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Merge pull request #2156 from freqtrade/remove_live

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Remove deprecated option live  - deprecate -r
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Matthias 2019-08-22 15:33:39 +02:00 committed by GitHub
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17 changed files with 35 additions and 81 deletions
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17
docs/backtesting.md
View File

@ -67,22 +67,13 @@ freqtrade backtesting
freqtrade backtesting --ticker-interval 1m
```
#### Update cached pairs with the latest data
```bash
freqtrade backtesting --refresh-pairs-cached
```
#### With live data (do not alter your testdata files)
```bash
freqtrade backtesting --live
```
#### Using a different on-disk ticker-data source
Assume you downloaded the history data from the Bittrex exchange and kept it in the `user_data/data/bittrex-20180101` directory.
You can then use this data for backtesting as follows:
```bash
freqtrade backtesting --datadir freqtrade/tests/testdata-20180101
freqtrade backtesting --datadir user_data/data/bittrex-20180101
```
#### With a (custom) strategy file

1
docs/bot-usage.md
View File

@ -195,7 +195,6 @@ optional arguments:
Disable applying `max_open_trades` during backtest
(same as setting `max_open_trades` to a very high
number).
-l, --live Use live data.
--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
Provide a space-separated list of strategies to
backtest Please note that ticker-interval needs to be

17
docs/deprecated.md
View File

@ -4,12 +4,15 @@ This page contains description of the command line arguments, configuration para
and the bot features that were declared as DEPRECATED by the bot development team
and are no longer supported. Please avoid their usage in your configuration.
### the `--live` command line option
## Deprecated
`--live` in the context of backtesting allows to download the latest tick data for backtesting.
Since this only downloads one set of data (by default 500 candles) - this is not really suitable for extendet backtesting, and has therefore been deprecated.
### the `--refresh-pairs-cached` command line option
This command was deprecated in `2019.6-dev` and will be removed after the next release.
`--refresh-pairs-cached` in the context of backtesting, hyperopt and edge allows to refresh candle data for backtesting.
Since this leads to much confusion, and slows down backtesting (while not being part of backtesting) this has been singled out
as a seperate freqtrade subcommand `freqtrade download-data`.
This command line option was deprecated in `2019.7-dev` and will be removed after the next release.
## Removed features
@ -17,3 +20,9 @@ This command was deprecated in `2019.6-dev` and will be removed after the next r
This command line option was deprecated in 2018 and removed freqtrade 2019.6-dev (develop branch)
and in freqtrade 2019.7 (master branch).
### the `--live` command line option
`--live` in the context of backtesting allowed to download the latest tick data for backtesting.
Did only download the latest 500 candles, so was ineffective in getting good backtest data.
Removed in 2019-7-dev (develop branch) and in freqtrade 2019-8 (master branch)

5
docs/edge.md
View File

@ -234,9 +234,8 @@ An example of its output:
### Update cached pairs with the latest data
```bash
freqtrade edge --refresh-pairs-cached
```
Edge requires historic data the same way as backtesting does.
Please refer to the [download section](backtesting.md#Getting-data-for-backtesting-and-hyperopt) of the documentation for details.
### Precising stoploss range

12
docs/plotting.md
View File

@ -15,7 +15,7 @@ pip install -U -r requirements-plot.txt
Usage for the price plotter:
``` bash
python3 script/plot_dataframe.py [-h] [-p pairs] [--live]
python3 script/plot_dataframe.py [-h] [-p pairs]
```
Example
@ -41,20 +41,12 @@ To plot multiple pairs, separate them with a comma:
python3 scripts/plot_dataframe.py -p BTC/ETH,XRP/ETH
```
To plot the current live price use the `--live` flag:
``` bash
python3 scripts/plot_dataframe.py -p BTC/ETH --live
```
To plot a timerange (to zoom in):
``` bash
python3 scripts/plot_dataframe.py -p BTC/ETH --timerange=100-200
python3 scripts/plot_dataframe.py -p BTC/ETH --timerange=20180801-20180805
```
Timerange doesn't work with live data.
To plot trades stored in a database use `--db-url` argument:
``` bash

1
docs/strategy-customization.md
View File

@ -319,7 +319,6 @@ if self.dp:
print(f"available {pair}, {ticker}")
```
#### Get data for non-tradeable pairs
Data for additional, informative pairs (reference pairs) can be beneficial for some strategies.

4
freqtrade/configuration/arguments.py
View File

@ -17,7 +17,7 @@ ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
"max_open_trades", "stake_amount", "refresh_pairs"]
ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
"live", "strategy_list", "export", "exportfilename"]
"strategy_list", "export", "exportfilename"]
ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
"position_stacking", "epochs", "spaces",
@ -37,7 +37,7 @@ ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "exchange", "timeframes", "
ARGS_PLOT_DATAFRAME = (ARGS_COMMON + ARGS_STRATEGY +
["pairs", "indicators1", "indicators2", "plot_limit", "db_url",
"trade_source", "export", "exportfilename", "timerange",
"refresh_pairs", "live"])
"refresh_pairs"])
ARGS_PLOT_PROFIT = (ARGS_COMMON + ARGS_STRATEGY +
["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source"])

5
freqtrade/configuration/cli_options.py
View File

@ -128,11 +128,6 @@ AVAILABLE_CLI_OPTIONS = {
action='store_false',
default=True,
),
"live": Arg(
'-l', '--live',
help='Use live data.',
action='store_true',
),
"strategy_list": Arg(
'--strategy-list',
help='Provide a space-separated list of strategies to backtest. '

7
freqtrade/configuration/configuration.py
View File

@ -183,10 +183,6 @@ class Configuration(object):
logstring='Parameter -i/--ticker-interval detected ... '
'Using ticker_interval: {} ...')
self._args_to_config(config, argname='live',
logstring='Parameter -l/--live detected ...',
deprecated_msg='--live will be removed soon.')
self._args_to_config(config, argname='position_stacking',
logstring='Parameter --enable-position-stacking detected ...')
@ -211,7 +207,8 @@ class Configuration(object):
self._process_datadir_options(config)
self._args_to_config(config, argname='refresh_pairs',
logstring='Parameter -r/--refresh-pairs-cached detected ...')
logstring='Parameter -r/--refresh-pairs-cached detected ...',
deprecated_msg='-r/--refresh-pairs-cached will be removed soon.')
self._args_to_config(config, argname='strategy_list',
logstring='Using strategy list of {} Strategies', logfun=len)

1
freqtrade/optimize/backtesting.py
View File

@ -413,7 +413,6 @@ class Backtesting(object):
refresh_pairs=self.config.get('refresh_pairs', False),
exchange=self.exchange,
timerange=timerange,
live=self.config.get('live', False)
)
if not data:

3
freqtrade/plot/plotting.py
View File

@ -31,7 +31,7 @@ def init_plotscript(config):
exchange: Optional[Exchange] = None
# Exchange is only needed when downloading data!
if config.get("live", False) or config.get("refresh_pairs", False):
if config.get("refresh_pairs", False):
exchange = ExchangeResolver(config.get('exchange', {}).get('name'),
config).exchange
@ -51,7 +51,6 @@ def init_plotscript(config):
refresh_pairs=config.get('refresh_pairs', False),
timerange=timerange,
exchange=exchange,
live=config.get("live", False),
)
trades = load_trades(config)

23
freqtrade/tests/optimize/test_backtesting.py
View File

@ -186,9 +186,6 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
assert 'ticker_interval' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'live' not in config
assert not log_has('Parameter -l/--live detected ...', caplog)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
@ -215,7 +212,6 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
'--datadir', '/foo/bar',
'backtesting',
'--ticker-interval', '1m',
'--live',
'--enable-position-stacking',
'--disable-max-market-positions',
'--refresh-pairs-cached',
@ -238,9 +234,6 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
caplog)
assert 'live' in config
assert log_has('Parameter -l/--live detected ...', caplog)
assert 'position_stacking' in config
assert log_has('Parameter --enable-position-stacking detected ...', caplog)
@ -479,7 +472,6 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
default_conf['ticker_interval'] = '1m'
default_conf['live'] = False
default_conf['datadir'] = None
default_conf['export'] = None
default_conf['timerange'] = '-100'
@ -513,7 +505,6 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
default_conf['ticker_interval'] = "1m"
default_conf['live'] = False
default_conf['datadir'] = None
default_conf['export'] = None
default_conf['timerange'] = '20180101-20180102'
@ -815,8 +806,7 @@ def test_backtest_record(default_conf, fee, mocker):
assert dur > 0
@pytest.mark.filterwarnings("ignore:DEPRECATED")
def test_backtest_start_live(default_conf, mocker, caplog):
def test_backtest_start_timerange(default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
async def load_pairs(pair, timeframe, since):
@ -836,7 +826,6 @@ def test_backtest_start_live(default_conf, mocker, caplog):
'--datadir', 'freqtrade/tests/testdata',
'backtesting',
'--ticker-interval', '1m',
'--live',
'--timerange', '-100',
'--enable-position-stacking',
'--disable-max-market-positions'
@ -846,14 +835,12 @@ def test_backtest_start_live(default_conf, mocker, caplog):
# 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 directory: freqtrade/tests/testdata ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Live: Downloading data for all defined pairs ...',
'Backtesting with data from 2017-11-14T19:31:00+00:00 '
'Backtesting with data from 2017-11-14T21:17:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...'
]
@ -862,7 +849,6 @@ def test_backtest_start_live(default_conf, mocker, caplog):
assert log_has(line, caplog)
@pytest.mark.filterwarnings("ignore:DEPRECATED")
def test_backtest_start_multi_strat(default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
@ -886,7 +872,6 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
'--datadir', 'freqtrade/tests/testdata',
'backtesting',
'--ticker-interval', '1m',
'--live',
'--timerange', '-100',
'--enable-position-stacking',
'--disable-max-market-positions',
@ -904,14 +889,12 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
# 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 directory: freqtrade/tests/testdata ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Live: Downloading data for all defined pairs ...',
'Backtesting with data from 2017-11-14T19:31:00+00:00 '
'Backtesting with data from 2017-11-14T21:17:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy',

6
freqtrade/tests/optimize/test_edge_cli.py
View File

@ -3,11 +3,14 @@
from unittest.mock import MagicMock
import pytest
from freqtrade.edge import PairInfo
from freqtrade.optimize import setup_configuration, start_edge
from freqtrade.optimize.edge_cli import EdgeCli
from freqtrade.state import RunMode
from freqtrade.tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
from freqtrade.tests.conftest import (get_args, log_has, log_has_re,
patch_exchange,
patched_configuration_load_config_file)
@ -40,6 +43,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
assert 'stoploss_range' not in config
@pytest.mark.filterwarnings("ignore:DEPRECATED")
def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, edge_conf)
mocker.patch(

4
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -86,9 +86,6 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
assert 'ticker_interval' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'live' not in config
assert not log_has('Parameter -l/--live detected ...', caplog)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
@ -100,6 +97,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
assert config['runmode'] == RunMode.HYPEROPT
@pytest.mark.filterwarnings("ignore:DEPRECATED")
def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch(

2
freqtrade/tests/test_arguments.py
View File

@ -98,7 +98,6 @@ def test_parse_args_backtesting_custom() -> None:
args = [
'-c', 'test_conf.json',
'backtesting',
'--live',
'--ticker-interval', '1m',
'--refresh-pairs-cached',
'--strategy-list',
@ -107,7 +106,6 @@ def test_parse_args_backtesting_custom() -> None:
]
call_args = Arguments(args, '').get_parsed_arg()
assert call_args.config == ['test_conf.json']
assert call_args.live is True
assert call_args.verbosity == 0
assert call_args.subparser == 'backtesting'
assert call_args.func is not None

7
freqtrade/tests/test_configuration.py
View File

@ -338,9 +338,6 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
assert 'ticker_interval' in config
assert not log_has('Parameter -i/--ticker-interval detected ...', caplog)
assert 'live' not in config
assert not log_has('Parameter -l/--live detected ...', caplog)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
@ -369,7 +366,6 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'--userdir', "/tmp/freqtrade",
'backtesting',
'--ticker-interval', '1m',
'--live',
'--enable-position-stacking',
'--disable-max-market-positions',
'--refresh-pairs-cached',
@ -395,9 +391,6 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
caplog)
assert 'live' in config
assert log_has('Parameter -l/--live detected ...', caplog)
assert 'position_stacking'in config
assert log_has('Parameter --enable-position-stacking detected ...', caplog)

1
freqtrade/tests/test_main.py
View File

@ -28,7 +28,6 @@ def test_parse_args_backtesting(mocker) -> None:
assert backtesting_mock.call_count == 1
call_args = backtesting_mock.call_args[0][0]
assert call_args.config == ['config.json']
assert call_args.live is False
assert call_args.verbosity == 0
assert call_args.subparser == 'backtesting'
assert call_args.func is not None