Merge branch 'develop' into fix/validate_dataframe

CONTRIBUTING.md

@@ -11,7 +11,7 @@ Few pointers for contributions:
 - Create your PR against the `develop` branch, not `master`.
 - New features need to contain unit tests and must be PEP8 conformant (max-line-length = 100).
 
-If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE)
+If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg)
 or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
 
 ## Getting started

README.md

@@ -141,7 +141,7 @@ Accounts having BNB accounts use this to pay for fees - if your first trade happ
 For any questions not covered by the documentation or for further
 information about the bot, we encourage you to join our slack channel.
 
-- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE).
+- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg).
 
 ### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
 
@@ -172,7 +172,7 @@ to understand the requirements before sending your pull-requests.
 Coding is not a neccessity to contribute - maybe start with improving our documentation?
 Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
 
-**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
+**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
 
 **Important:** Always create your PR against the `develop` branch, not `master`.
 

docs/backtesting.md

@@ -123,11 +123,12 @@ python scripts/download_backtest_data.py --exchange binance
 
 This will download ticker data for all the currency pairs you defined in `pairs.json`.
 
-- To use a different folder than the exchange specific default, use `--export user_data/data/some_directory`.
+- To use a different folder than the exchange specific default, use `--datadir user_data/data/some_directory`.
 - To change the exchange used to download the tickers, use `--exchange`. Default is `bittrex`.
 - To use `pairs.json` from some other folder, use `--pairs-file some_other_dir/pairs.json`.
 - To download ticker data for only 10 days, use `--days 10`.
 - Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers.
+- To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with other options.
 
 For help about backtesting usage, please refer to [Backtesting commands](#backtesting-commands).
 

docs/bot-usage.md

@@ -26,7 +26,8 @@ optional arguments:
   --version             show program's version number and exit
   -c PATH, --config PATH
                         Specify configuration file (default: None). Multiple
-                        --config options may be used.
+                        --config options may be used. Can be set to '-' to
+                        read config from stdin.
   -d PATH, --datadir PATH
                         Path to backtest data.
   -s NAME, --strategy NAME

docs/developer.md

@@ -2,7 +2,7 @@
 
 This page is intended for developers of FreqTrade, people who want to contribute to the FreqTrade codebase or documentation, or people who want to understand the source code of the application they're running.
 
-All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel in [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) where you can ask questions.
+All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel in [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) where you can ask questions.
 
 ## Documentation
 

docs/hyperopt.md

@@ -12,7 +12,7 @@ and still take a long time.
 ## Prepare Hyperopting
 
 Before we start digging into Hyperopt, we recommend you to take a look at
-an example hyperopt file located into [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/test_hyperopt.py)
+an example hyperopt file located into [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt.py)
 
 Configuring hyperopt is similar to writing your own strategy, and many tasks will be similar and a lot of code can be copied across from the strategy.
 
@@ -71,6 +71,11 @@ Place the corresponding settings into the following methods
 The configuration and rules are the same than for buy signals.
 To avoid naming collisions in the search-space, please prefix all sell-spaces with `sell-`.
 
+#### Using ticker-interval as part of the Strategy
+
+The Strategy exposes the ticker-interval as `self.ticker_interval`. The same value is available as class-attribute `HyperoptName.ticker_interval`.
+In the case of the linked sample-value this would be `SampleHyperOpts.ticker_interval`.
+
 ## Solving a Mystery
 
 Let's say you are curious: should you use MACD crossings or lower Bollinger

docs/index.md

@@ -64,7 +64,7 @@ To run this bot we recommend you a cloud instance with a minimum of:
 Help / Slack
 For any questions not covered by the documentation or for further information about the bot, we encourage you to join our Slack channel.
 
-Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) to join Slack channel.
+Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) to join Slack channel.
 
 ## Ready to try?
 

docs/installation.md

@@ -6,7 +6,7 @@ This page explains how to prepare your environment for running the bot.
 
 Before running your bot in production you will need to setup few
 external API. In production mode, the bot will require valid Exchange API
-credentials. We also reccomend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot) (optional but recommended).
+credentials. We also recommend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot) (optional but recommended).
 
 - [Setup your exchange account](#setup-your-exchange-account)
 

docs/strategy-customization.md

@@ -410,7 +410,7 @@ To get additional Ideas for strategies, head over to our [strategy repository](h
 Feel free to use any of them as inspiration for your own strategies.
 We're happy to accept Pull Requests containing new Strategies to that repo.
 
-We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) which is a great place to get and/or share ideas.
+We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) which is a great place to get and/or share ideas.
 
 ## Next step
 

docs/webhook-config.md

@@ -43,6 +43,7 @@ Possible parameters are:
 * `stake_amount`
 * `stake_currency`
 * `fiat_currency`
+* `order_type`
 
 ### Webhooksell
 
@@ -61,6 +62,7 @@ Possible parameters are:
 * `stake_currency`
 * `fiat_currency`
 * `sell_reason`
+* `order_type`
 
 ### Webhookstatus
 

freqtrade/arguments.py

@@ -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). '
+            help=f'Specify configuration file (default: {constants.DEFAULT_CONFIG}). '
-                 'Multiple --config options may be used.',
+                 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'
+            help='Dynamically generate and update whitelist '
-                 ' based on 24h BaseVolume (default: %(const)s).'
+                 'based on 24h BaseVolume (default: %(const)s). '
-                 ' DEPRECATED.',
+                 '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'
+            help=f'Override trades database URL, this is useful if dry_run is enabled '
-                 ' or in custom deployments (default: %(default)s).',
+                 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 common_optimize_options(self, subparser: argparse.ArgumentParser = None) -> None:
-    def optimizer_shared_options(parser: argparse.ArgumentParser) -> 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(self, subparser: argparse.ArgumentParser = None) -> None:
-    def backtesting_options(parser: argparse.ArgumentParser) -> 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 \
+            help='Save backtest results to this filename '
-                  requires --export to be set as well\
+                 'requires --export to be set as well. '
-                  Example --export-filename=user_data/backtest_data/backtest_today.json\
+                 'Example --export-filename=user_data/backtest_data/backtest_today.json '
-                  (default: %(default)s)',
+                 '(default: %(default)s)',
-            type=str,
             default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'),
             dest='exportfilename',
             metavar='PATH',
         )
 
-    @staticmethod
+    def edge_options(self, subparser: argparse.ArgumentParser = None) -> None:
-    def edge_options(parser: argparse.ArgumentParser) -> 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).'
+                 'the format is "min,max,step" (without any space). '
-                 'example: --stoplosses=-0.01,-0.1,-0.001',
+                 'Example: --stoplosses=-0.01,-0.1,-0.001',
-            type=str,
             dest='stoploss_range',
         )
 
-    @staticmethod
+    def hyperopt_options(self, subparser: argparse.ArgumentParser = None) -> None:
-    def hyperopt_options(parser: argparse.ArgumentParser) -> 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. \
+            help='Specify which parameters to hyperopt. Space separate list. '
-                  Default: %(default)s.',
+                 '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='FILE',
-            metavar='PATH',
         )
-
+        parser.add_argument(
-        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(
             '--days',
             help='Download data for given number of days.',
             dest='days',
-            type=int,
+            type=Arguments.check_int_positive,
             metavar='INT',
-            default=None
         )
-
+        parser.add_argument(
-        self.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'
         )
-
+        parser.add_argument(
-        self.parser.add_argument(
             '-t', '--timeframes',
-            help='Specify which tickers to download. Space separated list. \
+            help=f'Specify which tickers to download. Space separated list. '
-                  Default: %(default)s.',
+                 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',
         )
-
+        parser.add_argument(
-        self.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,
+        )

freqtrade/configuration.py

@@ -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):
+def _extend_validator(validator_class):
-    validate_properties = validator_class.VALIDATORS["properties"]
+    """
+    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:
+            if 'default' in subschema:
-                instance.setdefault(prop, subschema["default"])
+                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
+        Extract information for sys.argv and load logging configuration:
-        :return: configuration as dictionary
+        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:
+        self._load_datadir_config(config)
-            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._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):
+        if not is_exchange_available(exchange):
-
-            exception_msg = f'Exchange "{exchange}" not supported.\n' \
-                            f'The following exchanges are supported: ' \
-                            f'{", ".join(supported_exchanges())}'
-
-            logger.critical(exception_msg)
             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

freqtrade/constants.py

@@ -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',

freqtrade/data/btanalysis.py

@@ -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

freqtrade/data/history.py

@@ -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)

freqtrade/exchange/__init__.py

@@ -1,6 +1,8 @@
 from freqtrade.exchange.exchange import Exchange  # noqa: F401
-from freqtrade.exchange.exchange import (is_exchange_supported,  # noqa: F401
+from freqtrade.exchange.exchange import (is_exchange_bad,  # noqa: F401
-                                         supported_exchanges)
+                                         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)

freqtrade/exchange/exchange.py

@@ -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):
+        if not is_exchange_available(name, ccxt_module):
-            raise OperationalException(f'Exchange {name} is not supported')
+            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:
+def is_exchange_bad(exchange: str) -> bool:
-    return exchange in supported_exchanges(ccxt_module)
+    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
 
 

freqtrade/freqtradebot.py

@@ -53,8 +53,7 @@ class FreqtradeBot(object):
 
         self.rpc: RPCManager = RPCManager(self)
 
-        exchange_name = self.config.get('exchange', {}).get('name').title()
+        self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
-        self.exchange = ExchangeResolver(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_type = self.strategy.order_types['buy']
-        order = self.exchange.buy(pair=pair, ordertype=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:
+            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,

freqtrade/optimize/__init__.py

@@ -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 = setup_utils_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:

freqtrade/optimize/backtesting.py

@@ -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(self.config['exchange']['name'], self.config).exchange
-        self.exchange = ExchangeResolver(exchange_name, self.config).exchange
         self.fee = self.exchange.get_fee()
 
         if self.config.get('runmode') != RunMode.HYPEROPT:

freqtrade/optimize/edge_cli.py

@@ -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

freqtrade/optimize/hyperopt_interface.py

@@ -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

freqtrade/plot/plotting.py

@@ -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)

freqtrade/resolvers/exchange_resolver.py

@@ -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:

freqtrade/resolvers/hyperopt_resolver.py

@@ -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.")

freqtrade/rpc/telegram.py

@@ -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"

freqtrade/strategy/interface.py

@@ -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)

freqtrade/tests/conftest.py

@@ -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:
+    with Path('freqtrade/tests/testdata/UNITTEST_BTC-1m.json').open('r') as data_file:
-        return parse_ticker_dataframe(json.load(data_file), '1m',
+        return parse_ticker_dataframe(json.load(data_file), '1m', pair="UNITTEST/BTC",
-                                      pair="UNITTEST/BTC", fill_missing=True)
+                                      fill_missing=True)
 
 # FIX:
 # Create an fixture/function

freqtrade/tests/data/test_btanalysis.py

@@ -1,8 +1,15 @@
-import pytest
+from unittest.mock import MagicMock
-from pandas import DataFrame
 
-from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data
+from arrow import Arrow
-from freqtrade.data.history import make_testdata_path
+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

freqtrade/tests/exchange/test_exchange.py

@@ -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)

freqtrade/tests/optimize/__init__.py

@@ -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):

freqtrade/tests/optimize/test_backtest_detail.py

@@ -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)

freqtrade/tests/optimize/test_backtesting.py

@@ -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
+from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange
-
-
-def get_args(args) -> List[str]:
-    return Arguments(args, '').get_parsed_arg()
 
 
 def trim_dictlist(dict_list, num):

freqtrade/tests/optimize/test_edge_cli.py

@@ -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
+from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange
-
-
-def get_args(args) -> List[str]:
-    return Arguments(args, '').get_parsed_arg()
 
 
 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)
 
 

freqtrade/tests/optimize/test_hyperopt.py

@@ -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.conftest import get_args, log_has, log_has_re, patch_exchange
-from freqtrade.tests.optimize.test_backtesting import get_args
 
 
 @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:

freqtrade/tests/rpc/test_rpc_telegram.py

@@ -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' \

freqtrade/tests/rpc/test_rpc_webhook.py

@@ -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',

freqtrade/tests/strategy/test_strategy.py

@@ -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, {'pair': 'ETH/BTC'})
-    assert 'adx' in resolver.strategy.advise_indicators(result, metadata=metadata)
 
 
 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 (
+    assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog.record_tuples)
-        'freqtrade.resolvers.strategy_resolver',
-        logging.WARNING,
-        'Path "{}" does not exist'.format(extra_dir),
-    ) in 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!" \

freqtrade/tests/test_arguments.py

@@ -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

freqtrade/tests/test_configuration.py

@@ -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)
 

freqtrade/tests/test_freqtradebot.py

@@ -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,
+from freqtrade.tests.conftest import (get_patched_freqtradebot,
-                                      patch_exchange, patch_get_signal,
+                                      get_patched_worker, log_has, log_has_re,
-                                      patch_wallet)
+                                      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,

freqtrade/tests/test_persistence.py

@@ -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 create_mock_trades(fee):
-def init_persistence(default_conf):
+    """
-    init(default_conf['db_url'], default_conf['dry_run'])
+    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
+    create_mock_trades(fee)
-    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)
-
     assert len(Trade.get_open_trades()) == 2
 
 

freqtrade/tests/test_plotting.py

@@ -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")

freqtrade/tests/test_utils.py

@@ -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)

freqtrade/utils.py

@@ -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())}")

requirements-common.txt

@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.18.667
+ccxt==1.18.725
 SQLAlchemy==1.3.4
 python-telegram-bot==11.1.0
 arrow==0.14.2

requirements-dev.txt

@@ -1,12 +1,13 @@
 # Include all requirements to run the bot.
 -r requirements.txt
+-r requirements-plot.txt
 
 flake8==3.7.7
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==2.0.0
-pytest==4.6.2
+pytest==4.6.3
 pytest-mock==1.10.4
 pytest-asyncio==0.10.0
 pytest-cov==2.7.1
-coveralls==1.8.0
+coveralls==1.8.1
 mypy==0.701

scripts/download_backtest_data.py

@@ -1,55 +1,67 @@
 #!/usr/bin/env python3
 """
-This script generates json data
+This script generates json files with pairs history data
 """
+import arrow
 import json
 import sys
 from pathlib import Path
-import arrow
+from typing import Any, Dict, List
-from typing import Any, Dict
 
-from freqtrade.arguments import Arguments
+from freqtrade.arguments import Arguments, TimeRange
-from freqtrade.arguments import TimeRange
+from freqtrade.configuration import Configuration
-from freqtrade.exchange import Exchange
 from freqtrade.data.history import download_pair_history
-from freqtrade.configuration import Configuration, set_loggers
+from freqtrade.exchange import Exchange
 from freqtrade.misc import deep_merge_dicts
 
 import logging
-logging.basicConfig(
+
-    level=logging.INFO,
+logger = logging.getLogger('download_backtest_data')
-    format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
-)
-set_loggers(0)
 
 DEFAULT_DL_PATH = 'user_data/data'
 
-arguments = Arguments(sys.argv[1:], 'download utility')
+arguments = Arguments(sys.argv[1:], 'Download backtest data')
-arguments.testdata_dl_options()
+arguments.common_options()
-args = arguments.parse_args()
+arguments.download_data_options()
 
-timeframes = args.timeframes
+# Do not read the default config if config is not specified
+# in the command line options explicitely
+args = arguments.parse_args(no_default_config=True)
+
+# Use bittrex as default exchange
+exchange_name = args.exchange or 'bittrex'
+
+pairs: List = []
+
+configuration = Configuration(args)
+config: Dict[str, Any] = {}
 
 if args.config:
-    configuration = Configuration(args)
-
-    config: Dict[str, Any] = {}
     # Now expecting a list of config filenames here, not a string
     for path in args.config:
-        print(f"Using config: {path}...")
+        logger.info(f"Using config: {path}...")
         # Merge config options, overwriting old values
         config = deep_merge_dicts(configuration._load_config_file(path), config)
 
     config['stake_currency'] = ''
     # Ensure we do not use Exchange credentials
+    config['exchange']['dry_run'] = True
     config['exchange']['key'] = ''
     config['exchange']['secret'] = ''
+
+    pairs = config['exchange']['pair_whitelist']
+
+    if config.get('ticker_interval'):
+        timeframes = args.timeframes or [config.get('ticker_interval')]
+    else:
+        timeframes = args.timeframes or ['1m', '5m']
+
 else:
     config = {
         'stake_currency': '',
         'dry_run': True,
         'exchange': {
-            'name': args.exchange,
+            'name': exchange_name,
             'key': '',
             'secret': '',
             'pair_whitelist': [],
@@ -59,56 +71,72 @@ else:
             }
         }
     }
+    timeframes = args.timeframes or ['1m', '5m']
 
+configuration._load_logging_config(config)
 
-dl_path = Path(DEFAULT_DL_PATH).joinpath(config['exchange']['name'])
+if args.config and args.exchange:
-if args.export:
+    logger.warning("The --exchange option is ignored, "
-    dl_path = Path(args.export)
+                   "using exchange settings from the configuration file.")
 
-if not dl_path.is_dir():
+# Check if the exchange set by the user is supported
-    sys.exit(f'Directory {dl_path} does not exist.')
+configuration.check_exchange(config)
+
+configuration._load_datadir_config(config)
+
+dl_path = Path(config['datadir'])
 
 pairs_file = Path(args.pairs_file) if args.pairs_file else dl_path.joinpath('pairs.json')
-if not pairs_file.exists():
-    sys.exit(f'No pairs file found with path {pairs_file}.')
 
-with pairs_file.open() as file:
+if not pairs or args.pairs_file:
-    PAIRS = list(set(json.load(file)))
+    logger.info(f'Reading pairs file "{pairs_file}".')
+    # Download pairs from the pairs file if no config is specified
+    # or if pairs file is specified explicitely
+    if not pairs_file.exists():
+        sys.exit(f'No pairs file found with path "{pairs_file}".')
 
-PAIRS.sort()
+    with pairs_file.open() as file:
+        pairs = list(set(json.load(file)))
 
+    pairs.sort()
 
 timerange = TimeRange()
 if args.days:
     time_since = arrow.utcnow().shift(days=-args.days).strftime("%Y%m%d")
     timerange = arguments.parse_timerange(f'{time_since}-')
 
+logger.info(f'About to download pairs: {pairs}, intervals: {timeframes} to {dl_path}')
 
-print(f'About to download pairs: {PAIRS} to {dl_path}')
-
-# Init exchange
-exchange = Exchange(config)
 pairs_not_available = []
 
-for pair in PAIRS:
+try:
+    # Init exchange
+    exchange = Exchange(config)
+
+    for pair in pairs:
         if pair not in exchange._api.markets:
             pairs_not_available.append(pair)
-        print(f"skipping pair {pair}")
+            logger.info(f"Skipping pair {pair}...")
             continue
         for ticker_interval in timeframes:
             pair_print = pair.replace('/', '_')
             filename = f'{pair_print}-{ticker_interval}.json'
             dl_file = dl_path.joinpath(filename)
             if args.erase and dl_file.exists():
-            print(f'Deleting existing data for pair {pair}, interval {ticker_interval}')
+                logger.info(
+                    f'Deleting existing data for pair {pair}, interval {ticker_interval}.')
                 dl_file.unlink()
 
-        print(f'downloading pair {pair}, interval {ticker_interval}')
+            logger.info(f'Downloading pair {pair}, interval {ticker_interval}.')
             download_pair_history(datadir=dl_path, exchange=exchange,
-                              pair=pair,
+                                  pair=pair, ticker_interval=str(ticker_interval),
-                              ticker_interval=ticker_interval,
                                   timerange=timerange)
 
+except KeyboardInterrupt:
+    sys.exit("SIGINT received, aborting ...")
 
-if pairs_not_available:
+finally:
-    print(f"Pairs [{','.join(pairs_not_available)}] not availble.")
+    if pairs_not_available:
+        logger.info(
+            f"Pairs [{','.join(pairs_not_available)}] not available "
+            f"on exchange {config['exchange']['name']}.")

scripts/plot_dataframe.py

@@ -26,141 +26,21 @@ Example of usage:
 """
 import logging
 import sys
-from argparse import Namespace
 from pathlib import Path
 from typing import Any, Dict, List
 
 import pandas as pd
-import plotly.graph_objs as go
-import pytz
-from plotly import tools
-from plotly.offline import plot
 
-from freqtrade import persistence
+from freqtrade.arguments import Arguments
-from freqtrade.arguments import Arguments, TimeRange
 from freqtrade.data import history
-from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data
+from freqtrade.data.btanalysis import load_trades, extract_trades_of_period
-from freqtrade.exchange import Exchange
 from freqtrade.optimize import setup_configuration
-from freqtrade.persistence import Trade
+from freqtrade.plot.plotting import (generate_graph,
-from freqtrade.resolvers import StrategyResolver
+                                     generate_plot_file)
+from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
 
 logger = logging.getLogger(__name__)
-_CONF: Dict[str, Any] = {}
-
-timeZone = pytz.UTC
-
-
-def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFrame:
-    trades: pd.DataFrame = pd.DataFrame()
-    if args.db_url:
-        persistence.init(args.db_url, clean_open_orders=False)
-
-        columns = ["pair", "profit", "open_time", "close_time",
-                   "open_rate", "close_rate", "duration"]
-
-        for x in Trade.query.all():
-            print("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.filter(Trade.pair.is_(pair)).all()],
-                              columns=columns)
-
-    elif args.exportfilename:
-
-        file = Path(args.exportfilename)
-        if file.exists():
-            trades = load_backtest_data(file)
-
-        else:
-            trades = pd.DataFrame([], columns=BT_DATA_COLUMNS)
-
-    return trades
-
-
-def generate_plot_file(fig, pair, ticker_interval, is_last) -> None:
-    """
-    Generate a plot html file from pre populated fig plotly object
-    :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)
-    if is_last:
-        plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')), auto_open=False)
-
-
-def get_trading_env(args: Namespace):
-    """
-    Initalize freqtrade Exchange and Strategy, split pairs recieved in parameter
-    :return: Strategy
-    """
-    global _CONF
-
-    # Load the configuration
-    _CONF.update(setup_configuration(args, RunMode.BACKTEST))
-    print(_CONF)
-
-    pairs = args.pairs.split(',')
-    if pairs is None:
-        logger.critical('Parameter --pairs mandatory;. E.g --pairs ETH/BTC,XRP/BTC')
-        exit()
-
-    # Load the strategy
-    try:
-        strategy = StrategyResolver(_CONF).strategy
-        exchange = Exchange(_CONF)
-    except AttributeError:
-        logger.critical(
-            'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"',
-            args.strategy
-        )
-        exit()
-
-    return [strategy, exchange, pairs]
-
-
-def get_tickers_data(strategy, exchange, pairs: List[str], args):
-    """
-    Get tickers data for each pairs on live or local, option defined in args
-    :return: dictinnary of tickers. output format: {'pair': tickersdata}
-    """
-
-    ticker_interval = strategy.ticker_interval
-    timerange = Arguments.parse_timerange(args.timerange)
-
-    tickers = history.load_data(
-        datadir=Path(str(_CONF.get("datadir"))),
-        pairs=pairs,
-        ticker_interval=ticker_interval,
-        refresh_pairs=_CONF.get('refresh_pairs', False),
-        timerange=timerange,
-        exchange=Exchange(_CONF),
-        live=args.live,
-    )
-
-    # No ticker found, impossible to download, len mismatch
-    for pair, data in tickers.copy().items():
-        logger.debug("checking tickers data of pair: %s", pair)
-        logger.debug("data.empty: %s", data.empty)
-        logger.debug("len(data): %s", len(data))
-        if data.empty:
-            del tickers[pair]
-            logger.info(
-                'An issue occured while retreiving datas of %s pair, please retry '
-                'using -l option for live or --refresh-pairs-cached', pair)
-    return tickers
 
 
 def generate_dataframe(strategy, tickers, pair) -> pd.DataFrame:
@@ -177,211 +57,7 @@ def generate_dataframe(strategy, tickers, pair) -> pd.DataFrame:
     return dataframe
 
 
-def extract_trades_of_period(dataframe, trades) -> pd.DataFrame:
+def analyse_and_plot_pairs(config: Dict[str, Any]):
-    """
-    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']]
-    return trades
-
-
-def generate_graph(
-                    pair: str,
-                    trades: pd.DataFrame,
-                    data: pd.DataFrame,
-                    indicators1: str,
-                    indicators2: str
-                ) -> tools.make_subplots:
-    """
-    Generate the graph from the data generated by Backtesting or from DB
-    :param pair: Pair to Display on the graph
-    :param trades: All trades created
-    :param data: Dataframe
-    :indicators1: String Main plot indicators
-    :indicators2: String 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'
-    )
-
-    df_buy = data[data['buy'] == 1]
-    buys = go.Scattergl(
-        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',
-        )
-    )
-    df_sell = data[data['sell'] == 1]
-    sells = go.Scattergl(
-        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',
-        )
-    )
-
-    trade_buys = go.Scattergl(
-        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'
-        )
-    )
-    trade_sells = go.Scattergl(
-        x=trades["close_time"],
-        y=trades["close_rate"],
-        mode='markers',
-        name='trade_sell',
-        marker=dict(
-            symbol='square-open',
-            size=11,
-            line=dict(width=2),
-            color='red'
-        )
-    )
-
-    # Row 1
-    fig.append_trace(candles, 1, 1)
-
-    if 'bb_lowerband' in data and 'bb_upperband' in data:
-        bb_lower = go.Scatter(
-            x=data.date,
-            y=data.bb_lowerband,
-            name='BB lower',
-            line={'color': 'rgba(255,255,255,0)'},
-        )
-        bb_upper = go.Scatter(
-            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)
-
-    fig = generate_row(fig=fig, row=1, raw_indicators=indicators1, data=data)
-    fig.append_trace(buys, 1, 1)
-    fig.append_trace(sells, 1, 1)
-    fig.append_trace(trade_buys, 1, 1)
-    fig.append_trace(trade_sells, 1, 1)
-
-    # Row 2
-    volume = go.Bar(
-        x=data['date'],
-        y=data['volume'],
-        name='Volume'
-    )
-    fig.append_trace(volume, 2, 1)
-
-    # Row 3
-    fig = generate_row(fig=fig, row=3, raw_indicators=indicators2, data=data)
-
-    return fig
-
-
-def generate_row(fig, row, raw_indicators, data) -> tools.make_subplots:
-    """
-    Generator all the indicator selected by the user for a specific row
-    """
-    for indicator in raw_indicators.split(','):
-        if indicator in data:
-            scattergl = go.Scattergl(
-                x=data['date'],
-                y=data[indicator],
-                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_parse_args(args: List[str]) -> Namespace:
-    """
-    Parse args passed to the script
-    :param args: Cli arguments
-    :return: args: Array with all arguments
-    """
-    arguments = Arguments(args, 'Graph dataframe')
-    arguments.scripts_options()
-    arguments.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)',
-        type=str,
-        default='sma,ema3,ema5',
-        dest='indicators1',
-    )
-
-    arguments.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)',
-        type=str,
-        default='macd,macdsignal',
-        dest='indicators2',
-    )
-    arguments.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,
-    )
-    arguments.common_args_parser()
-    arguments.optimizer_shared_options(arguments.parser)
-    arguments.backtesting_options(arguments.parser)
-    return arguments.parse_args()
-
-
-def analyse_and_plot_pairs(args: Namespace):
     """
     From arguments provided in cli:
     -Initialise backtest env
@@ -392,12 +68,28 @@ def analyse_and_plot_pairs(args: Namespace):
     -Generate plot files
     :return: None
     """
-    strategy, exchange, pairs = get_trading_env(args)
+    exchange = ExchangeResolver(config.get('exchange', {}).get('name'), config).exchange
+
+    strategy = StrategyResolver(config).strategy
+    if "pairs" in config:
+        pairs = config["pairs"].split(',')
+    else:
+        pairs = config["exchange"]["pair_whitelist"]
+
     # Set timerange to use
-    timerange = Arguments.parse_timerange(args.timerange)
+    timerange = Arguments.parse_timerange(config["timerange"])
     ticker_interval = strategy.ticker_interval
 
-    tickers = get_tickers_data(strategy, exchange, pairs, args)
+    tickers = history.load_data(
+        datadir=Path(str(config.get("datadir"))),
+        pairs=pairs,
+        ticker_interval=config['ticker_interval'],
+        refresh_pairs=config.get('refresh_pairs', False),
+        timerange=timerange,
+        exchange=exchange,
+        live=config.get("live", False),
+    )
+
     pair_counter = 0
     for pair, data in tickers.items():
         pair_counter += 1
@@ -406,23 +98,44 @@ def analyse_and_plot_pairs(args: Namespace):
         tickers[pair] = data
         dataframe = generate_dataframe(strategy, tickers, pair)
 
-        trades = load_trades(args, pair, timerange)
+        trades = load_trades(db_url=config["db_url"],
+                             exportfilename=config["exportfilename"])
+        trades = trades.loc[trades['pair'] == pair]
         trades = extract_trades_of_period(dataframe, trades)
 
         fig = generate_graph(
             pair=pair,
-            trades=trades,
             data=dataframe,
-            indicators1=args.indicators1,
+            trades=trades,
-            indicators2=args.indicators2
+            indicators1=config["indicators1"].split(","),
+            indicators2=config["indicators2"].split(",")
         )
 
-        is_last = (False, True)[pair_counter == len(tickers)]
+        generate_plot_file(fig, pair, ticker_interval)
-        generate_plot_file(fig, pair, ticker_interval, is_last)
 
     logger.info('End of ploting process %s plots generated', pair_counter)
 
 
+def plot_parse_args(args: List[str]) -> Dict[str, Any]:
+    """
+    Parse args passed to the script
+    :param args: Cli arguments
+    :return: args: Array with all arguments
+    """
+    arguments = Arguments(args, 'Graph dataframe')
+    arguments.common_options()
+    arguments.main_options()
+    arguments.common_optimize_options()
+    arguments.backtesting_options()
+    arguments.common_scripts_options()
+    arguments.plot_dataframe_options()
+    parsed_args = arguments.parse_args()
+
+    # Load the configuration
+    config = setup_configuration(parsed_args, RunMode.BACKTEST)
+    return config
+
+
 def main(sysargv: List[str]) -> None:
     """
     This function will initiate the bot and start the trading loop.

scripts/plot_profit.py

@@ -206,10 +206,11 @@ def plot_parse_args(args: List[str]) -> Namespace:
     :return: args: Array with all arguments
     """
     arguments = Arguments(args, 'Graph profits')
-    arguments.scripts_options()
+    arguments.common_options()
-    arguments.common_args_parser()
+    arguments.main_options()
-    arguments.optimizer_shared_options(arguments.parser)
+    arguments.common_optimize_options()
-    arguments.backtesting_options(arguments.parser)
+    arguments.backtesting_options()
+    arguments.common_scripts_options()
 
     return arguments.parse_args()
 

scripts/rest_client.py

@@ -65,14 +65,14 @@ class FtRestClient():
     def start(self):
         """
         Start the bot if it's in stopped state.
-        :returns: json object
+        :return: json object
         """
         return self._post("start")
 
     def stop(self):
         """
         Stop the bot. Use start to restart
-        :returns: json object
+        :return: json object
         """
         return self._post("stop")
 
@@ -80,77 +80,77 @@ class FtRestClient():
         """
         Stop buying (but handle sells gracefully).
         use reload_conf to reset
-        :returns: json object
+        :return: json object
         """
         return self._post("stopbuy")
 
     def reload_conf(self):
         """
         Reload configuration
-        :returns: json object
+        :return: json object
         """
         return self._post("reload_conf")
 
     def balance(self):
         """
         Get the account balance
-        :returns: json object
+        :return: json object
         """
         return self._get("balance")
 
     def count(self):
         """
         Returns the amount of open trades
-        :returns: json object
+        :return: json object
         """
         return self._get("count")
 
     def daily(self, days=None):
         """
         Returns the amount of open trades
-        :returns: json object
+        :return: json object
         """
         return self._get("daily", params={"timescale": days} if days else None)
 
     def edge(self):
         """
         Returns information about edge
-        :returns: json object
+        :return: json object
         """
         return self._get("edge")
 
     def profit(self):
         """
         Returns the profit summary
-        :returns: json object
+        :return: json object
         """
         return self._get("profit")
 
     def performance(self):
         """
         Returns the performance of the different coins
-        :returns: json object
+        :return: json object
         """
         return self._get("performance")
 
     def status(self):
         """
         Get the status of open trades
-        :returns: json object
+        :return: json object
         """
         return self._get("status")
 
     def version(self):
         """
         Returns the version of the bot
-        :returns: json object containing the version
+        :return: json object containing the version
         """
         return self._get("version")
 
     def whitelist(self):
         """
         Show the current whitelist
-        :returns: json object
+        :return: json object
         """
         return self._get("whitelist")
 
@@ -158,7 +158,7 @@ class FtRestClient():
         """
         Show the current blacklist
         :param add: List of coins to add (example: "BNB/BTC")
-        :returns: json object
+        :return: json object
         """
         if not args:
             return self._get("blacklist")
@@ -170,7 +170,7 @@ class FtRestClient():
         Buy an asset
         :param pair: Pair to buy (ETH/BTC)
         :param price: Optional - price to buy
-        :returns: json object of the trade
+        :return: json object of the trade
         """
         data = {"pair": pair,
                 "price": price
@@ -181,7 +181,7 @@ class FtRestClient():
         """
         Force-sell a trade
         :param tradeid: Id of the trade (can be received via status command)
-        :returns: json object
+        :return: json object
         """
 
         return self._post("forcesell", data={"tradeid": tradeid})

user_data/strategies/test_strategy.py

@@ -44,8 +44,8 @@ class TestStrategy(IStrategy):
 
     # trailing stoploss
     trailing_stop = False
-    trailing_stop_positive = 0.01
+    # trailing_stop_positive = 0.01
-    trailing_stop_positive_offset = 0.0  # Disabled / not configured
+    # trailing_stop_positive_offset = 0.0  # Disabled / not configured
 
     # Optimal ticker interval for the strategy
     ticker_interval = '5m'