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Merge branch 'develop' into fix/validate_dataframe

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This commit is contained in:
Matthias
2019-06-24 06:21:08 +02:00
parent 472e7f80a0 c9a76be532
commit a07653a6cc
53 changed files with 1433 additions and 735 deletions
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237
freqtrade/arguments.py
View File

@@ -33,7 +33,8 @@ class Arguments(object):
self.parser = argparse.ArgumentParser(description=description)
def _load_args(self) -> None:
self.common_args_parser()
self.common_options()
self.main_options()
self._build_subcommands()
def get_parsed_arg(self) -> argparse.Namespace:
@@ -47,7 +48,7 @@ class Arguments(object):
return self.parsed_arg
def parse_args(self) -> argparse.Namespace:
def parse_args(self, no_default_config: bool = False) -> argparse.Namespace:
"""
Parses given arguments and returns an argparse Namespace instance.
"""
@@ -55,123 +56,121 @@ class Arguments(object):
# Workaround issue in argparse with action='append' and default value
# (see https://bugs.python.org/issue16399)
if parsed_arg.config is None:
if not no_default_config and parsed_arg.config is None:
parsed_arg.config = [constants.DEFAULT_CONFIG]
return parsed_arg
def common_args_parser(self) -> None:
def common_options(self) -> None:
"""
Parses given common arguments and returns them as a parsed object.
Parses arguments that are common for the main Freqtrade, all subcommands and scripts.
"""
self.parser.add_argument(
parser = self.parser
parser.add_argument(
'-v', '--verbose',
help='Verbose mode (-vv for more, -vvv to get all messages).',
action='count',
dest='loglevel',
default=0,
)
self.parser.add_argument(
parser.add_argument(
'--logfile',
help='Log to the file specified',
dest='logfile',
type=str,
metavar='FILE'
metavar='FILE',
)
self.parser.add_argument(
parser.add_argument(
'--version',
action='version',
version=f'%(prog)s {__version__}'
)
self.parser.add_argument(
parser.add_argument(
'-c', '--config',
help='Specify configuration file (default: %(default)s). '
'Multiple --config options may be used.',
help=f'Specify configuration file (default: {constants.DEFAULT_CONFIG}). '
f'Multiple --config options may be used. '
f'Can be set to `-` to read config from stdin.',
dest='config',
action='append',
type=str,
metavar='PATH',
)
self.parser.add_argument(
parser.add_argument(
'-d', '--datadir',
help='Path to backtest data.',
dest='datadir',
default=None,
type=str,
metavar='PATH',
)
self.parser.add_argument(
def main_options(self) -> None:
"""
Parses arguments for the main Freqtrade.
"""
parser = self.parser
parser.add_argument(
'-s', '--strategy',
help='Specify strategy class name (default: %(default)s).',
dest='strategy',
default='DefaultStrategy',
type=str,
metavar='NAME',
)
self.parser.add_argument(
parser.add_argument(
'--strategy-path',
help='Specify additional strategy lookup path.',
dest='strategy_path',
type=str,
metavar='PATH',
)
self.parser.add_argument(
parser.add_argument(
'--dynamic-whitelist',
help='Dynamically generate and update whitelist'
' based on 24h BaseVolume (default: %(const)s).'
' DEPRECATED.',
help='Dynamically generate and update whitelist '
'based on 24h BaseVolume (default: %(const)s). '
'DEPRECATED.',
dest='dynamic_whitelist',
const=constants.DYNAMIC_WHITELIST,
type=int,
metavar='INT',
nargs='?',
)
self.parser.add_argument(
parser.add_argument(
'--db-url',
help='Override trades database URL, this is useful if dry_run is enabled'
' or in custom deployments (default: %(default)s).',
help=f'Override trades database URL, this is useful if dry_run is enabled '
f'or in custom deployments (default: {constants.DEFAULT_DB_DRYRUN_URL}.',
dest='db_url',
type=str,
metavar='PATH',
)
self.parser.add_argument(
parser.add_argument(
'--sd-notify',
help='Notify systemd service manager.',
action='store_true',
dest='sd_notify',
)
@staticmethod
def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
def common_optimize_options(self, subparser: argparse.ArgumentParser = None) -> None:
"""
Parses given common arguments for Backtesting, Edge and Hyperopt modules.
Parses arguments common for Backtesting, Edge and Hyperopt modules.
:param parser:
:return:
"""
parser = subparser or self.parser
parser.add_argument(
'-i', '--ticker-interval',
help='Specify ticker interval (1m, 5m, 30m, 1h, 1d).',
dest='ticker_interval',
type=str,
)
parser.add_argument(
'--timerange',
help='Specify what timerange of data to use.',
default=None,
type=str,
dest='timerange',
)
parser.add_argument(
'--max_open_trades',
help='Specify max_open_trades to use.',
default=None,
type=int,
dest='max_open_trades',
)
parser.add_argument(
'--stake_amount',
help='Specify stake_amount.',
default=None,
type=float,
dest='stake_amount',
)
@@ -184,11 +183,12 @@ class Arguments(object):
dest='refresh_pairs',
)
@staticmethod
def backtesting_options(parser: argparse.ArgumentParser) -> None:
def backtesting_options(self, subparser: argparse.ArgumentParser = None) -> None:
"""
Parses given arguments for Backtesting module.
"""
parser = subparser or self.parser
parser.add_argument(
'--eps', '--enable-position-stacking',
help='Allow buying the same pair multiple times (position stacking).',
@@ -224,47 +224,44 @@ class Arguments(object):
'--export',
help='Export backtest results, argument are: trades. '
'Example --export=trades',
type=str,
default=None,
dest='export',
)
parser.add_argument(
'--export-filename',
help='Save backtest results to this filename \
requires --export to be set as well\
Example --export-filename=user_data/backtest_data/backtest_today.json\
(default: %(default)s)',
type=str,
help='Save backtest results to this filename '
'requires --export to be set as well. '
'Example --export-filename=user_data/backtest_data/backtest_today.json '
'(default: %(default)s)',
default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'),
dest='exportfilename',
metavar='PATH',
)
@staticmethod
def edge_options(parser: argparse.ArgumentParser) -> None:
def edge_options(self, subparser: argparse.ArgumentParser = None) -> None:
"""
Parses given arguments for Edge module.
"""
parser = subparser or self.parser
parser.add_argument(
'--stoplosses',
help='Defines a range of stoploss against which edge will assess the strategy '
'the format is "min,max,step" (without any space).'
'example: --stoplosses=-0.01,-0.1,-0.001',
type=str,
'the format is "min,max,step" (without any space). '
'Example: --stoplosses=-0.01,-0.1,-0.001',
dest='stoploss_range',
)
@staticmethod
def hyperopt_options(parser: argparse.ArgumentParser) -> None:
def hyperopt_options(self, subparser: argparse.ArgumentParser = None) -> None:
"""
Parses given arguments for Hyperopt module.
"""
parser = subparser or self.parser
parser.add_argument(
'--customhyperopt',
help='Specify hyperopt class name (default: %(default)s).',
dest='hyperopt',
default=constants.DEFAULT_HYPEROPT,
type=str,
metavar='NAME',
)
parser.add_argument(
@@ -292,8 +289,8 @@ class Arguments(object):
)
parser.add_argument(
'-s', '--spaces',
help='Specify which parameters to hyperopt. Space separate list. \
Default: %(default)s.',
help='Specify which parameters to hyperopt. Space separate list. '
'Default: %(default)s.',
choices=['all', 'buy', 'sell', 'roi', 'stoploss'],
default='all',
nargs='+',
@@ -321,7 +318,6 @@ class Arguments(object):
'--random-state',
help='Set random state to some positive integer for reproducible hyperopt results.',
dest='hyperopt_random_state',
default=None,
type=Arguments.check_int_positive,
metavar='INT',
)
@@ -335,33 +331,55 @@ class Arguments(object):
metavar='INT',
)
def list_exchanges_options(self, subparser: argparse.ArgumentParser = None) -> None:
"""
Parses given arguments for the list-exchanges command.
"""
parser = subparser or self.parser
parser.add_argument(
'-1', '--one-column',
help='Print exchanges in one column',
action='store_true',
dest='print_one_column',
)
def _build_subcommands(self) -> None:
"""
Builds and attaches all subcommands
Builds and attaches all subcommands.
:return: None
"""
from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
from freqtrade.utils import start_list_exchanges
subparsers = self.parser.add_subparsers(dest='subparser')
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
backtesting_cmd.set_defaults(func=start_backtesting)
self.optimizer_shared_options(backtesting_cmd)
self.common_optimize_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=start_edge)
self.optimizer_shared_options(edge_cmd)
self.common_optimize_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=start_hyperopt)
self.optimizer_shared_options(hyperopt_cmd)
self.common_optimize_options(hyperopt_cmd)
self.hyperopt_options(hyperopt_cmd)
# Add list-exchanges subcommand
list_exchanges_cmd = subparsers.add_parser(
'list-exchanges',
help='Print available exchanges.'
)
list_exchanges_cmd.set_defaults(func=start_list_exchanges)
self.list_exchanges_options(list_exchanges_cmd)
@staticmethod
def parse_timerange(text: Optional[str]) -> TimeRange:
"""
@@ -416,78 +434,85 @@ class Arguments(object):
)
return uint
def scripts_options(self) -> None:
def common_scripts_options(self, subparser: argparse.ArgumentParser = None) -> None:
"""
Parses given arguments for scripts.
Parses arguments common for scripts.
"""
self.parser.add_argument(
parser = subparser or self.parser
parser.add_argument(
'-p', '--pairs',
help='Show profits for only this pairs. Pairs are comma-separated.',
dest='pairs',
default=None
)
def testdata_dl_options(self) -> None:
def download_data_options(self) -> None:
"""
Parses given arguments for testdata download
Parses given arguments for testdata download script
"""
self.parser.add_argument(
parser = self.parser
parser.add_argument(
'--pairs-file',
help='File containing a list of pairs to download.',
dest='pairs_file',
default=None,
metavar='PATH',
metavar='FILE',
)
self.parser.add_argument(
'--export',
help='Export files to given dir.',
dest='export',
default=None,
metavar='PATH',
)
self.parser.add_argument(
'-c', '--config',
help='Specify configuration file (default: %(default)s). '
'Multiple --config options may be used.',
dest='config',
action='append',
type=str,
metavar='PATH',
)
self.parser.add_argument(
parser.add_argument(
'--days',
help='Download data for given number of days.',
dest='days',
type=int,
type=Arguments.check_int_positive,
metavar='INT',
default=None
)
self.parser.add_argument(
parser.add_argument(
'--exchange',
help='Exchange name (default: %(default)s). Only valid if no config is provided.',
help=f'Exchange name (default: {constants.DEFAULT_EXCHANGE}). '
f'Only valid if no config is provided.',
dest='exchange',
type=str,
default='bittrex'
)
self.parser.add_argument(
parser.add_argument(
'-t', '--timeframes',
help='Specify which tickers to download. Space separated list. \
Default: %(default)s.',
help=f'Specify which tickers to download. Space separated list. '
f'Default: {constants.DEFAULT_DOWNLOAD_TICKER_INTERVALS}.',
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
'6h', '8h', '12h', '1d', '3d', '1w'],
default=['1m', '5m'],
nargs='+',
dest='timeframes',
)
self.parser.add_argument(
parser.add_argument(
'--erase',
help='Clean all existing data for the selected exchange/pairs/timeframes.',
dest='erase',
action='store_true'
)
def plot_dataframe_options(self) -> None:
"""
Parses given arguments for plot dataframe script
"""
parser = self.parser
parser.add_argument(
'--indicators1',
help='Set indicators from your strategy you want in the first row of the graph. '
'Separate them with a coma. E.g: ema3,ema5 (default: %(default)s)',
default='sma,ema3,ema5',
dest='indicators1',
)
parser.add_argument(
'--indicators2',
help='Set indicators from your strategy you want in the third row of the graph. '
'Separate them with a coma. E.g: fastd,fastk (default: %(default)s)',
default='macd,macdsignal',
dest='indicators2',
)
parser.add_argument(
'--plot-limit',
help='Specify tick limit for plotting - too high values cause huge files - '
'Default: %(default)s',
dest='plot_limit',
default=750,
type=int,
)

119
freqtrade/configuration.py
View File

@@ -13,7 +13,8 @@ from jsonschema import Draft4Validator, validators
from jsonschema.exceptions import ValidationError, best_match
from freqtrade import OperationalException, constants
from freqtrade.exchange import is_exchange_supported, supported_exchanges
from freqtrade.exchange import (is_exchange_bad, is_exchange_available,
is_exchange_officially_supported, available_exchanges)
from freqtrade.misc import deep_merge_dicts
from freqtrade.state import RunMode
@@ -33,13 +34,17 @@ def set_loggers(log_level: int = 0) -> None:
logging.getLogger('telegram').setLevel(logging.INFO)
def _extend_with_default(validator_class):
validate_properties = validator_class.VALIDATORS["properties"]
def _extend_validator(validator_class):
"""
Extended validator for the Freqtrade configuration JSON Schema.
Currently it only handles defaults for subschemas.
"""
validate_properties = validator_class.VALIDATORS['properties']
def set_defaults(validator, properties, instance, schema):
for prop, subschema in properties.items():
if "default" in subschema:
instance.setdefault(prop, subschema["default"])
if 'default' in subschema:
instance.setdefault(prop, subschema['default'])
for error in validate_properties(
validator, properties, instance, schema,
@@ -47,11 +52,11 @@ def _extend_with_default(validator_class):
yield error
return validators.extend(
validator_class, {"properties": set_defaults},
validator_class, {'properties': set_defaults}
)
ValidatorWithDefaults = _extend_with_default(Draft4Validator)
FreqtradeValidator = _extend_validator(Draft4Validator)
class Configuration(object):
@@ -74,6 +79,7 @@ class Configuration(object):
# Now expecting a list of config filenames here, not a string
for path in self.args.config:
logger.info('Using config: %s ...', path)
# Merge config options, overwriting old values
config = deep_merge_dicts(self._load_config_file(path), config)
@@ -97,6 +103,9 @@ class Configuration(object):
# Load Optimize configurations
config = self._load_optimize_config(config)
# Add plotting options if available
config = self._load_plot_config(config)
# Set runmode
if not self.runmode:
# Handle real mode, infer dry/live from config
@@ -113,7 +122,8 @@ class Configuration(object):
:return: configuration as dictionary
"""
try:
with open(path) as file:
# Read config from stdin if requested in the options
with open(path) if path != '-' else sys.stdin as file:
conf = json.load(file)
except FileNotFoundError:
raise OperationalException(
@@ -122,12 +132,11 @@ class Configuration(object):
return conf
def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
def _load_logging_config(self, config: Dict[str, Any]) -> None:
"""
Extract information for sys.argv and load common configuration
:return: configuration as dictionary
Extract information for sys.argv and load logging configuration:
the --loglevel, --logfile options
"""
# Log level
if 'loglevel' in self.args and self.args.loglevel:
config.update({'verbosity': self.args.loglevel})
@@ -153,6 +162,13 @@ class Configuration(object):
set_loggers(config['verbosity'])
logger.info('Verbosity set to %s', config['verbosity'])
def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
"""
Extract information for sys.argv and load common configuration
:return: configuration as dictionary
"""
self._load_logging_config(config)
# Support for sd_notify
if self.args.sd_notify:
config['internals'].update({'sd_notify': True})
@@ -228,6 +244,17 @@ class Configuration(object):
else:
logger.info(logstring.format(config[argname]))
def _load_datadir_config(self, config: Dict[str, Any]) -> None:
"""
Extract information for sys.argv and load datadir configuration:
the --datadir option
"""
if 'datadir' in self.args and self.args.datadir:
config.update({'datadir': self._create_datadir(config, self.args.datadir)})
else:
config.update({'datadir': self._create_datadir(config, None)})
logger.info('Using data folder: %s ...', config.get('datadir'))
def _load_optimize_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
"""
Extract information for sys.argv and load Optimize configuration
@@ -263,11 +290,7 @@ class Configuration(object):
self._args_to_config(config, argname='timerange',
logstring='Parameter --timerange detected: {} ...')
if 'datadir' in self.args and self.args.datadir:
config.update({'datadir': self._create_datadir(config, self.args.datadir)})
else:
config.update({'datadir': self._create_datadir(config, None)})
logger.info('Using data folder: %s ...', config.get('datadir'))
self._load_datadir_config(config)
self._args_to_config(config, argname='refresh_pairs',
logstring='Parameter -r/--refresh-pairs-cached detected ...')
@@ -318,6 +341,26 @@ class Configuration(object):
return config
def _load_plot_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
"""
Extract information for sys.argv Plotting configuration
:return: configuration as dictionary
"""
self._args_to_config(config, argname='pairs',
logstring='Using pairs {}')
self._args_to_config(config, argname='indicators1',
logstring='Using indicators1: {}')
self._args_to_config(config, argname='indicators2',
logstring='Using indicators2: {}')
self._args_to_config(config, argname='plot_limit',
logstring='Limiting plot to: {}')
return config
def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]:
"""
Validate the configuration follow the Config Schema
@@ -325,7 +368,7 @@ class Configuration(object):
:return: Returns the config if valid, otherwise throw an exception
"""
try:
ValidatorWithDefaults(constants.CONF_SCHEMA).validate(conf)
FreqtradeValidator(constants.CONF_SCHEMA).validate(conf)
return conf
except ValidationError as exception:
logger.critical(
@@ -375,22 +418,40 @@ class Configuration(object):
return self.config
def check_exchange(self, config: Dict[str, Any]) -> bool:
def check_exchange(self, config: Dict[str, Any], check_for_bad: bool = True) -> bool:
"""
Check if the exchange name in the config file is supported by Freqtrade
:return: True or raised an exception if the exchange if not supported
:param check_for_bad: if True, check the exchange against the list of known 'bad'
exchanges
:return: False if exchange is 'bad', i.e. is known to work with the bot with
critical issues or does not work at all, crashes, etc. True otherwise.
raises an exception if the exchange if not supported by ccxt
and thus is not known for the Freqtrade at all.
"""
logger.info("Checking exchange...")
exchange = config.get('exchange', {}).get('name').lower()
if not is_exchange_supported(exchange):
exception_msg = f'Exchange "{exchange}" not supported.\n' \
f'The following exchanges are supported: ' \
f'{", ".join(supported_exchanges())}'
logger.critical(exception_msg)
if not is_exchange_available(exchange):
raise OperationalException(
exception_msg
f'Exchange "{exchange}" is not supported by ccxt '
f'and therefore not available for the bot.\n'
f'The following exchanges are supported by ccxt: '
f'{", ".join(available_exchanges())}'
)
logger.debug('Exchange "%s" supported', exchange)
if check_for_bad and is_exchange_bad(exchange):
logger.warning(f'Exchange "{exchange}" is known to not work with the bot yet. '
f'Use it only for development and testing purposes.')
return False
if is_exchange_officially_supported(exchange):
logger.info(f'Exchange "{exchange}" is officially supported '
f'by the Freqtrade development team.')
else:
logger.warning(f'Exchange "{exchange}" is supported by ccxt '
f'and therefore available for the bot but not officially supported '
f'by the Freqtrade development team. '
f'It may work flawlessly (please report back) or have serious issues. '
f'Use it at your own discretion.')
return True

2
freqtrade/constants.py
View File

@@ -4,6 +4,7 @@
bot constants
"""
DEFAULT_CONFIG = 'config.json'
DEFAULT_EXCHANGE = 'bittrex'
DYNAMIC_WHITELIST = 20 # pairs
PROCESS_THROTTLE_SECS = 5 # sec
DEFAULT_TICKER_INTERVAL = 5 # min
@@ -21,6 +22,7 @@ ORDERTYPE_POSSIBILITIES = ['limit', 'market']
ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList']
DRY_RUN_WALLET = 999.9
DEFAULT_DOWNLOAD_TICKER_INTERVALS = '1m 5m'
TICKER_INTERVALS = [
'1m', '3m', '5m', '15m', '30m',

53
freqtrade/data/btanalysis.py
View File

@@ -1,12 +1,18 @@
"""
Helpers when analyzing backtest data
"""
import logging
from pathlib import Path
import numpy as np
import pandas as pd
import pytz
from freqtrade import persistence
from freqtrade.misc import json_load
from freqtrade.persistence import Trade
logger = logging.getLogger(__name__)
# must align with columns in backtest.py
BT_DATA_COLUMNS = ["pair", "profitperc", "open_time", "close_time", "index", "duration",
@@ -17,7 +23,7 @@ def load_backtest_data(filename) -> pd.DataFrame:
"""
Load backtest data file.
:param filename: pathlib.Path object, or string pointing to the file.
:return a dataframe with the analysis results
:return: a dataframe with the analysis results
"""
if isinstance(filename, str):
filename = Path(filename)
@@ -65,3 +71,48 @@ def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int
df2 = df2.set_index('date')
df_final = df2.resample(freq)[['pair']].count()
return df_final[df_final['pair'] > max_open_trades]
def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame:
"""
Load trades, either from a DB (using dburl) or via a backtest export file.
:param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite)
:param exportfilename: Path to a file exported from backtesting
:return: Dataframe containing Trades
"""
timeZone = pytz.UTC
trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
if db_url:
persistence.init(db_url, clean_open_orders=False)
columns = ["pair", "profit", "open_time", "close_time",
"open_rate", "close_rate", "duration"]
for x in Trade.query.all():
logger.info("date: {}".format(x.open_date))
trades = pd.DataFrame([(t.pair, t.calc_profit(),
t.open_date.replace(tzinfo=timeZone),
t.close_date.replace(tzinfo=timeZone) if t.close_date else None,
t.open_rate, t.close_rate,
t.close_date.timestamp() - t.open_date.timestamp()
if t.close_date else None)
for t in Trade.query.all()],
columns=columns)
elif exportfilename:
trades = load_backtest_data(Path(exportfilename))
return trades
def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame:
"""
Compare trades and backtested pair DataFrames to get trades performed on backtested period
:return: the DataFrame of a trades of period
"""
trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) &
(trades['close_time'] <= dataframe.iloc[-1]['date'])]
return trades

2
freqtrade/data/history.py
View File

@@ -63,7 +63,7 @@ def load_tickerdata_file(
timerange: Optional[TimeRange] = None) -> Optional[list]:
"""
Load a pair from file, either .json.gz or .json
:return tickerlist or None if unsuccesful
:return: tickerlist or None if unsuccesful
"""
filename = pair_data_filename(datadir, pair, ticker_interval)
pairdata = misc.file_load_json(filename)

6
freqtrade/exchange/__init__.py
View File

@@ -1,6 +1,8 @@
from freqtrade.exchange.exchange import Exchange # noqa: F401
from freqtrade.exchange.exchange import (is_exchange_supported, # noqa: F401
supported_exchanges)
from freqtrade.exchange.exchange import (is_exchange_bad, # noqa: F401
is_exchange_available,
is_exchange_officially_supported,
available_exchanges)
from freqtrade.exchange.exchange import (timeframe_to_seconds, # noqa: F401
timeframe_to_minutes,
timeframe_to_msecs)

18
freqtrade/exchange/exchange.py
View File

@@ -156,8 +156,8 @@ class Exchange(object):
# Find matching class for the given exchange name
name = exchange_config['name']
if not is_exchange_supported(name, ccxt_module):
raise OperationalException(f'Exchange {name} is not supported')
if not is_exchange_available(name, ccxt_module):
raise OperationalException(f'Exchange {name} is not supported by ccxt')
ex_config = {
'apiKey': exchange_config.get('key'),
@@ -722,11 +722,19 @@ class Exchange(object):
raise OperationalException(e)
def is_exchange_supported(exchange: str, ccxt_module=None) -> bool:
return exchange in supported_exchanges(ccxt_module)
def is_exchange_bad(exchange: str) -> bool:
return exchange in ['bitmex']
def supported_exchanges(ccxt_module=None) -> List[str]:
def is_exchange_available(exchange: str, ccxt_module=None) -> bool:
return exchange in available_exchanges(ccxt_module)
def is_exchange_officially_supported(exchange: str) -> bool:
return exchange in ['bittrex', 'binance']
def available_exchanges(ccxt_module=None) -> List[str]:
return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges

34
freqtrade/freqtradebot.py
View File

@@ -53,8 +53,7 @@ class FreqtradeBot(object):
self.rpc: RPCManager = RPCManager(self)
exchange_name = self.config.get('exchange', {}).get('name').title()
self.exchange = ExchangeResolver(exchange_name, self.config).exchange
self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
self.wallets = Wallets(self.config, self.exchange)
self.dataprovider = DataProvider(self.config, self.exchange)
@@ -205,19 +204,19 @@ class FreqtradeBot(object):
else:
stake_amount = self.config['stake_amount']
avaliable_amount = self.wallets.get_free(self.config['stake_currency'])
available_amount = self.wallets.get_free(self.config['stake_currency'])
if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
open_trades = len(Trade.get_open_trades())
if open_trades >= self.config['max_open_trades']:
logger.warning('Can\'t open a new trade: max number of trades is reached')
return None
return avaliable_amount / (self.config['max_open_trades'] - open_trades)
return available_amount / (self.config['max_open_trades'] - open_trades)
# Check if stake_amount is fulfilled
if avaliable_amount < stake_amount:
if available_amount < stake_amount:
raise DependencyException(
f"Available balance({avaliable_amount} {self.config['stake_currency']}) is "
f"Available balance({available_amount} {self.config['stake_currency']}) is "
f"lower than stake amount({stake_amount} {self.config['stake_currency']})"
)
@@ -345,8 +344,8 @@ class FreqtradeBot(object):
return False
amount = stake_amount / buy_limit_requested
order = self.exchange.buy(pair=pair, ordertype=self.strategy.order_types['buy'],
order_type = self.strategy.order_types['buy']
order = self.exchange.buy(pair=pair, ordertype=order_type,
amount=amount, rate=buy_limit_requested,
time_in_force=time_in_force)
order_id = order['id']
@@ -356,7 +355,6 @@ class FreqtradeBot(object):
buy_limit_filled_price = buy_limit_requested
if order_status == 'expired' or order_status == 'rejected':
order_type = self.strategy.order_types['buy']
order_tif = self.strategy.order_time_in_force['buy']
# return false if the order is not filled
@@ -390,6 +388,7 @@ class FreqtradeBot(object):
'exchange': self.exchange.name.capitalize(),
'pair': pair_s,
'limit': buy_limit_filled_price,
'order_type': order_type,
'stake_amount': stake_amount,
'stake_currency': stake_currency,
'fiat_currency': fiat_currency
@@ -691,13 +690,22 @@ class FreqtradeBot(object):
# cancelling the current stoploss on exchange first
logger.info('Trailing stoploss: cancelling current stoploss on exchange (id:{%s})'
'in order to add another one ...', order['id'])
if self.exchange.cancel_order(order['id'], trade.pair):
try:
self.exchange.cancel_order(order['id'], trade.pair)
except InvalidOrderException:
logger.exception(f"Could not cancel stoploss order {order['id']} "
f"for pair {trade.pair}")
try:
# creating the new one
stoploss_order_id = self.exchange.stoploss_limit(
pair=trade.pair, amount=trade.amount,
stop_price=trade.stop_loss, rate=trade.stop_loss * 0.99
)['id']
trade.stoploss_order_id = str(stoploss_order_id)
except DependencyException:
logger.exception(f"Could create trailing stoploss order "
f"for pair {trade.pair}.")
def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool:
if self.edge:
@@ -843,7 +851,10 @@ class FreqtradeBot(object):
# First cancelling stoploss on exchange ...
if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
self.exchange.cancel_order(trade.stoploss_order_id, trade.pair)
try:
self.exchange.cancel_order(trade.stoploss_order_id, trade.pair)
except InvalidOrderException:
logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
# Execute sell and update trade record
order_id = self.exchange.sell(pair=str(trade.pair),
@@ -875,6 +886,7 @@ class FreqtradeBot(object):
'pair': trade.pair,
'gain': gain,
'limit': trade.close_rate_requested,
'order_type': self.strategy.order_types['sell'],
'amount': trade.amount,
'open_rate': trade.open_rate,
'current_rate': current_rate,

10
freqtrade/optimize/__init__.py
View File

@@ -5,8 +5,9 @@ from typing import Any, Dict
from filelock import FileLock, Timeout
from freqtrade import DependencyException, constants
from freqtrade.configuration import Configuration
from freqtrade.state import RunMode
from freqtrade.utils import setup_utils_configuration
logger = logging.getLogger(__name__)
@@ -17,12 +18,7 @@ def setup_configuration(args: Namespace, method: RunMode) -> Dict[str, Any]:
:param args: Cli args from Arguments()
:return: Configuration
"""
configuration = Configuration(args, method)
config = configuration.load_config()
# Ensure we do not use Exchange credentials
config['exchange']['key'] = ''
config['exchange']['secret'] = ''
config = setup_utils_configuration(args, method)
if method == RunMode.BACKTEST:
if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT:

3
freqtrade/optimize/backtesting.py
View File

@@ -63,8 +63,7 @@ class Backtesting(object):
self.config['dry_run'] = True
self.strategylist: List[IStrategy] = []
exchange_name = self.config.get('exchange', {}).get('name').title()
self.exchange = ExchangeResolver(exchange_name, self.config).exchange
self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
self.fee = self.exchange.get_fee()
if self.config.get('runmode') != RunMode.HYPEROPT:

2
freqtrade/optimize/edge_cli.py
View File

@@ -6,6 +6,7 @@ This module contains the edge backtesting interface
import logging
from typing import Dict, Any
from tabulate import tabulate
from freqtrade import constants
from freqtrade.edge import Edge
from freqtrade.arguments import Arguments
@@ -32,6 +33,7 @@ class EdgeCli(object):
self.config['exchange']['secret'] = ''
self.config['exchange']['password'] = ''
self.config['exchange']['uid'] = ''
self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
self.config['dry_run'] = True
self.exchange = Exchange(self.config)
self.strategy = StrategyResolver(self.config).strategy

1
freqtrade/optimize/hyperopt_interface.py
View File

@@ -20,6 +20,7 @@ class IHyperOpt(ABC):
stoploss -> float: optimal stoploss designed for the strategy
ticker_interval -> int: value of the ticker interval to use for the strategy
"""
ticker_interval: str
@staticmethod
@abstractmethod

0
freqtrade/plot/__init__.py Normal file
View File

221
freqtrade/plot/plotting.py Normal file
View File

@@ -0,0 +1,221 @@
import logging
from typing import List
import pandas as pd
from pathlib import Path
logger = logging.getLogger(__name__)
try:
from plotly import tools
from plotly.offline import plot
import plotly.graph_objs as go
except ImportError:
logger.exception("Module plotly not found \n Please install using `pip install plotly`")
exit(1)
def generate_row(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.make_subplots:
"""
Generator all the indicator selected by the user for a specific row
:param fig: Plot figure to append to
:param row: row number for this plot
:param indicators: List of indicators present in the dataframe
:param data: candlestick DataFrame
"""
for indicator in indicators:
if indicator in data:
# TODO: Figure out why scattergl causes problems
scattergl = go.Scatter(
x=data['date'],
y=data[indicator].values,
mode='lines',
name=indicator
)
fig.append_trace(scattergl, row, 1)
else:
logger.info(
'Indicator "%s" ignored. Reason: This indicator is not found '
'in your strategy.',
indicator
)
return fig
def plot_trades(fig, trades: pd.DataFrame):
"""
Plot trades to "fig"
"""
# Trades can be empty
if trades is not None and len(trades) > 0:
trade_buys = go.Scatter(
x=trades["open_time"],
y=trades["open_rate"],
mode='markers',
name='trade_buy',
marker=dict(
symbol='square-open',
size=11,
line=dict(width=2),
color='green'
)
)
# Create description for sell summarizing the trade
desc = trades.apply(lambda row: f"{round(row['profitperc'], 3)}%, {row['sell_reason']}, "
f"{row['duration']}min",
axis=1)
trade_sells = go.Scatter(
x=trades["close_time"],
y=trades["close_rate"],
text=desc,
mode='markers',
name='trade_sell',
marker=dict(
symbol='square-open',
size=11,
line=dict(width=2),
color='red'
)
)
fig.append_trace(trade_buys, 1, 1)
fig.append_trace(trade_sells, 1, 1)
return fig
def generate_graph(
pair: str,
data: pd.DataFrame,
trades: pd.DataFrame = None,
indicators1: List[str] = [],
indicators2: List[str] = [],
) -> go.Figure:
"""
Generate the graph from the data generated by Backtesting or from DB
Volume will always be ploted in row2, so Row 1 and 3 are to our disposal for custom indicators
:param pair: Pair to Display on the graph
:param data: OHLCV DataFrame containing indicators and buy/sell signals
:param trades: All trades created
:param indicators1: List containing Main plot indicators
:param indicators2: List containing Sub plot indicators
:return: None
"""
# Define the graph
fig = tools.make_subplots(
rows=3,
cols=1,
shared_xaxes=True,
row_width=[1, 1, 4],
vertical_spacing=0.0001,
)
fig['layout'].update(title=pair)
fig['layout']['yaxis1'].update(title='Price')
fig['layout']['yaxis2'].update(title='Volume')
fig['layout']['yaxis3'].update(title='Other')
fig['layout']['xaxis']['rangeslider'].update(visible=False)
# Common information
candles = go.Candlestick(
x=data.date,
open=data.open,
high=data.high,
low=data.low,
close=data.close,
name='Price'
)
fig.append_trace(candles, 1, 1)
if 'buy' in data.columns:
df_buy = data[data['buy'] == 1]
if len(df_buy) > 0:
buys = go.Scatter(
x=df_buy.date,
y=df_buy.close,
mode='markers',
name='buy',
marker=dict(
symbol='triangle-up-dot',
size=9,
line=dict(width=1),
color='green',
)
)
fig.append_trace(buys, 1, 1)
else:
logger.warning("No buy-signals found.")
if 'sell' in data.columns:
df_sell = data[data['sell'] == 1]
if len(df_sell) > 0:
sells = go.Scatter(
x=df_sell.date,
y=df_sell.close,
mode='markers',
name='sell',
marker=dict(
symbol='triangle-down-dot',
size=9,
line=dict(width=1),
color='red',
)
)
fig.append_trace(sells, 1, 1)
else:
logger.warning("No sell-signals found.")
if 'bb_lowerband' in data and 'bb_upperband' in data:
bb_lower = go.Scattergl(
x=data.date,
y=data.bb_lowerband,
name='BB lower',
line={'color': 'rgba(255,255,255,0)'},
)
bb_upper = go.Scattergl(
x=data.date,
y=data.bb_upperband,
name='BB upper',
fill="tonexty",
fillcolor="rgba(0,176,246,0.2)",
line={'color': 'rgba(255,255,255,0)'},
)
fig.append_trace(bb_lower, 1, 1)
fig.append_trace(bb_upper, 1, 1)
# Add indicators to main plot
fig = generate_row(fig=fig, row=1, indicators=indicators1, data=data)
fig = plot_trades(fig, trades)
# Volume goes to row 2
volume = go.Bar(
x=data['date'],
y=data['volume'],
name='Volume'
)
fig.append_trace(volume, 2, 1)
# Add indicators to seperate row
fig = generate_row(fig=fig, row=3, indicators=indicators2, data=data)
return fig
def generate_plot_file(fig, pair, ticker_interval) -> None:
"""
Generate a plot html file from pre populated fig plotly object
:param fig: Plotly Figure to plot
:param pair: Pair to plot (used as filename and Plot title)
:param ticker_interval: Used as part of the filename
:return: None
"""
logger.info('Generate plot file for %s', pair)
pair_name = pair.replace("/", "_")
file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html'
Path("user_data/plots").mkdir(parents=True, exist_ok=True)
plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)),
auto_open=False)

1
freqtrade/resolvers/exchange_resolver.py
View File

@@ -22,6 +22,7 @@ class ExchangeResolver(IResolver):
Load the custom class from config parameter
:param config: configuration dictionary
"""
exchange_name = exchange_name.title()
try:
self.exchange = self._load_exchange(exchange_name, kwargs={'config': config})
except ImportError:

3
freqtrade/resolvers/hyperopt_resolver.py
View File

@@ -32,6 +32,9 @@ class HyperOptResolver(IResolver):
hyperopt_name = config.get('hyperopt') or DEFAULT_HYPEROPT
self.hyperopt = self._load_hyperopt(hyperopt_name, extra_dir=config.get('hyperopt_path'))
# Assign ticker_interval to be used in hyperopt
self.hyperopt.__class__.ticker_interval = str(config['ticker_interval'])
if not hasattr(self.hyperopt, 'populate_buy_trend'):
logger.warning("Custom Hyperopt does not provide populate_buy_trend. "
"Using populate_buy_trend from DefaultStrategy.")

4
freqtrade/rpc/telegram.py
View File

@@ -132,7 +132,7 @@ class Telegram(RPC):
msg['stake_amount_fiat'] = 0
message = ("*{exchange}:* Buying {pair}\n"
"with limit `{limit:.8f}\n"
"at rate `{limit:.8f}\n"
"({stake_amount:.6f} {stake_currency}").format(**msg)
if msg.get('fiat_currency', None):
@@ -144,7 +144,7 @@ class Telegram(RPC):
msg['profit_percent'] = round(msg['profit_percent'] * 100, 2)
message = ("*{exchange}:* Selling {pair}\n"
"*Limit:* `{limit:.8f}`\n"
"*Rate:* `{limit:.8f}`\n"
"*Amount:* `{amount:.8f}`\n"
"*Open Rate:* `{open_rate:.8f}`\n"
"*Current Rate:* `{current_rate:.8f}`\n"

15
freqtrade/strategy/interface.py
View File

@@ -158,7 +158,7 @@ class IStrategy(ABC):
"""
Parses the given ticker history and returns a populated DataFrame
add several TA indicators and buy signal to it
:return DataFrame with ticker data and indicator data
:return: DataFrame with ticker data and indicator data
"""
pair = str(metadata.get('pair'))
@@ -308,14 +308,16 @@ class IStrategy(ABC):
if trailing_stop:
# trailing stoploss handling
sl_offset = self.config.get('trailing_stop_positive_offset') or 0.0
tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False)
# Make sure current_profit is calculated using high for backtesting.
high_profit = current_profit if not high else trade.calc_profit_percent(high)
# Don't update stoploss if trailing_only_offset_is_reached is true.
if not (tsl_only_offset and current_profit < sl_offset):
if not (tsl_only_offset and high_profit < sl_offset):
# Specific handling for trailing_stop_positive
if 'trailing_stop_positive' in self.config and current_profit > sl_offset:
if 'trailing_stop_positive' in self.config and high_profit > sl_offset:
# Ignore mypy error check in configuration that this is a float
stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore
logger.debug(f"using positive stop loss: {stop_loss_value} "
@@ -349,7 +351,7 @@ class IStrategy(ABC):
"""
Based an earlier trade and current price and ROI configuration, decides whether bot should
sell. Requires current_profit to be in percent!!
:return True if bot should sell at current rate
:return: True if bot should sell at current rate
"""
# Check if time matches and current rate is above threshold
@@ -378,6 +380,7 @@ class IStrategy(ABC):
:param metadata: Additional information, like the currently traded pair
:return: a Dataframe with all mandatory indicators for the strategies
"""
logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
if self._populate_fun_len == 2:
warnings.warn("deprecated - check out the Sample strategy to see "
"the current function headers!", DeprecationWarning)
@@ -393,6 +396,7 @@ class IStrategy(ABC):
:param pair: Additional information, like the currently traded pair
:return: DataFrame with buy column
"""
logger.debug(f"Populating buy signals for pair {metadata.get('pair')}.")
if self._buy_fun_len == 2:
warnings.warn("deprecated - check out the Sample strategy to see "
"the current function headers!", DeprecationWarning)
@@ -408,6 +412,7 @@ class IStrategy(ABC):
:param pair: Additional information, like the currently traded pair
:return: DataFrame with sell column
"""
logger.debug(f"Populating sell signals for pair {metadata.get('pair')}.")
if self._sell_fun_len == 2:
warnings.warn("deprecated - check out the Sample strategy to see "
"the current function headers!", DeprecationWarning)

32
freqtrade/tests/conftest.py
View File

@@ -5,6 +5,8 @@ import re
from copy import deepcopy
from datetime import datetime
from functools import reduce
from pathlib import Path
from typing import List
from unittest.mock import MagicMock, PropertyMock
import arrow
@@ -12,6 +14,7 @@ import pytest
from telegram import Chat, Message, Update
from freqtrade import constants, persistence
from freqtrade.arguments import Arguments
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.edge import Edge, PairInfo
from freqtrade.exchange import Exchange
@@ -36,6 +39,10 @@ def log_has_re(line, logs):
False)
def get_args(args) -> List[str]:
return Arguments(args, '').get_parsed_arg()
def patch_exchange(mocker, api_mock=None, id='bittrex') -> None:
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
@@ -54,7 +61,7 @@ def get_patched_exchange(mocker, config, api_mock=None, id='bittrex') -> Exchang
patch_exchange(mocker, api_mock, id)
config["exchange"]["name"] = id
try:
exchange = ExchangeResolver(id.title(), config).exchange
exchange = ExchangeResolver(id, config).exchange
except ImportError:
exchange = Exchange(config)
return exchange
@@ -104,11 +111,23 @@ def patch_freqtradebot(mocker, config) -> None:
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
"""
This function patches _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: FreqtradeBot
"""
patch_freqtradebot(mocker, config)
return FreqtradeBot(config)
def get_patched_worker(mocker, config) -> Worker:
"""
This function patches _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: Worker
"""
patch_freqtradebot(mocker, config)
return Worker(args=None, config=config)
@@ -145,6 +164,11 @@ def patch_coinmarketcap(mocker) -> None:
)
@pytest.fixture(scope='function')
def init_persistence(default_conf):
persistence.init(default_conf['db_url'], default_conf['dry_run'])
@pytest.fixture(scope="function")
def default_conf():
""" Returns validated configuration suitable for most tests """
@@ -854,9 +878,9 @@ def tickers():
@pytest.fixture
def result():
with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file:
return parse_ticker_dataframe(json.load(data_file), '1m',
pair="UNITTEST/BTC", fill_missing=True)
with Path('freqtrade/tests/testdata/UNITTEST_BTC-1m.json').open('r') as data_file:
return parse_ticker_dataframe(json.load(data_file), '1m', pair="UNITTEST/BTC",
fill_missing=True)
# FIX:
# Create an fixture/function

71
freqtrade/tests/data/test_btanalysis.py
View File

@@ -1,8 +1,15 @@
import pytest
from pandas import DataFrame
from unittest.mock import MagicMock
from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data
from freqtrade.data.history import make_testdata_path
from arrow import Arrow
import pytest
from pandas import DataFrame, to_datetime
from freqtrade.arguments import TimeRange
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
extract_trades_of_period,
load_backtest_data, load_trades)
from freqtrade.data.history import load_pair_history, make_testdata_path
from freqtrade.tests.test_persistence import create_mock_trades
def test_load_backtest_data():
@@ -19,3 +26,59 @@ def test_load_backtest_data():
with pytest.raises(ValueError, match=r"File .* does not exist\."):
load_backtest_data(str("filename") + "nofile")
def test_load_trades_file(default_conf, fee, mocker):
# Real testing of load_backtest_data is done in test_load_backtest_data
lbt = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())
filename = make_testdata_path(None) / "backtest-result_test.json"
load_trades(db_url=None, exportfilename=filename)
assert lbt.call_count == 1
@pytest.mark.usefixtures("init_persistence")
def test_load_trades_db(default_conf, fee, mocker):
create_mock_trades(fee)
# remove init so it does not init again
init_mock = mocker.patch('freqtrade.persistence.init', MagicMock())
trades = load_trades(db_url=default_conf['db_url'], exportfilename=None)
assert init_mock.call_count == 1
assert len(trades) == 3
assert isinstance(trades, DataFrame)
assert "pair" in trades.columns
assert "open_time" in trades.columns
def test_extract_trades_of_period():
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = load_pair_history(pair=pair, ticker_interval='1m',
datadir=None, timerange=timerange)
# timerange = 2017-11-14 06:07 - 2017-11-14 22:58:00
trades = DataFrame(
{'pair': [pair, pair, pair, pair],
'profit_percent': [0.0, 0.1, -0.2, -0.5],
'profit_abs': [0.0, 1, -2, -5],
'open_time': to_datetime([Arrow(2017, 11, 13, 15, 40, 0).datetime,
Arrow(2017, 11, 14, 9, 41, 0).datetime,
Arrow(2017, 11, 14, 14, 20, 0).datetime,
Arrow(2017, 11, 15, 3, 40, 0).datetime,
], utc=True
),
'close_time': to_datetime([Arrow(2017, 11, 13, 16, 40, 0).datetime,
Arrow(2017, 11, 14, 10, 41, 0).datetime,
Arrow(2017, 11, 14, 15, 25, 0).datetime,
Arrow(2017, 11, 15, 3, 55, 0).datetime,
], utc=True)
})
trades1 = extract_trades_of_period(data, trades)
# First and last trade are dropped as they are out of range
assert len(trades1) == 2
assert trades1.iloc[0].open_time == Arrow(2017, 11, 14, 9, 41, 0).datetime
assert trades1.iloc[0].close_time == Arrow(2017, 11, 14, 10, 41, 0).datetime
assert trades1.iloc[-1].open_time == Arrow(2017, 11, 14, 14, 20, 0).datetime
assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime

4
freqtrade/tests/exchange/test_exchange.py
View File

@@ -124,14 +124,14 @@ def test_exchange_resolver(default_conf, mocker, caplog):
caplog.record_tuples)
caplog.clear()
exchange = ExchangeResolver('Kraken', default_conf).exchange
exchange = ExchangeResolver('kraken', default_conf).exchange
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Kraken)
assert not isinstance(exchange, Binance)
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog.record_tuples)
exchange = ExchangeResolver('Binance', default_conf).exchange
exchange = ExchangeResolver('binance', default_conf).exchange
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Binance)
assert not isinstance(exchange, Kraken)

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

@@ -29,6 +29,10 @@ class BTContainer(NamedTuple):
trades: List[BTrade]
profit_perc: float
trailing_stop: bool = False
trailing_only_offset_is_reached: bool = False
trailing_stop_positive: float = None
trailing_stop_positive_offset: float = 0.0
use_sell_signal: bool = False
def _get_frame_time_from_offset(offset):

79
freqtrade/tests/optimize/test_backtest_detail.py
View File

@@ -14,6 +14,21 @@ from freqtrade.tests.optimize import (BTContainer, BTrade,
_get_frame_time_from_offset,
tests_ticker_interval)
# Test 0 Sell signal sell
# Test with Stop-loss at 1%
# TC0: Sell signal in candle 3
tc0 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4986, 4600, 6172, 0, 0], # exit with stoploss hit
[3, 5010, 5000, 4980, 5010, 6172, 0, 1],
[4, 5010, 4987, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi=1, profit_perc=0.002, use_sell_signal=True,
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 1 Minus 8% Close
# Test with Stop-loss at 1%
# TC1: Stop-Loss Triggered 1% loss
@@ -146,7 +161,7 @@ tc8 = BTContainer(data=[
# Test 9 - trailing_stop should raise - high and low in same candle.
# Candle Data for test 9
# Set stop-loss at 10%, ROI at 10% (should not apply)
# TC9: Trailing stoploss - stoploss should be adjusted candle 2
# TC9: Trailing stoploss - stoploss should be adjusted candle 3
tc9 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
@@ -158,7 +173,59 @@ tc9 = BTContainer(data=[
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 10 - trailing_stop should raise so candle 3 causes a stoploss
# without applying trailing_stop_positive since stoploss_offset is at 10%.
# Set stop-loss at 10%, ROI at 10% (should not apply)
# TC10: Trailing stoploss - stoploss should be adjusted candle 2
tc10 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=-0.1, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=4)]
)
# Test 11 - trailing_stop should raise so candle 3 causes a stoploss
# applying a positive trailing stop of 3% since stop_positive_offset is reached.
# Set stop-loss at 10%, ROI at 10% (should not apply)
# TC11: Trailing stoploss - stoploss should be adjusted candle 2,
tc11 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 12 - trailing_stop should raise in candle 2 and cause a stoploss in the same candle
# applying a positive trailing stop of 3% since stop_positive_offset is reached.
# Set stop-loss at 10%, ROI at 10% (should not apply)
# TC12: Trailing stoploss - stoploss should be adjusted candle 2,
tc12 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
)
TESTS = [
tc0,
tc1,
tc2,
tc3,
@@ -168,6 +235,9 @@ TESTS = [
tc7,
tc8,
tc9,
tc10,
tc11,
tc12,
]
@@ -180,6 +250,13 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
default_conf["minimal_roi"] = {"0": data.roi}
default_conf["ticker_interval"] = tests_ticker_interval
default_conf["trailing_stop"] = data.trailing_stop
default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
# Only add this to configuration If it's necessary
if data.trailing_stop_positive:
default_conf["trailing_stop_positive"] = data.trailing_stop_positive
default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
default_conf["experimental"] = {"use_sell_signal": data.use_sell_signal}
mocker.patch("freqtrade.exchange.Exchange.get_fee", MagicMock(return_value=0.0))
patch_exchange(mocker)
frame = _build_backtest_dataframe(data.data)

9
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -3,7 +3,6 @@
import json
import math
import random
from typing import List
from unittest.mock import MagicMock
import numpy as np
@@ -12,7 +11,7 @@ import pytest
from arrow import Arrow
from freqtrade import DependencyException, constants
from freqtrade.arguments import Arguments, TimeRange
from freqtrade.arguments import TimeRange
from freqtrade.data import history
from freqtrade.data.btanalysis import evaluate_result_multi
from freqtrade.data.converter import parse_ticker_dataframe
@@ -23,11 +22,7 @@ from freqtrade.optimize.backtesting import Backtesting
from freqtrade.state import RunMode
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.strategy.interface import SellType
from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange
def get_args(args) -> List[str]:
return Arguments(args, '').get_parsed_arg()
from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange
def trim_dictlist(dict_list, num):

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

@@ -2,19 +2,13 @@
# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
import json
from typing import List
from unittest.mock import MagicMock
from freqtrade.arguments import Arguments
from freqtrade.edge import PairInfo
from freqtrade.optimize import start_edge, setup_configuration
from freqtrade.optimize import setup_configuration, start_edge
from freqtrade.optimize.edge_cli import EdgeCli
from freqtrade.state import RunMode
from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange
def get_args(args) -> List[str]:
return Arguments(args, '').get_parsed_arg()
from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange
def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
@@ -117,8 +111,10 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
def test_edge_init(mocker, edge_conf) -> None:
patch_exchange(mocker)
edge_conf['stake_amount'] = 20
edge_cli = EdgeCli(edge_conf)
assert edge_cli.config == edge_conf
assert edge_cli.config['stake_amount'] == 'unlimited'
assert callable(edge_cli.edge.calculate)

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

@@ -16,8 +16,7 @@ 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
from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange
@pytest.fixture(scope='function')
@@ -168,6 +167,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
"Using populate_sell_trend from DefaultStrategy.", caplog.record_tuples)
assert log_has("Custom Hyperopt does not provide populate_buy_trend. "
"Using populate_buy_trend from DefaultStrategy.", caplog.record_tuples)
assert hasattr(x, "ticker_interval")
def test_start(mocker, default_conf, caplog) -> None:

18
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@@ -756,6 +756,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
'gain': 'profit',
'limit': 1.172e-05,
'amount': 90.99181073703367,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
@@ -810,6 +811,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
'gain': 'loss',
'limit': 1.044e-05,
'amount': 90.99181073703367,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -5.492e-05,
@@ -855,6 +857,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker
'gain': 'loss',
'limit': 1.098e-05,
'amount': 90.99181073703367,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.098e-05,
'profit_amount': -5.91e-06,
@@ -1188,6 +1191,7 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None:
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'limit': 1.099e-05,
'order_type': 'limit',
'stake_amount': 0.001,
'stake_amount_fiat': 0.0,
'stake_currency': 'BTC',
@@ -1195,7 +1199,7 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None:
})
assert msg_mock.call_args[0][0] \
== '*Bittrex:* Buying ETH/BTC\n' \
'with limit `0.00001099\n' \
'at rate `0.00001099\n' \
'(0.001000 BTC,0.000 USD)`'
@@ -1217,6 +1221,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'gain': 'loss',
'limit': 3.201e-05,
'amount': 1333.3333333333335,
'order_type': 'market',
'open_rate': 7.5e-05,
'current_rate': 3.201e-05,
'profit_amount': -0.05746268,
@@ -1227,7 +1232,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
})
assert msg_mock.call_args[0][0] \
== ('*Binance:* Selling KEY/ETH\n'
'*Limit:* `0.00003201`\n'
'*Rate:* `0.00003201`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
@@ -1242,6 +1247,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'gain': 'loss',
'limit': 3.201e-05,
'amount': 1333.3333333333335,
'order_type': 'market',
'open_rate': 7.5e-05,
'current_rate': 3.201e-05,
'profit_amount': -0.05746268,
@@ -1251,7 +1257,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
})
assert msg_mock.call_args[0][0] \
== ('*Binance:* Selling KEY/ETH\n'
'*Limit:* `0.00003201`\n'
'*Rate:* `0.00003201`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
@@ -1339,6 +1345,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'limit': 1.099e-05,
'order_type': 'limit',
'stake_amount': 0.001,
'stake_amount_fiat': 0.0,
'stake_currency': 'BTC',
@@ -1346,7 +1353,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
})
assert msg_mock.call_args[0][0] \
== '*Bittrex:* Buying ETH/BTC\n' \
'with limit `0.00001099\n' \
'at rate `0.00001099\n' \
'(0.001000 BTC)`'
@@ -1367,6 +1374,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
'gain': 'loss',
'limit': 3.201e-05,
'amount': 1333.3333333333335,
'order_type': 'limit',
'open_rate': 7.5e-05,
'current_rate': 3.201e-05,
'profit_amount': -0.05746268,
@@ -1377,7 +1385,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
})
assert msg_mock.call_args[0][0] \
== '*Binance:* Selling KEY/ETH\n' \
'*Limit:* `0.00003201`\n' \
'*Rate:* `0.00003201`\n' \
'*Amount:* `1333.33333333`\n' \
'*Open Rate:* `0.00007500`\n' \
'*Current Rate:* `0.00003201`\n' \

2
freqtrade/tests/rpc/test_rpc_webhook.py
View File

@@ -74,6 +74,7 @@ def test_send_msg(default_conf, mocker):
'gain': "profit",
'limit': 0.005,
'amount': 0.8,
'order_type': 'limit',
'open_rate': 0.004,
'current_rate': 0.005,
'profit_amount': 0.001,
@@ -126,6 +127,7 @@ def test_exception_send_msg(default_conf, mocker, caplog):
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'limit': 0.005,
'order_type': 'limit',
'stake_amount': 0.8,
'stake_amount_fiat': 500,
'stake_currency': 'BTC',

19
freqtrade/tests/strategy/test_strategy.py
View File

@@ -63,27 +63,22 @@ def test_search_strategy():
def test_load_strategy(result):
resolver = StrategyResolver({'strategy': 'TestStrategy'})
metadata = {'pair': 'ETH/BTC'}
assert 'adx' in resolver.strategy.advise_indicators(result, metadata=metadata)
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_strategy_byte64(result):
with open("freqtrade/tests/strategy/test_strategy.py", "r") as file:
encoded_string = urlsafe_b64encode(file.read().encode("utf-8")).decode("utf-8")
resolver = StrategyResolver({'strategy': 'TestStrategy:{}'.format(encoded_string)})
assert 'adx' in resolver.strategy.advise_indicators(result, 'ETH/BTC')
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_strategy_invalid_directory(result, caplog):
resolver = StrategyResolver()
extra_dir = path.join('some', 'path')
extra_dir = Path.cwd() / 'some/path'
resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir)
assert (
'freqtrade.resolvers.strategy_resolver',
logging.WARNING,
'Path "{}" does not exist'.format(extra_dir),
) in caplog.record_tuples
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog.record_tuples)
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
@@ -371,7 +366,7 @@ def test_deprecate_populate_indicators(result):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
indicators = resolver.strategy.advise_indicators(result, 'ETH/BTC')
indicators = resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
@@ -380,7 +375,7 @@ def test_deprecate_populate_indicators(result):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
resolver.strategy.advise_buy(indicators, 'ETH/BTC')
resolver.strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
@@ -389,7 +384,7 @@ def test_deprecate_populate_indicators(result):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
resolver.strategy.advise_sell(indicators, 'ETH_BTC')
resolver.strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \

30
freqtrade/tests/test_arguments.py
View File

@@ -47,9 +47,9 @@ def test_parse_args_verbose() -> None:
assert args.loglevel == 1
def test_scripts_options() -> None:
def test_common_scripts_options() -> None:
arguments = Arguments(['-p', 'ETH/BTC'], '')
arguments.scripts_options()
arguments.common_scripts_options()
args = arguments.get_parsed_arg()
assert args.pairs == 'ETH/BTC'
@@ -170,22 +170,40 @@ def test_parse_args_hyperopt_custom() -> None:
assert call_args.func is not None
def test_testdata_dl_options() -> None:
def test_download_data_options() -> None:
args = [
'--pairs-file', 'file_with_pairs',
'--export', 'export/folder',
'--datadir', 'datadir/folder',
'--days', '30',
'--exchange', 'binance'
]
arguments = Arguments(args, '')
arguments.testdata_dl_options()
arguments.common_options()
arguments.download_data_options()
args = arguments.parse_args()
assert args.pairs_file == 'file_with_pairs'
assert args.export == 'export/folder'
assert args.datadir == 'datadir/folder'
assert args.days == 30
assert args.exchange == 'binance'
def test_plot_dataframe_options() -> None:
args = [
'--indicators1', 'sma10,sma100',
'--indicators2', 'macd,fastd,fastk',
'--plot-limit', '30',
'-p', 'UNITTEST/BTC',
]
arguments = Arguments(args, '')
arguments.common_scripts_options()
arguments.plot_dataframe_options()
pargs = arguments.parse_args(True)
assert pargs.indicators1 == "sma10,sma100"
assert pargs.indicators2 == "macd,fastd,fastk"
assert pargs.plot_limit == 30
assert pargs.pairs == "UNITTEST/BTC"
def test_check_int_positive() -> None:
assert Arguments.check_int_positive("3") == 3

41
freqtrade/tests/test_configuration.py
View File

@@ -15,7 +15,7 @@ from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration, set_loggers
from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
from freqtrade.state import RunMode
from freqtrade.tests.conftest import log_has
from freqtrade.tests.conftest import log_has, log_has_re
@pytest.fixture(scope="function")
@@ -470,21 +470,52 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
def test_check_exchange(default_conf, caplog) -> None:
configuration = Configuration(Namespace())
# Test a valid exchange
# Test an officially supported by Freqtrade team exchange
default_conf.get('exchange').update({'name': 'BITTREX'})
assert configuration.check_exchange(default_conf)
assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
caplog.record_tuples)
caplog.clear()
# Test a valid exchange
# Test an officially supported by Freqtrade team exchange
default_conf.get('exchange').update({'name': 'binance'})
assert configuration.check_exchange(default_conf)
assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
caplog.record_tuples)
caplog.clear()
# Test a invalid exchange
# Test an available exchange, supported by ccxt
default_conf.get('exchange').update({'name': 'kraken'})
assert configuration.check_exchange(default_conf)
assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
r"by the Freqtrade development team\. .*",
caplog.record_tuples)
caplog.clear()
# Test a 'bad' exchange, which known to have serious problems
default_conf.get('exchange').update({'name': 'bitmex'})
assert not configuration.check_exchange(default_conf)
assert log_has_re(r"Exchange .* is known to not work with the bot yet\. "
r"Use it only for development and testing purposes\.",
caplog.record_tuples)
caplog.clear()
# Test a 'bad' exchange with check_for_bad=False
default_conf.get('exchange').update({'name': 'bitmex'})
assert configuration.check_exchange(default_conf, False)
assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
r"by the Freqtrade development team\. .*",
caplog.record_tuples)
caplog.clear()
# Test an invalid exchange
default_conf.get('exchange').update({'name': 'unknown_exchange'})
configuration.config = default_conf
with pytest.raises(
OperationalException,
match=r'.*Exchange "unknown_exchange" not supported.*'
match=r'.*Exchange "unknown_exchange" is not supported by ccxt '
r'and therefore not available for the bot.*'
):
configuration.check_exchange(default_conf)

148
freqtrade/tests/test_freqtradebot.py
View File

@@ -19,47 +19,13 @@ from freqtrade.persistence import Trade
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_get_signal,
patch_wallet)
from freqtrade.tests.conftest import (get_patched_freqtradebot,
get_patched_worker, log_has, log_has_re,
patch_edge, patch_exchange,
patch_get_signal, patch_wallet)
from freqtrade.worker import Worker
# Functions for recurrent object patching
def patch_freqtradebot(mocker, config) -> None:
"""
This function patches _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: None
"""
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
patch_exchange(mocker)
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
"""
This function patches _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: FreqtradeBot
"""
patch_freqtradebot(mocker, config)
return FreqtradeBot(config)
def get_patched_worker(mocker, config) -> Worker:
"""
This function patches _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: Worker
"""
patch_freqtradebot(mocker, config)
return Worker(args=None, config=config)
def patch_RPCManager(mocker) -> MagicMock:
"""
This function mock RPC manager to avoid repeating this code in almost every tests
@@ -1176,6 +1142,77 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
stop_price=0.00002344 * 0.95)
def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
markets, limit_buy_order,
limit_sell_order) -> None:
# When trailing stoploss is set
stoploss_limit = MagicMock(return_value={'id': 13434334})
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee,
markets=PropertyMock(return_value=markets),
stoploss_limit=stoploss_limit
)
# enabling TSL
default_conf['trailing_stop'] = True
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# setting stoploss
freqtrade.strategy.stoploss = -0.05
# setting stoploss_on_exchange_interval to 60 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
patch_get_signal(freqtrade)
freqtrade.create_trade()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = "abcd"
trade.stop_loss = 0.2
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime.replace(tzinfo=None)
stoploss_order_hanging = {
'id': "abcd",
'status': 'open',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
'info': {
'stopPrice': '0.1'
}
}
mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException())
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging)
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*",
caplog.record_tuples)
# Still try to create order
assert stoploss_limit.call_count == 1
# Fail creating stoploss order
caplog.clear()
cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_order", MagicMock())
mocker.patch("freqtrade.exchange.Exchange.stoploss_limit", side_effect=DependencyException())
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
assert cancel_mock.call_count == 1
assert log_has_re(r"Could create trailing stoploss order for pair ETH/BTC\..*",
caplog.record_tuples)
def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
markets, limit_buy_order, limit_sell_order) -> None:
@@ -1994,6 +2031,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
'gain': 'profit',
'limit': 1.172e-05,
'amount': 90.99181073703367,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
@@ -2040,6 +2078,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
'gain': 'loss',
'limit': 1.044e-05,
'amount': 90.99181073703367,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -5.492e-05,
@@ -2094,6 +2133,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
'gain': 'loss',
'limit': 1.08801e-05,
'amount': 90.99181073703367,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -1.498e-05,
@@ -2105,6 +2145,36 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
} == last_msg
def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee,
markets, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException())
sellmock = MagicMock()
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets),
sell=sellmock
)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
patch_get_signal(freqtrade)
freqtrade.create_trade()
trade = Trade.query.first()
Trade.session = MagicMock()
freqtrade.config['dry_run'] = False
trade.stoploss_order_id = "abcd"
freqtrade.execute_sell(trade=trade, limit=1234,
sell_reason=SellType.STOP_LOSS)
assert sellmock.call_count == 1
assert log_has('Could not cancel stoploss order abcd', caplog.record_tuples)
def test_execute_sell_with_stoploss_on_exchange(default_conf,
ticker, fee, ticker_sell_up,
markets, mocker) -> None:
@@ -2265,6 +2335,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
'gain': 'profit',
'limit': 1.172e-05,
'amount': 90.99181073703367,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
@@ -2312,6 +2383,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
'gain': 'loss',
'limit': 1.044e-05,
'amount': 90.99181073703367,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -5.492e-05,

85
freqtrade/tests/test_persistence.py
View File

@@ -11,9 +11,48 @@ from freqtrade.persistence import Trade, clean_dry_run_db, init
from freqtrade.tests.conftest import log_has
@pytest.fixture(scope='function')
def init_persistence(default_conf):
init(default_conf['db_url'], default_conf['dry_run'])
def create_mock_trades(fee):
"""
Create some fake trades ...
"""
# Simulate dry_run entries
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='dry_run_buy_12345'
)
Trade.session.add(trade)
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
is_open=False,
open_order_id='dry_run_sell_12345'
)
Trade.session.add(trade)
# Simulate prod entry
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='prod_buy_12345'
)
Trade.session.add(trade)
def test_init_create_session(default_conf):
@@ -671,45 +710,7 @@ def test_adjust_min_max_rates(fee):
@pytest.mark.usefixtures("init_persistence")
def test_get_open(default_conf, fee):
# Simulate dry_run entries
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='dry_run_buy_12345'
)
Trade.session.add(trade)
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
is_open=False,
open_order_id='dry_run_sell_12345'
)
Trade.session.add(trade)
# Simulate prod entry
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='prod_buy_12345'
)
Trade.session.add(trade)
create_mock_trades(fee)
assert len(Trade.get_open_trades()) == 2

188
freqtrade/tests/test_plotting.py Normal file
View File

@@ -0,0 +1,188 @@
from unittest.mock import MagicMock
from plotly import tools
import plotly.graph_objs as go
from copy import deepcopy
from freqtrade.arguments import TimeRange
from freqtrade.data import history
from freqtrade.data.btanalysis import load_backtest_data
from freqtrade.plot.plotting import (generate_graph, generate_plot_file,
generate_row, plot_trades)
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.tests.conftest import log_has, log_has_re
def fig_generating_mock(fig, *args, **kwargs):
""" Return Fig - used to mock generate_row and plot_trades"""
return fig
def find_trace_in_fig_data(data, search_string: str):
matches = filter(lambda x: x.name == search_string, data)
return next(matches)
def generage_empty_figure():
return tools.make_subplots(
rows=3,
cols=1,
shared_xaxes=True,
row_width=[1, 1, 4],
vertical_spacing=0.0001,
)
def test_generate_row(default_conf, caplog):
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, ticker_interval='1m',
datadir=None, timerange=timerange)
indicators1 = ["ema10"]
indicators2 = ["macd"]
# Generate buy/sell signals and indicators
strat = DefaultStrategy(default_conf)
data = strat.analyze_ticker(data, {'pair': pair})
fig = generage_empty_figure()
# Row 1
fig1 = generate_row(fig=deepcopy(fig), row=1, indicators=indicators1, data=data)
figure = fig1.layout.figure
ema10 = find_trace_in_fig_data(figure.data, "ema10")
assert isinstance(ema10, go.Scatter)
assert ema10.yaxis == "y"
fig2 = generate_row(fig=deepcopy(fig), row=3, indicators=indicators2, data=data)
figure = fig2.layout.figure
macd = find_trace_in_fig_data(figure.data, "macd")
assert isinstance(macd, go.Scatter)
assert macd.yaxis == "y3"
# No indicator found
fig3 = generate_row(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data)
assert fig == fig3
assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog.record_tuples)
def test_plot_trades():
fig1 = generage_empty_figure()
# nothing happens when no trades are available
fig = plot_trades(fig1, None)
assert fig == fig1
pair = "ADA/BTC"
filename = history.make_testdata_path(None) / "backtest-result_test.json"
trades = load_backtest_data(filename)
trades = trades.loc[trades['pair'] == pair]
fig = plot_trades(fig, trades)
figure = fig1.layout.figure
# Check buys - color, should be in first graph, ...
trade_buy = find_trace_in_fig_data(figure.data, "trade_buy")
assert isinstance(trade_buy, go.Scatter)
assert trade_buy.yaxis == 'y'
assert len(trades) == len(trade_buy.x)
assert trade_buy.marker.color == 'green'
trade_sell = find_trace_in_fig_data(figure.data, "trade_sell")
assert isinstance(trade_sell, go.Scatter)
assert trade_sell.yaxis == 'y'
assert len(trades) == len(trade_sell.x)
assert trade_sell.marker.color == 'red'
def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog):
row_mock = mocker.patch('freqtrade.plot.plotting.generate_row',
MagicMock(side_effect=fig_generating_mock))
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
MagicMock(side_effect=fig_generating_mock))
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, ticker_interval='1m',
datadir=None, timerange=timerange)
data['buy'] = 0
data['sell'] = 0
indicators1 = []
indicators2 = []
fig = generate_graph(pair=pair, data=data, trades=None,
indicators1=indicators1, indicators2=indicators2)
assert isinstance(fig, go.Figure)
assert fig.layout.title.text == pair
figure = fig.layout.figure
assert len(figure.data) == 2
# Candlesticks are plotted first
candles = find_trace_in_fig_data(figure.data, "Price")
assert isinstance(candles, go.Candlestick)
volume = find_trace_in_fig_data(figure.data, "Volume")
assert isinstance(volume, go.Bar)
assert row_mock.call_count == 2
assert trades_mock.call_count == 1
assert log_has("No buy-signals found.", caplog.record_tuples)
assert log_has("No sell-signals found.", caplog.record_tuples)
def test_generate_graph_no_trades(default_conf, mocker):
row_mock = mocker.patch('freqtrade.plot.plotting.generate_row',
MagicMock(side_effect=fig_generating_mock))
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
MagicMock(side_effect=fig_generating_mock))
pair = 'UNITTEST/BTC'
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, ticker_interval='1m',
datadir=None, timerange=timerange)
# Generate buy/sell signals and indicators
strat = DefaultStrategy(default_conf)
data = strat.analyze_ticker(data, {'pair': pair})
indicators1 = []
indicators2 = []
fig = generate_graph(pair=pair, data=data, trades=None,
indicators1=indicators1, indicators2=indicators2)
assert isinstance(fig, go.Figure)
assert fig.layout.title.text == pair
figure = fig.layout.figure
assert len(figure.data) == 6
# Candlesticks are plotted first
candles = find_trace_in_fig_data(figure.data, "Price")
assert isinstance(candles, go.Candlestick)
volume = find_trace_in_fig_data(figure.data, "Volume")
assert isinstance(volume, go.Bar)
buy = find_trace_in_fig_data(figure.data, "buy")
assert isinstance(buy, go.Scatter)
# All buy-signals should be plotted
assert int(data.buy.sum()) == len(buy.x)
sell = find_trace_in_fig_data(figure.data, "sell")
assert isinstance(sell, go.Scatter)
# All buy-signals should be plotted
assert int(data.sell.sum()) == len(sell.x)
assert find_trace_in_fig_data(figure.data, "BB lower")
assert find_trace_in_fig_data(figure.data, "BB upper")
assert row_mock.call_count == 2
assert trades_mock.call_count == 1
def test_generate_plot_file(mocker, caplog):
fig = generage_empty_figure()
plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock())
generate_plot_file(fig, "UNITTEST/BTC", "5m")
assert plot_mock.call_count == 1
assert plot_mock.call_args[0][0] == fig
assert (plot_mock.call_args_list[0][1]['filename']
== "user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html")

42
freqtrade/tests/test_utils.py Normal file
View File

@@ -0,0 +1,42 @@
from freqtrade.utils import setup_utils_configuration, start_list_exchanges
from freqtrade.tests.conftest import get_args
from freqtrade.state import RunMode
import re
def test_setup_utils_configuration():
args = [
'--config', 'config.json.example',
]
config = setup_utils_configuration(get_args(args), RunMode.OTHER)
assert "exchange" in config
assert config['exchange']['dry_run'] is True
assert config['exchange']['key'] == ''
assert config['exchange']['secret'] == ''
def test_list_exchanges(capsys):
args = [
"list-exchanges",
]
start_list_exchanges(get_args(args))
captured = capsys.readouterr()
assert re.match(r"Exchanges supported by ccxt and available.*", captured.out)
assert re.match(r".*binance,.*", captured.out)
assert re.match(r".*bittrex,.*", captured.out)
# Test with --one-column
args = [
"list-exchanges",
"--one-column",
]
start_list_exchanges(get_args(args))
captured = capsys.readouterr()
assert not re.match(r"Exchanges supported by ccxt and available.*", captured.out)
assert re.search(r"^binance$", captured.out, re.MULTILINE)
assert re.search(r"^bittrex$", captured.out, re.MULTILINE)

41
freqtrade/utils.py Normal file
View File

@@ -0,0 +1,41 @@
import logging
from argparse import Namespace
from typing import Any, Dict
from freqtrade.configuration import Configuration
from freqtrade.exchange import available_exchanges
from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
def setup_utils_configuration(args: Namespace, method: RunMode) -> Dict[str, Any]:
"""
Prepare the configuration for utils subcommands
:param args: Cli args from Arguments()
:return: Configuration
"""
configuration = Configuration(args, method)
config = configuration.load_config()
config['exchange']['dry_run'] = True
# Ensure we do not use Exchange credentials
config['exchange']['key'] = ''
config['exchange']['secret'] = ''
return config
def start_list_exchanges(args: Namespace) -> None:
"""
Print available exchanges
:param args: Cli args from Arguments()
:return: None
"""
if args.print_one_column:
print('\n'.join(available_exchanges()))
else:
print(f"Exchanges supported by ccxt and available for Freqtrade: "
f"{', '.join(available_exchanges())}")