Merge branch 'develop' of github.com:gcarq/freqtrade into develop

freqtrade/fiat_convert.py

@@ -1,12 +1,19 @@
+"""
+Module that define classes to convert Crypto-currency to FIAT
+e.g BTC to USD
+"""
+
 import logging
 import time
-
 from pymarketcap import Pymarketcap
 
 logger = logging.getLogger(__name__)
 
 
 class CryptoFiat():
+    """
+    Object to describe what is the price of Crypto-currency in a FIAT
+    """
     # Constants
     CACHE_DURATION = 6 * 60 * 60  # 6 hours
 
@@ -49,6 +56,11 @@ class CryptoFiat():
 
 
 class CryptoToFiatConverter(object):
+    """
+    Main class to initiate Crypto to FIAT.
+    This object contains a list of pair Crypto, FIAT
+    This object is also a Singleton
+    """
     __instance = None
     _coinmarketcap = None
 

freqtrade/strategy/default_strategy.py

@@ -1,7 +1,9 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+
 import talib.abstract as ta
+from pandas import DataFrame
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.strategy.interface import IStrategy
-from pandas import DataFrame
 
 
 class_name = 'DefaultStrategy'

freqtrade/strategy/interface.py

@@ -1,8 +1,22 @@
+"""
+IStrategy interface
+This module defines the interface to apply for strategies
+"""
+
 from abc import ABC, abstractmethod
 from pandas import DataFrame
 
 
 class IStrategy(ABC):
+    """
+    Interface for freqtrade strategies
+    Defines the mandatory structure must follow any custom strategies
+
+    Attributes you can use:
+        minimal_roi -> Dict: Minimal ROI designed for the strategy
+        stoploss -> float: optimal stoploss designed for the strategy
+        ticker_interval -> int: value of the ticker interval to use for the strategy
+    """
     @property
     def name(self) -> str:
         """
@@ -11,13 +25,6 @@ class IStrategy(ABC):
         """
         return self.__class__.__name__
 
-    """
-    Attributes you can use:
-        minimal_roi -> Dict: Minimal ROI designed for the strategy
-        stoploss -> float: optimal stoploss designed for the strategy
-        ticker_interval -> int: value of the ticker interval to use for the strategy
-    """
-
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
         """

freqtrade/strategy/strategy.py

@@ -1,10 +1,12 @@
+"""
+This module load custom strategies
+"""
 import os
 import sys
 import logging
 import importlib
 
 from pandas import DataFrame
-from typing import Dict
 from freqtrade.strategy.interface import IStrategy
 
 
@@ -12,16 +14,36 @@ sys.path.insert(0, r'../../user_data/strategies')
 
 
 class Strategy(object):
+    """
+    This class contains all the logic to load custom strategy class
+    """
     __instance = None
 
     DEFAULT_STRATEGY = 'default_strategy'
 
     def __new__(cls):
+        """
+        Used to create the Singleton
+        :return: Strategy object
+        """
         if Strategy.__instance is None:
             Strategy.__instance = object.__new__(cls)
         return Strategy.__instance
 
+    def __init__(self):
+        if Strategy.__instance is None:
+            self.logger = None
+            self.minimal_roi = None
+            self.stoploss = None
+            self.ticker_interval = None
+            self.custom_strategy = None
+
     def init(self, config):
+        """
+        Load the custom class from config parameter
+        :param config:
+        :return:
+        """
         self.logger = logging.getLogger(__name__)
 
         # Verify the strategy is in the configuration, otherwise fallback to the default strategy
@@ -42,21 +64,22 @@ class Strategy(object):
         if 'stoploss' in config:
             self.custom_strategy.stoploss = config['stoploss']
             self.logger.info(
-                "Override strategy \'stoploss\' with value in config file: {}.".format(
-                    config['stoploss']
-                )
+                "Override strategy \'stoploss\' with value in config file: %s.", config['stoploss']
             )
 
         if 'ticker_interval' in config:
             self.custom_strategy.ticker_interval = config['ticker_interval']
             self.logger.info(
-                "Override strategy \'ticker_interval\' with value in config file: {}.".format(
-                    config['ticker_interval']
-                )
+                "Override strategy \'ticker_interval\' with value in config file: %s.",
+                config['ticker_interval']
             )
 
+        # Minimal ROI designed for the strategy
         self.minimal_roi = self.custom_strategy.minimal_roi
+
+        # Optimal stoploss designed for the strategy
         self.stoploss = self.custom_strategy.stoploss
+
         self.ticker_interval = self.custom_strategy.ticker_interval
 
     def _load_strategy(self, strategy_name: str) -> None:
@@ -90,7 +113,7 @@ class Strategy(object):
         module = importlib.import_module(filename, __package__)
         custom_strategy = getattr(module, module.class_name)
 
-        self.logger.info("Load strategy class: {} ({}.py)".format(module.class_name, filename))
+        self.logger.info("Load strategy class: %s (%s.py)", module.class_name, filename)
         return custom_strategy()
 
     @staticmethod
@@ -126,20 +149,6 @@ class Strategy(object):
 
         return path
 
-    def minimal_roi(self) -> Dict:
-        """
-        Minimal ROI designed for the strategy
-        :return: Dict: Value for the Minimal ROI
-        """
-        return
-
-    def stoploss(self) -> float:
-        """
-        Optimal stoploss designed for the strategy
-        :return: float | return None to disable it
-        """
-        return self.custom_strategy.stoploss
-
     def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
         """
         Populate indicators that will be used in the Buy and Sell strategy

freqtrade/tests/conftest.py

@@ -3,10 +3,13 @@ from datetime import datetime
 from unittest.mock import MagicMock
 from functools import reduce
 
+import json
 import arrow
 import pytest
 from jsonschema import validate
 from telegram import Chat, Message, Update
+from freqtrade.analyze import parse_ticker_dataframe
+from freqtrade.strategy.strategy import Strategy
 
 from freqtrade.misc import CONF_SCHEMA
 
@@ -256,3 +259,16 @@ def ticker_history_without_bv():
             "T": "2017-11-26T09:00:00"
         }
     ]
+
+
+@pytest.fixture
+def result():
+    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
+        return parse_ticker_dataframe(json.load(data_file))
+
+
+@pytest.fixture
+def default_strategy():
+    strategy = Strategy()
+    strategy.init({'strategy': 'default_strategy'})
+    return strategy

freqtrade/tests/exchange/test_exchange.py

@@ -1,8 +1,9 @@
-# pragma pylint: disable=missing-docstring,C0103
+# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
+# pragma pylint: disable=protected-access
 from unittest.mock import MagicMock
-from requests.exceptions import RequestException
 from random import randint
 import logging
+from requests.exceptions import RequestException
 import pytest
 
 from freqtrade import OperationalException
@@ -30,7 +31,7 @@ def test_init(default_conf, mocker, caplog):
             ) in caplog.record_tuples
 
 
-def test_init_exception(default_conf, mocker):
+def test_init_exception(default_conf):
     default_conf['exchange']['name'] = 'wrong_exchange_name'
 
     with pytest.raises(
@@ -171,7 +172,7 @@ def test_get_balances_prod(default_conf, mocker):
 
 # This test is somewhat redundant with
 # test_exchange_bittrex.py::test_exchange_bittrex_get_ticker
-def test_get_ticker(default_conf, mocker, ticker):
+def test_get_ticker(default_conf, mocker):
     maybe_init_api(default_conf, mocker)
     api_mock = MagicMock()
     tick = {"success": True, 'result': {'Bid': 0.00001098, 'Ask': 0.00001099, 'Last': 0.0001}}
@@ -200,7 +201,7 @@ def test_get_ticker(default_conf, mocker, ticker):
     assert ticker['ask'] == 1
 
 
-def test_get_ticker_history(default_conf, mocker, ticker):
+def test_get_ticker_history(default_conf, mocker):
     api_mock = MagicMock()
     tick = 123
     api_mock.get_ticker_history = MagicMock(return_value=tick)
@@ -251,7 +252,7 @@ def test_get_order(default_conf, mocker):
     api_mock = MagicMock()
     api_mock.get_order = MagicMock(return_value=456)
     mocker.patch('freqtrade.exchange._API', api_mock)
-    assert 456 == exchange.get_order('X')
+    assert exchange.get_order('X') == 456
 
 
 def test_get_name(default_conf, mocker):
@@ -271,16 +272,16 @@ def test_get_fee(default_conf, mocker):
     assert get_fee() == 0.0025
 
 
-def test_exchange_misc(default_conf, mocker):
+def test_exchange_misc(mocker):
     api_mock = MagicMock()
     mocker.patch('freqtrade.exchange._API', api_mock)
     exchange.get_markets()
-    assert 1 == api_mock.get_markets.call_count
+    assert api_mock.get_markets.call_count == 1
     exchange.get_market_summaries()
-    assert 1 == api_mock.get_market_summaries.call_count
+    assert api_mock.get_market_summaries.call_count == 1
     api_mock.name = 123
-    assert 123 == exchange.get_name()
+    assert exchange.get_name() == 123
     api_mock.fee = 456
-    assert 456 == exchange.get_fee()
+    assert exchange.get_fee() == 456
     exchange.get_wallet_health()
-    assert 1 == api_mock.get_wallet_health.call_count
+    assert api_mock.get_wallet_health.call_count == 1

freqtrade/tests/exchange/test_exchange_bittrex.py

@@ -1,9 +1,8 @@
-# pragma pylint: disable=missing-docstring,C0103
+# pragma pylint: disable=missing-docstring, C0103, protected-access, unused-argument
 
-import pytest
 from unittest.mock import MagicMock
+import pytest
 from requests.exceptions import ContentDecodingError
-
 from freqtrade.exchange.bittrex import Bittrex
 import freqtrade.exchange.bittrex as btx
 
@@ -88,8 +87,7 @@ class FakeBittrex():
                            'PricePerUnit': 1,
                            'Quantity': 1,
                            'QuantityRemaining': 1,
-                           'Closed': True
-                           },
+                           'Closed': True},
                 'message': 'lost'}
 
     def fake_cancel_order(self, uuid):
@@ -211,24 +209,18 @@ def test_exchange_bittrex_get_ticker():
 def test_exchange_bittrex_get_ticker_bad():
     wb = make_wrap_bittrex()
     fb = FakeBittrex()
-    fb.result = {'success': True,
-                 'result': {'Bid': 1, 'Ask': 0}}  # incomplete result
+    fb.result = {'success': True, 'result': {'Bid': 1, 'Ask': 0}}  # incomplete result
 
     with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
         wb.get_ticker('BTC_ETH')
-    fb.result = {'success': False,
-                 'message': 'gone bad'
-                 }
+    fb.result = {'success': False, 'message': 'gone bad'}
     with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'):
         wb.get_ticker('BTC_ETH')
 
-    fb.result = {'success': True,
-                 'result': {}}  # incomplete result
+    fb.result = {'success': True, 'result': {}}  # incomplete result
     with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
         wb.get_ticker('BTC_ETH')
-    fb.result = {'success': False,
-                 'message': 'gone bad'
-                 }
+    fb.result = {'success': False, 'message': 'gone bad'}
     with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'):
         wb.get_ticker('BTC_ETH')
 

freqtrade/tests/optimize/test_backtesting.py

@@ -1,28 +1,19 @@
-# pragma pylint: disable=missing-docstring,W0212
+# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103
 
 import logging
 import math
-import pandas as pd
-import pytest
 from unittest.mock import MagicMock
+import pandas as pd
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
 from freqtrade.optimize import preprocess
 from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
 import freqtrade.optimize.backtesting as backtesting
-from freqtrade.strategy.strategy import Strategy
 
 
-@pytest.fixture
-def default_strategy():
-    strategy = Strategy()
-    strategy.init({'strategy': 'default_strategy'})
-    return strategy
-
-
-def trim_dictlist(dl, num):
+def trim_dictlist(dict_list, num):
     new = {}
-    for pair, pair_data in dl.items():
+    for pair, pair_data in dict_list.items():
         new[pair] = pair_data[num:]
     return new
 

freqtrade/tests/optimize/test_optimize.py

@@ -1,4 +1,4 @@
-# pragma pylint: disable=missing-docstring,W0212
+# pragma pylint: disable=missing-docstring, protected-access, C0103
 
 import os
 import logging
@@ -55,8 +55,7 @@ def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
     assert os.path.isfile(file) is True
     assert ('freqtrade.optimize',
             logging.INFO,
-            'Download the pair: "BTC_ETH", Interval: 30 min'
-            ) not in caplog.record_tuples
+            'Download the pair: "BTC_ETH", Interval: 30 min') not in caplog.record_tuples
     _clean_test_file(file)
 
 
@@ -72,8 +71,7 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
     assert os.path.isfile(file) is True
     assert ('freqtrade.optimize',
             logging.INFO,
-            'Download the pair: "BTC_ETH", Interval: 5 min'
-            ) not in caplog.record_tuples
+            'Download the pair: "BTC_ETH", Interval: 5 min') not in caplog.record_tuples
     _clean_test_file(file)
 
 
@@ -89,8 +87,7 @@ def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
     assert os.path.isfile(file) is True
     assert ('freqtrade.optimize',
             logging.INFO,
-            'Download the pair: "BTC_ETH", Interval: 1 min'
-            ) not in caplog.record_tuples
+            'Download the pair: "BTC_ETH", Interval: 1 min') not in caplog.record_tuples
     _clean_test_file(file)
 
 
@@ -106,8 +103,7 @@ def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, capl
     assert os.path.isfile(file) is True
     assert ('freqtrade.optimize',
             logging.INFO,
-            'Download the pair: "BTC_MEME", Interval: 1 min'
-            ) in caplog.record_tuples
+            'Download the pair: "BTC_MEME", Interval: 1 min') in caplog.record_tuples
     _clean_test_file(file)
 
 
@@ -173,8 +169,7 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
     _clean_test_file(file1_5)
     assert ('freqtrade.optimize.__init__',
             logging.INFO,
-            'Failed to download the pair: "BTC-MEME", Interval: 1 min'
-            ) in caplog.record_tuples
+            'Failed to download the pair: "BTC-MEME", Interval: 1 min') in caplog.record_tuples
 
 
 def test_download_backtesting_testdata(default_conf, ticker_history, mocker):

freqtrade/tests/rpc/test_rpc_telegram.py

@@ -1,4 +1,5 @@
 # pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors, C0103
+# pragma pylint: disable=unused-argument
 import re
 from datetime import datetime
 from random import randint

freqtrade/tests/strategy/test_strategy.py

@@ -1,14 +1,7 @@
-import json
+# pragma pylint: disable=missing-docstring, protected-access, C0103
+
 import logging
-import pytest
 from freqtrade.strategy.strategy import Strategy
-from freqtrade.analyze import parse_ticker_dataframe
-
-
-@pytest.fixture
-def result():
-    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
-        return parse_ticker_dataframe(json.load(data_file))
 
 
 def test_sanitize_module_name():
@@ -28,8 +21,6 @@ def test_search_strategy():
 
 def test_strategy_structure():
     assert hasattr(Strategy, 'init')
-    assert hasattr(Strategy, 'minimal_roi')
-    assert hasattr(Strategy, 'stoploss')
     assert hasattr(Strategy, 'populate_indicators')
     assert hasattr(Strategy, 'populate_buy_trend')
     assert hasattr(Strategy, 'populate_sell_trend')

freqtrade/tests/test_acl_pair.py

@@ -1,3 +1,5 @@
+# pragma pylint: disable=missing-docstring,C0103
+
 from freqtrade.main import refresh_whitelist, gen_pair_whitelist
 
 # whitelist, blacklist, filtering, all of that will
@@ -73,16 +75,9 @@ def get_market_summaries():
 
 
 def get_health():
-    return [{'Currency': 'ETH',
-             'IsActive': True
-             },
-            {'Currency': 'TKN',
-             'IsActive': True
-             },
-            {'Currency': 'BLK',
-             'IsActive': True
-             }
-            ]
+    return [{'Currency': 'ETH', 'IsActive': True},
+            {'Currency': 'TKN', 'IsActive': True},
+            {'Currency': 'BLK', 'IsActive': True}]
 
 
 def get_health_empty():

freqtrade/tests/test_analyze.py

@@ -1,10 +1,8 @@
-# pragma pylint: disable=missing-docstring,W0621
+# pragma pylint: disable=missing-docstring, C0103
 import datetime
-import json
 from unittest.mock import MagicMock
 
 import arrow
-import pytest
 from pandas import DataFrame
 
 import freqtrade.tests.conftest as tt  # test tools
@@ -14,12 +12,6 @@ from freqtrade.analyze import (get_signal, parse_ticker_dataframe,
 from freqtrade.strategy.strategy import Strategy
 
 
-@pytest.fixture
-def result():
-    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
-        return parse_ticker_dataframe(json.load(data_file))
-
-
 def test_dataframe_correct_columns(result):
     assert result.columns.tolist() == \
         ['close', 'high', 'low', 'open', 'date', 'volume']

freqtrade/tests/test_dataframe.py

@@ -1,5 +1,6 @@
-import pandas
+# pragma pylint: disable=missing-docstring, C0103
 
+import pandas
 import freqtrade.optimize
 from freqtrade import analyze
 

freqtrade/tests/test_fiat_convert.py

@@ -1,4 +1,5 @@
-# pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors, C0103
+# pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors,
+# pragma pylint: disable=protected-access, C0103
 
 import time
 from unittest.mock import MagicMock
@@ -47,16 +48,19 @@ def test_fiat_convert_is_supported():
 def test_fiat_convert_add_pair():
     fiat_convert = CryptoToFiatConverter()
 
-    assert len(fiat_convert._pairs) == 0
+    pair_len = len(fiat_convert._pairs)
+    assert pair_len == 0
 
     fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='usd', price=12345.0)
-    assert len(fiat_convert._pairs) == 1
+    pair_len = len(fiat_convert._pairs)
+    assert pair_len == 1
     assert fiat_convert._pairs[0].crypto_symbol == 'BTC'
     assert fiat_convert._pairs[0].fiat_symbol == 'USD'
     assert fiat_convert._pairs[0].price == 12345.0
 
     fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='Eur', price=13000.2)
-    assert len(fiat_convert._pairs) == 2
+    pair_len = len(fiat_convert._pairs)
+    assert pair_len == 2
     assert fiat_convert._pairs[1].crypto_symbol == 'BTC'
     assert fiat_convert._pairs[1].fiat_symbol == 'EUR'
     assert fiat_convert._pairs[1].price == 13000.2
@@ -95,7 +99,8 @@ def test_fiat_convert_get_price(mocker):
         fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='US Dollar')
 
     # Check the value return by the method
-    assert len(fiat_convert._pairs) == 0
+    pair_len = len(fiat_convert._pairs)
+    assert pair_len == 0
     assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 28000.0
     assert fiat_convert._pairs[0].crypto_symbol == 'BTC'
     assert fiat_convert._pairs[0].fiat_symbol == 'USD'

freqtrade/tests/test_main.py

@@ -1,4 +1,4 @@
-# pragma pylint: disable=missing-docstring,C0103
+# pragma pylint: disable=missing-docstring, C0103
 import copy
 import logging
 from unittest.mock import MagicMock
@@ -325,27 +325,31 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker):
 
     # Buy and Sell triggering, so doing nothing ...
     trades = Trade.query.all()
-    assert len(trades) == 0
+    nb_trades = len(trades)
+    assert nb_trades == 0
 
     # Buy is triggering, so buying ...
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
     create_trade(0.001, int(default_conf['ticker_interval']))
     trades = Trade.query.all()
-    assert len(trades) == 1
+    nb_trades = len(trades)
+    assert nb_trades == 1
     assert trades[0].is_open is True
 
     # Buy and Sell are not triggering, so doing nothing ...
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, False))
     assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
     trades = Trade.query.all()
-    assert len(trades) == 1
+    nb_trades = len(trades)
+    assert nb_trades == 1
     assert trades[0].is_open is True
 
     # Buy and Sell are triggering, so doing nothing ...
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
     assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
     trades = Trade.query.all()
-    assert len(trades) == 1
+    nb_trades = len(trades)
+    assert nb_trades == 1
     assert trades[0].is_open is True
 
     # Sell is triggering, guess what : we are Selling!
@@ -468,7 +472,8 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mo
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
     trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
-    assert len(trades) == 0
+    nb_trades = len(trades)
+    assert nb_trades == 0
 
 
 def test_handle_timedout_limit_buy(mocker):

freqtrade/tests/test_persistence.py

@@ -1,4 +1,4 @@
-# pragma pylint: disable=missing-docstring
+# pragma pylint: disable=missing-docstring, C0103
 import os
 import pytest
 from sqlalchemy import create_engine
@@ -12,7 +12,7 @@ def test_init_create_session(default_conf, mocker):
     # Check if init create a session
     init(default_conf)
     assert hasattr(Trade, 'session')
-    assert type(Trade.session).__name__ is 'Session'
+    assert 'Session' in type(Trade.session).__name__
 
 
 def test_init_dry_run_db(default_conf, mocker):