|
||||
def dump(*args):
|
||||
print(' '.join([str(arg) for arg in args]))
|
||||
|
||||
|
||||
def print_supported_exchanges():
|
||||
dump('Supported exchanges:', green(', '.join(ccxt.exchanges)))
|
||||
|
||||
|
||||
try:
|
||||
|
||||
id = sys.argv[1] # get exchange id from command line arguments
|
||||
|
||||
|
||||
# check if the exchange is supported by ccxt
|
||||
exchange_found = id in ccxt.exchanges
|
||||
|
||||
if exchange_found:
|
||||
dump('Instantiating', green(id), 'exchange')
|
||||
|
||||
# instantiate the exchange by id
|
||||
exchange = getattr(ccxt, id)({
|
||||
# 'proxy':'https://cors-anywhere.herokuapp.com/',
|
||||
})
|
||||
|
||||
# load all markets from the exchange
|
||||
markets = exchange.load_markets()
|
||||
|
||||
# output a list of all market symbols
|
||||
dump(green(id), 'has', len(exchange.symbols), 'symbols:', exchange.symbols)
|
||||
|
||||
tuples = list(ccxt.Exchange.keysort(markets).items())
|
||||
|
||||
# debug
|
||||
for (k, v) in tuples:
|
||||
print(v)
|
||||
|
||||
# output a table of all markets
|
||||
dump(pink('{:<15} {:<15} {:<15} {:<15}'.format('id', 'symbol', 'base', 'quote')))
|
||||
|
||||
for (k, v) in tuples:
|
||||
dump('{:<15} {:<15} {:<15} {:<15}'.format(v['id'], v['symbol'], v['base'], v['quote']))
|
||||
|
||||
else:
|
||||
|
||||
dump('Exchange ' + red(id) + ' not found')
|
||||
print_supported_exchanges()
|
||||
|
||||
except Exception as e:
|
||||
dump('[' + type(e).__name__ + ']', str(e))
|
||||
dump("Usage: python " + sys.argv[0], green('id'))
|
||||
print_supported_exchanges()
|
||||
|
||||
@ -138,7 +138,7 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
|
||||
tickers = {}
|
||||
if args.live:
|
||||
logger.info('Downloading pair.')
|
||||
tickers[pair] = exchange.get_ticker_history(pair, tick_interval)
|
||||
tickers[pair] = exchange.get_candle_history(pair, tick_interval)
|
||||
else:
|
||||
tickers = optimize.load_data(
|
||||
datadir=_CONF.get("datadir"),
|
||||
|
||||
Loading…
Reference in New Issue
Block a user