adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into clear-caplog-freqtradebot

Browse Source
This commit is contained in:
Sam Germain 2021-09-07 21:55:00 -06:00
commit 93fcaac19f
30 changed files with 121 additions and 100 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
.github/PULL_REQUEST_TEMPLATE.md vendored
View File

@ -2,14 +2,16 @@ Thank you for sending your pull request. But first, have you included
unit tests, and is your code PEP8 conformant? [More details](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
## Summary
Explain in one sentence the goal of this PR
Solve the issue: #___
## Quick changelog
- <change log #1>
- <change log #2>
- <change log 1>
- <change log 1>
## What's new?
*Explain in details what this PR solve or improve. You can include visuals.*

2
Dockerfile
View File

@ -13,7 +13,7 @@ RUN mkdir /freqtrade \
&& apt-get update \
&& apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev \
&& apt-get clean \
&& useradd -u 1000 -G sudo -U -m ftuser \
&& useradd -u 1000 -G sudo -U -m -s /bin/bash ftuser \
&& chown ftuser:ftuser /freqtrade \
# Allow sudoers
&& echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers

9
build_helpers/install_ta-lib.sh
View File

@ -12,9 +12,12 @@ if [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
&& curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' -o config.sub \
&& ./configure --prefix=${INSTALL_LOC}/ \
&& make -j$(nproc) \
&& which sudo && sudo make install || make install \
&& cd ..
&& which sudo && sudo make install || make install
if [ -x "$(command -v apt-get)" ]; then
echo "Updating library path using ldconfig"
sudo ldconfig
fi
cd .. && rm -rf ./ta-lib/
else
echo "TA-lib already installed, skipping installation"
fi
# && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \

2
docs/advanced-hyperopt.md
View File

@ -80,7 +80,7 @@ To override a pre-defined space (`roi_space`, `generate_roi_table`, `stoploss_sp
class MyAwesomeStrategy(IStrategy):
class HyperOpt:
# Define a custom stoploss space.
def stoploss_space(self):
def stoploss_space():
return [SKDecimal(-0.05, -0.01, decimals=3, name='stoploss')]
```

4
docs/configuration.md
View File

@ -444,8 +444,8 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
```
!!! Warning
This is ongoing work. For now, it is supported only for binance.
Please don't change the default value unless you know what you are doing and have researched the impact of using different values.
This is ongoing work. For now, it is supported only for binance and kucoin.
Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
### Exchange configuration

2
docs/edge.md
View File

@ -3,7 +3,7 @@
The `Edge Positioning` module uses probability to calculate your win rate and risk reward ratio. It will use these statistics to control your strategy trade entry points, position size and, stoploss.
!!! Warning
WHen using `Edge positioning` with a dynamic whitelist (VolumePairList), make sure to also use `AgeFilter` and set it to at least `calculate_since_number_of_days` to avoid problems with missing data.
When using `Edge positioning` with a dynamic whitelist (VolumePairList), make sure to also use `AgeFilter` and set it to at least `calculate_since_number_of_days` to avoid problems with missing data.
!!! Note
`Edge Positioning` only considers *its own* buy/sell/stoploss signals. It ignores the stoploss, trailing stoploss, and ROI settings in the strategy configuration file.

8
docs/exchanges.md
View File

@ -4,6 +4,8 @@ This page combines common gotchas and informations which are exchange-specific a
## Binance
Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
!!! Tip "Stoploss on Exchange"
Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
@ -113,8 +115,12 @@ Kucoin requires a passphrase for each api key, you will therefore need to add th
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"password": "your_exchange_api_key_password",
// ...
}
```
Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force).
### Kucoin Blacklists
For Kucoin, please add `"KCS/<STAKE>"` to your blacklist to avoid issues.
@ -158,6 +164,8 @@ For example, to test the order type `FOK` with Kraken, and modify candle limit t
"order_time_in_force": ["gtc", "fok"],
"ohlcv_candle_limit": 200
}
//...
}
```
!!! Warning

2
docs/requirements-docs.txt
View File

@ -1,4 +1,4 @@
mkdocs==1.2.2
mkdocs-material==7.2.5
mkdocs-material==7.2.6
mdx_truly_sane_lists==1.2
pymdown-extensions==8.2

2
freqtrade/__init__.py
View File

@ -22,7 +22,7 @@ if __version__ == 'develop':
# subprocess.check_output(
# ['git', 'log', '--format="%h"', '-n 1'],
# stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"')
except Exception:
except Exception: # pragma: no cover
# git not available, ignore
try:
# Try Fallback to freqtrade_commit file (created by CI while building docker image)

12
freqtrade/commands/build_config_commands.py
View File

@ -61,13 +61,13 @@ def ask_user_config() -> Dict[str, Any]:
"type": "text",
"name": "stake_currency",
"message": "Please insert your stake currency:",
"default": 'BTC',
"default": 'USDT',
},
{
"type": "text",
"name": "stake_amount",
"message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
"default": "0.01",
"default": "100",
"validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
"filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
if val == UNLIMITED_STAKE_AMOUNT
@ -105,6 +105,8 @@ def ask_user_config() -> Dict[str, Any]:
"bittrex",
"kraken",
"ftx",
"kucoin",
"gateio",
Separator(),
"other",
],
@ -128,6 +130,12 @@ def ask_user_config() -> Dict[str, Any]:
"message": "Insert Exchange Secret",
"when": lambda x: not x['dry_run']
},
{
"type": "password",
"name": "exchange_key_password",
"message": "Insert Exchange API Key password",
"when": lambda x: not x['dry_run'] and x['exchange_name'] == 'kucoin'
},
{
"type": "confirm",
"name": "telegram",

1
freqtrade/exchange/binance.py
View File

@ -18,6 +18,7 @@ class Binance(Exchange):
_ft_has: Dict = {
"stoploss_on_exchange": True,
"order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce",
"ohlcv_candle_limit": 1000,
"trades_pagination": "id",
"trades_pagination_arg": "fromId",

13
freqtrade/exchange/exchange.py
View File

@ -54,12 +54,16 @@ class Exchange:
# Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
_params: Dict = {}
# Additional headers - added to the ccxt object
_headers: Dict = {}
# Dict to specify which options each exchange implements
# This defines defaults, which can be selectively overridden by subclasses using _ft_has
# or by specifying them in the configuration.
_ft_has_default: Dict = {
"stoploss_on_exchange": False,
"order_time_in_force": ["gtc"],
"time_in_force_parameter": "timeInForce",
"ohlcv_params": {},
"ohlcv_candle_limit": 500,
"ohlcv_partial_candle": True,
@ -169,7 +173,7 @@ class Exchange:
asyncio.get_event_loop().run_until_complete(self._api_async.close())
def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
ccxt_kwargs: dict = None) -> ccxt.Exchange:
ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
"""
Initialize ccxt with given config and return valid
ccxt instance.
@ -188,6 +192,10 @@ class Exchange:
}
if ccxt_kwargs:
logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
if self._headers:
# Inject static headers after the above output to not confuse users.
ccxt_kwargs = deep_merge_dicts({'headers': self._headers}, ccxt_kwargs)
if ccxt_kwargs:
ex_config.update(ccxt_kwargs)
try:
@ -716,7 +724,8 @@ class Exchange:
params = self._params.copy()
if time_in_force != 'gtc' and ordertype != 'market':
params.update({'timeInForce': time_in_force})
param = self._ft_has.get('time_in_force_parameter', '')
params.update({param: time_in_force})
try:
# Set the precision for amount and price(rate) as accepted by the exchange

2
freqtrade/exchange/kucoin.py
View File

@ -21,4 +21,6 @@ class Kucoin(Exchange):
_ft_has: Dict = {
"l2_limit_range": [20, 100],
"l2_limit_range_required": False,
"order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce",
}

2
freqtrade/loggers.py
View File

@ -87,7 +87,7 @@ def setup_logging(config: Dict[str, Any]) -> None:
# syslog config. The messages should be equal for this.
handler_sl.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s'))
logging.root.addHandler(handler_sl)
elif s[0] == 'journald':
elif s[0] == 'journald': # pragma: no cover
try:
from systemd.journal import JournaldLogHandler
except ImportError:

6
freqtrade/main.py
View File

@ -9,7 +9,7 @@ from typing import Any, List
# check min. python version
if sys.version_info < (3, 7):
if sys.version_info < (3, 7): # pragma: no cover
sys.exit("Freqtrade requires Python version >= 3.7")
from freqtrade.commands import Arguments
@ -46,7 +46,7 @@ def main(sysargv: List[str] = None) -> None:
"`freqtrade --help` or `freqtrade <command> --help`."
)
except SystemExit as e:
except SystemExit as e: # pragma: no cover
return_code = e
except KeyboardInterrupt:
logger.info('SIGINT received, aborting ...')
@ -60,5 +60,5 @@ def main(sysargv: List[str] = None) -> None:
sys.exit(return_code)
if __name__ == '__main__':
if __name__ == '__main__': # pragma: no cover
main()

4
freqtrade/plugins/pairlist/pairlist_helpers.py
View File

@ -17,7 +17,7 @@ def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
if keep_invalid:
for pair_wc in wildcardpl:
try:
comp = re.compile(pair_wc)
comp = re.compile(pair_wc, re.IGNORECASE)
result_partial = [
pair for pair in available_pairs if re.fullmatch(comp, pair)
]
@ -33,7 +33,7 @@ def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
else:
for pair_wc in wildcardpl:
try:
comp = re.compile(pair_wc)
comp = re.compile(pair_wc, re.IGNORECASE)
result += [
pair for pair in available_pairs if re.fullmatch(comp, pair)
]

16
freqtrade/rpc/api_server/uvicorn_threaded.py
View File

@ -5,6 +5,20 @@ import time
import uvicorn
def asyncio_setup() -> None: # pragma: no cover
# Set eventloop for win32 setups
# Reverts a change done in uvicorn 0.15.0 - which now sets the eventloop
# via policy.
import sys
if sys.version_info >= (3, 8) and sys.platform == "win32":
import asyncio
import selectors
selector = selectors.SelectSelector()
loop = asyncio.SelectorEventLoop(selector)
asyncio.set_event_loop(loop)
class UvicornServer(uvicorn.Server):
"""
Multithreaded server - as found in https://github.com/encode/uvicorn/issues/742
@ -28,7 +42,7 @@ class UvicornServer(uvicorn.Server):
try:
import uvloop # noqa
except ImportError: # pragma: no cover
from uvicorn.loops.asyncio import asyncio_setup
asyncio_setup()
else:
asyncio.set_event_loop(uvloop.new_event_loop())

3
freqtrade/rpc/rpc.py
View File

@ -403,6 +403,9 @@ class RPC:
# Doing the sum is not right - overall profit needs to be based on initial capital
profit_all_ratio_sum = sum(profit_all_ratio) if profit_all_ratio else 0.0
starting_balance = self._freqtrade.wallets.get_starting_balance()
profit_closed_ratio_fromstart = 0
profit_all_ratio_fromstart = 0
if starting_balance:
profit_closed_ratio_fromstart = profit_closed_coin_sum / starting_balance
profit_all_ratio_fromstart = profit_all_coin_sum / starting_balance

9
freqtrade/templates/base_config.json.j2
View File

@ -1,3 +1,10 @@
{%set volume_pairlist = '{
"method": "VolumePairList",
"number_assets": 20,
"sort_key": "quoteVolume",
"min_value": 0,
"refresh_period": 1800
}' %}
{
"max_open_trades": {{ max_open_trades }},
"stake_currency": "{{ stake_currency }}",
@ -29,7 +36,7 @@
},
{{ exchange | indent(4) }},
"pairlists": [
{"method": "StaticPairList"}
{{ '{"method": "StaticPairList"}' if exchange_name == 'bittrex' else volume_pairlist }}
],
"edge": {
"enabled": false,

28
freqtrade/templates/subtemplates/exchange_binance.j2
View File

@ -8,34 +8,8 @@
"rateLimit": 200
},
"pair_whitelist": [
"ALGO/BTC",
"ATOM/BTC",
"BAT/BTC",
"BCH/BTC",
"BRD/BTC",
"EOS/BTC",
"ETH/BTC",
"IOTA/BTC",
"LINK/BTC",
"LTC/BTC",
"NEO/BTC",
"NXS/BTC",
"XMR/BTC",
"XRP/BTC",
"XTZ/BTC"
],
"pair_blacklist": [
"BNB/BTC",
"BNB/BUSD",
"BNB/ETH",
"BNB/EUR",
"BNB/NGN",
"BNB/PAX",
"BNB/RUB",
"BNB/TRY",
"BNB/TUSD",
"BNB/USDC",
"BNB/USDS",
"BNB/USDT"
"BNB/.*"
]
}

10
freqtrade/templates/subtemplates/exchange_bittrex.j2
View File

@ -15,16 +15,6 @@
"rateLimit": 500
},
"pair_whitelist": [
"ETH/BTC",
"LTC/BTC",
"ETC/BTC",
"DASH/BTC",
"ZEC/BTC",
"XLM/BTC",
"XRP/BTC",
"TRX/BTC",
"ADA/BTC",
"XMR/BTC"
],
"pair_blacklist": [
]

22
freqtrade/templates/subtemplates/exchange_kraken.j2
View File

@ -7,28 +7,10 @@
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 1000
// Enable the below for downoading data.
//"rateLimit": 3100
},
"pair_whitelist": [
"ADA/EUR",
"ATOM/EUR",
"BAT/EUR",
"BCH/EUR",
"BTC/EUR",
"DAI/EUR",
"DASH/EUR",
"EOS/EUR",
"ETC/EUR",
"ETH/EUR",
"LINK/EUR",
"LTC/EUR",
"QTUM/EUR",
"REP/EUR",
"WAVES/EUR",
"XLM/EUR",
"XMR/EUR",
"XRP/EUR",
"XTZ/EUR",
"ZEC/EUR"
],
"pair_blacklist": [

18
freqtrade/templates/subtemplates/exchange_kucoin.j2 Normal file
View File

@ -0,0 +1,18 @@
"exchange": {
"name": "{{ exchange_name | lower }}",
"key": "{{ exchange_key }}",
"secret": "{{ exchange_secret }}",
"password": "{{ exchange_key_password }}",
"ccxt_config": {
"enableRateLimit": true
"rateLimit": 200
},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 200
},
"pair_whitelist": [
],
"pair_blacklist": [
]
}

2
mkdocs.yml
View File

@ -23,10 +23,10 @@ nav:
- Hyperopt: hyperopt.md
- Utility Sub-commands: utils.md
- Plotting: plotting.md
- Exchange-specific Notes: exchanges.md
- Data Analysis:
- Jupyter Notebooks: data-analysis.md
- Strategy analysis: strategy_analysis_example.md
- Exchange-specific Notes: exchanges.md
- Advanced Topics:
- Advanced Post-installation Tasks: advanced-setup.md
- Edge Positioning: edge.md

2
requirements-dev.txt
View File

@ -8,7 +8,7 @@ flake8==3.9.2
flake8-type-annotations==0.1.0
flake8-tidy-imports==4.4.1
mypy==0.910
pytest==6.2.4
pytest==6.2.5
pytest-asyncio==0.15.1
pytest-cov==2.12.1
pytest-mock==3.6.1

2
requirements-plot.txt
View File

@ -1,5 +1,5 @@
# Include all requirements to run the bot.
-r requirements.txt
plotly==5.3.0
plotly==5.3.1

2
requirements.txt
View File

@ -1,7 +1,7 @@
numpy==1.21.2
pandas==1.3.2
ccxt==1.55.56
ccxt==1.55.83
# Pin cryptography for now due to rust build errors with piwheels
cryptography==3.4.8
aiohttp==3.7.4.post0

14
setup.sh
View File

@ -95,19 +95,7 @@ function install_talib() {
return
fi
cd build_helpers
tar zxvf ta-lib-0.4.0-src.tar.gz
cd ta-lib
sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h
./configure --prefix=/usr/local
make
sudo make install
if [ -x "$(command -v apt-get)" ]; then
echo "Updating library path using ldconfig"
sudo ldconfig
fi
cd .. && rm -rf ./ta-lib/
cd ..
cd build_helpers && ./install_ta-lib.sh && cd ..
}
function install_mac_newer_python_dependencies() {

7
tests/exchange/test_exchange.py
View File

@ -108,6 +108,13 @@ def test_init_ccxt_kwargs(default_conf, mocker, caplog):
assert hasattr(ex._api_async, 'TestKWARG')
assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog)
assert log_has(asynclogmsg, caplog)
# Test additional headers case
Exchange._headers = {'hello': 'world'}
ex = Exchange(conf)
assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog)
assert ex._api.headers == {'hello': 'world'}
Exchange._headers = {}
def test_destroy(default_conf, mocker, caplog):

5
tests/strategy/test_interface.py
View File

@ -735,11 +735,16 @@ def test_auto_hyperopt_interface(default_conf):
PairLocks.timeframe = default_conf['timeframe']
strategy = StrategyResolver.load_strategy(default_conf)
with pytest.raises(OperationalException):
next(strategy.enumerate_parameters('deadBeef'))
assert strategy.buy_rsi.value == strategy.buy_params['buy_rsi']
# PlusDI is NOT in the buy-params, so default should be used
assert strategy.buy_plusdi.value == 0.5
assert strategy.sell_rsi.value == strategy.sell_params['sell_rsi']
assert repr(strategy.sell_rsi) == 'IntParameter(74)'
# Parameter is disabled - so value from sell_param dict will NOT be used.
assert strategy.sell_minusdi.value == 0.5
all_params = strategy.detect_all_parameters()