Merge branch 'aws' of https://github.com/berlinguyinca/freqtrade into aws

freqtrade/arguments.py

@@ -194,7 +194,7 @@ class Arguments(object):
         Builds and attaches all subcommands
         :return: None
         """
-        from freqtrade.optimize import backtesting, hyperopt
+        from freqtrade.optimize import backtesting
 
         subparsers = self.parser.add_subparsers(dest='subparser')
 
@@ -205,10 +205,14 @@ class Arguments(object):
         self.backtesting_options(backtesting_cmd)
 
         # Add hyperopt subcommand
+        try:
+            from freqtrade.optimize import hyperopt
             hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
             hyperopt_cmd.set_defaults(func=hyperopt.start)
             self.optimizer_shared_options(hyperopt_cmd)
             self.hyperopt_options(hyperopt_cmd)
+        except ImportError as e:
+            logging.warn("no hyper opt found - skipping support for it")
 
     @staticmethod
     def parse_timerange(text: str) -> Optional[Tuple[List, int, int]]:

freqtrade/aws/backtesting_lambda.py

@@ -114,6 +114,7 @@ def backtest(event, context):
                     print("persist data in dynamo")
 
                     print(result)
+                    result_data = []
                     for index, row in result.iterrows():
                         data = {
                             "id": "{}.{}:{}".format(user, name, row['currency']),
@@ -129,9 +130,15 @@ def backtest(event, context):
 
                         data = json.dumps(data, use_decimal=True)
                         data = json.loads(data, use_decimal=True)
-                        print(data)
+
                         # persist data
                         trade_table.put_item(Item=data)
+                        result_data.append(data)
+
+                    return {
+                        "statusCode": 200,
+                        "body": json.dumps(result_data)
+                    }
                 else:
                     raise Exception(
                         "sorry we did not find any matching strategy for user {} and name {}".format(user, name))

freqtrade/aws/strategy.py

@@ -8,7 +8,7 @@ from boto3.dynamodb.conditions import Key, Attr
 from jsonschema import validate
 
 from freqtrade.aws.schemas import __SUBMIT_STRATEGY_SCHEMA__
-from freqtrade.aws.tables import get_strategy_table
+from freqtrade.aws.tables import get_strategy_table, get_trade_table
 from freqtrade.strategy.resolver import StrategyResolver
 import requests
 
@@ -144,7 +144,7 @@ def submit(event, context):
     :return:
     """
 
-    print(event)
+    # print(event)
     # get data
     data = json.loads(event['body'])
 
@@ -253,3 +253,44 @@ def submit_github(event, context):
         print("imported/updated: {} strategies".format(strategies))
     else:
         print("invalid response received \n{}\n".format(result))
+
+
+def get_trades(event, context):
+    """
+        this function retuns all the knowns trades for a user, strategy and pair
+    :param event:
+    :param context:
+    :return:
+    """
+
+    assert 'pathParameters' in event
+    assert 'user' in event['pathParameters']
+    assert 'name' in event['pathParameters']
+    assert 'stake' in event['pathParameters']
+    assert 'asset' in event['pathParameters']
+
+    table = get_trade_table()
+
+    response = table.query(
+        KeyConditionExpression=Key('id').eq(
+            "{}.{}:{}/{}".format(
+                event['pathParameters']['user'],
+                event['pathParameters']['name'],
+                event['pathParameters']['asset'],
+                event['pathParameters']['stake']
+            )
+        )
+    )
+
+    if "Items" in response and len(response['Items']) > 0:
+
+        return {
+            "statusCode": response['ResponseMetadata']['HTTPStatusCode'],
+            "body": json.dumps(response['Items'])
+        }
+
+    else:
+        return {
+            "statusCode": response['ResponseMetadata']['HTTPStatusCode'],
+            "body": json.dumps(response)
+        }

freqtrade/tests/aws/test_backtest.py

@@ -5,7 +5,7 @@ import boto3
 import pytest
 import simplejson as json
 from freqtrade.aws.backtesting_lambda import backtest, cron
-from freqtrade.aws.strategy import submit
+from freqtrade.aws.strategy import submit, get_trades
 
 
 def test_backtest(lambda_context):
@@ -72,7 +72,7 @@ class MyFancyTestStrategy(IStrategy):
         "name": "MyFancyTestStrategy"
     }
 
-    backtest({
+    data = json.loads(backtest({
         "Records": [
             {
                 "Sns": {
@@ -80,7 +80,23 @@ class MyFancyTestStrategy(IStrategy):
                     "Message": json.dumps(request)
                 }
             }]
-    }, {})
+    }, {})['body'])
+
+    # evaluate that we now have trades in the database
+    # sadly not always a given at this tage
+    # due to the dynamic nature. Should pick a strategy for testing
+    # which generates a lot of trades
+    if len(data) > 0:
+        data = get_trades({
+            'pathParameters': {
+                'user': "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
+                "name": "MyFancyTestStrategy",
+                'stake': "USDT",
+                'asset': "{}".format(data[0]['pair'].split("/")[0])
+            }
+        }, {})['body']
+        print(data)
+        assert len(json.loads(data)) > 0
 
 
 def test_cron(lambda_context):
@@ -146,4 +162,4 @@ class MyFancyTestStrategy(IStrategy):
 
     cron({}, {})
 
-    #TODO test receiving of message some how
+    # TODO test receiving of message some how

serverless.yml

@@ -158,6 +158,28 @@ functions:
     environment:
       strategyTable: ${self:custom.strategyTable}
 
+  # loads all trades for a strategy and it's associated pairs
+  trades:
+    memorySize: 128
+    handler: freqtrade/aws/strategy.get_trades
+    events:
+      - http:
+          path: strategies/{user}/{name}/{stake}/{asset}
+          method: get
+          cors: true
+          request:
+            parameter:
+              paths:
+                user: true
+                name: true
+                stake: true
+                asset: true
+
+    environment:
+      strategyTable: ${self:custom.strategyTable}
+      tradeTable: ${self:custom.tradeTable}
+
+
   #submits a new strategy to the system
   submit:
     memorySize: 128