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Merge branch 'develop' into stoploss_restart

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This commit is contained in:
Matthias
2019-06-08 20:23:13 +02:00
parent 51aa469f67 71b7b2482f
commit 9ea887dbd0
59 changed files with 2439 additions and 823 deletions
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5
freqtrade/__main__.py
View File

@@ -6,10 +6,7 @@ To launch Freqtrade as a module
> python -m freqtrade (with Python >= 3.6)
"""
import sys
from freqtrade import main
if __name__ == '__main__':
main.set_loggers()
main.main(sys.argv[1:])
main.main()

12
freqtrade/arguments.py
View File

@@ -27,7 +27,7 @@ class Arguments(object):
Arguments Class. Manage the arguments received by the cli
"""
def __init__(self, args: List[str], description: str) -> None:
def __init__(self, args: Optional[List[str]], description: str) -> None:
self.args = args
self.parsed_arg: Optional[argparse.Namespace] = None
self.parser = argparse.ArgumentParser(description=description)
@@ -340,25 +340,25 @@ class Arguments(object):
Builds and attaches all subcommands
:return: None
"""
from freqtrade.optimize import backtesting, hyperopt, edge_cli
from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
subparsers = self.parser.add_subparsers(dest='subparser')
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
backtesting_cmd.set_defaults(func=backtesting.start)
backtesting_cmd.set_defaults(func=start_backtesting)
self.optimizer_shared_options(backtesting_cmd)
self.backtesting_options(backtesting_cmd)
# Add edge subcommand
edge_cmd = subparsers.add_parser('edge', help='Edge module.')
edge_cmd.set_defaults(func=edge_cli.start)
edge_cmd.set_defaults(func=start_edge)
self.optimizer_shared_options(edge_cmd)
self.edge_options(edge_cmd)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
hyperopt_cmd.set_defaults(func=hyperopt.start)
hyperopt_cmd.set_defaults(func=start_hyperopt)
self.optimizer_shared_options(hyperopt_cmd)
self.hyperopt_options(hyperopt_cmd)
@@ -405,7 +405,7 @@ class Arguments(object):
raise Exception('Incorrect syntax for timerange "%s"' % text)
@staticmethod
def check_int_positive(value) -> int:
def check_int_positive(value: str) -> int:
try:
uint = int(value)
if uint <= 0:

15
freqtrade/constants.py
View File

@@ -156,6 +156,21 @@ CONF_SCHEMA = {
'webhookstatus': {'type': 'object'},
},
},
'api_server': {
'type': 'object',
'properties': {
'enabled': {'type': 'boolean'},
'listen_ip_address': {'format': 'ipv4'},
'listen_port': {
'type': 'integer',
"minimum": 1024,
"maximum": 65535
},
'username': {'type': 'string'},
'password': {'type': 'string'},
},
'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
},
'db_url': {'type': 'string'},
'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
'forcebuy_enable': {'type': 'boolean'},

101
freqtrade/data/history.py
View File

@@ -5,19 +5,21 @@ Includes:
* load data for a pair (or a list of pairs) from disk
* download data from exchange and store to disk
"""
import logging
import operator
from datetime import datetime
from pathlib import Path
from typing import Optional, List, Dict, Tuple, Any
from typing import Any, Dict, List, Optional, Tuple
import arrow
from pandas import DataFrame
from freqtrade import misc, OperationalException
from freqtrade import OperationalException, misc
from freqtrade.arguments import TimeRange
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.exchange import Exchange, timeframe_to_minutes
logger = logging.getLogger(__name__)
@@ -63,12 +65,8 @@ def load_tickerdata_file(
Load a pair from file, either .json.gz or .json
:return tickerlist or None if unsuccesful
"""
path = make_testdata_path(datadir)
pair_s = pair.replace('/', '_')
file = path.joinpath(f'{pair_s}-{ticker_interval}.json')
pairdata = misc.file_load_json(file)
filename = pair_data_filename(datadir, pair, ticker_interval)
pairdata = misc.file_load_json(filename)
if not pairdata:
return None
@@ -124,21 +122,34 @@ def load_data(datadir: Optional[Path],
refresh_pairs: bool = False,
exchange: Optional[Exchange] = None,
timerange: TimeRange = TimeRange(None, None, 0, 0),
fill_up_missing: bool = True) -> Dict[str, DataFrame]:
fill_up_missing: bool = True,
live: bool = False
) -> Dict[str, DataFrame]:
"""
Loads ticker history data for a list of pairs the given parameters
:return: dict(<pair>:<tickerlist>)
"""
result = {}
result: Dict[str, DataFrame] = {}
if live:
if exchange:
logger.info('Live: Downloading data for all defined pairs ...')
exchange.refresh_latest_ohlcv([(pair, ticker_interval) for pair in pairs])
result = {key[0]: value for key, value in exchange._klines.items() if value is not None}
else:
raise OperationalException(
"Exchange needs to be initialized when using live data."
)
else:
logger.info('Using local backtesting data ...')
for pair in pairs:
hist = load_pair_history(pair=pair, ticker_interval=ticker_interval,
datadir=datadir, timerange=timerange,
refresh_pairs=refresh_pairs,
exchange=exchange,
fill_up_missing=fill_up_missing)
if hist is not None:
result[pair] = hist
for pair in pairs:
hist = load_pair_history(pair=pair, ticker_interval=ticker_interval,
datadir=datadir, timerange=timerange,
refresh_pairs=refresh_pairs,
exchange=exchange,
fill_up_missing=fill_up_missing)
if hist is not None:
result[pair] = hist
return result
@@ -147,6 +158,13 @@ def make_testdata_path(datadir: Optional[Path]) -> Path:
return datadir or (Path(__file__).parent.parent / "tests" / "testdata").resolve()
def pair_data_filename(datadir: Optional[Path], pair: str, ticker_interval: str) -> Path:
path = make_testdata_path(datadir)
pair_s = pair.replace("/", "_")
filename = path.joinpath(f'{pair_s}-{ticker_interval}.json')
return filename
def load_cached_data_for_updating(filename: Path, ticker_interval: str,
timerange: Optional[TimeRange]) -> Tuple[List[Any],
Optional[int]]:
@@ -209,9 +227,7 @@ def download_pair_history(datadir: Optional[Path],
)
try:
path = make_testdata_path(datadir)
filepair = pair.replace("/", "_")
filename = path.joinpath(f'{filepair}-{ticker_interval}.json')
filename = pair_data_filename(datadir, pair, ticker_interval)
logger.info(
f'Download history data for pair: "{pair}", interval: {ticker_interval} '
@@ -236,8 +252,45 @@ def download_pair_history(datadir: Optional[Path],
misc.file_dump_json(filename, data)
return True
except Exception:
except Exception as e:
logger.error(
f'Failed to download history data for pair: "{pair}", interval: {ticker_interval}.'
f'Failed to download history data for pair: "{pair}", interval: {ticker_interval}. '
f'Error: {e}'
)
return False
def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
"""
Get the maximum timeframe for the given backtest data
:param data: dictionary with preprocessed backtesting data
:return: tuple containing min_date, max_date
"""
timeframe = [
(arrow.get(frame['date'].min()), arrow.get(frame['date'].max()))
for frame in data.values()
]
return min(timeframe, key=operator.itemgetter(0))[0], \
max(timeframe, key=operator.itemgetter(1))[1]
def validate_backtest_data(data: Dict[str, DataFrame], min_date: datetime,
max_date: datetime, ticker_interval_mins: int) -> bool:
"""
Validates preprocessed backtesting data for missing values and shows warnings about it that.
:param data: dictionary with preprocessed backtesting data
:param min_date: start-date of the data
:param max_date: end-date of the data
:param ticker_interval_mins: ticker interval in minutes
"""
# total difference in minutes / interval-minutes
expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins)
found_missing = False
for pair, df in data.items():
dflen = len(df)
if dflen < expected_frames:
found_missing = True
logger.warning("%s has missing frames: expected %s, got %s, that's %s missing values",
pair, expected_frames, dflen, expected_frames - dflen)
return found_missing

5
freqtrade/edge/__init__.py
View File

@@ -13,7 +13,6 @@ from freqtrade import constants, OperationalException
from freqtrade.arguments import Arguments
from freqtrade.arguments import TimeRange
from freqtrade.data import history
from freqtrade.optimize import get_timeframe
from freqtrade.strategy.interface import SellType
@@ -49,7 +48,6 @@ class Edge():
self.strategy = strategy
self.ticker_interval = self.strategy.ticker_interval
self.tickerdata_to_dataframe = self.strategy.tickerdata_to_dataframe
self.get_timeframe = get_timeframe
self.advise_sell = self.strategy.advise_sell
self.advise_buy = self.strategy.advise_buy
@@ -117,7 +115,7 @@ class Edge():
preprocessed = self.tickerdata_to_dataframe(data)
# Print timeframe
min_date, max_date = self.get_timeframe(preprocessed)
min_date, max_date = history.get_timeframe(preprocessed)
logger.info(
'Measuring data from %s up to %s (%s days) ...',
min_date.isoformat(),
@@ -139,6 +137,7 @@ class Edge():
# If no trade found then exit
if len(trades) == 0:
logger.info("No trades found.")
return False
# Fill missing, calculable columns, profit, duration , abs etc.

19
freqtrade/exchange/exchange.py
View File

@@ -510,7 +510,11 @@ class Exchange(object):
_LIMIT = 500
one_call = timeframe_to_msecs(ticker_interval) * _LIMIT
logger.debug("one_call: %s msecs", one_call)
logger.debug(
"one_call: %s msecs (%s)",
one_call,
arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True)
)
input_coroutines = [self._async_get_candle_history(
pair, ticker_interval, since) for since in
range(since_ms, arrow.utcnow().timestamp * 1000, one_call)]
@@ -541,7 +545,10 @@ class Exchange(object):
or self._now_is_time_to_refresh(pair, ticker_interval)):
input_coroutines.append(self._async_get_candle_history(pair, ticker_interval))
else:
logger.debug("Using cached ohlcv data for %s, %s ...", pair, ticker_interval)
logger.debug(
"Using cached ohlcv data for pair %s, interval %s ...",
pair, ticker_interval
)
tickers = asyncio.get_event_loop().run_until_complete(
asyncio.gather(*input_coroutines, return_exceptions=True))
@@ -578,7 +585,11 @@ class Exchange(object):
"""
try:
# fetch ohlcv asynchronously
logger.debug("fetching %s, %s since %s ...", pair, ticker_interval, since_ms)
s = '(' + arrow.get(since_ms // 1000).isoformat() + ') ' if since_ms is not None else ''
logger.debug(
"Fetching pair %s, interval %s, since %s %s...",
pair, ticker_interval, since_ms, s
)
data = await self._api_async.fetch_ohlcv(pair, timeframe=ticker_interval,
since=since_ms)
@@ -593,7 +604,7 @@ class Exchange(object):
except IndexError:
logger.exception("Error loading %s. Result was %s.", pair, data)
return pair, ticker_interval, []
logger.debug("done fetching %s, %s ...", pair, ticker_interval)
logger.debug("Done fetching pair %s, interval %s ...", pair, ticker_interval)
return pair, ticker_interval, data
except ccxt.NotSupported as e:

3
freqtrade/freqtradebot.py
View File

@@ -73,7 +73,8 @@ class FreqtradeBot(object):
self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist']
persistence.init(self.config)
persistence.init(self.config.get('db_url', None),
clean_open_orders=self.config.get('dry_run', False))
# Set initial bot state from config
initial_state = self.config.get('initial_state')

53
freqtrade/main.py
View File

@@ -3,10 +3,16 @@
Main Freqtrade bot script.
Read the documentation to know what cli arguments you need.
"""
import logging
import sys
# check min. python version
if sys.version_info < (3, 6):
sys.exit("Freqtrade requires Python version >= 3.6")
# flake8: noqa E402
import logging
from argparse import Namespace
from typing import List
from typing import Any, List
from freqtrade import OperationalException
from freqtrade.arguments import Arguments
@@ -17,37 +23,43 @@ from freqtrade.worker import Worker
logger = logging.getLogger('freqtrade')
def main(sysargv: List[str]) -> None:
def main(sysargv: List[str] = None) -> None:
"""
This function will initiate the bot and start the trading loop.
:return: None
"""
arguments = Arguments(
sysargv,
'Free, open source crypto trading bot'
)
args: Namespace = arguments.get_parsed_arg()
# A subcommand has been issued.
# Means if Backtesting or Hyperopt have been called we exit the bot
if hasattr(args, 'func'):
args.func(args)
return
return_code: Any = 1
worker = None
return_code = 1
try:
# Load and run worker
worker = Worker(args)
worker.run()
set_loggers()
arguments = Arguments(
sysargv,
'Free, open source crypto trading bot'
)
args: Namespace = arguments.get_parsed_arg()
# A subcommand has been issued.
# Means if Backtesting or Hyperopt have been called we exit the bot
if hasattr(args, 'func'):
args.func(args)
# TODO: fetch return_code as returned by the command function here
return_code = 0
else:
# Load and run worker
worker = Worker(args)
worker.run()
except SystemExit as e:
return_code = e
except KeyboardInterrupt:
logger.info('SIGINT received, aborting ...')
return_code = 0
except OperationalException as e:
logger.error(str(e))
return_code = 2
except BaseException:
except Exception:
logger.exception('Fatal exception!')
finally:
if worker:
@@ -56,5 +68,4 @@ def main(sysargv: List[str]) -> None:
if __name__ == '__main__':
set_loggers()
main(sys.argv[1:])
main()

136
freqtrade/optimize/__init__.py
View File

@@ -1,49 +1,115 @@
# pragma pylint: disable=missing-docstring
import logging
from datetime import datetime
from typing import Dict, Tuple
import operator
from argparse import Namespace
from typing import Any, Dict
import arrow
from pandas import DataFrame
from filelock import FileLock, Timeout
from freqtrade.optimize.default_hyperopt import DefaultHyperOpts # noqa: F401
from freqtrade import DependencyException, constants
from freqtrade.configuration import Configuration
from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
def setup_configuration(args: Namespace, method: RunMode) -> Dict[str, Any]:
"""
Get the maximum timeframe for the given backtest data
:param data: dictionary with preprocessed backtesting data
:return: tuple containing min_date, max_date
Prepare the configuration for the Hyperopt module
:param args: Cli args from Arguments()
:return: Configuration
"""
timeframe = [
(arrow.get(frame['date'].min()), arrow.get(frame['date'].max()))
for frame in data.values()
]
return min(timeframe, key=operator.itemgetter(0))[0], \
max(timeframe, key=operator.itemgetter(1))[1]
configuration = Configuration(args, method)
config = configuration.load_config()
# Ensure we do not use Exchange credentials
config['exchange']['key'] = ''
config['exchange']['secret'] = ''
if method == RunMode.BACKTEST:
if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT:
raise DependencyException('stake amount could not be "%s" for backtesting' %
constants.UNLIMITED_STAKE_AMOUNT)
if method == RunMode.HYPEROPT:
# Special cases for Hyperopt
if config.get('strategy') and config.get('strategy') != 'DefaultStrategy':
logger.error("Please don't use --strategy for hyperopt.")
logger.error(
"Read the documentation at "
"https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md "
"to understand how to configure hyperopt.")
raise DependencyException("--strategy configured but not supported for hyperopt")
return config
def validate_backtest_data(data: Dict[str, DataFrame], min_date: datetime,
max_date: datetime, ticker_interval_mins: int) -> bool:
def start_backtesting(args: Namespace) -> None:
"""
Validates preprocessed backtesting data for missing values and shows warnings about it that.
Start Backtesting script
:param args: Cli args from Arguments()
:return: None
"""
# Import here to avoid loading backtesting module when it's not used
from freqtrade.optimize.backtesting import Backtesting
:param data: dictionary with preprocessed backtesting data
:param min_date: start-date of the data
:param max_date: end-date of the data
:param ticker_interval_mins: ticker interval in minutes
# Initialize configuration
config = setup_configuration(args, RunMode.BACKTEST)
logger.info('Starting freqtrade in Backtesting mode')
# Initialize backtesting object
backtesting = Backtesting(config)
backtesting.start()
def start_hyperopt(args: Namespace) -> None:
"""
# total difference in minutes / interval-minutes
expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins)
found_missing = False
for pair, df in data.items():
dflen = len(df)
if dflen < expected_frames:
found_missing = True
logger.warning("%s has missing frames: expected %s, got %s, that's %s missing values",
pair, expected_frames, dflen, expected_frames - dflen)
return found_missing
Start hyperopt script
:param args: Cli args from Arguments()
:return: None
"""
# Import here to avoid loading hyperopt module when it's not used
from freqtrade.optimize.hyperopt import Hyperopt, HYPEROPT_LOCKFILE
# Initialize configuration
config = setup_configuration(args, RunMode.HYPEROPT)
logger.info('Starting freqtrade in Hyperopt mode')
lock = FileLock(HYPEROPT_LOCKFILE)
try:
with lock.acquire(timeout=1):
# Remove noisy log messages
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
logging.getLogger('filelock').setLevel(logging.WARNING)
# Initialize backtesting object
hyperopt = Hyperopt(config)
hyperopt.start()
except Timeout:
logger.info("Another running instance of freqtrade Hyperopt detected.")
logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
"Hyperopt module is resource hungry. Please run your Hyperopts sequentially "
"or on separate machines.")
logger.info("Quitting now.")
# TODO: return False here in order to help freqtrade to exit
# with non-zero exit code...
# Same in Edge and Backtesting start() functions.
def start_edge(args: Namespace) -> None:
"""
Start Edge script
:param args: Cli args from Arguments()
:return: None
"""
from freqtrade.optimize.edge_cli import EdgeCli
# Initialize configuration
config = setup_configuration(args, RunMode.EDGE)
logger.info('Starting freqtrade in Edge mode')
# Initialize Edge object
edge_cli = EdgeCli(config)
edge_cli.start()

78
freqtrade/optimize/backtesting.py
View File

@@ -4,7 +4,6 @@
This module contains the backtesting logic
"""
import logging
from argparse import Namespace
from copy import deepcopy
from datetime import datetime, timedelta
from pathlib import Path
@@ -13,10 +12,7 @@ from typing import Any, Dict, List, NamedTuple, Optional
from pandas import DataFrame
from tabulate import tabulate
from freqtrade import optimize
from freqtrade import DependencyException, constants
from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration
from freqtrade.data import history
from freqtrade.data.dataprovider import DataProvider
from freqtrade.exchange import timeframe_to_minutes
@@ -24,8 +20,7 @@ from freqtrade.misc import file_dump_json
from freqtrade.persistence import Trade
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.state import RunMode
from freqtrade.strategy.interface import SellType, IStrategy
from freqtrade.strategy.interface import IStrategy, SellType
logger = logging.getLogger(__name__)
@@ -406,24 +401,17 @@ class Backtesting(object):
logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
logger.info('Using stake_amount: %s ...', self.config['stake_amount'])
if self.config.get('live'):
logger.info('Downloading data for all pairs in whitelist ...')
self.exchange.refresh_latest_ohlcv([(pair, self.ticker_interval) for pair in pairs])
data = {key[0]: value for key, value in self.exchange._klines.items()}
else:
logger.info('Using local backtesting data (using whitelist in given config) ...')
timerange = Arguments.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange')))
data = history.load_data(
datadir=Path(self.config['datadir']) if self.config.get('datadir') else None,
pairs=pairs,
ticker_interval=self.ticker_interval,
refresh_pairs=self.config.get('refresh_pairs', False),
exchange=self.exchange,
timerange=timerange
)
timerange = Arguments.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange')))
data = history.load_data(
datadir=Path(self.config['datadir']) if self.config.get('datadir') else None,
pairs=pairs,
ticker_interval=self.ticker_interval,
refresh_pairs=self.config.get('refresh_pairs', False),
exchange=self.exchange,
timerange=timerange,
live=self.config.get('live', False)
)
if not data:
logger.critical("No data found. Terminating.")
@@ -440,10 +428,10 @@ class Backtesting(object):
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
self._set_strategy(strat)
min_date, max_date = optimize.get_timeframe(data)
min_date, max_date = history.get_timeframe(data)
# Validate dataframe for missing values (mainly at start and end, as fillup is called)
optimize.validate_backtest_data(data, min_date, max_date,
timeframe_to_minutes(self.ticker_interval))
history.validate_backtest_data(data, min_date, max_date,
timeframe_to_minutes(self.ticker_interval))
logger.info(
'Backtesting with data from %s up to %s (%s days)..',
min_date.isoformat(),
@@ -486,39 +474,3 @@ class Backtesting(object):
print(' Strategy Summary '.center(133, '='))
print(self._generate_text_table_strategy(all_results))
print('\nFor more details, please look at the detail tables above')
def setup_configuration(args: Namespace) -> Dict[str, Any]:
"""
Prepare the configuration for the backtesting
:param args: Cli args from Arguments()
:return: Configuration
"""
configuration = Configuration(args, RunMode.BACKTEST)
config = configuration.get_config()
# Ensure we do not use Exchange credentials
config['exchange']['key'] = ''
config['exchange']['secret'] = ''
if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT:
raise DependencyException('stake amount could not be "%s" for backtesting' %
constants.UNLIMITED_STAKE_AMOUNT)
return config
def start(args: Namespace) -> None:
"""
Start Backtesting script
:param args: Cli args from Arguments()
:return: None
"""
# Initialize configuration
config = setup_configuration(args)
logger.info('Starting freqtrade in Backtesting mode')
# Initialize backtesting object
backtesting = Backtesting(config)
backtesting.start()

14
freqtrade/optimize/default_hyperopt.py
View File

@@ -70,9 +70,10 @@ class DefaultHyperOpts(IHyperOpt):
dataframe['close'], dataframe['sar']
))
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
'buy'] = 1
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
'buy'] = 1
return dataframe
@@ -129,9 +130,10 @@ class DefaultHyperOpts(IHyperOpt):
dataframe['sar'], dataframe['close']
))
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
'sell'] = 1
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
'sell'] = 1
return dataframe

41
freqtrade/optimize/edge_cli.py
View File

@@ -4,16 +4,13 @@
This module contains the edge backtesting interface
"""
import logging
from argparse import Namespace
from typing import Dict, Any
from tabulate import tabulate
from freqtrade.edge import Edge
from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration
from freqtrade.exchange import Exchange
from freqtrade.resolvers import StrategyResolver
from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
@@ -73,37 +70,7 @@ class EdgeCli(object):
floatfmt=floatfmt, tablefmt="pipe")
def start(self) -> None:
self.edge.calculate()
print('') # blank like for readability
print(self._generate_edge_table(self.edge._cached_pairs))
def setup_configuration(args: Namespace) -> Dict[str, Any]:
"""
Prepare the configuration for edge backtesting
:param args: Cli args from Arguments()
:return: Configuration
"""
configuration = Configuration(args, RunMode.EDGECLI)
config = configuration.get_config()
# Ensure we do not use Exchange credentials
config['exchange']['key'] = ''
config['exchange']['secret'] = ''
return config
def start(args: Namespace) -> None:
"""
Start Edge script
:param args: Cli args from Arguments()
:return: None
"""
# Initialize configuration
config = setup_configuration(args)
logger.info('Starting freqtrade in Edge mode')
# Initialize Edge object
edge_cli = EdgeCli(config)
edge_cli.start()
result = self.edge.calculate()
if result:
print('') # blank line for readability
print(self._generate_edge_table(self.edge._cached_pairs))

69
freqtrade/optimize/hyperopt.py
View File

@@ -7,28 +7,22 @@ This module contains the hyperopt logic
import logging
import os
import sys
from argparse import Namespace
from math import exp
from operator import itemgetter
from pathlib import Path
from pprint import pprint
from typing import Any, Dict, List
from filelock import Timeout, FileLock
from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count
from pandas import DataFrame
from skopt import Optimizer
from skopt.space import Dimension
from freqtrade import DependencyException
from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration
from freqtrade.data.history import load_data
from freqtrade.data.history import load_data, get_timeframe, validate_backtest_data
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.optimize import get_timeframe, validate_backtest_data
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.state import RunMode
from freqtrade.resolvers import HyperOptResolver
from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
logger = logging.getLogger(__name__)
@@ -343,62 +337,3 @@ class Hyperopt(Backtesting):
self.save_trials()
self.log_trials_result()
def setup_configuration(args: Namespace) -> Dict[str, Any]:
"""
Prepare the configuration for the Hyperopt module
:param args: Cli args from Arguments()
:return: Configuration
"""
configuration = Configuration(args, RunMode.HYPEROPT)
config = configuration.load_config()
# Ensure we do not use Exchange credentials
config['exchange']['key'] = ''
config['exchange']['secret'] = ''
if config.get('strategy') and config.get('strategy') != 'DefaultStrategy':
logger.error("Please don't use --strategy for hyperopt.")
logger.error(
"Read the documentation at "
"https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md "
"to understand how to configure hyperopt.")
raise DependencyException("--strategy configured but not supported for hyperopt")
return config
def start(args: Namespace) -> None:
"""
Start Backtesting script
:param args: Cli args from Arguments()
:return: None
"""
# Initialize configuration
config = setup_configuration(args)
logger.info('Starting freqtrade in Hyperopt mode')
lock = FileLock(HYPEROPT_LOCKFILE)
try:
with lock.acquire(timeout=1):
# Remove noisy log messages
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
logging.getLogger('filelock').setLevel(logging.WARNING)
# Initialize backtesting object
hyperopt = Hyperopt(config)
hyperopt.start()
except Timeout:
logger.info("Another running instance of freqtrade Hyperopt detected.")
logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
"Hyperopt module is resource hungry. Please run your Hyperopts sequentially "
"or on separate machines.")
logger.info("Quitting now.")
# TODO: return False here in order to help freqtrade to exit
# with non-zero exit code...
# Same in Edge and Backtesting start() functions.

9
freqtrade/persistence.py
View File

@@ -25,15 +25,16 @@ _DECL_BASE: Any = declarative_base()
_SQL_DOCS_URL = 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls'
def init(config: Dict) -> None:
def init(db_url: str, clean_open_orders: bool = False) -> None:
"""
Initializes this module with the given config,
registers all known command handlers
and starts polling for message updates
:param config: config to use
:param db_url: Database to use
:param clean_open_orders: Remove open orders from the database.
Useful for dry-run or if all orders have been reset on the exchange.
:return: None
"""
db_url = config.get('db_url', None)
kwargs = {}
# Take care of thread ownership if in-memory db
@@ -57,7 +58,7 @@ def init(config: Dict) -> None:
check_migrate(engine)
# Clean dry_run DB if the db is not in-memory
if config.get('dry_run', False) and db_url != 'sqlite://':
if clean_open_orders and db_url != 'sqlite://':
clean_dry_run_db()

3
freqtrade/resolvers/__init__.py
View File

@@ -1,5 +1,6 @@
from freqtrade.resolvers.iresolver import IResolver # noqa: F401
from freqtrade.resolvers.exchange_resolver import ExchangeResolver # noqa: F401
from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver # noqa: F401
# Don't import HyperoptResolver to avoid loading the whole Optimize tree
# from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver # noqa: F401
from freqtrade.resolvers.pairlist_resolver import PairListResolver # noqa: F401
from freqtrade.resolvers.strategy_resolver import StrategyResolver # noqa: F401

375
freqtrade/rpc/api_server.py Normal file
View File

@@ -0,0 +1,375 @@
import logging
import threading
from datetime import date, datetime
from ipaddress import IPv4Address
from typing import Dict
from arrow import Arrow
from flask import Flask, jsonify, request
from flask.json import JSONEncoder
from werkzeug.serving import make_server
from freqtrade.__init__ import __version__
from freqtrade.rpc.rpc import RPC, RPCException
logger = logging.getLogger(__name__)
BASE_URI = "/api/v1"
class ArrowJSONEncoder(JSONEncoder):
def default(self, obj):
try:
if isinstance(obj, Arrow):
return obj.for_json()
elif isinstance(obj, date):
return obj.strftime("%Y-%m-%d")
elif isinstance(obj, datetime):
return obj.strftime("%Y-%m-%d %H:%M:%S")
iterable = iter(obj)
except TypeError:
pass
else:
return list(iterable)
return JSONEncoder.default(self, obj)
class ApiServer(RPC):
"""
This class runs api server and provides rpc.rpc functionality to it
This class starts a none blocking thread the api server runs within
"""
def rpc_catch_errors(func):
def func_wrapper(self, *args, **kwargs):
try:
return func(self, *args, **kwargs)
except RPCException as e:
logger.exception("API Error calling %s: %s", func.__name__, e)
return self.rest_error(f"Error querying {func.__name__}: {e}")
return func_wrapper
def check_auth(self, username, password):
return (username == self._config['api_server'].get('username') and
password == self._config['api_server'].get('password'))
def require_login(func):
def func_wrapper(self, *args, **kwargs):
auth = request.authorization
if auth and self.check_auth(auth.username, auth.password):
return func(self, *args, **kwargs)
else:
return jsonify({"error": "Unauthorized"}), 401
return func_wrapper
def __init__(self, freqtrade) -> None:
"""
Init the api server, and init the super class RPC
:param freqtrade: Instance of a freqtrade bot
:return: None
"""
super().__init__(freqtrade)
self._config = freqtrade.config
self.app = Flask(__name__)
self.app.json_encoder = ArrowJSONEncoder
# Register application handling
self.register_rest_rpc_urls()
thread = threading.Thread(target=self.run, daemon=True)
thread.start()
def cleanup(self) -> None:
logger.info("Stopping API Server")
self.srv.shutdown()
def run(self):
"""
Method that runs flask app in its own thread forever.
Section to handle configuration and running of the Rest server
also to check and warn if not bound to a loopback, warn on security risk.
"""
rest_ip = self._config['api_server']['listen_ip_address']
rest_port = self._config['api_server']['listen_port']
logger.info(f'Starting HTTP Server at {rest_ip}:{rest_port}')
if not IPv4Address(rest_ip).is_loopback:
logger.warning("SECURITY WARNING - Local Rest Server listening to external connections")
logger.warning("SECURITY WARNING - This is insecure please set to your loopback,"
"e.g 127.0.0.1 in config.json")
if not self._config['api_server'].get('password'):
logger.warning("SECURITY WARNING - No password for local REST Server defined. "
"Please make sure that this is intentional!")
# Run the Server
logger.info('Starting Local Rest Server.')
try:
self.srv = make_server(rest_ip, rest_port, self.app)
self.srv.serve_forever()
except Exception:
logger.exception("Api server failed to start.")
logger.info('Local Rest Server started.')
def send_msg(self, msg: Dict[str, str]) -> None:
"""
We don't push to endpoints at the moment.
Take a look at webhooks for that functionality.
"""
pass
def rest_dump(self, return_value):
""" Helper function to jsonify object for a webserver """
return jsonify(return_value)
def rest_error(self, error_msg):
return jsonify({"error": error_msg}), 502
def register_rest_rpc_urls(self):
"""
Registers flask app URLs that are calls to functonality in rpc.rpc.
First two arguments passed are /URL and 'Label'
Label can be used as a shortcut when refactoring
:return:
"""
self.app.register_error_handler(404, self.page_not_found)
# Actions to control the bot
self.app.add_url_rule(f'{BASE_URI}/start', 'start',
view_func=self._start, methods=['POST'])
self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST'])
self.app.add_url_rule(f'{BASE_URI}/stopbuy', 'stopbuy',
view_func=self._stopbuy, methods=['POST'])
self.app.add_url_rule(f'{BASE_URI}/reload_conf', 'reload_conf',
view_func=self._reload_conf, methods=['POST'])
# Info commands
self.app.add_url_rule(f'{BASE_URI}/balance', 'balance',
view_func=self._balance, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/count', 'count', view_func=self._count, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/daily', 'daily', view_func=self._daily, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/edge', 'edge', view_func=self._edge, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/profit', 'profit',
view_func=self._profit, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/performance', 'performance',
view_func=self._performance, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/status', 'status',
view_func=self._status, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/version', 'version',
view_func=self._version, methods=['GET'])
# Combined actions and infos
self.app.add_url_rule(f'{BASE_URI}/blacklist', 'blacklist', view_func=self._blacklist,
methods=['GET', 'POST'])
self.app.add_url_rule(f'{BASE_URI}/whitelist', 'whitelist', view_func=self._whitelist,
methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/forcebuy', 'forcebuy',
view_func=self._forcebuy, methods=['POST'])
self.app.add_url_rule(f'{BASE_URI}/forcesell', 'forcesell', view_func=self._forcesell,
methods=['POST'])
# TODO: Implement the following
# help (?)
@require_login
def page_not_found(self, error):
"""
Return "404 not found", 404.
"""
return self.rest_dump({
'status': 'error',
'reason': f"There's no API call for {request.base_url}.",
'code': 404
}), 404
@require_login
@rpc_catch_errors
def _start(self):
"""
Handler for /start.
Starts TradeThread in bot if stopped.
"""
msg = self._rpc_start()
return self.rest_dump(msg)
@require_login
@rpc_catch_errors
def _stop(self):
"""
Handler for /stop.
Stops TradeThread in bot if running
"""
msg = self._rpc_stop()
return self.rest_dump(msg)
@require_login
@rpc_catch_errors
def _stopbuy(self):
"""
Handler for /stopbuy.
Sets max_open_trades to 0 and gracefully sells all open trades
"""
msg = self._rpc_stopbuy()
return self.rest_dump(msg)
@require_login
@rpc_catch_errors
def _version(self):
"""
Prints the bot's version
"""
return self.rest_dump({"version": __version__})
@require_login
@rpc_catch_errors
def _reload_conf(self):
"""
Handler for /reload_conf.
Triggers a config file reload
"""
msg = self._rpc_reload_conf()
return self.rest_dump(msg)
@require_login
@rpc_catch_errors
def _count(self):
"""
Handler for /count.
Returns the number of trades running
"""
msg = self._rpc_count()
return self.rest_dump(msg)
@require_login
@rpc_catch_errors
def _daily(self):
"""
Returns the last X days trading stats summary.
:return: stats
"""
timescale = request.args.get('timescale', 7)
timescale = int(timescale)
stats = self._rpc_daily_profit(timescale,
self._config['stake_currency'],
self._config['fiat_display_currency']
)
return self.rest_dump(stats)
@require_login
@rpc_catch_errors
def _edge(self):
"""
Returns information related to Edge.
:return: edge stats
"""
stats = self._rpc_edge()
return self.rest_dump(stats)
@require_login
@rpc_catch_errors
def _profit(self):
"""
Handler for /profit.
Returns a cumulative profit statistics
:return: stats
"""
logger.info("LocalRPC - Profit Command Called")
stats = self._rpc_trade_statistics(self._config['stake_currency'],
self._config['fiat_display_currency']
)
return self.rest_dump(stats)
@require_login
@rpc_catch_errors
def _performance(self):
"""
Handler for /performance.
Returns a cumulative performance statistics
:return: stats
"""
logger.info("LocalRPC - performance Command Called")
stats = self._rpc_performance()
return self.rest_dump(stats)
@require_login
@rpc_catch_errors
def _status(self):
"""
Handler for /status.
Returns the current status of the trades in json format
"""
results = self._rpc_trade_status()
return self.rest_dump(results)
@require_login
@rpc_catch_errors
def _balance(self):
"""
Handler for /balance.
Returns the current status of the trades in json format
"""
results = self._rpc_balance(self._config.get('fiat_display_currency', ''))
return self.rest_dump(results)
@require_login
@rpc_catch_errors
def _whitelist(self):
"""
Handler for /whitelist.
"""
results = self._rpc_whitelist()
return self.rest_dump(results)
@require_login
@rpc_catch_errors
def _blacklist(self):
"""
Handler for /blacklist.
"""
add = request.json.get("blacklist", None) if request.method == 'POST' else None
results = self._rpc_blacklist(add)
return self.rest_dump(results)
@require_login
@rpc_catch_errors
def _forcebuy(self):
"""
Handler for /forcebuy.
"""
asset = request.json.get("pair")
price = request.json.get("price", None)
trade = self._rpc_forcebuy(asset, price)
if trade:
return self.rest_dump(trade.to_json())
else:
return self.rest_dump({"status": f"Error buying pair {asset}."})
@require_login
@rpc_catch_errors
def _forcesell(self):
"""
Handler for /forcesell.
"""
tradeid = request.json.get("tradeid")
results = self._rpc_forcesell(tradeid)
return self.rest_dump(results)

7
freqtrade/rpc/rpc.py
View File

@@ -48,6 +48,11 @@ class RPCException(Exception):
def __str__(self):
return self.message
def __json__(self):
return {
'msg': self.message
}
class RPC(object):
"""
@@ -465,7 +470,7 @@ class RPC(object):
}
return res
def _rpc_blacklist(self, add: List[str]) -> Dict:
def _rpc_blacklist(self, add: List[str] = None) -> Dict:
""" Returns the currently active blacklist"""
if add:
stake_currency = self._freqtrade.config.get('stake_currency')

6
freqtrade/rpc/rpc_manager.py
View File

@@ -29,6 +29,12 @@ class RPCManager(object):
from freqtrade.rpc.webhook import Webhook
self.registered_modules.append(Webhook(freqtrade))
# Enable local rest api server for cmd line control
if freqtrade.config.get('api_server', {}).get('enabled', False):
logger.info('Enabling rpc.api_server')
from freqtrade.rpc.api_server import ApiServer
self.registered_modules.append(ApiServer(freqtrade))
def cleanup(self) -> None:
""" Stops all enabled rpc modules """
logger.info('Cleaning up rpc modules ...')

4
freqtrade/state.py
View File

@@ -18,11 +18,11 @@ class State(Enum):
class RunMode(Enum):
"""
Bot running mode (backtest, hyperopt, ...)
can be "live", "dry-run", "backtest", "edgecli", "hyperopt".
can be "live", "dry-run", "backtest", "edge", "hyperopt".
"""
LIVE = "live"
DRY_RUN = "dry_run"
BACKTEST = "backtest"
EDGECLI = "edgecli"
EDGE = "edge"
HYPEROPT = "hyperopt"
OTHER = "other" # Used for plotting scripts and test

50
freqtrade/tests/conftest.py
View File

@@ -11,7 +11,7 @@ import arrow
import pytest
from telegram import Chat, Message, Update
from freqtrade import constants
from freqtrade import constants, persistence
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.edge import Edge, PairInfo
from freqtrade.exchange import Exchange
@@ -97,7 +97,7 @@ def patch_freqtradebot(mocker, config) -> None:
:return: None
"""
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
persistence.init(config['db_url'])
patch_exchange(mocker, None)
mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
@@ -113,6 +113,16 @@ def get_patched_worker(mocker, config) -> Worker:
return Worker(args=None, config=config)
def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
"""
:param mocker: mocker to patch IStrategy class
:param value: which value IStrategy.get_signal() must return
:return: None
"""
freqtrade.strategy.get_signal = lambda e, s, t: value
freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
@pytest.fixture(autouse=True)
def patch_coinmarketcap(mocker) -> None:
"""
@@ -963,3 +973,39 @@ def edge_conf(default_conf):
}
return conf
@pytest.fixture
def rpc_balance():
return {
'BTC': {
'total': 12.0,
'free': 12.0,
'used': 0.0
},
'ETH': {
'total': 0.0,
'free': 0.0,
'used': 0.0
},
'USDT': {
'total': 10000.0,
'free': 10000.0,
'used': 0.0
},
'LTC': {
'total': 10.0,
'free': 10.0,
'used': 0.0
},
'XRP': {
'total': 1.0,
'free': 1.0,
'used': 0.0
},
'EUR': {
'total': 10.0,
'free': 10.0,
'used': 0.0
},
}

3
freqtrade/tests/data/test_converter.py
View File

@@ -2,8 +2,7 @@
import logging
from freqtrade.data.converter import parse_ticker_dataframe, ohlcv_fill_up_missing_data
from freqtrade.data.history import load_pair_history
from freqtrade.optimize import validate_backtest_data, get_timeframe
from freqtrade.data.history import load_pair_history, validate_backtest_data, get_timeframe
from freqtrade.tests.conftest import log_has

100
freqtrade/tests/data/test_history.py
View File

@@ -2,24 +2,27 @@
import json
import os
from pathlib import Path
import uuid
from pathlib import Path
from shutil import copyfile
from unittest.mock import MagicMock
import arrow
from pandas import DataFrame
import pytest
from pandas import DataFrame
from freqtrade import OperationalException
from freqtrade.arguments import TimeRange
from freqtrade.data import history
from freqtrade.data.history import (download_pair_history,
load_cached_data_for_updating,
load_tickerdata_file,
make_testdata_path,
load_tickerdata_file, make_testdata_path,
trim_tickerlist)
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json
from freqtrade.tests.conftest import get_patched_exchange, log_has
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.tests.conftest import (get_patched_exchange, log_has,
patch_exchange)
# Change this if modifying UNITTEST/BTC testdatafile
_BTC_UNITTEST_LENGTH = 13681
@@ -135,6 +138,31 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau
_clean_test_file(file)
def test_load_data_live(default_conf, mocker, caplog) -> None:
refresh_mock = MagicMock()
mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock)
exchange = get_patched_exchange(mocker, default_conf)
history.load_data(datadir=None, ticker_interval='5m',
pairs=['UNITTEST/BTC', 'UNITTEST2/BTC'],
live=True,
exchange=exchange)
assert refresh_mock.call_count == 1
assert len(refresh_mock.call_args_list[0][0][0]) == 2
assert log_has('Live: Downloading data for all defined pairs ...', caplog.record_tuples)
def test_load_data_live_noexchange(default_conf, mocker, caplog) -> None:
with pytest.raises(OperationalException,
match=r'Exchange needs to be initialized when using live data.'):
history.load_data(datadir=None, ticker_interval='5m',
pairs=['UNITTEST/BTC', 'UNITTEST2/BTC'],
exchange=None,
live=True,
)
def test_testdata_path() -> None:
assert str(Path('freqtrade') / 'tests' / 'testdata') in str(make_testdata_path(None))
@@ -321,7 +349,8 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog, def
_clean_test_file(file1_1)
_clean_test_file(file1_5)
assert log_has(
'Failed to download history data for pair: "MEME/BTC", interval: 1m.',
'Failed to download history data for pair: "MEME/BTC", interval: 1m. '
'Error: File Error',
caplog.record_tuples
)
@@ -494,3 +523,62 @@ def test_file_dump_json_tofile() -> None:
# Remove the file
_clean_test_file(file)
def test_get_timeframe(default_conf, mocker) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=None,
ticker_interval='1m',
pairs=['UNITTEST/BTC']
)
)
min_date, max_date = history.get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=None,
ticker_interval='1m',
pairs=['UNITTEST/BTC'],
fill_up_missing=False
)
)
min_date, max_date = history.get_timeframe(data)
caplog.clear()
assert history.validate_backtest_data(data, min_date, max_date,
timeframe_to_minutes('1m'))
assert len(caplog.record_tuples) == 1
assert log_has(
"UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
caplog.record_tuples)
def test_validate_backtest_data(default_conf, mocker, caplog) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
timerange = TimeRange('index', 'index', 200, 250)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=None,
ticker_interval='5m',
pairs=['UNITTEST/BTC'],
timerange=timerange
)
)
min_date, max_date = history.get_timeframe(data)
caplog.clear()
assert not history.validate_backtest_data(data, min_date, max_date,
timeframe_to_minutes('5m'))
assert len(caplog.record_tuples) == 0

128
freqtrade/tests/edge/test_edge.py
View File

@@ -10,10 +10,11 @@ import numpy as np
import pytest
from pandas import DataFrame, to_datetime
from freqtrade import OperationalException
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.edge import Edge, PairInfo
from freqtrade.strategy.interface import SellType
from freqtrade.tests.conftest import get_patched_freqtradebot
from freqtrade.tests.conftest import get_patched_freqtradebot, log_has
from freqtrade.tests.optimize import (BTContainer, BTrade,
_build_backtest_dataframe,
_get_frame_time_from_offset)
@@ -30,7 +31,50 @@ ticker_start_time = arrow.get(2018, 10, 3)
ticker_interval_in_minute = 60
_ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7}
# Helpers for this test file
def _validate_ohlc(buy_ohlc_sell_matrice):
for index, ohlc in enumerate(buy_ohlc_sell_matrice):
# if not high < open < low or not high < close < low
if not ohlc[3] >= ohlc[2] >= ohlc[4] or not ohlc[3] >= ohlc[5] >= ohlc[4]:
raise Exception('Line ' + str(index + 1) + ' of ohlc has invalid values!')
return True
def _build_dataframe(buy_ohlc_sell_matrice):
_validate_ohlc(buy_ohlc_sell_matrice)
tickers = []
for ohlc in buy_ohlc_sell_matrice:
ticker = {
'date': ticker_start_time.shift(
minutes=(
ohlc[0] *
ticker_interval_in_minute)).timestamp *
1000,
'buy': ohlc[1],
'open': ohlc[2],
'high': ohlc[3],
'low': ohlc[4],
'close': ohlc[5],
'sell': ohlc[6]}
tickers.append(ticker)
frame = DataFrame(tickers)
frame['date'] = to_datetime(frame['date'],
unit='ms',
utc=True,
infer_datetime_format=True)
return frame
def _time_on_candle(number):
return np.datetime64(ticker_start_time.shift(
minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms')
# End helper functions
# Open trade should be removed from the end
tc0 = BTContainer(data=[
# D O H L C V B S
@@ -203,46 +247,6 @@ def test_nonexisting_stake_amount(mocker, edge_conf):
assert edge.stake_amount('N/O', 1, 2, 1) == 0.15
def _validate_ohlc(buy_ohlc_sell_matrice):
for index, ohlc in enumerate(buy_ohlc_sell_matrice):
# if not high < open < low or not high < close < low
if not ohlc[3] >= ohlc[2] >= ohlc[4] or not ohlc[3] >= ohlc[5] >= ohlc[4]:
raise Exception('Line ' + str(index + 1) + ' of ohlc has invalid values!')
return True
def _build_dataframe(buy_ohlc_sell_matrice):
_validate_ohlc(buy_ohlc_sell_matrice)
tickers = []
for ohlc in buy_ohlc_sell_matrice:
ticker = {
'date': ticker_start_time.shift(
minutes=(
ohlc[0] *
ticker_interval_in_minute)).timestamp *
1000,
'buy': ohlc[1],
'open': ohlc[2],
'high': ohlc[3],
'low': ohlc[4],
'close': ohlc[5],
'sell': ohlc[6]}
tickers.append(ticker)
frame = DataFrame(tickers)
frame['date'] = to_datetime(frame['date'],
unit='ms',
utc=True,
infer_datetime_format=True)
return frame
def _time_on_candle(number):
return np.datetime64(ticker_start_time.shift(
minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms')
def test_edge_heartbeat_calculate(mocker, edge_conf):
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
@@ -298,6 +302,40 @@ def test_edge_process_downloaded_data(mocker, edge_conf):
assert edge._last_updated <= arrow.utcnow().timestamp + 2
def test_edge_process_no_data(mocker, edge_conf, caplog):
edge_conf['datadir'] = None
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={}))
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
assert not edge.calculate()
assert len(edge._cached_pairs) == 0
assert log_has("No data found. Edge is stopped ...", caplog.record_tuples)
assert edge._last_updated == 0
def test_edge_process_no_trades(mocker, edge_conf, caplog):
edge_conf['datadir'] = None
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
# Return empty
mocker.patch('freqtrade.edge.Edge._find_trades_for_stoploss_range', MagicMock(return_value=[]))
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
assert not edge.calculate()
assert len(edge._cached_pairs) == 0
assert log_has("No trades found.", caplog.record_tuples)
def test_edge_init_error(mocker, edge_conf,):
edge_conf['stake_amount'] = 0.5
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
with pytest.raises(OperationalException, match='Edge works only with unlimited stake amount'):
get_patched_freqtradebot(mocker, edge_conf)
def test_process_expectancy(mocker, edge_conf):
edge_conf['edge']['min_trade_number'] = 2
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
@@ -360,3 +398,11 @@ def test_process_expectancy(mocker, edge_conf):
assert round(final['TEST/BTC'].risk_reward_ratio, 10) == 306.5384615384
assert round(final['TEST/BTC'].required_risk_reward, 10) == 2.0
assert round(final['TEST/BTC'].expectancy, 10) == 101.5128205128
# Pop last item so no trade is profitable
trades.pop()
trades_df = DataFrame(trades)
trades_df = edge._fill_calculable_fields(trades_df)
final = edge._process_expectancy(trades_df)
assert len(final) == 0
assert isinstance(final, dict)

2
freqtrade/tests/exchange/test_exchange.py
View File

@@ -1016,7 +1016,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
assert exchange._api_async.fetch_ohlcv.call_count == 2
assert log_has(f"Using cached ohlcv data for {pairs[0][0]}, {pairs[0][1]} ...",
assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, interval {pairs[0][1]} ...",
caplog.record_tuples)

12
freqtrade/tests/optimize/test_backtest_detail.py
View File

@@ -2,17 +2,17 @@
import logging
from unittest.mock import MagicMock
from pandas import DataFrame
import pytest
from pandas import DataFrame
from freqtrade.optimize import get_timeframe
from freqtrade.data.history import get_timeframe
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.strategy.interface import SellType
from freqtrade.tests.optimize import (BTrade, BTContainer, _build_backtest_dataframe,
_get_frame_time_from_offset, tests_ticker_interval)
from freqtrade.tests.conftest import patch_exchange
from freqtrade.tests.optimize import (BTContainer, BTrade,
_build_backtest_dataframe,
_get_frame_time_from_offset,
tests_ticker_interval)
# Test 1 Minus 8% Close
# Test with Stop-loss at 1%

29
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -17,9 +17,9 @@ from freqtrade.data import history
from freqtrade.data.btanalysis import evaluate_result_multi
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.optimize import get_timeframe
from freqtrade.optimize.backtesting import (Backtesting, setup_configuration,
start)
from freqtrade.data.history import get_timeframe
from freqtrade.optimize import setup_configuration, start_backtesting
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.state import RunMode
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.strategy.interface import SellType
@@ -105,7 +105,7 @@ def simple_backtest(config, contour, num_results, mocker) -> None:
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
timerange=None, exchange=None):
timerange=None, exchange=None, live=False):
tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', fill_missing=True)}
return pairdata
@@ -178,7 +178,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
'backtesting'
]
config = setup_configuration(get_args(args))
config = setup_configuration(get_args(args), RunMode.BACKTEST)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
@@ -228,7 +228,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
'--export-filename', 'foo_bar.json'
]
config = setup_configuration(get_args(args))
config = setup_configuration(get_args(args), RunMode.BACKTEST)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
@@ -290,7 +290,7 @@ def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog
]
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
setup_configuration(get_args(args))
setup_configuration(get_args(args), RunMode.BACKTEST)
def test_start(mocker, fee, default_conf, caplog) -> None:
@@ -307,7 +307,7 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
'backtesting'
]
args = get_args(args)
start(args)
start_backtesting(args)
assert log_has(
'Starting freqtrade in Backtesting mode',
caplog.record_tuples
@@ -472,7 +472,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
patch_exchange(mocker)
mocker.patch.multiple(
@@ -492,7 +492,6 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
backtesting.start()
# check the logs, that will contain the backtest result
exists = [
'Using local backtesting data (using whitelist in given config) ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Backtesting with data from 2017-11-14T21:17:00+00:00 '
@@ -507,7 +506,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={}))
mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
patch_exchange(mocker)
mocker.patch.multiple(
@@ -847,7 +846,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
'--disable-max-market-positions'
]
args = get_args(args)
start(args)
start_backtesting(args)
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
@@ -857,7 +856,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
'Using data folder: freqtrade/tests/testdata ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Downloading data for all pairs in whitelist ...',
'Live: Downloading data for all defined pairs ...',
'Backtesting with data from 2017-11-14T19:31:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...'
@@ -901,7 +900,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
'TestStrategy',
]
args = get_args(args)
start(args)
start_backtesting(args)
# 2 backtests, 4 tables
assert backtestmock.call_count == 2
assert gen_table_mock.call_count == 4
@@ -916,7 +915,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
'Using data folder: freqtrade/tests/testdata ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Downloading data for all pairs in whitelist ...',
'Live: Downloading data for all defined pairs ...',
'Backtesting with data from 2017-11-14T19:31:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...',

13
freqtrade/tests/optimize/test_edge_cli.py
View File

@@ -7,7 +7,8 @@ from unittest.mock import MagicMock
from freqtrade.arguments import Arguments
from freqtrade.edge import PairInfo
from freqtrade.optimize.edge_cli import EdgeCli, setup_configuration, start
from freqtrade.optimize import start_edge, setup_configuration
from freqtrade.optimize.edge_cli import EdgeCli
from freqtrade.state import RunMode
from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange
@@ -27,8 +28,8 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
'edge'
]
config = setup_configuration(get_args(args))
assert config['runmode'] == RunMode.EDGECLI
config = setup_configuration(get_args(args), RunMode.EDGE)
assert config['runmode'] == RunMode.EDGE
assert 'max_open_trades' in config
assert 'stake_currency' in config
@@ -67,14 +68,14 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
'--stoplosses=-0.01,-0.10,-0.001'
]
config = setup_configuration(get_args(args))
config = setup_configuration(get_args(args), RunMode.EDGE)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert config['runmode'] == RunMode.EDGECLI
assert config['runmode'] == RunMode.EDGE
assert log_has(
'Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples
@@ -106,7 +107,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
'edge'
]
args = get_args(args)
start(args)
start_edge(args)
assert log_has(
'Starting freqtrade in Edge mode',
caplog.record_tuples

53
freqtrade/tests/optimize/test_hyperopt.py
View File

@@ -3,6 +3,7 @@ import json
import os
from datetime import datetime
from unittest.mock import MagicMock
from filelock import Timeout
import pandas as pd
import pytest
@@ -11,8 +12,9 @@ from freqtrade import DependencyException
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.history import load_tickerdata_file
from freqtrade.optimize.default_hyperopt import DefaultHyperOpts
from freqtrade.optimize.hyperopt import Hyperopt, setup_configuration, start
from freqtrade.resolvers import HyperOptResolver
from freqtrade.optimize.hyperopt import Hyperopt, HYPEROPT_LOCKFILE
from freqtrade.optimize import setup_configuration, start_hyperopt
from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
from freqtrade.state import RunMode
from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange
from freqtrade.tests.optimize.test_backtesting import get_args
@@ -52,7 +54,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
'hyperopt'
]
config = setup_configuration(get_args(args))
config = setup_configuration(get_args(args), RunMode.HYPEROPT)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
@@ -100,7 +102,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
'--print-all'
]
config = setup_configuration(get_args(args))
config = setup_configuration(get_args(args), RunMode.HYPEROPT)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
@@ -183,7 +185,7 @@ def test_start(mocker, default_conf, caplog) -> None:
'--epochs', '5'
]
args = get_args(args)
start(args)
start_hyperopt(args)
import pprint
pprint.pprint(caplog.record_tuples)
@@ -214,7 +216,7 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
'--epochs', '5'
]
args = get_args(args)
start(args)
start_hyperopt(args)
import pprint
pprint.pprint(caplog.record_tuples)
@@ -239,13 +241,35 @@ def test_start_failure(mocker, default_conf, caplog) -> None:
]
args = get_args(args)
with pytest.raises(DependencyException):
start(args)
start_hyperopt(args)
assert log_has(
"Please don't use --strategy for hyperopt.",
caplog.record_tuples
)
def test_start_filelock(mocker, default_conf, caplog) -> None:
start_mock = MagicMock(side_effect=Timeout(HYPEROPT_LOCKFILE))
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
patch_exchange(mocker)
args = [
'--config', 'config.json',
'hyperopt',
'--epochs', '5'
]
args = get_args(args)
start_hyperopt(args)
assert log_has(
"Another running instance of freqtrade Hyperopt detected.",
caplog.record_tuples
)
def test_loss_calculation_prefer_correct_trade_count(hyperopt) -> None:
correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20)
@@ -348,20 +372,21 @@ def test_start_calls_optimizer(mocker, default_conf, caplog) -> None:
)
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example'})
default_conf.update({'epochs': 1})
default_conf.update({'timerange': None})
default_conf.update({'spaces': 'all'})
default_conf.update({'hyperopt_jobs': 1})
default_conf.update({'config': 'config.json.example',
'epochs': 1,
'timerange': None,
'spaces': 'all',
'hyperopt_jobs': 1, })
hyperopt = Hyperopt(default_conf)
hyperopt.strategy.tickerdata_to_dataframe = MagicMock()
hyperopt.start()
parallel.assert_called_once()
assert 'Best result:\nfoo result\nwith values:\n\n' in caplog.text
assert log_has('Best result:\nfoo result\nwith values:\n', caplog.record_tuples)
assert dumper.called
# Should be called twice, once for tickerdata, once to save evaluations
assert dumper.call_count == 2
def test_format_results(hyperopt):

66
freqtrade/tests/optimize/test_optimize.py
View File

@@ -1,66 +0,0 @@
# pragma pylint: disable=missing-docstring, protected-access, C0103
from freqtrade import optimize
from freqtrade.arguments import TimeRange
from freqtrade.data import history
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.tests.conftest import log_has, patch_exchange
def test_get_timeframe(default_conf, mocker) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=None,
ticker_interval='1m',
pairs=['UNITTEST/BTC']
)
)
min_date, max_date = optimize.get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=None,
ticker_interval='1m',
pairs=['UNITTEST/BTC'],
fill_up_missing=False
)
)
min_date, max_date = optimize.get_timeframe(data)
caplog.clear()
assert optimize.validate_backtest_data(data, min_date, max_date,
timeframe_to_minutes('1m'))
assert len(caplog.record_tuples) == 1
assert log_has(
"UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
caplog.record_tuples)
def test_validate_backtest_data(default_conf, mocker, caplog) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
timerange = TimeRange('index', 'index', 200, 250)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=None,
ticker_interval='5m',
pairs=['UNITTEST/BTC'],
timerange=timerange
)
)
min_date, max_date = optimize.get_timeframe(data)
caplog.clear()
assert not optimize.validate_backtest_data(data, min_date, max_date,
timeframe_to_minutes('5m'))
assert len(caplog.record_tuples) == 0

3
freqtrade/tests/rpc/test_rpc.py
View File

@@ -14,8 +14,7 @@ from freqtrade.persistence import Trade
from freqtrade.rpc import RPC, RPCException
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
from freqtrade.state import State
from freqtrade.tests.conftest import patch_exchange
from freqtrade.tests.test_freqtradebot import patch_get_signal
from freqtrade.tests.conftest import patch_exchange, patch_get_signal
# Functions for recurrent object patching

556
freqtrade/tests/rpc/test_rpc_apiserver.py Normal file
View File

@@ -0,0 +1,556 @@
"""
Unit test file for rpc/api_server.py
"""
from datetime import datetime
from unittest.mock import ANY, MagicMock, PropertyMock
import pytest
from flask import Flask
from requests.auth import _basic_auth_str
from freqtrade.__init__ import __version__
from freqtrade.persistence import Trade
from freqtrade.rpc.api_server import BASE_URI, ApiServer
from freqtrade.state import State
from freqtrade.tests.conftest import (get_patched_freqtradebot, log_has,
patch_get_signal)
_TEST_USER = "FreqTrader"
_TEST_PASS = "SuperSecurePassword1!"
@pytest.fixture
def botclient(default_conf, mocker):
default_conf.update({"api_server": {"enabled": True,
"listen_ip_address": "127.0.0.1",
"listen_port": "8080",
"username": _TEST_USER,
"password": _TEST_PASS,
}})
ftbot = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.rpc.api_server.ApiServer.run', MagicMock())
apiserver = ApiServer(ftbot)
yield ftbot, apiserver.app.test_client()
# Cleanup ... ?
def client_post(client, url, data={}):
return client.post(url,
content_type="application/json",
data=data,
headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS)})
def client_get(client, url):
return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS)})
def assert_response(response, expected_code=200):
assert response.status_code == expected_code
assert response.content_type == "application/json"
def test_api_not_found(botclient):
ftbot, client = botclient
rc = client_post(client, f"{BASE_URI}/invalid_url")
assert_response(rc, 404)
assert rc.json == {"status": "error",
"reason": f"There's no API call for http://localhost{BASE_URI}/invalid_url.",
"code": 404
}
def test_api_unauthorized(botclient):
ftbot, client = botclient
# Don't send user/pass information
rc = client.get(f"{BASE_URI}/version")
assert_response(rc, 401)
assert rc.json == {'error': 'Unauthorized'}
# Change only username
ftbot.config['api_server']['username'] = "Ftrader"
rc = client_get(client, f"{BASE_URI}/version")
assert_response(rc, 401)
assert rc.json == {'error': 'Unauthorized'}
# Change only password
ftbot.config['api_server']['username'] = _TEST_USER
ftbot.config['api_server']['password'] = "WrongPassword"
rc = client_get(client, f"{BASE_URI}/version")
assert_response(rc, 401)
assert rc.json == {'error': 'Unauthorized'}
ftbot.config['api_server']['username'] = "Ftrader"
ftbot.config['api_server']['password'] = "WrongPassword"
rc = client_get(client, f"{BASE_URI}/version")
assert_response(rc, 401)
assert rc.json == {'error': 'Unauthorized'}
def test_api_stop_workflow(botclient):
ftbot, client = botclient
assert ftbot.state == State.RUNNING
rc = client_post(client, f"{BASE_URI}/stop")
assert_response(rc)
assert rc.json == {'status': 'stopping trader ...'}
assert ftbot.state == State.STOPPED
# Stop bot again
rc = client_post(client, f"{BASE_URI}/stop")
assert_response(rc)
assert rc.json == {'status': 'already stopped'}
# Start bot
rc = client_post(client, f"{BASE_URI}/start")
assert_response(rc)
assert rc.json == {'status': 'starting trader ...'}
assert ftbot.state == State.RUNNING
# Call start again
rc = client_post(client, f"{BASE_URI}/start")
assert_response(rc)
assert rc.json == {'status': 'already running'}
def test_api__init__(default_conf, mocker):
"""
Test __init__() method
"""
mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
mocker.patch('freqtrade.rpc.api_server.ApiServer.run', MagicMock())
apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf))
assert apiserver._config == default_conf
def test_api_run(default_conf, mocker, caplog):
default_conf.update({"api_server": {"enabled": True,
"listen_ip_address": "127.0.0.1",
"listen_port": "8080"}})
mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
mocker.patch('freqtrade.rpc.api_server.threading.Thread', MagicMock())
server_mock = MagicMock()
mocker.patch('freqtrade.rpc.api_server.make_server', server_mock)
apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf))
assert apiserver._config == default_conf
apiserver.run()
assert server_mock.call_count == 1
assert server_mock.call_args_list[0][0][0] == "127.0.0.1"
assert server_mock.call_args_list[0][0][1] == "8080"
assert isinstance(server_mock.call_args_list[0][0][2], Flask)
assert hasattr(apiserver, "srv")
assert log_has("Starting HTTP Server at 127.0.0.1:8080", caplog.record_tuples)
assert log_has("Starting Local Rest Server.", caplog.record_tuples)
# Test binding to public
caplog.clear()
server_mock.reset_mock()
apiserver._config.update({"api_server": {"enabled": True,
"listen_ip_address": "0.0.0.0",
"listen_port": "8089",
"password": "",
}})
apiserver.run()
assert server_mock.call_count == 1
assert server_mock.call_args_list[0][0][0] == "0.0.0.0"
assert server_mock.call_args_list[0][0][1] == "8089"
assert isinstance(server_mock.call_args_list[0][0][2], Flask)
assert log_has("Starting HTTP Server at 0.0.0.0:8089", caplog.record_tuples)
assert log_has("Starting Local Rest Server.", caplog.record_tuples)
assert log_has("SECURITY WARNING - Local Rest Server listening to external connections",
caplog.record_tuples)
assert log_has("SECURITY WARNING - This is insecure please set to your loopback,"
"e.g 127.0.0.1 in config.json",
caplog.record_tuples)
assert log_has("SECURITY WARNING - No password for local REST Server defined. "
"Please make sure that this is intentional!",
caplog.record_tuples)
# Test crashing flask
caplog.clear()
mocker.patch('freqtrade.rpc.api_server.make_server', MagicMock(side_effect=Exception))
apiserver.run()
assert log_has("Api server failed to start.", caplog.record_tuples)
def test_api_cleanup(default_conf, mocker, caplog):
default_conf.update({"api_server": {"enabled": True,
"listen_ip_address": "127.0.0.1",
"listen_port": "8080"}})
mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
mocker.patch('freqtrade.rpc.api_server.threading.Thread', MagicMock())
mocker.patch('freqtrade.rpc.api_server.make_server', MagicMock())
apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf))
apiserver.run()
stop_mock = MagicMock()
stop_mock.shutdown = MagicMock()
apiserver.srv = stop_mock
apiserver.cleanup()
assert stop_mock.shutdown.call_count == 1
assert log_has("Stopping API Server", caplog.record_tuples)
def test_api_reloadconf(botclient):
ftbot, client = botclient
rc = client_post(client, f"{BASE_URI}/reload_conf")
assert_response(rc)
assert rc.json == {'status': 'reloading config ...'}
assert ftbot.state == State.RELOAD_CONF
def test_api_stopbuy(botclient):
ftbot, client = botclient
assert ftbot.config['max_open_trades'] != 0
rc = client_post(client, f"{BASE_URI}/stopbuy")
assert_response(rc)
assert rc.json == {'status': 'No more buy will occur from now. Run /reload_conf to reset.'}
assert ftbot.config['max_open_trades'] == 0
def test_api_balance(botclient, mocker, rpc_balance):
ftbot, client = botclient
def mock_ticker(symbol, refresh):
if symbol == 'BTC/USDT':
return {
'bid': 10000.00,
'ask': 10000.00,
'last': 10000.00,
}
elif symbol == 'XRP/BTC':
return {
'bid': 0.00001,
'ask': 0.00001,
'last': 0.00001,
}
return {
'bid': 0.1,
'ask': 0.1,
'last': 0.1,
}
mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker)
rc = client_get(client, f"{BASE_URI}/balance")
assert_response(rc)
assert "currencies" in rc.json
assert len(rc.json["currencies"]) == 5
assert rc.json['currencies'][0] == {
'currency': 'BTC',
'available': 12.0,
'balance': 12.0,
'pending': 0.0,
'est_btc': 12.0,
}
def test_api_count(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False))
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
rc = client_get(client, f"{BASE_URI}/count")
assert_response(rc)
assert rc.json["current"] == 0
assert rc.json["max"] == 1.0
# Create some test data
ftbot.create_trade()
rc = client_get(client, f"{BASE_URI}/count")
assert_response(rc)
assert rc.json["current"] == 1.0
assert rc.json["max"] == 1.0
def test_api_daily(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False))
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
rc = client_get(client, f"{BASE_URI}/daily")
assert_response(rc)
assert len(rc.json) == 7
assert rc.json[0][0] == str(datetime.utcnow().date())
def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False))
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
rc = client_get(client, f"{BASE_URI}/edge")
assert_response(rc, 502)
assert rc.json == {"error": "Error querying _edge: Edge is not enabled."}
def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, limit_sell_order):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False))
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
rc = client_get(client, f"{BASE_URI}/profit")
assert_response(rc, 502)
assert len(rc.json) == 1
assert rc.json == {"error": "Error querying _profit: no closed trade"}
ftbot.create_trade()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
rc = client_get(client, f"{BASE_URI}/profit")
assert_response(rc, 502)
assert rc.json == {"error": "Error querying _profit: no closed trade"}
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
rc = client_get(client, f"{BASE_URI}/profit")
assert_response(rc)
assert rc.json == {'avg_duration': '0:00:00',
'best_pair': 'ETH/BTC',
'best_rate': 6.2,
'first_trade_date': 'just now',
'latest_trade_date': 'just now',
'profit_all_coin': 6.217e-05,
'profit_all_fiat': 0,
'profit_all_percent': 6.2,
'profit_closed_coin': 6.217e-05,
'profit_closed_fiat': 0,
'profit_closed_percent': 6.2,
'trade_count': 1
}
def test_api_performance(botclient, mocker, ticker, fee):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False))
trade = Trade(
pair='LTC/ETH',
amount=1,
exchange='binance',
stake_amount=1,
open_rate=0.245441,
open_order_id="123456",
is_open=False,
fee_close=fee.return_value,
fee_open=fee.return_value,
close_rate=0.265441,
)
trade.close_profit = trade.calc_profit_percent()
Trade.session.add(trade)
trade = Trade(
pair='XRP/ETH',
amount=5,
stake_amount=1,
exchange='binance',
open_rate=0.412,
open_order_id="123456",
is_open=False,
fee_close=fee.return_value,
fee_open=fee.return_value,
close_rate=0.391
)
trade.close_profit = trade.calc_profit_percent()
Trade.session.add(trade)
Trade.session.flush()
rc = client_get(client, f"{BASE_URI}/performance")
assert_response(rc)
assert len(rc.json) == 2
assert rc.json == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61},
{'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57}]
def test_api_status(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False))
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
rc = client_get(client, f"{BASE_URI}/status")
assert_response(rc, 502)
assert rc.json == {'error': 'Error querying _status: no active trade'}
ftbot.create_trade()
rc = client_get(client, f"{BASE_URI}/status")
assert_response(rc)
assert len(rc.json) == 1
assert rc.json == [{'amount': 90.99181074,
'base_currency': 'BTC',
'close_date': None,
'close_date_hum': None,
'close_profit': None,
'close_rate': None,
'current_profit': -0.59,
'current_rate': 1.098e-05,
'initial_stop_loss': 0.0,
'initial_stop_loss_pct': None,
'open_date': ANY,
'open_date_hum': 'just now',
'open_order': '(limit buy rem=0.00000000)',
'open_rate': 1.099e-05,
'pair': 'ETH/BTC',
'stake_amount': 0.001,
'stop_loss': 0.0,
'stop_loss_pct': None,
'trade_id': 1}]
def test_api_version(botclient):
ftbot, client = botclient
rc = client_get(client, f"{BASE_URI}/version")
assert_response(rc)
assert rc.json == {"version": __version__}
def test_api_blacklist(botclient, mocker):
ftbot, client = botclient
rc = client_get(client, f"{BASE_URI}/blacklist")
assert_response(rc)
assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC"],
"length": 2,
"method": "StaticPairList"}
# Add ETH/BTC to blacklist
rc = client_post(client, f"{BASE_URI}/blacklist",
data='{"blacklist": ["ETH/BTC"]}')
assert_response(rc)
assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC"],
"length": 3,
"method": "StaticPairList"}
def test_api_whitelist(botclient):
ftbot, client = botclient
rc = client_get(client, f"{BASE_URI}/whitelist")
assert_response(rc)
assert rc.json == {"whitelist": ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'],
"length": 4,
"method": "StaticPairList"}
def test_api_forcebuy(botclient, mocker, fee):
ftbot, client = botclient
rc = client_post(client, f"{BASE_URI}/forcebuy",
data='{"pair": "ETH/BTC"}')
assert_response(rc, 502)
assert rc.json == {"error": "Error querying _forcebuy: Forcebuy not enabled."}
# enable forcebuy
ftbot.config["forcebuy_enable"] = True
fbuy_mock = MagicMock(return_value=None)
mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
rc = client_post(client, f"{BASE_URI}/forcebuy",
data='{"pair": "ETH/BTC"}')
assert_response(rc)
assert rc.json == {"status": "Error buying pair ETH/BTC."}
# Test creating trae
fbuy_mock = MagicMock(return_value=Trade(
pair='ETH/ETH',
amount=1,
exchange='bittrex',
stake_amount=1,
open_rate=0.245441,
open_order_id="123456",
open_date=datetime.utcnow(),
is_open=False,
fee_close=fee.return_value,
fee_open=fee.return_value,
close_rate=0.265441,
))
mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
rc = client_post(client, f"{BASE_URI}/forcebuy",
data='{"pair": "ETH/BTC"}')
assert_response(rc)
assert rc.json == {'amount': 1,
'close_date': None,
'close_date_hum': None,
'close_rate': 0.265441,
'initial_stop_loss': None,
'initial_stop_loss_pct': None,
'open_date': ANY,
'open_date_hum': 'just now',
'open_rate': 0.245441,
'pair': 'ETH/ETH',
'stake_amount': 1,
'stop_loss': None,
'stop_loss_pct': None,
'trade_id': None}
def test_api_forcesell(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
patch_get_signal(ftbot, (True, False))
rc = client_post(client, f"{BASE_URI}/forcesell",
data='{"tradeid": "1"}')
assert_response(rc, 502)
assert rc.json == {"error": "Error querying _forcesell: invalid argument"}
ftbot.create_trade()
rc = client_post(client, f"{BASE_URI}/forcesell",
data='{"tradeid": "1"}')
assert_response(rc)
assert rc.json == {'result': 'Created sell order for trade 1.'}

29
freqtrade/tests/rpc/test_rpc_manager.py
View File

@@ -135,3 +135,32 @@ def test_startupmessages_telegram_enabled(mocker, default_conf, caplog) -> None:
rpc_manager.startup_messages(default_conf, freqtradebot.pairlists)
assert telegram_mock.call_count == 3
assert "Dry run is enabled." in telegram_mock.call_args_list[0][0][0]['status']
def test_init_apiserver_disabled(mocker, default_conf, caplog) -> None:
caplog.set_level(logging.DEBUG)
run_mock = MagicMock()
mocker.patch('freqtrade.rpc.api_server.ApiServer.run', run_mock)
default_conf['telegram']['enabled'] = False
rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
assert not log_has('Enabling rpc.api_server', caplog.record_tuples)
assert rpc_manager.registered_modules == []
assert run_mock.call_count == 0
def test_init_apiserver_enabled(mocker, default_conf, caplog) -> None:
caplog.set_level(logging.DEBUG)
run_mock = MagicMock()
mocker.patch('freqtrade.rpc.api_server.ApiServer.run', run_mock)
default_conf["telegram"]["enabled"] = False
default_conf["api_server"] = {"enabled": True,
"listen_ip_address": "127.0.0.1",
"listen_port": "8080"}
rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
assert log_has('Enabling rpc.api_server', caplog.record_tuples)
assert len(rpc_manager.registered_modules) == 1
assert 'apiserver' in [mod.name for mod in rpc_manager.registered_modules]
assert run_mock.call_count == 1

39
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@@ -22,8 +22,7 @@ from freqtrade.rpc.telegram import Telegram, authorized_only
from freqtrade.state import State
from freqtrade.strategy.interface import SellType
from freqtrade.tests.conftest import (get_patched_freqtradebot, log_has,
patch_exchange)
from freqtrade.tests.test_freqtradebot import patch_get_signal
patch_exchange, patch_get_signal)
class DummyCls(Telegram):
@@ -496,39 +495,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0]
def test_telegram_balance_handle(default_conf, update, mocker) -> None:
mock_balance = {
'BTC': {
'total': 12.0,
'free': 12.0,
'used': 0.0
},
'ETH': {
'total': 0.0,
'free': 0.0,
'used': 0.0
},
'USDT': {
'total': 10000.0,
'free': 10000.0,
'used': 0.0
},
'LTC': {
'total': 10.0,
'free': 10.0,
'used': 0.0
},
'XRP': {
'total': 1.0,
'free': 1.0,
'used': 0.0
},
'EUR': {
'total': 10.0,
'free': 10.0,
'used': 0.0
}
}
def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance) -> None:
def mock_ticker(symbol, refresh):
if symbol == 'BTC/USDT':
@@ -549,7 +516,7 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
'last': 0.1,
}
mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=mock_balance)
mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker)
msg_mock = MagicMock()

20
freqtrade/tests/test_arguments.py
View File

@@ -1,5 +1,4 @@
# pragma pylint: disable=missing-docstring, C0103
import argparse
import pytest
@@ -185,3 +184,22 @@ def test_testdata_dl_options() -> None:
assert args.export == 'export/folder'
assert args.days == 30
assert args.exchange == 'binance'
def test_check_int_positive() -> None:
assert Arguments.check_int_positive("3") == 3
assert Arguments.check_int_positive("1") == 1
assert Arguments.check_int_positive("100") == 100
with pytest.raises(argparse.ArgumentTypeError):
Arguments.check_int_positive("-2")
with pytest.raises(argparse.ArgumentTypeError):
Arguments.check_int_positive("0")
with pytest.raises(argparse.ArgumentTypeError):
Arguments.check_int_positive("3.5")
with pytest.raises(argparse.ArgumentTypeError):
Arguments.check_int_positive("DeadBeef")

17
freqtrade/tests/test_freqtradebot.py
View File

@@ -11,8 +11,8 @@ import arrow
import pytest
import requests
from freqtrade import (DependencyException, OperationalException,
TemporaryError, InvalidOrderException, constants)
from freqtrade import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError, constants)
from freqtrade.data.dataprovider import DataProvider
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
@@ -20,7 +20,8 @@ from freqtrade.rpc import RPCMessageType
from freqtrade.state import State
from freqtrade.strategy.interface import SellCheckTuple, SellType
from freqtrade.tests.conftest import (log_has, log_has_re, patch_edge,
patch_exchange, patch_wallet)
patch_exchange, patch_get_signal,
patch_wallet)
from freqtrade.worker import Worker
@@ -59,16 +60,6 @@ def get_patched_worker(mocker, config) -> Worker:
return Worker(args=None, config=config)
def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
"""
:param mocker: mocker to patch IStrategy class
:param value: which value IStrategy.get_signal() must return
:return: None
"""
freqtrade.strategy.get_signal = lambda e, s, t: value
freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
def patch_RPCManager(mocker) -> MagicMock:
"""
This function mock RPC manager to avoid repeating this code in almost every tests

12
freqtrade/tests/test_main.py
View File

@@ -19,8 +19,10 @@ def test_parse_args_backtesting(mocker) -> None:
Test that main() can start backtesting and also ensure we can pass some specific arguments
further argument parsing is done in test_arguments.py
"""
backtesting_mock = mocker.patch('freqtrade.optimize.backtesting.start', MagicMock())
main(['backtesting'])
backtesting_mock = mocker.patch('freqtrade.optimize.start_backtesting', MagicMock())
# it's sys.exit(0) at the end of backtesting
with pytest.raises(SystemExit):
main(['backtesting'])
assert backtesting_mock.call_count == 1
call_args = backtesting_mock.call_args[0][0]
assert call_args.config == ['config.json']
@@ -32,8 +34,10 @@ def test_parse_args_backtesting(mocker) -> None:
def test_main_start_hyperopt(mocker) -> None:
hyperopt_mock = mocker.patch('freqtrade.optimize.hyperopt.start', MagicMock())
main(['hyperopt'])
hyperopt_mock = mocker.patch('freqtrade.optimize.start_hyperopt', MagicMock())
# it's sys.exit(0) at the end of hyperopt
with pytest.raises(SystemExit):
main(['hyperopt'])
assert hyperopt_mock.call_count == 1
call_args = hyperopt_mock.call_args[0][0]
assert call_args.config == ['config.json']

8
freqtrade/tests/test_misc.py
View File

@@ -6,7 +6,7 @@ from unittest.mock import MagicMock
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.misc import (common_datearray, datesarray_to_datetimearray,
file_dump_json, file_load_json, format_ms_time, shorten_date)
from freqtrade.data.history import load_tickerdata_file, make_testdata_path
from freqtrade.data.history import load_tickerdata_file, pair_data_filename
from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -60,13 +60,13 @@ def test_file_dump_json(mocker) -> None:
def test_file_load_json(mocker) -> None:
# 7m .json does not exist
ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-7m.json'))
ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '7m'))
assert not ret
# 1m json exists (but no .gz exists)
ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-1m.json'))
ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '1m'))
assert ret
# 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-8m.json'))
ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '8m'))
assert ret

24
freqtrade/tests/test_persistence.py
View File

@@ -13,12 +13,12 @@ from freqtrade.tests.conftest import log_has
@pytest.fixture(scope='function')
def init_persistence(default_conf):
init(default_conf)
init(default_conf['db_url'], default_conf['dry_run'])
def test_init_create_session(default_conf):
# Check if init create a session
init(default_conf)
init(default_conf['db_url'], default_conf['dry_run'])
assert hasattr(Trade, 'session')
assert 'Session' in type(Trade.session).__name__
@@ -28,7 +28,7 @@ def test_init_custom_db_url(default_conf, mocker):
default_conf.update({'db_url': 'sqlite:///tmp/freqtrade2_test.sqlite'})
create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
init(default_conf)
init(default_conf['db_url'], default_conf['dry_run'])
assert create_engine_mock.call_count == 1
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite'
@@ -37,7 +37,7 @@ def test_init_invalid_db_url(default_conf):
# Update path to a value other than default, but still in-memory
default_conf.update({'db_url': 'unknown:///some.url'})
with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
init(default_conf)
init(default_conf['db_url'], default_conf['dry_run'])
def test_init_prod_db(default_conf, mocker):
@@ -46,7 +46,7 @@ def test_init_prod_db(default_conf, mocker):
create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
init(default_conf)
init(default_conf['db_url'], default_conf['dry_run'])
assert create_engine_mock.call_count == 1
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
@@ -57,7 +57,7 @@ def test_init_dryrun_db(default_conf, mocker):
create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
init(default_conf)
init(default_conf['db_url'], default_conf['dry_run'])
assert create_engine_mock.call_count == 1
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite://'
@@ -336,8 +336,8 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
assert trade.calc_profit_percent(fee=0.003) == 0.06147824
@pytest.mark.usefixtures("init_persistence")
def test_clean_dry_run_db(default_conf, fee):
init(default_conf)
# Simulate dry_run entries
trade = Trade(
@@ -424,7 +424,7 @@ def test_migrate_old(mocker, default_conf, fee):
engine.execute(create_table_old)
engine.execute(insert_table_old)
# Run init to test migration
init(default_conf)
init(default_conf['db_url'], default_conf['dry_run'])
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
trade = Trade.query.filter(Trade.id == 1).first()
@@ -497,7 +497,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
engine.execute("create table trades_bak1 as select * from trades")
# Run init to test migration
init(default_conf)
init(default_conf['db_url'], default_conf['dry_run'])
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
trade = Trade.query.filter(Trade.id == 1).first()
@@ -566,7 +566,7 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
engine.execute(insert_table_old)
# Run init to test migration
init(default_conf)
init(default_conf['db_url'], default_conf['dry_run'])
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
trade = Trade.query.filter(Trade.id == 1).first()
@@ -668,8 +668,8 @@ def test_adjust_min_max_rates(fee):
assert trade.min_rate == 0.96
@pytest.mark.usefixtures("init_persistence")
def test_get_open(default_conf, fee):
init(default_conf)
# Simulate dry_run entries
trade = Trade(
@@ -713,8 +713,8 @@ def test_get_open(default_conf, fee):
assert len(Trade.get_open_trades()) == 2
@pytest.mark.usefixtures("init_persistence")
def test_to_json(default_conf, fee):
init(default_conf)
# Simulate dry_run entries
trade = Trade(