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

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This commit is contained in:
Janne Sinivirta 2018-01-28 10:46:33 +02:00
commit 9090715ae5
17 changed files with 141 additions and 126 deletions
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14
freqtrade/fiat_convert.py
View File

@ -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

4
freqtrade/strategy/default_strategy.py
View File

@ -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'

21
freqtrade/strategy/interface.py
View File

@ -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:
"""

53
freqtrade/strategy/strategy.py
View File

@ -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

16
freqtrade/tests/conftest.py
View File

@ -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

25
freqtrade/tests/exchange/test_exchange.py
View File

@ -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

22
freqtrade/tests/exchange/test_exchange_bittrex.py
View File

@ -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')

17
freqtrade/tests/optimize/test_backtesting.py
View File

@ -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

17
freqtrade/tests/optimize/test_optimize.py
View File

@ -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):

1
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@ -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

13
freqtrade/tests/strategy/test_strategy.py
View File

@ -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')

15
freqtrade/tests/test_acl_pair.py
View File

@ -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():

10
freqtrade/tests/test_analyze.py
View File

@ -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']

3
freqtrade/tests/test_dataframe.py
View File

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

15
freqtrade/tests/test_fiat_convert.py
View File

@ -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'

17
freqtrade/tests/test_main.py
View File

@ -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):

4
freqtrade/tests/test_persistence.py
View File

@ -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):