Merge pull request #2317 from hroff-1902/list-timeframes

Add list-timeframes subcommand
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hroff-1902 2019-10-06 16:28:15 +03:00 committed by GitHub
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8 changed files with 204 additions and 18 deletions

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@ -12,17 +12,23 @@ This page explains the different parameters of the bot and how to run it.
usage: freqtrade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] usage: freqtrade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH] [--userdir PATH] [-s NAME] [--strategy-path PATH]
[--db-url PATH] [--sd-notify] [--db-url PATH] [--sd-notify]
{backtesting,edge,hyperopt,create-userdir,list-exchanges} ... {backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
...
Free, open source crypto trading bot Free, open source crypto trading bot
positional arguments: positional arguments:
{backtesting,edge,hyperopt,create-userdir,list-exchanges} {backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
backtesting Backtesting module. backtesting Backtesting module.
edge Edge module. edge Edge module.
hyperopt Hyperopt module. hyperopt Hyperopt module.
create-userdir Create user-data directory. create-userdir Create user-data directory.
list-exchanges Print available exchanges. list-exchanges Print available exchanges.
list-timeframes Print available ticker intervals (timeframes) for the
exchange.
download-data Download backtesting data.
plot-dataframe Plot candles with indicators.
plot-profit Generate plot showing profits.
optional arguments: optional arguments:
-h, --help show this help message and exit -h, --help show this help message and exit

56
docs/utils.md Normal file
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@ -0,0 +1,56 @@
# Utility Subcommands
Besides the Live-Trade and Dry-Run run modes, the `backtesting`, `edge` and `hyperopt` optimization subcommands, and the `download-data` subcommand which prepares historical data, the bot contains a number of utility subcommands. They are described in this section.
## List Exchanges
Use the `list-exchanges` subcommand to see the exchanges available for the bot.
```
usage: freqtrade list-exchanges [-h] [-1] [-a]
optional arguments:
-h, --help show this help message and exit
-1, --one-column Print exchanges in one column.
-a, --all Print all exchanges known to the ccxt library.
```
* Example: see exchanges available for the bot:
```
$ freqtrade list-exchanges
Exchanges available for Freqtrade: _1btcxe, acx, allcoin, bequant, bibox, binance, binanceje, binanceus, bitbank, bitfinex, bitfinex2, bitkk, bitlish, bitmart, bittrex, bitz, bleutrade, btcalpha, btcmarkets, btcturk, buda, cex, cobinhood, coinbaseprime, coinbasepro, coinex, cointiger, coss, crex24, digifinex, dsx, dx, ethfinex, fcoin, fcoinjp, gateio, gdax, gemini, hitbtc2, huobipro, huobiru, idex, kkex, kraken, kucoin, kucoin2, kuna, lbank, mandala, mercado, oceanex, okcoincny, okcoinusd, okex, okex3, poloniex, rightbtc, theocean, tidebit, upbit, zb
```
* Example: see all exchanges supported by the ccxt library (including 'bad' ones, i.e. those that are known to not work with Freqtrade):
```
$ freqtrade list-exchanges -a
All exchanges supported by the ccxt library: _1btcxe, acx, adara, allcoin, anxpro, bcex, bequant, bibox, bigone, binance, binanceje, binanceus, bit2c, bitbank, bitbay, bitfinex, bitfinex2, bitflyer, bitforex, bithumb, bitkk, bitlish, bitmart, bitmex, bitso, bitstamp, bitstamp1, bittrex, bitz, bl3p, bleutrade, braziliex, btcalpha, btcbox, btcchina, btcmarkets, btctradeim, btctradeua, btcturk, buda, bxinth, cex, chilebit, cobinhood, coinbase, coinbaseprime, coinbasepro, coincheck, coinegg, coinex, coinexchange, coinfalcon, coinfloor, coingi, coinmarketcap, coinmate, coinone, coinspot, cointiger, coolcoin, coss, crex24, crypton, deribit, digifinex, dsx, dx, ethfinex, exmo, exx, fcoin, fcoinjp, flowbtc, foxbit, fybse, gateio, gdax, gemini, hitbtc, hitbtc2, huobipro, huobiru, ice3x, idex, independentreserve, indodax, itbit, kkex, kraken, kucoin, kucoin2, kuna, lakebtc, latoken, lbank, liquid, livecoin, luno, lykke, mandala, mercado, mixcoins, negociecoins, nova, oceanex, okcoincny, okcoinusd, okex, okex3, paymium, poloniex, rightbtc, southxchange, stronghold, surbitcoin, theocean, therock, tidebit, tidex, upbit, vaultoro, vbtc, virwox, xbtce, yobit, zaif, zb
```
## List Timeframes
Use the `list-timeframes` subcommand to see the list of ticker intervals (timeframes) available for the exchange.
```
usage: freqtrade list-timeframes [-h] [--exchange EXCHANGE] [-1]
optional arguments:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
-1, --one-column Print exchanges in one column.
```
* Example: see the timeframes for the 'binance' exchange, set in the configuration file:
```
$ freqtrade -c config_binance.json list-timeframes
...
Timeframes available for the exchange `binance`: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M
```
* Example: enumerate exchanges available for Freqtrade and print timeframes supported by each of them:
```
$ for i in `freqtrade list-exchanges -1`; do freqtrade list-timeframes --exchange $i; done
```

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@ -31,6 +31,8 @@ ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"] ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
ARGS_CREATE_USERDIR = ["user_data_dir"] ARGS_CREATE_USERDIR = ["user_data_dir"]
ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"] ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"]
@ -41,7 +43,7 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", "db_
ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url", ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
"trade_source", "ticker_interval"] "trade_source", "ticker_interval"]
NO_CONF_REQURIED = ["download-data", "plot-dataframe", "plot-profit"] NO_CONF_REQURIED = ["download-data", "list-timeframes", "plot-dataframe", "plot-profit"]
NO_CONF_ALLOWED = ["create-userdir", "list-exchanges"] NO_CONF_ALLOWED = ["create-userdir", "list-exchanges"]
@ -103,7 +105,8 @@ class Arguments:
:return: None :return: None
""" """
from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
from freqtrade.utils import start_create_userdir, start_download_data, start_list_exchanges from freqtrade.utils import (start_create_userdir, start_download_data,
start_list_exchanges, start_list_timeframes)
subparsers = self.parser.add_subparsers(dest='subparser') subparsers = self.parser.add_subparsers(dest='subparser')
@ -136,6 +139,14 @@ class Arguments:
list_exchanges_cmd.set_defaults(func=start_list_exchanges) list_exchanges_cmd.set_defaults(func=start_list_exchanges)
self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd) self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
# Add list-timeframes subcommand
list_timeframes_cmd = subparsers.add_parser(
'list-timeframes',
help='Print available ticker intervals (timeframes) for the exchange.'
)
list_timeframes_cmd.set_defaults(func=start_list_timeframes)
self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd)
# Add download-data subcommand # Add download-data subcommand
download_data_cmd = subparsers.add_parser( download_data_cmd = subparsers.add_parser(
'download-data', 'download-data',

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@ -203,6 +203,9 @@ class Exchange:
logger.info('Using Exchange "%s"', self.name) logger.info('Using Exchange "%s"', self.name)
# Check if timeframe is available
self.validate_timeframes(config.get('ticker_interval'))
# Converts the interval provided in minutes in config to seconds # Converts the interval provided in minutes in config to seconds
self.markets_refresh_interval: int = exchange_config.get( self.markets_refresh_interval: int = exchange_config.get(
"markets_refresh_interval", 60) * 60 "markets_refresh_interval", 60) * 60
@ -214,10 +217,6 @@ class Exchange:
self.validate_ordertypes(config.get('order_types', {})) self.validate_ordertypes(config.get('order_types', {}))
self.validate_order_time_in_force(config.get('order_time_in_force', {})) self.validate_order_time_in_force(config.get('order_time_in_force', {}))
if config.get('ticker_interval'):
# Check if timeframe is available
self.validate_timeframes(config['ticker_interval'])
def __del__(self): def __del__(self):
""" """
Destructor - clean up async stuff Destructor - clean up async stuff
@ -269,6 +268,10 @@ class Exchange:
"""exchange ccxt id""" """exchange ccxt id"""
return self._api.id return self._api.id
@property
def timeframes(self) -> List[str]:
return list((self._api.timeframes or {}).keys())
@property @property
def markets(self) -> Dict: def markets(self) -> Dict:
"""exchange ccxt markets""" """exchange ccxt markets"""
@ -361,7 +364,7 @@ class Exchange:
return pair return pair
raise DependencyException(f"Could not combine {curr_1} and {curr_2} to get a valid pair.") raise DependencyException(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
def validate_timeframes(self, timeframe: List[str]) -> None: def validate_timeframes(self, timeframe: Optional[str]) -> None:
""" """
Checks if ticker interval from config is a supported timeframe on the exchange Checks if ticker interval from config is a supported timeframe on the exchange
""" """
@ -374,10 +377,9 @@ class Exchange:
f"for the exchange \"{self.name}\" and this exchange " f"for the exchange \"{self.name}\" and this exchange "
f"is therefore not supported. ccxt fetchOHLCV: {self.exchange_has('fetchOHLCV')}") f"is therefore not supported. ccxt fetchOHLCV: {self.exchange_has('fetchOHLCV')}")
timeframes = self._api.timeframes if timeframe and (timeframe not in self.timeframes):
if timeframe not in timeframes:
raise OperationalException( raise OperationalException(
f'Invalid ticker {timeframe}, this Exchange supports {timeframes}') f"Invalid ticker interval '{timeframe}'. This exchange supports: {self.timeframes}")
def validate_ordertypes(self, order_types: Dict) -> None: def validate_ordertypes(self, order_types: Dict) -> None:
""" """

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@ -99,3 +99,21 @@ def start_download_data(args: Dict[str, Any]) -> None:
if pairs_not_available: if pairs_not_available:
logger.info(f"Pairs [{','.join(pairs_not_available)}] not available " logger.info(f"Pairs [{','.join(pairs_not_available)}] not available "
f"on exchange {config['exchange']['name']}.") f"on exchange {config['exchange']['name']}.")
def start_list_timeframes(args: Dict[str, Any]) -> None:
"""
Print ticker intervals (timeframes) available on Exchange
"""
config = setup_utils_configuration(args, RunMode.OTHER)
# Do not use ticker_interval set in the config
config['ticker_interval'] = None
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'], config).exchange
if args['print_one_column']:
print('\n'.join(exchange.timeframes))
else:
print(f"Timeframes available for the exchange `{config['exchange']['name']}`: "
f"{', '.join(exchange.timeframes)}")

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@ -14,16 +14,17 @@ nav:
- Data Downloading: data-download.md - Data Downloading: data-download.md
- Backtesting: backtesting.md - Backtesting: backtesting.md
- Hyperopt: hyperopt.md - Hyperopt: hyperopt.md
- Edge positioning: edge.md - Edge Positioning: edge.md
- Utility Subcommands: utils.md
- FAQ: faq.md - FAQ: faq.md
- Data Analysis: - Data Analysis:
- Jupyter Notebooks: data-analysis.md - Jupyter Notebooks: data-analysis.md
- Strategy analysis: strategy_analysis_example.md - Strategy analysis: strategy_analysis_example.md
- Plotting: plotting.md - Plotting: plotting.md
- SQL Cheatsheet: sql_cheatsheet.md - SQL Cheatsheet: sql_cheatsheet.md
- Sandbox testing: sandbox-testing.md - Sandbox Testing: sandbox-testing.md
- Deprecated features: deprecated.md - Deprecated Features: deprecated.md
- Contributors guide: developer.md - Contributors Guide: developer.md
theme: theme:
name: material name: material
logo: 'images/logo.png' logo: 'images/logo.png'

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@ -409,7 +409,8 @@ def test_validate_timeframes_failed(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
with pytest.raises(OperationalException, match=r'Invalid ticker 3m, this Exchange supports.*'): with pytest.raises(OperationalException,
match=r"Invalid ticker interval '3m'. This exchange supports.*"):
Exchange(default_conf) Exchange(default_conf)

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@ -7,7 +7,8 @@ import pytest
from freqtrade import OperationalException from freqtrade import OperationalException
from freqtrade.state import RunMode from freqtrade.state import RunMode
from freqtrade.utils import (setup_utils_configuration, start_create_userdir, from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
start_download_data, start_list_exchanges) start_download_data, start_list_exchanges,
start_list_timeframes)
from tests.conftest import get_args, log_has, patch_exchange from tests.conftest import get_args, log_has, patch_exchange
@ -73,6 +74,96 @@ def test_list_exchanges(capsys):
assert re.search(r"^bitmex$", captured.out, re.MULTILINE) assert re.search(r"^bitmex$", captured.out, re.MULTILINE)
def test_list_timeframes(mocker, capsys):
api_mock = MagicMock()
api_mock.timeframes = {'1m': 'oneMin',
'5m': 'fiveMin',
'30m': 'thirtyMin',
'1h': 'hour',
'1d': 'day',
}
patch_exchange(mocker, api_mock=api_mock)
args = [
"list-timeframes",
]
pargs = get_args(args)
pargs['config'] = None
with pytest.raises(OperationalException,
match=r"This command requires a configured exchange.*"):
start_list_timeframes(pargs)
# Test with --config config.json.example
args = [
'--config', 'config.json.example',
"list-timeframes",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.match("Timeframes available for the exchange `bittrex`: "
"1m, 5m, 30m, 1h, 1d",
captured.out)
# Test with --exchange bittrex
args = [
"list-timeframes",
"--exchange", "bittrex",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.match("Timeframes available for the exchange `bittrex`: "
"1m, 5m, 30m, 1h, 1d",
captured.out)
api_mock.timeframes = {'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'6h': '6h',
'12h': '12h',
'1d': '1d',
'3d': '3d',
}
patch_exchange(mocker, api_mock=api_mock)
# Test with --exchange binance
args = [
"list-timeframes",
"--exchange", "binance",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.match("Timeframes available for the exchange `binance`: "
"1m, 5m, 15m, 30m, 1h, 6h, 12h, 1d, 3d",
captured.out)
# Test with --one-column
args = [
'--config', 'config.json.example',
"list-timeframes",
"--one-column",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.search(r"^1m$", captured.out, re.MULTILINE)
assert re.search(r"^5m$", captured.out, re.MULTILINE)
assert re.search(r"^1h$", captured.out, re.MULTILINE)
assert re.search(r"^1d$", captured.out, re.MULTILINE)
# Test with --exchange binance --one-column
args = [
"list-timeframes",
"--exchange", "binance",
"--one-column",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.search(r"^1m$", captured.out, re.MULTILINE)
assert re.search(r"^5m$", captured.out, re.MULTILINE)
assert re.search(r"^1h$", captured.out, re.MULTILINE)
assert re.search(r"^1d$", captured.out, re.MULTILINE)
def test_create_datadir_failed(caplog): def test_create_datadir_failed(caplog):
args = [ args = [